SMP.Substructures.BV_HIST_TRADE_FUTURE_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_HIST_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADE_FUTURE_ACCOUNT_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_HIST_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADE_FUTURE_ACCOUNT_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_HIST_INSTRUMENT_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADE_FUTURE_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRANSPARENCY_INFO.h>


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



/// 
class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_TRADE_FUTURE_INFO 
{
public:
    BV_HIST_TRADE_FUTURE_INFO()
    {
        sectionCode.reserve(4);
        exchangeCode.reserve(12);
        exchangeDesc.reserve(36);
        instrumentClassCode.reserve(12);
        financialInstrumentCode.reserve(12);
        settlTradeId.reserve(32);
        accountCode.reserve(200);
        accountInfo.reserve(200);
        currency.reserve(3);
        marketAffiliationShortDesc.reserve(12);
        marketAffiliationtDesc.reserve(36);
        areaCodeShortDesc.reserve(12);
        areaCodeDesc.reserve(36);
        micCode.reserve(12);
    }

    ~BV_HIST_TRADE_FUTURE_INFO() {}

    /// Contract number, contract closing (i.e. creation) date and hour, assigned by the central system
    TI_MSG_INFO tradeMsgInfo;

    /// Section code
    std::string sectionCode; // maxSize = 4

    /// Unique ID of the Trade of the Bond leg
    UInt32 cashTradeId;

    /// Unique ID of the Trade of the Deal
    UInt32 dealId;

    /// Name of Future Exchange
    std::string exchangeCode; // maxSize = 12

    /// Exchange Description
    std::string exchangeDesc; // maxSize = 36

    /// Data identifying the Provider (who did the proposal)
    BV_HIST_TRADE_MEMBER_INFO provider;

    /// Eurex account info of the provider
    BV_TRADE_FUTURE_ACCOUNT_INFO providerExchangeAccountInfo;

    /// Data identifying the Aggressor (who did the order)
    BV_HIST_TRADE_MEMBER_INFO aggressor;

    /// Eurex account info of the aggressor
    BV_TRADE_FUTURE_ACCOUNT_INFO aggressorExchangeAccountInfo;

    /// Instrument info
    BV_HIST_INSTRUMENT_INFO instrument;

    /// Code of the instrument class
    std::string instrumentClassCode; // maxSize = 12

    /// Code of the financial instrument
    std::string financialInstrumentCode; // maxSize = 12

    /// Order side (Buy or Sell)
    TI_VERB::Enum verb;

    /// Contract Price, Yield, Qty, NominalValue
    BV_TRADE_FUTURE_TRADING_INFO tradeInfo;

    /// Status of the trade (e.g. active, cancelled, cancelled for split, modified)
    TI_FILL_STATUS::Enum status;

    /// Indicates whether the deal has been originated by manual or by authomatic matching
    BV_MATCH_MODE::Enum fillMode;

    /// Unique ID of the trade on the Eurex market
    std::string settlTradeId; // maxSize = 32

    /// Submission Status in the Eurex Market (Defined, Undefined)
    BV_SETTL_STATUS::Enum settlStatus;

    /// Account information
    std::string accountCode; // maxSize = 200

    /// Additional account information
    std::string accountInfo; // maxSize = 200

    /// Nominal value
    Double nominalValue; // DOUBLE presentation

    /// Currency
    std::string currency; // maxSize = 3

    /// Last update time, useful for communications with pre-settlement systems
    UInt64 updateTime; // UTIME presentation

    /// Market Affiliation short description
    std::string marketAffiliationShortDesc; // maxSize = 12

    /// Market Affiliation description
    std::string marketAffiliationtDesc; // maxSize = 36

    /// ID of the partent trade, in case of trade splitting
    UInt32 parentTradeId;

    /// Indicates whether the trade is splittable or not
    TI_FLAG::Enum splittableFg;

    /// Time of pre-allocation
    UInt64 preAllocationTime; // UTIME presentation

    /// Adjustment
    Double adjustment; // DOUBLE presentation

    /// Indicates whether adjustment is applied
    TI_FLAG::Enum adjustmentFg;

    /// Specifies whether the trade results from normal trading activity or from a RFQ, RFCQ, etc.
    TI_TRADE_TYPE::Enum tradeType;

    /// Area Code short description
    std::string areaCodeShortDesc; // maxSize = 12

    /// Area Code short description
    std::string areaCodeDesc; // maxSize = 36

    /// MIC code
    std::string micCode; // maxSize = 12

    /// Unique ID of the RFCQ/Inventory Order
    UInt32 transactionId;

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

    /// RFCQ Type
    TI_RFCQ_TYPE::Enum rfcqType;

    /// Pre and Post-Trade Transparency Info
    BV_TRANSPARENCY_INFO transparencyInfo;


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

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

    ///
    size_t serializationBufSize() const { return 2528; }

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

};




}
}
}
}