OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
Fields.h
Go to the documentation of this file.
1 // Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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20 
21 #pragma once
22 
26 
28 ONIXS_CONFLATEDTCP_DATA_PACKING_BEGIN(1)
29 
30 /// char.
31 typedef Char CHAR;
32 
33 
34 /// Currency.
35 ///
36 /// FIX type: Currency.
37 typedef Char Currency[3];
38 
39 
40 /// Eligibility.
41 typedef
44 
45 
46 /// int16.
47 typedef Int16 Int16;
48 
49 
50 /// int32.
51 typedef Int32 Int32;
52 
53 
54 /// int8.
55 typedef Int8 Int8;
56 
57 
58 /// Type alias for the `LocalMktDate`.
59 ///
60 /// FIX type: LocalMktDate.
62 
63 
64 /// Channel Reset message entry type.
65 typedef
68 
69 
70 /// MDEntryTypeLimits.
71 typedef
72 IntegralConstant<Char, 'g'>
74 
75 
76 /// MDEntryTypeTrade.
77 typedef
78 IntegralConstant<Char, '2'>
80 
81 
82 /// MDEntryTypeVol.
83 typedef
84 IntegralConstant<Char, 'e'>
86 
87 
88 /// MDUpdateActionNew.
89 typedef
90 IntegralConstant<Int8, 0>
92 
93 
94 /// MDUpdateTypeNew.
95 typedef
96 IntegralConstant<Int8, 0>
98 
99 
100 /// Type alias for the `SecurityAltIDSourceISIN`.
101 ///
102 /// FIX type: int.
103 typedef
106 
107 
108 /// Type alias for the `SecurityExchange`.
109 ///
110 /// FIX type: Exchange.
111 typedef Char SecurityExchange[4];
112 
113 
114 /// SecurityIDSource.
115 ///
116 /// FIX type: char.
117 typedef
118 IntegralConstant<Char, '8'>
120 
121 
122 /// Type alias for the `UserDefinedInstrument`.
123 ///
124 /// FIX type: char.
125 typedef
126 Char
128 
129 
130 /// uInt16.
131 typedef UInt16 UInt16;
132 
133 
134 /// uInt32.
135 typedef UInt32 UInt32;
136 
137 
138 /// uInt64.
139 typedef UInt64 UInt64;
140 
141 
142 /// uInt8.
143 typedef UInt8 UInt8;
144 
145 
146 /// `AggressorFlag` type.
148 {
149  typedef UInt8 Base;
150 
151  enum Enum
152  {
153  /// Not Aggressor.
154  NotAggressor = 0,
155 
156  /// Aggressor.
157  Aggressor = 1
158  };
159 };
160 
161 /// `AggressorSide` type.
163 {
164  typedef UInt8 Base;
165 
166  enum Enum
167  {
168  /// No Aggressor.
169  NoAggressor = 0,
170 
171  /// Buy.
172  Buy = 1,
173 
174  /// Sell.
175  Sell = 2
176  };
177 };
178 
179 /// `MarketHrs` type.
181 {
182  typedef UInt8 Base;
183 
184  enum Enum
185  {
186  /// Global.
187  GL = 0,
188 
189  /// Sydney.
190  SY = 1,
191 
192  /// Tokyo.
193  TK = 2,
194 
195  /// Hong Kong/ Singapore.
196  HK = 3,
197 
198  /// London.
199  LN = 4,
200 
201  /// New York.
202  NY = 5
203  };
204 };
205 
206 /// `PreviousDayFlag` type.
208 {
209  typedef UInt8 Base;
210 
211  enum Enum
212  {
213  /// Current day entry.
214  CurrentDay = 0,
215 
216  /// Element entry from previous business day.
217  PreviousDay = 4
218  };
219 };
220 
221 /// `SpectrumSecurityTradingEvent` type.
223 {
224  typedef UInt8 Base;
225 
226  enum Enum
227  {
228  /// Global Day has been rolled and daily elements were reset.
229  GlobalDayRoll = 4
230  };
231 };
232 
233 /// `SpectrumEntryType` type.
235 {
236  typedef CHAR Base;
237 
238  enum Enum
239  {
240  /// Volume weighted average traded price.
241  VWAP = '9',
242 
243  /// Average traded price.
244  TWAP = 't'
245  };
246 };
247 
248 /// `TickerEntryType` type.
250 {
251  typedef CHAR Base;
252 
253  enum Enum
254  {
255  /// Touch High.
256  TouchHigh = 'k',
257 
258  /// Touch Low.
259  TouchLow = 'l',
260 
261  /// Open Best Bid.
262  OpenBestBid = 'm',
263 
264  /// Open Best Offer.
265  OpenBestOffer = 'n',
266 
267  /// Close Best Bid.
268  CloseBestBid = 'o',
269 
270  /// Close Best Offer.
271  CloseBestOffer = 'p',
272 
273  /// Market High.
274  MarketHigh = 'q',
275 
276  /// Market Low.
277  MarketLow = 'r',
278 
279  /// Market Best Offer.
280  MarketBestOffer = 'w',
281 
282  /// Market Best Bid.
283  MarketBestBid = 'x',
284 
285  /// Paid.
286  Paid = 'y',
287 
288  /// Given.
289  Given = 'z'
290  };
291 };
292 
293 /// `EventType` type.
295 {
296  typedef UInt8 Base;
297 
298  enum Enum
299  {
300  /// Activation.
301  Activation = 5,
302 
303  /// Last Eligible Trade Date.
304  LastEligibleTradeDate = 7
305  };
306 };
307 
308 /// `HaltReason` type.
310 {
311  typedef UInt8 Base;
312 
313  enum Enum
314  {
315  /// Group Schedule.
316  GroupSchedule = 0,
317 
318  /// Surveillance Intervention .
319  SurveillanceIntervention = 1,
320 
321  /// Market Event .
322  MarketEvent = 2,
323 
324  /// Instrument Activation.
325  InstrumentActivation = 3,
326 
327  /// Instrument Expiration.
328  InstrumentExpiration = 4,
329 
330  /// Unknown.
331  Unknown = 5,
332 
333  /// Recovery In Process.
334  RecoveryInProcess = 6,
335 
336  /// Trade Date Roll.
337  TradeDateRoll = 7
338  };
339 };
340 
341 /// `LegSide` type.
343 {
344  typedef UInt8 Base;
345 
346  enum Enum
347  {
348  /// Buy Side.
349  BuySide = 1,
350 
351  /// Sell Side.
352  SellSide = 2
353  };
354 };
355 
356 /// `MDEntryType` type.
358 {
359  typedef CHAR Base;
360 
361  enum Enum
362  {
363  /// Bid.
364  Bid = '0',
365 
366  /// Offer.
367  Offer = '1',
368 
369  /// Trade.
370  Trade = '2',
371 
372  /// Open Price.
373  OpenPrice = '4',
374 
375  /// Settlement Price.
376  SettlementPrice = '6',
377 
378  /// Trading Session High Price.
379  TradingSessionHighPrice = '7',
380 
381  /// Trading Session Low Price.
382  TradingSessionLowPrice = '8',
383 
384  /// Trading Session Volume Weighted Average Price.
385  VWAP = '9',
386 
387  /// Cleared Volume.
388  ClearedVolume = 'B',
389 
390  /// Open Interest.
391  OpenInterest = 'C',
392 
393  /// Implied Bid.
394  ImpliedBid = 'E',
395 
396  /// Implied Offer.
397  ImpliedOffer = 'F',
398 
399  /// Book Reset.
400  BookReset = 'J',
401 
402  /// Session High Bid.
403  SessionHighBid = 'N',
404 
405  /// Session Low Offer.
406  SessionLowOffer = 'O',
407 
408  /// Fixing Price.
409  FixingPrice = 'W',
410 
411  /// Electronic Volume.
412  ElectronicVolume = 'e',
413 
414  /// Threshold Limits and Price Band Variation.
415  ThresholdLimitsandPriceBandVariation = 'g',
416 
417  /// Market Best Offer.
418  MarketBestOffer = 'w',
419 
420  /// Market Best Bid.
421  MarketBestBid = 'x'
422  };
423 };
424 
425 /// `MDEntryTypeBook` type.
427 {
428  typedef CHAR Base;
429 
430  enum Enum
431  {
432  /// Bid.
433  Bid = '0',
434 
435  /// Offer.
436  Offer = '1',
437 
438  /// Implied Bid.
439  ImpliedBid = 'E',
440 
441  /// Implied Offer.
442  ImpliedOffer = 'F',
443 
444  /// Book Reset.
445  BookReset = 'J',
446 
447  /// Market Best Offer.
448  MarketBestOffer = 'w',
449 
450  /// Market Best Bid.
451  MarketBestBid = 'x'
452  };
453 };
454 
455 /// `MDEntryTypeDailyStatistics` type.
457 {
458  typedef CHAR Base;
459 
460  enum Enum
461  {
462  /// Settlement Price.
463  SettlementPrice = '6',
464 
465  /// Cleared Volume.
466  ClearedVolume = 'B',
467 
468  /// Open Interest.
469  OpenInterest = 'C',
470 
471  /// Fixing Price.
472  FixingPrice = 'W'
473  };
474 };
475 
476 /// `MDEntryTypeStatistics` type.
478 {
479  typedef CHAR Base;
480 
481  enum Enum
482  {
483  /// Open Price.
484  OpenPrice = '4',
485 
486  /// High Trade.
487  HighTrade = '7',
488 
489  /// Low Trade.
490  LowTrade = '8',
491 
492  /// Trading Session Volume Weighted Average Price.
493  VWAP = '9',
494 
495  /// Highest Bid.
496  HighestBid = 'N',
497 
498  /// Lowest Offer.
499  LowestOffer = 'O'
500  };
501 };
502 
503 /// `MDUpdateAction` type.
505 {
506  typedef UInt8 Base;
507 
508  enum Enum
509  {
510  /// New.
511  New = 0,
512 
513  /// Change.
514  Change = 1,
515 
516  /// Delete.
517  Delete = 2,
518 
519  /// Delete Thru.
520  DeleteThru = 3,
521 
522  /// Delete From.
523  DeleteFrom = 4,
524 
525  /// Overlay.
526  Overlay = 5
527  };
528 };
529 
530 /// `MoneyOrPar` type.
532 {
533  typedef UInt8 Base;
534 
535  enum Enum
536  {
537  /// Money Filled.
538  Money = 1,
539 
540  /// Par Filled.
541  Par = 2
542  };
543 };
544 
545 /// `OpenCloseSettlFlag` type.
547 {
548  typedef UInt8 Base;
549 
550  enum Enum
551  {
552  /// Daily Open Price.
553  DailyOpenPrice = 0,
554 
555  /// Indicative Opening Price.
556  IndicativeOpeningPrice = 5,
557 
558  /// Latest update to VWAP.
559  IntradayVWAP = 100,
560 
561  /// Repo Average 8-30 AM.
562  RepoAverage8_30AM = 101,
563 
564  /// Repo Average 10 AM.
565  RepoAverage10AM = 102,
566 
567  /// Prev Session Repo Average 10 AM.
568  PrevSessionRepoAverage10AM = 103
569  };
570 };
571 
572 /// `OrderUpdateAction` type.
574 {
575  typedef UInt8 Base;
576 
577  enum Enum
578  {
579  /// New.
580  New = 0,
581 
582  /// Update.
583  Update = 1,
584 
585  /// Delete.
586  Delete = 2
587  };
588 };
589 
590 /// `PriceSource` type.
592 {
593  typedef UInt8 Base;
594 
595  enum Enum
596  {
597  /// Globex Market Surveillance team.
598  MarketPlaceAssistant = 0,
599 
600  /// Globex Trading Activity.
601  Globex = 1,
602 
603  /// Refinitiv.
604  Refinitiv = 2,
605 
606  /// Icap Market Data Feed.
607  ICAP = 3
608  };
609 };
610 
611 /// `PutOrCall` type.
613 {
614  typedef UInt8 Base;
615 
616  enum Enum
617  {
618  /// Put Option.
619  Put = 0,
620 
621  /// Call Option.
622  Call = 1
623  };
624 };
625 
626 /// `RepoSubType` type.
628 {
629  typedef UInt8 Base;
630 
631  enum Enum
632  {
633  /// Repo on a single underlying instrument.
634  Special = 0,
635 
636  /// General Collateral Repo on a single or basket of eligible underlyings, allocation at BrokerTec.
637  GC = 1,
638 
639  /// General Collateral Repo on a single or basket of eligible underlyings, allocation outside of BrokerTec, such as at the clearer, tri-party agent, etc..
640  GCForDBV = 2
641  };
642 };
643 
644 /// `SecurityAltIDSource` type.
646 {
647  typedef UInt8 Base;
648 
649  enum Enum
650  {
651  /// CUSIP (9 char).
652  CUSIP = 1,
653 
654  /// ISIN (12 char).
655  ISIN = 4
656  };
657 };
658 
659 /// `SecurityTradingEvent` type.
661 {
662  typedef UInt8 Base;
663 
664  enum Enum
665  {
666  /// No Event.
667  NoEvent = 0,
668 
669  /// No Cancel.
670  NoCancel = 1,
671 
672  /// Reset Statistics.
673  ResetStatistics = 4,
674 
675  /// Implied Matching ON.
676  ImpliedMatchingON = 5,
677 
678  /// Implied Matching OFF.
679  ImpliedMatchingOFF = 6,
680 
681  /// End Of Workup.
682  EndOfWorkup = 7
683  };
684 };
685 
686 /// `SecurityTradingStatus` type.
688 {
689  typedef UInt8 Base;
690 
691  enum Enum
692  {
693  /// Trading Halt.
694  TradingHalt = 2,
695 
696  /// Close.
697  Close = 4,
698 
699  /// New Price Indication.
700  NewPriceIndication = 15,
701 
702  /// Ready To Trade.
703  ReadyToTrade = 17,
704 
705  /// Not Available For Trading.
706  NotAvailableForTrading = 18,
707 
708  /// Unknown or Invalid.
709  UnknownorInvalid = 20,
710 
711  /// Pre Open.
712  PreOpen = 21,
713 
714  /// Pre Cross.
715  PreCross = 24,
716 
717  /// Cross.
718  Cross = 25,
719 
720  /// Post Close.
721  PostClose = 26,
722 
723  /// No Change.
724  NoChange = 103,
725 
726  /// Private Workup.
727  PrivateWorkup = 201,
728 
729  /// Public Workup.
730  PublicWorkup = 202
731  };
732 };
733 
734 /// `SecurityUpdateAction` type.
736 {
737  typedef CHAR Base;
738 
739  enum Enum
740  {
741  /// Add.
742  Add = 'A',
743 
744  /// Delete.
745  Delete = 'D',
746 
747  /// Modify.
748  Modify = 'M'
749  };
750 };
751 
752 /// `Side` type.
754 {
755  typedef UInt8 Base;
756 
757  enum Enum
758  {
759  /// Buy.
760  Buy = 1,
761 
762  /// Sell.
763  Sell = 2
764  };
765 };
766 
767 /// `WorkupTradingStatus` type.
769 {
770  typedef UInt8 Base;
771 
772  enum Enum
773  {
774  /// Ready To Trade.
775  ReadyToTrade = 17,
776 
777  /// Not Available For Trading.
778  NotAvailableForTrading = 18,
779 
780  /// Private Workup.
781  PrivateWorkup = 201,
782 
783  /// Public Workup.
784  PublicWorkup = 202
785  };
786 };
787 
788 /// `InstAttribValue` type.
790 {
791 public:
792  /// Aliases integral type whose bits
793  /// are used to indicate flag presence.
794  typedef UInt32 Bits;
795 
796  enum
797  {
798  Size = sizeof(Bits)
799  };
800 
801  /// This type alias.
803 
804  /// \private
805  /// Init traits.
806  struct MemberTraits
807  {
808  enum { Count = 1 };
809 
810  typedef Bits FirstArgType;
811  };
812 
813  /// Indicates whether ElectronicMatchEligible bit is set.
817  {
818  return 0 != (bits_ & 0x1);
819  }
820 
821  /// Modifies ElectronicMatchEligible bit.
822  ThisType& electronicMatchEligible(bool value)
824  {
825  if (value) bits_ |= 0x1; else bits_ &= ~0x1;
826  return *this;
827  }
828 
829  /// Indicates whether OrderCrossEligible bit is set.
831  bool orderCrossEligible() const
833  {
834  return 0 != (bits_ & 0x2);
835  }
836 
837  /// Modifies OrderCrossEligible bit.
838  ThisType& orderCrossEligible(bool value)
840  {
841  if (value) bits_ |= 0x2; else bits_ &= ~0x2;
842  return *this;
843  }
844 
845  /// Indicates whether BlockTradeEligible bit is set.
847  bool blockTradeEligible() const
849  {
850  return 0 != (bits_ & 0x4);
851  }
852 
853  /// Modifies BlockTradeEligible bit.
854  ThisType& blockTradeEligible(bool value)
856  {
857  if (value) bits_ |= 0x4; else bits_ &= ~0x4;
858  return *this;
859  }
860 
861  /// Indicates whether EFPEligible bit is set.
863  bool efpEligible() const
865  {
866  return 0 != (bits_ & 0x8);
867  }
868 
869  /// Modifies EFPEligible bit.
870  ThisType& efpEligible(bool value)
872  {
873  if (value) bits_ |= 0x8; else bits_ &= ~0x8;
874  return *this;
875  }
876 
877  /// Indicates whether EBFEligible bit is set.
879  bool ebfEligible() const
881  {
882  return 0 != (bits_ & 0x10);
883  }
884 
885  /// Modifies EBFEligible bit.
886  ThisType& ebfEligible(bool value)
888  {
889  if (value) bits_ |= 0x10; else bits_ &= ~0x10;
890  return *this;
891  }
892 
893  /// Indicates whether EFSEligible bit is set.
895  bool efsEligible() const
897  {
898  return 0 != (bits_ & 0x20);
899  }
900 
901  /// Modifies EFSEligible bit.
902  ThisType& efsEligible(bool value)
904  {
905  if (value) bits_ |= 0x20; else bits_ &= ~0x20;
906  return *this;
907  }
908 
909  /// Indicates whether EFREligible bit is set.
911  bool efrEligible() const
913  {
914  return 0 != (bits_ & 0x40);
915  }
916 
917  /// Modifies EFREligible bit.
918  ThisType& efrEligible(bool value)
920  {
921  if (value) bits_ |= 0x40; else bits_ &= ~0x40;
922  return *this;
923  }
924 
925  /// Indicates whether OTCEligible bit is set.
927  bool otcEligible() const
929  {
930  return 0 != (bits_ & 0x80);
931  }
932 
933  /// Modifies OTCEligible bit.
934  ThisType& otcEligible(bool value)
936  {
937  if (value) bits_ |= 0x80; else bits_ &= ~0x80;
938  return *this;
939  }
940 
941  /// Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
945  {
946  return 0 != (bits_ & 0x100);
947  }
948 
949  /// Modifies iLinkIndicativeMassQuotingEligible bit.
952  {
953  if (value) bits_ |= 0x100; else bits_ &= ~0x100;
954  return *this;
955  }
956 
957  /// Indicates whether NegativeStrikeEligible bit is set.
961  {
962  return 0 != (bits_ & 0x200);
963  }
964 
965  /// Modifies NegativeStrikeEligible bit.
