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

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

Public Member Functions

 CMF_HIST_TRADE_INFO ()
 
 ~CMF_HIST_TRADE_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 tradeMsgInfo
 
std::string sectionCode
 
CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo
 
UInt32 dealId
 
CMF_HIST_TRADE_MEMBER_INFO provider
 
CMF_HIST_TRADE_MEMBER_INFO aggressor
 
CMF_HIST_INSTRUMENT_INFO instrument
 
std::string instrumentClassCode
 
std::string financialInstrumentCode
 
TI_VERB::Enum verb
 
CMF_TRADE_TRADING_INFO tradeInfo
 
TI_FILL_STATUS::Enum status
 
CMF_MATCH_MODE::Enum fillMode
 
UInt32 settlDate
 
TI_SETTL_TYPE::Enum settlType
 
CMF_SETTL_STATUS::Enum settlStatus
 
std::string accountCode
 
Double nominalValue
 
Double settlCounterValue
 
Double accruedInterest
 
std::string currency
 
TI_FLAG::Enum greyMarketFlag
 
UInt64 updateTime
 
Double settlementFXRate
 
UInt32 parentTradeId
 
TI_FLAG::Enum splittableFg
 
UInt16 settlementOffset
 
std::string accountInfo
 
UInt32 settlFillId
 
TI_TRADE_TYPE::Enum tradeType
 
TI_FLAG::Enum midPriceFixingFg
 
std::string micCode
 
CMF_WAIVER_INDICATOR::Enum waiverIndicator
 
CMF_DEFERRAL::Enum deferral
 

Detailed Description

Definition at line 47 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Constructor & Destructor Documentation

CMF_HIST_TRADE_INFO ( )
inline

Definition at line 50 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

~CMF_HIST_TRADE_INFO ( )
inline

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

Member Function Documentation

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

Definition at line 173 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

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

Provides string presentation.

Member Data Documentation

std::string accountCode

Account Code.

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

std::string accountInfo

Additional account information.

Definition at line 146 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Double accruedInterest

Countervalue of the accrued interest that the buyer of the bond with coupon pays to the seller.

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

Member's ID of the Aggressor.

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

std::string currency

Unique alphanumeric ID code of the currency.

Definition at line 125 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

UInt32 dealId

ID of the related deal.

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

Deferral type.

Definition at line 164 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Type of match (automatic or manual)

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

std::string financialInstrumentCode

Code of the Financial instrument.

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

TI_FLAG::Enum greyMarketFlag

Flag indicating that the bond belong to the Grey Market.

Definition at line 128 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Data regarding the tradable instrument.

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

std::string instrumentClassCode

Code of the instrument Class.

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

std::string micCode

MIC Code.

Definition at line 158 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

TI_FLAG::Enum midPriceFixingFg

Specifies whether the trade has been closed at the Mid Price Fixing.

Definition at line 155 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Double nominalValue

Nominal Value.

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

UInt32 parentTradeId

In case of trade splitting, it's the ID of the parent trade.

Definition at line 137 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Member's ID of the Provider.

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

std::string sectionCode

Section Code.

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

Double settlCounterValue

Total amount to close out.

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

UInt32 settlDate

Trade settlement date.

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

Double settlementFXRate

Exchange rate between Trading and Settlement Currencies (i.e. Trading Currency / Settlement Currency)

Definition at line 134 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

UInt16 settlementOffset

Settlement offset expressed as number of days starting from the trading date.

Definition at line 143 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

UInt32 settlFillId

ID of the trade assigned by the post trading.

Definition at line 149 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Settlement Status.

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

Settlement type ID.

Definition at line 107 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

TI_FLAG::Enum splittableFg

Indicates whether the trade is splittable or not.

Definition at line 140 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

Status of the deal.

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

Third Party contract type.

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

Price, PriceMarkup, Yield, YieldMarkUp, and Quantity of trade.

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

TI_MSG_INFO tradeMsgInfo

Data identifying the deal.

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

Specifies whether the trade results from normal trading activity or from a RFQ....

Definition at line 152 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.

UInt64 updateTime

Time at which the data was last updated.

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

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

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

CMF_WAIVER_INDICATOR::Enum waiverIndicator

Waiver Indicator.

Definition at line 161 of file SMP.Substructures.CMF_HIST_TRADE_INFO.h.


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