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

Public Member Functions

 CMF_LAST_DEAL ()
virtual ~CMF_LAST_DEAL ()
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_LAST_DEALclone () const
virtual CMF_LAST_DEALclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

UInt32 dealMsgId
CMF_INSTRUMENT_INFO instrument
UInt32 sectionId
CMF_DEAL_TRADING_INFO lastTradingInfo
TI_EXEC_TREND::Enum trend
TI_LAST_DEAL_VERB::Enum verb
UInt64 dealTime
TI_TRADE_TYPE::Enum tradeType
std::string micCode
CMF_WAIVER_INDICATOR::Enum waiverIndicator
CMF_DEAL_STATUS::Enum status
CMF_PRICE_NOTATION::Enum priceNotation
std::string currency

Detailed Description

Definition at line 47 of file SMP.Classes.CMF_LAST_DEAL.h.

Constructor & Destructor Documentation

◆ CMF_LAST_DEAL()

CMF_LAST_DEAL ( )
inline

Definition at line 50 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ ~CMF_LAST_DEAL()

virtual ~CMF_LAST_DEAL ( )
inlinevirtual

Definition at line 56 of file SMP.Classes.CMF_LAST_DEAL.h.

Member Function Documentation

◆ clone() [1/2]

virtual CMF_LAST_DEAL * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual CMF_LAST_DEAL * 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 59 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 111 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ currency

std::string currency

Alphanumeric identification code of the currency.

Definition at line 102 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ dealMsgId

UInt32 dealMsgId

ID of the last deal.

Definition at line 66 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ dealTime

UInt64 dealTime

Time at which the deal was closed.

Definition at line 84 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 69 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ lastTradingInfo

CMF_DEAL_TRADING_INFO lastTradingInfo

Price, Yield and Quantity of the last deal concluded on the market.

Definition at line 75 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ micCode

std::string micCode

MIC (Market Identifier Code) Code.

Definition at line 90 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ priceNotation

CMF_PRICE_NOTATION::Enum priceNotation

Price notation.

Definition at line 99 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 72 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ status

Status of the deal.

Definition at line 96 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ tradeType

Specifies whether the last deal refers to normal trading activity or to a RFQ....

Definition at line 87 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ trend

Indicator of the trend for the deal,which follows the quotation type (price,yield,...)

Definition at line 78 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ verb

Specifies whether it is a bid or ask deal and refers to the Aggressor. For the Mid Price deals the value is None.

Definition at line 81 of file SMP.Classes.CMF_LAST_DEAL.h.

◆ waiverIndicator

CMF_WAIVER_INDICATOR::Enum waiverIndicator

Waiver Indicator.

Definition at line 93 of file SMP.Classes.CMF_LAST_DEAL.h.