UInt32 creationDate
Creation date of the RFCQ.
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
Double riskWeightedYieldSpread
Only valid for Butterfly RFCQ.
SInt32 responseTimeDifference
Delay between the first quote sent to the Buy Side Member by the Sell Side Member and the first quote...
UInt16 numOfLegs
Trading List - Number of legs.
std::string buySideMemberShortDesc
Short description of the Buy Side Member.
std::string toString() const
Provides string presentation.
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
BV_RFCQ_COVER_INFO priceCoverInfo
Price cover information (only for Outright, Multileg and Double-sided RFCQs)
UInt64 dueInTimeout
Time at which the MultiLeg RFCQ will start.
TI_RFCQ_PROVIDER_STATUS::Enum providerStatus
Final status of the Sell Side Member.
UInt16 participatingSellSideNr
Number of Sell Side Members that took part in the RFCQ.
UInt16 sellSideNr
Number of Sell Side Members to whom the RFCQ was addressed.
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo
Client identification info.
UInt32 tradingListId
Unique ID of the trading list of bonds.
BV_RFCQ_COVER_INFO durWeightedYieldCoverInfo
Duration weighted yield cover information (only for Butterfly RFCQs)
UInt64 closingTime
Closing time of the RFCQ.
Double proceedsSpread
Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)
UInt16 numOfTradableLegs
Number of tradable bonds in the trading list.
static const size_t legSummarySize
Leg summay information.
TI_FLAG::Enum preAgreedFg
Specifies if the RFCQ is sent to one and only provider.
size_t serializationBufSize() const
std::vector< BV_RFCQ_LEG_SUMMARY > legSummary
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.
BV_RFCQ_COVER_INFO proceedsCoverInfo
Proceeds cover information (only for Switch and Butterfly RFCQs)
std::string sellSideTraderName
Unique name of the trader of the sell side.
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
Type of quantity calculation carried out by the Buy Side member.
UInt64 creationTime
Creation time of the RFCQ.
BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO()
UInt16 legId
Unique ID of the trading leg.
BV_RFCQ_DEALER_SELECTION_TYPE::Enum dealerSelectionType
Dealer Selection Type.
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ between the Sell Side Member and the Buy Side M...
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
std::string buySideTraderName
Unique name of the trader of the Buy Side Member.
BV_ALGO_INFO algoInfo
Algo info.
BV_RFCQ_COVER_INFO grossYieldCoverInfo
Gross yield cover information (only for Switch and Butterfly RFCQs)
std::string buySideMemberDesc
Long description of the Buy Side Member.
std::string areaCodeDesc
Long description of the buy side area code.
UInt32 rfcqReqId
Unique ID of the RFCQ request.
~BV_HIST_RFCQ_SELL_SIDE_SUMMARY_INFO()
size_t deserialize(const void *buf, size_t inLen)
UInt32 delay
Difference between RFCQ creation time and the time of the first quote sent by the Sell Side Member.
std::string comment
Free text.
size_t serialize(void *buf) const
std::string areaCodeShortDesc
Short description of the buy side area code.
std::string sellSideMemberCode
Code of the Sell Side Member to whom the RFCQ summary is addressed.
Double grossYieldSpread
Only valid for Switch and Butterfly RFCQ.
std::string buySideMemberCode
Code of the Buy Side Member.
unsigned long long UInt64