OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
Loading...
Searching...
No Matches
BV_TRADE_INFO Class Reference

Public Member Functions

 BV_TRADE_INFO ()
 ~BV_TRADE_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 dealId
BV_TRADE_MEMBER_INFO provider
BV_TRADE_MEMBER_INFO aggressor
BV_INSTRUMENT_INFO instrument
UInt32 financialInstrumentId
std::string financialInstrumentCode
TI_VERB::Enum verb
BV_TRADE_TRADING_INFO tradeInfo
TI_FILL_STATUS::Enum status
BV_MATCH_MODE::Enum fillMode
UInt32 settlDate
TI_SETTL_TYPE::Enum settlType
BV_SETTL_STATUS::Enum settlStatus
UInt32 accountId
Double nominalValue
Double settlCounterValue
Double accruedInterest
std::string currency
TI_FLAG::Enum greyMarketFlag
UInt64 updateTime
UInt16 marketAffiliation
Double settlementFXRate
UInt32 parentTradeId
TI_FLAG::Enum splittableFg
UInt64 preAllocationTime
UInt16 settlementOffset
Double adjustment
TI_FLAG::Enum adjustmentFg
TI_TRADE_TYPE::Enum tradeType
UInt16 areaCodeId
BV_BEST_TRADING_INFO bVBestBid
BV_BEST_TRADING_INFO bVBestAsk
Double bVBestMidPrice
Double bVBestMidYield
BV_VALUE bVBestMidYTC
BV_VALUE bVBestMidYTW
BV_VALUE bvBestMidYMWTh
Double bvBestMidMWCPriceTh
BV_VALUE bvBestMidYMWExrc
BV_VALUE bvBestMidYTR
BV_ANALYTICS bvBestMidAnalytics
TI_FLAG::Enum bVBestMidValidityFg
std::string micCode
UInt32 transactionId
UInt16 legId
TI_RFCQ_TYPE::Enum rfcqType
BV_TRANSPARENCY_INFO transparencyInfo

Detailed Description

Definition at line 56 of file SMP.Substructures.BV_TRADE_INFO.h.

Constructor & Destructor Documentation

◆ BV_TRADE_INFO()

BV_TRADE_INFO ( )
inline

Definition at line 59 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ ~BV_TRADE_INFO()

~BV_TRADE_INFO ( )
inline

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

Member Function Documentation

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ serializationBufSize()

size_t serializationBufSize ( ) const
inline

Definition at line 220 of file SMP.Substructures.BV_TRADE_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 111 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ accruedInterest

Double accruedInterest

Countervalue of the interests rate payd by the buyer to the seller, expressed in the trade currency.

Definition at line 120 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ adjustment

Double adjustment

Adjustment.

Definition at line 150 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ adjustmentFg

TI_FLAG::Enum adjustmentFg

Indicates whether adjustment is applied.

Definition at line 153 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ aggressor

Data identifying the Aggressor (who did the order). If the order has been done by an Agent, the field indicates the member on behalf of which the Agent has operated.

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

◆ areaCodeId

UInt16 areaCodeId

Unique ID of the Area Code.

Definition at line 159 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bVBestAsk

Market best on the Ask side.

Definition at line 165 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bVBestBid

Market best on the Bid side.

Definition at line 162 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bvBestMidAnalytics

BV_ANALYTICS bvBestMidAnalytics

Analytics.

Definition at line 192 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bvBestMidMWCPriceTh

Double bvBestMidMWCPriceTh

Mid MWC Price Theoretical.

Definition at line 183 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bVBestMidPrice

Double bVBestMidPrice

MidPrice Value.

Definition at line 168 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bVBestMidValidityFg

TI_FLAG::Enum bVBestMidValidityFg

Flag indicating whether the mid-price set in fields BvBestMidPrice or BvBestMidYield is valid or not.

Definition at line 195 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bVBestMidYield

Double bVBestMidYield

MidYield Value.

Definition at line 171 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bvBestMidYMWExrc

BV_VALUE bvBestMidYMWExrc

Mid YMW Exercised.

Definition at line 186 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bvBestMidYMWTh

BV_VALUE bvBestMidYMWTh

Mid YMW Theoretical.

Definition at line 180 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bVBestMidYTC

BV_VALUE bVBestMidYTC

Mid Yield To Call.

Definition at line 174 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bvBestMidYTR

BV_VALUE bvBestMidYTR

Mid Yield to Reset.

Definition at line 189 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ bVBestMidYTW

BV_VALUE bVBestMidYTW

Mid Yield To Worst.

Definition at line 177 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ currency

std::string currency

Currency.

Definition at line 123 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ dealId

UInt32 dealId

Unique ID of the Deal.

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

◆ fillMode

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

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

◆ financialInstrumentCode

std::string financialInstrumentCode

Code of the financial instrument.

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

◆ financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument.

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

◆ greyMarketFlag

TI_FLAG::Enum greyMarketFlag

Indicates if the instrument object of the trade has been dealt on grey market.

Definition at line 126 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ instrument

BV_INSTRUMENT_INFO instrument

Instrument info.

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

◆ legId

UInt16 legId

Unique ID of the trading leg.

Definition at line 204 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ marketAffiliation

UInt16 marketAffiliation

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

Definition at line 132 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ micCode

std::string micCode

MIC Code.

Definition at line 198 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ nominalValue

Double nominalValue

Nominal value.

Definition at line 114 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ parentTradeId

UInt32 parentTradeId

In case of trade splitting, it's the ID of the parent trade.

Definition at line 138 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ preAllocationTime

UInt64 preAllocationTime

Time of pre-allocation.

Definition at line 144 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ provider

Data identifying the Provider (who did the proposal). If the proposal has been done by an Agent, the field indicates the member on behalf of which the Agent has operated.

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

◆ rfcqType

RFCQ type.

Definition at line 207 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ settlCounterValue

Double settlCounterValue

Countervalue of settlement trade, expressed in the trade currency.

Definition at line 117 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ settlDate

UInt32 settlDate

Settlement date.

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

◆ settlementFXRate

Double settlementFXRate

Exchange rate between Trading and Settlement Currencies (i.e. Settlement Currency or Trading Currency)

Definition at line 135 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ settlementOffset

UInt16 settlementOffset

Settlement offset.

Definition at line 147 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ settlStatus

BV_SETTL_STATUS::Enum settlStatus

Settlement status.

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

◆ settlType

Settlement type.

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

◆ splittableFg

TI_FLAG::Enum splittableFg

Indicates whether the trade is splittable or not.

Definition at line 141 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ status

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

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

◆ tradeInfo

Contract Price, Yield, Qty, NominalValue.

Definition at line 93 of file SMP.Substructures.BV_TRADE_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 69 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ tradeType

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

Definition at line 156 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ transactionId

UInt32 transactionId

Unique ID of the RFCQ or Inventory Order.

Definition at line 201 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ transparencyInfo

BV_TRANSPARENCY_INFO transparencyInfo

Pre and Post-Trade Transparency Info.

Definition at line 210 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ updateTime

UInt64 updateTime

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

Definition at line 129 of file SMP.Substructures.BV_TRADE_INFO.h.

◆ verb

Order side - Buy or Sell.

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