OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
Loading...
Searching...
No Matches
SMP.Classes.CMF_HIST_TPA_BEST_EXECUTION.h
Go to the documentation of this file.
1#pragma once
2/*
3* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4*
5* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6* and international copyright treaties.
7*
8* Access to and use of the software is governed by the terms of the applicable ONIXS Software
9* Services Agreement (the Agreement) and Customer end user license agreements granting
10* a non-assignable, non-transferable and non-exclusive license to use the software
11* for it's own data processing purposes under the terms defined in the Agreement.
12*
13* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14* of this source code or associated reference material to any other location for further reproduction
15* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16*
17* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18* the terms of the Agreement is a violation of copyright law.
19*/
20
21
22/*
23--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
30
39
40
41namespace OnixS {
42namespace Mts {
43namespace Cash {
44namespace SDP {
45
46
47
49class ONIXS_MTS_CASH_SDP_API CMF_HIST_TPA_BEST_EXECUTION : public Class
50{
51public:
53 : bid(20)
54 , ask(20)
55 {
56 sectionCode.reserve(4);
57 memberCode.reserve(12);
58 memberShortDesc.reserve(12);
59 memberDesc.reserve(36);
60 clientMemberCode.reserve(12);
61 clientMemberShortDesc.reserve(12);
62 clientMemberDesc.reserve(36);
63 }
64
66
68 virtual ClassId::Enum id() const
69 {
71 }
72
73
76
78 std::string sectionCode; // maxSize = 4
79
81 std::string memberCode; // maxSize = 12
82
84 std::string memberShortDesc; // maxSize = 12
85
87 std::string memberDesc; // maxSize = 36
88
90 std::string clientMemberCode; // maxSize = 12
91
93 std::string clientMemberShortDesc; // maxSize = 12
94
96 std::string clientMemberDesc; // maxSize = 36
97
100
102 static const size_t bidSize = 20;
103 std::vector<CMF_TRADING_INFO> bid;
104
106 static const size_t askSize = 20;
107 std::vector<CMF_TRADING_INFO> ask;
108
110 size_t deserialize(const void* buf, size_t inLen);
111
113 virtual std::string toString () const;
114
116 virtual size_t serializationBufSize() const { return 1564; }
117
120
121 virtual CMF_HIST_TPA_BEST_EXECUTION* clone(void*) const;
122
123private:
124 virtual size_t serialize(void* buf) const;
125
126};
127
128
129}
130}
131}
132}
virtual CMF_HIST_TPA_BEST_EXECUTION * clone() const
std::string clientMemberShortDesc
Short description of the Third Party Client.
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
virtual CMF_HIST_TPA_BEST_EXECUTION * clone(void *) const
std::string clientMemberCode
Unique ID of the Third Party Client.
size_t deserialize(const void *buf, size_t inLen)
std::string clientMemberDesc
Description of the Third Party Client.
virtual std::string toString() const
Provides string presentation.