OnixS C++ MTS Bond Vision SDP Handler  1.1.0
API documentation
Public Member Functions | Public Attributes | Static Public Attributes | List of all members
BV_RFCQ_BUY_SIDE_SUMMARY Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h>

Public Member Functions

 BV_RFCQ_BUY_SIDE_SUMMARY ()
 
virtual ~BV_RFCQ_BUY_SIDE_SUMMARY ()
 
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_RFCQ_BUY_SIDE_SUMMARY * clone () const
 
virtual BV_RFCQ_BUY_SIDE_SUMMARY * clone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

UInt32 buySideMemberId
 
UInt32 buySideTraderId
 
TI_MSG_INFO rfcqReqMsgInfo
 
TI_RFCQ_TYPE::Enum rfcqType
 
TI_RFCQ_ORIGIN::Enum rfcqOrigin
 
TI_FLAG::Enum preAgreedFg
 
TI_FLAG::Enum preTradeFg
 
UInt32 voiceListId
 
UInt32 originSellSideMemberId
 
UInt16 dueInTime
 
UInt64 dueInTimeout
 
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
 
UInt32 tradingListId
 
UInt16 legId
 
UInt16 iOIMatchingQuotes
 
TI_FLAG::Enum msgFg
 
UInt32 sellSideMemberId
 
std::string sellSideTraderName
 
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
 
UInt64 closingTime
 
UInt16 sellSideNr
 
UInt16 participatingSellSideNr
 
std::string clientRfcqId
 
UInt32 delay
 
UInt64 bookTimestamp
 
Double priceCoverValue
 
Double proceedsCoverValue
 
Double grossYieldCoverValue
 
Double durWeightedYieldCoverValue
 
Double grossYieldSpread
 
Double proceedsSpread
 
Double riskWeightedYieldSpread
 
UInt16 numOfLegs
 
std::vector< BV_RFCQ_BUY_SIDE_LEG_SUMMARY > legSummary
 
std::vector< BV_RFCQ_PROVIDER_INFO > providerInfo
 
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthBid
 
std::vector< BV_INVENTORY_TRADING_INFO > inventoryDepthAsk
 
std::vector< BV_IOI_TRADING_INFO > iOIDepthBid
 
std::vector< BV_IOI_TRADING_INFO > iOIDepthAsk
 
UInt16 areaCodeId
 
std::string comment
 
std::string userInfo1
 
std::string userInfo2
 
TI_FLAG::Enum autoExecutionFg
 

Static Public Attributes

static const size_t legSummarySize = 3
 
static const size_t providerInfoSize = 20
 
static const size_t inventoryDepthBidSize = 20
 
static const size_t inventoryDepthAskSize = 20
 
static const size_t iOIDepthBidSize = 20
 
static const size_t iOIDepthAskSize = 20
 

Detailed Description

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

Constructor & Destructor Documentation

BV_RFCQ_BUY_SIDE_SUMMARY ( )
inline

Definition at line 53 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

virtual ~BV_RFCQ_BUY_SIDE_SUMMARY ( )
inlinevirtual

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

Member Function Documentation

virtual BV_RFCQ_BUY_SIDE_SUMMARY* clone ( ) const
virtual

Implements Class.

virtual BV_RFCQ_BUY_SIDE_SUMMARY* clone ( void *  ) const
virtual

Implements Class.

size_t deserialize ( const void *  buf,
size_t  inLen 
)
virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

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

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 223 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt16 areaCodeId

Unique ID of the Buy Side Member Area Code.

Definition at line 201 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_FLAG::Enum autoExecutionFg

Specifies if the RFCQ is automatically generated.

Definition at line 213 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt64 bookTimestamp

In case of accepted RFCQ, it's the timestamp of the RFCQ book that contained the quote hit or lifted.

Definition at line 150 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt32 buySideMemberId

Unique ID of the member to whom the RFCQ summary is addressed.

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

UInt32 buySideTraderId

Unique ID of the trader of the Buy Side Member.

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

std::string clientRfcqId

Client specific information.

Definition at line 144 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt64 closingTime

Closing time of the RFCQ.

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

std::string comment

Free text.

Definition at line 204 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt32 delay

Delay between the RFCQ creation time and the time at which the first quote was received.

