OnixS C++ MTS Bond Vision SDP Handler 1.5.1
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BV_RFCQ_BUY_SIDE_SUMMARY Class Reference

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
TI_FLAG::Enum limitSpreadFg
Double limitSpread
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
UInt32 autoExecutionRuleId
UInt64 manualOverrideStartTime
UInt64 manualOverrideEndTime

Static Public Attributes

static const size_t legSummarySize = 3
static const size_t providerInfoSize = 20
static const size_t inventoryDepthBidSize = 30
static const size_t inventoryDepthAskSize = 30
static const size_t iOIDepthBidSize = 30
static const size_t iOIDepthAskSize = 30

Detailed Description

Definition at line 55 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Constructor & Destructor Documentation

◆ BV_RFCQ_BUY_SIDE_SUMMARY()

BV_RFCQ_BUY_SIDE_SUMMARY ( )
inline

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

◆ ~BV_RFCQ_BUY_SIDE_SUMMARY()

virtual ~BV_RFCQ_BUY_SIDE_SUMMARY ( )
inlinevirtual

Definition at line 74 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_RFCQ_BUY_SIDE_SUMMARY * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_RFCQ_BUY_SIDE_SUMMARY * 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 77 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 243 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ areaCodeId

UInt16 areaCodeId

Unique ID of the Buy Side Member Area Code.

Definition at line 212 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ autoExecutionFg

TI_FLAG::Enum autoExecutionFg

Specifies if the RFCQ is automatically generated.

Definition at line 224 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ autoExecutionRuleId

UInt32 autoExecutionRuleId

Rule Id of the Autoexecution.

Definition at line 227 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ bookTimestamp

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 155 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ buySideMemberId

UInt32 buySideMemberId

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

Definition at line 83 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ buySideTraderId

UInt32 buySideTraderId

Unique ID of the trader of the Buy Side Member.

Definition at line 86 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ clientRfcqId

std::string clientRfcqId

Client specific information.

Definition at line 149 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ closingTime

UInt64 closingTime

Closing time of the RFCQ.

Definition at line 140 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ comment

std::string comment

Free text.

Definition at line 215 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ delay

UInt32 delay

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

Definition at line 152 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ dueInTime

UInt16 dueInTime

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

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

◆ dueInTimeout

UInt64 dueInTimeout

Time at which the MultiLeg RFCQ will start.

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

◆ durWeightedYieldCoverValue

Double durWeightedYieldCoverValue

Duration weighted yield cover value (only for Butterfly RFCQs)

Definition at line 167 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ finalStatus

TI_RFCQ_REQUEST_STATUS::Enum finalStatus

Specifies the final status of the RFCQ.

Definition at line 137 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ grossYieldCoverValue

Double grossYieldCoverValue

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

Definition at line 164 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ grossYieldSpread

Double grossYieldSpread

Only valid for Switch and Butterfly RFCQ.

Definition at line 170 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ inventoryDepthAsk

std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthAsk

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

◆ inventoryDepthAskSize

const size_t inventoryDepthAskSize = 30
static

Inventory Depth - ask side.

Definition at line 200 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ inventoryDepthBid

std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthBid

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

◆ inventoryDepthBidSize

const size_t inventoryDepthBidSize = 30
static

Inventory Depth - bid side.

Definition at line 196 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ iOIDepthAsk

std::vector<BV_IOI_TRADING_INFO> iOIDepthAsk

Definition at line 209 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ iOIDepthAskSize

const size_t iOIDepthAskSize = 30
static

IOI trading info - ask side.

Definition at line 208 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ iOIDepthBid

std::vector<BV_IOI_TRADING_INFO> iOIDepthBid

Definition at line 205 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ iOIDepthBidSize

const size_t iOIDepthBidSize = 30
static

IOI trading info - bid side.

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

◆ iOIMatchingQuotes

UInt16 iOIMatchingQuotes

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

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

◆ legId

UInt16 legId

Unique ID of the trading leg.

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

◆ legSummary

std::vector<BV_RFCQ_BUY_SIDE_LEG_SUMMARY> legSummary

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

◆ legSummarySize

const size_t legSummarySize = 3
static

Leg summay information.

Definition at line 188 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ limitSpread

Double limitSpread

Limit value for the spread in case of RFCQ Switch or Butterfly negotiation.

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

◆ limitSpreadFg

TI_FLAG::Enum limitSpreadFg

Specifies if the value in the LimitSpread field is meaningful.

Definition at line 179 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ manualOverrideEndTime

UInt64 manualOverrideEndTime

Override manual end time.

Definition at line 233 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ manualOverrideStartTime

UInt64 manualOverrideStartTime

Override manual start time.

Definition at line 230 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ msgFg

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 128 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ numOfLegs

UInt16 numOfLegs

Trading List - Number of legs.

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

◆ originSellSideMemberId

UInt32 originSellSideMemberId

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

Definition at line 107 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ participatingSellSideNr

UInt16 participatingSellSideNr

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

Definition at line 146 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ preAgreedFg

TI_FLAG::Enum preAgreedFg

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

Definition at line 98 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ preTradeFg

TI_FLAG::Enum preTradeFg

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

Definition at line 101 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ priceCoverValue

Double priceCoverValue

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

Definition at line 158 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ proceedsCoverValue

Double proceedsCoverValue

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

Definition at line 161 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ proceedsSpread

Double proceedsSpread

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

Definition at line 173 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ providerInfo

std::vector<BV_RFCQ_PROVIDER_INFO> providerInfo

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

◆ providerInfoSize

const size_t providerInfoSize = 20
static

Provider information.

Definition at line 192 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ quantityCalculation

TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation

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

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

◆ rfcqOrigin

TI_RFCQ_ORIGIN::Enum rfcqOrigin

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

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

◆ rfcqReqMsgInfo

TI_MSG_INFO rfcqReqMsgInfo

Message Info (Unique ID) of the Rfcq Request.

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

◆ rfcqType

TI_RFCQ_TYPE::Enum rfcqType

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

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

◆ riskWeightedYieldSpread

Double riskWeightedYieldSpread

Only valid for Butterfly RFCQ.

Definition at line 176 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ sellSideMemberId

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 131 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ sellSideNr

UInt16 sellSideNr

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

Definition at line 143 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ sellSideTraderName

std::string sellSideTraderName

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

Definition at line 134 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ tradingListId

UInt32 tradingListId

Unique ID of the trading list of bonds.

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

◆ userInfo1

std::string userInfo1

Client free text.

Definition at line 218 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ userInfo2

std::string userInfo2

Client free text.

Definition at line 221 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

◆ voiceListId

UInt32 voiceListId

Unique ID of the Voice Registration.

Definition at line 104 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.