OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
Loading...
Searching...
No Matches
BV_INSTRUMENT_CLASS Class Reference

Public Member Functions

 BV_INSTRUMENT_CLASS ()
virtual ~BV_INSTRUMENT_CLASS ()
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_INSTRUMENT_CLASSclone () const
virtual BV_INSTRUMENT_CLASSclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

UInt32 instrumentClassId
TI_TRADING_TYPE::Enum tradingType
TI_INSTRUMENT_TYPE::Enum instrumentType
UInt64 statisticsTime
Double maxSettlSize
UInt32 sortNumber
BV_YIELD_PRICE_CONV::Enum bVBestYieldPriceConv
BV_YIELD_PRICE_CONV::Enum inventoryYieldPriceConv
UInt16 iODenialTime
BV_IO_DENIAL_TIME_TYPE::Enum iODenialTimeType
UInt16 iOLastLook
UInt32 productType
UInt16 inventoryDepthFreeze
UInt16 inventoryQuoteFreshness
TI_FLAG::Enum rFCQOutrightFg
TI_FLAG::Enum rFCQSwitchFg
TI_FLAG::Enum tradeRegistration
TI_FLAG::Enum rFCQButterflyFreeFg
TI_FLAG::Enum rFCQMultiLegFg
TI_FLAG::Enum rFCQDoubleSidedFg
TI_FLAG::Enum inventoryOrderFg
UInt32 rFCQTimer
UInt16 rFCQMaxNumRecipients
UInt16 rFCQMaxOffsetSettlement
UInt32 rFCQSummaryDelay
UInt16 rFCQMinAutomaticMatchingTimeout
UInt16 rFCQAcceptanceTimeout
TI_FLAG::Enum concurrentBidAskRFCQFg
UInt32 outrightRFCQPreTradeTransparencyMinTime
UInt32 outrightRFCQPreTradeTransparencyMaxTime

Detailed Description

Definition at line 43 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

Constructor & Destructor Documentation

◆ BV_INSTRUMENT_CLASS()

BV_INSTRUMENT_CLASS ( )
inline

Definition at line 46 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ ~BV_INSTRUMENT_CLASS()

virtual ~BV_INSTRUMENT_CLASS ( )
inlinevirtual

Definition at line 50 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_INSTRUMENT_CLASS * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_INSTRUMENT_CLASS * 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 53 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 156 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ bVBestYieldPriceConv

BV_YIELD_PRICE_CONV::Enum bVBestYieldPriceConv

Identifier of the yield/price conversion for market BV Best.

Definition at line 77 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ concurrentBidAskRFCQFg

TI_FLAG::Enum concurrentBidAskRFCQFg

Specifies whether a market member may have two concurrent Outright RFCQs for the same tradable instrument, one in buy and one in sell.

Definition at line 140 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ instrumentClassId

UInt32 instrumentClassId

Unique ID of the instrument class.

Definition at line 59 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ instrumentType

TI_INSTRUMENT_TYPE::Enum instrumentType

Identifier of the tradable instrument type (Bond only)

Definition at line 65 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ inventoryDepthFreeze

UInt16 inventoryDepthFreeze

Inventory Depth Freeze (in seconds) at GUI level.

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

◆ inventoryOrderFg

TI_FLAG::Enum inventoryOrderFg

Specifies whether the trading on the RFCQ Type Inventory Order is enabled or disabled.

Definition at line 119 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ inventoryQuoteFreshness

UInt16 inventoryQuoteFreshness

Freshness in seconds of the Inventory Quote.

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

◆ inventoryYieldPriceConv

BV_YIELD_PRICE_CONV::Enum inventoryYieldPriceConv

Identifier of the yield/price conversion for inventory market depth.

Definition at line 80 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ iODenialTime

UInt16 iODenialTime

Delay, in seconds, between two consecutive submissions of an Inventory order on the same tradable instrument by the same Buy Side Member.

Definition at line 83 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ iODenialTimeType

BV_IO_DENIAL_TIME_TYPE::Enum iODenialTimeType

Specifies whether the due in time refers only to the last Sell Side Member or to all counterparties.

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

◆ iOLastLook

UInt16 iOLastLook

Delay in seconds for the manual acceptance of an inventory order.

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

◆ maxSettlSize

Double maxSettlSize

Maximum Settlement Size for the instrument class.

Definition at line 71 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ outrightRFCQPreTradeTransparencyMaxTime

UInt32 outrightRFCQPreTradeTransparencyMaxTime

Pre-Trade transparency maximum time expressed in microseconds for an Outright RFCQ.

Definition at line 146 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ outrightRFCQPreTradeTransparencyMinTime

UInt32 outrightRFCQPreTradeTransparencyMinTime

Pre-Trade transparency minimum time expressed in microseconds for an Outright RFCQ.

Definition at line 143 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ productType

UInt32 productType

Unique ID of the product type.

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

◆ rFCQAcceptanceTimeout

UInt16 rFCQAcceptanceTimeout

Time, expressed as number of milliseconds, for manual acceptance of a Outright RFCQ.

Definition at line 137 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQButterflyFreeFg

TI_FLAG::Enum rFCQButterflyFreeFg

Specifies whether the trading on the RFCQ Type Butterfly Free is enabled or disable.

Definition at line 110 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQDoubleSidedFg

TI_FLAG::Enum rFCQDoubleSidedFg

Specifies whether the trading on the RFCQ Type DoubleSided is enabled or disable.

Definition at line 116 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQMaxNumRecipients

UInt16 rFCQMaxNumRecipients

Maximum number of market member to whom an RFCQ can be addressed.

Definition at line 125 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQMaxOffsetSettlement

UInt16 rFCQMaxOffsetSettlement

Maximum number of working days that can be specified for settlement.

Definition at line 128 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQMinAutomaticMatchingTimeout

UInt16 rFCQMinAutomaticMatchingTimeout

Minimum time, expressed as number of milliseconds, after which a Outright RFCQ quote can only be manually accepted.

Definition at line 134 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQMultiLegFg

TI_FLAG::Enum rFCQMultiLegFg

Specifies whether the trading on the RFCQ Type MultiLeg is enabled or disable.

Definition at line 113 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQOutrightFg

TI_FLAG::Enum rFCQOutrightFg

Specifies whether the trading on the RFCQ Type Outright is enabled or disable.

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

◆ rFCQSummaryDelay

UInt32 rFCQSummaryDelay

Number of milliseconds after which the Audit Trail Summary will be sent to participants.

Definition at line 131 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ rFCQSwitchFg

TI_FLAG::Enum rFCQSwitchFg

Specifies whether the trading on the RFCQ Type Switch is enabled or disable.

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

◆ rFCQTimer

UInt32 rFCQTimer

Number of seconds for accepting an RFCQ.

Definition at line 122 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ sortNumber

UInt32 sortNumber

Instrument Class Sorting Number.

Definition at line 74 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ statisticsTime

UInt64 statisticsTime

Indicates since what time statistics are available. If it is zero statistics are always calculated.

Definition at line 68 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.

◆ tradeRegistration

TI_FLAG::Enum tradeRegistration

Specifies whether the trading on the Trade Registration is enabled or disabled.

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

◆ tradingType

TI_TRADING_TYPE::Enum tradingType

Identifier of the price type.

Definition at line 62 of file SMP.Classes.BV_INSTRUMENT_CLASS.h.