OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Substructures.CMF_MID_PRICE_FAS_ORDER_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>
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace Cash {
40 namespace SDP {
41 
42 
43 
44 ///
45 class ONIXS_MTS_CASH_SDP_API CMF_MID_PRICE_FAS_ORDER_INFO
46 {
47 public:
49  {
50  }
51 
53 
54 
55  /// Data identifying the Mid Price FAS order
57 
58  /// Data identifying the member who entered the Mid Price FAS order
60 
61  /// Data regarding the tradable instrument
63 
64  /// Action applied to the Mid Price FAS order
66 
67  /// Status of the Mid Price FAS order
69 
70  /// Verb
72 
73  /// Specifies whether it is a parallel Mid Price FAS order
75 
76  /// Limit price (or yield)
78 
79  /// Flag indicating whether a limit quotation has been specified.
81 
82  /// Minimum execution quantity that must be met or exceeded for occurrence of matching on Benchmark Section
84 
85  /// Minimum execution quantity that must be met or exceeded for occurrence of matching on Domestic Section
87 
88  /// Total qty.
90 
91  /// Quantity of FAS order carried out; to consider when OrderStatus is CompletelyFilled or PartFilled
93 
94  /// Number of deals generated
96 
97  /// Last Update Time of the Double sided proposal or FAS order.
99 
100  ///
101  size_t deserialize(const void* buf, size_t inLen);
102 
103  /// Provides string presentation
104  std::string toString () const;
105 
106  ///
107  size_t serializationBufSize() const { return 512; }
108 
109  ///
110  size_t serialize(void* buf) const;
111 
112 };
113 
114 
115 
116 
117 }
118 }
119 }
120 }
unsigned short UInt16
Definition: Defines.h:45
CMF_MID_PRICE_FAS_ORDER_STATUS::Enum status
Status of the Mid Price FAS order.
Double minExecutionEBMQty
Minimum execution quantity that must be met or exceeded for occurrence of matching on Benchmark Secti...
UInt64 editTime
Last Update Time of the Double sided proposal or FAS order.
unsigned long long UInt64
Definition: Defines.h:47
CMF_MEMBER_INFO provider
Data identifying the member who entered the Mid Price FAS order.
TI_MSG_INFO orderMsgInfo
Data identifying the Mid Price FAS order.
Double minExecutionDomQty
Minimum execution quantity that must be met or exceeded for occurrence of matching on Domestic Sectio...
CMF_QUOTE_EVENT::Enum event
Action applied to the Mid Price FAS order.
TI_FLAG::Enum limitQuotationFg
Flag indicating whether a limit quotation has been specified.
Double fillQty
Quantity of FAS order carried out; to consider when OrderStatus is CompletelyFilled or PartFilled...
TI_FLAG::Enum parallelFg
Specifies whether it is a parallel Mid Price FAS order.
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.