CMF_TRADE_FUTURE_INFO Class Reference

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

Public Member Functions
	CMF_TRADE_FUTURE_INFO ()
	~CMF_TRADE_FUTURE_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	tradeFutureInfo
CMF_THIRD_PARTY_INFO::Enum	thirdPartyInfo
UInt32	dealId
CMF_TRADE_MEMBER_INFO	provider
CMF_TRADE_MEMBER_INFO	aggressor
Double	futurePrice
Double	qty
UInt32	instrumentId
UInt32	financialInstrumentId
std::string	financialInstrumentCode
TI_VERB::Enum	verb
TI_FILL_STATUS::Enum	status
CMF_MATCH_MODE::Enum	fillMode
UInt32	rounding
std::string	currency
UInt32	cashTradeId
CMF_EXEC_TYPE::Enum	execType
std::string	excContrNumber
UInt64	excContrTime
UInt64	updateTime

Detailed Description

Definition at line 45 of file SMP.Substructures.CMF_TRADE_FUTURE_INFO.h.

Constructor & Destructor Documentation

CMF_TRADE_FUTURE_INFO ( )

inline

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

~CMF_TRADE_FUTURE_INFO ( )

inline

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

Member Function Documentation

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

size_t serializationBufSize ( ) const

inline

Definition at line 125 of file SMP.Substructures.CMF_TRADE_FUTURE_INFO.h.

size_t serialize

(

void *

buf

)

const

std::string toString

(

)

const

Provides string presentation.

Member Data Documentation

CMF_TRADE_MEMBER_INFO aggressor

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

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

UInt32 cashTradeId

Id of the Cash Trade.

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

std::string currency

Code indicating the currency in which the deal has been closed.

Definition at line 101 of file SMP.Substructures.CMF_TRADE_FUTURE_INFO.h.

UInt32 dealId

ID of the related deal.

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

std::string excContrNumber

Broker Future Contract Number.

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

UInt64 excContrTime

Time at which the Future contract was executed.

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

CMF_EXEC_TYPE::Enum execType

Specifies the trade status referred to the Futures Bridge.

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

CMF_MATCH_MODE::Enum fillMode

Type of match (automatic or manual)

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

std::string financialInstrumentCode

Code of the financial instrument (Future Delivery)

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

UInt32 financialInstrumentId

Unique ID of the financial instrument (Future Delivery)

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

Double futurePrice

Price of future deal.

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

UInt32 instrumentId

Unique ID of the tradable instrument (Basis)

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

CMF_TRADE_MEMBER_INFO provider

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

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

Double qty

Not rounded result of the formula calculating the number of future lots.

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

UInt32 rounding

Integer rounded value of field 'Qty' above used as number of future lots applied to the relevant future Exchange.

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

TI_FILL_STATUS::Enum status

Status of the trade.

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

CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo

Third Party contract type.

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

TI_MSG_INFO tradeFutureInfo

Data identifying the trade.

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

UInt64 updateTime

Time at which the data was last updated.

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

TI_VERB::Enum verb

Specifies whether it is a buy or sell trade (Referred to the member who receives the information)

Definition at line 89 of file SMP.Substructures.CMF_TRADE_FUTURE_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_TRADE_FUTURE_INFO.h