Class CollateralReport

Collateral Report Message.

Inheritance

object

CollateralReport

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Namespace: OnixS.CmeStpHandler

Assembly: OnixS.CmeStpHandler.dll

Syntax

[Serializable]
public class CollateralReport

Constructors

CollateralReport()

Default constructor.

Declaration

public CollateralReport()

Properties

AccruedInterestAmount

Amount of Accrued Interest for convertible bonds and fixed income.

Declaration

public decimal AccruedInterestAmount { get; set; }

Property Value

Type	Description
decimal

ClearingBusinessDate

The "Clearing Business Date" referred to by this maintenance request.

Declaration

public DateTimeOffset ClearingBusinessDate { get; set; }

Property Value

Type	Description
DateTimeOffset

CollateralAllocationID

Globally unique identifier of the collateral allocation.

Declaration

public string CollateralAllocationID { get; set; }

Property Value

Type	Description
string

CollateralAllocationNumber

Human-readable identifier for the collateral allocation.

Declaration

public string CollateralAllocationNumber { get; set; }

Property Value

Type	Description
string

CollateralReportID

Collateral Report Identifier.

Declaration

public string CollateralReportID { get; set; }

Property Value

Type	Description
string

CollateralReportTransactionType

Transaction type of the Collateral Report.

Declaration

public CollateralReportTransactionType CollateralReportTransactionType { get; set; }

Property Value

Type	Description
CollateralReportTransactionType

CollateralRequestID

Collateral Request Identifier.

Declaration

public string CollateralRequestID { get; set; }

Property Value

Type	Description
string

CollateralStatus

Collateral status.

Declaration

public CollateralStatus CollateralStatus { get; set; }

Property Value

Type	Description
CollateralStatus

DirtyPrice

Dirty price.

Declaration

public decimal DirtyPrice { get; set; }

Property Value

Type	Description
decimal

EndCash

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

Declaration

public decimal EndCash { get; set; }

Property Value

Type	Description
decimal

FinancingDetails

Information about financing details reported.

Declaration

public FinancingDetails FinancingDetails { get; }

Property Value

Type	Description
FinancingDetails

Instrument

Information about instrument reported.

Declaration

public CollateralInstrument Instrument { get; }

Property Value

Type	Description
CollateralInstrument

LastMkt

Market of execution for last fill, or an indication of the market where an order was routed.

Declaration

public string LastMkt { get; set; }

Property Value

Type	Description
string

LastUpdateTime

Timestamp of last update to data item (or creation if no updates made since creation).

Declaration

public DateTimeOffset LastUpdateTime { get; set; }

Property Value

Type	Description
DateTimeOffset

MaximumCollateralCount

Maximum number of different securities that can be allocated to the trade.

Declaration

public int MaximumCollateralCount { get; set; }

Property Value

Type	Description
int

Memo

Free format text field.

Declaration

public string Memo { get; set; }

Property Value

Type	Description
string

OriginalCollateralAllocationID

In a substitution, this is the CollID of the allocation that was substituted.

Declaration

public string OriginalCollateralAllocationID { get; set; }

Property Value

Type	Description
string

OriginalCollateralAllocationNumber

In a substitution, this is the CollNo of the allocation that was substituted.

Declaration

public string OriginalCollateralAllocationNumber { get; set; }

Property Value

Type	Description
string

OriginalFixmlMessage

Gets Fixml string which represent original received message.

Declaration

public string OriginalFixmlMessage { get; }

Property Value

Type	Description
string

Parties

Information about Root Parties reported.

Declaration

public Collection<Party> Parties { get; }

Property Value

Type	Description
Collection<Party>

Price

Price per unit of quantity (e.g. per share).

Declaration

public decimal Price { get; set; }

Property Value

Type	Description
decimal

Quantity

Overall/total quantity (e.g. number of shares).

Declaration

public decimal Quantity { get; set; }

Property Value

Type	Description
decimal

RegulatoryTradeIDs

Information about related regulatory trade IDs.

Declaration

public Collection<RegulatoryTradeIdentifier> RegulatoryTradeIDs { get; }

Property Value

Type	Description
Collection<RegulatoryTradeIdentifier>

RelatedInstruments

Information about related instruments reported.

Declaration

public Collection<RelatedInstrument> RelatedInstruments { get; }

Property Value

Type	Description
Collection<RelatedInstrument>

SecondaryTradeID

Used to carry an internal trade entity ID which may or may not be reported to the firm.

Declaration

public string SecondaryTradeID { get; set; }

Property Value

Type	Description
string

SenderCompID

On return messaging, NYMEX will be the SenderCompID.

Declaration

public string SenderCompID { get; set; }

Property Value

Type	Description
string

SenderSubID

CME assigned user role used to identify specific role (traderadmin or clearingadmin). If not specified will default to highest assigned role.

Declaration

public string SenderSubID { get; set; }

Property Value

Type	Description
string

SettlementTradeID

Trade identifier as assigned by BrokerTec Clearing.

Declaration

public string SettlementTradeID { get; set; }

Property Value

Type	Description
string

Side

Side of order.

Declaration

public Side Side { get; set; }

Property Value

Type	Description
Side

StartCash

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

Declaration

public decimal StartCash { get; set; }

Property Value

Type	Description
decimal

SubstitutionIndicator

Indicates the status of the substitution.

Declaration

public SubstitutionIndicator SubstitutionIndicator { get; set; }

Property Value

Type	Description
SubstitutionIndicator

SubstitutionsRemaining

Number of remaining rights of substitution.

Declaration

public int SubstitutionsRemaining { get; set; }

Property Value

Type	Description
int

TargetCompID

Identifies the entity to whom the message is being sent. This echoes the SenderCompID sent on the request.

Declaration

public string TargetCompID { get; set; }

Property Value

Type	Description
string

TargetSubID

Assigned value used to identify specific message recipient (user, etc.) This echoes the SenderSubID sent on the request.

Declaration

public string TargetSubID { get; set; }

Property Value

Type	Description
string

TotalEndCash

Total end cash of the trade.

Declaration

public decimal TotalEndCash { get; set; }

Property Value

Type	Description
decimal

TotalStartCash

Total start cash of the trade.

Declaration

public decimal TotalStartCash { get; set; }

Property Value

Type	Description
decimal

TradeCollateralStatus

Collateral status of the trade.

Declaration

public TradeCollateralStatus TradeCollateralStatus { get; set; }

Property Value

Type	Description
TradeCollateralStatus

TradeDate

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

Declaration

public DateTimeOffset TradeDate { get; set; }

Property Value

Type	Description
DateTimeOffset

TransactTime

Timestamp when the business transaction represented by the message occurred.

Declaration

public DateTimeOffset TransactTime { get; set; }

Property Value

Type	Description
DateTimeOffset

Methods

FromXml(XElement, XElement)

Extract data from XML and fill current object.

Declaration

public void FromXml(XElement reportElement, XElement header)

Parameters

Type	Name	Description
XElement	reportElement	Report element (TrdCaptRpt).
XElement	header	Header element.

ToString()

Returns string representation of an object.

Declaration

public override string ToString()

Returns

Type	Description
string	String representation of an object.

Overrides

object.ToString()