OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
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_ORDERclone () const
 
virtual REPO_RFCQ_ORDERclone (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.

Action applied to the RFCQ order.

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

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.

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.

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.

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.

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.


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