OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Classes.CMF_LAST_DEAL.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
37
38
39namespace OnixS {
40namespace Mts {
41namespace Cash {
42namespace SDP {
43
44
45
47class ONIXS_MTS_CASH_SDP_API CMF_LAST_DEAL : public Class
48{
49public:
51 {
52 micCode.reserve(12);
53 currency.reserve(3);
54 }
55
56 virtual ~CMF_LAST_DEAL() {}
57
59 virtual ClassId::Enum id() const
60 {
62 }
63
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90 std::string micCode; // maxSize = 12
91
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102 std::string currency; // maxSize = 3
103
105 size_t deserialize(const void* buf, size_t inLen);
106
108 virtual std::string toString () const;
109
111 virtual size_t serializationBufSize() const { return 96; }
112
114 virtual CMF_LAST_DEAL* clone() const;
115
116 virtual CMF_LAST_DEAL* clone(void*) const;
117
118private:
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_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
virtual ClassId::Enum id() const
Class id.
virtual CMF_LAST_DEAL * clone(void *) const
std::string micCode
MIC (Market Identifier Code) Code.
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
CMF_DEAL_STATUS::Enum status
Status of the deal.
TI_EXEC_TREND::Enum trend
Indicator of the trend for the deal,which follows the quotation type (price,yield,...
CMF_DEAL_TRADING_INFO lastTradingInfo
Price, Yield and Quantity of the last deal concluded on the market.
UInt32 sectionId
Unique ID of the section.
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...
virtual CMF_LAST_DEAL * clone() const
size_t deserialize(const void *buf, size_t inLen)
CMF_PRICE_NOTATION::Enum priceNotation
Price notation.
virtual std::string toString() const
Provides string presentation.
std::string currency
Alphanumeric identification code of the currency.
unsigned int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47