CMF_HIST_MID_PRICE_FAS_ORDER_INFO Class Reference

#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h>

Public Member Functions
	CMF_HIST_MID_PRICE_FAS_ORDER_INFO ()
	~CMF_HIST_MID_PRICE_FAS_ORDER_INFO ()
size_t	deserialize (const void *buf, size_t inLen)
std::string	toString () const
size_t	serializationBufSize () const
size_t	serialize (void *buf) const

Public Attributes
TI_MSG_INFO	orderMsgInfo
std::string	sectionCode
CMF_HIST_MEMBER_INFO	provider
CMF_HIST_INSTRUMENT_INFO	instrument
CMF_QUOTE_EVENT::Enum	event
CMF_MID_PRICE_FAS_ORDER_STATUS::Enum	status
TI_VERB::Enum	verb
TI_FLAG::Enum	parallelFg
Double	limitQuotation
TI_FLAG::Enum	limitQuotationFg
Double	minExecutionEBMQty
Double	minExecutionDomQty
Double	totalQty
Double	fillQty
UInt16	numberOfDeals
UInt64	editTime

Detailed Description

Definition at line 45 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

Constructor & Destructor Documentation

CMF_HIST_MID_PRICE_FAS_ORDER_INFO ( )

inline

Definition at line 48 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

~CMF_HIST_MID_PRICE_FAS_ORDER_INFO ( )

inline

Definition at line 53 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 111 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

UInt64 editTime

Last Update Time of the Double sided proposal or FAS order.

Definition at line 102 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

CMF_QUOTE_EVENT::Enum event

Action applied to the Mid Price FAS order.

Definition at line 69 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

Double fillQty

Quantity of FAS order carried out; to consider when OrderStatus is CompletelyFilled or PartFilled.

Definition at line 96 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

CMF_HIST_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 66 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

Double limitQuotation

Limit price (or yield)

Definition at line 81 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

TI_FLAG::Enum limitQuotationFg

Flag indicating whether a limit quotation has been specified.

Definition at line 84 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

Double minExecutionDomQty

Minimum execution quantity that must be met or exceeded for occurrence of matching on Domestic Section.

Definition at line 90 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

Double minExecutionEBMQty

Minimum execution quantity that must be met or exceeded for occurrence of matching on Benchmark Section.

Definition at line 87 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

UInt16 numberOfDeals

Number of deals generated.

Definition at line 99 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

TI_MSG_INFO orderMsgInfo

Data identifying the Mid Price FAS order.

Definition at line 57 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

TI_FLAG::Enum parallelFg

Specifies whether it is a parallel Mid Price FAS order.

Definition at line 78 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

CMF_HIST_MEMBER_INFO provider

Data identifying the member who entered the Mid Price FAS order.

Definition at line 63 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

std::string sectionCode

Unique ID of the section.

Definition at line 60 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

CMF_MID_PRICE_FAS_ORDER_STATUS::Enum status

Status of the Mid Price FAS order.

Definition at line 72 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

Double totalQty

Total qty.

Definition at line 93 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

TI_VERB::Enum verb

Verb.

Definition at line 75 of file SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h.

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The documentation for this class was generated from the following file:

• include/OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_HIST_MID_PRICE_FAS_ORDER_INFO.h