OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
SMP.Substructures.CMF_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>
36 
37 
38 namespace OnixS {
39 namespace Mts {
40 namespace Cash {
41 namespace SDP {
42 
43 
44 
45 ///
46 class ONIXS_MTS_CASH_SDP_API CMF_ORDER_INFO
47 {
48 public:
50  {
51  }
52 
54 
55 
56  /// Data identifying the FAK/AON order
58 
59  /// Indicates whether it is an incoming FAK/AON order (IN) or an outgoing FAK/AON order (OUT)
61 
62  /// Member's ID of the Provider (the member can be the Agent's Client or a Third Party Client too)
64 
65  /// Member's ID of the Aggressor(the member can be the Agent's Client or a Third Party Client too)
67 
68  /// Third Party Sponsor of the Aggressor
70 
71  /// Third Party Sponsor of the Provider
73 
74  /// Specifies whether the first leg is settled in clearing house
76 
77  /// Specifies whether the second leg is settled in clearing house
79 
80  /// Sequential number of the quote
82 
83  /// Data regarding the tradable instrument
85 
86  /// Processing status of the FAK/AON order
88 
89  /// Specifies whether it is a buy or sell FAK/AON order 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
91 
92  /// Action applied to the FAK/AON order
94 
95  /// Type of order (e.g. FAK,AON,...)
97 
98  /// Duration of the non compliant FAK/AON order (expressed in seconds) and provided for information
100 
101  /// Time at which the last change was made to the non compliant FAK/AON order
103 
104  /// Price of the FAK/AON order
106 
107  /// Yield of the FAK/AON order
109 
110  /// Quantity of the FAK/AON order
112 
113  /// Quantity of the FAK/AON order not filled (PartFilled/Rejected/Refused case)
115 
116  /// Quantity of FAK/AON order carried out; to ignore when OrderStatus is InProgress
118 
119  /// Number of deals generated
121 
122  ///
123  size_t deserialize(const void* buf, size_t inLen);
124 
125  /// Provides string presentation
126  std::string toString () const;
127 
128  ///
129  size_t serializationBufSize() const { return 896; }
130 
131  ///
132  size_t serialize(void* buf) const;
133 
134 };
135 
136 
137 
138 
139 }
140 }
141 }
142 }
unsigned short UInt16
Definition: Defines.h:45
UInt32 providerSponsorId
Third Party Sponsor of the Provider.
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
TI_IN_OUT_FLAG::Enum inOutFlag
Indicates whether it is an incoming FAK/AON order (IN) or an outgoing FAK/AON order (OUT) ...
UInt32 orderTimeout
Duration of the non compliant FAK/AON order (expressed in seconds) and provided for information...
UInt64 updateTime
Time at which the last change was made to the non compliant FAK/AON order.
TI_FLAG::Enum secondLegClearingHouseFg
Specifies whether the second leg is settled in clearing house.
CMF_ORDER_STATUS::Enum orderStatus
Processing status of the FAK/AON order.
UInt32 quoteMsgId
Sequential number of the quote.
TI_MSG_INFO orderMsgInfo
Data identifying the FAK/AON order.
CMF_ORDER_EVENT::Enum event
Action applied to the FAK/AON order.
Double remainingQty
Quantity of the FAK/AON order not filled (PartFilled/Rejected/Refused case)
unsigned long long UInt64
Definition: Defines.h:47
UInt32 aggressorSponsorId
Third Party Sponsor of the Aggressor.
Double fillQty
Quantity of FAK/AON order carried out; to ignore when OrderStatus is InProgress.
TI_VERB::Enum verb
Specifies whether it is a buy or sell FAK/AON order and is set from the receiving member&#39;s viewpoint...
CMF_ORDER_TYPE::Enum orderType
Type of order (e.g. FAK,AON,...)
CMF_MEMBER_INFO provider
Member&#39;s ID of the Aggressor(the member can be the Agent&#39;s Client or a Third Party Client too) ...
unsigned int UInt32
Definition: Defines.h:46
TI_FLAG::Enum firstLegClearingHouseFg
Specifies whether the first leg is settled in clearing house.
CMF_MEMBER_INFO aggressor
Member&#39;s ID of the Provider (the member can be the Agent&#39;s Client or a Third Party Client too) ...