OnixS C++ MTS Cash SDP Handler 1.9.0
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CMF_LIQUID_INSTRUMENT_THRESHOLDS Class Reference

Public Member Functions

 CMF_LIQUID_INSTRUMENT_THRESHOLDS ()
virtual ~CMF_LIQUID_INSTRUMENT_THRESHOLDS ()
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_LIQUID_INSTRUMENT_THRESHOLDSclone () const
virtual CMF_LIQUID_INSTRUMENT_THRESHOLDSclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

UInt32 instrumentId
UInt32 financialInstrumentId
UInt16 sectionId
UInt16 areaCodeId
TI_FLAG::Enum liquidFg
TI_FLAG::Enum mMIFg
Double eCBFxRate
Double sSTIPreTradeQty
Double sSTIPostTradeQty
Double lISPreTradeQty
Double lISPostTradeQty
UInt16 lISCategory
std::string ratingCategory
std::string creditRating
UInt16 eSMAGroupId
UInt16 groupId
std::string lISCurrency
CMF_VALUE lIS
CMF_VALUE lIS1
CMF_VALUE lIS2
CMF_VALUE lIS3
CMF_VALUE lIS4
CMF_VALUE lIS5
CMF_VALUE lIS6
CMF_VALUE lIS7
CMF_VALUE lIS8
CMF_VALUE lIS9
CMF_VALUE lIS10
TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral
TI_POST_TRADE_DEFERRAL::Enum exemptedPostTradeTransparencySuperDeferral
TI_SUPER_DEFERRAL_EXTENDED_DEFERRAL_TIME superDeferralExtendedDeferralTime

Detailed Description

Constructor & Destructor Documentation

◆ CMF_LIQUID_INSTRUMENT_THRESHOLDS()

◆ ~CMF_LIQUID_INSTRUMENT_THRESHOLDS()

virtual ~CMF_LIQUID_INSTRUMENT_THRESHOLDS ( )
inlinevirtual

Member Function Documentation

◆ clone() [1/2]

virtual CMF_LIQUID_INSTRUMENT_THRESHOLDS * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual CMF_LIQUID_INSTRUMENT_THRESHOLDS * 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 70 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 194 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ areaCodeId

UInt16 areaCodeId

Unique ID of the Area Code.

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

◆ atAboveLIS1PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLIS1PostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: LIS1 less than X less than or equal to LIS2 (UK) or LIS1 less than or equal to X less than LIS2 (EU)

Definition at line 170 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ atAboveLIS2PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLIS2PostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: LIS2 less than X less than or equal to LIS3 (UK) or LIS2 less than or equal to X less than LIS3 (EU)

Definition at line 173 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ atAboveLIS3PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLIS3PostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: X greater than LIS3 (UK) or X greater than or equal to LIS3 (EU)

Definition at line 176 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ atAboveLISPostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum atAboveLISPostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: X greater than or equal to LIS. Relevant for area code UK.

Definition at line 164 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ aTBelowLIS1PostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum aTBelowLIS1PostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: X less than or equal to LIS1 (UK) or X less than LIS1 (EU)

Definition at line 167 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ belowLISPostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum belowLISPostTradeDeferral

Post-Trade Deferral value in case the trade size (X) is: X less than LIS. Relevant for area code UK.

Definition at line 161 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ creditRating

std::string creditRating

Credit rating.

Definition at line 116 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ eCBFxRate

Double eCBFxRate

ECB Exchange rate between the Financial Instrument currency and the LIS Currency.

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

◆ eSMAGroupId

UInt16 eSMAGroupId

ESMA group number.

Definition at line 119 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ exemptedPostTradeTransparencySuperDeferral

TI_POST_TRADE_DEFERRAL::Enum exemptedPostTradeTransparencySuperDeferral

Exempted Post-Trade Transparency Super Deferral.

Definition at line 182 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the Financial Instrument.

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

◆ groupId

UInt16 groupId

Group id.

Definition at line 122 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ instrumentId

UInt32 instrumentId

Unique ID of the Tradable Instrument.

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

◆ liquidFg

TI_FLAG::Enum liquidFg

Liquid flag.

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

◆ lIS

CMF_VALUE lIS

LIS value.

Definition at line 128 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS1

CMF_VALUE lIS1

LIS1 value.

Definition at line 131 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS10

CMF_VALUE lIS10

LIS10 value (for Future Use)

Definition at line 158 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS2

CMF_VALUE lIS2

LIS2 value.

Definition at line 134 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS3

CMF_VALUE lIS3

LIS3 value.

Definition at line 137 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS4

CMF_VALUE lIS4

LIS4 value (for Future Use)

Definition at line 140 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS5

CMF_VALUE lIS5

LIS5 value (for Future Use)

Definition at line 143 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS6

CMF_VALUE lIS6

LIS6 value (for Future Use)

Definition at line 146 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS7

CMF_VALUE lIS7

LIS7 value (for Future Use)

Definition at line 149 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS8

CMF_VALUE lIS8

LIS8 value (for Future Use)

Definition at line 152 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lIS9

CMF_VALUE lIS9

LIS9 value (for Future Use)

Definition at line 155 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISCategory

UInt16 lISCategory

LIS category.

Definition at line 110 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISCurrency

std::string lISCurrency

LIS currency.

Definition at line 125 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISPostTradeQty

Double lISPostTradeQty

LIS threshold level for post-trade transparency.

Definition at line 107 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ lISPreTradeQty

Double lISPreTradeQty

LIS threshold level for pre-trade transparency.

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

◆ mMIFg

MMI flag.

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

◆ noLISPostTradeDeferral

TI_POST_TRADE_DEFERRAL::Enum noLISPostTradeDeferral

Value of the Post-Trade Deferral field in case of No LIS. Relevant for EU.

Definition at line 179 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.

◆ ratingCategory

std::string ratingCategory

Rating category.

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

◆ sectionId

UInt16 sectionId

Unique ID of the Section.

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

◆ sSTIPostTradeQty

Double sSTIPostTradeQty

SSTI threshold level for post-trade transparency.

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

◆ sSTIPreTradeQty

Double sSTIPreTradeQty

SSTI threshold level for pre-trade transparency.

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

◆ superDeferralExtendedDeferralTime

TI_SUPER_DEFERRAL_EXTENDED_DEFERRAL_TIME superDeferralExtendedDeferralTime

Super Deferral Extended Deferral Time.

Definition at line 185 of file SMP.Classes.CMF_LIQUID_INSTRUMENT_THRESHOLDS.h.