BV_HIST_TRADE_FUTURE_INFO Class Reference

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

Public Member Functions
	BV_HIST_TRADE_FUTURE_INFO ()
	~BV_HIST_TRADE_FUTURE_INFO ()
size_t	deserialize (const void *buf, size_t inLen)
std::string	toString () const
size_t	serializationBufSize () const
size_t	serialize (void *buf) const

Public Attributes
TI_MSG_INFO	tradeMsgInfo
std::string	sectionCode
UInt32	cashTradeId
UInt32	dealId
std::string	exchangeCode
std::string	exchangeDesc
BV_HIST_TRADE_MEMBER_INFO	provider
BV_TRADE_FUTURE_ACCOUNT_INFO	providerExchangeAccountInfo
BV_HIST_TRADE_MEMBER_INFO	aggressor
BV_TRADE_FUTURE_ACCOUNT_INFO	aggressorExchangeAccountInfo
BV_HIST_INSTRUMENT_INFO	instrument
std::string	instrumentClassCode
std::string	financialInstrumentCode
TI_VERB::Enum	verb
BV_TRADE_FUTURE_TRADING_INFO	tradeInfo
TI_FILL_STATUS::Enum	status
BV_MATCH_MODE::Enum	fillMode
std::string	settlTradeId
BV_SETTL_STATUS::Enum	settlStatus
std::string	accountCode
std::string	accountInfo
Double	nominalValue
std::string	currency
UInt64	updateTime
std::string	marketAffiliationShortDesc
std::string	marketAffiliationtDesc
UInt32	parentTradeId
TI_FLAG::Enum	splittableFg
UInt64	preAllocationTime
Double	adjustment
TI_FLAG::Enum	adjustmentFg
TI_TRADE_TYPE::Enum	tradeType
std::string	areaCodeShortDesc
std::string	areaCodeDesc
std::string	micCode
UInt32	transactionId
UInt16	legId
TI_RFCQ_TYPE::Enum	rfcqType
BV_TRANSPARENCY_INFO	transparencyInfo

Detailed Description

Definition at line 50 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

Constructor & Destructor Documentation

BV_HIST_TRADE_FUTURE_INFO ( )

inline

Definition at line 53 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

~BV_HIST_TRADE_FUTURE_INFO ( )

inline

Definition at line 71 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 198 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

std::string accountCode

Account information.

Definition at line 131 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string accountInfo

Additional account information.

Definition at line 134 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

Double adjustment

Adjustment.

Definition at line 161 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

TI_FLAG::Enum adjustmentFg

Indicates whether adjustment is applied.

Definition at line 164 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_HIST_TRADE_MEMBER_INFO aggressor

Data identifying the Aggressor (who did the order)

Definition at line 98 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_TRADE_FUTURE_ACCOUNT_INFO aggressorExchangeAccountInfo

Eurex account info of the aggressor.

Definition at line 101 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string areaCodeDesc

Area Code short description.

Definition at line 173 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string areaCodeShortDesc

Area Code short description.

Definition at line 170 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

UInt32 cashTradeId

Unique ID of the Trade of the Bond leg.

Definition at line 80 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string currency

Currency.

Definition at line 140 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

UInt32 dealId

Unique ID of the Trade of the Deal.

Definition at line 83 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string exchangeCode

Name of Future Exchange.

Definition at line 86 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string exchangeDesc

Exchange Description.

Definition at line 89 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_MATCH_MODE::Enum fillMode

Indicates whether the deal has been originated by manual or by authomatic matching.

Definition at line 122 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string financialInstrumentCode

Code of the financial instrument.

Definition at line 110 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_HIST_INSTRUMENT_INFO instrument

Instrument info.

Definition at line 104 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string instrumentClassCode

Code of the instrument class.

Definition at line 107 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

UInt16 legId

Unique ID of the trading leg.

Definition at line 182 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string marketAffiliationShortDesc

Market Affiliation short description.

Definition at line 146 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string marketAffiliationtDesc

Market Affiliation description.

Definition at line 149 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string micCode

MIC code.

Definition at line 176 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

Double nominalValue

Nominal value.

Definition at line 137 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

UInt32 parentTradeId

ID of the partent trade, in case of trade splitting.

Definition at line 152 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

UInt64 preAllocationTime

Time of pre-allocation.

Definition at line 158 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_HIST_TRADE_MEMBER_INFO provider

Data identifying the Provider (who did the proposal)

Definition at line 92 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_TRADE_FUTURE_ACCOUNT_INFO providerExchangeAccountInfo

Eurex account info of the provider.

Definition at line 95 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type.

Definition at line 185 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string sectionCode

Section code.

Definition at line 77 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_SETTL_STATUS::Enum settlStatus

Submission Status in the Eurex Market (Defined, Undefined)

Definition at line 128 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

std::string settlTradeId

Unique ID of the trade on the Eurex market.

Definition at line 125 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

TI_FLAG::Enum splittableFg

Indicates whether the trade is splittable or not.

Definition at line 155 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

TI_FILL_STATUS::Enum status

Status of the trade (e.g. active, cancelled, cancelled for split, modified)

Definition at line 119 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_TRADE_FUTURE_TRADING_INFO tradeInfo

Contract Price, Yield, Qty, NominalValue.

Definition at line 116 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

TI_MSG_INFO tradeMsgInfo

Contract number, contract closing (i.e. creation) date and hour, assigned by the central system.

Definition at line 74 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

TI_TRADE_TYPE::Enum tradeType

Specifies whether the trade results from normal trading activity or from a RFQ, RFCQ, etc.

Definition at line 167 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

UInt32 transactionId

Unique ID of the RFCQ/Inventory Order.

Definition at line 179 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 188 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

UInt64 updateTime

Last update time, useful for communications with pre-settlement systems.

Definition at line 143 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

TI_VERB::Enum verb

Order side (Buy or Sell)

Definition at line 113 of file SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h.

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

• include/OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_HIST_TRADE_FUTURE_INFO.h