SMP.Substructures.BV_TRADE_INFO.h

Go to the documentation of this file.

#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
 
/*
--------------
GENERATED FILE
--------------
*/
 
 
#include <string>
#include <OnixS/MTS/BondVision/SDP/Defines.h>
#include <OnixS/MTS/BondVision/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_INSTRUMENT_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADE_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_BEST_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_BEST_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ANALYTICS.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRANSPARENCY_INFO.h>
 
 
#if defined (_MSC_VER)
#pragma warning (push)
#pragma warning (disable: 4251)
#endif
 
namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {
 
 

class ONIXS_MTS_BONDVISION_SDP_API BV_TRADE_INFO 
{
public:
    BV_TRADE_INFO()
    {
        financialInstrumentCode.reserve(12);
        currency.reserve(3);
        micCode.reserve(12);
    }
 
    ~BV_TRADE_INFO() {}

    TI_MSG_INFO tradeMsgInfo;

    UInt32 dealId;

    BV_TRADE_MEMBER_INFO provider;

    BV_TRADE_MEMBER_INFO aggressor;

    BV_INSTRUMENT_INFO instrument;

    UInt32 financialInstrumentId;

    std::string financialInstrumentCode; // maxSize = 12

    TI_VERB::Enum verb;

    BV_TRADE_TRADING_INFO tradeInfo;

    TI_FILL_STATUS::Enum status;

    BV_MATCH_MODE::Enum fillMode;

    UInt32 settlDate;

    TI_SETTL_TYPE::Enum settlType;

    BV_SETTL_STATUS::Enum settlStatus;

    UInt32 accountId;

    Double nominalValue; // DOUBLE presentation

    Double settlCounterValue; // DOUBLE presentation

    Double accruedInterest; // DOUBLE presentation

    Double grossTradeAmt; // DOUBLE presentation

    std::string currency; // maxSize = 3

    TI_FLAG::Enum greyMarketFlag;

    UInt64 updateTime; // UTIME presentation

    UInt16 marketAffiliation;

    Double settlementFXRate; // DOUBLE presentation

    UInt32 parentTradeId;

    TI_FLAG::Enum splittableFg;

    UInt64 preAllocationTime; // UTIME presentation

    UInt16 settlementOffset;

    Double adjustment; // DOUBLE presentation

    TI_FLAG::Enum adjustmentFg;

    TI_TRADE_TYPE::Enum tradeType;

    UInt16 areaCodeId;

    BV_BEST_TRADING_INFO bVBestBid;

    BV_BEST_TRADING_INFO bVBestAsk;

    Double bVBestMidPrice; // DOUBLE presentation

    Double bVBestMidYield; // DOUBLE presentation

    BV_VALUE bVBestMidYTC;

    BV_VALUE bVBestMidYTW;

    BV_VALUE bvBestMidYMWTh;

    Double bvBestMidMWCPriceTh; // DOUBLE presentation

    BV_VALUE bvBestMidYMWExrc;

    BV_VALUE bvBestMidYTR;

    BV_ANALYTICS bvBestMidAnalytics;

    TI_FLAG::Enum bVBestMidValidityFg;

    std::string micCode; // maxSize = 12

    UInt32 transactionId;

    UInt16 legId;

    TI_RFCQ_TYPE::Enum rfcqType;

    BV_TRANSPARENCY_INFO transparencyInfo;

    TI_FLAG::Enum preAgreedFg;
 

    size_t deserialize(const void* buf, size_t inLen);

    std::string toString () const;

    size_t serializationBufSize() const { return 2996; }

    size_t serialize(void* buf) const;
 
};
 
 
 
 
}
}
}
}
 
#if defined (_MSC_VER)
#pragma warning (pop)
#endif