OnixS BME SENAF Handler C++ library  2.3.0
API documentation
Public Types | Public Member Functions | Public Attributes | Friends | List of all members
OperationConfirmationInvolved Struct Reference

#include <OnixS/Senaf/MarketData/Messages/OperationConfirmationInvolved.h>

Public Types

enum  { code = 4 }
 

Public Member Functions

 OperationConfirmationInvolved ()
 
std::string toString () const
 

Public Attributes

unsigned int messageNumber
 
unsigned char market
 
unsigned int buyerInvestmentDecision
 
unsigned int buyerExecution
 
unsigned char buyerLiquidityProvisionActivity
 
unsigned int sellerInvestmentDecision
 
unsigned int sellerExecution
 
unsigned char sellerLiquidityProvisionActivity
 
InstrumentType::Enum instrumentType
 
unsigned short reference
 
unsigned short tradeNumber
 
unsigned short capturedTradeId
 
ConfirmationType::Enum confirmationType
 
TradeStatus::Enum tradeStatus
 
Date tradeDate
 
TimeSpan operationTime
 
BuySell::Enum buySell
 
CashTerm::Enum cashTerm
 
unsigned int senafOperationCode
 
TimeSpan buyerNewOrderTime
 
TimeSpan sellerNewOrderTime
 
unsigned int segmentMIC
 
unsigned char deferralWaiver
 
unsigned char buyerMemberSenafNumber
 
unsigned short buyerMemberCSBNumber
 
unsigned char buyerBrokerSenafNumber
 
unsigned short buyerBrokerCSBNumber
 
unsigned char buyerUserNumber
 
unsigned long long buyerUserText
 
unsigned int buyerLabel
 
unsigned short buyerCommission
 
unsigned char sellerMemberSenafNumber
 
unsigned short sellerMemberCSBNumber
 
unsigned char sellerBrokerSenafNumber
 
unsigned short sellerBrokerCSBNumber
 
unsigned char sellerUserNumber
 
unsigned long long sellerUserText
 
unsigned int sellerLabel
 
unsigned short sellerCommission
 
Bonds, Strips, Bills, GGB, Corporate New Issues, Cedulas and FROB

Bonds (001, 002, 003, 009, 010, 011 and 012).

Optional< unsigned short > bankOfSpainOperationCode
 
Optional< unsigned int > unitaryVolume
 
Optional< unsigned int > hitVolume
 
Optional< int > price
 
Optional< int > yield
 
Optional< Date > valueDate
 
Optional< std::string > referenceName
 
Optional< std::string > issuer
 
Optional< std::string > isinCode
 
Optional< Currency::Enum > currency
 
Optional< Country::Enum > country
 
Optional< CCP::Enum > ccp
 
Optional< YieldCalculation::Enum > yieldCalculation
 
Optional< unsigned long long > cash
 
Optional< unsigned long long > accruedCouponAmount
 
Treasury Repo MEFE (BME Clearing-Iberclear), Treasury Repo CNET

(Clearnet-Iberclear), Bilateral Treasury Repo (No CCP-IberClear) and any other Repo instrument (Instrument Types 016 until 031 are reserved for other possible Repo instruments).

Optional< unsigned int > deliveredVolume
 
Optional< int > repoRate
 
Optional< int > purchaseLegPrice
 
Optional< std::string > term
 
Optional< Date > purchaseLegValueDate
 
Optional< Date > repurchaseLegDate
 
Optional< unsigned short > deliveredReference
 
Optional< unsigned long long > purchaseCash
 
Optional< unsigned long long > repurchaseCash
 
Optional< unsigned long long > purchaseAccruedCouponAmount
 
Optional< unsigned long long > repurchaseAccruedCouponAmount
 
Switches (007)
Optional< std::string > switchLongName
 
Optional< int > rateSwitch
 
Optional< LegNumber::Enum > leg
 

Friends

class MessageDeserializer
 

Detailed Description

Definition at line 36 of file OperationConfirmationInvolved.h.

Member Enumeration Documentation

anonymous enum

Message code.

Enumerator
code 

Definition at line 39 of file OperationConfirmationInvolved.h.

Constructor & Destructor Documentation

OperationConfirmationInvolved ( )

Default constructor.

Member Function Documentation

std::string toString ( ) const

Returns string representation.

Friends And Related Function Documentation

friend class MessageDeserializer
friend

Definition at line 274 of file OperationConfirmationInvolved.h.

