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OnixS C++ MTS Bond Vision SDP Handler
1.2.0
API documentation
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OnixS C++ MTS Bond Vision SDP Handler
1.2.0
API documentation
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#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_MARKET.h>
Public Member Functions | |
| BV_MARKET () | |
| virtual | ~BV_MARKET () |
| 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_MARKET * | clone () const |
| virtual BV_MARKET * | clone (void *) const |
 Public Member Functions inherited from Class | |
| virtual | ~Class () |
| size_t | getMaxMessageSize () const |
Definition at line 43 of file SMP.Classes.BV_MARKET.h.
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inline |
Definition at line 46 of file SMP.Classes.BV_MARKET.h.
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inlinevirtual |
Definition at line 50 of file SMP.Classes.BV_MARKET.h.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen | ||
| ) |
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inlinevirtual |
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inlinevirtual |
Implements Class.
Definition at line 174 of file SMP.Classes.BV_MARKET.h.
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virtual |
Provides string presentation.
Implements Class.
| UInt16 butterflyRFCQAcceptanceTimeout |
Time, expressed as number of milliseconds, for manual acceptance of a Butterfly RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 89 of file SMP.Classes.BV_MARKET.h.
| UInt16 butterflyRFCQAuditTrailDelay |
Delay, expressed as number of seconds, for the Butterfly audit trail.
Definition at line 83 of file SMP.Classes.BV_MARKET.h.
| UInt16 butterflyRFCQMaxNumRecipients |
Maximum number of market member to whom a Butterfly RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 80 of file SMP.Classes.BV_MARKET.h.
| UInt16 butterflyRFCQMinAutomaticMatchingTimeout |
Minimum time, expressed as number of milliseconds, after which a Butterfly RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 86 of file SMP.Classes.BV_MARKET.h.
| UInt32 butterflyRFCQPreTradeTransparencyMaxTime |
Pre-Trade transparency maximum time expressed in microseconds for a Butterfly RFCQ.
Definition at line 152 of file SMP.Classes.BV_MARKET.h.
| UInt32 butterflyRFCQPreTradeTransparencyMinTime |
Pre-Trade transparency minimum time expressed in microseconds for a Butterfly RFCQ.
Definition at line 149 of file SMP.Classes.BV_MARKET.h.
| UInt32 butterflyRFCQTimer |
Number of seconds for accepting a Butterfly RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 77 of file SMP.Classes.BV_MARKET.h.
| UInt16 doubleSidedRFCQAcceptanceTimeout |
Time, expressed as number of seconds, for manual acceptance of a double sided RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 125 of file SMP.Classes.BV_MARKET.h.
| UInt16 doubleSidedRFCQAuditTrailDelay |
Delay, expressed as number of seconds, for the double sided audit trail.
Definition at line 119 of file SMP.Classes.BV_MARKET.h.
| TI_FLAG::Enum doubleSidedRFCQDoubleAutoAcceptanceFg |
Specifies whether a Multi Leg double sided RFCQ will be automatically closed as soon as a match on one of the legs happens.
Definition at line 128 of file SMP.Classes.BV_MARKET.h.
| UInt16 doubleSidedRFCQMaxNumRecipients |
Maximum number of market members to whom a double sided RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 116 of file SMP.Classes.BV_MARKET.h.
| UInt16 doubleSidedRFCQMinAutomaticMatchingTimeout |
Minimum time, expressed as number of seconds, after which a double sided RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 122 of file SMP.Classes.BV_MARKET.h.
| UInt32 doubleSidedRFCQPreTradeTransparencyMaxTime |
Pre-Trade transparency maximum time expressed in microseconds for a Double Sided RFCQ.
Definition at line 164 of file SMP.Classes.BV_MARKET.h.
| UInt32 doubleSidedRFCQPreTradeTransparencyMinTime |
Pre-Trade transparency minimum time expressed in microseconds for a Double Sided RFCQ.
Definition at line 161 of file SMP.Classes.BV_MARKET.h.
| UInt32 doubleSidedRFCQTimer |
Number of seconds for accepting a double sided RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 113 of file SMP.Classes.BV_MARKET.h.
| UInt32 marketId |
Unique market identifier.
