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

Public Member Functions

 BV_FUTURE ()
virtual ~BV_FUTURE ()
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_FUTUREclone () const
virtual BV_FUTUREclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

UInt32 instrumentId
std::string instrumentCode
std::string instrumentDesc
UInt32 financialInstrumentId
UInt32 instrumentClassId
Double lotValue
Double minBasisSize
Double minOutrightSize
Double incrementQty
Double rFCQMinStageOrderQty
Double rFCQMinPriceTick
Double rFCQMinYieldTick
Double rFCQMinSplitFillQty
UInt32 sortNumber

Detailed Description

Definition at line 43 of file SMP.Classes.BV_FUTURE.h.

Constructor & Destructor Documentation

◆ BV_FUTURE()

BV_FUTURE ( )
inline

Definition at line 46 of file SMP.Classes.BV_FUTURE.h.

◆ ~BV_FUTURE()

virtual ~BV_FUTURE ( )
inlinevirtual

Definition at line 52 of file SMP.Classes.BV_FUTURE.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_FUTURE * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_FUTURE * 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 55 of file SMP.Classes.BV_FUTURE.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 110 of file SMP.Classes.BV_FUTURE.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument (Future Delivery) in the TI_FUTURE_DELIVERY class.

Definition at line 70 of file SMP.Classes.BV_FUTURE.h.

◆ incrementQty

Double incrementQty

Increment Quantity.

Definition at line 85 of file SMP.Classes.BV_FUTURE.h.

◆ instrumentClassId

UInt32 instrumentClassId

Unique ID of the instrument class.

Definition at line 73 of file SMP.Classes.BV_FUTURE.h.

◆ instrumentCode

std::string instrumentCode

Alphanumeric code of the Future (tradable instrument)

Definition at line 64 of file SMP.Classes.BV_FUTURE.h.

◆ instrumentDesc

std::string instrumentDesc

Description of the Future (tradable instrument)

Definition at line 67 of file SMP.Classes.BV_FUTURE.h.

◆ instrumentId

UInt32 instrumentId

Unique ID of the Future (tradable instrument)

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

◆ lotValue

Double lotValue

Unit value of the lot.

Definition at line 76 of file SMP.Classes.BV_FUTURE.h.

◆ minBasisSize

Double minBasisSize

Minimum number of lots for the future Leg in a Basis contract.

Definition at line 79 of file SMP.Classes.BV_FUTURE.h.

◆ minOutrightSize

Double minOutrightSize

For future use.

Definition at line 82 of file SMP.Classes.BV_FUTURE.h.

◆ rFCQMinPriceTick

Double rFCQMinPriceTick

Min Price Tick for RFCQ and Trade Registration.

Definition at line 91 of file SMP.Classes.BV_FUTURE.h.

◆ rFCQMinSplitFillQty

Double rFCQMinSplitFillQty

Min Split Fill Quantity for RFCQ and Trade Registration.

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

◆ rFCQMinStageOrderQty

Double rFCQMinStageOrderQty

For future use.

Definition at line 88 of file SMP.Classes.BV_FUTURE.h.

◆ rFCQMinYieldTick

Double rFCQMinYieldTick

For future use.

Definition at line 94 of file SMP.Classes.BV_FUTURE.h.

◆ sortNumber

UInt32 sortNumber

Instrument sorting number.

Definition at line 100 of file SMP.Classes.BV_FUTURE.h.