REPO_RFCQ_ORDER Class Reference

#include <SMP.Classes.REPO_RFCQ_ORDER.h>

Collaboration diagram for REPO_RFCQ_ORDER:

Public Member Functions
	REPO_RFCQ_ORDER ()
virtual	~REPO_RFCQ_ORDER ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual REPO_RFCQ_ORDER *	clone () const
virtual REPO_RFCQ_ORDER *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
TI_MSG_INFO	msgInfo
UInt32	rfcqReqId
UInt32	rfcqQuoteId
UInt32	tradingListId
UInt16	legId
TI_IN_OUT_FLAG::Enum	inOutFlag
REPO_MEMBER_INFO	aggressor
REPO_MEMBER_INFO	provider
std::string	dealerReferenceId
REPO_INSTRUMENT_DATE_INFO	instrument
TI_FLAG::Enum	useIoIFg
Double	rate
TI_RFCQ_ORDER_TYPE::Enum	type
Double	qty
REPO_RFCQ_ORDER_EVENT::Enum	event
TI_RFCQ_ORDER_STATUS::Enum	status
TI_RFCQ_MATCHING_TYPE::Enum	matchingType

Detailed Description

Definition at line 47 of file SMP.Classes.REPO_RFCQ_ORDER.h.

Constructor & Destructor Documentation

REPO_RFCQ_ORDER ( )

inline

Definition at line 50 of file SMP.Classes.REPO_RFCQ_ORDER.h.

virtual ~REPO_RFCQ_ORDER ( )

inlinevirtual

Definition at line 55 of file SMP.Classes.REPO_RFCQ_ORDER.h.

Member Function Documentation

virtual REPO_RFCQ_ORDER* clone ( ) const

virtual

Implements Class.

virtual REPO_RFCQ_ORDER* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 58 of file SMP.Classes.REPO_RFCQ_ORDER.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 122 of file SMP.Classes.REPO_RFCQ_ORDER.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

REPO_MEMBER_INFO aggressor

Member ID of the Aggressor.

Definition at line 82 of file SMP.Classes.REPO_RFCQ_ORDER.h.

std::string dealerReferenceId

Provider reference ID of the quote.

Definition at line 88 of file SMP.Classes.REPO_RFCQ_ORDER.h.

REPO_RFCQ_ORDER_EVENT::Enum event

Action applied to the RFCQ order.

Definition at line 106 of file SMP.Classes.REPO_RFCQ_ORDER.h.

TI_IN_OUT_FLAG::Enum inOutFlag

Indicates whether it is an incoming order (IN) or an outgoing order (OUT)

Definition at line 79 of file SMP.Classes.REPO_RFCQ_ORDER.h.

REPO_INSTRUMENT_DATE_INFO instrument

Instrument data.

Definition at line 91 of file SMP.Classes.REPO_RFCQ_ORDER.h.

UInt16 legId

Unique ID of the trading leg (DoubleSided or Multileg)

Definition at line 76 of file SMP.Classes.REPO_RFCQ_ORDER.h.

TI_RFCQ_MATCHING_TYPE::Enum matchingType

Matching type.

Definition at line 112 of file SMP.Classes.REPO_RFCQ_ORDER.h.

TI_MSG_INFO msgInfo

RFCQ order info.

Definition at line 64 of file SMP.Classes.REPO_RFCQ_ORDER.h.

REPO_MEMBER_INFO provider

Member ID of the Provider.

Definition at line 85 of file SMP.Classes.REPO_RFCQ_ORDER.h.

Double qty

Quantity.

Definition at line 103 of file SMP.Classes.REPO_RFCQ_ORDER.h.

Double rate

Rate.

Definition at line 97 of file SMP.Classes.REPO_RFCQ_ORDER.h.

UInt32 rfcqQuoteId

ID of the RFCQ quote to hit/lift.

Definition at line 70 of file SMP.Classes.REPO_RFCQ_ORDER.h.

UInt32 rfcqReqId

ID of the RFCQ request.

Definition at line 67 of file SMP.Classes.REPO_RFCQ_ORDER.h.

TI_RFCQ_ORDER_STATUS::Enum status

Processing status of the order.

Definition at line 109 of file SMP.Classes.REPO_RFCQ_ORDER.h.

UInt32 tradingListId

Unique ID of the trading list (DoubleSided or Multileg)

Definition at line 73 of file SMP.Classes.REPO_RFCQ_ORDER.h.

TI_RFCQ_ORDER_TYPE::Enum type

Type of Order.

Definition at line 100 of file SMP.Classes.REPO_RFCQ_ORDER.h.

TI_FLAG::Enum useIoIFg

Specifies whether to use the Indication of Interest as limit rate.

Definition at line 94 of file SMP.Classes.REPO_RFCQ_ORDER.h.

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The documentation for this class was generated from the following file:

• /work/include/OnixS/MTS/Repo/SDP/Classes/SMP.Classes.REPO_RFCQ_ORDER.h