OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
Public Member Functions | Public Attributes | Static Public Attributes | List of all members
BV_BUY_SIDE_INVENTORY_ORDER Class Reference

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

Public Member Functions

 BV_BUY_SIDE_INVENTORY_ORDER ()
 
virtual ~BV_BUY_SIDE_INVENTORY_ORDER ()
 
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_BUY_SIDE_INVENTORY_ORDER * clone () const
 
virtual BV_BUY_SIDE_INVENTORY_ORDER * clone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

TI_MSG_INFO orderMsgInfo
 
UInt32 inventoryQuoteId
 
std::string dealerReferenceID
 
std::string quoteDigest
 
UInt64 quoteUpdateTime
 
BV_MEMBER_INFO aggressor
 
BV_MEMBER_INFO provider
 
BV_INSTRUMENT_INFO instrument
 
BV_INVENTORY_ORDER_STATUS::Enum status
 
Double price
 
Double yield
 
Double qty
 
TI_VERB::Enum verb
 
UInt64 acceptanceTimeout
 
Double principal
 
Double nominalValue
 
Double accrued
 
std::string currency
 
UInt16 accrualDays
 
Double bpv
 
UInt16 settlementOffset
 
UInt32 settlementDate
 
BV_SETTLEMENT_MODE::Enum settlementMode
 
BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode
 
UInt32 stageOrderId
 
std::string clientOrderId
 
std::string clientExecID
 
TI_ALLOCATION_TYPE::Enum allocationType
 
UInt32 allocationId
 
std::string accountCode
 
std::string accountInfo
 
std::string settlementInfo
 
UInt16 marketAffiliation
 
std::string userInfo1
 
std::string userInfo2
 
UInt16 nextOrderDenialTime
 
std::vector< BV_INVENTORY_TRADING_INFO > bidDepth
 
std::vector< BV_INVENTORY_TRADING_INFO > askDepth
 
BV_BEST_TRADING_INFO bVBestBid
 
BV_BEST_TRADING_INFO bVBestAsk
 
Double bVBestMidPrice
 
Double bVBestMidYield
 
BV_VALUE bVBestMidYTC
 
BV_VALUE bVBestMidYTW
 
BV_VALUE bvBestMidYMWTh
 
Double bvBestMidMWCPriceTh
 
BV_VALUE bvBestMidYMWExrc
 
BV_VALUE bvBestMidYTR
 
BV_ANALYTICS bvBestMidAnalytics
 
TI_FLAG::Enum bVBestMidValidityFg
 
UInt32 dealId
 
BV_TRANSPARENCY_INFO transparencyInfo
 
UInt32 creationDate
 
UInt64 creationTime
 
UInt64 updateTime
 
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
 

Static Public Attributes

static const size_t bidDepthSize = 30
 
static const size_t askDepthSize = 30
 

Detailed Description

Definition at line 58 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Constructor & Destructor Documentation

BV_BUY_SIDE_INVENTORY_ORDER ( )
inline

Definition at line 61 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

virtual ~BV_BUY_SIDE_INVENTORY_ORDER ( )
inlinevirtual

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

Member Function Documentation

virtual BV_BUY_SIDE_INVENTORY_ORDER* clone ( ) const
virtual

Implements Class.

virtual BV_BUY_SIDE_INVENTORY_ORDER* 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 81 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 264 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt64 acceptanceTimeout

Timeout for manual acceptance.

Definition at line 126 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string accountCode

Account code.

Definition at line 174 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string accountInfo

Additional account information.

Definition at line 177 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt16 accrualDays

Number of accrual days.

Definition at line 141 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double accrued

Accrued interests.

Definition at line 135 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_MEMBER_INFO aggressor

Member's ID of the Aggressor (Buy Side Member)

Definition at line 102 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt32 allocationId

Unique ID of the pre-allocation or of the allocation during the trade splitting phase.

Definition at line 171 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

Definition at line 168 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::vector<BV_INVENTORY_TRADING_INFO> askDepth

Definition at line 200 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

const size_t askDepthSize = 30
static

Market depth on the Ask side.

Definition at line 199 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::vector<BV_INVENTORY_TRADING_INFO> bidDepth

Definition at line 196 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

const size_t bidDepthSize = 30
static

Market depth on the Bid side.

Definition at line 195 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double bpv

BPV of the tradable instrument at the moment of the RFCQ creation.

Definition at line 144 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_BEST_TRADING_INFO bVBestAsk

Market BV Best on the Ask side.

Definition at line 206 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_BEST_TRADING_INFO bVBestBid

Market BV Best on the Bid side.

Definition at line 203 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_ANALYTICS bvBestMidAnalytics

Analytics.

Definition at line 233 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

Definition at line 224 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double bVBestMidPrice

Mid Price Value.

Definition at line 209 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

TI_FLAG::Enum bVBestMidValidityFg

Flag indicating whether the mid-price set in fields BvBestMidPrice/ BvBestMidYield is valid or not.

Definition at line 236 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double bVBestMidYield

Mid Yield Value.

Definition at line 212 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

Definition at line 227 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

Definition at line 221 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_VALUE bVBestMidYTC

Mid Yield To Call.

Definition at line 215 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

Definition at line 230 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_VALUE bVBestMidYTW

MidYield To Worse.

Definition at line 218 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string clientExecID

ID of the execution within the client institution.

Definition at line 165 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string clientOrderId

ID of the order within the client institution.

Definition at line 162 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt32 creationDate

Date on which the message was written.

Definition at line 245 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt64 creationTime

Time at which the message was written.

Definition at line 248 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string currency

Currency code.

Definition at line 138 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string dealerReferenceID

Provider reference ID of the quote.

Definition at line 93 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt32 dealId

Unique ID of the deal.

Definition at line 239 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode

Execution settlement mode.

Definition at line 156 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 108 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt32 inventoryQuoteId

ID of the inventory quote to hit/lift.

Definition at line 90 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt16 marketAffiliation

Market affiliation.

Definition at line 183 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt16 nextOrderDenialTime

Delay in seconds before another order on the same tradable instrument could be sent as defined in the BV_INSTRUMENT_CLASS (IODenialTime and IODenialTimeType fields).

Definition at line 192 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double nominalValue

Nominal value.

Definition at line 132 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

TI_MSG_INFO orderMsgInfo

Data identifying the inventory order.

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

Double price

Price of the order.

Definition at line 114 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double principal

Principal amount.

Definition at line 129 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_MEMBER_INFO provider

Member's ID of the Provider (Sell Side Member)

Definition at line 105 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double qty

Quantity of the order.

Definition at line 120 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string quoteDigest

Encrypted information related to quote data.

Definition at line 96 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt64 quoteUpdateTime

Time at which the inventory quote was last updated.

Definition at line 99 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt32 settlementDate

Settlement date.

Definition at line 150 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string settlementInfo

Settlement information.

Definition at line 180 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_SETTLEMENT_MODE::Enum settlementMode

Settlement mode.

Definition at line 153 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt16 settlementOffset

Settlement offset espressed as number of days starting from the trading date.

Definition at line 147 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Short Selling indicator.

Definition at line 254 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt32 stageOrderId

Stage Order ID.

Definition at line 159 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_INVENTORY_ORDER_STATUS::Enum status

Processing status of the order.

Definition at line 111 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 242 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

UInt64 updateTime

Last update time.

Definition at line 251 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string userInfo1

Client free text.

Definition at line 186 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

std::string userInfo2

Client free text.

Definition at line 189 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

TI_VERB::Enum verb

Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Aggressor)

Definition at line 123 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

Double yield

Yield of the order.

Definition at line 117 of file SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h.

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