BV_SELL_SIDE_INVENTORY_ORDER Class Reference

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()

BV_SELL_SIDE_INVENTORY_ORDER ( )

inline

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

~BV_SELL_SIDE_INVENTORY_ORDER()

virtual ~BV_SELL_SIDE_INVENTORY_ORDER ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual BV_SELL_SIDE_INVENTORY_ORDER * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_SELL_SIDE_INVENTORY_ORDER * clone ( void * ) const

virtual

Implements Class.

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

id()

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 65 of file SMP.Classes.BV_SELL_SIDE_INVENTORY_ORDER.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

acceptanceTimeout

UInt64 acceptanceTimeout

Timeout for manual acceptance.

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

accountCode

std::string accountCode

Account code.

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

accountInfo

std::string accountInfo

Additional account information.

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

accrualDays

UInt16 accrualDays

Number of accrual days.

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

accrued

Double accrued

Accrued interests.

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

aggressor

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.

allocationId

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.

allocationType

TI_ALLOCATION_TYPE::Enum allocationType

Type of allocation.

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

bpv

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.

clientExecID

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.

creationDate

UInt32 creationDate

Date on which the message was written.

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

creationTime

UInt64 creationTime

Time at which the message was written.

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

currency

std::string currency

Currency code.

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

dealerReferenceID

std::string dealerReferenceID

Provider reference ID of the quote.

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

dealId

UInt32 dealId

Unique ID of the deal.

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

event

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.

execTraderId

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.

execTraderName

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.

instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

inventoryQuoteId

UInt32 inventoryQuoteId

ID of the inventory quote to hit/lift.

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

marketAffiliation

UInt16 marketAffiliation

Market affiliation.

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

nominalValue

Double nominalValue

Nominal value.

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

orderMsgInfo

TI_MSG_INFO orderMsgInfo

Data identifying the inventory order.

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

price

Double price

Price of the order.

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

principal

Double principal

Principal amount.

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

provider

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.

qty

Double qty

Quantity of the order.

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

quoteUpdateTime

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.

settlementDate

UInt32 settlementDate

Settlement date.

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

settlementInfo

std::string settlementInfo

Settlement information.

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

settlementOffset

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.

shortSellingIndicator

BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator

Short Selling indicator.

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

status

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.

transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

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

updateTime

UInt64 updateTime

Last update time.

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

verb

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.

yield

Double yield

Yield of the order.

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