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OnixS C++ MTS Repo SDP Handler
1.3.2.8
API documentation
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OnixS C++ MTS Repo SDP Handler
1.3.2.8
API documentation
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#include <SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h>
Public Member Functions | |
| REPO_RFCQ_BUY_SIDE_SUMMARY_INFO () | |
| ~REPO_RFCQ_BUY_SIDE_SUMMARY_INFO () | |
| size_t | deserialize (const void *buf, size_t inLen) |
| std::string | toString () const |
| size_t | serializationBufSize () const |
| size_t | serialize (void *buf) const |
Static Public Attributes | |
| static const size_t | providerInfoSize = 20 |
Definition at line 45 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
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inline |
Definition at line 48 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
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inline |
Definition at line 68 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen | ||
| ) |
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inline |
Definition at line 193 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| size_t serialize | ( | void * | buf | ) | const |
| std::string toString | ( | ) | const |
Provides string presentation.
| TI_FLAG::Enum applyHaircutFg |
Specifies if in the RFCQ the configured Haircut will be used.
Definition at line 107 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt64 bookTimestamp |
In case of accepted RFCQ, it is the timestamp of the RFCQ book that contained the hit/lifted quote.
Definition at line 155 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string buySideMemberCode |
Unique ID code of the buy side member (ABI/MTS coding)
Definition at line 77 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt32 buySideMemberId |
Unique ID of the member the RFCQ summary is addressed to.
Definition at line 71 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt32 buySideTraderId |
Unique ID of the trader of the buy side member.
Definition at line 74 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string buySideTraderName |
Name of the trader of the buy side member.
Definition at line 80 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string clearingAgentDes |
Clearing Agent description.
Definition at line 183 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt32 clearingAgentId |
Clearing Agent Id.
Definition at line 180 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string clientRfcqId |
Client specific information.
Definition at line 149 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt64 closingTime |
Closing time of the RFCQ.
Definition at line 140 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string comment |
Free Text.
Definition at line 171 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt32 delay |
Delay between the RFCQ creation time and the time at which the first quote was received.
Definition at line 152 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt16 dueInTime |
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
Definition at line 92 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt64 dueInTimeout |
Time at which the MultiLeg RFCQ will start.
Definition at line 95 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| TI_RFCQ_REQUEST_STATUS::Enum finalStatus |
Specifies the final status of the RFCQ.
Definition at line 137 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt16 legId |
Unique ID of the trading leg.
Definition at line 101 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| REPO_RFCQ_LEG_SUMMARY legSummary |
Leg Summary information.
Definition at line 164 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| TI_FLAG::Enum msgFg |
If True, messages have been exchanged during the RFCQ among the buy side member and one or more sell side members.
Definition at line 104 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt16 numOfLegs |
Trading List - Number of legs.
Definition at line 161 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt16 participatingSellSideNr |
Number of sell side members who took part in the RFCQ.
Definition at line 146 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::vector<REPO_RFCQ_PROVIDER_INFO> providerInfo |
Definition at line 168 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
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static |
Provider information.
Definition at line 167 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| Double rateCoverValue |
Rate cover value (only for Outright RFCQs)
Definition at line 158 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| TI_RFCQ_ORIGIN::Enum rfcqOrigin |
RFCQ Origin(From Scratch, From Book)
Definition at line 89 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| TI_MSG_INFO rfcqReqMsgInfo |
RFCQ Request Info.
Definition at line 83 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| TI_RFCQ_TYPE::Enum rfcqType |
RFCQ Type (Outright, Double Sided, MultiLeg)
Definition at line 86 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string sellSideClearingHouseCode |
ABI/MTS code of the Clearing House.
Definition at line 128 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string sellSideClearingHouseDesc |
Description of the Clearing House.
Definition at line 131 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt32 sellSideClearingHouseId |
Unique ID of the Clearing House.
Definition at line 125 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string sellSideClearingHouseShortDesc |
Short description of the Clearing House.
Definition at line 134 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string sellSideMemberCode |
Unique ID code of the sell side member (ABI/MTS coding)
Definition at line 113 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string sellSideMemberDesc |
Long description of the sell side member with whom the deal has been made.
Definition at line 116 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt32 sellSideMemberId |
In case of accepted RFCQ,it is the ID of the sell side member with whom the deal has been made.
Definition at line 110 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string sellSideMemberShortDesc |
Short description of the sell side member with whom the deal has been made.
Definition at line 119 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt16 sellSideNr |
Number of sell side members the RFCQ was addressed to.
Definition at line 143 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string sellSideTraderName |
Unique name of the trader of the sell side member with whom the deal has been made.
Definition at line 122 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| UInt32 tradingListId |
Unique ID of the trading list of bonds.
Definition at line 98 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string userInfo1 |
Client Free Text.
Definition at line 174 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.
| std::string userInfo2 |
Client Free Text.
Definition at line 177 of file SMP.Substructures.REPO_RFCQ_BUY_SIDE_SUMMARY_INFO.h.