OnixS C++ MTS Bond Vision SDP Handler  1.2.0
API documentation
Public Member Functions | Public Attributes | List of all members
BV_SELL_SIDE_INVENTORY_ORDER Class Reference

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

Public Member Functions

 BV_SELL_SIDE_INVENTORY_ORDER ()
 
virtual ~BV_SELL_SIDE_INVENTORY_ORDER ()
 
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_SELL_SIDE_INVENTORY_ORDER * clone () const
 
virtual BV_SELL_SIDE_INVENTORY_ORDER * clone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

TI_MSG_INFO orderMsgInfo
 
UInt32 inventoryQuoteId
 
std::string dealerReferenceID
 
std::string clientExecID
 
UInt64 quoteUpdateTime
 
BV_MEMBER_INFO aggressor
 
BV_MEMBER_INFO provider
 
UInt32 execTraderId
 
std::string execTraderName
 
BV_INSTRUMENT_INFO instrument
 
BV_INVENTORY_ORDER_EVENT::Enum event
 
BV_INVENTORY_ORDER_STATUS::Enum status
 
Double price
 
Double yield
 
Double qty
 
TI_VERB::Enum verb
 
UInt64 acceptanceTimeout
 
Double principal
 
Double nominalValue
 
Double accrued
 
std::string currency
 
UInt16 accrualDays
 
Double bpv
 
UInt16 settlementOffset
 
UInt32 settlementDate
 
TI_ALLOCATION_TYPE::Enum allocationType
 
UInt32 allocationId
 
std::string accountCode
 
std::string accountInfo
 
std::string settlementInfo
 
UInt16 marketAffiliation
 
UInt32 dealId
 
BV_TRANSPARENCY_INFO transparencyInfo
 
UInt32 creationDate
 
UInt64 creationTime
 
UInt64 updateTime
 
BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator
 

Detailed Description

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

Constructor & Destructor Documentation

BV_SELL_SIDE_INVENTORY_ORDER ( )
inline

Definition at line 51 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

virtual ~BV_SELL_SIDE_INVENTORY_ORDER ( )
inlinevirtual

Definition at line 62 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

Member Function Documentation

virtual BV_SELL_SIDE_INVENTORY_ORDER* clone ( ) const
virtual

Implements Class.

virtual BV_SELL_SIDE_INVENTORY_ORDER* 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 65 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 189 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt64 acceptanceTimeout

Timeout for manual acceptance.

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

std::string accountCode

Account code.

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

std::string accountInfo

Additional account information.

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

UInt16 accrualDays

Number of accrual days.

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

Double accrued

Accrued interests.

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

BV_MEMBER_INFO aggressor

Member's ID of the Aggressor (Buy Side Member)

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

UInt32 allocationId

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

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

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

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

Double bpv

BPV of the tradable instrument at the moment of the RFCQ creation.

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

std::string clientExecID

ID of the execution within the client institution.

Definition at line 80 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

UInt32 creationDate

Date on which the message was written.

Definition at line 170 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

UInt64 creationTime

Time at which the message was written.

Definition at line 173 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

std::string currency

Currency code.

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

std::string dealerReferenceID

Provider reference ID of the quote.

Definition at line 77 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

UInt32 dealId

Unique ID of the deal.

Definition at line 164 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

BV_INVENTORY_ORDER_EVENT::Enum event

Action applied to the order.

Definition at line 101 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

UInt32 execTraderId

ID of the manual execution trader within the client institution (Provider - Sell Side Member)

Definition at line 92 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

std::string execTraderName

Name of the manual execution trader within the client institution (Provider - Sell Side Member)

Definition at line 95 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 98 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

UInt32 inventoryQuoteId

ID of the inventory quote to hit/lift.

Definition at line 74 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

UInt16 marketAffiliation

Market affiliation.

Definition at line 161 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

Double nominalValue

Nominal value.

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

TI_MSG_INFO orderMsgInfo

Data identifying the inventory order.

Definition at line 71 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

Double price

Price of the order.

Definition at line 107 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

Double principal

Principal amount.

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

BV_MEMBER_INFO provider

Member's ID of the Provider (Sell Side Member)

Definition at line 89 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

Double qty

Quantity of the order.

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

UInt64 quoteUpdateTime

Time at which the inventory quote was last updated.

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

UInt32 settlementDate

Settlement date.

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

std::string settlementInfo

Settlement information.

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

UInt16 settlementOffset

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

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

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Short Selling indicator.

Definition at line 179 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

BV_INVENTORY_ORDER_STATUS::Enum status

Processing status of the order.

Definition at line 104 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 167 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

UInt64 updateTime

Last update time.

Definition at line 176 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

TI_VERB::Enum verb

Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Provider)

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

Double yield

Yield of the order.

Definition at line 110 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

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