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

Public Member Functions

 BV_INVENTORY_TRADING_INFO ()
 ~BV_INVENTORY_TRADING_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

UInt32 memberId
std::string memberCode
std::string memberDesc
std::string memberShortDesc
UInt32 quoteId
std::string dealerReferenceId
TI_FLAG::Enum executableFg
Double price
Double yield
BV_VALUE yTC
BV_VALUE yTW
BV_VALUE yMWTh
Double mWCPriceTh
BV_VALUE yMWExrc
BV_VALUE yTR
BV_ANALYTICS analytics
Double countervalue
Double qty
Double minExecQty
std::string quoteDigest
UInt64 quoteUpdateTime
TI_FLAG::Enum axedBonds
TI_FLAG::Enum systematicInternaliserFg

Detailed Description

Constructor & Destructor Documentation

◆ BV_INVENTORY_TRADING_INFO()

◆ ~BV_INVENTORY_TRADING_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

◆ analytics

BV_ANALYTICS analytics

Analytics.

Definition at line 108 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ axedBonds

TI_FLAG::Enum axedBonds

Axed Bonds flag.

Definition at line 126 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ countervalue

Double countervalue

Quote countervalue.

Definition at line 111 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ dealerReferenceId

std::string dealerReferenceId

Free text.

Definition at line 78 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ executableFg

TI_FLAG::Enum executableFg

Specifies whether the quote may be hit/lifted by an inventory order.

Definition at line 81 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ memberCode

std::string memberCode

Code of the member.

Definition at line 66 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ memberDesc

std::string memberDesc

Description of the member.

Definition at line 69 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ memberId

UInt32 memberId

Unique ID of the member code.

Definition at line 63 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ memberShortDesc

std::string memberShortDesc

Short description of the member.

Definition at line 72 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ minExecQty

Double minExecQty

Minimum executable quantity.

Definition at line 117 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ mWCPriceTh

Double mWCPriceTh

MWC Price Theoretical.

Definition at line 99 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ price

Double price

Quote price.

Definition at line 84 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ qty

Double qty

Quantity.

Definition at line 114 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ quoteDigest

std::string quoteDigest

Encrypted information related to quote data.

Definition at line 120 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ quoteId

UInt32 quoteId

Unique ID of the quote.

Definition at line 75 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ quoteUpdateTime

UInt64 quoteUpdateTime

Time at which the inventory quote was last updated.

Definition at line 123 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ systematicInternaliserFg

TI_FLAG::Enum systematicInternaliserFg

Indicates whether the dealer is a Systematic Internaliser.

Definition at line 129 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ yield

Double yield

Quote yield.

Definition at line 87 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ yMWExrc

BV_VALUE yMWExrc

YMW Exercised.

Definition at line 102 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ yMWTh

BV_VALUE yMWTh

YMW Theoretical.

Definition at line 96 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ yTC

BV_VALUE yTC

Yield To Call.

Definition at line 90 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ yTR

BV_VALUE yTR

Yield to Reset.

Definition at line 105 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.

◆ yTW

BV_VALUE yTW

Yield To Worst.

Definition at line 93 of file SMP.Substructures.BV_INVENTORY_TRADING_INFO.h.