OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h
Go to the documentation of this file.
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 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
36 
37 
38 namespace OnixS {
39 namespace Mts {
40 namespace Cash {
41 namespace SDP {
42 
43 
44 
45 ///
46 class ONIXS_MTS_CASH_SDP_API CMF_HIST_MID_PRICE_FOK_ORDER_INFO
47 {
48 public:
50  {
51  sectionCode.reserve(4);
52  }
53 
55 
56 
57  /// Data identifying the FOK order
59 
60  /// Section Code
61  std::string sectionCode; // maxSize = 4
62 
63  /// Member's ID of the Aggressor
65 
66  /// Member's ID of the Provider
68 
69  /// Data regarding the tradable instrument
71 
72  /// Processing status of the order
74 
75  /// Specifies whether it is a buy or sell order.
77 
78  /// Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint. This means that the Verb field has different values for the aggressor and the provider,and reflects the type of operation (buy or sell) actually performed by the receiving member
80 
81  /// Action applied to the FOK order
83 
84  /// Price of the order
86 
87  /// Yield of the order
89 
90  /// Quantity of the order
92 
93  /// Number of deals generated
95 
96  ///
97  size_t deserialize(const void* buf, size_t inLen);
98 
99  /// Provides string presentation
100  std::string toString () const;
101 
102  ///
103  size_t serializationBufSize() const { return 1112; }
104 
105  ///
106  size_t serialize(void* buf) const;
107 
108 };
109 
110 
111 
112 
113 }
114 }
115 }
116 }
unsigned short UInt16
Definition: Defines.h:45
TI_VERB::Enum zVerb
Specifies whether it is a buy or sell order and is set from the receiving member&#39;s viewpoint...
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.