#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_RFCQ_REQUEST.h>
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 |
Static Public Attributes | |
static const size_t | rfcqRequestLegSize = 3 |
static const size_t | sellSideMemberInfoSize = 20 |
Definition at line 47 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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inline |
Definition at line 50 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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inlinevirtual |
Definition at line 60 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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virtual |
Implements Class.
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virtual |
Implements Class.
size_t deserialize | ( | const void * | buf, |
size_t | inLen | ||
) |
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inlinevirtual |
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inlinevirtual |
Implements Class.
Definition at line 168 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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virtual |
Provides string presentation.
Implements Class.
BV_MEMBER_INFO aggressor |
Member requesting the RFCQ.
Definition at line 72 of file SMP.Classes.BV_RFCQ_REQUEST.h.
TI_FLAG::Enum autoExecutionFg |
Specifies if the RFCQ is automatically generated.
Definition at line 134 of file SMP.Classes.BV_RFCQ_REQUEST.h.
UInt32 autoExecutionRuleId |
Rule Id of the Autoexecution.
Definition at line 137 of file SMP.Classes.BV_RFCQ_REQUEST.h.
std::string clientRfcqId |
Client specific information.
Definition at line 131 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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.
UInt64 dueInTimeout |
Time at which the MultiLeg RFCQ will start.
Definition at line 155 of file SMP.Classes.BV_RFCQ_REQUEST.h.
Action applied to the RFCQ.
Definition at line 119 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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.
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.
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.
UInt64 manualOverrideEndTime |
Override manual end time.
Definition at line 143 of file SMP.Classes.BV_RFCQ_REQUEST.h.
UInt64 manualOverrideStartTime |
Override manual start time.
Definition at line 140 of file SMP.Classes.BV_RFCQ_REQUEST.h.
TI_MSG_INFO msgInfo |
Message Info (Unique ID) of the Rfcq Request.
Definition at line 69 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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.
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.
UInt32 previewId |
Unique ID of the Dealer list Preview.
Definition at line 96 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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.
UInt32 rfcqDuration |
Duration of the RFCQ (expressed in seconds)
Definition at line 125 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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.
std::vector<BV_RFCQ_REQUEST_LEG> rfcqRequestLeg |
Definition at line 109 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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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.
UInt64 rfcqTimeout |
Time of expiration of the RFCQ.
Definition at line 128 of file SMP.Classes.BV_RFCQ_REQUEST.h.
TI_RFCQ_TYPE::Enum rfcqType |
RFCQ Type (Outright, Switch, Butterfly, MultiLeg, ...)
Definition at line 75 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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.
std::vector<BV_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo |
Definition at line 113 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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static |
Data regarding Sell Side Members.
Definition at line 112 of file SMP.Classes.BV_RFCQ_REQUEST.h.
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.
UInt32 tradingListId |
Unique ID of the trading list of bonds.
Definition at line 93 of file SMP.Classes.BV_RFCQ_REQUEST.h.
UInt64 updateTime |
Last update timestamp.
Definition at line 158 of file SMP.Classes.BV_RFCQ_REQUEST.h.
std::string userInfo1 |
Client free text.
Definition at line 146 of file SMP.Classes.BV_RFCQ_REQUEST.h.
std::string userInfo2 |
Client free text.
Definition at line 149 of file SMP.Classes.BV_RFCQ_REQUEST.h.
UInt32 voiceListId |
Unique ID of the Voice Registration.
Definition at line 84 of file SMP.Classes.BV_RFCQ_REQUEST.h.