CMF_LAST_DEAL Class Reference

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

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_DEAL *	clone () const
virtual CMF_LAST_DEAL *	clone (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 ( )

inline

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

virtual ~CMF_LAST_DEAL ( )

inlinevirtual

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

Member Function Documentation

virtual CMF_LAST_DEAL* clone ( ) const

virtual

Implements Class.

virtual CMF_LAST_DEAL* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 59 of file SMP.Classes.CMF_LAST_DEAL.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

std::string currency

Alphanumeric identification code of the currency.

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

UInt32 dealMsgId

ID of the last deal.

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

UInt64 dealTime

Time at which the deal was closed.

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

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

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.

std::string micCode

MIC (Market Identifier Code) Code.

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

CMF_PRICE_NOTATION::Enum priceNotation

Price notation.

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

UInt32 sectionId

Unique ID of the section.

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

CMF_DEAL_STATUS::Enum status

Status of the deal.

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

TI_TRADE_TYPE::Enum 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.

TI_EXEC_TREND::Enum 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.

TI_LAST_DEAL_VERB::Enum 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.

CMF_WAIVER_INDICATOR::Enum waiverIndicator

Waiver Indicator.

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

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

• include/OnixS/MTS/Cash/SDP/Classes/SMP.Classes.CMF_LAST_DEAL.h