Definition at line 59 of file SMP.Classes.BV_MARKET.h.
| UInt16 maxNumInventoryGroupConfigurations |
Maximum number of generic configurations (i.e. Product Type = Wildcard, Currency = Wildcard) that are present in the Inventory Groups of a Sell Side Member.
Definition at line 137 of file SMP.Classes.BV_MARKET.h.
| UInt16 maxNumInventoryGroupExceptions |
Maximum number of speciaized / exception configurations (i.e. Product Type = Value, Currency = Value or Product Type = Value, Currency = Wildcard) that are present in the Inventory Groups of a Sell Side Member.
Definition at line 140 of file SMP.Classes.BV_MARKET.h.
| UInt16 maxNumInventoryGroups |
Maximum number of inventory groups that a Sell Side Member may define.
Definition at line 131 of file SMP.Classes.BV_MARKET.h.
| UInt16 maxNumMemberPerInventoryGroup |
Maximum number of Buy Side Members that may belong to an Inventory Group. Buy Side Members that appear with different configurations in an Inventory Group, are counted one time.
Definition at line 134 of file SMP.Classes.BV_MARKET.h.
| UInt16 multilegRFCQAcceptanceTimeout |
Time, expressed as number of seconds, for manual acceptance of a Multileg RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 110 of file SMP.Classes.BV_MARKET.h.
| UInt16 multilegRFCQAuditTrailDelay |
Delay, expressed as number of seconds, for the Multileg audit trail.
Definition at line 104 of file SMP.Classes.BV_MARKET.h.
| UInt16 multiLegRFCQMaxDueInTime |
Maximum delay (in seconds) of the Due In Time parameter for a Multi-leg RFCQ.
Definition at line 95 of file SMP.Classes.BV_MARKET.h.
| UInt16 multiLegRFCQMaxNumLegs |
Max number of legs allowed for Multileg RFCQ.
Definition at line 92 of file SMP.Classes.BV_MARKET.h.
| UInt16 multilegRFCQMaxNumRecipients |
Maximum number of market members to whom a Multileg RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 101 of file SMP.Classes.BV_MARKET.h.
| UInt16 multilegRFCQMinAutomaticMatchingTimeout |
Minimum time, expressed as number of seconds, after which a Multileg RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 107 of file SMP.Classes.BV_MARKET.h.
| UInt32 multilegRFCQPreTradeTransparencyMaxTime |
Pre-Trade transparency maximum time expressed in microseconds for a Multileg RFCQ.
Definition at line 158 of file SMP.Classes.BV_MARKET.h.
| UInt32 multilegRFCQPreTradeTransparencyMinTime |
Pre-Trade transparency minimum time expressed in microseconds for a Multileg RFCQ.
Definition at line 155 of file SMP.Classes.BV_MARKET.h.
| UInt32 multilegRFCQTimer |
Number of seconds for accepting a Multileg RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 98 of file SMP.Classes.BV_MARKET.h.
| UInt16 switchRFCQAcceptanceTimeout |
Time, expressed as number of milliseconds, for manual acceptance of a Switch RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 74 of file SMP.Classes.BV_MARKET.h.
| UInt16 switchRFCQAuditTrailDelay |
Delay, expressed as number of seconds, for the Switch audit trail.
Definition at line 68 of file SMP.Classes.BV_MARKET.h.
| UInt16 switchRFCQMaxNumRecipients |
Maximum number of market member to whom a Switch RFCQ can be addressed. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 65 of file SMP.Classes.BV_MARKET.h.
| UInt16 switchRFCQMinAutomaticMatchingTimeout |
Minimum time, expressed as number of milliseconds, after which a Switch RFCQ quote can only be manually accepted. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 71 of file SMP.Classes.BV_MARKET.h.
| UInt32 switchRFCQPreTradeTransparencyMaxTime |
Pre-Trade transparency maximum time expressed in microseconds for a Switch RFCQ.
Definition at line 146 of file SMP.Classes.BV_MARKET.h.
| UInt32 switchRFCQPreTradeTransparencyMinTime |
Pre-Trade transparency minimum time expressed in microseconds for a Switch RFCQ.
Definition at line 143 of file SMP.Classes.BV_MARKET.h.
| UInt32 switchRFCQTimer |
Number of seconds for accepting a Switch RFCQ. [Not implemented] This field might be updated by the Governance, during the current trading day.
Definition at line 62 of file SMP.Classes.BV_MARKET.h.