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

Public Member Functions

 BV_HIST_TRADE_INFO ()
 ~BV_HIST_TRADE_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 dealId
BV_HIST_TRADE_MEMBER_INFO provider
BV_HIST_TRADE_MEMBER_INFO aggressor
BV_HIST_INSTRUMENT_INFO instrument
std::string instrumentClassCode
std::string financialInstrumentCode
TI_VERB::Enum verb
BV_TRADE_TRADING_INFO tradeInfo
TI_FILL_STATUS::Enum status
BV_MATCH_MODE::Enum fillMode
UInt32 settlDate
TI_SETTL_TYPE::Enum settlType
BV_SETTL_STATUS::Enum settlStatus
std::string accountCode
Double nominalValue
Double settlCounterValue
Double accruedInterest
std::string currency
TI_FLAG::Enum greyMarketFlag
UInt64 updateTime
std::string marketAffiliationShortDesc
std::string marketAffiliationDesc
Double settlementFXRate
UInt32 parentTradeId
TI_FLAG::Enum splittableFg
UInt64 preAllocationTime
UInt16 settlementOffset
std::string accountInfo
UInt32 allocationId
Double adjustment
TI_FLAG::Enum adjustmentFg
TI_TRADE_TYPE::Enum tradeType
std::string areaCodeShortDesc
std::string areaCodeDesc
BV_BEST_TRADING_INFO bVBestBid
BV_BEST_TRADING_INFO bVBestAsk
Double bVBestMidPrice
Double bVBestMidYield
BV_VALUE bVBestMidYTC
BV_VALUE bVBestMidYTW
BV_VALUE bvBestMidYMWTh
Double bvBestMidMWCPriceTh
BV_VALUE bvBestMidYMWExrc
TI_FLAG::Enum bvBestMidYTR
BV_ANALYTICS bvBestMidAnalytics
TI_FLAG::Enum bVBestMidValidityFg
std::string micCode
UInt32 transactionId
UInt16 legId
TI_RFCQ_TYPE::Enum rfcqType
BV_TRANSPARENCY_INFO transparencyInfo

Detailed Description

Definition at line 55 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

Constructor & Destructor Documentation

◆ BV_HIST_TRADE_INFO()

BV_HIST_TRADE_INFO ( )
inline

Definition at line 58 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ ~BV_HIST_TRADE_INFO()

~BV_HIST_TRADE_INFO ( )
inline

Definition at line 73 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

Definition at line 242 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ 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 121 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ accountInfo

std::string accountInfo

Additional account information.

Definition at line 163 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ accruedInterest

Double accruedInterest

Countervalue of the interests rate payd by the buyer to the seller, expressed in the trade currency.

Definition at line 130 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ adjustment

Double adjustment

Adjustment.

Definition at line 169 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ adjustmentFg

TI_FLAG::Enum adjustmentFg

Indicates whether adjustment is applied.

Definition at line 172 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ aggressor

Data identifying the Aggrssor (who did the order). If the order has been done by an Agent, the field indicates the member on behalf of which the Agent has operated.

Definition at line 88 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ allocationId

UInt32 allocationId

Unique ID of the allocation.

Definition at line 166 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ areaCodeDesc

std::string areaCodeDesc

Area Code description.

Definition at line 181 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ areaCodeShortDesc

std::string areaCodeShortDesc

Area Code short description.

Definition at line 178 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bVBestAsk

Market best on the Ask side.

Definition at line 187 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bVBestBid

Market best on the Bid side.

Definition at line 184 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bvBestMidAnalytics

BV_ANALYTICS bvBestMidAnalytics

Analytics.

Definition at line 214 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bvBestMidMWCPriceTh

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

Definition at line 205 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bVBestMidPrice

Double bVBestMidPrice

MidPrice Value.

Definition at line 190 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bVBestMidValidityFg

TI_FLAG::Enum bVBestMidValidityFg

Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.

Definition at line 217 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bVBestMidYield

Double bVBestMidYield

MidYield Value.

Definition at line 193 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bvBestMidYMWExrc

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

Definition at line 208 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bvBestMidYMWTh

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

Definition at line 202 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bVBestMidYTC

BV_VALUE bVBestMidYTC

Mid Yield To Call.

Definition at line 196 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bvBestMidYTR

TI_FLAG::Enum bvBestMidYTR

Mid Yield to Reset.

Definition at line 211 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ bVBestMidYTW

BV_VALUE bVBestMidYTW

Mid Yield To Worst.

Definition at line 199 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ currency

std::string currency

Currency.

Definition at line 133 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ dealId

UInt32 dealId

Unique ID of the Deal.

Definition at line 82 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ fillMode

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

Definition at line 109 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ financialInstrumentCode

std::string financialInstrumentCode

Code of the financial instrument.

Definition at line 97 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ greyMarketFlag

TI_FLAG::Enum greyMarketFlag

Indicates if the instrument object of the trade has been dealt on grey market.

Definition at line 136 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ instrument

Instrument info.

Definition at line 91 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ instrumentClassCode

std::string instrumentClassCode

Code of the instrument class.

Definition at line 94 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ legId

UInt16 legId

Unique ID of the trading leg.

Definition at line 226 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ marketAffiliationDesc

std::string marketAffiliationDesc

Market Affiliation description.

Definition at line 145 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ marketAffiliationShortDesc

std::string marketAffiliationShortDesc

Market Affiliation short description.

Definition at line 142 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ micCode

std::string micCode

MIC Code.

Definition at line 220 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ nominalValue

Double nominalValue

Nominal value.

Definition at line 124 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ parentTradeId

UInt32 parentTradeId

In case of trade splitting, it's the ID of the parent trade.

Definition at line 151 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ preAllocationTime

UInt64 preAllocationTime

Time of pre-allocation.

Definition at line 157 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ provider

Data identifying the Provider (who did the proposal). If the proposal has been done by an Agent, the field indicates the member on behalf of which the Agent has operated.

Definition at line 85 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ rfcqType

RFCQ Type (Outright, Switch, Butterfly, Multileg)

Definition at line 229 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ sectionCode

std::string sectionCode

Section code.

Definition at line 79 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ settlCounterValue

Double settlCounterValue

Countervalue of settlement trade, expressed in the trade currency.

Definition at line 127 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ settlDate

UInt32 settlDate

Settlement date.

Definition at line 112 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ settlementFXRate

Double settlementFXRate

Exchange rate between Trading and Settlement Currencies (i.e. Settlement Currency or Trading Currency)

Definition at line 148 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ settlementOffset

UInt16 settlementOffset

Settlement offset.

Definition at line 160 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ settlStatus

BV_SETTL_STATUS::Enum settlStatus

Settlement status.

Definition at line 118 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ settlType

Settlement type.

Definition at line 115 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ splittableFg

TI_FLAG::Enum splittableFg

Indicates whether the trade is splittable or not.

Definition at line 154 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ status

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

Definition at line 106 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ tradeInfo

Contract Price, Yield, Qty, NominalValue.

Definition at line 103 of file SMP.Substructures.BV_HIST_TRADE_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 76 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ tradeType

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

Definition at line 175 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ transactionId

UInt32 transactionId

Unique ID of the RFCQ or Inventory Order.

Definition at line 223 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 232 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ updateTime

UInt64 updateTime

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

Definition at line 139 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.

◆ verb

Order side - Buy or Sell.

Definition at line 100 of file SMP.Substructures.BV_HIST_TRADE_INFO.h.