Member Data Documentation

Optional<unsigned long long> accruedCouponAmount

Accrued Coupon amount.

Definition at line 211 of file OperationConfirmationInvolved.h.

Optional<unsigned short> bankOfSpainOperationCode

Bank of Spain Operation Code.

Definition at line 169 of file OperationConfirmationInvolved.h.

unsigned short buyerBrokerCSBNumber

Buyer Broker (CSB Number).

Definition at line 126 of file OperationConfirmationInvolved.h.

unsigned char buyerBrokerSenafNumber

Buyer Broker (Senaf Number).

Definition at line 123 of file OperationConfirmationInvolved.h.

unsigned short buyerCommission

Buyer Commission.

Definition at line 138 of file OperationConfirmationInvolved.h.

unsigned int buyerExecution

Buyer Execution.

Definition at line 57 of file OperationConfirmationInvolved.h.

unsigned int buyerInvestmentDecision

Buyer Investment Decision.

Definition at line 54 of file OperationConfirmationInvolved.h.

unsigned int buyerLabel

Buyer Label.

Definition at line 135 of file OperationConfirmationInvolved.h.

unsigned char buyerLiquidityProvisionActivity

Buyer Liquidity Provision Activity.

Definition at line 60 of file OperationConfirmationInvolved.h.

unsigned short buyerMemberCSBNumber

Buyer Member (CSB Number).

Definition at line 120 of file OperationConfirmationInvolved.h.

unsigned char buyerMemberSenafNumber

Buyer Member (Senaf Number).

Definition at line 117 of file OperationConfirmationInvolved.h.

TimeSpan buyerNewOrderTime

Buyer New order Time.

Definition at line 105 of file OperationConfirmationInvolved.h.

unsigned char buyerUserNumber

Buyer User (Number).

Definition at line 129 of file OperationConfirmationInvolved.h.

unsigned long long buyerUserText

Buyer User (Text).

Definition at line 132 of file OperationConfirmationInvolved.h.

BuySell::Enum buySell

Buy (Sell). Hit direction.

Definition at line 96 of file OperationConfirmationInvolved.h.

unsigned short capturedTradeId

Captured Trade ID.

Definition at line 81 of file OperationConfirmationInvolved.h.

Optional<unsigned long long> cash

Cash.

Definition at line 208 of file OperationConfirmationInvolved.h.

CashTerm::Enum cashTerm

Cash / Term.

Definition at line 99 of file OperationConfirmationInvolved.h.

Optional<CCP::Enum> ccp

CCP.

Definition at line 202 of file OperationConfirmationInvolved.h.

ConfirmationType::Enum confirmationType

Confirmation Type.

Definition at line 84 of file OperationConfirmationInvolved.h.

Optional<Country::Enum> country

Country.

Definition at line 199 of file OperationConfirmationInvolved.h.

Optional<Currency::Enum> currency

Currency.

Definition at line 196 of file OperationConfirmationInvolved.h.

unsigned char deferralWaiver

Deferral Waiver.

Definition at line 114 of file OperationConfirmationInvolved.h.

Optional<unsigned short> deliveredReference

Delivered reference.

Definition at line 240 of file OperationConfirmationInvolved.h.

Optional<unsigned int> deliveredVolume

Delivered volume.

Definition at line 222 of file OperationConfirmationInvolved.h.

Optional<unsigned int> hitVolume

Hit Volume.

Definition at line 175 of file OperationConfirmationInvolved.h.

InstrumentType::Enum instrumentType

Instrument Type.

Definition at line 72 of file OperationConfirmationInvolved.h.

Optional<std::string> isinCode

ISIN Code or Issuer Code.

Definition at line 193 of file OperationConfirmationInvolved.h.

Optional<std::string> issuer

Issuer.

Definition at line 190 of file OperationConfirmationInvolved.h.

Optional<LegNumber::Enum> leg

Leg.

Definition at line 266 of file OperationConfirmationInvolved.h.

unsigned char market

Market.

Definition at line 51 of file OperationConfirmationInvolved.h.

unsigned int messageNumber

Message Number.

Definition at line 48 of file OperationConfirmationInvolved.h.

TimeSpan operationTime

Operation Time.

Definition at line 93 of file OperationConfirmationInvolved.h.

Optional<int> price

Price.

Definition at line 178 of file OperationConfirmationInvolved.h.

