BV_HIST_RFCQ_DEPTH Class Reference

Public Member Functions
	BV_HIST_RFCQ_DEPTH ()
virtual	~BV_HIST_RFCQ_DEPTH ()
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_RFCQ_DEPTH *	clone () const
virtual BV_HIST_RFCQ_DEPTH *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	date
UInt32	rfcqReqId
std::string	memberCode
std::string	memberShortDesc
std::string	traderName
TI_RFCQ_TYPE::Enum	rfcqType
UInt32	tradingListId
UInt16	legId
std::vector< BV_HIST_RFCQ_DEPTH_LEG >	depthLeg
std::vector< BV_HIST_RFCQ_TRADING_LEVEL >	tradingLevel
UInt64	bookTimestamp

Static Public Attributes
static const size_t	depthLegSize = 3
static const size_t	tradingLevelSize = 20

Detailed Description

Definition at line 45 of file SMP.Classes.BV_HIST_RFCQ_DEPTH.h.

Constructor & Destructor Documentation

BV_HIST_RFCQ_DEPTH()

BV_HIST_RFCQ_DEPTH ( )

inline

Definition at line 48 of file SMP.Classes.BV_HIST_RFCQ_DEPTH.h.

~BV_HIST_RFCQ_DEPTH()

virtual ~BV_HIST_RFCQ_DEPTH ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual BV_HIST_RFCQ_DEPTH * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_HIST_RFCQ_DEPTH * 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 61 of file SMP.Classes.BV_HIST_RFCQ_DEPTH.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 109 of file SMP.Classes.BV_HIST_RFCQ_DEPTH.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

bookTimestamp

UInt64 bookTimestamp

Time at which the quote was hit/lifted.

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

date

UInt32 date

Date of the Rfcq.

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

depthLeg

std::vector<BV_HIST_RFCQ_DEPTH_LEG> depthLeg

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

depthLegSize

const size_t depthLegSize = 3

static

Data identifying the RFCQ legs (in case of Multileg RFCQ or Double Sided RFCQ only the first leg is specified)

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

legId

UInt16 legId

Unique ID of the trading leg.

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

memberCode

std::string memberCode

Code of the Buy Side Member.

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

memberShortDesc

std::string memberShortDesc

Short description of the Buy Side Member.

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

rfcqReqId

UInt32 rfcqReqId

Unique ID of the RFCQ request.

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

rfcqType

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)

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

traderName

std::string traderName

Name of the Buy Side Trader.

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

tradingLevel

std::vector<BV_HIST_RFCQ_TRADING_LEVEL> tradingLevel

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

tradingLevelSize

const size_t tradingLevelSize = 20

static

RFCQ Quote Book.

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

tradingListId

UInt32 tradingListId

Unique ID of the trading list.

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