OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
TI_MARKET Class Reference

#include <SMP.Classes.TI_MARKET.h>

Collaboration diagram for TI_MARKET:

Public Member Functions

 TI_MARKET ()
 
virtual ~TI_MARKET ()
 
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 TI_MARKETclone () const
 
virtual TI_MARKETclone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

UInt32 marketId
 
UInt32 serviceProviderId
 
std::string marketCode
 
std::string marketDesc
 
UInt16 geographicalAreaCode
 
std::string geographicalAreaDesc
 
Double deltaGMT
 
UInt32 switchRFCQTimer
 
UInt16 switchRFCQMaxNumRecipients
 
UInt16 switchRFCQAuditTrailDelay
 
UInt16 switchRFCQMinAutomaticMatchingTimeout
 
UInt16 switchRFCQAcceptanceTimeout
 
UInt32 butterflyRFCQTimer
 
UInt16 butterflyRFCQMaxNumRecipients
 
UInt16 butterflyRFCQAuditTrailDelay
 
UInt16 butterflyRFCQMinAutomaticMatchingTimeout
 
UInt16 butterflyRFCQAcceptanceTimeout
 
UInt16 multiLegRFCQMaxNumLegs
 
UInt16 multiLegRFCQMaxDueInTime
 
UInt32 multilegRFCQTimer
 
UInt16 multilegRFCQMaxNumRecipients
 
UInt16 multilegRFCQAuditTrailDelay
 
UInt16 multilegRFCQMinAutomaticMatchingTimeout
 
UInt16 multilegRFCQAcceptanceTimeout
 
UInt32 doubleSidedRFCQTimer
 
UInt16 doubleSidedRFCQMaxNumRecipients
 
UInt16 doubleSidedRFCQAuditTrailDelay
 
UInt16 doubleSidedRFCQMinAutomaticMatchingTimeout
 
UInt16 doubleSidedRFCQAcceptanceTimeout
 
Double doubleSidedRFCQLegQtyCap
 
Double doubleSidedRFCQTotalQtyCap
 
Double multiLegRFCQLegQtyCap
 
Double multiLegRFCQTotalQtyCap
 
TI_FLAG::Enum doubleSidedRFCQDoubleAutoAcceptanceFg
 
UInt16 maxNumInventoryGroups
 
UInt16 maxNumMemberPerInventoryGroup
 
UInt16 maxNumInventoryGroupConfigurations
 
UInt16 maxNumInventoryGroupExceptions
 

Detailed Description

Definition at line 43 of file SMP.Classes.TI_MARKET.h.

Constructor & Destructor Documentation

TI_MARKET ( )
inline

Definition at line 46 of file SMP.Classes.TI_MARKET.h.

virtual ~TI_MARKET ( )
inlinevirtual

Definition at line 53 of file SMP.Classes.TI_MARKET.h.

Member Function Documentation

virtual TI_MARKET* clone ( ) const
virtual

Implements Class.

virtual TI_MARKET* 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 56 of file SMP.Classes.TI_MARKET.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 183 of file SMP.Classes.TI_MARKET.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt16 butterflyRFCQAcceptanceTimeout

Time, expressed as number of seconds, for manual acceptance of a Butterfly RFCQ. This field could be updated by the Governance, during the current trading day.

Definition at line 110 of file SMP.Classes.TI_MARKET.h.

UInt16 butterflyRFCQAuditTrailDelay

Delay, expressed as number of seconds, for the Butterfly audit trail.

Definition at line 104 of file SMP.Classes.TI_MARKET.h.

UInt16 butterflyRFCQMaxNumRecipients

Maximum number of market members to whom a Butterfly RFCQ can be addressed. This field could be updated by the Governance, during the current trading day.

Definition at line 101 of file SMP.Classes.TI_MARKET.h.

UInt16 butterflyRFCQMinAutomaticMatchingTimeout

Minimum time, expressed as number of seconds, after which a Butterfly RFCQ quote can only be manually accepted. This field could be updated by the Governance, during the current trading day.

Definition at line 107 of file SMP.Classes.TI_MARKET.h.

UInt32 butterflyRFCQTimer

Number of seconds for accepting a Butterfly RFCQ. This field could be updated by the Governance, during the current trading day.

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

Double deltaGMT

Time zone, expressed as difference in hours (plus or minus) compared to Greenwich Mean Time (GMT). Deprecated field.

Definition at line 80 of file SMP.Classes.TI_MARKET.h.

UInt16 doubleSidedRFCQAcceptanceTimeout

Time, expressed as number of seconds, for manual acceptance of a double sided RFCQ. This field could be updated by the Governance, during the current trading day.

Definition at line 146 of file SMP.Classes.TI_MARKET.h.

UInt16 doubleSidedRFCQAuditTrailDelay

Delay, expressed as number of seconds, for the double sided audit trail.

Definition at line 140 of file SMP.Classes.TI_MARKET.h.

TI_FLAG::Enum doubleSidedRFCQDoubleAutoAcceptanceFg

Specifies whether a double sided RFCQ will be automatically closed as soon as there's a match on one of the legs.

Definition at line 161 of file SMP.Classes.TI_MARKET.h.

Double doubleSidedRFCQLegQtyCap

Limit (expressed in terms of duration weighted quantity) of the quantity of each single leg for a double sided RFCQ.

Definition at line 149 of file SMP.Classes.TI_MARKET.h.

UInt16 doubleSidedRFCQMaxNumRecipients

Maximum number of market members to whom a double sided RFCQ can be addressed. This field could be updated by the Governance, during the current trading day.

Definition at line 137 of file SMP.Classes.TI_MARKET.h.

