OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Substructures.BV_INVENTORY_TRADING_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
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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.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
38 
39 
40 namespace OnixS {
41 namespace Mts {
42 namespace BondVision {
43 namespace SDP {
44 
45 
46 
47 ///
48 class ONIXS_MTS_BONDVISION_SDP_API BV_INVENTORY_TRADING_INFO
49 {
50 public:
52  {
53  memberCode.reserve(12);
54  memberDesc.reserve(36);
55  memberShortDesc.reserve(12);
56  dealerReferenceId.reserve(32);
57  quoteDigest.reserve(100);
58  }
59 
61 
62  /// Unique ID of the member code
64 
65  /// Code of the member
66  std::string memberCode; // maxSize = 12
67 
68  /// Description of the member
69  std::string memberDesc; // maxSize = 36
70 
71  /// Short description of the member
72  std::string memberShortDesc; // maxSize = 12
73 
74  /// Unique ID of the quote
76 
77  /// Free text
78  std::string dealerReferenceId; // maxSize = 32
79 
80  /// Specifies whether the quote may be hit/lifted by an inventory order
82 
83  /// Quote price
84  Double price; // DOUBLE presentation
85 
86  /// Quote yield
87  Double yield; // DOUBLE presentation
88 
89  /// Yield To Call
91 
92  /// Yield To Worst
94 
95  /// YMW Theoretical
97 
98  /// MWC Price Theoretical
99  Double mWCPriceTh; // DOUBLE presentation
100 
101  /// YMW Exercised
103 
104  /// Yield to Reset
106 
107  /// Analytics
109 
110  /// Quote countervalue
111  Double countervalue; // DOUBLE presentation
112 
113  /// Quantity
114  Double qty; // DOUBLE presentation
115 
116  /// Minimum executable quantity
117  Double minExecQty; // DOUBLE presentation
118 
119  /// Encrypted information related to quote data
120  std::string quoteDigest; // maxSize = 100
121 
122  /// Time at which the inventory quote was last updated
123  UInt64 quoteUpdateTime; // UTIME presentation
124 
125  /// Axed Bonds flag
127 
128  /// Indicates whether the dealer is a Systematic Internaliser
130 
131 
132  ///
133  size_t deserialize(const void* buf, size_t inLen);
134 
135  /// Provides string presentation
136  std::string toString () const;
137 
138  ///
139  size_t serializationBufSize() const { return 600; }
140 
141  ///
142  size_t serialize(void* buf) const;
143 
144 };
145 
146 
147 
148 
149 }
150 }
151 }
152 }
TI_FLAG::Enum executableFg
Specifies whether the quote may be hit/lifted by an inventory order.
UInt64 quoteUpdateTime
Time at which the inventory quote was last updated.
TI_FLAG::Enum systematicInternaliserFg
Indicates whether the dealer is a Systematic Internaliser.
std::string quoteDigest
Encrypted information related to quote data.
unsigned long long UInt64
Definition: Defines.h:47