202 virtual size_t serialize(
void* buf)
const;
UInt16 sectionId
Unique ID of the Section.
Double lISPostTradeQty
LIS threshold level for post-trade transparency.
UInt16 areaCodeId
Unique ID of the Area Code.
virtual ClassId::Enum id() const
Class id.
Double eCBFxRate
ECB Exchange rate between the Financial Instrument currency and the LIS Currency.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X greater than LIS3 (UK) or X greater than o...
CMF_VALUE lIS4
LIS4 value (for Future Use)
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: LIS1 less than X less than or equal to LIS2 ...
Double lISPreTradeQty
LIS threshold level for pre-trade transparency.
UInt16 eSMAGroupId
ESMA group number.
virtual size_t serializationBufSize() const
TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X less than or equal to LIS1 (UK) or X less ...
UInt32 financialInstrumentId
Unique ID of the Financial Instrument.
TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X greater than or equal to LIS....
TI_POST_TRADE_DEFERRAL::Enum exemptedPostTradeTransparencySuperDeferral
Exempted Post-Trade Transparency Super Deferral.
virtual ~CMF_LIQUID_INSTRUMENT_THRESHOLDS()
CMF_VALUE lIS3
LIS3 value.
virtual CMF_LIQUID_INSTRUMENT_THRESHOLDS * clone(void *) const
CMF_VALUE lIS2
LIS2 value.
CMF_VALUE lIS1
LIS1 value.
TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: X less than LIS. Relevant for area code UK.
Double sSTIPreTradeQty
SSTI threshold level for pre-trade transparency.
CMF_VALUE lIS9
LIS9 value (for Future Use)
CMF_VALUE lIS6
LIS6 value (for Future Use)
TI_FLAG::Enum mMIFg
MMI flag.
CMF_VALUE lIS8
LIS8 value (for Future Use)
TI_FLAG::Enum liquidFg
Liquid flag.
CMF_VALUE lIS10
LIS10 value (for Future Use)
CMF_VALUE lIS7
LIS7 value (for Future Use)
CMF_LIQUID_INSTRUMENT_THRESHOLDS()
std::string ratingCategory
Rating category.
virtual CMF_LIQUID_INSTRUMENT_THRESHOLDS * clone() const
Double sSTIPostTradeQty
SSTI threshold level for post-trade transparency.
TI_SUPER_DEFERRAL_EXTENDED_DEFERRAL_TIME superDeferralExtendedDeferralTime
Super Deferral Extended Deferral Time.
size_t deserialize(const void *buf, size_t inLen)
CMF_VALUE lIS5
LIS5 value (for Future Use)
virtual std::string toString() const
Provides string presentation.
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral
Post-Trade Deferral value in case the trade size (X) is: LIS2 less than X less than or equal to LIS3 ...
UInt32 instrumentId
Unique ID of the Tradable Instrument.
UInt16 lISCategory
LIS category.
TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral
Value of the Post-Trade Deferral field in case of No LIS. Relevant for EU.
std::string lISCurrency
LIS currency.
std::string creditRating
Credit rating.
@ CMF_LIQUID_INSTRUMENT_THRESHOLDS