OnixS C++ MTS Cash SDP Handler 1.8.0
API documentation
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CMF_INSTRUMENT_CLASS_SECTION Class Reference

Public Member Functions

 CMF_INSTRUMENT_CLASS_SECTION ()
virtual ~CMF_INSTRUMENT_CLASS_SECTION ()
virtual ClassId::Enum id () const
size_t deserialize (const void *buf, size_t inLen)
virtual std::string toString () const
virtual size_t serializationBufSize () const
virtual CMF_INSTRUMENT_CLASS_SECTIONclone () const
virtual CMF_INSTRUMENT_CLASS_SECTIONclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

UInt32 sectionId
UInt32 instrumentClassId
UInt32 sortNumber
UInt32 startDate
UInt32 endDate
TI_FLAG::Enum rfqEnabled
TI_FLAG::Enum cATStatisticFlag
TI_FLAG::Enum rFQStatisticFlag
TI_FLAG::Enum cATLastTradeFlag
TI_FLAG::Enum rFQLastTradeFlag
TI_FLAG::Enum cATOfficialPriceFlag
TI_FLAG::Enum rFQOfficialPriceFlag
TI_FLAG::Enum midPriceStatisticFlag
TI_FLAG::Enum midPriceLastTradeFlag
TI_FLAG::Enum midPriceOfficialPriceFlag

Detailed Description

Definition at line 45 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

Constructor & Destructor Documentation

◆ CMF_INSTRUMENT_CLASS_SECTION()

◆ ~CMF_INSTRUMENT_CLASS_SECTION()

virtual ~CMF_INSTRUMENT_CLASS_SECTION ( )
inlinevirtual

Definition at line 52 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

Member Function Documentation

◆ clone() [1/2]

virtual CMF_INSTRUMENT_CLASS_SECTION * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual CMF_INSTRUMENT_CLASS_SECTION * clone ( void * ) const
virtual

Implements Class.

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ id()

virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

Definition at line 55 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 113 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ cATLastTradeFlag

TI_FLAG::Enum cATLastTradeFlag

If it is set to Yes,the trades originated by CAT trading are to be considered in the last trade statistics If it is set to No,the trades originated by CAT trading are NOT to be considered in the last trade statistics.

Definition at line 86 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ cATOfficialPriceFlag

TI_FLAG::Enum cATOfficialPriceFlag

If it is set to Yes,the trades originated by CAT trading are to be considered in the official price calculations If it is set to No,the trades originated by CAT trading are NOT to be considered in the official price calculations.

Definition at line 92 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ cATStatisticFlag

TI_FLAG::Enum cATStatisticFlag

Flag indicating whether the trades originated by CAT trading are to be considered in the calculation of statistics or not.

Definition at line 80 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ endDate

UInt32 endDate

End of validity date.

Definition at line 74 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ instrumentClassId

UInt32 instrumentClassId

Unique ID of the instrument class.

Definition at line 65 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ midPriceLastTradeFlag

TI_FLAG::Enum midPriceLastTradeFlag

If it is set to Yes,the trades originated by Mid- Price trading are to be considered in the last trade statistics If it is set to No,the trades originated by Mid- Price trading are NOT to be considered in the last trade statistics.

Definition at line 101 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ midPriceOfficialPriceFlag

TI_FLAG::Enum midPriceOfficialPriceFlag

If it is set to Yes,the trades originated by Mid- Price trading are to be considered in the official price calculations If it is set to No, the trades originated by Mid- Price trading are NOT to be considered in the official price calculations.

Definition at line 104 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ midPriceStatisticFlag

TI_FLAG::Enum midPriceStatisticFlag

Flag indicating whether the trades originated by Mid-Price trading are to be considered in the calculation of statistics or not.

Definition at line 98 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ rfqEnabled

TI_FLAG::Enum rfqEnabled

Flag indicating whether Rfqs are enabled or not on this instrument class on this section.

Definition at line 77 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ rFQLastTradeFlag

TI_FLAG::Enum rFQLastTradeFlag

If it is set to Yes,the trades originated by RFQs are to be considered in the last trade statistics If it is set to No,the trades originated by RFQs are NOT to be considered in the last trade statistics.

Definition at line 89 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ rFQOfficialPriceFlag

TI_FLAG::Enum rFQOfficialPriceFlag

If it is set to Yes,the trades originated by RFQ's are to be considered in the official price calculations If it is set to No,the trades originated by RFQ's are NOT to be considered in the official price calculations.

Definition at line 95 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ rFQStatisticFlag

TI_FLAG::Enum rFQStatisticFlag

Flag indicating whether the trades originated by RFQs are to be considered in the calculation of statistics or not.

Definition at line 83 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 62 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ sortNumber

UInt32 sortNumber

Instrument class sorting number.

Definition at line 68 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.

◆ startDate

UInt32 startDate

Start of validity date.

Definition at line 71 of file SMP.Classes.CMF_INSTRUMENT_CLASS_SECTION.h.