SMP.Substructures.BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO.h

Go to the documentation of this file.

#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/BondVision/SDP/Defines.h>
#include <OnixS/MTS/BondVision/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_BUY_SIDE_LEG_SUMMARY.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_PROVIDER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_INVENTORY_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_INVENTORY_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_TRADING_INFO.h>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



/// 
class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO 
{
public:
    BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO():
              legSummary(3)
            , providerInfo(20)
            , inventoryDepthBid(20)
            , inventoryDepthAsk(20)
            , iOIDepthBid(20)
            , iOIDepthAsk(20)

    {
        buySideMemberCode.reserve(12);
        buySideTraderName.reserve(12);
        originSellSideMemberCode.reserve(12);
        originSellSideMemberDesc.reserve(36);
        originSellSideMemberShortDesc.reserve(12);
        sellSideMemberCode.reserve(12);
        sellSideMemberDesc.reserve(36);
        sellSideMemberShortDesc.reserve(12);
        sellSideTraderName.reserve(12);
        clientRfcqId.reserve(50);
        comment.reserve(100);
        areaCodeShortDesc.reserve(12);
        areaCodeDesc.reserve(36);
        userInfo1.reserve(200);
        userInfo2.reserve(200);
    }

    ~BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO() {}

    /// Unique ID code of the Buy Side Member (ABI or MTS coding)
    std::string buySideMemberCode; // maxSize = 12

    /// Name of the trader of the Buy Side Member
    std::string buySideTraderName; // maxSize = 12

    /// Message Info (Unique ID) of the Rfcq Request
    TI_MSG_INFO rfcqReqMsgInfo;

    /// RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
    TI_RFCQ_TYPE::Enum rfcqType;

    /// RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)
    TI_RFCQ_ORIGIN::Enum rfcqOrigin;

    /// Specifies if the RFCQ is sent to one and only provider.
    TI_FLAG::Enum preAgreedFg;

    /// Specifies whether the RFCQ is subject to pre-trade transparency
    TI_FLAG::Enum preTradeFg;

    /// Unique ID of the Voice Registration
    UInt32 voiceListId;

    /// ABI or MTS code of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInventory'
    std::string originSellSideMemberCode; // maxSize = 12

    /// Description of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInventory'
    std::string originSellSideMemberDesc; // maxSize = 36

    /// Short description of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInventory'
    std::string originSellSideMemberShortDesc; // maxSize = 12

    /// Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
    UInt16 dueInTime;

    /// Time at which the MultiLeg RFCQ will start
    UInt64 dueInTimeout; // UTIME presentation

    /// Type of quantity calculation carried out by the Buy Side member
    TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation;

    /// Unique ID of the trading list of bonds
    UInt32 tradingListId;

    /// Unique ID of the trading leg
    UInt16 legId;

    /// Number of quotes triggering auto-matching when best price matches IOI (for Outright RFCQ or Multileg RFCQ)
    UInt16 iOIMatchingQuotes;

    /// If True, messages have been exchanged during the RFCQ among the Buy Side Member and one or more Sell Side Members.
    TI_FLAG::Enum msgFg;

    /// In case of accepted RFCQ, it is the code of the Sell Side Member with whom the deal has been made
    std::string sellSideMemberCode; // maxSize = 12

    /// Long description of the Sell Side Member with whom the deal has been made
    std::string sellSideMemberDesc; // maxSize = 36

    /// Short description of the Sell Side Member with whom the deal has been made
    std::string sellSideMemberShortDesc; // maxSize = 12

    /// Unique name of the trader of the Sell Side Member with whom the deal has been made
    std::string sellSideTraderName; // maxSize = 12

    /// Specifies the final status of the RFCQ
    TI_RFCQ_REQUEST_STATUS::Enum finalStatus;

    /// Closing time of the RFCQ
    UInt64 closingTime; // UTIME presentation

    /// Number of Sell Side Members to whom the RFCQ was addressed
    UInt16 sellSideNr;

    /// Number of Sell Side Members that took part in the RFCQ
    UInt16 participatingSellSideNr;

    /// Client specific information
    std::string clientRfcqId; // maxSize = 50

    /// Delay between the RFCQ creation time and the time at which the first quote was received
    UInt32 delay;

    /// In case of accepted RFCQ, it's the timestamp of the RFCQ book that contained the quote hit or lifted.
    UInt64 bookTimestamp; // UTIME presentation

    /// Price cover value (only for Outright, Multileg and Double-sided RFCQs)
    Double priceCoverValue; // DOUBLE presentation

    /// Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterfly RFCQs)
    Double proceedsCoverValue; // DOUBLE presentation

    /// Gross yield cover value (only for Switchg and Butterfly RFCQs)
    Double grossYieldCoverValue; // DOUBLE presentation

    /// Duration weighted yield cover value (only for Butterfly RFCQs)
    Double durWeightedYieldCoverValue; // DOUBLE presentation

    /// Only valid for Switch and Butterfly RFCQ
    Double grossYieldSpread; // DOUBLE presentation

    /// Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
    Double proceedsSpread; // DOUBLE presentation

    /// Only valid for Butterfly RFCQ
    Double riskWeightedYieldSpread; // DOUBLE presentation

    /// Trading List - Number of legs
    UInt16 numOfLegs;

    /// Leg summay information
    static const size_t legSummarySize = 3;
    std::vector<BV_RFCQ_BUY_SIDE_LEG_SUMMARY> legSummary;

    /// Provider information
    static const size_t providerInfoSize = 20;
    std::vector<BV_RFCQ_PROVIDER_INFO> providerInfo;

    /// Inventory Depth - bid side
    static const size_t inventoryDepthBidSize = 20;
    std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthBid;

    /// Inventory Depth - ask side
    static const size_t inventoryDepthAskSize = 20;
    std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthAsk;

    /// IOI trading info - bid side
    static const size_t iOIDepthBidSize = 20;
    std::vector<BV_IOI_TRADING_INFO> iOIDepthBid;

    /// IOI trading info - ask side
    static const size_t iOIDepthAskSize = 20;
    std::vector<BV_IOI_TRADING_INFO> iOIDepthAsk;

    /// Free text
    std::string comment; // maxSize = 100

    /// Short description of the buy side area code
    std::string areaCodeShortDesc; // maxSize = 12

    /// Long description of the buy side area code
    std::string areaCodeDesc; // maxSize = 36

    /// Client free text
    std::string userInfo1; // maxSize = 200

    /// Client free text
    std::string userInfo2; // maxSize = 200

    /// Specifies if the RFCQ is automatically generated
    TI_FLAG::Enum autoExecutionFg;


    ///
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    std::string toString () const;

    ///
    size_t serializationBufSize() const { return 53364; }

    ///
    size_t serialize(void* buf) const;

};




}
}
}
}