OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Substructures.CMF_HIST_RFQ_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>
38 
39 
40 namespace OnixS {
41 namespace Mts {
42 namespace Cash {
43 namespace SDP {
44 
45 
46 
47 ///
48 class ONIXS_MTS_CASH_SDP_API CMF_HIST_RFQ_INFO
49 {
50 public:
52  {
53  sectionCode.reserve(4);
54  aggressorSponsorCode.reserve(12);
55  providerSponsorCode.reserve(12);
56  }
57 
59 
60 
61  /// Data identifying the RFQ
63 
64  /// Section Code
65  std::string sectionCode; // maxSize = 4
66 
67  /// Indicates whether it is an incoming (IN) RFQ or an outgoing (OUT) RFQ
69 
70  /// ID of the member receiving the RFQ
72 
73  /// ID of the member creating the RFQ
75 
76  /// Third Party Sponsor of the Aggressor
77  std::string aggressorSponsorCode; // maxSize = 12
78 
79  /// Third Party Sponsor of the Provider
80  std::string providerSponsorCode; // maxSize = 12
81 
82  /// Specifies whether the first leg is settled in clearing house
84 
85  /// Specifies whether the second leg is settled in clearing house
87 
88  /// Data regarding the tradable instrument
90 
91  /// RFQ type (from scratch o from best)
93 
94  /// Action applied to the RFQ
96 
97  /// Status of the RFQ
99 
100  /// Substatus of the RFQ (aggressor side)
102 
103  /// Substatus of the RFQ (provider side)
105 
106  /// 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
108 
109  /// Data identifying the RFQ (Aggressor/Sender)
111 
112  /// Data identifying the response to the RFQ (Provider/Receiver)
114 
115  /// Duration of the RFQ (expressed in seconds)
117 
118  /// Time at which the data were last updated
120 
121  /// For future use
123 
124  ///
125  size_t deserialize(const void* buf, size_t inLen);
126 
127  /// Provides string presentation
128  std::string toString () const;
129 
130  ///
131  size_t serializationBufSize() const { return 1208; }
132 
133  ///
134  size_t serialize(void* buf) const;
135 
136 };
137 
138 
139 
140 
141 }
142 }
143 }
144 }
TI_RFQ_EVENT::Enum event
Action applied to 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.
TI_VERB::Enum verb
Specifies whether it is a buy or sell RFQ and is set from the receiving member&#39;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
Definition: Defines.h:47
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.
unsigned int UInt32
Definition: Defines.h:46
UInt64 updateTime
Time at which the data were last updated.
CMF_RFQ_DATA respRfq
Data identifying the response to the RFQ (Provider/Receiver)