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

Public Member Functions

 BV_HIST_ORDER_STAGING ()
virtual ~BV_HIST_ORDER_STAGING ()
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_HIST_ORDER_STAGINGclone () const
virtual BV_HIST_ORDER_STAGINGclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

TI_MSG_INFO orderMsgInfo
std::string clientOrderId
UInt32 allocationId
std::string clientPreAllocationId
UInt32 clientPreAllocationTraderId
std::string clientPreAllocationTraderName
TI_PROTOCOL_SOURCE::Enum orderSource
BV_HIST_MEMBER_INFO memberInfo
BV_ORDER_STAGING_EXEC_TYPE::Enum executionType
std::string linkId
TI_FLAG::Enum linkedByOriginatorFg
BV_HIST_INSTRUMENT_INFO instrument
TI_VERB::Enum verb
Double qty
Double nominalQty
Double remainingQty
Double remainingNominalQty
Double cumQty
Double cumNominalQty
Double averagePrice
std::string currency
TI_TRADING_TYPE::Enum clientLimitQuotationType
Double clientLimitQuotation
TI_TRADING_TYPE::Enum limitQuotationType
Double limitQuotation
UInt64 executionTime
BV_HANDLING_INSTRUCTION::Enum handlingInstruction
UInt16 settlementOffset
UInt32 settlementDate
TI_FLAG::Enum settlDateModifyFlag
std::string accountCode
std::string accountInfo
TI_FLAG::Enum noPartialFill
TI_FLAG::Enum partiallyExecutedFg
TI_FLAG::Enum warningOnLimitPrice
BV_ORDER_STAGING_EVENT::Enum event
BV_ORDER_STAGING_STATUS::Enum status
BV_ORDER_STAGING_TYPE::Enum orderType
std::string execTraderName
std::string workingTraderName
std::string externalTraderId
BV_ORDER_STAGING_DEALER_LIST_TYPE::Enum dealerListType
UInt16 dealerListNum
BV_HIST_ORDER_STAGING_DEALER_INFO dealerList
std::string userInfo1
std::string userInfo2
UInt64 editTime
BV_WAIVER_INDICATOR::Enum waiverIndicator
std::string micCode
std::string autoDeleteReasonCode

Detailed Description

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

Constructor & Destructor Documentation

◆ BV_HIST_ORDER_STAGING()

Definition at line 50 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ ~BV_HIST_ORDER_STAGING()

virtual ~BV_HIST_ORDER_STAGING ( )
inlinevirtual

Definition at line 68 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_HIST_ORDER_STAGING * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_HIST_ORDER_STAGING * 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 71 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 234 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ accountCode

std::string accountCode

Account information.

Definition at line 167 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ accountInfo

std::string accountInfo

Additional account information.

Definition at line 170 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ allocationId

UInt32 allocationId

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

Definition at line 83 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ autoDeleteReasonCode

std::string autoDeleteReasonCode

Auto delete reason code.

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

◆ averagePrice

Double averagePrice

Weighted Average Price, calculated after fill or partial fill.

Definition at line 134 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ clientLimitQuotation

Double clientLimitQuotation

Limit Price/Yield specified by the client.

Definition at line 143 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ clientLimitQuotationType

TI_TRADING_TYPE::Enum clientLimitQuotationType

Limit Quotation Type specified by the client.

Definition at line 140 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ clientOrderId

std::string clientOrderId

Unique ID of the order within the client institution.

Definition at line 80 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ clientPreAllocationId

std::string clientPreAllocationId

Pre-allocation Id for client use.

Definition at line 86 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ clientPreAllocationTraderId

UInt32 clientPreAllocationTraderId

Unique ID of the trader who performed the Pre-Allocation.

Definition at line 89 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ clientPreAllocationTraderName

std::string clientPreAllocationTraderName

Name of the trader who performed the Pre-Allocation.

Definition at line 92 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ cumNominalQty

Double cumNominalQty

Total executed quantity after fill or partial fill, specified as Nominal Value.

Definition at line 131 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ cumQty

Double cumQty

Total executed quantity after fill or partial fill.

