BV_RFCQ_ORDER Class Reference

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

Public Member Functions
	BV_RFCQ_ORDER ()
virtual	~BV_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_RFCQ_ORDER *	clone () const
virtual BV_RFCQ_ORDER *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
TI_MSG_INFO	msgInfo
UInt32	rfcqReqId
UInt32	rfcqQuoteId
UInt32	tradingListId
UInt16	legId
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
std::vector< BV_RFCQ_ORDER_LEG >	orderLeg
TI_RFCQ_ORDER_TYPE::Enum	type
BV_ORDER_EVENT::Enum	event
TI_RFCQ_ORDER_STATUS::Enum	status
TI_RFCQ_MATCHING_TYPE::Enum	matchingType
UInt64	acceptanceTimeout
UInt64	depthUpdateTime
TI_FLAG::Enum	automatchingFg
TI_FLAG::Enum	preTradeFg
TI_FLAG::Enum	preTradeAutomaticAcceptanceFg
UInt32	closeWithDealerId
std::vector< BV_RFCQ_ORDER_DEPTH_INFO >	inventoryDepth
std::vector< BV_RFCQ_ORDER_DEPTH_INFO >	rFCQDepth
UInt64	updateTime

Static Public Attributes
static const size_t	orderLegSize = 3
static const size_t	inventoryDepthSize = 30
static const size_t	rFCQDepthSize = 20

Detailed Description

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

Constructor & Destructor Documentation

BV_RFCQ_ORDER ( )

inline

Definition at line 52 of file SMP.Classes.BV_RFCQ_ORDER.h.

virtual ~BV_RFCQ_ORDER ( )

inlinevirtual

Definition at line 63 of file SMP.Classes.BV_RFCQ_ORDER.h.

Member Function Documentation

virtual BV_RFCQ_ORDER* clone ( ) const

virtual

Implements Class.

virtual BV_RFCQ_ORDER* 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 66 of file SMP.Classes.BV_RFCQ_ORDER.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 160 of file SMP.Classes.BV_RFCQ_ORDER.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt64 acceptanceTimeout

Timeout for manual acceptance.

Definition at line 124 of file SMP.Classes.BV_RFCQ_ORDER.h.

BV_MEMBER_INFO aggressor

Member's ID of the Aggressor.

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

TI_FLAG::Enum automatchingFg

If True, the order has been generated by the central system.

Definition at line 130 of file SMP.Classes.BV_RFCQ_ORDER.h.

std::string clientExecID

Provider reference ID of the order execution.

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

UInt32 closeWithDealerId

Unique ID of the dealer owner of the matching quote.

Definition at line 139 of file SMP.Classes.BV_RFCQ_ORDER.h.

std::string dealerReferenceId

Provider reference ID of the quote.

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

UInt64 depthUpdateTime

Timestamp of the RFCQ depth.

Definition at line 127 of file SMP.Classes.BV_RFCQ_ORDER.h.

BV_ORDER_EVENT::Enum event

Action applied to the RFCQ order.

Definition at line 115 of file SMP.Classes.BV_RFCQ_ORDER.h.

UInt32 execTraderId

Unique ID of the execution trader.

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

std::string execTraderName

Name of the execution trader.

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

TI_IN_OUT_FLAG::Enum inOutFlag

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

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

std::vector<BV_RFCQ_ORDER_DEPTH_INFO> inventoryDepth

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

const size_t inventoryDepthSize = 30

static

Inventory Market depth on the Ask or Bid side (the side is opposite to the RFCQ Request side).

Definition at line 142 of file SMP.Classes.BV_RFCQ_ORDER.h.

UInt16 legId

Unique ID of the trading leg.

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

TI_RFCQ_MATCHING_TYPE::Enum matchingType

Matching type.

Definition at line 121 of file SMP.Classes.BV_RFCQ_ORDER.h.

TI_MSG_INFO msgInfo

Message Info (Unique ID) of the RFCQ order.

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

std::vector<BV_RFCQ_ORDER_LEG> orderLeg

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

const size_t orderLegSize = 3

static

Order leg data.

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

TI_FLAG::Enum preTradeAutomaticAcceptanceFg

If set, the RFCQ quote can be matched.

Definition at line 136 of file SMP.Classes.BV_RFCQ_ORDER.h.

TI_FLAG::Enum preTradeFg

If set, starts the Pre-Trade Transparency Time.

Definition at line 133 of file SMP.Classes.BV_RFCQ_ORDER.h.

BV_MEMBER_INFO provider

Member's ID of the Provider.

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

std::vector<BV_RFCQ_ORDER_DEPTH_INFO> rFCQDepth

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

const size_t rFCQDepthSize = 20

static

RFCQ Quote Book.

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

UInt32 rfcqQuoteId

ID of the RFCQ quote to hit/lift.

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

UInt32 rfcqReqId

ID of the RFCQ request.

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

TI_RFCQ_ORDER_STATUS::Enum status

Processing status of the order.

Definition at line 118 of file SMP.Classes.BV_RFCQ_ORDER.h.

UInt32 tradingListId

Unique ID of the trading list of bonds.

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

TI_RFCQ_ORDER_TYPE::Enum type

Type of Order.

Definition at line 112 of file SMP.Classes.BV_RFCQ_ORDER.h.

UInt64 updateTime

Last update time.

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

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

• include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_RFCQ_ORDER.h