966  ThisType& negativeStrikeEligible(bool value)
968  {
969  if (value) bits_ |= 0x200; else bits_ &= ~0x200;
970  return *this;
971  }
972 
973  /// Indicates whether NegativePriceOutrightEligible bit is set.
977  {
978  return 0 != (bits_ & 0x400);
979  }
980 
981  /// Modifies NegativePriceOutrightEligible bit.
982  ThisType& negativePriceOutrightEligible(bool value)
984  {
985  if (value) bits_ |= 0x400; else bits_ &= ~0x400;
986  return *this;
987  }
988 
989  /// Indicates whether IsFractional bit is set.
991  bool isFractional() const
993  {
994  return 0 != (bits_ & 0x800);
995  }
996 
997  /// Modifies IsFractional bit.
998  ThisType& isFractional(bool value)
1000  {
1001  if (value) bits_ |= 0x800; else bits_ &= ~0x800;
1002  return *this;
1003  }
1004 
1005  /// Indicates whether VolatilityQuotedOption bit is set.
1009  {
1010  return 0 != (bits_ & 0x1000);
1011  }
1012 
1013  /// Modifies VolatilityQuotedOption bit.
1014  ThisType& volatilityQuotedOption(bool value)
1016  {
1017  if (value) bits_ |= 0x1000; else bits_ &= ~0x1000;
1018  return *this;
1019  }
1020 
1021  /// Indicates whether RFQCrossEligible bit is set.
1023  bool rfqCrossEligible() const
1025  {
1026  return 0 != (bits_ & 0x2000);
1027  }
1028 
1029  /// Modifies RFQCrossEligible bit.
1030  ThisType& rfqCrossEligible(bool value)
1032  {
1033  if (value) bits_ |= 0x2000; else bits_ &= ~0x2000;
1034  return *this;
1035  }
1036 
1037  /// Indicates whether ZeroPriceOutrightEligible bit is set.
1041  {
1042  return 0 != (bits_ & 0x4000);
1043  }
1044 
1045  /// Modifies ZeroPriceOutrightEligible bit.
1046  ThisType& zeroPriceOutrightEligible(bool value)
1048  {
1049  if (value) bits_ |= 0x4000; else bits_ &= ~0x4000;
1050  return *this;
1051  }
1052 
1053  /// Indicates whether DecayingProductEligibility bit is set.
1057  {
1058  return 0 != (bits_ & 0x8000);
1059  }
1060 
1061  /// Modifies DecayingProductEligibility bit.
1062  ThisType& decayingProductEligibility(bool value)
1064  {
1065  if (value) bits_ |= 0x8000; else bits_ &= ~0x8000;
1066  return *this;
1067  }
1068 
1069  /// Indicates whether VariableProductEligibility bit is set.
1073  {
1074  return 0 != (bits_ & 0x10000);
1075  }
1076 
1077  /// Modifies VariableProductEligibility bit.
1078  ThisType& variableProductEligibility(bool value)
1080  {
1081  if (value) bits_ |= 0x10000; else bits_ &= ~0x10000;
1082  return *this;
1083  }
1084 
1085  /// Indicates whether DailyProductEligibility bit is set.
1089  {
1090  return 0 != (bits_ & 0x20000);
1091  }
1092 
1093  /// Modifies DailyProductEligibility bit.
1094  ThisType& dailyProductEligibility(bool value)
1096  {
1097  if (value) bits_ |= 0x20000; else bits_ &= ~0x20000;
1098  return *this;
1099  }
1100 
1101  /// Indicates whether GTOrdersEligibility bit is set.
1103  bool gtOrdersEligibility() const
1105  {
1106  return 0 != (bits_ & 0x40000);
1107  }
1108 
1109  /// Modifies GTOrdersEligibility bit.
1110  ThisType& gtOrdersEligibility(bool value)
1112  {
1113  if (value) bits_ |= 0x40000; else bits_ &= ~0x40000;
1114  return *this;
1115  }
1116 
1117  /// Indicates whether ImpliedMatchingEligibility bit is set.
1121  {
1122  return 0 != (bits_ & 0x80000);
1123  }
1124 
1125  /// Modifies ImpliedMatchingEligibility bit.
1126  ThisType& impliedMatchingEligibility(bool value)
1128  {
1129  if (value) bits_ |= 0x80000; else bits_ &= ~0x80000;
1130  return *this;
1131  }
1132 
1133  /// Indicates whether TriangulationEligible bit is set.
1137  {
1138  return 0 != (bits_ & 0x100000);
1139  }
1140 
1141  /// Modifies TriangulationEligible bit.
1142  ThisType& triangulationEligible(bool value)
1144  {
1145  if (value) bits_ |= 0x100000; else bits_ &= ~0x100000;
1146  return *this;
1147  }
1148 
1149  /// Indicates whether VariableCabEligible bit is set.
1151  bool variableCabEligible() const
1153  {
1154  return 0 != (bits_ & 0x200000);
1155  }
1156 
1157  /// Modifies VariableCabEligible bit.
1158  ThisType& variableCabEligible(bool value)
1160  {
1161  if (value) bits_ |= 0x200000; else bits_ &= ~0x200000;
1162  return *this;
1163  }
1164 
1165  /// Indicates whether InvertedBook bit is set.
1167  bool invertedBook() const
1169  {
1170  return 0 != (bits_ & 0x400000);
1171  }
1172 
1173  /// Modifies InvertedBook bit.
1174  ThisType& invertedBook(bool value)
1176  {
1177  if (value) bits_ |= 0x400000; else bits_ &= ~0x400000;
1178  return *this;
1179  }
1180 
1181  /// Indicates whether IsAoNInstrument bit is set.
1183  bool isAoNInstrument() const
1185  {
1186  return 0 != (bits_ & 0x800000);
1187  }
1188 
1189  /// Modifies IsAoNInstrument bit.
1190  ThisType& isAoNInstrument(bool value)
1192  {
1193  if (value) bits_ |= 0x800000; else bits_ &= ~0x800000;
1194  return *this;
1195  }
1196 
1197  /// Indicates whether SEFRegulated bit is set.
1199  bool sefRegulated() const
1201  {
1202  return 0 != (bits_ & 0x1000000);
1203  }
1204 
1205  /// Modifies SEFRegulated bit.
1206  ThisType& sefRegulated(bool value)
1208  {
1209  if (value) bits_ |= 0x1000000; else bits_ &= ~0x1000000;
1210  return *this;
1211  }
1212 
1213  /// Indicates whether MTFRegulated bit is set.
1215  bool mtfRegulated() const
1217  {
1218  return 0 != (bits_ & 0x2000000);
1219  }
1220 
1221  /// Modifies MTFRegulated bit.
1222  ThisType& mtfRegulated(bool value)
1224  {
1225  if (value) bits_ |= 0x2000000; else bits_ &= ~0x2000000;
1226  return *this;
1227  }
1228 
1229  /// Indicates whether eFIXInstrument bit is set.
1231  bool eFIXInstrument() const
1233  {
1234  return 0 != (bits_ & 0x4000000);
1235  }
1236 
1237  /// Modifies eFIXInstrument bit.
1238  ThisType& eFIXInstrument(bool value)
1240  {
1241  if (value) bits_ |= 0x4000000; else bits_ &= ~0x4000000;
1242  return *this;
1243  }
1244 
1245  /// Indicates whether HedgeInstrument bit is set.
1247  bool hedgeInstrument() const
1249  {
1250  return 0 != (bits_ & 0x8000000);
1251  }
1252 
1253  /// Modifies HedgeInstrument bit.
1254  ThisType& hedgeInstrument(bool value)
1256  {
1257  if (value) bits_ |= 0x8000000; else bits_ &= ~0x8000000;
1258  return *this;
1259  }
1260 
1261  /// \return elements as they packed in the set.
1262  Bits bits() const
1264  {
1265  return bits_;
1266  }
1267 
1268  /// Constructs from a value.
1269  explicit
1270  InstAttribValue(Bits bits = 0)
1272  : bits_(bits)
1273  {
1274  }
1275 
1276  /// Compares encoded data
1278  bool
1280  const InstAttribValue& other) const
1282  {
1283  return !(*this == other);
1284  }
1285 
1286  /// Compares encoded data
1288  bool
1290  const InstAttribValue& other) const
1292  {
1293  return this->bits_ == other.bits_;
1294  }
1295 
1296 private:
1297  Bits bits_;
1298 };
1299 
1300 /// `MatchEventIndicator` type.
1302 {
1303 public:
1304  /// Aliases integral type whose bits
1305  /// are used to indicate flag presence.
1306  typedef UInt8 Bits;
1307 
1308  enum
1309  {
1310  Size = sizeof(Bits)
1311  };
1312 
1313  /// This type alias.
1315 
1316  /// \private
1317  /// Init traits.
1318  struct MemberTraits
1319  {
1320  enum { Count = 1 };
1321 
1322  typedef Bits FirstArgType;
1323  };
1324 
1325  /// Indicates whether LastTradeMsg bit is set.
1327  bool lastTradeMsg() const
1329  {
1330  return 0 != (bits_ & 0x1);
1331  }
1332 
1333  /// Modifies LastTradeMsg bit.
1334  ThisType& lastTradeMsg(bool value)
1336  {
1337  if (value) bits_ |= 0x1; else bits_ &= ~0x1;
1338  return *this;
1339  }
1340 
1341  /// Indicates whether LastVolumeMsg bit is set.
1343  bool lastVolumeMsg() const
1345  {
1346  return 0 != (bits_ & 0x2);
1347  }
1348 
1349  /// Modifies LastVolumeMsg bit.
1350  ThisType& lastVolumeMsg(bool value)
1352  {
1353  if (value) bits_ |= 0x2; else bits_ &= ~0x2;
1354  return *this;
1355  }
1356 
1357  /// Indicates whether LastQuoteMsg bit is set.
1359  bool lastQuoteMsg() const
1361  {
1362  return 0 != (bits_ & 0x4);
1363  }
1364 
1365  /// Modifies LastQuoteMsg bit.
1366  ThisType& lastQuoteMsg(bool value)
1368  {
1369  if (value) bits_ |= 0x4; else bits_ &= ~0x4;
1370  return *this;
1371  }
1372 
1373  /// Indicates whether LastStatsMsg bit is set.
1375  bool lastStatsMsg() const
1377  {
1378  return 0 != (bits_ & 0x8);
1379  }
1380 
1381  /// Modifies LastStatsMsg bit.
1382  ThisType& lastStatsMsg(bool value)
1384  {
1385  if (value) bits_ |= 0x8; else bits_ &= ~0x8;
1386  return *this;
1387  }
1388 
1389  /// Indicates whether LastImpliedMsg bit is set.
1391  bool lastImpliedMsg() const
1393  {
1394  return 0 != (bits_ & 0x10);
1395  }
1396 
1397  /// Modifies LastImpliedMsg bit.
1398  ThisType& lastImpliedMsg(bool value)
1400  {
1401  if (value) bits_ |= 0x10; else bits_ &= ~0x10;
1402  return *this;
1403  }
1404 
1405  /// Indicates whether RecoveryMsg bit is set.
1407  bool recoveryMsg() const
1409  {
1410  return 0 != (bits_ & 0x20);
1411  }
1412 
1413  /// Modifies RecoveryMsg bit.
1414  ThisType& recoveryMsg(bool value)
1416  {
1417  if (value) bits_ |= 0x20; else bits_ &= ~0x20;
1418  return *this;
1419  }
1420 
1421  /// Indicates whether Reserved bit is set.
1423  bool reserved() const
1425  {
1426  return 0 != (bits_ & 0x40);
1427  }
1428 
1429  /// Modifies Reserved bit.
1430  ThisType& reserved(bool value)
1432  {
1433  if (value) bits_ |= 0x40; else bits_ &= ~0x40;
1434  return *this;
1435  }
1436 
1437  /// Indicates whether EndOfEvent bit is set.
1439  bool endOfEvent() const
1441  {
1442  return 0 != (bits_ & 0x80);
1443  }
1444 
1445  /// Modifies EndOfEvent bit.
1446  ThisType& endOfEvent(bool value)
1448  {
1449  if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1450  return *this;
1451  }
1452 
1453  /// \return elements as they packed in the set.
1454  Bits bits() const
1456  {
1457  return bits_;
1458  }
1459 
1460  /// Constructs from a value.
1461  explicit
1462  MatchEventIndicator(Bits bits = 0)
1464  : bits_(bits)
1465  {
1466  }
1467 
1468  /// Compares encoded data
1470  bool
1472  const MatchEventIndicator& other) const
1474  {
1475  return !(*this == other);
1476  }
1477 
1478  /// Compares encoded data
1480  bool
1482  const MatchEventIndicator& other) const
1484  {
1485  return this->bits_ == other.bits_;
1486  }
1487 
1488 private:
1489  Bits bits_;
1490 };
1491 
1492 /// `SettlPriceType` type.
1494 {
1495 public:
1496  /// Aliases integral type whose bits
1497  /// are used to indicate flag presence.
1498  typedef UInt8 Bits;
1499 
1500  enum
1501  {
1502  Size = sizeof(Bits)
1503  };
1504 
1505  /// This type alias.
1507 
1508  /// \private
1509  /// Init traits.
1510  struct MemberTraits
1511  {
1512  enum { Count = 1 };
1513 
1514  typedef Bits FirstArgType;
1515  };
1516 
1517  /// Indicates whether FinalDaily bit is set.
1519  bool finalDaily() const
1521  {
1522  return 0 != (bits_ & 0x1);
1523  }
1524 
1525  /// Modifies FinalDaily bit.
1526  ThisType& finalDaily(bool value)
1528  {
1529  if (value) bits_ |= 0x1; else bits_ &= ~0x1;
1530  return *this;
1531  }
1532 
1533  /// Indicates whether Actual bit is set.
1535  bool actual() const
1537  {
1538  return 0 != (bits_ & 0x2);
1539  }
1540 
1541  /// Modifies Actual bit.
1542  ThisType& actual(bool value)
1544  {
1545  if (value) bits_ |= 0x2; else bits_ &= ~0x2;
1546  return *this;
1547  }
1548 
1549  /// Indicates whether Rounded bit is set.
1551  bool rounded() const
1553  {
1554  return 0 != (bits_ & 0x4);
1555  }
1556 
1557  /// Modifies Rounded bit.
1558  ThisType& rounded(bool value)
1560  {
1561  if (value) bits_ |= 0x4; else bits_ &= ~0x4;
1562  return *this;
1563  }
1564 
1565  /// Indicates whether Intraday bit is set.
1567  bool intraday() const
1569  {
1570  return 0 != (bits_ & 0x8);
1571  }
1572 
1573  /// Modifies Intraday bit.
1574  ThisType& intraday(bool value)
1576  {
1577  if (value) bits_ |= 0x8; else bits_ &= ~0x8;
1578  return *this;
1579  }
1580 
1581  /// Indicates whether ReservedBits bit is set.
1583  bool reservedBits() const
1585  {
1586  return 0 != (bits_ & 0x10);
1587  }
1588 
1589  /// Modifies ReservedBits bit.
1590  ThisType& reservedBits(bool value)
1592  {
1593  if (value) bits_ |= 0x10; else bits_ &= ~0x10;
1594  return *this;
1595  }
1596 
1597  /// Indicates whether NullValue bit is set.
1599  bool nullValue() const
1601  {
1602  return 0 != (bits_ & 0x80);
1603  }
1604 
1605  /// Modifies NullValue bit.
1606  ThisType& nullValue(bool value)
1608  {
1609  if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1610  return *this;
1611  }
1612 
1613  /// \return elements as they packed in the set.
1614  Bits bits() const
1616  {
1617  return bits_;
1618  }
1619 
1620  /// Constructs from a value.
1621  explicit
1622  SettlPriceType(Bits bits = 0)
1624  : bits_(bits)
1625  {
1626  }
1627 
1628  /// Compares encoded data
1630  bool
1632  const SettlPriceType& other) const
1634  {
1635  return !(*this == other);
1636  }
1637 
1638  /// Compares encoded data
1640  bool
1642  const SettlPriceType& other) const
1644  {
1645  return this->bits_ == other.bits_;
1646  }
1647 
1648 private:
1649  Bits bits_;
1650 };
1651 
1652 /// `EventIndicator` type.
1654 {
1655 public:
1656  /// Aliases integral type whose bits
1657  /// are used to indicate flag presence.
1658  typedef UInt8 Bits;
1659 
1660  enum
1661  {
1662  Size = sizeof(Bits)
1663  };
1664 
1665  /// This type alias.
1667 
1668  /// \private
1669  /// Init traits.
1670  struct MemberTraits
1671  {
1672  enum { Count = 1 };
1673 
1674  typedef Bits FirstArgType;
1675  };
1676 
1677  /// Indicates whether RecoveryMessage bit is set.
1679  bool recoveryMessage() const
1681  {
1682  return 0 != (bits_ & 0x40);
1683  }
1684 
1685  /// Modifies RecoveryMessage bit.
1686  ThisType& recoveryMessage(bool value)
1688  {
1689  if (value) bits_ |= 0x40; else bits_ &= ~0x40;
1690  return *this;
1691  }
1692 
1693  /// Indicates whether EndOfEvent bit is set.
1695  bool endOfEvent() const
1697  {
1698  return 0 != (bits_ & 0x80);
1699  }
1700 
1701  /// Modifies EndOfEvent bit.
1702  ThisType& endOfEvent(bool value)
1704  {
1705  if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1706  return *this;
1707  }
1708 
1709  /// \return elements as they packed in the set.
1710  Bits bits() const
1712  {
1713  return bits_;
1714  }
1715 
1716  /// Constructs from a value.
1717  explicit
1718  EventIndicator(Bits bits = 0)
1720  : bits_(bits)
1721  {
1722  }
1723 
1724  /// Compares encoded data
1726  bool
1728  const EventIndicator& other) const
1730  {
1731  return !(*this == other);
1732  }
1733 
1734  /// Compares encoded data
1736  bool
1738  const EventIndicator& other) const
1740  {
1741  return this->bits_ == other.bits_;
1742  }
1743 
1744 private:
1745  Bits bits_;
1746 };
1747 
1748 
1749 /// Null value for an optional Int32 field.
1750 typedef
1753 
1754 
1755 /// Null value for an optional Int8 field.
1756 typedef
1759 
1760 
1761 /// Null value for an optional LocalMktDate field.
1762 typedef
1765 
1766 
1767 /// Null value for an optional UInt16 field.
1768 typedef
1771 
1772 
1773 /// Null value for an optional UInt32 field.
1774 typedef
1777 
1778 
1779 /// Null value for an optional UInt64 field.
1780 typedef
1783 
1784 
1785 /// Null value for an optional UInt8 field.
1786 typedef
1789 
1790 
1791 
1792 /// Converts days since epoch to Timestamp value.
1794  Timestamp
1796 {
1797  return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
1798 }
1799 
1801  LocalMktDate
1803 {
1804  return static_cast<LocalMktDate>(TimeSpan(timestamp.sinceEpoch()).days());
1805 }
1806 
1807 ONIXS_CONFLATEDTCP_DATA_PACKING_END
bool lastTradeMsg() const noexcept
Indicates whether LastTradeMsg bit is set.
Definition: Fields.h:1327
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:1658
bool efrEligible() const noexcept
Indicates whether EFREligible bit is set.
Definition: Fields.h:911
bool negativeStrikeEligible() const noexcept
Indicates whether NegativeStrikeEligible bit is set.
