OnixS C++ MTS Bond Vision SDP Handler 1.4.0
API documentation
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SMP.Substructures.BV_TRADE_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>
46
47
48namespace OnixS {
49namespace Mts {
50namespace BondVision {
51namespace SDP {
52
53
54
56class ONIXS_MTS_BONDVISION_SDP_API BV_TRADE_INFO
57{
58public:
60 {
61 financialInstrumentCode.reserve(12);
62 currency.reserve(3);
63 micCode.reserve(12);
64 }
65
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85
87 std::string financialInstrumentCode; // maxSize = 12
88
91
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112
114 Double nominalValue; // DOUBLE presentation
115
117 Double settlCounterValue; // DOUBLE presentation
118
120 Double accruedInterest; // DOUBLE presentation
121
123 Double grossTradeAmt; // DOUBLE presentation
124
126 std::string currency; // maxSize = 3
127
130
132 UInt64 updateTime; // UTIME presentation
133
136
138 Double settlementFXRate; // DOUBLE presentation
139
142
145
147 UInt64 preAllocationTime; // UTIME presentation
148
151
153 Double adjustment; // DOUBLE presentation
154
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169
171 Double bVBestMidPrice; // DOUBLE presentation
172
174 Double bVBestMidYield; // DOUBLE presentation
175
178
181
184
186 Double bvBestMidMWCPriceTh; // DOUBLE presentation
187
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199
201 std::string micCode; // maxSize = 12
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217 size_t deserialize(const void* buf, size_t inLen);
218
220 std::string toString () const;
221
223 size_t serializationBufSize() const { return 2992; }
224
226 size_t serialize(void* buf) const;
227
228};
229
230
231
232
233}
234}
235}
236}
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 a manual or authomatic matching.
UInt32 transactionId
Unique ID of the RFCQ or Inventory Order.
BV_BEST_TRADING_INFO bVBestAsk
Market best on the Ask side.
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
Settlement status.
Double settlCounterValue
Countervalue of settlement trade, expressed in the trade currency.
std::string financialInstrumentCode
Code of the financial instrument.
BV_TRADE_TRADING_INFO tradeInfo
Contract Price, Yield, Qty, NominalValue.
TI_FLAG::Enum greyMarketFlag
Indicates if the instrument object of the trade has been dealt on grey market.
Double settlementFXRate
Exchange rate between Trading and Settlement Currencies (i.e. Settlement Currency or Trading Currency...
BV_BEST_TRADING_INFO bVBestBid
Market best on the Bid side.
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 - 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.
Double accruedInterest
Countervalue of the interests rate payd by the buyer to the seller, expressed in the trade currency.
BV_TRADE_MEMBER_INFO provider
Data identifying the Provider (who did the proposal). If the proposal has been done by an Agent,...
size_t deserialize(const void *buf, size_t inLen)
BV_TRADE_MEMBER_INFO aggressor
Data identifying the Aggressor (who did the order). If the order has been done by an Agent,...
UInt32 parentTradeId
In case of trade splitting, it's the ID of the parent trade.
TI_FLAG::Enum bVBestMidValidityFg
Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45