OnixS C++ MTS Bond Vision SDP Handler 1.5.1
API documentation
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SMP.Substructures.BV_TRADE_FUTURE_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>
40
41
42#if defined (_MSC_VER)
43#pragma warning (push)
44#pragma warning (disable: 4251)
45#endif
46
47namespace OnixS {
48namespace Mts {
49namespace BondVision {
50namespace SDP {
51
52
53
55class ONIXS_MTS_BONDVISION_SDP_API BV_TRADE_FUTURE_INFO
56{
57public:
59 {
60 financialInstrumentCode.reserve(12);
61 settlTradeId.reserve(32);
62 currency.reserve(3);
63 micCode.reserve(12);
64 }
65
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102 std::string financialInstrumentCode; // maxSize = 12
103
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117 std::string settlTradeId; // maxSize = 32
118
121
124
126 Double nominalValue; // DOUBLE presentation
127
129 std::string currency; // maxSize = 3
130
132 UInt64 updateTime; // UTIME presentation
133
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139
142
144 UInt64 preAllocationTime; // UTIME presentation
145
147 Double adjustment; // DOUBLE presentation
148
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157
159 std::string micCode; // maxSize = 12
160
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173
175 size_t deserialize(const void* buf, size_t inLen);
176
178 std::string toString () const;
179
181 size_t serializationBufSize() const { return 1740; }
182
184 size_t serialize(void* buf) const;
185
186};
187
188
189
190
191}
192}
193}
194}
195
196#if defined (_MSC_VER)
197#pragma warning (pop)
198#endif
TI_FLAG::Enum adjustmentFg
Indicates whether adjustment is applied.
TI_TRADE_TYPE::Enum tradeType
Specifies whether the trade results from normal trading activity or from a RFQ, RFCQ,...
BV_MATCH_MODE::Enum fillMode
Indicates whether the deal has been originated by manual or by authomatic matching.
UInt64 updateTime
Last update time, useful for communications with pre-settlement systems.
std::string toString() const
Provides string presentation.
UInt32 financialInstrumentId
Unique ID of the financial instrument.
TI_MSG_INFO tradeMsgInfo
Contract number, contract closing (i.e. creation) date and hour, assigned by the central system.
BV_SETTL_STATUS::Enum settlStatus
Submission Status in the Eurex Market (Defined, Undefined)
BV_TRADE_FUTURE_ACCOUNT_INFO aggressorExchangeAccountInfo
Eurex account info of the aggressor.
std::string settlTradeId
Unique ID of the trade on the Eurex market.
std::string financialInstrumentCode
Code of the financial instrument.
BV_TRADE_FUTURE_ACCOUNT_INFO providerExchangeAccountInfo
Eurex account info of the provider.
BV_TRADE_FUTURE_TRADING_INFO tradeInfo
Contract Price, Yield, Qty, NominalValue.
TI_FLAG::Enum splittableFg
Indicates whether the trade is splittable or not.
TI_FILL_STATUS::Enum status
Status of the trade (e.g. active, cancelled, cancelled for split, modified)
UInt16 marketAffiliation
Specifies whether the trade has been closed on a regulated market or on a MTF.
BV_TRANSPARENCY_INFO transparencyInfo
Pre and Post-Trade Transparency Info.
BV_TRADE_MEMBER_INFO provider
Data identifying the Provider (who did the proposal)
size_t deserialize(const void *buf, size_t inLen)
BV_TRADE_MEMBER_INFO aggressor
Data identifying the Aggressor (who did the order)
UInt32 parentTradeId
ID of the partent trade, in case of trade splitting.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45