OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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SMP.Substructures.BV_RFCQ_LEG_SUMMARY.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>
41
42
43#if defined (_MSC_VER)
44#pragma warning (push)
45#pragma warning (disable: 4251)
46#endif
47
48namespace OnixS {
49namespace Mts {
50namespace BondVision {
51namespace SDP {
52
53
54
56class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_LEG_SUMMARY
57{
58public:
60 {
61 instrumentIsinCode.reserve(12);
62 instrumentDescription.reserve(36);
63 sectionCode.reserve(4);
64 instrumentClassCode.reserve(12);
65 currency.reserve(3);
66 accountCode.reserve(200);
67 accountInfo.reserve(200);
68 clientOrderId.reserve(50);
69 settlementInfo.reserve(200);
70 benchmarkISINCode.reserve(12);
71 benchmarkDescription.reserve(36);
72 micCode.reserve(12);
73 }
74
76
79
81 std::string instrumentIsinCode; // maxSize = 12
82
84 std::string instrumentDescription; // maxSize = 36
85
87 std::string sectionCode; // maxSize = 4
88
90 std::string instrumentClassCode; // maxSize = 12
91
94
96 Double quantity; // DOUBLE presentation
97
99 Double minQty; // DOUBLE presentation
100
102 Double executedQuantity; // DOUBLE presentation
103
105 Double nominalValue; // DOUBLE presentation
106
109
111 Double price; // DOUBLE presentation
112
114 Double yield; // DOUBLE presentation
115
118
121
123 Double principal; // DOUBLE presentation
124
126 Double accrued; // DOUBLE presentation
127
130
132 std::string currency; // maxSize = 3
133
135 Double bpv; // DOUBLE presentation
136
139
142
144 std::string accountCode; // maxSize = 200
145
147 std::string accountInfo; // maxSize = 200
148
151
153 std::string clientOrderId; // maxSize = 50
154
156 std::string settlementInfo; // maxSize = 200
157
159 Double modDuration; // DOUBLE presentation
160
163
165 Double quotation; // DOUBLE presentation
166
169
172
175
177 Double bVBestMidPrice; // DOUBLE presentation
178
180 Double bVBestMidYield; // DOUBLE presentation
181
184
187
190
192 Double bvBestMidMWCPriceTh; // DOUBLE presentation
193
196
199
202
205
207 std::string benchmarkISINCode; // maxSize = 12
208
210 std::string benchmarkDescription; // maxSize = 36
211
213 Double benchmarkPrice; // DOUBLE presentation
214
216 Double benchmarkYield; // DOUBLE presentation
217
219 Double benchmarkSpreadValue; // DOUBLE presentation
220
223
225 std::string micCode; // maxSize = 12
226
229
230
232 size_t deserialize(const void* buf, size_t inLen);
233
235 std::string toString () const;
236
238 size_t serializationBufSize() const { return 2052; }
239
241 size_t serialize(void* buf) const;
242
243};
244
245
246
247
248}
249}
250}
251}
252
253#if defined (_MSC_VER)
254#pragma warning (pop)
255#endif
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
Shor tSelling indicator.
BV_BEST_TRADING_INFO bVBestAsk
Market BV Best on the Ask side.
std::string toString() const
Provides string presentation.
std::string clientOrderId
Unique ID of the executed order within the client institution.
TI_FLAG::Enum quotationFg
Specifies if the quotation is specified.
UInt32 allocationId
If specified reports the ID of a single account or of a pre allocation split depending on the fields ...
BV_BEST_TRADING_INFO bVBestBid
Market BV Best on the Bid side.
TI_VERB::Enum verb
Verb (Referred to the member who receives the information)
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency Info.
size_t deserialize(const void *buf, size_t inLen)
std::string instrumentIsinCode
ISIN code of the tradable instrument.
Double bpv
BPV of the tradable instrument at the moment of the RFCQ creation.
TI_FLAG::Enum discloseIOIFg
If true, quotation must be sent to providers.
std::string instrumentDescription
Description of the tradable instrument.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.
unsigned short UInt16
Definition Defines.h:45