OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
BV_HIST_RFCQ_QUOTE Class Reference

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

Public Member Functions

 BV_HIST_RFCQ_QUOTE ()
 
virtual ~BV_HIST_RFCQ_QUOTE ()
 
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_QUOTEclone () const
 
virtual BV_HIST_RFCQ_QUOTEclone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

UInt32 rfcqQuoteMsgId
 
UInt32 rfcqReqId
 
TI_RFCQ_TYPE::Enum rfcqType
 
UInt32 tradingListId
 
UInt16 legId
 
BV_HIST_MEMBER_INFO provider
 
std::string dealerReferenceId
 
std::vector< BV_HIST_RFCQ_QUOTING_LEGquotingLeg
 
TI_RFCQ_QUOTE_EVENT::Enum event
 
TI_RFCQ_QUOTE_STATUS::Enum status
 
UInt16 automaticMatchingThreshold
 
UInt64 automaticMatchingValidityTime
 
UInt32 creationDate
 
UInt64 creationTime
 
UInt64 editTime
 

Static Public Attributes

static const size_t quotingLegSize = 3
 

Detailed Description

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

Constructor & Destructor Documentation

BV_HIST_RFCQ_QUOTE ( )
inline

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

virtual ~BV_HIST_RFCQ_QUOTE ( )
inlinevirtual

Definition at line 55 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

Member Function Documentation

virtual BV_HIST_RFCQ_QUOTE* clone ( ) const
virtual

Implements Class.

virtual BV_HIST_RFCQ_QUOTE* 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 58 of file SMP.Classes.BV_HIST_RFCQ_QUOTE.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt16 automaticMatchingThreshold

Automatic matching threshold in seconds.

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

UInt64 automaticMatchingValidityTime

Automatic matching validity time.

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

UInt32 creationDate

Date on which the message was written.

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

UInt64 creationTime

Time at which the message was written.

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

std::string dealerReferenceId

Free text.

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

UInt64 editTime

Last Update Time.

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

Action applied to the quote.

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

UInt16 legId

Unique ID of the trading leg.

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

Data identifying the member who entered the quote.

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

std::vector<BV_HIST_RFCQ_QUOTING_LEG> quotingLeg

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

const size_t quotingLegSize = 3
static

Quoting leg data.

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

UInt32 rfcqQuoteMsgId

Unique ID of the RFCQ quote.

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

UInt32 rfcqReqId

Unique ID of the RFCQ request.

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

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

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

Status of the RFCQ quote.

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

UInt32 tradingListId

Unique ID of the trading list of bonds.

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


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