OnixS C++ MTS Cash SDP Handler 1.8.0
API documentation
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CMF_TRADE_FUTURE_INFO Class Reference

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()

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

◆ ~CMF_TRADE_FUTURE_INFO()

~CMF_TRADE_FUTURE_INFO ( )
inline

Definition at line 55 of file SMP.Substructures.CMF_TRADE_FUTURE_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_TRADE_FUTURE_INFO.h.

◆ serialize()

size_t serialize ( void * buf) const

◆ toString()

std::string toString ( ) const

Provides string presentation.

Member Data Documentation

◆ 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.

◆ cashTradeId

UInt32 cashTradeId

Id of the Cash Trade.

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

◆ currency

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.

◆ dealId

UInt32 dealId

ID of the related deal.

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

◆ excContrNumber

std::string excContrNumber

Broker Future Contract Number.

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

◆ excContrTime

UInt64 excContrTime

Time at which the Future contract was executed.

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

◆ execType

Specifies the trade status referred to the Futures Bridge.

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

◆ fillMode

Type of match (automatic or manual)

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

◆ financialInstrumentCode

std::string financialInstrumentCode

Code of the financial instrument (Future Delivery)

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

◆ financialInstrumentId

UInt32 financialInstrumentId

Unique ID of the financial instrument (Future Delivery)

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

◆ futurePrice

Double futurePrice

Price of future deal.

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

◆ instrumentId

UInt32 instrumentId

Unique ID of the tradable instrument (Basis)

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

◆ 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.

◆ qty

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.

◆ rounding

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.

◆ status

Status of the trade.

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

◆ thirdPartyInfo

Third Party contract type.

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

◆ tradeFutureInfo

TI_MSG_INFO tradeFutureInfo

Data identifying the trade.

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

◆ updateTime

UInt64 updateTime

Time at which the data was last updated.

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

◆ 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.