OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Substructures.BV_RFCQ_BUY_SIDE_TRADING_LIST_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
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace BondVision {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_TRADING_LIST_INFO
46 {
47 public:
49  sellSideMemberInfo(20)
50 
51  {
52  clientOrderId.reserve(50);
53  settlementInfo.reserve(200);
54  }
55 
57 
58  /// Unique ID of the section
60 
61  /// Unique ID of the tradable instrument
63 
64  /// Identifier of the tradable instrument type (Bond only)
66 
67  /// Unique ID of the Dealer list Preview
69 
70  /// Specifies whether it is a buy or sell operation (Referred to the member who receives the information)
72 
73  /// Data regarding Sell Side Members
74  static const size_t sellSideMemberInfoSize = 20;
75  std::vector<BV_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo;
76 
77  /// Quantity
78  Double quantity; // DOUBLE presentation
79 
80  /// Specifies if the quotation is specified
82 
83  /// Price(Yield)
84  Double quotation; // DOUBLE presentation
85 
86  /// If true, quotation must be sent to providers.
88 
89  /// Number of quotes triggering auto-matching when best price matches IOI.
91 
92  /// Stage Order ID
94 
95  /// ID of the order within the client institution.
96  std::string clientOrderId; // maxSize = 50
97 
98  /// Settlement offset expressed as number of days starting from the trading date
100 
101  /// Settlement date
103 
104  /// Settlement mode
106 
107  /// Type of allocation
109 
110  /// Unique ID of the pre-allocation or of the allocation during the trade splitting phase
112 
113  /// Market affiliation
114  UInt16 marketAffiliation[20];
115 
116  /// Error code of the trading list leg
118 
119  /// Settlement information
120  std::string settlementInfo; // maxSize = 200
121 
122  /// Specifies whether the RFCQ will be subject to pre-trade transparency
124 
125  /// Short Selling indicator
127 
128  /// Algo info
130 
131  /// Client identification information
133 
134 
135  ///
136  size_t deserialize(const void* buf, size_t inLen);
137 
138  /// Provides string presentation
139  std::string toString () const;
140 
141  ///
142  size_t serializationBufSize() const { return 924; }
143 
144  ///
145  size_t serialize(void* buf) const;
146 
147 };
148 
149 
150 
151 
152 }
153 }
154 }
155 }
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI.
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo
Client identification information.
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond only)
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ will be subject to pre-trade transparency.
TI_VERB::Enum verb
Specifies whether it is a buy or sell operation (Referred to the member who receives the information)...
UInt16 settlementOffset
Settlement offset expressed as number of days starting from the trading date.
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
unsigned short UInt16
Definition: Defines.h:45