Optional<unsigned long long> purchaseAccruedCouponAmount

Purchase Accrued Coupon amount.

Definition at line 249 of file OperationConfirmationInvolved.h.

Optional<unsigned long long> purchaseCash

Purchase Cash.

Definition at line 243 of file OperationConfirmationInvolved.h.

Optional<int> purchaseLegPrice

Purchase Leg Price.

Definition at line 228 of file OperationConfirmationInvolved.h.

Optional<Date> purchaseLegValueDate

Purchase Leg Value Date.

Definition at line 234 of file OperationConfirmationInvolved.h.

Optional<int> rateSwitch

Rate (Switch).

Definition at line 263 of file OperationConfirmationInvolved.h.

unsigned short reference

Reference.

Definition at line 75 of file OperationConfirmationInvolved.h.

Optional<std::string> referenceName

Reference name.

Definition at line 187 of file OperationConfirmationInvolved.h.

Optional<int> repoRate

Repo Rate.

Definition at line 225 of file OperationConfirmationInvolved.h.

Optional<unsigned long long> repurchaseAccruedCouponAmount

Re-purchase Accrued Coupon amount.

Definition at line 252 of file OperationConfirmationInvolved.h.

Optional<unsigned long long> repurchaseCash

Re-purchase Cash.

Definition at line 246 of file OperationConfirmationInvolved.h.

Optional<Date> repurchaseLegDate

Re-purchase Leg Date.

Definition at line 237 of file OperationConfirmationInvolved.h.

unsigned int segmentMIC

Segment MIC.

Definition at line 111 of file OperationConfirmationInvolved.h.

unsigned short sellerBrokerCSBNumber

Seller Broker (CSB Number).

Definition at line 150 of file OperationConfirmationInvolved.h.

unsigned char sellerBrokerSenafNumber

Seller Broker (Senaf Number).

Definition at line 147 of file OperationConfirmationInvolved.h.

unsigned short sellerCommission

Seller Commission.

Definition at line 162 of file OperationConfirmationInvolved.h.

unsigned int sellerExecution

Seller Execution.

Definition at line 66 of file OperationConfirmationInvolved.h.

unsigned int sellerInvestmentDecision

Seller Investment Decision.

Definition at line 63 of file OperationConfirmationInvolved.h.

unsigned int sellerLabel

Seller Label.

Definition at line 159 of file OperationConfirmationInvolved.h.

unsigned char sellerLiquidityProvisionActivity

Seller Liquidity Provision Activity.

Definition at line 69 of file OperationConfirmationInvolved.h.

unsigned short sellerMemberCSBNumber

Seller Member (CSB Number).

Definition at line 144 of file OperationConfirmationInvolved.h.

unsigned char sellerMemberSenafNumber

Seller Member (Senaf Number).

Definition at line 141 of file OperationConfirmationInvolved.h.

TimeSpan sellerNewOrderTime

Seller New order Time.

Definition at line 108 of file OperationConfirmationInvolved.h.

unsigned char sellerUserNumber

Seller User (Number).

Definition at line 153 of file OperationConfirmationInvolved.h.

unsigned long long sellerUserText

Seller User (Text).

Definition at line 156 of file OperationConfirmationInvolved.h.

unsigned int senafOperationCode

Senaf Operation Code.

Definition at line 102 of file OperationConfirmationInvolved.h.

Optional<std::string> switchLongName

Switch Long Name.

Definition at line 260 of file OperationConfirmationInvolved.h.

Optional<std::string> term

Term.

Definition at line 231 of file OperationConfirmationInvolved.h.

Date tradeDate

Trade Date.

Definition at line 90 of file OperationConfirmationInvolved.h.

unsigned short tradeNumber

Trade Number.

Definition at line 78 of file OperationConfirmationInvolved.h.

TradeStatus::Enum tradeStatus

Trade Status.

Definition at line 87 of file OperationConfirmationInvolved.h.

Optional<unsigned int> unitaryVolume

Unitary Volume.

Definition at line 172 of file OperationConfirmationInvolved.h.

Optional<Date> valueDate

Value Date.

Definition at line 184 of file OperationConfirmationInvolved.h.

Optional<int> yield

Yield / Rate.

Definition at line 181 of file OperationConfirmationInvolved.h.

Optional<YieldCalculation::Enum> yieldCalculation

Yield calculation.

Definition at line 205 of file OperationConfirmationInvolved.h.

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