OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h
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1 #pragma once
2 /*
3 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4 *
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14 * of this source code or associated reference material to any other location for further reproduction
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
35 
36 
37 namespace OnixS {
38 namespace Mts {
39 namespace Repo {
40 namespace SDP {
41 
42 
43 
44 ///
46 {
47 public:
49  providerInfo(20)
50 
51  {
52  buySideMemberCode.reserve(12);
53  buySideTraderName.reserve(12);
54  sellSideMemberCode.reserve(12);
55  sellSideMemberDesc.reserve(36);
56  sellSideMemberShortDesc.reserve(12);
57  sellSideTraderName.reserve(12);
58  sellSideClearingHouseCode.reserve(12);
59  sellSideClearingHouseDesc.reserve(36);
60  sellSideClearingHouseShortDesc.reserve(12);
61  clientRfcqId.reserve(50);
62  comment.reserve(100);
63  userInfo1.reserve(100);
64  userInfo2.reserve(100);
65  clearingAgentDes.reserve(20);
66  }
67 
69 
70  /// Unique ID of the member the RFCQ summary is addressed to
72 
73  /// Unique ID of the trader of the buy side member
75 
76  /// Unique ID code of the buy side member (ABI/MTS coding)
77  std::string buySideMemberCode; // maxSize = 12
78 
79  /// Name of the trader of the buy side member
80  std::string buySideTraderName; // maxSize = 12
81 
82  /// RFCQ Request Info
84 
85  /// RFCQ Type (Outright, Double Sided, MultiLeg)
87 
88  /// RFCQ Origin(From Scratch, From Book)
90 
91  /// Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
93 
94  /// Time at which the MultiLeg RFCQ will start
95  UInt64 dueInTimeout; // UTIME presentation
96 
97  /// Unique ID of the trading list of bonds
99 
100  /// Unique ID of the trading leg
102 
103  /// If True, messages have been exchanged during the RFCQ among the buy side member and one or more sell side members
105 
106  /// Specifies if in the RFCQ the configured Haircut will be used
108 
109  /// In case of accepted RFCQ,it is the ID of the sell side member with whom the deal has been made
111 
112  /// Unique ID code of the sell side member (ABI/MTS coding)
113  std::string sellSideMemberCode; // maxSize = 12
114 
115  /// Long description of the sell side member with whom the deal has been made
116  std::string sellSideMemberDesc; // maxSize = 36
117 
118  /// Short description of the sell side member with whom the deal has been made
119  std::string sellSideMemberShortDesc; // maxSize = 12
120 
121  /// Unique name of the trader of the sell side member with whom the deal has been made
122  std::string sellSideTraderName; // maxSize = 12
123 
124  /// Unique ID of the Clearing House
126 
127  /// ABI/MTS code of the Clearing House
128  std::string sellSideClearingHouseCode; // maxSize = 12
129 
130  /// Description of the Clearing House
131  std::string sellSideClearingHouseDesc; // maxSize = 36
132 
133  /// Short description of the Clearing House
134  std::string sellSideClearingHouseShortDesc; // maxSize = 12
135 
136  /// Specifies the final status of the RFCQ
138 
139  /// Closing time of the RFCQ
140  UInt64 closingTime; // UTIME presentation
141 
142  /// Number of sell side members the RFCQ was addressed to
144 
145  /// Number of sell side members who took part in the RFCQ
147 
148  /// Client specific information
149  std::string clientRfcqId; // maxSize = 50
150 
151  /// Delay between the RFCQ creation time and the time at which the first quote was received
153 
154  /// In case of accepted RFCQ, it is the timestamp of the RFCQ book that contained the hit/lifted quote
155  UInt64 bookTimestamp; // UTIME presentation
156 
157  /// Rate cover value (only for Outright RFCQs)
158  Double rateCoverValue; // DOUBLE presentation
159 
160  /// Trading List - Number of legs
162 
163  /// Leg Summary information
165 
166  /// Provider information
167  static const size_t providerInfoSize = 20;
168  std::vector<REPO_RFCQ_PROVIDER_INFO> providerInfo;
169 
170  /// Free Text
171  std::string comment; // maxSize = 100
172 
173  /// Client Free Text
174  std::string userInfo1; // maxSize = 100
175 
176  /// Client Free Text
177  std::string userInfo2; // maxSize = 100
178 
179  /// Clearing Agent Id
181 
182  /// Clearing Agent description
183  std::string clearingAgentDes; // maxSize = 20
184 
185 
186  ///
187  size_t deserialize(const void* buf, size_t inLen);
188 
189  /// Provides string presentation
190  std::string toString () const;
191 
192  ///
193  size_t serializationBufSize() const { return 4940; }
194 
195  ///
196  size_t serialize(void* buf) const;
197 
198 };
199 
200 
201 
202 
203 }
204 }
205 }
206 }
UInt32 sellSideMemberId
In case of accepted RFCQ,it is the ID of the sell side member with whom the deal has been made...
UInt64 bookTimestamp
In case of accepted RFCQ, it is the timestamp of the RFCQ book that contained the hit/lifted quote...
UInt32 delay
Delay between the RFCQ creation time and the time at which the first quote was received.
unsigned short UInt16
Definition: Defines.h:45
UInt32 buySideMemberId
Unique ID of the member the RFCQ summary is addressed to.
std::string sellSideTraderName
Unique name of the trader of the sell side member with whom the deal has been made.
unsigned long long UInt64
Definition: Defines.h:47
std::string buySideMemberCode
Unique ID code of the buy side member (ABI/MTS coding)
UInt16 participatingSellSideNr
Number of sell side members who took part in the RFCQ.
std::string sellSideMemberDesc
Long description of the sell side member with whom the deal has been made.
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Double Sided, MultiLeg)
TI_FLAG::Enum applyHaircutFg
Specifies if in the RFCQ the configured Haircut will be used.
unsigned int UInt32
Definition: Defines.h:46
TI_RFCQ_ORIGIN::Enum rfcqOrigin
RFCQ Origin(From Scratch, From Book)
std::string sellSideMemberCode
Unique ID code of the sell side member (ABI/MTS coding)
UInt16 sellSideNr
Number of sell side members the RFCQ was addressed to.
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
std::string sellSideClearingHouseShortDesc
Short description of the Clearing House.
std::string sellSideMemberShortDesc
Short description of the sell side member with whom the deal has been made.
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ among the buy side member and one or more sell ...