OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
SMP.Substructures.REPO_RFCQ_SELL_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
15 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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20 
21 
22 /*
23 --------------
24 GENERATED FILE
25 --------------
26 */
27 
28 
29 #include <string>
34 
35 
36 namespace OnixS {
37 namespace Mts {
38 namespace Repo {
39 namespace SDP {
40 
41 
42 
43 ///
45 {
46 public:
48  {
49  sellSideMemberCode.reserve(12);
50  sellSideTraderName.reserve(12);
51  buySideMemberCode.reserve(12);
52  buySideMemberDesc.reserve(36);
53  buySideMemberShortDesc.reserve(12);
54  buySideTraderName.reserve(12);
55  buySideClearingHouseCode.reserve(12);
56  buySideClearingHouseDesc.reserve(36);
57  buySideClearingHouseShortDesc.reserve(12);
58  comment.reserve(100);
59  }
60 
62 
63  /// Unique ID of the member the RFCQ summary is addressed to
65 
66  /// Code of the sell side member the RFCQ summary is addressed to
67  std::string sellSideMemberCode; // maxSize = 12
68 
69  /// Unique ID of the trader of the sell side member
71 
72  /// Name of the trader of the sell side member
73  std::string sellSideTraderName; // maxSize = 12
74 
75  /// Unique ID of the RFCQ request
77 
78  /// Creation date of the RFCQ
80 
81  /// Creation time of the RFCQ
82  UInt64 creationTime; // UTIME presentation
83 
84  /// RFCQ Type (Outright, Double Sided, MultiLeg)
86 
87  /// RFCQ Origin(From Scratch, From Book)
89 
90  /// Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
92 
93  /// Time at which the MultiLeg RFCQ will start
94  UInt64 dueInTimeout; // UTIME presentation
95 
96  /// Unique ID of the trading list of bonds
98 
99  /// Unique ID of the trading leg
101 
102  /// If True, messages have been exchanged during the RFCQ betweenthe sell side member and the buy side member
104 
105  /// Unique ID of the buy side member
107 
108  /// Code of the buy side membe
109  std::string buySideMemberCode; // maxSize = 12
110 
111  /// Long description of the buy side member
112  std::string buySideMemberDesc; // maxSize = 36
113 
114  /// Short description of the buy side member
115  std::string buySideMemberShortDesc; // maxSize = 12
116 
117  /// Unique name of the trader of the buy side member
118  std::string buySideTraderName; // maxSize = 12
119 
120  /// Unique ID of the Clearing House
122 
123  /// ABI/MTS code of the Clearing House
124  std::string buySideClearingHouseCode; // maxSize = 12
125 
126  /// Description of the Clearing House
127  std::string buySideClearingHouseDesc; // maxSize = 36
128 
129  /// Short description of the Clearing House
130  std::string buySideClearingHouseShortDesc; // maxSize = 12
131 
132  /// Haircut value
133  Double haircut; // DOUBLE presentation
134 
135  /// Specifies the final status of the RFCQ
137 
138  /// Final status of the sell side member
140 
141  /// Closing time of the RFCQ
142  UInt64 closingTime; // UTIME presentation
143 
144  /// Number of sell side members the RFCQ was addressed to
146 
147  /// Number of sell side members who took part in the RFCQ
149 
150  /// Delay between the RFCQ creation time and the time of the first quote sent by the sell side member
152 
153  /// Delay between the first quote sent to the buy side member by the sell side member and the first quote sent by all other competing members
155 
156  /// Rate cover information (only for Outright RFCQs)
158 
159  /// Trading List - Number of legs
161 
162  /// Leg Summary information
164 
165  /// Free Text
166  std::string comment; // maxSize = 100
167 
168 
169  ///
170  size_t deserialize(const void* buf, size_t inLen);
171 
172  /// Provides string presentation
173  std::string toString () const;
174 
175  ///
176  size_t serializationBufSize() const { return 1128; }
177 
178  ///
179  size_t serialize(void* buf) const;
180 
181 };
182 
183 
184 
185 
186 }
187 }
188 }
189 }
std::string buySideTraderName
Unique name of the trader of the buy side member.
unsigned short UInt16
Definition: Defines.h:45
signed int SInt32
Definition: Defines.h:42
UInt32 delay
Delay between the RFCQ creation time and the time of the first quote sent by the sell side member...
unsigned long long UInt64
Definition: Defines.h:47
UInt16 dueInTime
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
TI_FLAG::Enum msgFg
If True, messages have been exchanged during the RFCQ betweenthe sell side member and the buy side me...
UInt32 sellSideMemberId
Unique ID of the member the RFCQ summary is addressed to.
SInt32 responseTimeDifference
Delay between the first quote sent to the buy side member by the sell side member and the first quote...
unsigned int UInt32
Definition: Defines.h:46
TI_RFCQ_REQUEST_STATUS::Enum finalStatus
Specifies the final status of the RFCQ.
TI_RFCQ_PROVIDER_STATUS::Enum providerStatus
Final status of the sell side member.
std::string sellSideMemberCode
Code of the sell side member the RFCQ summary is addressed to.
REPO_RFCQ_COVER_INFO rateCoverInfo
Rate cover information (only for Outright RFCQs)
#define ONIXS_MTS_REPO_SDP_API
Definition: ABI.h:49
TI_RFCQ_TYPE::Enum rfcqType
RFCQ Type (Outright, Double Sided, MultiLeg)
UInt16 sellSideNr
Number of sell side members the RFCQ was addressed to.
UInt16 participatingSellSideNr
Number of sell side members who took part in the RFCQ.