OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Substructures.BV_HIST_TRADE_INFO.h
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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>
45
46
47namespace OnixS {
48namespace Mts {
49namespace BondVision {
50namespace SDP {
51
52
53
55class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_TRADE_INFO
56{
57public:
59 {
60 sectionCode.reserve(4);
61 instrumentClassCode.reserve(6);
62 financialInstrumentCode.reserve(12);
63 accountCode.reserve(200);
64 currency.reserve(3);
66 marketAffiliationDesc.reserve(36);
67 accountInfo.reserve(200);
68 areaCodeShortDesc.reserve(12);
69 areaCodeDesc.reserve(36);
70 micCode.reserve(12);
71 }
72
74
77
79 std::string sectionCode; // maxSize = 4
80
83
86
89
92
94 std::string instrumentClassCode; // maxSize = 6
95
97 std::string financialInstrumentCode; // maxSize = 12
98
101
104
107
110
113
116
119
121 std::string accountCode; // maxSize = 200
122
124 Double nominalValue; // DOUBLE presentation
125
127 Double settlCounterValue; // DOUBLE presentation
128
130 Double accruedInterest; // DOUBLE presentation
131
133 std::string currency; // maxSize = 3
134
137
139 UInt64 updateTime; // UTIME presentation
140
142 std::string marketAffiliationShortDesc; // maxSize = 12
143
145 std::string marketAffiliationDesc; // maxSize = 36
146
148 Double settlementFXRate; // DOUBLE presentation
149
152
155
157 UInt64 preAllocationTime; // UTIME presentation
158
161
163 std::string accountInfo; // maxSize = 200
164
167
169 Double adjustment; // DOUBLE presentation
170
173
176
178 std::string areaCodeShortDesc; // maxSize = 12
179
181 std::string areaCodeDesc; // maxSize = 36
182
185
188
190 Double bVBestMidPrice; // DOUBLE presentation
191
193 Double bVBestMidYield; // DOUBLE presentation
194
197
200
203
205 Double bvBestMidMWCPriceTh; // DOUBLE presentation
206
209
212
215
218
220 std::string micCode; // maxSize = 12
221
224
227
230
233
234
236 size_t deserialize(const void* buf, size_t inLen);
237
239 std::string toString () const;
240
242 size_t serializationBufSize() const { return 3716; }
243
245 size_t serialize(void* buf) const;
246
247};
248
249
250
251
252}
253}
254}
255}
TI_FLAG::Enum adjustmentFg
Indicates whether adjustment is applied.
TI_TRADE_TYPE::Enum tradeType
Specifies whether the trade results from normal trading activity or from a RFQ, RFCQ,...
BV_MATCH_MODE::Enum fillMode
Indicates whether the trade has been originated by a manual or authomatic matching.
UInt32 transactionId
Unique ID of the RFCQ or Inventory Order.
BV_BEST_TRADING_INFO bVBestAsk
Market best on the Ask side.
UInt64 updateTime
Last update time, useful for communications with pre-settlement systems.
std::string toString() const
Provides string presentation.
TI_MSG_INFO tradeMsgInfo
Contract number, contract closing (i.e. creation) date and hour, assigned by the central system.
Double settlCounterValue
Countervalue of settlement trade, expressed in the trade currency.
std::string financialInstrumentCode
Code of the financial instrument.
std::string marketAffiliationDesc
Market Affiliation description.
BV_TRADE_TRADING_INFO tradeInfo
Contract Price, Yield, Qty, NominalValue.
TI_FLAG::Enum greyMarketFlag
Indicates if the instrument object of the trade has been dealt on grey market.
Double settlementFXRate
Exchange rate between Trading and Settlement Currencies (i.e. Settlement Currency or Trading Currency...
BV_HIST_TRADE_MEMBER_INFO provider
Data identifying the Provider (who did the proposal). If the proposal has been done by an Agent,...
BV_BEST_TRADING_INFO bVBestBid
Market best on the Bid side.
std::string marketAffiliationShortDesc
Market Affiliation short description.
TI_FLAG::Enum splittableFg
Indicates whether the trade is splittable or not.
TI_FILL_STATUS::Enum status
Status of the trade (e.g. active, cancelled, cancelled - split, modified)
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, Multileg)
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency Info.
Double accruedInterest
Countervalue of the interests rate payd by the buyer to the seller, expressed in the trade currency.
size_t deserialize(const void *buf, size_t inLen)
BV_HIST_TRADE_MEMBER_INFO aggressor
Data identifying the Aggrssor (who did the order). If the order has been done by an Agent,...
UInt32 parentTradeId
In case of trade splitting, it's the ID of the parent trade.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45