BV_AXE_INFO Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_AXE_INFO.h>

Public Member Functions
	BV_AXE_INFO ()
virtual	~BV_AXE_INFO ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual BV_AXE_INFO *	clone () const
virtual BV_AXE_INFO *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	memberId
BV_INSTRUMENT_INFO	instrument
UInt32	sectionId
TI_FLAG::Enum	bidFg
TI_FLAG::Enum	askFg
UInt32	bidAxeNr
Double	bidAxeSize
UInt32	asAxeNr
Double	askAxeSize
UInt64	updateTime

Detailed Description

Definition at line 44 of file SMP.Classes.BV_AXE_INFO.h.

Constructor & Destructor Documentation

BV_AXE_INFO ( )

inline

Definition at line 47 of file SMP.Classes.BV_AXE_INFO.h.

virtual ~BV_AXE_INFO ( )

inlinevirtual

Definition at line 51 of file SMP.Classes.BV_AXE_INFO.h.

Member Function Documentation

virtual BV_AXE_INFO* clone ( ) const

virtual

Implements Class.

virtual BV_AXE_INFO* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 54 of file SMP.Classes.BV_AXE_INFO.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 97 of file SMP.Classes.BV_AXE_INFO.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt32 asAxeNr

Total number of Dealers posting an IOI or Axe Inventory Quote on Ask side.

Definition at line 81 of file SMP.Classes.BV_AXE_INFO.h.

Double askAxeSize

Total available axed quantity, expressed as number of lots, on Ask side.

Definition at line 84 of file SMP.Classes.BV_AXE_INFO.h.

TI_FLAG::Enum askFg

If value is TI_FLAG_Yes, an IOI or Axe Inventory Quote of ask side is present.

Definition at line 72 of file SMP.Classes.BV_AXE_INFO.h.

UInt32 bidAxeNr

Total number of Dealers posting an IOI or Axe Inventory Quote on Bid side.

Definition at line 75 of file SMP.Classes.BV_AXE_INFO.h.

Double bidAxeSize

Total available axed quantity, expressed as number of lots, on Bid side.

Definition at line 78 of file SMP.Classes.BV_AXE_INFO.h.

TI_FLAG::Enum bidFg

If value is TI_FLAG_Yes, an IOI or Axe Inventory Quote of bid side is present.

Definition at line 69 of file SMP.Classes.BV_AXE_INFO.h.

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument (ID, type)

Definition at line 63 of file SMP.Classes.BV_AXE_INFO.h.

UInt32 memberId

Unique ID of the Buy Side Member.

Definition at line 60 of file SMP.Classes.BV_AXE_INFO.h.

UInt32 sectionId

Unique ID of the section.

Definition at line 66 of file SMP.Classes.BV_AXE_INFO.h.

UInt64 updateTime

Time at which the data was last updated.

Definition at line 87 of file SMP.Classes.BV_AXE_INFO.h.

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The documentation for this class was generated from the following file:

• include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_AXE_INFO.h