OnixS C++ MTS Bond Vision SDP Handler 1.4.3
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
38namespace OnixS {
39namespace Mts {
40namespace BondVision {
41namespace SDP {
42
43
44
46class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_BUY_SIDE_TRADING_LIST_INFO
47{
48public:
51
52 {
53 clientOrderId.reserve(50);
54 settlementInfo.reserve(200);
55 }
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75 static const size_t sellSideMemberInfoSize = 20;
76 std::vector<BV_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo;
77
79 Double quantity; // DOUBLE presentation
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91 Double quotation; // DOUBLE presentation
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103 std::string clientOrderId; // maxSize = 50
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127 std::string settlementInfo; // maxSize = 200
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143 size_t deserialize(const void* buf, size_t inLen);
144
146 std::string toString () const;
147
149 size_t serializationBufSize() const { return 940; }
150
152 size_t serialize(void* buf) const;
153
154};
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159}
160}
161}
162}
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