OnixS C++ MTS Bond Vision SDP Handler 1.4.0
API documentation
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BV_PORTFOLIO_RFCQ Class Reference

Public Member Functions

 BV_PORTFOLIO_RFCQ ()
virtual ~BV_PORTFOLIO_RFCQ ()
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_PORTFOLIO_RFCQclone () const
virtual BV_PORTFOLIO_RFCQclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

TI_MSG_INFO msgInfo
UInt32 rfcqReqId
BV_MEMBER_INFO aggressor
BV_MEMBER_INFO provider
TI_FLAG::Enum preAgreedFg
UInt16 numOfLegs
std::vector< BV_PORTFOLIO_RFCQ_LEGportfolioLeg
BV_PORTFOLIO_RFCQ_EVENT::Enum event
BV_PORTFOLIO_RFCQ_STATUS::Enum status
UInt16 numOfCompetitors
UInt32 rfcqDuration
UInt32 rfcqTimeout
UInt16 mOCAcceptanceTime
std::string userInfo2
UInt64 dueInTimeout
UInt64 updateTime

Static Public Attributes

static const size_t portfolioLegSize = 200

Detailed Description

Definition at line 47 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

Constructor & Destructor Documentation

◆ BV_PORTFOLIO_RFCQ()

BV_PORTFOLIO_RFCQ ( )
inline

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

◆ ~BV_PORTFOLIO_RFCQ()

virtual ~BV_PORTFOLIO_RFCQ ( )
inlinevirtual

Definition at line 57 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_PORTFOLIO_RFCQ * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_PORTFOLIO_RFCQ * 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 60 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ aggressor

BV_MEMBER_INFO aggressor

Member sending the Portfolio RFCQ.

Definition at line 72 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ dueInTimeout

UInt64 dueInTimeout

Time at which the Portfolio RFCQ will start.

Definition at line 109 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ event

Action applied to the Portfolio RFCQ.

Definition at line 88 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ mOCAcceptanceTime

UInt16 mOCAcceptanceTime

Specifies how much time, expressed in seconds, the Sell Side member has to accept the RFCQ MOC.

Definition at line 103 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ msgInfo

TI_MSG_INFO msgInfo

Message Info (Unique ID) of the Portfolio Rfcq Request.

Definition at line 66 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ numOfCompetitors

UInt16 numOfCompetitors

Number of competitors.

Definition at line 94 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ numOfLegs

UInt16 numOfLegs

Number of legs.

Definition at line 81 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ portfolioLeg

std::vector<BV_PORTFOLIO_RFCQ_LEG> portfolioLeg

Definition at line 85 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ portfolioLegSize

const size_t portfolioLegSize = 200
static

Portfolio Request leg data.

Definition at line 84 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ preAgreedFg

TI_FLAG::Enum preAgreedFg

Specifies if the RFCQ is sent to one and only provider.

Definition at line 78 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ provider

BV_MEMBER_INFO provider

Member receiving the Portfolio RFCQ.

Definition at line 75 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ rfcqDuration

UInt32 rfcqDuration

Duration of the Portfolio (expressed in seconds)

Definition at line 97 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ rfcqReqId

UInt32 rfcqReqId

Unique ID of the Portfolio RFCQ request.

Definition at line 69 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ rfcqTimeout

UInt32 rfcqTimeout

Time of expiration of the Portfolio RFCQ.

Definition at line 100 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ status

Current status of the Portfolio RFCQ request.

Definition at line 91 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ updateTime

UInt64 updateTime

Last update timestamp.

Definition at line 112 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.

◆ userInfo2

std::string userInfo2

Client free text.

Definition at line 106 of file SMP.Classes.BV_PORTFOLIO_RFCQ.h.