OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
Loading...
Searching...
No Matches
SMP.Substructures.BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO.h
Go to the documentation of this file.
1#pragma once
2/*
3* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4*
5* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6* and international copyright treaties.
7*
8* Access to and use of the software is governed by the terms of the applicable ONIXS Software
9* Services Agreement (the Agreement) and Customer end user license agreements granting
10* a non-assignable, non-transferable and non-exclusive license to use the software
11* for it's own data processing purposes under the terms defined in the Agreement.
12*
13* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14* of this source code or associated reference material to any other location for further reproduction
15* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16*
17* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18* the terms of the Agreement is a violation of copyright law.
19*/
20
21
22/*
23--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
39
40
41namespace OnixS {
42namespace Mts {
43namespace BondVision {
44namespace SDP {
45
46
47
49class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO
50{
51public:
53 legSummary(3)
54 , providerInfo(20)
57 , iOIDepthBid(20)
58 , iOIDepthAsk(20)
59
60 {
61 buySideMemberCode.reserve(12);
62 buySideTraderName.reserve(12);
63 originSellSideMemberCode.reserve(12);
64 originSellSideMemberDesc.reserve(36);
66 sellSideMemberCode.reserve(12);
67 sellSideMemberDesc.reserve(36);
68 sellSideMemberShortDesc.reserve(12);
69 sellSideTraderName.reserve(12);
70 clientRfcqId.reserve(50);
71 comment.reserve(100);
72 areaCodeShortDesc.reserve(12);
73 areaCodeDesc.reserve(36);
74 userInfo1.reserve(200);
75 userInfo2.reserve(200);
76 }
77
79
81 std::string buySideMemberCode; // maxSize = 12
82
84 std::string buySideTraderName; // maxSize = 12
85
88
91
94
97
100
103
105 std::string originSellSideMemberCode; // maxSize = 12
106
108 std::string originSellSideMemberDesc; // maxSize = 36
109
111 std::string originSellSideMemberShortDesc; // maxSize = 12
112
115
117 UInt64 dueInTimeout; // UTIME presentation
118
121
124
127
130
133
135 std::string sellSideMemberCode; // maxSize = 12
136
138 std::string sellSideMemberDesc; // maxSize = 36
139
141 std::string sellSideMemberShortDesc; // maxSize = 12
142
144 std::string sellSideTraderName; // maxSize = 12
145
148
150 UInt64 closingTime; // UTIME presentation
151
154
157
159 std::string clientRfcqId; // maxSize = 50
160
163
165 UInt64 bookTimestamp; // UTIME presentation
166
168 Double priceCoverValue; // DOUBLE presentation
169
171 Double proceedsCoverValue; // DOUBLE presentation
172
174 Double grossYieldCoverValue; // DOUBLE presentation
175
177 Double durWeightedYieldCoverValue; // DOUBLE presentation
178
180 Double grossYieldSpread; // DOUBLE presentation
181
183 Double proceedsSpread; // DOUBLE presentation
184
186 Double riskWeightedYieldSpread; // DOUBLE presentation
187
190
192 Double limitSpread; // DOUBLE presentation
193
196
198 static const size_t legSummarySize = 3;
199 std::vector<BV_RFCQ_BUY_SIDE_LEG_SUMMARY> legSummary;
200
202 static const size_t providerInfoSize = 20;
203 std::vector<BV_RFCQ_PROVIDER_INFO> providerInfo;
204
206 static const size_t inventoryDepthBidSize = 20;
207 std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthBid;
208
210 static const size_t inventoryDepthAskSize = 20;
211 std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthAsk;
212
214 static const size_t iOIDepthBidSize = 20;
215 std::vector<BV_IOI_TRADING_INFO> iOIDepthBid;
216
218 static const size_t iOIDepthAskSize = 20;
219 std::vector<BV_IOI_TRADING_INFO> iOIDepthAsk;
220
222 std::string comment; // maxSize = 100
223
225 std::string areaCodeShortDesc; // maxSize = 12
226
228 std::string areaCodeDesc; // maxSize = 36
229
231 std::string userInfo1; // maxSize = 200
232
234 std::string userInfo2; // maxSize = 200
235
238
241
243 UInt64 manualOverrideStartTime; // UTIME presentation
244
246 UInt64 manualOverrideEndTime; // UTIME presentation
247
248
250 size_t deserialize(const void* buf, size_t inLen);
251
253 std::string toString () const;
254
256 size_t serializationBufSize() const { return 53396; }
257
259 size_t serialize(void* buf) const;
260
261};
262
263
264
265
266}
267}
268}
269}
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)
std::string toString() const
Provides string presentation.
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
std::string originSellSideMemberDesc
Description of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInv...
Double limitSpread
Limit value for the spread in case of RFCQ Switch or Butterfly negotiation.
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.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
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.
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::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, ...)
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI (for Outright RFCQ or Multileg ...
std::string sellSideMemberShortDesc
Short description of the Sell Side Member with whom the deal has been made.
UInt32 delay
Delay between the RFCQ creation time and the time at which the first quote was received.
UInt64 bookTimestamp
In case of accepted RFCQ, it's the timestamp of the RFCQ book that contained the quote hit or lifted.
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 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
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45