OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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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
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>
36
37
38#if defined (_MSC_VER)
39#pragma warning (push)
40#pragma warning (disable: 4251)
41#endif
42
43namespace OnixS {
44namespace Mts {
45namespace BondVision {
46namespace SDP {
47
48
49
51class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_TRADING_LIST_INFO
52{
53public:
56
57 {
58 clientOrderId.reserve(50);
59 settlementInfo.reserve(200);
60 }
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80 static const size_t sellSideMemberInfoSize = 20;
81 std::vector<BV_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo;
82
84 Double quantity; // DOUBLE presentation
85
88
91
94
96 Double quotation; // DOUBLE presentation
97
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108 std::string clientOrderId; // maxSize = 50
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132 std::string settlementInfo; // maxSize = 200
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148 size_t deserialize(const void* buf, size_t inLen);
149
151 std::string toString () const;
152
154 size_t serializationBufSize() const { return 940; }
155
157 size_t serialize(void* buf) const;
158
159};
160
161
162
163
164}
165}
166}
167}
168
169#if defined (_MSC_VER)
170#pragma warning (pop)
171#endif
std::string toString() const
Provides string presentation.
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo
Client identification information.
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
TI_FLAG::Enum preTradeFg
Specifies whether the RFCQ will be subject to pre-trade transparency.
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond only)
UInt16 settlementOffset
Settlement offset expressed as number of days starting from the trading date.
UInt16 iOIMatchingQuotes
Number of quotes triggering auto-matching when best price matches IOI.
TI_VERB::Enum verb
Specifies whether it is a buy or sell operation (Referred to the member who receives the information)
BV_VALUE benchmarkSpreadLimit
If set, indicates that the Buy Side member has specified a Spread Limit vs. the Benchmark yield.
unsigned short UInt16
Definition Defines.h:45