OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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BV_ALLOCATION_REPORT_INFO Class Reference

Public Member Functions

 BV_ALLOCATION_REPORT_INFO ()
 ~BV_ALLOCATION_REPORT_INFO ()
size_t deserialize (const void *buf, size_t inLen)
std::string toString () const
size_t serializationBufSize () const
size_t serialize (void *buf) const

Public Attributes

TI_MSG_INFO reportMsgInfo
BV_ALLOCATION_REPORT_MEMBER_INFO buySideMember
BV_ALLOCATION_REPORT_MEMBER_INFO sellSideMember
UInt32 transactionId
UInt16 legId
TI_RFCQ_TYPE::Enum rfcqType
UInt32 stageOrderId
std::string clientOrderId
UInt32 allocationId
std::string clientAllocationId
UInt32 tradeId
std::string currency
std::string micCode
BV_ALLOCATION_REPORT_INSTRUMENT_INFO instrument
TI_VERB::Enum verb
UInt32 settlDate
BV_TRADING_INFO tradingInfo
Double yTW
Double discountRate
Double discountMargin
Double averagePrice
Double nominalValue
Double accruedInterest
Double grossTradeAmt
UInt16 splitTradeListNr
std::vector< BV_SPLIT_TRADE_INFOsplitTradeList
BV_TRADE_SPLIT_EVENT::Enum splitEvent
std::string allocationDescription
UInt64 preAllocationTime
UInt32 orderTraderId
std::string orderTraderName

Static Public Attributes

static const size_t splitTradeListSize = 100

Detailed Description

Constructor & Destructor Documentation

◆ BV_ALLOCATION_REPORT_INFO()

◆ ~BV_ALLOCATION_REPORT_INFO()

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

◆ serialize()

size_t serialize ( void * buf) const

◆ toString()

std::string toString ( ) const

Provides string presentation.

Member Data Documentation

◆ accruedInterest

Double accruedInterest

Countervalue of the interests rate paid by the buyer to the seller, expressed in the trade currency.

Definition at line 132 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ allocationDescription

std::string allocationDescription

Description of the allocation.

Definition at line 148 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ allocationId

UInt32 allocationId

Unique identifier o f the pre-allocation or of the allocation during the trade splitting phase.

Definition at line 90 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ averagePrice

Double averagePrice

Weighted Average Price, calculated after fill or partial fill.

Definition at line 126 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ buySideMember

Information about the Buy Side member.

Definition at line 69 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ clientAllocationId

std::string clientAllocationId

Identifier of the allocation within the client institution.

Definition at line 93 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ clientOrderId

std::string clientOrderId

Identifier of the order within the client institution.

Definition at line 87 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ currency

std::string currency

Currency code.

Definition at line 99 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ discountMargin

Double discountMargin

Discount Margin.

Definition at line 123 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ discountRate

Double discountRate

Discount Rate.

Definition at line 120 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ grossTradeAmt

Double grossTradeAmt

Gross trade amount.

Definition at line 135 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ instrument

Information about the instrument.

Definition at line 105 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ legId

UInt16 legId

Unique identifier of the trading leg.

Definition at line 78 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ micCode

std::string micCode

MIC code.

Definition at line 102 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ nominalValue

Double nominalValue

Total quantity traded specified as Nominal Value.

Definition at line 129 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ orderTraderId

UInt32 orderTraderId

Id of the trader owner of the Stage Order. This field is zero if the Allocation Report is addressed to a Sell Side Member (classes BV_SELL_SIDE_ALLOCATION_REPORT, BV_HIST_SELL_SIDE_ALLOCATION_REPORT)

Definition at line 154 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ orderTraderName

std::string orderTraderName

Name of the trader owner of the Stage Order. This field is empty if the Allocation Report is addressed to a Sell Side Member (classes BV_SELL_SIDE_ALLOCATION_REPORT, BV_HIST_SELL_SIDE_ALLOCATION_REPORT)

Definition at line 157 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ preAllocationTime

UInt64 preAllocationTime

Time when the pre-allocation was made.

Definition at line 151 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ reportMsgInfo

TI_MSG_INFO reportMsgInfo

Report number, date and hour, assigned by the central system.

Definition at line 66 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ rfcqType

RFCQ type.

Definition at line 81 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ sellSideMember

Information about the Sell Side member.

Definition at line 72 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ settlDate

UInt32 settlDate

Settlement date.

Definition at line 111 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ splitEvent

Split event.

Definition at line 145 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ splitTradeList

std::vector<BV_SPLIT_TRADE_INFO> splitTradeList

◆ splitTradeListNr

UInt16 splitTradeListNr

Number of Split Trades.

Definition at line 138 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ splitTradeListSize

const size_t splitTradeListSize = 100
static

List of Split Trades.

Definition at line 141 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ stageOrderId

UInt32 stageOrderId

Stage Order identifier.

Definition at line 84 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ tradeId

UInt32 tradeId

Unique identifier of the allocated trade.

Definition at line 96 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ tradingInfo

BV_TRADING_INFO tradingInfo

Price or Yield or Qty information.

Definition at line 114 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ transactionId

UInt32 transactionId

Unique identifier of the RFCQ Request or Inventory Order.

Definition at line 75 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ verb

Verb.

Definition at line 108 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.

◆ yTW

Double yTW

Yield to Worst.

Definition at line 117 of file SMP.Substructures.BV_ALLOCATION_REPORT_INFO.h.