UInt16 doubleSidedRFCQMinAutomaticMatchingTimeout

Minimum time, expressed as number of seconds, after which a double sided RFCQ quote can only be manually accepted. This field could be updated by the Governance, during the current trading day.

Definition at line 143 of file SMP.Classes.TI_MARKET.h.

UInt32 doubleSidedRFCQTimer

Number of seconds for accepting a double sided RFCQ. This field could be updated by the Governance, during the current trading day.

Definition at line 134 of file SMP.Classes.TI_MARKET.h.

Double doubleSidedRFCQTotalQtyCap

Limit (expressed in terms of duration weighted quantity) of the total quatity for a double sided RFCQ.

Definition at line 152 of file SMP.Classes.TI_MARKET.h.

UInt16 geographicalAreaCode

Unique ID of the geographical area to which the market belongs.

Definition at line 74 of file SMP.Classes.TI_MARKET.h.

std::string geographicalAreaDesc

Description of the geographical area to which the market belongs.

Definition at line 77 of file SMP.Classes.TI_MARKET.h.

std::string marketCode

Alphanumeric code of the market brief description.

Definition at line 68 of file SMP.Classes.TI_MARKET.h.

std::string marketDesc

Market description.

Definition at line 71 of file SMP.Classes.TI_MARKET.h.

UInt32 marketId

Unique ID of the market.

Definition at line 62 of file SMP.Classes.TI_MARKET.h.

UInt16 maxNumInventoryGroupConfigurations

Maximum number of generic configurations (i.e. Product Type = Wildcard, Currency = Wildcard) that are present in the Inventory Groups of a Sell Side Member.

Definition at line 170 of file SMP.Classes.TI_MARKET.h.

UInt16 maxNumInventoryGroupExceptions

Maximum number of speciaized / exception configurations (i.e. Product Type = Value, Currency = Value or Product Type = Value, Currency = Wildcard) that are present in the Inventory Groups of a Sell Side Member.

Definition at line 173 of file SMP.Classes.TI_MARKET.h.

UInt16 maxNumInventoryGroups

Maximum number of Inventory Groups that a Sell Side Member may define.

Definition at line 164 of file SMP.Classes.TI_MARKET.h.

UInt16 maxNumMemberPerInventoryGroup

Maximum number of Buy Side Members that may belong to an Inventory Group. Buy Side Members that appear with different configurations in an Inventory Group, are counted one time.

Definition at line 167 of file SMP.Classes.TI_MARKET.h.

UInt16 multilegRFCQAcceptanceTimeout

Time, expressed as number of seconds, for manual acceptance of a Multileg RFCQ. This field could be updated by the Governance, during the current trading day.

Definition at line 131 of file SMP.Classes.TI_MARKET.h.

UInt16 multilegRFCQAuditTrailDelay

Delay, expressed as number of seconds, for the Multileg audit trail.

Definition at line 125 of file SMP.Classes.TI_MARKET.h.

Double multiLegRFCQLegQtyCap

Limit (expressed in terms of duration weighted quantity) of the quantity of each single leg for a Multileg RFCQ.

Definition at line 155 of file SMP.Classes.TI_MARKET.h.

UInt16 multiLegRFCQMaxDueInTime

Maximum delay (in seconds) of the Due In Time parameter for a Multi-leg RFCQ.

Definition at line 116 of file SMP.Classes.TI_MARKET.h.

UInt16 multiLegRFCQMaxNumLegs

Max number of legs allowed for Multileg RFCQ.

Definition at line 113 of file SMP.Classes.TI_MARKET.h.

UInt16 multilegRFCQMaxNumRecipients

Maximum number of market members to whom a Multileg RFCQ can be addressed. This field could be updated by the Governance, during the current trading day.

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

UInt16 multilegRFCQMinAutomaticMatchingTimeout

Minimum time, expressed as number of seconds, after which a Multileg RFCQ quote can only be manually accepted. This field could be updated by the Governance, during the current trading day.

Definition at line 128 of file SMP.Classes.TI_MARKET.h.

UInt32 multilegRFCQTimer

Number of seconds for accepting a Multileg RFCQ. This field could be updated by the Governance, during the current trading day.

Definition at line 119 of file SMP.Classes.TI_MARKET.h.

Double multiLegRFCQTotalQtyCap

Limit (expressed in terms of duration weighted quantity) of the total quatity for a Multileg RFCQ.

Definition at line 158 of file SMP.Classes.TI_MARKET.h.

UInt32 serviceProviderId

Unique ID of the service.

Definition at line 65 of file SMP.Classes.TI_MARKET.h.

UInt16 switchRFCQAcceptanceTimeout

Time, expressed as number of seconds, for manual acceptance of a Switch RFCQ. This field could be updated by the Governance, during the current trading day.

Definition at line 95 of file SMP.Classes.TI_MARKET.h.

UInt16 switchRFCQAuditTrailDelay

Delay, expressed as number of seconds, for the Switch audit trail.

Definition at line 89 of file SMP.Classes.TI_MARKET.h.

UInt16 switchRFCQMaxNumRecipients

Maximum number of market members to whom a Switch RFCQ can be addressed. This field could be updated by the Governance, during the current trading day.

Definition at line 86 of file SMP.Classes.TI_MARKET.h.

UInt16 switchRFCQMinAutomaticMatchingTimeout

Minimum time, expressed as number of seconds, after which a Switch RFCQ quote can only be manually accepted.This field could be updated by the Governance, during the current trading day.

Definition at line 92 of file SMP.Classes.TI_MARKET.h.

UInt32 switchRFCQTimer

Number of seconds for accepting a Switch RFCQ. This field could be updated by the Governance, during the current trading day.

Definition at line 83 of file SMP.Classes.TI_MARKET.h.


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