CMF_HIST_TRADE_FUTURE_INFO Class Reference

Public Member Functions
	CMF_HIST_TRADE_FUTURE_INFO ()
	~CMF_HIST_TRADE_FUTURE_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	tradeFutureInfo
std::string	sectionCode
CMF_THIRD_PARTY_INFO::Enum	thirdPartyInfo
UInt32	dealId
CMF_HIST_TRADE_MEMBER_INFO	provider
CMF_HIST_TRADE_MEMBER_INFO	aggressor
Double	futurePrice
Double	qty
std::string	instrumentCode
std::string	financialInstrumentCode
TI_VERB::Enum	verb
TI_FILL_STATUS::Enum	status
CMF_MATCH_MODE::Enum	fillMode
UInt32	rounding
std::string	currency
UInt32	cashTradeId
CMF_EXEC_TYPE::Enum	execType
std::string	excContrNumber
UInt64	excContrTime
UInt64	updateTime

Detailed Description

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

Constructor & Destructor Documentation

CMF_HIST_TRADE_FUTURE_INFO()

CMF_HIST_TRADE_FUTURE_INFO ( )

inline

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

~CMF_HIST_TRADE_FUTURE_INFO()

~CMF_HIST_TRADE_FUTURE_INFO ( )

inline

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

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

Definition at line 127 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

aggressor

CMF_HIST_TRADE_MEMBER_INFO aggressor

Member's ID of the Aggressor.

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

cashTradeId

UInt32 cashTradeId

Cash contract number.

Definition at line 106 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

currency

std::string currency

Code indicating the currency in which the deal has been closed.

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

dealId

UInt32 dealId

ID of the related deal.

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

excContrNumber

std::string excContrNumber

Broker Future Contract Number.

Definition at line 112 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

excContrTime

UInt64 excContrTime

Time at which the Future contract was executed.

Definition at line 115 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

execType

CMF_EXEC_TYPE::Enum execType

Specifies the trade status referred to the Futures Bridge.

Definition at line 109 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

fillMode

CMF_MATCH_MODE::Enum fillMode

Type of match (automatic or manual)

Definition at line 97 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

financialInstrumentCode

std::string financialInstrumentCode

Code of the financial instrument (Future Delivery)

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

futurePrice

Double futurePrice

Price of future deal.

Definition at line 79 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

instrumentCode

std::string instrumentCode

Code of the tradable instrument (Basis)

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

provider

CMF_HIST_TRADE_MEMBER_INFO provider

Member's ID of the Provider.

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

qty

Double qty

Not rounded result of the formula calculating the number of future lots.

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

rounding

UInt32 rounding

Integer rounded value of field 'Qty' above used as number of future lots applied to the relevant future Exchange.

Definition at line 100 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

sectionCode

std::string sectionCode

Section Code.

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

status

TI_FILL_STATUS::Enum status

Status of the trade.

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

thirdPartyInfo

CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo

Third Party contract type.

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

tradeFutureInfo

TI_MSG_INFO tradeFutureInfo

Data identifying the trade.

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

updateTime

UInt64 updateTime

Time at which the data was last updated.

Definition at line 118 of file SMP.Substructures.CMF_HIST_TRADE_FUTURE_INFO.h.

verb

TI_VERB::Enum verb

Specifies whether it is a buy or sell trade (Referred to the member who receives the information)

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