Definition at line 128 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ currency

std::string currency

Currency.

Definition at line 137 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ dealerList

List of dealers that must be included or excluded when executing the Stage Order.

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

◆ dealerListNum

UInt16 dealerListNum

Number of dealers in the dealer list.

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

◆ dealerListType

Specifies if the dealer list type.

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

◆ editTime

UInt64 editTime

Last update time.

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

◆ event

Action applied to the order.

Definition at line 182 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ execTraderName

std::string execTraderName

Unique Name of the trader, belonging to the same member, that must execute the order.

Definition at line 191 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ executionTime

UInt64 executionTime

Order Execution Time required by the Trader.

Definition at line 152 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ executionType

If specified defines how this order should be executed in the market.

Definition at line 101 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ externalTraderId

std::string externalTraderId

External Trader ID of the Stage Order Owner.

Definition at line 197 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ handlingInstruction

BV_HANDLING_INSTRUCTION::Enum handlingInstruction

Indicates the execution modality required by the Trader.

Definition at line 155 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ instrument

Data regarding the tradable instrument.

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

◆ limitQuotation

Double limitQuotation

Limit Price/Yield specified by the central system.

Definition at line 149 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ limitQuotationType

TI_TRADING_TYPE::Enum limitQuotationType

Limit Quotation Type specified by the central system.

Definition at line 146 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ linkedByOriginatorFg

TI_FLAG::Enum linkedByOriginatorFg

Specifies whether the order has been linked by the originator.

Definition at line 107 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ linkId

std::string linkId

User Defined ID of the RFCQ within the client institution.

Definition at line 104 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ memberInfo

BV_HIST_MEMBER_INFO memberInfo

ID of the member sending trhe order staging request.

Definition at line 98 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ micCode

std::string micCode

MIC code.

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

◆ nominalQty

Double nominalQty

Quantity specified as Nominal Value.

Definition at line 119 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ noPartialFill

TI_FLAG::Enum noPartialFill

Flag stating whether the order must be completely filled. This flag can be set to No (the order can be partially executed) even if there is a pre-allocation linked to the order (the AllocationId field is specified).

Definition at line 173 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ orderMsgInfo

TI_MSG_INFO orderMsgInfo

Order info.

Definition at line 77 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ orderSource

Specifies the protocol used to send the order.

Definition at line 95 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ orderType

Type of order.

Definition at line 188 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ partiallyExecutedFg

TI_FLAG::Enum partiallyExecutedFg

Flag stating whether the has been partially filled.

Definition at line 176 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ qty

Double qty

Quantity.

Definition at line 116 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ remainingNominalQty

Double remainingNominalQty

Quantity left after fill or partial fill, specified as Nominal Value.

Definition at line 125 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ remainingQty

Double remainingQty

Quantity left after partial fill (for Future Use)

Definition at line 122 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ settlDateModifyFlag

TI_FLAG::Enum settlDateModifyFlag

Flag indicating whether the date can be modified or not.

Definition at line 164 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ settlementDate

UInt32 settlementDate

Settlement date.

Definition at line 161 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ settlementOffset

UInt16 settlementOffset

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

Definition at line 158 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ status

Order Status.

Definition at line 185 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ userInfo1

std::string userInfo1

Client free text.

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

◆ userInfo2

std::string userInfo2

Client free text, or short selling indicator code, or a combination of the two. See the description provided at the beginning of the previous chapter (BV Order Staging).

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

◆ verb

Specifies whether it is a buy or sell order. (Referred to the member who receives the information)

Definition at line 113 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ waiverIndicator

BV_WAIVER_INDICATOR::Enum waiverIndicator

Waiver Indicator.

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

◆ warningOnLimitPrice

TI_FLAG::Enum warningOnLimitPrice

If true, the GUI will signal the user when the limit price is reached.

Definition at line 179 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.

◆ workingTraderName

std::string workingTraderName

Unique Name of the working trader, belonging to the same member.

Definition at line 194 of file SMP.Classes.BV_HIST_ORDER_STAGING.h.