CMF_ORDER_INFO Class Reference

Public Member Functions
	CMF_ORDER_INFO ()
	~CMF_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
TI_IN_OUT_FLAG::Enum	inOutFlag
CMF_MEMBER_INFO	aggressor
CMF_MEMBER_INFO	provider
UInt32	aggressorSponsorId
UInt32	providerSponsorId
TI_FLAG::Enum	firstLegClearingHouseFg
TI_FLAG::Enum	secondLegClearingHouseFg
UInt32	quoteMsgId
CMF_INSTRUMENT_INFO	instrument
CMF_ORDER_STATUS::Enum	orderStatus
TI_VERB::Enum	verb
CMF_ORDER_EVENT::Enum	event
CMF_ORDER_TYPE::Enum	orderType
UInt32	orderTimeout
UInt64	updateTime
Double	price
Double	yield
Double	qty
Double	remainingQty
Double	fillQty
UInt16	numberOfDeals

Detailed Description

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

Constructor & Destructor Documentation

CMF_ORDER_INFO()

CMF_ORDER_INFO ( )

inline

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

~CMF_ORDER_INFO()

~CMF_ORDER_INFO ( )

inline

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

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

Definition at line 129 of file SMP.Substructures.CMF_ORDER_INFO.h.

serialize()

size_t serialize

(

void *

buf

)

const

toString()

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

aggressor

CMF_MEMBER_INFO aggressor

Member's ID of the Provider (the member can be the Agent's Client or a Third Party Client too)

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

aggressorSponsorId

UInt32 aggressorSponsorId

Third Party Sponsor of the Aggressor.

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

event

CMF_ORDER_EVENT::Enum event

Action applied to the FAK/AON order.

Definition at line 93 of file SMP.Substructures.CMF_ORDER_INFO.h.

fillQty

Double fillQty

Quantity of FAK/AON order carried out; to ignore when OrderStatus is InProgress.

Definition at line 117 of file SMP.Substructures.CMF_ORDER_INFO.h.

firstLegClearingHouseFg

TI_FLAG::Enum firstLegClearingHouseFg

Specifies whether the first leg is settled in clearing house.

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

inOutFlag

TI_IN_OUT_FLAG::Enum inOutFlag

Indicates whether it is an incoming FAK/AON order (IN) or an outgoing FAK/AON order (OUT)

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

instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

numberOfDeals

UInt16 numberOfDeals

Number of deals generated.

Definition at line 120 of file SMP.Substructures.CMF_ORDER_INFO.h.

orderMsgInfo

TI_MSG_INFO orderMsgInfo

Data identifying the FAK/AON order.

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

orderStatus

CMF_ORDER_STATUS::Enum orderStatus

Processing status of the FAK/AON order.

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

orderTimeout

UInt32 orderTimeout

Duration of the non compliant FAK/AON order (expressed in seconds) and provided for information.

Definition at line 99 of file SMP.Substructures.CMF_ORDER_INFO.h.

orderType

CMF_ORDER_TYPE::Enum orderType

Type of order (e.g. FAK,AON,...)

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

price

Double price

Price of the FAK/AON order.

Definition at line 105 of file SMP.Substructures.CMF_ORDER_INFO.h.

provider

CMF_MEMBER_INFO provider

Member's ID of the Aggressor(the member can be the Agent's Client or a Third Party Client too)

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

providerSponsorId

UInt32 providerSponsorId

Third Party Sponsor of the Provider.

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

qty

Double qty

Quantity of the FAK/AON order.

Definition at line 111 of file SMP.Substructures.CMF_ORDER_INFO.h.

quoteMsgId

UInt32 quoteMsgId

Sequential number of the quote.

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

remainingQty

Double remainingQty

Quantity of the FAK/AON order not filled (PartFilled/Rejected/Refused case)

Definition at line 114 of file SMP.Substructures.CMF_ORDER_INFO.h.

secondLegClearingHouseFg

TI_FLAG::Enum secondLegClearingHouseFg

Specifies whether the second leg is settled in clearing house.

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

updateTime

UInt64 updateTime

Time at which the last change was made to the non compliant FAK/AON order.

Definition at line 102 of file SMP.Substructures.CMF_ORDER_INFO.h.

verb

TI_VERB::Enum verb

Specifies whether it is a buy or sell FAK/AON order and is set from the receiving member's viewpoint. This means that the Verb field has different values for the aggressor and the provider,and reflects the type of operation (buy or sell) actually performed by the receiving member.

Definition at line 90 of file SMP.Substructures.CMF_ORDER_INFO.h.

yield

Double yield

Yield of the FAK/AON order.

Definition at line 108 of file SMP.Substructures.CMF_ORDER_INFO.h.