47 clientOrderId.reserve(50);
48 settlementInfo.reserve(200);
109 size_t deserialize(
const void* buf,
size_t inLen);
112 std::string toString ()
const;
118 size_t serialize(
void* buf)
const;
~TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO()
TI_FLAG::Enum quotationFg
Specifies if the quotation is specified.
TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO()
UInt32 stageOrderId
Stage Order ID.
UInt32 sectionId
Unique ID of the section.
std::string clientOrderId
ID of the order within the client institution.
UInt16 iOIMatchingQuotes
Number of quotes triggering auto- matching when best price matches IOI.
UInt32 settlementDate
Settlement date.
TI_INSTRUMENT_TYPE::Enum instrumentType
Identifier of the tradable instrument type (Bond, Spread, Basis, etc.)
std::string settlementInfo
Settlement information.
TI_ERROR::Enum errorCode
Error code of the trading list leg.
TI_FLAG::Enum discloseIOIFg
If true, quotation must be sent to providers.
UInt32 allocationId
Unique ID of the pre-allocation or of the allocation during the trade splitting phase.
size_t serializationBufSize() const
UInt32 instrumentId
Unique ID of the tradable instrument.
TI_ALLOCATION_TYPE::Enum allocationType
Type of allocation.
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 operation (Referred to the member who receives the information)...
Double quotation
Price(Yield)