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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.Classes.TI_MARKET.h>
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_MARKET * | clone () const |
| virtual TI_MARKET * | clone (void *) const |
 Public Member Functions inherited from Class | |
| virtual | ~Class () |
| size_t | getMaxMessageSize () const |
Definition at line 43 of file SMP.Classes.TI_MARKET.h.
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inline |
Definition at line 46 of file SMP.Classes.TI_MARKET.h.
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inlinevirtual |
Definition at line 53 of file SMP.Classes.TI_MARKET.h.
| size_t deserialize | ( | const void * | buf, |
| size_t | inLen | ||
| ) |
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inlinevirtual |
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inlinevirtual |
Implements Class.
Definition at line 183 of file SMP.Classes.TI_MARKET.h.
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virtual |
Provides string presentation.
Implements Class.
| 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.