TI_FLAG::Enum adjustmentFg
Indicates whether adjustment is applied.
UInt32 settlDate
Settlement date.
UInt32 dealId
Unique ID of the Deal.
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.
Double bVBestMidYield
MidYield Value.
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.
BV_SETTL_STATUS::Enum settlStatus
Settlement status.
std::string micCode
MIC Code.
Double bvBestMidMWCPriceTh
Mid MWC Price Theoretical.
TI_SETTL_TYPE::Enum settlType
Settlement type.
Double settlCounterValue
Countervalue of settlement trade, expressed in the trade currency.
std::string financialInstrumentCode
Code of the financial instrument.
UInt64 preAllocationTime
Time of pre-allocation.
UInt32 allocationId
Unique ID of the allocation.
BV_HIST_INSTRUMENT_INFO instrument
Instrument info.
size_t serializationBufSize() const
BV_ANALYTICS bvBestMidAnalytics
Analytics.
std::string marketAffiliationDesc
Market Affiliation description.
std::string accountInfo
Additional account information.
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_VALUE bvBestMidYMWTh
Mid YMW Theoretical.
BV_HIST_TRADE_MEMBER_INFO provider
Data identifying the Provider (who did the proposal). If the proposal has been done by an Agent,...
Double bVBestMidPrice
MidPrice Value.
std::string accountCode
Account information.
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.
UInt16 legId
Unique ID of the trading leg.
TI_FLAG::Enum bvBestMidYTR
Mid Yield to Reset.
TI_FILL_STATUS::Enum status
Status of the trade (e.g. active, cancelled, cancelled - split, modified)
std::string sectionCode
Section code.
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Switch, Butterfly, Multileg)
UInt16 settlementOffset
Settlement offset.
std::string instrumentClassCode
Code of the instrument class.
std::string areaCodeDesc
Area Code description.
BV_VALUE bvBestMidYMWExrc
Mid YMW Exercised.
TI_VERB::Enum verb
Order side - Buy or Sell.
BV_VALUE bVBestMidYTW
Mid Yield To Worst.
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,...
Double nominalValue
Nominal value.
BV_VALUE bVBestMidYTC
Mid Yield To Call.
UInt32 parentTradeId
In case of trade splitting, it's the ID of the parent trade.
size_t serialize(void *buf) const
std::string currency
Currency.
Double adjustment
Adjustment.
std::string areaCodeShortDesc
Area Code short description.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.
unsigned long long UInt64