REPO_RFCQ_SYNTHETIC_BOOK Class Reference

#include <SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h>

Collaboration diagram for REPO_RFCQ_SYNTHETIC_BOOK:

Public Member Functions
	REPO_RFCQ_SYNTHETIC_BOOK ()
virtual	~REPO_RFCQ_SYNTHETIC_BOOK ()
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_SYNTHETIC_BOOK *	clone () const
virtual REPO_RFCQ_SYNTHETIC_BOOK *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	rfcqReqId
UInt32	memberId
UInt32	traderId
TI_RFCQ_TYPE::Enum	rfcqType
UInt32	tradingListId
UInt16	legId
REPO_INSTRUMENT_DATE_INFO	instrument
std::vector< REPO_RFCQ_DEPTH_ROW >	tradingLevel
UInt64	bookTimestamp

Static Public Attributes
static const size_t	tradingLevelSize = 20

Detailed Description

Definition at line 45 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

Constructor & Destructor Documentation

REPO_RFCQ_SYNTHETIC_BOOK ( )

inline

Definition at line 48 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

virtual ~REPO_RFCQ_SYNTHETIC_BOOK ( )

inlinevirtual

Definition at line 54 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

Member Function Documentation

virtual REPO_RFCQ_SYNTHETIC_BOOK* clone ( ) const

virtual

Implements Class.

virtual REPO_RFCQ_SYNTHETIC_BOOK* 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 57 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 98 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt64 bookTimestamp

Time at which the quote was hit/lifted.

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

REPO_INSTRUMENT_DATE_INFO instrument

Instrument data.

Definition at line 81 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

UInt16 legId

Unique ID of the trading leg.

Definition at line 78 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

UInt32 memberId

Unique Id of the buy side member.

Definition at line 66 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

UInt32 rfcqReqId

Unique ID of the RFCQ request.

Definition at line 63 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

TI_RFCQ_TYPE::Enum rfcqType

RFCQ Type (e.g. Outright, MultiLeg)

Definition at line 72 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

UInt32 traderId

Unique ID of the buy side trader.

Definition at line 69 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

std::vector<REPO_RFCQ_DEPTH_ROW> tradingLevel

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

const size_t tradingLevelSize = 20

static

RFCQ Quote Book.

Definition at line 84 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

UInt32 tradingListId

Unique ID of the trading list.

Definition at line 75 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.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_SYNTHETIC_BOOK.h