#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

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 = 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 238 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 207 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

TI_FLAG::Enum autoExecutionFg

Specifies if the RFCQ is automatically generated.

Definition at line 219 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt32 autoExecutionRuleId

Rule Id of the Autoexecution.

Definition at line 222 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 210 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 196 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t inventoryDepthAskSize = 20

static

Inventory Depth - ask side.

Definition at line 195 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthBid

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

const size_t inventoryDepthBidSize = 20

static

Inventory Depth - bid side.

Definition at line 191 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_IOI_TRADING_INFO> iOIDepthAsk

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

const size_t iOIDepthAskSize = 20

static

IOI trading info - ask side.

Definition at line 203 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::vector<BV_IOI_TRADING_INFO> iOIDepthBid

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

const size_t iOIDepthBidSize = 20

static

IOI trading info - bid side.

Definition at line 199 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 184 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t legSummarySize = 3

static

Leg summay information.

Definition at line 183 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

Double limitSpread

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

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

TI_FLAG::Enum limitSpreadFg

Specifies if the value in the LimitSpread field is meaningful.

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

UInt64 manualOverrideEndTime

Override manual end time.

Definition at line 228 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

UInt64 manualOverrideStartTime

Override manual start time.

Definition at line 225 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 180 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 188 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

const size_t providerInfoSize = 20

static

Provider information.

Definition at line 187 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 213 of file SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h.

std::string userInfo2

Client free text.

Definition at line 216 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:

include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_RFCQ_BUY_SIDE_SUMMARY.h

Public Member Functions

Public Attributes

Static Public Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation