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/MarketData/UMDF/Time.h>
#include <OnixS/B3/MarketData/UMDF/messaging/StrRef.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Integral.h>
 
#ifdef DELETE
#undef DELETE
#endif
 
ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_BEGIN

typedef Int8 Int8;
 

typedef Int16 Int16;
 

typedef Int32 Int32;
 

typedef Int64 Int64;
 

typedef UInt8 UInt8;
 

typedef UInt16 UInt16;
 

typedef UInt32 UInt32;
 

typedef UInt64 UInt64;
 

typedef Int8 Int8NULL;
 

typedef Int16 Int16NULL;
 

typedef Int32 Int32NULL;
 

typedef Int64 Int64NULL;
 

typedef Char CharNULL;
 

typedef UInt8 UInt8NULL;
 

typedef UInt16 UInt16NULL;
 

typedef UInt32 UInt32NULL;
 

typedef UInt64 UInt64NULL;
 

typedef UInt32 NumberOfTrades;
 

typedef Int64 Quantity;
 

typedef Int64 QuantityOptional;
 

typedef Int64 QuantityVolume;
 

typedef
Int64
QuantityVolumeOptional;
 

typedef UInt32 FirmOptional;
 

typedef UInt64 OrderID;
 

typedef UInt32 TradeID;
 

typedef UInt32 SeqNum;
 

typedef
IntegralConstant<UInt32, 1>
SeqNum1;
 

typedef UInt64 SecurityID;
 

typedef UInt64 SecurityIDOptional;
 

typedef Char SecurityExchange[4];
 

typedef UInt32 RptSeq;
 

typedef UInt64 ClearingHouseID;
 

typedef UInt64 NewsID;
 

typedef Char Currency[3];
 

typedef UInt16 SettlType;
 

typedef UInt16 LocalMktDate;
 

typedef UInt16 LocalMktDateOptional;
 

typedef Int32 LocalMktDate32;
 

typedef
Int32
LocalMktDate32Optional;
 

typedef UInt8 MarketSegmentID;
 

ONIXS_B3_UMDF_MD_LTWT_STRUCT MessageType
{
    typedef Char Base;

    enum Enum
    {
        Sequence = '0',

        SequenceReset = '4',

        MarketDataIncrementalRefresh = 'X',

        SecurityStatus = 'f',

        SecurityDefinition = 'd',

        News = 'B',

        MarketDataSnapshotFullRefresh = 'W'
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT Boolean
{
    typedef UInt8 Base;

    enum Enum
    {
        FALSE_VALUE = 0,

        TRUE_VALUE = 1
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT TimeUnit
{
    typedef UInt8 Base;

    enum Enum
    {
        SECOND = 0,

        MILLISECOND = 3,

        MICROSECOND = 6,

        NANOSECOND = 9
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT Side
{
    typedef UInt8 Base;

    enum Enum
    {
        BUY = 1,

        SELL = 2
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT SecurityUpdateAction
{
    typedef Char Base;

    enum Enum
    {
        ADD = 'A',

        DELETE = 'D',

        MODIFY = 'M'
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT LotType
{
    typedef UInt8 Base;

    enum Enum
    {
        ODD_LOT = 1,

        ROUND_LOT = 2,

        BLOCK_LOT = 3
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT Product
{
    typedef UInt8 Base;

    enum Enum
    {
        COMMODITY = 2,

        CORPORATE = 3,

        CURRENCY = 4,

        EQUITY = 5,

        GOVERNMENT = 6,

        INDEX = 7,

        ECONOMIC_INDICATOR = 15,

        MULTILEG = 16
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT SecurityType
{
    typedef UInt8 Base;

    enum Enum
    {
        CASH = 1,

        CORP = 2,

        CS = 3,

        DTERM = 4,

        ETF = 5,

        FOPT = 6,

        FORWARD = 7,

        FUT = 8,

        INDEX = 9,

        INDEXOPT = 10,

        MLEG = 11,

        OPT = 12,

        OPTEXER = 13,

        PS = 14,

        SECLOAN = 15,

        SOPT = 16,

        SPOT = 17
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT ExerciseStyle
{
    typedef UInt8 Base;

    enum Enum
    {
        EUROPEAN = 0,

        AMERICAN = 1
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT PutOrCall
{
    typedef UInt8 Base;

    enum Enum
    {
        PUT = 0,

        CALL = 1
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT PriceType
{
    typedef UInt8 Base;

    enum Enum
    {
        PERCENTAGE = 1,

        PU = 2,

        FIXED_AMOUNT = 3
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT SecurityTradingStatus
{
    typedef UInt8 Base;

