OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Substructures.CMF_ORDER_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>
36
37
38namespace OnixS {
39namespace Mts {
40namespace Cash {
41namespace SDP {
42
43
44
135
136
137
138
139}
140}
141}
142}
Double remainingQty
Quantity of the FAK/AON order not filled (PartFilled/Rejected/Refused case)
UInt64 updateTime
Time at which the last change was made to the non compliant FAK/AON order.
UInt32 aggressorSponsorId
Third Party Sponsor of the Aggressor.
std::string toString() const
Provides string presentation.
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)
TI_FLAG::Enum firstLegClearingHouseFg
Specifies whether the first leg is settled in clearing house.
CMF_ORDER_STATUS::Enum orderStatus
Processing status of the FAK/AON order.
CMF_ORDER_TYPE::Enum orderType
Type of order (e.g. FAK,AON,...)
UInt32 providerSponsorId
Third Party Sponsor of the Provider.
CMF_MEMBER_INFO provider
Member's ID of the Aggressor(the member can be the Agent's Client or a Third Party Client too)
Double fillQty
Quantity of FAK/AON order carried out; to ignore when OrderStatus is InProgress.
UInt32 quoteMsgId
Sequential number of the quote.
TI_MSG_INFO orderMsgInfo
Data identifying the FAK/AON order.
TI_FLAG::Enum secondLegClearingHouseFg
Specifies whether the second leg is settled in clearing house.
TI_VERB::Enum verb
Specifies whether it is a buy or sell FAK/AON order and is set from the receiving member's viewpoint....
size_t deserialize(const void *buf, size_t inLen)
CMF_ORDER_EVENT::Enum event
Action applied to the FAK/AON order.
UInt32 orderTimeout
Duration of the non compliant FAK/AON order (expressed in seconds) and provided for information.
size_t serialize(void *buf) const
CMF_MEMBER_INFO aggressor
Member's ID of the Provider (the member can be the Agent's Client or a Third Party Client too)
unsigned int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45