Double priceCoverValue
Price cover value (only for Outright, Multileg and Double-sided RFCQs)
TI_FLAG::Enum limitSpreadFg
Specifies if the value in the LimitSpread field is meaningful.
Double proceedsCoverValue
Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterf...
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
Double riskWeightedYieldSpread
Only valid for Butterfly RFCQ.
static const size_t providerInfoSize
Provider information.
UInt16 numOfLegs
Trading List - Number of legs.
std::string clientRfcqId
Client specific information.
std::string toString() const
Provides string presentation.
UInt32 voiceListId
Unique ID of the Voice Registration.
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
std::string userInfo1
Client free text.
UInt64 manualOverrideStartTime
Override manual start time.
std::vector< BV_IOI_TRADING_INFO > iOIDepthAsk
UInt64 dueInTimeout
Time at which the MultiLeg RFCQ will start.
UInt16 participatingSellSideNr
Number of Sell Side Members that took part in the RFCQ.
std::string originSellSideMemberDesc
Description of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInv...
UInt16 sellSideNr
Number of Sell Side Members to whom the RFCQ was addressed.
UInt32 tradingListId
Unique ID of the trading list of bonds.
UInt64 manualOverrideEndTime
Override manual end time.
UInt64 closingTime
Closing time of the RFCQ.
Double limitSpread
Limit value for the spread in case of RFCQ Switch or Butterfly negotiation.
static const size_t iOIDepthBidSize
IOI trading info - bid side.
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
std::string sellSideMemberDesc
Long description of the Sell Side Member with whom the deal has been made.
static const size_t legSummarySize
Leg summay information.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
~BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO()
size_t serializationBufSize() const
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthAsk
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthBid
std::string originSellSideMemberShortDesc
Short description of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'F...
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ is subject to pre-trade transparency.
static const size_t inventoryDepthBidSize
Inventory Depth - bid side.
static const size_t inventoryDepthAskSize
Inventory Depth - ask side.
Double durWeightedYieldCoverValue
Duration weighted yield cover value (only for Butterfly RFCQs)
std::string sellSideTraderName
Unique name of the trader of the Sell Side Member with whom the deal has been made.
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
Type of quantity calculation carried out by the Buy Side member.
std::vector< BV_RFCQ_BUY_SIDE_LEG_SUMMARY > legSummary
UInt16 legId
Unique ID of the trading leg.
std::vector< BV_RFCQ_PROVIDER_INFO > providerInfo
std::string originSellSideMemberCode
ABI or MTS code of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'Fro...
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ among the Buy Side Member and one or more Sell ...
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
std::string buySideTraderName
Name of the trader of the Buy Side Member.
std::string areaCodeDesc
Long description of the buy side area code.
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI (for Outright RFCQ or Multileg ...
std::vector< BV_IOI_TRADING_INFO > iOIDepthBid
std::string sellSideMemberShortDesc
Short description of the Sell Side Member with whom the deal has been made.
static const size_t iOIDepthAskSize
IOI trading info - ask side.
std::string userInfo2
Client free text.
size_t deserialize(const void *buf, size_t inLen)
UInt32 delay
Delay between the RFCQ creation time and the time at which the first quote was received.
std::string comment
Free text.
UInt64 bookTimestamp
In case of accepted RFCQ, it's the timestamp of the RFCQ book that contained the quote hit or lifted.
TI_FLAG::Enum autoExecutionFg
Specifies if the RFCQ is automatically generated.
size_t serialize(void *buf) const
TI_MSG_INFO rfcqReqMsgInfo
Message Info (Unique ID) of the Rfcq Request.
BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO()
std::string areaCodeShortDesc
Short description of the buy side area code.
UInt32 autoExecutionRuleId
Rule Id of the Autoexecution.
std::string sellSideMemberCode
In case of accepted RFCQ, it is the code of the Sell Side Member with whom the deal has been made.
Double grossYieldSpread
Only valid for Switch and Butterfly RFCQ.
Double grossYieldCoverValue
Gross yield cover value (only for Switchg and Butterfly RFCQs)
std::string buySideMemberCode
Unique ID code of the Buy Side Member (ABI or MTS coding)
unsigned long long UInt64