OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
Loading...
Searching...
No Matches
BV_AXE_INFO Class Reference

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_INFOclone () const
virtual BV_AXE_INFOclone (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()

BV_AXE_INFO ( )
inline

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

◆ ~BV_AXE_INFO()

virtual ~BV_AXE_INFO ( )
inlinevirtual

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

Member Function Documentation

◆ clone() [1/2]

virtual BV_AXE_INFO * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_AXE_INFO * clone ( void * ) const
virtual

Implements Class.

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ id()

virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

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

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ asAxeNr

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.

◆ askAxeSize

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.

◆ 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.

◆ bidAxeNr

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.

◆ bidAxeSize

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.

◆ 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.

◆ instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument (ID, type)

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

◆ memberId

UInt32 memberId

Unique ID of the Buy Side Member.

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

◆ sectionId

UInt32 sectionId

Unique ID of the section.

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

◆ updateTime

UInt64 updateTime

Time at which the data was last updated.

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