CMF_RFQ_INFO Class Reference

Public Member Functions
	CMF_RFQ_INFO ()
	~CMF_RFQ_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	rfqMsgInfo
TI_IN_OUT_FLAG::Enum	inOutFlag
CMF_MEMBER_INFO	provider
CMF_MEMBER_INFO	aggressor
UInt32	aggressorSponsorId
UInt32	providerSponsorId
TI_FLAG::Enum	firstLegClearingHouseFg
TI_FLAG::Enum	secondLegClearingHouseFg
CMF_INSTRUMENT_INFO	instrument
CMF_RFQ_TYPE::Enum	rfqType
TI_RFQ_EVENT::Enum	event
TI_RFQ_STATUS::Enum	rfqStatus
TI_RFQ_SUBSTATUS::Enum	aggressorRfqSubStatus
TI_RFQ_SUBSTATUS::Enum	providerRfqSubStatus
TI_VERB::Enum	verb
CMF_RFQ_DATA	reqRfq
CMF_RFQ_DATA	respRfq
UInt32	rfqTimeout
UInt64	updateTime
TI_FLAG::Enum	bilateralOnlyFlag

Detailed Description

Definition at line 48 of file SMP.Substructures.CMF_RFQ_INFO.h.

Constructor & Destructor Documentation

CMF_RFQ_INFO()

CMF_RFQ_INFO ( )

inline

Definition at line 51 of file SMP.Substructures.CMF_RFQ_INFO.h.

~CMF_RFQ_INFO()

~CMF_RFQ_INFO ( )

inline

Definition at line 55 of file SMP.Substructures.CMF_RFQ_INFO.h.

Member Function Documentation

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

serializationBufSize()

size_t serializationBufSize ( ) const

inline

Definition at line 125 of file SMP.Substructures.CMF_RFQ_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

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

Definition at line 68 of file SMP.Substructures.CMF_RFQ_INFO.h.

aggressorRfqSubStatus

TI_RFQ_SUBSTATUS::Enum aggressorRfqSubStatus

Substatus of the RFQ (aggressor side)

Definition at line 95 of file SMP.Substructures.CMF_RFQ_INFO.h.

aggressorSponsorId

UInt32 aggressorSponsorId

Third Party Sponsor of the Aggressor.

Definition at line 71 of file SMP.Substructures.CMF_RFQ_INFO.h.

bilateralOnlyFlag

TI_FLAG::Enum bilateralOnlyFlag

For future use.

Definition at line 116 of file SMP.Substructures.CMF_RFQ_INFO.h.

event

TI_RFQ_EVENT::Enum event

Action applied to the RFQ.

Definition at line 89 of file SMP.Substructures.CMF_RFQ_INFO.h.

firstLegClearingHouseFg

TI_FLAG::Enum firstLegClearingHouseFg

Specifies whether the first leg is settled in clearing house.

Definition at line 77 of file SMP.Substructures.CMF_RFQ_INFO.h.

inOutFlag

TI_IN_OUT_FLAG::Enum inOutFlag

Indicates whether it is an incoming (IN) RFQ or an outgoing (OUT) RFQ.

Definition at line 62 of file SMP.Substructures.CMF_RFQ_INFO.h.

instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 83 of file SMP.Substructures.CMF_RFQ_INFO.h.

provider

CMF_MEMBER_INFO provider

ID of the member receiving the RFQ (the member can be the Agent's Client too)

Definition at line 65 of file SMP.Substructures.CMF_RFQ_INFO.h.

providerRfqSubStatus

TI_RFQ_SUBSTATUS::Enum providerRfqSubStatus

Substatus of the RFQ (provider side)

Definition at line 98 of file SMP.Substructures.CMF_RFQ_INFO.h.

providerSponsorId

UInt32 providerSponsorId

Third Party Sponsor of the Provider.

Definition at line 74 of file SMP.Substructures.CMF_RFQ_INFO.h.

reqRfq

CMF_RFQ_DATA reqRfq

Data identifying the RFQ (Aggressor/Sender)

Definition at line 104 of file SMP.Substructures.CMF_RFQ_INFO.h.

respRfq

CMF_RFQ_DATA respRfq

Data identifying the response to the RFQ (Provider/Receiver)

Definition at line 107 of file SMP.Substructures.CMF_RFQ_INFO.h.

rfqMsgInfo

TI_MSG_INFO rfqMsgInfo

Data identifying the RFQ.

Definition at line 59 of file SMP.Substructures.CMF_RFQ_INFO.h.

rfqStatus

TI_RFQ_STATUS::Enum rfqStatus

Status of the RFQ.

Definition at line 92 of file SMP.Substructures.CMF_RFQ_INFO.h.

rfqTimeout

UInt32 rfqTimeout

Timeout of the RFQ (expressed in seconds)

Definition at line 110 of file SMP.Substructures.CMF_RFQ_INFO.h.

rfqType

CMF_RFQ_TYPE::Enum rfqType

RfQ type (from scratch o from best)

Definition at line 86 of file SMP.Substructures.CMF_RFQ_INFO.h.

secondLegClearingHouseFg

TI_FLAG::Enum secondLegClearingHouseFg

Specifies whether the second leg is settled in clearing house.

Definition at line 80 of file SMP.Substructures.CMF_RFQ_INFO.h.

updateTime

UInt64 updateTime

Time at which the data were last updated.

Definition at line 113 of file SMP.Substructures.CMF_RFQ_INFO.h.

verb

TI_VERB::Enum verb

Specifies whether it is a buy or sell RFQ 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 101 of file SMP.Substructures.CMF_RFQ_INFO.h.