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

Public Member Functions

 BV_RFCQ_REQUEST_LEG ()
 ~BV_RFCQ_REQUEST_LEG ()
size_t deserialize (const void *buf, size_t inLen)
std::string toString () const
size_t serializationBufSize () const
size_t serialize (void *buf) const

Public Attributes

UInt32 sectionId
BV_INSTRUMENT_INFO instrument
TI_VERB::Enum verb
Double quantity
Double minQty
UInt32 stageOrderId
std::string clientOrderId
UInt16 settlementOffset
UInt32 settlementDate
BV_SETTLEMENT_MODE::Enum settlementMode
TI_ALLOCATION_TYPE::Enum allocationType
UInt32 allocationId
std::string settlementInfo
TI_FLAG::Enum quotationFg
Double quotation
TI_FLAG::Enum discloseIOIFg
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
BV_ALGO_INFO algoInfo
BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo

Detailed Description

Definition at line 45 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

Constructor & Destructor Documentation

◆ BV_RFCQ_REQUEST_LEG()

BV_RFCQ_REQUEST_LEG ( )
inline

Definition at line 48 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ ~BV_RFCQ_REQUEST_LEG()

~BV_RFCQ_REQUEST_LEG ( )
inline

Definition at line 54 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

Definition at line 121 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ serialize()

size_t serialize ( void * buf) const

◆ toString()

std::string toString ( ) const

Provides string presentation.

Member Data Documentation

◆ algoInfo

BV_ALGO_INFO algoInfo

Algo information.

Definition at line 108 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ allocationId

UInt32 allocationId

Unique ID of the pre-allocation or of the allocation during the trade splitting phase.

Definition at line 90 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ allocationType

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

Definition at line 87 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ clientIdentificationInfo

BV_CLIENT_IDENTIFICATION_INFO clientIdentificationInfo

Client identification information.

Definition at line 111 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ clientOrderId

std::string clientOrderId

ID of the order within the client institution.

Definition at line 75 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ discloseIOIFg

TI_FLAG::Enum discloseIOIFg

If true, quotation must be sent to providers.

Definition at line 102 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ instrument

BV_INSTRUMENT_INFO instrument

Data concerning the tradable instrument.

Definition at line 60 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ minQty

Double minQty

Minimum Quantity.

Definition at line 69 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ quantity

Double quantity

Quantity.

Definition at line 66 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ quotation

Double quotation

Price (Yield)

Definition at line 99 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ quotationFg

TI_FLAG::Enum quotationFg

Specifies if the quotation is specified.

Definition at line 96 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 57 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ settlementDate

UInt32 settlementDate

Settlement date.

Definition at line 81 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ settlementInfo

std::string settlementInfo

Settlement information. Following the RFCQ Outright Auto Execution, if DealerIndicator = TI_FLAG_Yes, the Central System will fill thisfield with the string 'AutoEx'.

Definition at line 93 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ settlementMode

BV_SETTLEMENT_MODE::Enum settlementMode

Settlement mode.

Definition at line 84 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ settlementOffset

UInt16 settlementOffset

Settlement offset expressed as number of days starting from the trading date.

Definition at line 78 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ shortSellingIndicator

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Short Selling indicator.

Definition at line 105 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ stageOrderId

UInt32 stageOrderId

Stage Order ID.

Definition at line 72 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.

◆ verb

Specifies whether it is a buy or sell operation (Referred to the member who receives the information)

Definition at line 63 of file SMP.Substructures.BV_RFCQ_REQUEST_LEG.h.