CMF_HIST_RFQ_INFO Class Reference

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

Public Member Functions
	CMF_HIST_RFQ_INFO ()
	~CMF_HIST_RFQ_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	rfqMsgInfo
std::string	sectionCode
TI_IN_OUT_FLAG::Enum	inOutFlag
CMF_HIST_MEMBER_INFO	provider
CMF_HIST_MEMBER_INFO	aggressor
std::string	aggressorSponsorCode
std::string	providerSponsorCode
TI_FLAG::Enum	firstLegClearingHouseFg
TI_FLAG::Enum	secondLegClearingHouseFg
CMF_HIST_INSTRUMENT_INFO	instrument
CMF_RFQ_TYPE::Enum	rfqType
TI_RFQ_EVENT::Enum	event
TI_RFQ_STATUS::Enum	rfqStatus
TI_RFQ_SUBSTATUS::Enum	aggressorRfqSubStatus
TI_RFQ_SUBSTATUS::Enum	providerRfqSubStatus
TI_VERB::Enum	verb
CMF_RFQ_DATA	reqRfq
CMF_RFQ_DATA	respRfq
UInt32	rfqTimeout
UInt64	updateTime
TI_FLAG::Enum	bilateralOnlyFlag

Detailed Description

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

Constructor & Destructor Documentation

CMF_HIST_RFQ_INFO ( )

inline

Definition at line 51 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

~CMF_HIST_RFQ_INFO ( )

inline

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

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 131 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

CMF_HIST_MEMBER_INFO aggressor

ID of the member creating the RFQ.

Definition at line 74 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_RFQ_SUBSTATUS::Enum aggressorRfqSubStatus

Substatus of the RFQ (aggressor side)

Definition at line 101 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

std::string aggressorSponsorCode

Third Party Sponsor of the Aggressor.

Definition at line 77 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_FLAG::Enum bilateralOnlyFlag

For future use.

Definition at line 122 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_RFQ_EVENT::Enum event

Action applied to the RFQ.

Definition at line 95 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_FLAG::Enum firstLegClearingHouseFg

Specifies whether the first leg is settled in clearing house.

Definition at line 83 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_IN_OUT_FLAG::Enum inOutFlag

Indicates whether it is an incoming (IN) RFQ or an outgoing (OUT) RFQ.

Definition at line 68 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

CMF_HIST_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 89 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

CMF_HIST_MEMBER_INFO provider

ID of the member receiving the RFQ.

Definition at line 71 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_RFQ_SUBSTATUS::Enum providerRfqSubStatus

Substatus of the RFQ (provider side)

Definition at line 104 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

std::string providerSponsorCode

Third Party Sponsor of the Provider.

Definition at line 80 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

CMF_RFQ_DATA reqRfq

Data identifying the RFQ (Aggressor/Sender)

Definition at line 110 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

CMF_RFQ_DATA respRfq

Data identifying the response to the RFQ (Provider/Receiver)

Definition at line 113 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_MSG_INFO rfqMsgInfo

Data identifying the RFQ.

Definition at line 62 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_RFQ_STATUS::Enum rfqStatus

Status of the RFQ.

Definition at line 98 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

UInt32 rfqTimeout

Duration of the RFQ (expressed in seconds)

Definition at line 116 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

CMF_RFQ_TYPE::Enum rfqType

RFQ type (from scratch o from best)

Definition at line 92 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_FLAG::Enum secondLegClearingHouseFg

Specifies whether the second leg is settled in clearing house.

Definition at line 86 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

std::string sectionCode

Section Code.

Definition at line 65 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

UInt64 updateTime

Time at which the data were last updated.

Definition at line 119 of file SMP.Substructures.CMF_HIST_RFQ_INFO.h.

TI_VERB::Enum verb

Specifies whether it is a buy or sell RFQ 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 107 of file SMP.Substructures.CMF_HIST_RFQ_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_RFQ_INFO.h