OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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BV_RFCQ_ORDER Class Reference

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_ORDERclone () const
virtual BV_RFCQ_ORDERclone (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_LEGorderLeg
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_INFOinventoryDepth
std::vector< BV_RFCQ_ORDER_DEPTH_INFOrFCQDepth
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()

BV_RFCQ_ORDER ( )
inline

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

◆ ~BV_RFCQ_ORDER()

virtual ~BV_RFCQ_ORDER ( )
inlinevirtual

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

Member Function Documentation

◆ clone() [1/2]

virtual BV_RFCQ_ORDER * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

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

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 160 of file SMP.Classes.BV_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 124 of file SMP.Classes.BV_RFCQ_ORDER.h.

◆ aggressor

BV_MEMBER_INFO aggressor

Member's ID of the Aggressor.

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

◆ automatchingFg

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.

◆ clientExecID

std::string clientExecID

Provider reference ID of the order execution.

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

◆ closeWithDealerId

UInt32 closeWithDealerId

Unique ID of the dealer owner of the matching quote.

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

◆ dealerReferenceId

std::string dealerReferenceId

Provider reference ID of the quote.

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

◆ depthUpdateTime

UInt64 depthUpdateTime

Timestamp of the RFCQ depth.

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

◆ event

Action applied to the RFCQ order.

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

◆ execTraderId

UInt32 execTraderId

Unique ID of the execution trader.

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

◆ execTraderName

std::string execTraderName

Name of the execution trader.

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

◆ 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.

◆ inventoryDepth

std::vector<BV_RFCQ_ORDER_DEPTH_INFO> inventoryDepth

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

◆ inventoryDepthSize

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.

◆ legId

UInt16 legId

Unique ID of the trading leg.

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

◆ matchingType

Matching type.

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

◆ msgInfo

TI_MSG_INFO msgInfo

Message Info (Unique ID) of the RFCQ order.

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

◆ orderLeg

std::vector<BV_RFCQ_ORDER_LEG> orderLeg

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

◆ orderLegSize

const size_t orderLegSize = 3
static

Order leg data.

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

◆ preTradeAutomaticAcceptanceFg

TI_FLAG::Enum preTradeAutomaticAcceptanceFg

If set, the RFCQ quote can be matched.

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

◆ preTradeFg

TI_FLAG::Enum preTradeFg

If set, starts the Pre-Trade Transparency Time.

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

◆ provider

BV_MEMBER_INFO provider

Member's ID of the Provider.

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

◆ rFCQDepth

std::vector<BV_RFCQ_ORDER_DEPTH_INFO> rFCQDepth

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

◆ rFCQDepthSize

const size_t rFCQDepthSize = 20
static

RFCQ Quote Book.

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

◆ rfcqQuoteId

UInt32 rfcqQuoteId

ID of the RFCQ quote to hit/lift.

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

◆ rfcqReqId

UInt32 rfcqReqId

ID of the RFCQ request.

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

◆ status

Processing status of the order.

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

◆ tradingListId

UInt32 tradingListId

Unique ID of the trading list of bonds.

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

◆ type

Type of Order.

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

◆ updateTime

UInt64 updateTime

Last update time.

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