OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Substructures.CMF_TRADE_FUTURE_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>
35
36
37namespace OnixS {
38namespace Mts {
39namespace Cash {
40namespace SDP {
41
42
43
45class ONIXS_MTS_CASH_SDP_API CMF_TRADE_FUTURE_INFO
46{
47public:
49 {
50 financialInstrumentCode.reserve(12);
51 currency.reserve(3);
52 excContrNumber.reserve(20);
53 }
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86 std::string financialInstrumentCode; // maxSize = 12
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101 std::string currency; // maxSize = 3
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110 std::string excContrNumber; // maxSize = 20
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119 size_t deserialize(const void* buf, size_t inLen);
120
122 std::string toString () const;
123
125 size_t serializationBufSize() const { return 1232; }
126
128 size_t serialize(void* buf) const;
129
130};
131
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133
134
135}
136}
137}
138}
UInt64 updateTime
Time at which the data was last updated.
std::string toString() const
Provides string presentation.
CMF_MATCH_MODE::Enum fillMode
Type of match (automatic or manual)
UInt32 financialInstrumentId
Unique ID of the financial instrument (Future Delivery)
Double qty
Not rounded result of the formula calculating the number of future lots.
std::string financialInstrumentCode
Code of the financial instrument (Future Delivery)
CMF_TRADE_MEMBER_INFO provider
Member's ID of the Provider (the member can be the Agent's client or a Third Party Client or a Third ...
CMF_EXEC_TYPE::Enum execType
Specifies the trade status referred to the Futures Bridge.
UInt64 excContrTime
Time at which the Future contract was executed.
UInt32 rounding
Integer rounded value of field 'Qty' above used as number of future lots applied to the relevant futu...
TI_VERB::Enum verb
Specifies whether it is a buy or sell trade (Referred to the member who receives the information)
size_t deserialize(const void *buf, size_t inLen)
CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo
Third Party contract type.
UInt32 instrumentId
Unique ID of the tradable instrument (Basis)
std::string currency
Code indicating the currency in which the deal has been closed.
CMF_TRADE_MEMBER_INFO aggressor
Member's ID of the Aggressor (the member can be the Agent's client or a Third Party Client or a Third...
unsigned int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47