OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Classes.CMF_INSTRUMENT_CLASS.h
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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
35
36
37namespace OnixS {
38namespace Mts {
39namespace Cash {
40namespace SDP {
41
42
43
130
131
132}
133}
134}
135}
UInt16 midPriceInterestLatency
Mid Price FAS Orders Flag latency,expressed as number of seconds.
TI_POSSIBLE_QUOTING::Enum doubleLegStrikerQuotingFg
Flag indicating if it's possible to insert only striker FAS orders or only double sided proposals or ...
UInt32 instrumentClassId
Unique ID of the instrument class.
CMF_YIELD_PRICE_CONV::Enum yieldPriceConv
Identifier of the yield/price conversion for CAT market depth.
UInt64 statisticsTime
Indicates since what time statistics are available. If it is zero statistics are always calculated.
TI_TRADING_TYPE::Enum tradingType
Identifier of the price type.
CMF_CALCULATION_TYPE::Enum calculationType
Identifier of the calculation type to be used for the second leg quantity definition in case of Sprea...
UInt16 midPricePublicationDelay
Delay, expressed as number of seconds,for the Mid Price publication.
CMF_MID_PRICE_SOURCE::Enum midPriceSource
Specifies the source of MidPrice value: Order Book (CAT)
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond,Spread,Basis,etc.)
CMF_YIELD_PRICE_CONV::Enum midPriceYieldPriceConv
Identifier of the yield/price conversion for mid price.
TI_POSSIBLE_QUOTING::Enum doubleLegPossibleQuoting
Flag indicating if it's possible to insert only FAS orders or only double sided proposals or both....
Double midPriceMultiplier
Multiplier to be applied to the MinPriceTick and to the MinYieldTick CAT functions parameters to obta...
Double maxSettlSize
Maximum Settlement Size for the instrument class.
size_t deserialize(const void *buf, size_t inLen)
virtual CMF_INSTRUMENT_CLASS * clone() const
virtual CMF_INSTRUMENT_CLASS * clone(void *) const
virtual std::string toString() const
Provides string presentation.
unsigned int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45