OnixS C++ MTS Bond Vision SDP Handler 1.4.0
API documentation
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BV_BUY_SIDE_INVENTORY_ORDER Class Reference

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()

BV_BUY_SIDE_INVENTORY_ORDER ( )
inline

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

◆ ~BV_BUY_SIDE_INVENTORY_ORDER()

virtual ~BV_BUY_SIDE_INVENTORY_ORDER ( )
inlinevirtual

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

Member Function Documentation

◆ clone() [1/2]

virtual BV_BUY_SIDE_INVENTORY_ORDER * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

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

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ acceptanceTimeout

UInt64 acceptanceTimeout

Timeout for manual acceptance.

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

◆ accountCode

std::string accountCode

Account code.

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

◆ accountInfo

std::string accountInfo

Additional account information.

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

◆ accrualDays

UInt16 accrualDays

Number of accrual days.

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

◆ accrued

Double accrued

Accrued interests.

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

◆ aggressor

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.

◆ allocationId

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.

◆ allocationType

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

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

◆ askDepth

std::vector<BV_INVENTORY_TRADING_INFO> askDepth

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

◆ askDepthSize

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.

◆ bidDepth

std::vector<BV_INVENTORY_TRADING_INFO> bidDepth

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

◆ bidDepthSize

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.

◆ bpv

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.

◆ bVBestAsk

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.

◆ bVBestBid

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.

◆ bvBestMidAnalytics

BV_ANALYTICS bvBestMidAnalytics

Analytics.

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

◆ bvBestMidMWCPriceTh

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

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

◆ bVBestMidPrice

Double bVBestMidPrice

Mid Price Value.

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

◆ bVBestMidValidityFg

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.

◆ bVBestMidYield

Double bVBestMidYield

Mid Yield Value.

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

◆ bvBestMidYMWExrc

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

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

◆ bvBestMidYMWTh

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

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

◆ bVBestMidYTC

BV_VALUE bVBestMidYTC

Mid Yield To Call.

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

◆ bvBestMidYTR

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

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

◆ bVBestMidYTW

BV_VALUE bVBestMidYTW

MidYield To Worse.

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

◆ clientExecID

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.

◆ clientOrderId

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.

◆ creationDate

UInt32 creationDate

Date on which the message was written.

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

◆ creationTime

UInt64 creationTime

Time at which the message was written.

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

◆ currency

std::string currency

Currency code.

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

◆ dealerReferenceID

std::string dealerReferenceID

Provider reference ID of the quote.

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

◆ dealId

UInt32 dealId

Unique ID of the deal.

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

◆ execSettlementMode

BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode

Execution settlement mode.

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

◆ instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

◆ inventoryQuoteId

UInt32 inventoryQuoteId

ID of the inventory quote to hit/lift.

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

◆ marketAffiliation

UInt16 marketAffiliation

Market affiliation.

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

◆ nextOrderDenialTime

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.

◆ nominalValue

Double nominalValue

Nominal value.

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

◆ orderMsgInfo

TI_MSG_INFO orderMsgInfo

Data identifying the inventory order.

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

◆ price

Double price

Price of the order.

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

◆ principal

Double principal

Principal amount.

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

◆ provider

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.

◆ qty

Double qty

Quantity of the order.

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

◆ quoteDigest

std::string quoteDigest

Encrypted information related to quote data.

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

◆ quoteUpdateTime

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.

◆ settlementDate

UInt32 settlementDate

Settlement date.

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

◆ settlementInfo

std::string settlementInfo

Settlement information.

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

◆ settlementMode

BV_SETTLEMENT_MODE::Enum settlementMode

Settlement mode.

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

◆ settlementOffset

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.

◆ shortSellingIndicator

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Short Selling indicator.

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

◆ stageOrderId

UInt32 stageOrderId

Stage Order ID.

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

◆ status

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.

◆ transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

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

◆ updateTime

UInt64 updateTime

Last update time.

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

◆ userInfo1

std::string userInfo1

Client free text.

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

◆ userInfo2

std::string userInfo2

Client free text.

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

◆ verb

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.

◆ yield

Double yield

Yield of the order.

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