OnixS C++ MTS Bond Vision SDP Handler 1.4.0
API documentation
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BV_RFCQ_REQUEST Class Reference

Public Member Functions

 BV_RFCQ_REQUEST ()
virtual ~BV_RFCQ_REQUEST ()
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_REQUEST * clone () const
virtual BV_RFCQ_REQUEST * clone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

TI_MSG_INFO msgInfo
BV_MEMBER_INFO aggressor
TI_RFCQ_TYPE::Enum rfcqType
TI_RFCQ_ORIGIN::Enum rfcqOrigin
TI_FLAG::Enum preAgreedFg
UInt32 voiceListId
TI_FLAG::Enum preTradeFg
UInt32 sellSideMemberId
UInt32 tradingListId
UInt32 previewId
TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation
TI_FLAG::Enum limitSpreadFg
Double limitSpread
std::vector< BV_RFCQ_REQUEST_LEG > rfcqRequestLeg
std::vector< BV_RFCQ_SELL_SIDE_MEMBER_INFO > sellSideMemberInfo
UInt16 iOIMatchingQuotes
TI_RFCQ_REQUEST_EVENT::Enum event
TI_RFCQ_REQUEST_STATUS::Enum status
UInt32 rfcqDuration
UInt64 rfcqTimeout
std::string clientRfcqId
TI_FLAG::Enum autoExecutionFg
UInt32 autoExecutionRuleId
UInt64 manualOverrideStartTime
UInt64 manualOverrideEndTime
std::string userInfo1
std::string userInfo2
UInt16 dueInTime
UInt64 dueInTimeout
UInt64 updateTime

Static Public Attributes

static const size_t rfcqRequestLegSize = 3
static const size_t sellSideMemberInfoSize = 20

Detailed Description

Definition at line 47 of file SMP.Classes.BV_RFCQ_REQUEST.h.

Constructor & Destructor Documentation

◆ BV_RFCQ_REQUEST()

BV_RFCQ_REQUEST ( )
inline

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

◆ ~BV_RFCQ_REQUEST()

virtual ~BV_RFCQ_REQUEST ( )
inlinevirtual

Definition at line 60 of file SMP.Classes.BV_RFCQ_REQUEST.h.

Member Function Documentation

◆ clone() [1/2]

virtual BV_RFCQ_REQUEST * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_RFCQ_REQUEST * 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 63 of file SMP.Classes.BV_RFCQ_REQUEST.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ aggressor

BV_MEMBER_INFO aggressor

Member requesting the RFCQ.

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

◆ autoExecutionFg

TI_FLAG::Enum autoExecutionFg

Specifies if the RFCQ is automatically generated.

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

◆ autoExecutionRuleId

UInt32 autoExecutionRuleId

Rule Id of the Autoexecution.

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

◆ clientRfcqId

std::string clientRfcqId

Client specific information.

Definition at line 131 of file SMP.Classes.BV_RFCQ_REQUEST.h.

◆ dueInTime

UInt16 dueInTime

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

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

◆ dueInTimeout

UInt64 dueInTimeout

Time at which the MultiLeg RFCQ will start.

Definition at line 155 of file SMP.Classes.BV_RFCQ_REQUEST.h.

◆ event

TI_RFCQ_REQUEST_EVENT::Enum event

Action applied to the RFCQ.

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

◆ iOIMatchingQuotes

UInt16 iOIMatchingQuotes

Number of quotes triggering auto-matching when best price matches IOI.

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

◆ limitSpread

Double limitSpread

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

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

◆ limitSpreadFg

TI_FLAG::Enum limitSpreadFg

Specifies if the value in the LimitSpread field is meaningful.

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

◆ manualOverrideEndTime

UInt64 manualOverrideEndTime

Override manual end time.

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

◆ manualOverrideStartTime

UInt64 manualOverrideStartTime

Override manual start time.

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

◆ msgInfo

TI_MSG_INFO msgInfo

Message Info (Unique ID) of the Rfcq Request.

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

◆ preAgreedFg

TI_FLAG::Enum preAgreedFg

Specifies if the RFCQ is sent to one and only provider. Meaningful only for RFCQ of type Outright, Switch, Butterfly, Butterfly free. Otherwise set to TI_FLAG_No.

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

◆ preTradeFg

TI_FLAG::Enum preTradeFg

Specifies whether the RFCQ will be subject to pre-trade transparency or not.

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

◆ previewId

UInt32 previewId

Unique ID of the Dealer list Preview.

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

◆ quantityCalculation

TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation

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

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

◆ rfcqDuration

UInt32 rfcqDuration

Duration of the RFCQ (expressed in seconds)

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

◆ rfcqOrigin

TI_RFCQ_ORIGIN::Enum rfcqOrigin

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

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

◆ rfcqRequestLeg

std::vector<BV_RFCQ_REQUEST_LEG> rfcqRequestLeg

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

◆ rfcqRequestLegSize

const size_t rfcqRequestLegSize = 3
static

RFCQ Request leg data (in case of Multileg RFCQ or Double Sided RFCQ the legs are specified in the trading list)

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

◆ rfcqTimeout

UInt64 rfcqTimeout

Time of expiration of the RFCQ.

Definition at line 128 of file SMP.Classes.BV_RFCQ_REQUEST.h.

◆ rfcqType

TI_RFCQ_TYPE::Enum rfcqType

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

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

◆ sellSideMemberId

UInt32 sellSideMemberId

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

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

◆ sellSideMemberInfo

std::vector<BV_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo

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

◆ sellSideMemberInfoSize

const size_t sellSideMemberInfoSize = 20
static

Data regarding Sell Side Members.

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

◆ status

TI_RFCQ_REQUEST_STATUS::Enum status

Specifies the status of the RFCQ request.

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

◆ tradingListId

UInt32 tradingListId

Unique ID of the trading list of bonds.

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

◆ updateTime

UInt64 updateTime

Last update timestamp.

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

◆ userInfo1

std::string userInfo1

Client free text.

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

◆ userInfo2

std::string userInfo2

Client free text.

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

◆ voiceListId

UInt32 voiceListId

Unique ID of the Voice Registration.

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