OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Substructures.CMF_HIST_TRADE_INFO.h
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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--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
37
38
39namespace OnixS {
40namespace Mts {
41namespace Cash {
42namespace SDP {
43
44
45
47class ONIXS_MTS_CASH_SDP_API CMF_HIST_TRADE_INFO
48{
49public:
51 {
52 sectionCode.reserve(4);
53 instrumentClassCode.reserve(6);
54 financialInstrumentCode.reserve(12);
55 accountCode.reserve(200);
56 currency.reserve(3);
57 accountInfo.reserve(200);
58 micCode.reserve(12);
59 }
60
62
63
66
68 std::string sectionCode; // maxSize = 4
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86 std::string instrumentClassCode; // maxSize = 6
87
89 std::string financialInstrumentCode; // maxSize = 12
90
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113 std::string accountCode; // maxSize = 200
114
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125 std::string currency; // maxSize = 3
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146 std::string accountInfo; // maxSize = 200
147
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158 std::string micCode; // maxSize = 12
159
162
165
167 size_t deserialize(const void* buf, size_t inLen);
168
170 std::string toString () const;
171
173 size_t serializationBufSize() const { return 2164; }
174
176 size_t serialize(void* buf) const;
177
178};
179
180
181
182
183}
184}
185}
186}
TI_TRADE_TYPE::Enum tradeType
Specifies whether the trade results from normal trading activity or from a RFQ....
CMF_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
CMF_TRADE_TRADING_INFO tradeInfo
Price, PriceMarkup, Yield, YieldMarkUp, and Quantity of trade.
UInt64 updateTime
Time at which the data was last updated.
CMF_HIST_TRADE_MEMBER_INFO aggressor
Member's ID of the Aggressor.
std::string toString() const
Provides string presentation.
CMF_MATCH_MODE::Enum fillMode
Type of match (automatic or manual)
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
std::string financialInstrumentCode
Code of the Financial instrument.
UInt32 settlFillId
ID of the trade assigned by the post trading.
TI_FLAG::Enum greyMarketFlag
Flag indicating that the bond belong to the Grey Market.
TI_FLAG::Enum midPriceFixingFg
Specifies whether the trade has been closed at the Mid Price Fixing.
Double settlementFXRate
Exchange rate between Trading and Settlement Currencies (i.e. Trading Currency / Settlement Currency)
TI_FLAG::Enum splittableFg
Indicates whether the trade is splittable or not.
UInt16 settlementOffset
Settlement offset expressed as number of days starting from the trading date.
std::string instrumentClassCode
Code of the instrument Class.
TI_VERB::Enum verb
Specifies whether it is a buy or sell trade (referred to the member who receives the information)
Double accruedInterest
Countervalue of the accrued interest that the buyer of the bond with coupon pays to the seller.
size_t deserialize(const void *buf, size_t inLen)
CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo
Third Party contract type.
UInt32 parentTradeId
In case of trade splitting, it's the ID of the parent trade.
std::string currency
Unique alphanumeric ID code of the currency.
CMF_HIST_TRADE_MEMBER_INFO provider
Member's ID of the Provider.
unsigned int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45