    enum Enum
    {
        PAUSE = 2,

        CLOSE = 4,

        OPEN = 17,

        FORBIDDEN = 18,

        UNKNOWN_OR_INVALID = 20,

        RESERVED = 21,

        FINAL_CLOSING_CALL = 101
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT TradingSessionSubID
{
    typedef UInt8 Base;

    enum Enum
    {
        PAUSE = 2,

        CLOSE = 4,

        OPEN = 17,

        FORBIDDEN = 18,

        UNKNOWN_OR_INVALID = 20,

        RESERVED = 21,

        FINAL_CLOSING_CALL = 101
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT GovernanceIndicator
{
    typedef UInt8 Base;

    enum Enum
    {
        No = 0,

        N1 = 1,

        N2 = 2,

        NM = 4,

        MA = 5,

        MB = 6,

        M2 = 7
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT SecurityMatchType
{
    typedef UInt8 Base;

    enum Enum
    {
        ISSUING_BUY_BACK_AUCTION = 8
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT AggressorSide
{
    typedef UInt8 Base;

    enum Enum
    {
        NO_AGGRESSOR = 0,

        BUY = 1,

        SELL = 2
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT TradingSessionID
{
    typedef UInt8 Base;

    enum Enum
    {
        REGULAR_TRADING_SESSION = 1,

        NON_REGULAR_TRADING_SESSION = 6
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT SecurityTradingEvent
{
    typedef UInt8 Base;

    enum Enum
    {
        TRADING_SESSION_CHANGE = 4,

        SECURITY_STATUS_CHANGE = 101,

        SECURITY_REJOINS_SECURITY_GROUP_STATUS = 102
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT PriceBandType
{
    typedef UInt8 Base;

    enum Enum
    {
        HARD_LIMIT = 1,

        AUCTION_LIMITS = 2,

        REJECTION_BAND = 3,

        STATIC_LIMITS = 4
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT OpenCloseSettlFlag
{
    typedef UInt8 Base;

    enum Enum
    {
        DAILY = 0,

        SESSION = 1,

        EXPECTED_ENTRY = 3,

        ENTRY_FROM_PREVIOUS_BUSINESS_DAY = 4,

        THEORETICAL_PRICE = 5
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT PriceLimitType
{
    typedef UInt8 Base;

    enum Enum
    {
        PRICE_UNIT = 0,

        TICKS = 1,

        PERCENTAGE = 2
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT PriceBandMidpointPriceType
{
    typedef UInt8 Base;

    enum Enum
    {
        LAST_TRADED_PRICE = 0,

        COMPLEMENTARY_LAST_PRICE = 1,

        THEORETICAL_PRICE = 2
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT SettlPriceType
{
    typedef UInt8 Base;

    enum Enum
    {
        FINAL = 1,

        THEORETICAL = 2,

        UPDATED = 3
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT UnderlyingPxType
{
    typedef UInt8 Base;

    enum Enum
    {
        TRADE = 0,

        AVERAGE_OF_TOB = 1
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT UpdateAction
{
    typedef UInt8 Base;

    enum Enum
    {
        NEW = 0,

        CHANGE = 1,

        DELETE = 2,

        DELETE_THRU = 3,

        DELETE_FROM = 4,

        OVERLAY = 5
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT EntryType
{
    typedef Char Base;

    enum Enum
    {
        BID = '0',

        OFFER = '1',

        TRADE = '2',

        INDEX_VALUE = '3',

        OPENING_PRICE = '4',

        CLOSING_PRICE = '5',

        SETTLEMENT_PRICE = '6',

        SESSION_HIGH_PRICE = '7',

        SESSION_LOW_PRICE = '8',

        EXECUTION_STATISTICS = '9',

        IMBALANCE = 'A',

        TRADE_VOLUME = 'B',

        OPEN_INTEREST = 'C',

        EMPTY_BOOK = 'J',

        SECURITY_TRADING_STATE_PHASE = 'c',

        PRICE_BAND = 'g',

        QUANTITY_BAND = 'h',

        COMPOSITE_UNDERLYING_PRICE = 'D',

        EXECUTION_SUMMARY = 's',

        VOLATILITY_PRICE = 'v',

        TRADE_BUST = 'u'
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT NewsSource
{
    typedef UInt8 Base;

    enum Enum
    {
        OTHER = 0,

        DCM = 1,

        BBMNET = 2,

        MARKET_SURVEILLANCE = 3,

        INTERNET = 4,

        DPR_VE = 5,

        MKT_OPS_FX_AGENCY = 19,

        MKT_OPS_DERIVATIVES_AGENCY = 20,

        OVER_THE_COUNTER_NEWS_AGENCY = 11,

        ELECTRONIC_PURCHASE_EXCHANGE = 13,

        CBLC_NEWS_AGENCY = 14,

        BOVESPA_INDEX_AGENCY = 15,

        BOVESPA_INSTITUTIONAL_AGENCY = 16,

        MKT_OPS_EQUITIES_AGENCY = 17,

        BOVESPA_COMPANIES_AGENCY = 18
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT ApplVerID
{
    typedef UInt8 Base;

    enum Enum
    {
        FIX27 = 0,

        FIX30 = 1,

        FIX40 = 2,

        FIX41 = 3,

        FIX42 = 4,

        FIX43 = 5,

        FIX44 = 6,

        FIX50 = 7,

        FIX50SP1 = 8,

        FIX50SP2 = 9
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT MultiLegModel
{
    typedef UInt8 Base;

    enum Enum
    {
        PREDEFINED = 0,

        USER_DEFINED = 1
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT MultiLegPriceMethod
{
    typedef UInt8 Base;

    enum Enum
    {
        NET_PRICE = 0,

        REVERSED_NET_PRICE = 1,

        YIELD_DIFFERENCE = 2,

        INDIVIDUAL = 3,

        CONTRACT_WEIGHTED_AVERAGE_PRICE = 4,

        MULTIPLIED_PRICE = 5
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT InstrAttribType
{
    typedef UInt8 Base;

    enum Enum
    {
        TRADE_TYPE_ELIGIBILITY = 24,

        GTD_GTC_ELIGIBILITY = 34
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT InstrAttribValue
{
    typedef UInt8 Base;

    enum Enum
    {
        ELECTRONIC_MATCH_OR_GTD_GTC_ELIGIBLE = 1,

        ORDER_CROSS_ELIGIBLE = 2,

        BLOCK_TRADE_ELIGIBLE = 3,

        FLAG_RFQ_FOR_CROSS_ELIGIBLE = 14,

        NEGOTIATED_QUOTE_ELIGIBLE = 17
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT SecurityIDSource
{
    typedef Char Base;

    enum Enum
    {
        ISIN = '4',

        EXCHANGE_SYMBOL = '8'
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT TrdSubType
{
    typedef UInt8 Base;

    enum Enum
    {
        MULTI_ASSET_TRADE = 101,

        LEG_TRADE = 102,

        MIDPOINT_TRADE = 103,

        BLOCK_BOOK_TRADE = 104,

        RF_TRADE = 105,

        RLP_TRADE = 106,

        TAC_TRADE = 107,

        TAA_TRADE = 108,

        SWEEP_TRADE = 109
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT ImpliedMarketIndicator
{
    typedef UInt8 Base;

    enum Enum
    {
        NOT_IMPLIED = 0,

        IMPLIED = 1
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT OptPayoutType
{
    typedef UInt8 Base;

    enum Enum
    {
        VANILLA = 1,

        CAPPED = 2,

        BINARY = 3
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    static
    std::string
    toString(
        Enum);
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT ImbalanceCondition
{
public:
    typedef UInt16 Bits;
 
    enum
    {
        Size = sizeof(Bits)
    };
 

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

    ONIXS_B3_UMDF_MD_NODISCARD
    bool imbalanceMoreBuyers() const
        noexcept
    {
        return 0 != (bits_ & 0x100);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool imbalanceMoreSellers() const
        noexcept
    {
        return 0 != (bits_ & 0x200);
    }

    Bits bits() const
        noexcept
    {
        return bits_;
    }

    explicit
    ImbalanceCondition(Bits bits = 0)
        noexcept
      : bits_(bits)
    {
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    std::string
    toString() const;

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator!=(
        const ImbalanceCondition& other) const
        noexcept
    {
        return !(*this == other);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator==(
        const ImbalanceCondition& other) const
        noexcept
    {
        return this->bits_ == other.bits_;
    }
 
private:
    Bits bits_;
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT TradeCondition
{
public:
    typedef UInt16 Bits;
 
    enum
    {
        Size = sizeof(Bits)
    };
 

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

    ONIXS_B3_UMDF_MD_NODISCARD
    bool openingPrice() const
        noexcept
    {
        return 0 != (bits_ & 0x1);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool crossed() const
        noexcept
    {
        return 0 != (bits_ & 0x2);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool lastTradeAtTheSamePrice() const
        noexcept
    {
        return 0 != (bits_ & 0x4);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool outOfSequence() const
        noexcept
    {
        return 0 != (bits_ & 0x8);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool tradeOnBehalf() const
        noexcept
    {
        return 0 != (bits_ & 0x40);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool regularTrade() const
        noexcept
    {
        return 0 != (bits_ & 0x2000);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool blockTrade() const
        noexcept
    {
        return 0 != (bits_ & 0x4000);
    }

    Bits bits() const
        noexcept
    {
        return bits_;
    }

    explicit
    TradeCondition(Bits bits = 0)
        noexcept
      : bits_(bits)
    {
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    std::string
    toString() const;

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator!=(
        const TradeCondition& other) const
        noexcept
    {
        return !(*this == other);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator==(
        const TradeCondition& other) const
        noexcept
    {
        return this->bits_ == other.bits_;
    }
 
private:
    Bits bits_;
};

ONIXS_B3_UMDF_MD_LTWT_STRUCT MatchEventIndicator
{
public:
    typedef UInt8 Bits;
 
    enum
    {
        Size = sizeof(Bits)
    };
 

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

    ONIXS_B3_UMDF_MD_NODISCARD
    bool implied() const
        noexcept
    {
        return 0 != (bits_ & 0x10);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool recoveryMsg() const
        noexcept
    {
        return 0 != (bits_ & 0x20);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool endOfEvent() const
        noexcept
    {
        return 0 != (bits_ & 0x80);
    }

    Bits bits() const
        noexcept
    {
        return bits_;
    }

    explicit
    MatchEventIndicator(Bits bits = 0)
        noexcept
      : bits_(bits)
    {
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    std::string
    toString() const;

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator!=(
        const MatchEventIndicator& other) const
        noexcept
    {
        return !(*this == other);
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator==(
        const MatchEventIndicator& other) const
        noexcept
    {
        return this->bits_ == other.bits_;
    }
 
private:
    Bits bits_;
};
 

typedef
IntegralConstant<Int8, -128>
NullInt8;
 

typedef
IntegralConstant<Int16, -32768>
NullInt16;
 

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

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

typedef
IntegralConstant<UInt8, 255>
NullUInt8;
 

typedef
IntegralConstant<UInt16, 65535>
NullUInt16;
 

typedef
IntegralConstant<UInt32, 4294967295>
NullUInt32;
 

typedef
IntegralConstant<UInt64, 18446744073709551615ULL>
NullUInt64;
 

typedef
IntegralConstant<Int8, 0>
NullInt8NULL;
 

typedef
IntegralConstant<Int16, 0>
NullInt16NULL;
 

typedef
IntegralConstant<Int32, 0>
NullInt32NULL;
 

typedef
IntegralConstant<Int64, 0LL>
NullInt64NULL;
 

typedef
IntegralConstant<Char, 0>
NullCharNULL;
 

typedef
IntegralConstant<UInt8, 0>
NullUInt8NULL;
 

typedef
IntegralConstant<UInt16, 0>
NullUInt16NULL;
 

typedef
IntegralConstant<UInt32, 0>
NullUInt32NULL;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullUInt64NULL;
 

typedef
IntegralConstant<UInt32, 4294967295>
NullNumberOfTrades;
 

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

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

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

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

typedef
IntegralConstant<UInt32, 0>
NullFirmOptional;
 

typedef
IntegralConstant<UInt64, 18446744073709551615ULL>
NullOrderID;
 

typedef
IntegralConstant<UInt32, 4294967295>
NullTradeID;
 

typedef
IntegralConstant<UInt32, 4294967295>
NullSeqNum;
 

typedef
IntegralConstant<UInt32, 4294967295>
NullSeqNum1;
 

typedef
IntegralConstant<UInt64, 18446744073709551615ULL>
NullSecurityID;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullSecurityIDOptional;
 

typedef
IntegralConstant<UInt32, 0>
NullRptSeq;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullClearingHouseID;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullNewsID;
 

typedef
IntegralConstant<UInt16, 65535>
NullSettlType;
 

typedef
IntegralConstant<UInt16, 65535>
NullLocalMktDate;
 

typedef
IntegralConstant<UInt16, 0>
NullLocalMktDateOptional;
 

typedef
IntegralConstant<Int32, -2147483647-1>
NullLocalMktDate32;
 

typedef
IntegralConstant<Int32, 0>
NullLocalMktDate32Optional;
 

typedef
IntegralConstant<UInt32, 0>
NullEntryPositionNo;
 

typedef
IntegralConstant<UInt8, 0>
NullMarketSegmentID;
 
 

inline
ONIXS_B3_UMDF_MD_NODISCARD
Timestamp
localMktDateToTimestamp(LocalMktDate days) noexcept
{
    return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
}
 
ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_END