SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h

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#pragma once
/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/


/*
--------------
GENERATED FILE
--------------
*/


#include <string>
#include <OnixS/MTS/Cash/SDP/Defines.h>
#include <OnixS/MTS/Cash/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_HIST_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_HIST_TRADE_MEMBER_INFO.h>


namespace OnixS {
namespace Mts {
namespace Cash {
namespace SDP {



/// 
class ONIXS_MTS_CASH_SDP_API CMF_HIST_TRADE_FUTURE_INFO 
{
public:
    CMF_HIST_TRADE_FUTURE_INFO()
    {
        sectionCode.reserve(4);
        instrumentCode.reserve(12);
        financialInstrumentCode.reserve(12);
        currency.reserve(3);
        excContrNumber.reserve(20);
    }

    ~CMF_HIST_TRADE_FUTURE_INFO() {}


    /// Data identifying the trade
    TI_MSG_INFO tradeFutureInfo;

    /// Section Code
    std::string sectionCode; // maxSize = 4

    /// Third Party contract type
    CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo;

    /// ID of the related deal
    UInt32 dealId;

    /// Member's ID of the Provider
    CMF_HIST_TRADE_MEMBER_INFO provider;

    /// Member's ID of the Aggressor
    CMF_HIST_TRADE_MEMBER_INFO aggressor;

    /// Price of future deal
    Double futurePrice;

    /// Not rounded result of the formula calculating the number of future lots
    Double qty;

    /// Code of the tradable instrument (Basis)
    std::string instrumentCode; // maxSize = 12

    /// Code of the financial instrument (Future Delivery)
    std::string financialInstrumentCode; // maxSize = 12

    /// Specifies whether it is a buy or sell trade (Referred to the member who receives the information)
    TI_VERB::Enum verb;

    /// Status of the trade
    TI_FILL_STATUS::Enum status;

    /// Type of match (automatic or manual)
    CMF_MATCH_MODE::Enum fillMode;

    /// Integer rounded value of field 'Qty' above used as number of future lots applied to the relevant future Exchange
    UInt32 rounding;

    /// Code indicating the currency in which the deal has been closed
    std::string currency; // maxSize = 3

    /// Cash contract number
    UInt32 cashTradeId;

    /// Specifies the trade status referred to the Futures Bridge
    CMF_EXEC_TYPE::Enum execType;

    /// Broker Future Contract Number
    std::string excContrNumber; // maxSize = 20

    /// Time at which the Future contract was executed
    UInt64 excContrTime;

    /// Time at which the data was last updated
    UInt64 updateTime;

    ///
    size_t deserialize(const void* buf, size_t inLen);

    /// Provides string presentation
    std::string toString () const;

    ///
    size_t serializationBufSize() const { return 1464; }

    ///
    size_t serialize(void* buf) const;

};




}
}
}
}