CMF_MARKET_PARAMS Class Reference

Public Member Functions
	CMF_MARKET_PARAMS ()
virtual	~CMF_MARKET_PARAMS ()
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_MARKET_PARAMS *	clone () const
virtual CMF_MARKET_PARAMS *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	sectionId
TI_FLAG::Enum	benchmarkFlag
UInt16	depthLength
TI_FLAG::Enum	strikerQuotingFg
TI_FLAG::Enum	strikerDoubleSidedQuotesFg
TI_FLAG::Enum	enableMatchFAKOnStrikerPriceFg
TI_FLAG::Enum	tPCTradingFg
UInt32	orderTimer
TI_FLAG::Enum	rfqEnabled
UInt32	rFQTimer
UInt32	rFQRequesterTimer
UInt16	maxNumFAS
UInt16	maxNumMidPriceFASOrders
UInt16	maxNumProposal
UInt16	maxNumReactivation
TI_FLAG::Enum	midPriceFokOrderFg
Double	minPriceMarkUpTick
Double	minFlatFeeMarkUpTick

Detailed Description

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

Constructor & Destructor Documentation

CMF_MARKET_PARAMS()

CMF_MARKET_PARAMS ( )

inline

Definition at line 48 of file SMP.Classes.CMF_MARKET_PARAMS.h.

~CMF_MARKET_PARAMS()

virtual ~CMF_MARKET_PARAMS ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual CMF_MARKET_PARAMS * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_MARKET_PARAMS * 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_MARKET_PARAMS.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

benchmarkFlag

TI_FLAG::Enum benchmarkFlag

Flag indicating whether the market is a Benchmark market or a domestic market.

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

depthLength

UInt16 depthLength

Length of the market depth (per section)

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

enableMatchFAKOnStrikerPriceFg

TI_FLAG::Enum enableMatchFAKOnStrikerPriceFg

Flag indicating whether matching between FAK orders and quotes with striker prices is enabled or not.

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

maxNumFAS

UInt16 maxNumFAS

Maximum number of FAS orders. If it is zero,for the related Section,FAS Orders are disabled.

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

maxNumMidPriceFASOrders

UInt16 maxNumMidPriceFASOrders

Maximum number of Mid Price FAS orders that can be simultaneously active for a market member.

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

maxNumProposal

UInt16 maxNumProposal

Maximum number of proposals that a member may have on the market at the same time. "Locked" and "cancelled" proposals are not considered in the count by the system.

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

maxNumReactivation

UInt16 maxNumReactivation

Maximum number of reactivations that a member may apply to another member for Exceeded Credit Lines.

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

midPriceFokOrderFg

TI_FLAG::Enum midPriceFokOrderFg

Flag indicating whether mid price FOK orders are enabled or not.

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

minFlatFeeMarkUpTick

Double minFlatFeeMarkUpTick

Minimum Flat Fee Mark Up Tick.

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

minPriceMarkUpTick

Double minPriceMarkUpTick

Minimum Price Mark Up Tick.

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

orderTimer

UInt32 orderTimer

Number of seconds for manual acception of order. Number of seconds for responding to an RFQ by the Quoter.

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

rfqEnabled

TI_FLAG::Enum rfqEnabled

Flag indicating whether Rfqs are enabled or not.

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

rFQRequesterTimer

UInt32 rFQRequesterTimer

Number of seconds for manually accepting an RFQ by the Requester.

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

rFQTimer

UInt32 rFQTimer

Number of seconds for manual acception of RFQ.

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

sectionId

UInt32 sectionId

Unique ID of the section.

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

strikerDoubleSidedQuotesFg

TI_FLAG::Enum strikerDoubleSidedQuotesFg

Flag indicating whether double-sided quotes with striker prices are enabled or not.

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

strikerQuotingFg

TI_FLAG::Enum strikerQuotingFg

Flag indicating whether matching with striker prices is enabled on the section.

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

tPCTradingFg

TI_FLAG::Enum tPCTradingFg

Flag indicating whether Third Party Client CAT trading is enabled on the section.

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