Definition at line 147 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt16 dueInTime

Number of seconds the RFCQ will be deferred (for Multileg RFCQ)

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

UInt64 dueInTimeout

Time at which the MultiLeg RFCQ will start.

Definition at line 108 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double durWeightedYieldCoverValue

Duration weighted yield cover value (only for Butterfly RFCQs)

Definition at line 162 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_RFCQ_REQUEST_STATUS::Enum finalStatus

Specifies the final status of the RFCQ.

Definition at line 132 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double grossYieldCoverValue

Gross yield cover value (only for Switchg and Butterfly RFCQs)

Definition at line 159 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double grossYieldSpread

Only valid for Switch and Butterfly RFCQ.

Definition at line 165 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthAsk

Definition at line 190 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t inventoryDepthAskSize = 20
static

Inventory Depth - ask side.

Definition at line 189 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthBid

Definition at line 186 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t inventoryDepthBidSize = 20
static

Inventory Depth - bid side.

Definition at line 185 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_IOI_TRADING_INFO> iOIDepthAsk

Definition at line 198 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t iOIDepthAskSize = 20
static

IOI trading info - ask side.

Definition at line 197 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_IOI_TRADING_INFO> iOIDepthBid

Definition at line 194 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t iOIDepthBidSize = 20
static

IOI trading info - bid side.

Definition at line 193 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt16 iOIMatchingQuotes

Number of quotes triggering auto-matching when best price matches IOI (for Outright RFCQ or Multileg RFCQ)

Definition at line 120 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt16 legId

Unique ID of the trading leg.

Definition at line 117 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_RFCQ_BUY_SIDE_LEG_SUMMARY> legSummary

Definition at line 178 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t legSummarySize = 3
static

Leg summay information.

Definition at line 177 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_FLAG::Enum msgFg

If True, messages have been exchanged during the RFCQ among the Buy Side Member and one or more Sell Side Members.

Definition at line 123 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt16 numOfLegs

Trading List - Number of legs.

Definition at line 174 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt32 originSellSideMemberId

Unique ID of the Sell side member in case of RfcqOrigin equal to 'FromSingleDealerPage' or 'FromInventory'.

Definition at line 102 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt16 participatingSellSideNr

Number of Sell Side Members that took part in the RFCQ.

Definition at line 141 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_FLAG::Enum preAgreedFg

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

Definition at line 93 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_FLAG::Enum preTradeFg

Specifies whether the RFCQ will be subject to pre-trade transparency.

Definition at line 96 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double priceCoverValue

Price cover value (only for Outright, Multileg and Double-sided RFCQs)

Definition at line 153 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double proceedsCoverValue

Proceeds cover value (only for Switch RFCQs) or Proceeds weighted yield cover value (only for Butterfly RFCQs)

Definition at line 156 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double proceedsSpread

Only valid for Switch (Proceeds Spread) and Butterfly RFCQ (Proceeds Weighted Spread)

Definition at line 168 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_RFCQ_PROVIDER_INFO> providerInfo

Definition at line 182 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t providerInfoSize = 20
static

Provider information.

Definition at line 181 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation

Type of quantity calculation carried out by the Buy Side member.

Definition at line 111 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_RFCQ_ORIGIN::Enum rfcqOrigin

RFCQ Origin(From Scratch, From Single Dealer Page, From Inventory)

Definition at line 90 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_MSG_INFO rfcqReqMsgInfo

Message Info (Unique ID) of the Rfcq Request.

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

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)

Definition at line 87 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double riskWeightedYieldSpread

Only valid for Butterfly RFCQ.

Definition at line 171 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt32 sellSideMemberId

In case of accepted RFCQ, it the ID of the Sell Side Member with whom the deal has been made.

Definition at line 126 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt16 sellSideNr

Number of Sell Side Members to whom the RFCQ was addressed.

Definition at line 138 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::string sellSideTraderName

Unique name of the trader of the Sell Side Member with whom the deal has been made.

Definition at line 129 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt32 tradingListId

Unique ID of the trading list of bonds.

Definition at line 114 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::string userInfo1

Client free text.

Definition at line 207 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::string userInfo2

Client free text.

Definition at line 210 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt32 voiceListId

Unique ID of the Voice Registration.

Definition at line 99 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

The documentation for this class was generated from the following file: