Fields.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
// This software owned by Onix Solutions Limited [OnixS] and is
// protected by copyright law and international copyright treaties.
//
// Access to and use of the software is governed by the terms of the applicable
// OnixS Software Services Agreement (the Agreement) and Customer end user license
// agreements granting a non-assignable, non-transferable and non-exclusive license
// to use the software for it's own data processing purposes under the terms defined
// in the Agreement.
//
// Except as otherwise granted within the terms of the Agreement, copying or
// reproduction of any part of this source code or associated reference material
// to any other location for further reproduction or redistribution, and any
// amendments to this copyright notice, are expressly prohibited.
//
// Any reproduction or redistribution for sale or hiring of the Software not in
// accordance with the terms of the Agreement is a violation of copyright law.
//
 
#pragma once
 
#include <OnixS/B3/BOE/messaging/StrRef.h>
#include <OnixS/B3/BOE/messaging/Integral.h>
#include <OnixS/B3/BOE/messaging/Time.h>
 
ONIXS_B3_BOE_MESSAGING_NAMESPACE_BEGIN

typedef
IntegralConstant<Char, '\x0'>
NullChar;
 

typedef
IntegralConstant<UInt8, 255>
NullUInt8;
 

typedef
IntegralConstant<UInt16, 65535>
NullUInt16;
 

typedef
IntegralConstant<UInt32, 4294967295>
NullUInt32;
 

typedef
IntegralConstant<UInt64, 18446744073709551615ULL>
NullUInt64;

typedef
IntegralConstant<Int8, -128>
NullInt8;
 

typedef
IntegralConstant<Int16, -32768>
NullInt16;
 

typedef
IntegralConstant<Int32, -2147483647-1>
NullInt32;
 

typedef
IntegralConstant<Int64, -9223372036854775807LL-1>
NullInt64;
 

typedef UInt64 AllocID;
 

typedef UInt64 ClOrdID;
 

typedef UInt64 ClOrdIDOptional;
 

typedef UInt32 SessionID;
 

typedef UInt32 SessionIDOptional;
 

typedef UInt64 SessionVerID;
 

typedef UInt64 SessionVerIDOptional;
 

typedef UInt32 SeqNum;
 

typedef UInt32 SeqNumOptional;
 

typedef UInt64 Quantity;
 

typedef UInt64 QuantityOptional;
 

typedef UInt16 LocalMktDate;
 

typedef UInt16 LocalMktDateOptional;
 

typedef UInt32 Account;
 

typedef UInt32 AccountOptional;
 

typedef UInt32 Firm;
 

typedef UInt32 FirmOptional;
 

typedef UInt16 DaysToSettlement;
 

typedef
UInt16
DaysToSettlementOptional;
 

typedef UInt64 ExecID;
 

typedef UInt64 ExecIDOptional;
 

typedef UInt64 OrderID;
 

typedef UInt64 OrderIDOptional;
 

typedef UInt32 RejReason;
 

typedef UInt32 RejReasonOptional;
 

typedef UInt64 AllocReportID;
 

typedef UInt64 PosMaintRptID;
 

typedef
UInt64
PosMaintRptIDOptional;
 

typedef UInt64 PosReqID;
 

typedef UInt64 PosReqIDOptional;
 

typedef UInt64 SecurityReqRespID;
 

typedef UInt64 BusinessRejectRefID;
 

typedef UInt64 MassActionReportID;
 

typedef
UInt64
MassActionReportIDOptional;
 

typedef UInt8 OrdTagID;
 

typedef UInt8 MarketSegmentID;
 

typedef
UInt8
MarketSegmentIDOptional;
 

typedef UInt64 SecurityID;
 

typedef UInt64 SecurityIDOptional;
 

typedef UInt64 CrossID;
 

typedef UInt64 CrossIDOptional;
 

typedef UInt32 TradeID;
 

typedef UInt32 TradeIDOptional;
 

typedef UInt64 QuoteID;
 

typedef UInt64 QuoteIDOptional;
 

typedef UInt64 QuoteReqID;
 

typedef UInt64 QuoteReqIDOptional;
 

typedef UInt8 TotNoRelatedSym;
 

typedef UInt32 MessageCounter;
 

typedef Int32 StrategyIDOptional;
 

typedef UInt8 Uint8EnumEncoding;
 

typedef UInt16 Uint16EnumEncoding;
 

ONIXS_B3_BOE_LTWT_STRUCT Boolean
{
    typedef UInt8 Base;

    enum Enum
    {
        FalseValue = 0,

        TrueValue = 1
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT AllocTransType
{
    typedef Char Base;

    enum Enum
    {
        New = '0',

        Cancel = '2'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT AllocReportType
{
    typedef Char Base;

    enum Enum
    {
        RequestToIntermediary = '8'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT AllocType
{
    typedef Char Base;

    enum Enum
    {
        RequestToIntermediary = '8'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT AllocNoOrdersType
{
    typedef Char Base;

    enum Enum
    {
        NotSpecified = '0'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT AllocStatus
{
    typedef Char Base;

    enum Enum
    {
        Accepted = '0',

        RejectedByIntermediary = '5'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT QuoteStatus
{
    typedef UInt8 Base;

    enum Enum
    {
        Expired = 7,

        Accepted = 0,

        Rejected = 5,

        QuoteNotFound = 9,

        Pending = 10,

        Pass = 11,

        Canceled = 17
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT QuoteStatusResponseTo
{
    typedef Char Base;

    enum Enum
    {
        Quote = '0',

        QuoteRequest = '1',

        QuoteCancel = '2',

        QuoteRequestReject = '3'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT QuoteCancelType
{
    typedef UInt8 Base;

    enum Enum
    {
        CancelForQuoteId = 5
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT PosType
{
    typedef Char Base;

    enum Enum
    {
        TransactionQuantity = 'T',

        StartOfDayQty = 'S',

        OptionExerciseQty = 'E',

        BlockedQty = 'B',

        UncoveredQty = 'U',

        CoveredQty = 'C'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT MassActionScope
{
    typedef UInt8 Base;

    enum Enum
    {
        AllOrdersForATradingSession = 6
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT MassActionType
{
    typedef UInt8 Base;

    enum Enum
    {
        ReleaseOrdersFromSuspension = 2,

        CancelOrders = 3,

        CancelAndSuspendOrders = 4
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT MassActionResponse
{
    typedef Char Base;

    enum Enum
    {
        Rejected = '0',

        Accepted = '1'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT MassActionRejectReason
{
    typedef UInt8 Base;

    enum Enum
    {
        MassActionNotSupported = 0,

        InvalidOrUnknownMarketSegment = 8,

        Other = 99
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT SecurityResponseType
{
    typedef UInt8 Base;

    enum Enum
    {
        AcceptSecurityProposalAsIs = 1,

        RejectSecurityProposal = 5,

        AcceptSecurityAsProposalWithRevisions = 2
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT PosMaintStatus
{
    typedef Char Base;

    enum Enum
    {
        Accepted = '0',

        Rejected = '2',

        Completed = '3',

        NotExecuted = '9'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT ExecuteUnderlyingTrade
{
    typedef Char Base;

    enum Enum
    {
        NoUnderlyingTrade = '0',

        UnderlyingOpposingTrade = '1'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT PosTransType
{
    typedef UInt8 Base;

    enum Enum
    {
        Exercise = 1,

        AutomaticExercise = 105,

        ExerciseNotAutomatic = 106
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT PosMaintAction
{
    typedef Char Base;

    enum Enum
    {
        New = '1',

        Cancel = '3'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT SettlType
{
    typedef Char Base;

    enum Enum
    {
        BuyersDiscretion = '0',

        SellersDiscretion = '8',

        Mutual = 'X'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT SelfTradePreventionInstruction
{
    typedef UInt8 Base;

    enum Enum
    {
        None = 0,

        CancelAggressorOrder = 1,

        CancelRestingOrder = 2,

        CancelBothOrders = 3
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT TimeUnit
{
    typedef UInt8 Base;

    enum Enum
    {
        Second = 0,

        Millisecond = 3,

        Microsecond = 6,

        Nanosecond = 9
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT MessageType
{
    typedef UInt8 Base;

    enum Enum
    {
        Negotiate = 0,

        NegotiateResponse = 1,

        NegotiateReject = 2,

        Establish = 3,

        EstablishAck = 4,

        EstablishReject = 5,

        Terminate = 6,

        NotApplied = 9,

        RetransmitRequest = 10,

        Retransmission = 11,

        RetransmitReject = 12,

        Sequence = 13,

        BusinessMessageReject = 14,

        SimpleNewOrder = 15,

        SimpleModifyOrder = 16,

        NewOrderSingle = 17,

        OrderCancelReplaceRequest = 18,

        OrderCancelRequest = 19,

        NewOrderCross = 20,

        ExecutionReportNew = 21,

        ExecutionReportModify = 22,

        ExecutionReportCancel = 23,

        ExecutionReportTrade = 24,

        ExecutionReportReject = 25,

        ExecutionReportForward = 26,

        SecurityDefinitionRequest = 27,

        SecurityDefinitionResponse = 28,

        OrderMassActionRequest = 29,

        OrderMassActionReport = 30,

        QuoteRequest = 31,

        QuoteStatusReport = 32,

        Quote = 33,

        QuoteCancel = 34,

        QuoteRequestReject = 35,

        PositionMaintenanceCancelRequest = 36,

        PositionMaintenanceRequest = 37,

        PositionMaintenanceReport = 38,

        AllocationInstruction = 39,

        AllocationReport = 40
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT FlowType
{
    typedef UInt8 Base;

    enum Enum
    {
        None = 0,

        Recoverable = 1,

        Unsequenced = 2,

        Idempotent = 3
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT NegotiationRejectCode
{
    typedef UInt8 Base;

    enum Enum
    {
        Unspecified = 0,

        Credentials = 1,

        FlowtypeNotSupported = 2,

        AlreadyNegotiated = 3,

        SessionBlocked = 4,

        InvalidSessionid = 5,

        InvalidSessionverid = 6,

        InvalidTimestamp = 7,

        InvalidFirm = 8,

        NegotiateNotAllowed = 20,

        DuplicateSessionConnection = 21,

        AuthenticationInProgress = 22,

        ProtocolVersionNotSupported = 23
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT EstablishRejectCode
{
    typedef UInt8 Base;

    enum Enum
    {
        Unspecified = 0,

        Credentials = 1,

        Unnegotiated = 2,

        AlreadyEstablished = 3,

        SessionBlocked = 4,

        InvalidSessionid = 5,

        InvalidSessionverid = 6,

        InvalidTimestamp = 7,

        InvalidKeepaliveInterval = 8,

        InvalidNextseqno = 9,

        EstablishAttemptsExceeded = 10,

        EstablishNotAllowed = 20,

        DuplicateSessionConnection = 21,

        AuthenticationInProgress = 22,

        ProtocolVersionNotSupported = 23
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT TerminationCode
{
    typedef UInt8 Base;

    enum Enum
    {
        Unspecified = 0,

        Finished = 1,

        Unnegotiated = 2,

        NotEstablished = 3,

        SessionBlocked = 4,

        NegotiationInProgress = 5,

        EstablishInProgress = 6,

        KeepaliveIntervalLapsed = 10,

        InvalidSessionid = 11,

        InvalidSessionverid = 12,

        InvalidTimestamp = 13,

        InvalidNextseqno = 14,

        UnrecognizedMessage = 15,

        InvalidSofh = 16,

        DecodingError = 17,

        TerminateNotAllowed = 20,

        TerminateInProgress = 21,

        ProtocolVersionNotSupported = 23,

        BackupTakeoverInProgress = 30
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT RetransmitRejectCode
{
    typedef UInt8 Base;

    enum Enum
    {
        OutOfRange = 0,

        InvalidSession = 1,

        RequestLimitExceeded = 2,

        RetransmitInProgress = 3,

        InvalidTimestamp = 4,

        InvalidFromseqno = 5,

        InvalidCount = 9,

        ThrottleReject = 10,

        SystemBusy = 11
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT CancelOnDisconnectType
{
    typedef UInt8 Base;

    enum Enum
    {
        DoNotCancelOnDisconnectOrTerminate = 0,

        CancelOnDisconnectOnly = 1,

        CancelOnTerminateOnly = 2,

        CancelOnDisconnectOrTerminate = 3
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT Side
{
    typedef Char Base;

    enum Enum
    {
        Buy = '1',

        Sell = '2'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT TimeInForce
{
    typedef Char Base;

    enum Enum
    {
        Day = '0',

        GoodTillCancel = '1',

        ImmediateOrCancel = '3',

        FillOrKill = '4',

        GoodTillDate = '6',

        AtTheClose = '7',

        GoodForAuction = 'A'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT SimpleTimeInForce
{
    typedef Char Base;

    enum Enum
    {
        Day = '0',

        ImmediateOrCancel = '3',

        FillOrKill = '4'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT OrdType
{
    typedef Char Base;

    enum Enum
    {
        Market = '1',

        Limit = '2',

        StopLoss = '3',

        StopLimit = '4',

        MarketWithLeftoverAsLimit = 'K',

        Rlp = 'W',

        PeggedMidpoint = 'P'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT SimpleOrdType
{
    typedef Char Base;

    enum Enum
    {
        Market = '1',

        Limit = '2'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT RoutingInstruction
{
    typedef UInt8 Base;

    enum Enum
    {
        RetailLiquidityTaker = 1,

        WaivedPriority = 2,

        BrokerOnly = 3,

        BrokerOnlyRemoval = 4
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT ExecType
{
    typedef Char Base;

    enum Enum
    {
        Trade = 'F',

        TradeCancel = 'H'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT OrdStatus
{
    typedef Char Base;

    enum Enum
    {
        New = '0',

        PartiallyFilled = '1',

        Filled = '2',

        Canceled = '4',

        Replaced = '5',

        Rejected = '8',

        Expired = 'C',

        Restated = 'R',

        PreviousFinalState = 'Z'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT ExecRestatementReasonValidForSingleCancel
{
    typedef UInt8 Base;

    enum Enum
    {
        CancelOrderDueToOperationalError = 203
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT ExecRestatementReasonValidForMassCancel
{
    typedef UInt8 Base;

    enum Enum
    {
        OrderMassActionFromClientRequest = 202,

        MassCancelOrderDueToOperationalErrorRequest = 207
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT ExecRestatementReason
{
    typedef UInt8 Base;

    enum Enum
    {
        MarketOption = 8,

        CancelOnHardDisconnection = 100,

        CancelOnTerminate = 101,

        CancelOnDisconnectAndTerminate = 102,

        SelfTradingPrevention = 103,

        CancelFromFirmsoft = 105,

        CancelRestingOrderOnSelfTrade = 107,

        MarketMakerProtection = 200,

        RiskManagementCancellation = 201,

        OrderMassActionFromClientRequest = 202,

        CancelOrderDueToOperationalError = 203,

        OrderCancelledDueToOperationalError = 204,

        CancelOrderFirmsoftDueToOperationalError = 205,

        OrderCancelledFirmsoftDueToOperationalError = 206,

        MassCancelOrderDueToOperationalErrorRequest = 207,

        MassCancelOrderDueToOperationalErrorEffective = 208,

        CancelOnMidpointBrokerOnlyRemoval = 209,

        CancelRemainingFromSweepCross = 210,

        MassCancelOnBehalf = 211,

        MassCancelOnBehalfDueToOperationalErrorEffective = 212
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT MultiLegReportingType
{
    typedef Char Base;

    enum Enum
    {
        SingleSecurity = '1',

        IndividuallegOfMultilegSecurity = '2',

        MultilegSecurity = '3'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT OrderCategory
{
    typedef Char Base;

    enum Enum
    {
        ResultOfOptionsExercise = 'B',

        ResultOfAssignmentFromAnOptionsExercise = 'C',

        ResultOfAutomaticOptionsExercise = 'D',

        ResultOfMidpointOrder = 'E',

        ResultOfBlockBookTrade = 'F',

        ResultOfTradeAtClose = 'G',

        ResultOfTradeAtAverage = 'H',

        ImpliedOrder = '7'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT AccountType
{
    typedef UInt8 Base;

    enum Enum
    {
        RemoveAccountInformation = 38,

        RegularAccount = 39
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT CxlRejResponseTo
{
    typedef UInt8 Base;

    enum Enum
    {
        New = 0,

        Cancel = 1,

        Replace = 2
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT PossResend
{
    typedef UInt8 Base;

    enum Enum
    {
        FalseValue = 0,

        TrueValue = 1
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT SecurityIDSource
{
    typedef Char Base;

    enum Enum
    {
        Isin = '4',

        ExchangeSymbol = '8'
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT CrossedIndicator
{
    typedef UInt16 Base;

    enum Enum
    {
        StructuredTransaction = 1001,

        OperationalError = 1002,

        TwapVwap = 1003
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT TradingSessionID
{
    typedef UInt8 Base;

    enum Enum
    {
        RegularDaySession = 1,

        NonRegularSession = 6
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT TradingSessionSubID
{
    typedef UInt8 Base;

    enum Enum
    {
        Pause = 2,

        Close = 4,

        Open = 17,

        PreClose = 18,

        PreOpen = 21,

        FinalClosingCall = 101
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT SecurityTradingStatus
{
    typedef UInt8 Base;

    enum Enum
    {
        TradingHalt = 2,

        NoOpen = 4,

        ReadyToTrade = 17,

        Forbidden = 18,

        UnknownOrInvalid = 20,

        PreOpen = 21,

        FinalClosingCall = 101,

        Reserved = 110
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT CrossType
{
    typedef UInt8 Base;

    enum Enum
    {
        AllOrNoneCross = 1,

        CrossExecutedAgainstBookFromClient = 4
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT CrossPrioritization
{
    typedef UInt8 Base;

    enum Enum
    {
        None = 0,

        BuySideIsPrioritized = 1,

        SellSideIsPrioritized = 2
    };

    ONIXS_B3_BOE_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_BOE_LTWT_STRUCT EventIndicator
{
public:
    typedef UInt8 Bits;
 
    enum
    {
        Size = sizeof(Bits)
    };

    typedef EventIndicator ThisType;

    struct MemberTraits
    {
        enum { Count = 1 };
 
        typedef Bits FirstArgType;
    };

    ONIXS_B3_BOE_NODISCARD
    bool possResend() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x1);
    }

    ThisType& setPossResend(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x1; else bits_ &= ~0x1;
        return *this;
    }

    ONIXS_B3_BOE_NODISCARD
    bool lowPriority() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x2);
    }

    ThisType& setLowPriority(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x2; else bits_ &= ~0x2;
        return *this;
    }

    ONIXS_B3_BOE_NODISCARD
    bool reserved2() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x4);
    }

    ThisType& setReserved2(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x4; else bits_ &= ~0x4;
        return *this;
    }

    ONIXS_B3_BOE_NODISCARD
    bool reserved3() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x8);
    }

    ThisType& setReserved3(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x8; else bits_ &= ~0x8;
        return *this;
    }

    ONIXS_B3_BOE_NODISCARD
    bool reserved4() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x10);
    }

    ThisType& setReserved4(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x10; else bits_ &= ~0x10;
        return *this;
    }

    ONIXS_B3_BOE_NODISCARD
    bool reserved5() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x20);
    }

    ThisType& setReserved5(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x20; else bits_ &= ~0x20;
        return *this;
    }

    ONIXS_B3_BOE_NODISCARD
    bool reserved6() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x40);
    }

    ThisType& setReserved6(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x40; else bits_ &= ~0x40;
        return *this;
    }

    ONIXS_B3_BOE_NODISCARD
    bool reserved7() const
        ONIXS_B3_BOE_NOTHROW
    {
        return 0 != (bits_ & 0x80);
    }

    ThisType& setReserved7(bool value)
        ONIXS_B3_BOE_NOTHROW
    {
        if (value) bits_ |= 0x80; else bits_ &= ~0x80;
        return *this;
    }

    Bits bits() const
        ONIXS_B3_BOE_NOTHROW
    {
        return bits_;
    }

    explicit
    EventIndicator(Bits bits = 0)
        ONIXS_B3_BOE_NOTHROW
      : bits_(bits)
    {
    }

    ONIXS_B3_BOE_NODISCARD
    std::string
    toString() const;

    ONIXS_B3_BOE_NODISCARD
    bool
    operator!=(
        const EventIndicator& other) const
        ONIXS_B3_BOE_NOTHROW
    {
        return !(*this == other);
    }

    ONIXS_B3_BOE_NODISCARD
    bool
    operator==(
        const EventIndicator& other) const
        ONIXS_B3_BOE_NOTHROW
    {
        return this->bits_ == other.bits_;
    }
 
private:
    Bits bits_;
};
 

typedef
IntegralConstant<UInt64, 0ULL>
NullClOrdIDOptional;
 

typedef
IntegralConstant<UInt32, 0>
NullSessionIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullSessionVerIDOptional;
 

typedef
IntegralConstant<UInt32, 0>
NullSeqNumOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullQuantityOptional;
 

typedef
IntegralConstant<UInt16, 0>
NullLocalMktDateOptional;
 

typedef
IntegralConstant<UInt32, 0>
NullAccountOptional;
 

typedef
IntegralConstant<UInt32, 0>
NullFirmOptional;
 

typedef
IntegralConstant<UInt16, 65535>
NullDaysToSettlementOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullExecIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullOrderIDOptional;
 

typedef
IntegralConstant<UInt32, 0>
NullRejReasonOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullPosMaintRptIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullPosReqIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullBusinessRejectRefID;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullMassActionReportIDOptional;
 

typedef
IntegralConstant<UInt8, 0>
NullOrdTagID;
 

typedef
IntegralConstant<UInt8, 0>
NullMarketSegmentIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullSecurityIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullCrossIDOptional;
 

typedef
IntegralConstant<UInt32, 0>
NullTradeIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullQuoteIDOptional;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullQuoteReqIDOptional;
 

typedef
IntegralConstant<UInt8, 0>
NullTotNoRelatedSym;
 

typedef
IntegralConstant<Int32, 0>
NullStrategyIDOptional;
 

typedef
IntegralConstant<UInt8, 0>
NullUint8EnumEncoding;
 

typedef
IntegralConstant<UInt16, 0>
NullUint16EnumEncoding;
 
 

inline
ONIXS_B3_BOE_NODISCARD
Timestamp
localMktDateToTimestamp(LocalMktDate days) ONIXS_B3_BOE_NOTHROW
{
    return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
}
 
inline
ONIXS_B3_BOE_NODISCARD
LocalMktDate
timestampToLocalMktDate(const Timestamp& timestamp) ONIXS_B3_BOE_NOTHROW
{
    return static_cast<LocalMktDate>(TimeSpan(timestamp.sinceEpoch()).days());
}
 
ONIXS_B3_BOE_MESSAGING_NAMESPACE_END