CMF_MID_PRICE_FOK_ORDER_INFO Class Reference

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

Public Member Functions
	CMF_MID_PRICE_FOK_ORDER_INFO ()
	~CMF_MID_PRICE_FOK_ORDER_INFO ()
size_t	deserialize (const void *buf, size_t inLen)
std::string	toString () const
size_t	serializationBufSize () const
size_t	serialize (void *buf) const

Public Attributes
TI_MSG_INFO	orderMsgInfo
CMF_MEMBER_INFO	aggressor
CMF_MEMBER_INFO	provider
CMF_INSTRUMENT_INFO	instrument
CMF_ORDER_STATUS::Enum	orderStatus
TI_VERB::Enum	verb
CMF_ORDER_EVENT::Enum	event
Double	price
Double	yield
Double	qty
UInt16	numberOfDeals

Detailed Description

Definition at line 46 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

Constructor & Destructor Documentation

CMF_MID_PRICE_FOK_ORDER_INFO ( )

inline

Definition at line 49 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

~CMF_MID_PRICE_FOK_ORDER_INFO ( )

inline

Definition at line 53 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 96 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

CMF_MEMBER_INFO aggressor

Member's ID of the Aggressor.

Definition at line 60 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

CMF_ORDER_EVENT::Enum event

Action applied to the Mid Price FOK order.

Definition at line 75 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 66 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

UInt16 numberOfDeals

Number of deals generated.

Definition at line 87 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

TI_MSG_INFO orderMsgInfo

Data identifying the Mid Price FOK order.

Definition at line 57 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

CMF_ORDER_STATUS::Enum orderStatus

Processing status of the order.

Definition at line 69 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

Double price

Price of the order.

Definition at line 78 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

CMF_MEMBER_INFO provider

Member's ID of the Provider.

Definition at line 63 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

Double qty

Quantity of the order.

Definition at line 84 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

TI_VERB::Enum verb

Specifies whether it is a buy or sell order.

Definition at line 72 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

Double yield

Yield of the order.

Definition at line 81 of file SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h.

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

• include/OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_MID_PRICE_FOK_ORDER_INFO.h