BV_PORTFOLIO_RFCQ_ORDER Class Reference

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

Public Attributes
UInt32	msgInfo
UInt32	rfcqReqId
UInt32	rfcqQuoteId
TI_IN_OUT_FLAG::Enum	inOutFlag
BV_MEMBER_INFO	aggressor
BV_MEMBER_INFO	provider
std::string	dealerReferenceId
std::string	clientExecID
UInt32	execTraderId
std::string	execTraderName
BV_PORTFOLIO_RFCQ_ORDER_TYPE::Enum	type
Double	netProceeds
UInt32	closeWithDealerId
UInt16	numOfLegs
std::vector< BV_PORTFOLIO_RFCQ_ORDER_LEG >	orderLeg
BV_PORTFOLIO_RFCQ_ORDER_EVENT::Enum	event
BV_PORTFOLIO_RFCQ_ORDER_STATUS::Enum	status
UInt64	acceptanceTimeout
UInt64	depthUpdateTime
UInt64	updateTime

Static Public Attributes
static const size_t	orderLegSize = 200

Detailed Description

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

Constructor & Destructor Documentation

BV_PORTFOLIO_RFCQ_ORDER()

BV_PORTFOLIO_RFCQ_ORDER ( )

inline

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

~BV_PORTFOLIO_RFCQ_ORDER()

virtual ~BV_PORTFOLIO_RFCQ_ORDER ( )

inlinevirtual

Definition at line 58 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

Member Function Documentation

clone() [1/2]

virtual BV_PORTFOLIO_RFCQ_ORDER * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_PORTFOLIO_RFCQ_ORDER * 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 61 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 135 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

acceptanceTimeout

UInt64 acceptanceTimeout

Timeout for manual acceptance.

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

aggressor

BV_MEMBER_INFO aggressor

Data of the Aggressor Member.

Definition at line 79 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

clientExecID

std::string clientExecID

Provider reference ID of the order execution.

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

closeWithDealerId

UInt32 closeWithDealerId

Unique ID of the dealer owner of the matching quote.

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

dealerReferenceId

std::string dealerReferenceId

Provider reference ID of the quote.

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

depthUpdateTime

UInt64 depthUpdateTime

Timestamp of the Portfolio RFCQ depth.

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

event

BV_PORTFOLIO_RFCQ_ORDER_EVENT::Enum event

Action applied to the order.

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

execTraderId

UInt32 execTraderId

Unique ID of the execution trader.

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

execTraderName

std::string execTraderName

Name of the execution trader.

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

inOutFlag

TI_IN_OUT_FLAG::Enum inOutFlag

Indicates whether it is an incoming order (IN) or an outgoing order (OUT)

Definition at line 76 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

msgInfo

UInt32 msgInfo

Unique ID of the Portfolio RFCQ order.

Definition at line 67 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

netProceeds

Double netProceeds

Net Proceeds.

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

numOfLegs

UInt16 numOfLegs

Number of legs.

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

orderLeg

std::vector<BV_PORTFOLIO_RFCQ_ORDER_LEG> orderLeg

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

orderLegSize

const size_t orderLegSize = 200

static

Trading information leg.

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

provider

BV_MEMBER_INFO provider

Data of the Provider Member.

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

rfcqQuoteId

UInt32 rfcqQuoteId

Unique ID of the Portfolio RFCQ quote to hit/lift.

Definition at line 73 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

rfcqReqId

UInt32 rfcqReqId

Unique ID of the Portfolio RFCQ request.

Definition at line 70 of file SMP.Classes.BV_PORTFOLIO_RFCQ_ORDER.h.

status

BV_PORTFOLIO_RFCQ_ORDER_STATUS::Enum status

Processing status of the order.

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

type

BV_PORTFOLIO_RFCQ_ORDER_TYPE::Enum type

Type of Order.

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

updateTime

UInt64 updateTime

Last Update Time.

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