53 sectionCode.reserve(4);
54 aggressorSponsorCode.reserve(12);
55 providerSponsorCode.reserve(12);
125 size_t deserialize(
const void* buf,
size_t inLen);
128 std::string toString ()
const;
134 size_t serialize(
void* buf)
const;
TI_RFQ_EVENT::Enum event
Action applied to the RFQ.
TI_MSG_INFO rfqMsgInfo
Data identifying the RFQ.
std::string providerSponsorCode
Third Party Sponsor of the Provider.
CMF_HIST_MEMBER_INFO aggressor
ID of the member creating the RFQ.
std::string aggressorSponsorCode
Third Party Sponsor of the Aggressor.
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
CMF_RFQ_TYPE::Enum rfqType
RFQ type (from scratch o from best)
CMF_HIST_MEMBER_INFO provider
ID of the member receiving the RFQ.
TI_FLAG::Enum firstLegClearingHouseFg
Specifies whether the first leg is settled in clearing house.
TI_FLAG::Enum secondLegClearingHouseFg
Specifies whether the second leg is settled in clearing house.
size_t serializationBufSize() const
TI_VERB::Enum verb
Specifies whether it is a buy or sell RFQ 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.
unsigned long long UInt64
TI_RFQ_SUBSTATUS::Enum aggressorRfqSubStatus
Substatus of the RFQ (aggressor side)
UInt32 rfqTimeout
Duration of the RFQ (expressed in seconds)
CMF_RFQ_DATA reqRfq
Data identifying the RFQ (Aggressor/Sender)
TI_RFQ_SUBSTATUS::Enum providerRfqSubStatus
Substatus of the RFQ (provider side)
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming (IN) RFQ or an outgoing (OUT) RFQ.
std::string sectionCode
Section Code.
TI_FLAG::Enum bilateralOnlyFlag
For future use.
TI_RFQ_STATUS::Enum rfqStatus
Status of the RFQ.
UInt64 updateTime
Time at which the data were last updated.
CMF_RFQ_DATA respRfq
Data identifying the response to the RFQ (Provider/Receiver)