CMF_HIST_MID_PRICE_FOK_ORDER_INFO Class Reference

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

Public Member Functions
	CMF_HIST_MID_PRICE_FOK_ORDER_INFO ()
	~CMF_HIST_MID_PRICE_FOK_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	aggressor
CMF_HIST_MEMBER_INFO	provider
CMF_HIST_INSTRUMENT_INFO	instrument
CMF_ORDER_STATUS::Enum	orderStatus
TI_VERB::Enum	verb
TI_VERB::Enum	zVerb
CMF_ORDER_EVENT::Enum	event
Double	price
Double	yield
Double	qty
UInt16	numberOfDeals

Detailed Description

Definition at line 46 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

Constructor & Destructor Documentation

CMF_HIST_MID_PRICE_FOK_ORDER_INFO ( )

inline

Definition at line 49 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

~CMF_HIST_MID_PRICE_FOK_ORDER_INFO ( )

inline

Definition at line 54 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 103 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

CMF_HIST_MEMBER_INFO aggressor

Member's ID of the Aggressor.

Definition at line 64 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

CMF_ORDER_EVENT::Enum event

Action applied to the FOK order.

Definition at line 82 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

CMF_HIST_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 70 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

UInt16 numberOfDeals

Number of deals generated.

Definition at line 94 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

TI_MSG_INFO orderMsgInfo

Data identifying the FOK order.

Definition at line 58 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

CMF_ORDER_STATUS::Enum orderStatus

Processing status of the order.

Definition at line 73 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

Double price

Price of the order.

Definition at line 85 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

CMF_HIST_MEMBER_INFO provider

Member's ID of the Provider.

Definition at line 67 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

Double qty

Quantity of the order.

Definition at line 91 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

std::string sectionCode

Section Code.

Definition at line 61 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

TI_VERB::Enum verb

Specifies whether it is a buy or sell order.

Definition at line 76 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

Double yield

Yield of the order.

Definition at line 88 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_ORDER_INFO.h.

TI_VERB::Enum zVerb

Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint. This means that the Verb field has different values for the aggressor and the provider,and reflects the type of operation (buy or sell) actually performed by the receiving member.

Definition at line 79 of file SMP.Substructures.CMF_HIST_MID_PRICE_FOK_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_FOK_ORDER_INFO.h