OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Substructures.CMF_TRADE_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>
37
38
39namespace OnixS {
40namespace Mts {
41namespace Cash {
42namespace SDP {
43
44
45
47class ONIXS_MTS_CASH_SDP_API CMF_TRADE_INFO
48{
49public:
51 {
52 financialInstrumentCode.reserve(12);
53 currency.reserve(3);
54 micCode.reserve(12);
55 }
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82 std::string financialInstrumentCode; // maxSize = 12
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118 std::string currency; // maxSize = 3
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148 std::string micCode; // maxSize = 12
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157 size_t deserialize(const void* buf, size_t inLen);
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160 std::string toString () const;
161
163 size_t serializationBufSize() const { return 1316; }
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166 size_t serialize(void* buf) const;
167
168};
169
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172
173}
174}
175}
176}
TI_TRADE_TYPE::Enum tradeType
Specifies whether the trade results from normal trading activity or from a RFQ....
CMF_WAIVER_INDICATOR::Enum waiverIndicator
Waiver Indicator.
CMF_TRADE_TRADING_INFO tradeInfo
Price, PriceMarkup, Yield, YieldMarkUp, and Quantity of trade.
UInt64 updateTime
Time at which the data was last updated.
CMF_SETTL_STATUS::Enum settlStatus
Status of the trade settlement.
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.
TI_MSG_INFO tradeMsgInfo
Data identifying the trade.
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
TI_SETTL_TYPE::Enum settlType
ID of the type of settlement.
Double settlCounterValue
Settlement countervalue, i.e., the amount that must be transferred from the member buying to the memb...
std::string financialInstrumentCode
Code of the financial instrument.
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 ...
UInt32 settlFillId
ID of the trade assigned by the post trading.
TI_FLAG::Enum greyMarketFlag
Flag indicating that the bond belong to the Grey Market.
TI_FLAG::Enum midPriceFixingFg
Specifies whether the trade has been closed at the Mid Price Fixing.
Double settlementFXRate
Exchange rate between Trading and Settlement Currencies (i.e. Settlement Currency/Trading Currency)
TI_FLAG::Enum splittableFg
Indicates whether the trade is splittable or not.
TI_FILL_STATUS::Enum status
Status of the trade.
UInt16 settlementOffset
Settlement offset expressed as number of days starting from the trading date.
TI_VERB::Enum verb
Specifies whether it is a buy or sell trade (referred to the member who receives the information)
Double accruedInterest
Countervalue of the accrued interest that the buyer of the bond with coupon pays to the seller.
size_t deserialize(const void *buf, size_t inLen)
CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo
Third Party contract type.
UInt32 parentTradeId
In case of trade splitting, it's the ID of the parent trade.
size_t serialize(void *buf) const
std::string currency
Code indicating the currency of the trade.
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
unsigned short UInt16
Definition Defines.h:45