Definition: Fields.h:959
ThisType & lastStatsMsg(bool value) noexcept
Modifies LastStatsMsg bit.
Definition: Fields.h:1382
bool isFractional() const noexcept
Indicates whether IsFractional bit is set.
Definition: Fields.h:991
bool iLinkIndicativeMassQuotingEligible() const noexcept
Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
Definition: Fields.h:943
bool gtOrdersEligibility() const noexcept
Indicates whether GTOrdersEligibility bit is set.
Definition: Fields.h:1103
bool endOfEvent() const noexcept
Indicates whether EndOfEvent bit is set.
Definition: Fields.h:1439
bool lastStatsMsg() const noexcept
Indicates whether LastStatsMsg bit is set.
Definition: Fields.h:1375
MatchEventIndicator ThisType
This type alias.
Definition: Fields.h:1314
bool actual() const noexcept
Indicates whether Actual bit is set.
Definition: Fields.h:1535
bool volatilityQuotedOption() const noexcept
Indicates whether VolatilityQuotedOption bit is set.
Definition: Fields.h:1007
bool variableCabEligible() const noexcept
Indicates whether VariableCabEligible bit is set.
Definition: Fields.h:1151
bool sefRegulated() const noexcept
Indicates whether SEFRegulated bit is set.
Definition: Fields.h:1199
#define ONIXS_CONFLATEDTCP_NOTHROW
Definition: Compiler.h:189
bool hedgeInstrument() const noexcept
Indicates whether HedgeInstrument bit is set.
Definition: Fields.h:1247
bool isAoNInstrument() const noexcept
Indicates whether IsAoNInstrument bit is set.
Definition: Fields.h:1183
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for an optional LocalMktDate field.
Definition: Fields.h:1764
bool eFIXInstrument() const noexcept
Indicates whether eFIXInstrument bit is set.
Definition: Fields.h:1231
bool recoveryMsg() const noexcept
Indicates whether RecoveryMsg bit is set.
Definition: Fields.h:1407
ThisType & recoveryMessage(bool value) noexcept
Modifies RecoveryMessage bit.
Definition: Fields.h:1686
ThisType & electronicMatchEligible(bool value) noexcept
Modifies ElectronicMatchEligible bit.
Definition: Fields.h:822
bool reserved() const noexcept
Indicates whether Reserved bit is set.
Definition: Fields.h:1423
ThisType & efsEligible(bool value) noexcept
Modifies EFSEligible bit.
Definition: Fields.h:902
IntegralConstant< Int8, 127 > NullInt8
Null value for an optional Int8 field.
Definition: Fields.h:1758
ThisType & zeroPriceOutrightEligible(bool value) noexcept
Modifies ZeroPriceOutrightEligible bit.
Definition: Fields.h:1046
bool lastQuoteMsg() const noexcept
Indicates whether LastQuoteMsg bit is set.
Definition: Fields.h:1359
bool triangulationEligible() const noexcept
Indicates whether TriangulationEligible bit is set.
Definition: Fields.h:1135
Char UserDefinedInstrument
Type alias for the UserDefinedInstrument.
Definition: Fields.h:127
bool operator==(const InstAttribValue &other) const noexcept
Compares encoded data.
Definition: Fields.h:1289
MatchEventIndicator(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:1462
bool invertedBook() const noexcept
Indicates whether InvertedBook bit is set.
Definition: Fields.h:1167
ThisType & efrEligible(bool value) noexcept
Modifies EFREligible bit.
Definition: Fields.h:918
bool mtfRegulated() const noexcept
Indicates whether MTFRegulated bit is set.
Definition: Fields.h:1215
ThisType & lastQuoteMsg(bool value) noexcept
Modifies LastQuoteMsg bit.
Definition: Fields.h:1366
ThisType & dailyProductEligibility(bool value) noexcept
Modifies DailyProductEligibility bit.
Definition: Fields.h:1094
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
Definition: Fields.h:1782
ThisType & otcEligible(bool value) noexcept
Modifies OTCEligible bit.
Definition: Fields.h:934
ThisType & gtOrdersEligibility(bool value) noexcept
Modifies GTOrdersEligibility bit.
Definition: Fields.h:1110
InstAttribValue ThisType
This type alias.
Definition: Fields.h:802
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
Definition: ABI.h:148
bool blockTradeEligible() const noexcept
Indicates whether BlockTradeEligible bit is set.
Definition: Fields.h:847
bool operator==(const SettlPriceType &other) const noexcept
Compares encoded data.
Definition: Fields.h:1641
ThisType & isAoNInstrument(bool value) noexcept
Modifies IsAoNInstrument bit.
Definition: Fields.h:1190
bool lastVolumeMsg() const noexcept
Indicates whether LastVolumeMsg bit is set.
Definition: Fields.h:1343
ThisType & rounded(bool value) noexcept
Modifies Rounded bit.
Definition: Fields.h:1558
ThisType & recoveryMsg(bool value) noexcept
Modifies RecoveryMsg bit.
Definition: Fields.h:1414
ThisType & reserved(bool value) noexcept
Modifies Reserved bit.
Definition: Fields.h:1430
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END
Definition: ABI.h:152
ThisType & triangulationEligible(bool value) noexcept
Modifies TriangulationEligible bit.
Definition: Fields.h:1142
ThisType & efpEligible(bool value) noexcept
Modifies EFPEligible bit.
Definition: Fields.h:870
bool ebfEligible() const noexcept
Indicates whether EBFEligible bit is set.
Definition: Fields.h:879
ThisType & lastTradeMsg(bool value) noexcept
Modifies LastTradeMsg bit.
Definition: Fields.h:1334
ThisType & endOfEvent(bool value) noexcept
Modifies EndOfEvent bit.
Definition: Fields.h:1446
ThisType & eFIXInstrument(bool value) noexcept
Modifies eFIXInstrument bit.
Definition: Fields.h:1238
SettlPriceType(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:1622
ThisType & orderCrossEligible(bool value) noexcept
Modifies OrderCrossEligible bit.
Definition: Fields.h:838
ThisType & finalDaily(bool value) noexcept
Modifies FinalDaily bit.
Definition: Fields.h:1526
ThisType & rfqCrossEligible(bool value) noexcept
Modifies RFQCrossEligible bit.
Definition: Fields.h:1030
bool electronicMatchEligible() const noexcept
Indicates whether ElectronicMatchEligible bit is set.
Definition: Fields.h:815
bool rounded() const noexcept
Indicates whether Rounded bit is set.
Definition: Fields.h:1551
ThisType & ebfEligible(bool value) noexcept
Modifies EBFEligible bit.
