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

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

Constructor & Destructor Documentation

◆ BV_HIST_TRADE_FUTURE_INFO()

◆ ~BV_HIST_TRADE_FUTURE_INFO()

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

◆ serialize()

size_t serialize ( void * buf) const

◆ toString()

std::string toString ( ) const

Provides string presentation.

Member Data Documentation

◆ accountCode

std::string accountCode

Account information.

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

◆ accountInfo

std::string accountInfo

Additional account information.

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

◆ adjustment

Double adjustment

Adjustment.

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

◆ adjustmentFg

TI_FLAG::Enum adjustmentFg

Indicates whether adjustment is applied.

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

◆ aggressor

Data identifying the Aggressor (who did the order)

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

◆ aggressorExchangeAccountInfo

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.

◆ areaCodeDesc

std::string areaCodeDesc

Area Code short description.

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

◆ areaCodeShortDesc

std::string areaCodeShortDesc

Area Code short description.

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

◆ cashTradeId

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.

◆ currency

std::string currency

Currency.

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

◆ dealId

UInt32 dealId

Unique ID of the Trade of the Deal.

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

◆ exchangeCode

std::string exchangeCode

Name of Future Exchange.

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

◆ exchangeDesc

std::string exchangeDesc

Exchange Description.

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

◆ 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.

◆ financialInstrumentCode

std::string financialInstrumentCode

Code of the financial instrument.

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

◆ instrument

Instrument info.

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

◆ instrumentClassCode

std::string instrumentClassCode

Code of the instrument class.

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

◆ legId

UInt16 legId

Unique ID of the trading leg.

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

◆ marketAffiliationShortDesc

std::string marketAffiliationShortDesc

Market Affiliation short description.

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

◆ marketAffiliationtDesc

std::string marketAffiliationtDesc

Market Affiliation description.

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

◆ micCode

std::string micCode

MIC code.

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

◆ nominalValue

Double nominalValue

Nominal value.

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

◆ parentTradeId

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.

◆ preAllocationTime

UInt64 preAllocationTime

Time of pre-allocation.

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

◆ provider

Data identifying the Provider (who did the proposal)

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

◆ providerExchangeAccountInfo

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.

◆ rfcqType

RFCQ Type.

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

◆ sectionCode

std::string sectionCode

Section code.

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

◆ settlStatus

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.

◆ settlTradeId

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.

◆ splittableFg

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.

◆ 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.

◆ tradeInfo

Contract Price, Yield, Qty, NominalValue.

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

◆ tradeMsgInfo

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.

◆ 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.

◆ transactionId

UInt32 transactionId

Unique ID of the RFCQ/Inventory Order.

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

◆ transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

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

◆ updateTime

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.

◆ verb

Order side (Buy or Sell)

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