CMF_PRETRADE_LIMIT Class Reference

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

Public Attributes
UInt32	instrumentId
Double	firmQuotesCap
Double	fASOrdersCap
Double	fAKFOKOrdersCap
Double	rFQsCap
Double	mPFASOrdersCap
Double	mPFOKOrdersCap
UInt32	updateDate
UInt64	updateTime

Detailed Description

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

Constructor & Destructor Documentation

CMF_PRETRADE_LIMIT()

CMF_PRETRADE_LIMIT ( )

inline

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

~CMF_PRETRADE_LIMIT()

virtual ~CMF_PRETRADE_LIMIT ( )

inlinevirtual

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

Member Function Documentation

clone() [1/2]

virtual CMF_PRETRADE_LIMIT * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_PRETRADE_LIMIT * 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_PRETRADE_LIMIT.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

fAKFOKOrdersCap

Double fAKFOKOrdersCap

FAK/AON (FOK) Orders Quantity Limit.

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

fASOrdersCap

Double fASOrdersCap

FAS Orders Quantity Limit.

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

firmQuotesCap

Double firmQuotesCap

Firm Quotes Quantity Limit.

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

instrumentId

UInt32 instrumentId

Unique ID of the tradable instrument.

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

mPFASOrdersCap

Double mPFASOrdersCap

Mid Price FAS Orders Quantity Limit.

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

mPFOKOrdersCap

Double mPFOKOrdersCap

Mid Price AON (FOK) Orders Quantity Limit.

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

rFQsCap

Double rFQsCap

RFQs Quantity Limit.

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

updateDate

UInt32 updateDate

Last update date.

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

updateTime

UInt64 updateTime

Last update time.

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