OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Substructures.CMF_HIST_TRADE_INFO.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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14 * of this source code or associated reference material to any other location for further reproduction
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
37 
38 
39 namespace OnixS {
40 namespace Mts {
41 namespace Cash {
42 namespace SDP {
43 
44 
45 
46 ///
47 class ONIXS_MTS_CASH_SDP_API CMF_HIST_TRADE_INFO
48 {
49 public:
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 
64  /// Data identifying the deal
66 
67  /// Section Code
68  std::string sectionCode; // maxSize = 4
69 
70  /// Third Party contract type
72 
73  /// ID of the related deal
75 
76  /// Member's ID of the Provider
78 
79  /// Member's ID of the Aggressor
81 
82  /// Data regarding the tradable instrument
84 
85  /// Code of the instrument Class
86  std::string instrumentClassCode; // maxSize = 6
87 
88  /// Code of the Financial instrument
89  std::string financialInstrumentCode; // maxSize = 12
90 
91  /// Specifies whether it is a buy or sell trade (referred to the member who receives the information)
93 
94  /// Price, PriceMarkup, Yield, YieldMarkUp, and Quantity of trade
96 
97  /// Status of the deal
99 
100  /// Type of match (automatic or manual)
102 
103  /// Trade settlement date
105 
106  /// Settlement type ID
108 
109  /// Settlement Status
111 
112  /// Account Code
113  std::string accountCode; // maxSize = 200
114 
115  /// Nominal Value
117 
118  /// Total amount to close out
120 
121  /// Countervalue of the accrued interest that the buyer of the bond with coupon pays to the seller.
123 
124  /// Unique alphanumeric ID code of the currency
125  std::string currency; // maxSize = 3
126 
127  /// Flag indicating that the bond belong to the Grey Market
129 
130  /// Time at which the data was last updated
132 
133  /// Exchange rate between Trading and Settlement Currencies (i.e. Trading Currency / Settlement Currency)
135 
136  /// In case of trade splitting, it's the ID of the parent trade.
138 
139  /// Indicates whether the trade is splittable or not
141 
142  /// Settlement offset expressed as number of days starting from the trading date
144 
145  /// Additional account information.
146  std::string accountInfo; // maxSize = 200
147 
148  /// ID of the trade assigned by the post trading
150 
151  /// Specifies whether the trade results from normal trading activity or from a RFQ....
153 
154  /// Specifies whether the trade has been closed at the Mid Price Fixing
156 
157  /// MIC Code
158  std::string micCode; // maxSize = 12
159 
160  /// Waiver Indicator
162 
163  /// Deferral type
165 
166  ///
167  size_t deserialize(const void* buf, size_t inLen);
168 
169  /// Provides string presentation
170  std::string toString () const;
171 
172  ///
173  size_t serializationBufSize() const { return 2164; }
174 
175  ///
176  size_t serialize(void* buf) const;
177 
178 };
179 
180 
181 
182 
183 }
184 }
185 }
186 }
std::string instrumentClassCode
Code of the instrument Class.
unsigned short UInt16
Definition: Defines.h:45
CMF_HIST_TRADE_MEMBER_INFO provider
Member&#39;s ID of the Provider.
std::string currency
Unique alphanumeric ID code of the currency.
std::string financialInstrumentCode
Code of the Financial instrument.
CMF_MATCH_MODE::Enum fillMode
Type of match (automatic or manual)
UInt16 settlementOffset
Settlement offset expressed as number of days starting from the trading date.
TI_TRADE_TYPE::Enum tradeType
Specifies whether the trade results from normal trading activity or from a RFQ....
CMF_HIST_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
CMF_TRADE_TRADING_INFO tradeInfo
Price, PriceMarkup, Yield, YieldMarkUp, and Quantity of trade.
unsigned long long UInt64
Definition: Defines.h:47
UInt32 parentTradeId
In case of trade splitting, it&#39;s the ID of the parent trade.
TI_FLAG::Enum greyMarketFlag
Flag indicating that the bond belong to the Grey Market.
TI_FLAG::Enum splittableFg
Indicates whether the trade is splittable or not.
std::string accountInfo
Additional account information.
TI_FLAG::Enum midPriceFixingFg
Specifies whether the trade has been closed at the Mid Price Fixing.
unsigned int UInt32
Definition: Defines.h:46
UInt64 updateTime
Time at which the data was last updated.
CMF_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo
Third Party contract type.
CMF_HIST_TRADE_MEMBER_INFO aggressor
Member&#39;s ID of the Aggressor.
Double settlementFXRate
Exchange rate between Trading and Settlement Currencies (i.e. Trading Currency / Settlement Currency)...
Double accruedInterest
Countervalue of the accrued interest that the buyer of the bond with coupon pays to the seller...
TI_VERB::Enum verb
Specifies whether it is a buy or sell trade (referred to the member who receives the information) ...
UInt32 settlFillId
ID of the trade assigned by the post trading.