BV_PORTFOLIO_RFCQ_DEPTH Class Reference

Public Member Functions
	BV_PORTFOLIO_RFCQ_DEPTH ()
virtual	~BV_PORTFOLIO_RFCQ_DEPTH ()
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_RFCQ_DEPTH *	clone () const
virtual BV_PORTFOLIO_RFCQ_DEPTH *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	rfcqReqId
UInt32	memberId
UInt32	traderId
std::string	traderName
UInt16	numOfLegs
std::vector< BV_PORTFOLIO_RFCQ_DEPTH_LEG >	depthLeg
UInt16	numTradingLevel
std::vector< BV_PORTFOLIO_RFCQ_TRADING_LEVEL >	tradingLevel
BV_VALUE	bVMidNetProceeds
UInt64	updateTime

Static Public Attributes
static const size_t	depthLegSize = 200
static const size_t	tradingLevelSize = 10

Detailed Description

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

Constructor & Destructor Documentation

BV_PORTFOLIO_RFCQ_DEPTH()

BV_PORTFOLIO_RFCQ_DEPTH ( )

inline

Definition at line 49 of file SMP.Classes.BV_PORTFOLIO_RFCQ_DEPTH.h.

~BV_PORTFOLIO_RFCQ_DEPTH()

virtual ~BV_PORTFOLIO_RFCQ_DEPTH ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual BV_PORTFOLIO_RFCQ_DEPTH * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_PORTFOLIO_RFCQ_DEPTH * 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_DEPTH.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 105 of file SMP.Classes.BV_PORTFOLIO_RFCQ_DEPTH.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

bVMidNetProceeds

BV_VALUE bVMidNetProceeds

BV Mid Net Proceeds.

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

depthLeg

std::vector<BV_PORTFOLIO_RFCQ_DEPTH_LEG> depthLeg

Definition at line 82 of file SMP.Classes.BV_PORTFOLIO_RFCQ_DEPTH.h.

depthLegSize

const size_t depthLegSize = 200

static

Data identifying the Portfolio RFCQ legs.

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

memberId

UInt32 memberId

Unique ID of the Buy Side Member.

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

numOfLegs

UInt16 numOfLegs

Number of legs.

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

numTradingLevel

UInt16 numTradingLevel

Number of trading levels.

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

rfcqReqId

UInt32 rfcqReqId

Unique ID of the Portfolio RFCQ request.

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

traderId

UInt32 traderId

Unique ID of the Buy Side Trader.

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

traderName

std::string traderName

Trader name.

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

tradingLevel

std::vector<BV_PORTFOLIO_RFCQ_TRADING_LEVEL> tradingLevel

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

tradingLevelSize

const size_t tradingLevelSize = 10

static

Portfolio RFCQ Quote Book.

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

updateTime

UInt64 updateTime

Last Update Time.

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