OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
BV_RFCQ_REQUEST Class Reference

#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_REQUESTclone () const
 
virtual BV_RFCQ_REQUESTclone (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_LEGrfcqRequestLeg
 
std::vector< BV_RFCQ_SELL_SIDE_MEMBER_INFOsellSideMemberInfo
 
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 ( )
inline

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

virtual ~BV_RFCQ_REQUEST ( )
inlinevirtual

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

Member Function Documentation

virtual BV_RFCQ_REQUEST* clone ( ) const
virtual

Implements Class.

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

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

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.

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.

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.

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.

UInt64 rfcqTimeout

Time of expiration of the RFCQ.

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

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.

const size_t sellSideMemberInfoSize = 20
static

Data regarding Sell Side Members.

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

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.


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