Definition: Fields.h:886
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
Definition: Fields.h:1788
ThisType & endOfEvent(bool value) noexcept
Modifies EndOfEvent bit.
Definition: Fields.h:1702
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:1306
#define ONIXS_CONFLATEDTCP_NODISCARD
Definition: Compiler.h:198
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for an optional Int32 field.
Definition: Fields.h:1752
Char SecurityExchange[4]
Type alias for the SecurityExchange.
Definition: Fields.h:111
LocalMktDate timestampToLocalMktDate(const Timestamp &timestamp) noexcept
Definition: Fields.h:1802
The time point without the time-zone information.
Definition: Time.h:467
bool operator!=(const MatchEventIndicator &other) const noexcept
Compares encoded data.
Definition: Fields.h:1471
ThisType & variableCabEligible(bool value) noexcept
Modifies VariableCabEligible bit.
Definition: Fields.h:1158
ThisType & negativeStrikeEligible(bool value) noexcept
Modifies NegativeStrikeEligible bit.
Definition: Fields.h:966
bool rfqCrossEligible() const noexcept
Indicates whether RFQCrossEligible bit is set.
Definition: Fields.h:1023
EventIndicator(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:1718
ThisType & intraday(bool value) noexcept
Modifies Intraday bit.
Definition: Fields.h:1574
bool operator!=(const EventIndicator &other) const noexcept
Compares encoded data.
Definition: Fields.h:1727
ThisType & impliedMatchingEligibility(bool value) noexcept
Modifies ImpliedMatchingEligibility bit.
Definition: Fields.h:1126
bool zeroPriceOutrightEligible() const noexcept
Indicates whether ZeroPriceOutrightEligible bit is set.
Definition: Fields.h:1039
ThisType & negativePriceOutrightEligible(bool value) noexcept
Modifies NegativePriceOutrightEligible bit.
Definition: Fields.h:982
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:1498
ThisType & hedgeInstrument(bool value) noexcept
Modifies HedgeInstrument bit.
Definition: Fields.h:1254
InstAttribValue(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:1270
bool dailyProductEligibility() const noexcept
Indicates whether DailyProductEligibility bit is set.
Definition: Fields.h:1087
ThisType & invertedBook(bool value) noexcept
Modifies InvertedBook bit.
Definition: Fields.h:1174
bool operator!=(const SettlPriceType &other) const noexcept
Compares encoded data.
Definition: Fields.h:1631
bool efpEligible() const noexcept
Indicates whether EFPEligible bit is set.
Definition: Fields.h:863
ThisType & mtfRegulated(bool value) noexcept
Modifies MTFRegulated bit.
Definition: Fields.h:1222
bool variableProductEligibility() const noexcept
Indicates whether VariableProductEligibility bit is set.
Definition: Fields.h:1071
UInt32 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:794
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
Definition: Fields.h:1776
bool finalDaily() const noexcept
Indicates whether FinalDaily bit is set.
Definition: Fields.h:1519
bool intraday() const noexcept
Indicates whether Intraday bit is set.
Definition: Fields.h:1567
ThisType & sefRegulated(bool value) noexcept
Modifies SEFRegulated bit.
Definition: Fields.h:1206
bool impliedMatchingEligibility() const noexcept
Indicates whether ImpliedMatchingEligibility bit is set.
Definition: Fields.h:1119
bool negativePriceOutrightEligible() const noexcept
Indicates whether NegativePriceOutrightEligible bit is set.
Definition: Fields.h:975
bool decayingProductEligibility() const noexcept
Indicates whether DecayingProductEligibility bit is set.
Definition: Fields.h:1055
bool lastImpliedMsg() const noexcept
Indicates whether LastImpliedMsg bit is set.
Definition: Fields.h:1391
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
Definition: Fields.h:1795
ThisType & nullValue(bool value) noexcept
Modifies NullValue bit.
Definition: Fields.h:1606
bool recoveryMessage() const noexcept
Indicates whether RecoveryMessage bit is set.
Definition: Fields.h:1679
bool operator==(const MatchEventIndicator &other) const noexcept
Compares encoded data.
Definition: Fields.h:1481
ThisType & isFractional(bool value) noexcept
Modifies IsFractional bit.
Definition: Fields.h:998
bool orderCrossEligible() const noexcept
Indicates whether OrderCrossEligible bit is set.
Definition: Fields.h:831
ThisType & blockTradeEligible(bool value) noexcept
Modifies BlockTradeEligible bit.
Definition: Fields.h:854
ThisType & reservedBits(bool value) noexcept
Modifies ReservedBits bit.
Definition: Fields.h:1590
bool otcEligible() const noexcept
Indicates whether OTCEligible bit is set.
Definition: Fields.h:927
bool operator==(const EventIndicator &other) const noexcept
Compares encoded data.
Definition: Fields.h:1737
ThisType & variableProductEligibility(bool value) noexcept
Modifies VariableProductEligibility bit.
Definition: Fields.h:1078
ThisType & lastVolumeMsg(bool value) noexcept
Modifies LastVolumeMsg bit.
Definition: Fields.h:1350
bool efsEligible() const noexcept
Indicates whether EFSEligible bit is set.
Definition: Fields.h:895
#define ONIXS_CONFLATEDTCP_LTWT_STRUCT
Definition: ABI.h:88
ThisType & volatilityQuotedOption(bool value) noexcept
Modifies VolatilityQuotedOption bit.
Definition: Fields.h:1014
bool reservedBits() const noexcept
Indicates whether ReservedBits bit is set.
Definition: Fields.h:1583
bool nullValue() const noexcept
Indicates whether NullValue bit is set.
Definition: Fields.h:1599
UInt16 LocalMktDate
Type alias for the LocalMktDate.
Definition: Fields.h:61
ThisType & actual(bool value) noexcept
Modifies Actual bit.
Definition: Fields.h:1542
char Char
Character type alias.
Definition: String.h:30
ThisType & lastImpliedMsg(bool value) noexcept
Modifies LastImpliedMsg bit.
Definition: Fields.h:1398
bool operator!=(const InstAttribValue &other) const noexcept
Compares encoded data.
Definition: Fields.h:1279
bool endOfEvent() const noexcept
Indicates whether EndOfEvent bit is set.
Definition: Fields.h:1695
ThisType & decayingProductEligibility(bool value) noexcept
Modifies DecayingProductEligibility bit.
Definition: Fields.h:1062
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
Definition: Fields.h:1770
ThisType & iLinkIndicativeMassQuotingEligible(bool value) noexcept
Modifies iLinkIndicativeMassQuotingEligible bit.
Definition: Fields.h:950