OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
CMF_HIST_ORDER_INFO Class Reference

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

Public Member Functions

 CMF_HIST_ORDER_INFO ()
 
 ~CMF_HIST_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
 
TI_IN_OUT_FLAG::Enum inOutFlag
 
CMF_HIST_MEMBER_INFO aggressor
 
CMF_HIST_MEMBER_INFO provider
 
std::string aggressorSponsorCode
 
std::string providerSponsorCode
 
TI_FLAG::Enum firstLegClearingHouseFg
 
TI_FLAG::Enum secondLegClearingHouseFg
 
UInt32 quoteMsgId
 
CMF_HIST_INSTRUMENT_INFO instrument
 
CMF_ORDER_STATUS::Enum orderStatus
 
TI_VERB::Enum verb
 
CMF_ORDER_EVENT::Enum event
 
CMF_ORDER_TYPE::Enum orderType
 
UInt32 orderTimeout
 
UInt64 updateTime
 
Double price
 
Double yield
 
Double qty
 
Double remainingQty
 
Double fillQty
 
UInt16 numberOfDeals
 

Detailed Description

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

Constructor & Destructor Documentation

CMF_HIST_ORDER_INFO ( )
inline

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

~CMF_HIST_ORDER_INFO ( )
inline

Definition at line 56 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

Member Function Documentation

size_t deserialize ( const void *  buf,
size_t  inLen 
)
size_t serializationBufSize ( ) const
inline

Definition at line 135 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

size_t serialize ( void *  buf) const
std::string toString ( ) const

Provides string presentation.

Member Data Documentation

Member's ID of the Aggressor.

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

std::string aggressorSponsorCode

Third Party Sponsor of the Aggressor.

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

Action applied to the FAK/AON order.

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

Double fillQty

Quantity of FAK/AON order carried out; to ignore when OrderStatus is InProgress.

Definition at line 123 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

TI_FLAG::Enum firstLegClearingHouseFg

Specifies whether the first leg is settled in clearing house.

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

Indicates whether it is an incoming (IN) FAK/AON order or an outgoing (OUT) FAK/AON order.

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

Data regarding the tradable instrument.

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

UInt16 numberOfDeals

Number of deals generated.

Definition at line 126 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

TI_MSG_INFO orderMsgInfo

Data identifying the FAK/AON order.

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

Processing status of the FAK/AON order.

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

UInt32 orderTimeout

Duration of the non compliant FAK/AON order (expressed in seconds)

Definition at line 105 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

Type of order (e.g: FAK or AON)

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

Double price

Price of the FAK/AON order.

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

Member's ID of the Provider.

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

std::string providerSponsorCode

Third Party Sponsor of the Provider.

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

Double qty

Quantity of the FAK/AON order.

Definition at line 117 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

UInt32 quoteMsgId

Sequential number of the quote.

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

Double remainingQty

Quantity of the FAK/AON order not filled (PartFilled/Rejected/Refused case)

Definition at line 120 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

TI_FLAG::Enum secondLegClearingHouseFg

Specifies whether the second leg is settled in clearing house.

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

std::string sectionCode

Section Code.

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

UInt64 updateTime

Time at which the last change was made to the non compliant FAK/AON order.

Definition at line 108 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

Specifies whether it is a buy or sell FAK/AON 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 96 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.

Double yield

Yield of the FAK/AON order.

Definition at line 114 of file SMP.Substructures.CMF_HIST_ORDER_INFO.h.


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