OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h
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1 #pragma once
2 /*
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace Cash {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_CASH_SDP_API CMF_HIST_MID_PRICE_FAS_ORDER_INFO
46 {
47 public:
49  {
50  sectionCode.reserve(4);
51  }
52 
54 
55 
56  /// Data identifying the Mid Price FAS order
58 
59  /// Unique ID of the section
60  std::string sectionCode; // maxSize = 4
61 
62  /// Data identifying the member who entered the Mid Price FAS order
64 
65  /// Data regarding the tradable instrument
67 
68  /// Action applied to the Mid Price FAS order
70 
71  /// Status of the Mid Price FAS order
73 
74  /// Verb
76 
77  /// Specifies whether it is a parallel Mid Price FAS order
79 
80  /// Limit price (or yield)
82 
83  /// Flag indicating whether a limit quotation has been specified.
85 
86  /// Minimum execution quantity that must be met or exceeded for occurrence of matching on Benchmark Section
88 
89  /// Minimum execution quantity that must be met or exceeded for occurrence of matching on Domestic Section
91 
92  /// Total qty
94 
95  /// Quantity of FAS order carried out; to consider when OrderStatus is CompletelyFilled or PartFilled
97 
98  /// Number of deals generated
100 
101  /// Last Update Time of the Double sided proposal or FAS order
103 
104  ///
105  size_t deserialize(const void* buf, size_t inLen);
106 
107  /// Provides string presentation
108  std::string toString () const;
109 
110  ///
111  size_t serializationBufSize() const { return 756; }
112 
113  ///
114  size_t serialize(void* buf) const;
115 
116 };
117 
118 
119 
120 
121 }
122 }
123 }
124 }
Double minExecutionEBMQty
Minimum execution quantity that must be met or exceeded for occurrence of matching on Benchmark Secti...
unsigned short UInt16
Definition: Defines.h:45
Double minExecutionDomQty
Minimum execution quantity that must be met or exceeded for occurrence of matching on Domestic Sectio...
Double fillQty
Quantity of FAS order carried out; to consider when OrderStatus is CompletelyFilled or PartFilled...
TI_FLAG::Enum parallelFg
Specifies whether it is a parallel Mid Price FAS order.
UInt64 editTime
Last Update Time of the Double sided proposal or FAS order.
CMF_MID_PRICE_FAS_ORDER_STATUS::Enum status
Status of the Mid Price FAS order.
unsigned long long UInt64
Definition: Defines.h:47
CMF_HIST_MEMBER_INFO provider
Data identifying the member who entered the Mid Price FAS order.
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
CMF_QUOTE_EVENT::Enum event
Action applied to the Mid Price FAS order.
TI_FLAG::Enum limitQuotationFg
Flag indicating whether a limit quotation has been specified.