BV_RFCQ_SYNTHETIC_BOOK Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h>

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

Public Attributes
UInt32	rfcqReqId
UInt32	memberId
UInt32	traderId
TI_RFCQ_TYPE::Enum	rfcqType
UInt32	tradingListId
UInt16	legId
std::vector< BV_RFCQ_DEPTH_LEG >	depthLeg
std::vector< BV_RFCQ_TRADING_LEVEL >	tradingLevel
UInt64	bookTimestamp

Static Public Attributes
static const size_t	depthLegSize = 3
static const size_t	tradingLevelSize = 20

Detailed Description

Definition at line 45 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

Constructor & Destructor Documentation

BV_RFCQ_SYNTHETIC_BOOK ( )

inline

Definition at line 48 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

virtual ~BV_RFCQ_SYNTHETIC_BOOK ( )

inlinevirtual

Definition at line 55 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

Member Function Documentation

virtual BV_RFCQ_SYNTHETIC_BOOK* clone ( ) const

virtual

Implements Class.

virtual BV_RFCQ_SYNTHETIC_BOOK* 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 58 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 100 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt64 bookTimestamp

Time at which the quote was hit/lifted.

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

std::vector<BV_RFCQ_DEPTH_LEG> depthLeg

Definition at line 83 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

const size_t depthLegSize = 3

static

Data identifying the RFCQ legs (in case of Multileg RFCQ or Double Sided RFCQ only the first leg is specified)

Definition at line 82 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

UInt16 legId

Unique ID of the trading leg.

Definition at line 79 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

UInt32 memberId

Unique ID of the Buy Side Member.

Definition at line 67 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

UInt32 rfcqReqId

Unique ID of the RFCQ request.

Definition at line 64 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

TI_RFCQ_TYPE::Enum rfcqType

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

Definition at line 73 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

UInt32 traderId

Unique ID of the Buy Side Trader.

Definition at line 70 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

std::vector<BV_RFCQ_TRADING_LEVEL> tradingLevel

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

const size_t tradingLevelSize = 20

static

RFCQ Quote Book.

Definition at line 86 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

UInt32 tradingListId

Unique ID of the trading list.

Definition at line 76 of file SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h.

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

• include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_RFCQ_SYNTHETIC_BOOK.h