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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_SELL_SIDE_SUMMARY_INFO.h>
Public Member Functions | |
| REPO_RFCQ_SELL_SIDE_SUMMARY_INFO () | |
| ~REPO_RFCQ_SELL_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 |
Public Attributes | |
| UInt32 | sellSideMemberId |
| std::string | sellSideMemberCode |
| UInt32 | sellSideTraderId |
| std::string | sellSideTraderName |
| UInt32 | rfcqReqId |
| UInt32 | creationDate |
| UInt64 | creationTime |
| TI_RFCQ_TYPE::Enum | rfcqType |
| TI_RFCQ_ORIGIN::Enum | rfcqOrigin |
| UInt16 | dueInTime |
| UInt64 | dueInTimeout |
| UInt32 | tradingListId |
| UInt16 | legId |
| TI_FLAG::Enum | msgFg |
| UInt32 | buySideMemberId |
| std::string | buySideMemberCode |
| std::string | buySideMemberDesc |
| std::string | buySideMemberShortDesc |
| std::string | buySideTraderName |
| UInt32 | buySideClearingHouseId |
| std::string | buySideClearingHouseCode |
| std::string | buySideClearingHouseDesc |
| std::string | buySideClearingHouseShortDesc |
| Double | haircut |
| TI_RFCQ_REQUEST_STATUS::Enum | finalStatus |
| TI_RFCQ_PROVIDER_STATUS::Enum | providerStatus |
| UInt64 | closingTime |
| UInt16 | sellSideNr |
| UInt16 | participatingSellSideNr |
| UInt32 | delay |
| SInt32 | responseTimeDifference |
| REPO_RFCQ_COVER_INFO | rateCoverInfo |
| UInt16 | numOfLegs |
| REPO_RFCQ_LEG_SUMMARY | legSummary |
| std::string | comment |
Definition at line 44 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
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inline |
Definition at line 47 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
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inline |
Definition at line 61 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen | ||
| ) |
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inline |
Definition at line 176 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| size_t serialize | ( | void * | buf | ) | const |
| std::string toString | ( | ) | const |
Provides string presentation.
| std::string buySideClearingHouseCode |
ABI/MTS code of the Clearing House.
Definition at line 124 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string buySideClearingHouseDesc |
Description of the Clearing House.
Definition at line 127 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 buySideClearingHouseId |
Unique ID of the Clearing House.
Definition at line 121 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string buySideClearingHouseShortDesc |
Short description of the Clearing House.
Definition at line 130 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string buySideMemberCode |
Code of the buy side membe.
Definition at line 109 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string buySideMemberDesc |
Long description of the buy side member.
Definition at line 112 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 buySideMemberId |
Unique ID of the buy side member.
Definition at line 106 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string buySideMemberShortDesc |
Short description of the buy side member.
Definition at line 115 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string buySideTraderName |
Unique name of the trader of the buy side member.
Definition at line 118 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt64 closingTime |
Closing time of the RFCQ.
Definition at line 142 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string comment |
Free Text.
Definition at line 166 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 creationDate |
Creation date of the RFCQ.
Definition at line 79 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt64 creationTime |
Creation time of the RFCQ.
Definition at line 82 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 delay |
Delay between the RFCQ creation time and the time of the first quote sent by the sell side member.
Definition at line 151 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt16 dueInTime |
Number of seconds the RFCQ will be deferred (for Multileg RFCQ)
Definition at line 91 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt64 dueInTimeout |
Time at which the MultiLeg RFCQ will start.
Definition at line 94 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| TI_RFCQ_REQUEST_STATUS::Enum finalStatus |
Specifies the final status of the RFCQ.
Definition at line 136 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| Double haircut |
Haircut value.
Definition at line 133 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt16 legId |
Unique ID of the trading leg.
Definition at line 100 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| REPO_RFCQ_LEG_SUMMARY legSummary |
Leg Summary information.
Definition at line 163 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| TI_FLAG::Enum msgFg |
If True, messages have been exchanged during the RFCQ betweenthe sell side member and the buy side member.
Definition at line 103 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt16 numOfLegs |
Trading List - Number of legs.
Definition at line 160 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt16 participatingSellSideNr |
Number of sell side members who took part in the RFCQ.
Definition at line 148 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| TI_RFCQ_PROVIDER_STATUS::Enum providerStatus |
Final status of the sell side member.
Definition at line 139 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| REPO_RFCQ_COVER_INFO rateCoverInfo |
Rate cover information (only for Outright RFCQs)
Definition at line 157 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| SInt32 responseTimeDifference |
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.
Definition at line 154 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| TI_RFCQ_ORIGIN::Enum rfcqOrigin |
RFCQ Origin(From Scratch, From Book)
Definition at line 88 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 rfcqReqId |
Unique ID of the RFCQ request.
Definition at line 76 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| TI_RFCQ_TYPE::Enum rfcqType |
RFCQ Type (Outright, Double Sided, MultiLeg)
Definition at line 85 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string sellSideMemberCode |
Code of the sell side member the RFCQ summary is addressed to.
Definition at line 67 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 sellSideMemberId |
Unique ID of the member the RFCQ summary is addressed to.
Definition at line 64 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt16 sellSideNr |
Number of sell side members the RFCQ was addressed to.
Definition at line 145 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 sellSideTraderId |
Unique ID of the trader of the sell side member.
Definition at line 70 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| std::string sellSideTraderName |
Name of the trader of the sell side member.
Definition at line 73 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.
| UInt32 tradingListId |
Unique ID of the trading list of bonds.
Definition at line 97 of file SMP.Substructures.REPO_RFCQ_SELL_SIDE_SUMMARY_INFO.h.