OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Classes.CMF_LAST_DEAL.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
30 
37 
38 
39 namespace OnixS {
40 namespace Mts {
41 namespace Cash {
42 namespace SDP {
43 
44 
45 
46 ///
47 class ONIXS_MTS_CASH_SDP_API CMF_LAST_DEAL : public Class
48 {
49 public:
51  {
52  micCode.reserve(12);
53  currency.reserve(3);
54  }
55 
56  virtual ~CMF_LAST_DEAL() {}
57 
58  /// Class id
59  virtual ClassId::Enum id() const
60  {
62  }
63 
64 
65  /// ID of the last deal
67 
68  /// Data regarding the tradable instrument
70 
71  /// Unique ID of the section
73 
74  /// Price, Yield and Quantity of the last deal concluded on the market
76 
77  /// Indicator of the trend for the deal,which follows the quotation type (price,yield,...)
79 
80  /// Specifies whether it is a bid or ask deal and refers to the Aggressor. For the Mid Price deals the value is None.
82 
83  /// Time at which the deal was closed
85 
86  /// Specifies whether the last deal refers to normal trading activity or to a RFQ....
88 
89  /// MIC (Market Identifier Code) Code
90  std::string micCode; // maxSize = 12
91 
92  /// Waiver Indicator
94 
95  /// Status of the deal
97 
98  /// Price notation
100 
101  /// Alphanumeric identification code of the currency
102  std::string currency; // maxSize = 3
103 
104  ///
105  size_t deserialize(const void* buf, size_t inLen);
106 
107  /// Provides string presentation
108  virtual std::string toString () const;
109 
110  ///
111  virtual size_t serializationBufSize() const { return 96; }
112 
113  ///
114  virtual CMF_LAST_DEAL* clone() const;
115 
116  virtual CMF_LAST_DEAL* clone(void*) const;
117 
118 private:
119  virtual size_t serialize(void* buf) const;
120 
121 };
122 
123 
124 }
125 }
126 }
127 }
UInt64 dealTime
Time at which the deal was closed.
TI_TRADE_TYPE::Enum tradeType
Specifies whether the last deal refers to normal trading activity or to a RFQ.... ...
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
CMF_PRICE_NOTATION::Enum priceNotation
Price notation.
UInt32 sectionId
Unique ID of the section.
unsigned long long UInt64
Definition: Defines.h:47
TI_LAST_DEAL_VERB::Enum verb
Specifies whether it is a bid or ask deal and refers to the Aggressor. For the Mid Price deals the va...
TI_EXEC_TREND::Enum trend
Indicator of the trend for the deal,which follows the quotation type (price,yield,...)
CMF_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
std::string currency
Alphanumeric identification code of the currency.
unsigned int UInt32
Definition: Defines.h:46
std::string micCode
MIC (Market Identifier Code) Code.
CMF_DEAL_STATUS::Enum status
Status of the deal.
virtual ClassId::Enum id() const
Class id.
CMF_DEAL_TRADING_INFO lastTradingInfo
Price, Yield and Quantity of the last deal concluded on the market.