OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
SMP.Substructures.TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
32 
33 
34 namespace OnixS {
35 namespace Mts {
36 namespace BondVision {
37 namespace SDP {
38 
39 
40 
41 ///
42 class ONIXS_MTS_BONDVISION_SDP_API TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO
43 {
44 public:
46  {
47  clientOrderId.reserve(50);
48  settlementInfo.reserve(200);
49  }
50 
52 
53  /// Unique ID of the section
55 
56  /// Unique ID of the tradable instrument
58 
59  /// Identifier of the tradable instrument type (Bond, Spread, Basis, etc.)
61 
62  /// Specifies whether it is a buy or sell operation (Referred to the member who receives the information)
64 
65  /// Quantity
66  Double quantity; // DOUBLE presentation
67 
68  /// Specifies if the quotation is specified
70 
71  /// Price(Yield)
72  Double quotation; // DOUBLE presentation
73 
74  /// If true, quotation must be sent to providers.
76 
77  /// Number of quotes triggering auto- matching when best price matches IOI.
79 
80  /// Stage Order ID
82 
83  /// ID of the order within the client institution.
84  std::string clientOrderId; // maxSize = 50
85 
86  /// Settlement offset expressed as number of days starting from the trading date
88 
89  /// Settlement date
91 
92  /// Type of allocation
94 
95  /// Unique ID of the pre-allocation or of the allocation during the trade splitting phase
97 
98  /// Market affiliation
99  UInt16 marketAffiliation[20];
100 
101  /// Error code of the trading list leg
103 
104  /// Settlement information
105  std::string settlementInfo; // maxSize = 200
106 
107 
108  ///
109  size_t deserialize(const void* buf, size_t inLen);
110 
111  /// Provides string presentation
112  std::string toString () const;
113 
114  ///
115  size_t serializationBufSize() const { return 368; }
116 
117  ///
118  size_t serialize(void* buf) const;
119 
120 };
121 
122 
123 
124 
125 }
126 }
127 }
128 }
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond, Spread, Basis, etc.)
TI_VERB::Enum verb
Specifies whether it is a buy or sell operation (Referred to the member who receives the information)...
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
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.
unsigned short UInt16
Definition: Defines.h:45