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

Public Member Functions

 BV_TRADE_FUTURE_INFO ()
 ~BV_TRADE_FUTURE_INFO ()
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

TI_MSG_INFO tradeMsgInfo
UInt32 cashTradeId
UInt32 dealId
UInt32 exchangeId
BV_TRADE_MEMBER_INFO provider
BV_TRADE_FUTURE_ACCOUNT_INFO providerExchangeAccountInfo
BV_TRADE_MEMBER_INFO aggressor
BV_TRADE_FUTURE_ACCOUNT_INFO aggressorExchangeAccountInfo
BV_INSTRUMENT_INFO instrument
UInt32 financialInstrumentId
std::string financialInstrumentCode
TI_VERB::Enum verb
BV_TRADE_FUTURE_TRADING_INFO tradeInfo
TI_FILL_STATUS::Enum status
BV_MATCH_MODE::Enum fillMode
std::string settlTradeId
BV_SETTL_STATUS::Enum settlStatus
UInt32 accountId
Double nominalValue
std::string currency
UInt64 updateTime
UInt16 marketAffiliation
UInt32 parentTradeId
TI_FLAG::Enum splittableFg
UInt64 preAllocationTime
Double adjustment
TI_FLAG::Enum adjustmentFg
TI_TRADE_TYPE::Enum tradeType
UInt16 areaCodeId
std::string micCode
UInt32 transactionId
UInt16 legId
TI_RFCQ_TYPE::Enum rfcqType
BV_TRANSPARENCY_INFO transparencyInfo

Detailed Description

Definition at line 50 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

Constructor & Destructor Documentation

◆ BV_TRADE_FUTURE_INFO()

Definition at line 53 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ ~BV_TRADE_FUTURE_INFO()

~BV_TRADE_FUTURE_INFO ( )
inline

Definition at line 61 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

Definition at line 173 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ serialize()

size_t serialize ( void * buf) const

◆ toString()

std::string toString ( ) const

Provides string presentation.

Member Data Documentation

◆ accountId

UInt32 accountId

Unique Id of the Account.

Definition at line 115 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ adjustment

Double adjustment

Adjustment.

Definition at line 139 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ adjustmentFg

TI_FLAG::Enum adjustmentFg

Indicates whether adjustment is applied.

Definition at line 142 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ aggressor

Data identifying the Aggressor (who did the order)

Definition at line 82 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ aggressorExchangeAccountInfo

BV_TRADE_FUTURE_ACCOUNT_INFO aggressorExchangeAccountInfo

Eurex account info of the aggressor.

Definition at line 85 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ areaCodeId

UInt16 areaCodeId

Unique Id of the Area Code.

Definition at line 148 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ cashTradeId

UInt32 cashTradeId

Unique ID of the Trade of the Bond leg.

Definition at line 67 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ currency

std::string currency

Currency.

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

◆ dealId

UInt32 dealId

Unique ID of the Trade of the Deal.

Definition at line 70 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ exchangeId

UInt32 exchangeId

Unique ID of the Trade of the exchange.

Definition at line 73 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ fillMode

Indicates whether the deal has been originated by manual or by authomatic matching.

Definition at line 106 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ financialInstrumentCode

std::string financialInstrumentCode

Code of the financial instrument.

Definition at line 94 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument.

Definition at line 91 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ instrument

BV_INSTRUMENT_INFO instrument

Instrument info.

Definition at line 88 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ legId

UInt16 legId

Unique ID of the trading leg.

Definition at line 157 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ marketAffiliation

UInt16 marketAffiliation

Specifies whether the trade has been closed on a regulated market or on a MTF.

Definition at line 127 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ micCode

std::string micCode

MIC code.

Definition at line 151 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ nominalValue

Double nominalValue

Nominal value.

Definition at line 118 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ parentTradeId

UInt32 parentTradeId

ID of the partent trade, in case of trade splitting.

Definition at line 130 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ preAllocationTime

UInt64 preAllocationTime

Time of pre-allocation.

Definition at line 136 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ provider

Data identifying the Provider (who did the proposal)

Definition at line 76 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ providerExchangeAccountInfo

BV_TRADE_FUTURE_ACCOUNT_INFO providerExchangeAccountInfo

Eurex account info of the provider.

Definition at line 79 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ rfcqType

RFCQ Type.

Definition at line 160 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ settlStatus

BV_SETTL_STATUS::Enum settlStatus

Submission Status in the Eurex Market (Defined, Undefined)

Definition at line 112 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ settlTradeId

std::string settlTradeId

Unique ID of the trade on the Eurex market.

Definition at line 109 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ splittableFg

TI_FLAG::Enum splittableFg

Indicates whether the trade is splittable or not.

Definition at line 133 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ status

Status of the trade (e.g. active, cancelled, cancelled for split, modified)

Definition at line 103 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ tradeInfo

Contract Price, Yield, Qty, NominalValue.

Definition at line 100 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ tradeMsgInfo

TI_MSG_INFO tradeMsgInfo

Contract number, contract closing (i.e. creation) date and hour, assigned by the central system.

Definition at line 64 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ tradeType

Specifies whether the trade results from normal trading activity or from a RFQ, RFCQ, etc.

Definition at line 145 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ transactionId

UInt32 transactionId

Unique ID of the RFCQ/Inventory Order.

Definition at line 154 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 163 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ updateTime

UInt64 updateTime

Last update time, useful for communications with pre-settlement systems.

Definition at line 124 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.

◆ verb

Order side (Buy or Sell)

Definition at line 97 of file SMP.Substructures.BV_TRADE_FUTURE_INFO.h.