28ONIXS_CONFLATEDTCP_DATA_PACKING_BEGIN(1)
810 typedef Bits FirstArgType;
818 return 0 != (bits_ & 0x1);
825 if (value) bits_ |= 0x1;
else bits_ &= ~0x1;
834 return 0 != (bits_ & 0x2);
841 if (value) bits_ |= 0x2;
else bits_ &= ~0x2;
850 return 0 != (bits_ & 0x4);
857 if (value) bits_ |= 0x4;
else bits_ &= ~0x4;
866 return 0 != (bits_ & 0x8);
873 if (value) bits_ |= 0x8;
else bits_ &= ~0x8;
882 return 0 != (bits_ & 0x10);
889 if (value) bits_ |= 0x10;
else bits_ &= ~0x10;
898 return 0 != (bits_ & 0x20);
905 if (value) bits_ |= 0x20;
else bits_ &= ~0x20;
914 return 0 != (bits_ & 0x40);
921 if (value) bits_ |= 0x40;
else bits_ &= ~0x40;
930 return 0 != (bits_ & 0x80);
937 if (value) bits_ |= 0x80;
else bits_ &= ~0x80;
946 return 0 != (bits_ & 0x100);
953 if (value) bits_ |= 0x100;
else bits_ &= ~0x100;
962 return 0 != (bits_ & 0x200);
969 if (value) bits_ |= 0x200;
else bits_ &= ~0x200;
978 return 0 != (bits_ & 0x400);
985 if (value) bits_ |= 0x400;
else bits_ &= ~0x400;
994 return 0 != (bits_ & 0x800);
1001 if (value) bits_ |= 0x800;
else bits_ &= ~0x800;
1010 return 0 != (bits_ & 0x1000);
1017 if (value) bits_ |= 0x1000;
else bits_ &= ~0x1000;
1026 return 0 != (bits_ & 0x2000);
1033 if (value) bits_ |= 0x2000;
else bits_ &= ~0x2000;
1042 return 0 != (bits_ & 0x4000);
1049 if (value) bits_ |= 0x4000;
else bits_ &= ~0x4000;
1058 return 0 != (bits_ & 0x8000);
1065 if (value) bits_ |= 0x8000;
else bits_ &= ~0x8000;
1074 return 0 != (bits_ & 0x10000);
1081 if (value) bits_ |= 0x10000;
else bits_ &= ~0x10000;
1090 return 0 != (bits_ & 0x20000);
1097 if (value) bits_ |= 0x20000;
else bits_ &= ~0x20000;
1106 return 0 != (bits_ & 0x40000);
1113 if (value) bits_ |= 0x40000;
else bits_ &= ~0x40000;
1122 return 0 != (bits_ & 0x80000);
1129 if (value) bits_ |= 0x80000;
else bits_ &= ~0x80000;
1138 return 0 != (bits_ & 0x100000);
1145 if (value) bits_ |= 0x100000;
else bits_ &= ~0x100000;
1154 return 0 != (bits_ & 0x200000);
1161 if (value) bits_ |= 0x200000;
else bits_ &= ~0x200000;
1170 return 0 != (bits_ & 0x400000);
1177 if (value) bits_ |= 0x400000;
else bits_ &= ~0x400000;
1186 return 0 != (bits_ & 0x800000);
1193 if (value) bits_ |= 0x800000;
else bits_ &= ~0x800000;
1202 return 0 != (bits_ & 0x1000000);
1209 if (value) bits_ |= 0x1000000;
else bits_ &= ~0x1000000;
1218 return 0 != (bits_ & 0x2000000);
1225 if (value) bits_ |= 0x2000000;
else bits_ &= ~0x2000000;
1234 return 0 != (bits_ & 0x4000000);
1241 if (value) bits_ |= 0x4000000;
else bits_ &= ~0x4000000;
1250 return 0 != (bits_ & 0x8000000);
1257 if (value) bits_ |= 0x8000000;
else bits_ &= ~0x8000000;
1283 return !(*
this == other);
1293 return this->bits_ == other.bits_;
1322 typedef Bits FirstArgType;
1330 return 0 != (bits_ & 0x1);
1337 if (value) bits_ |= 0x1;
else bits_ &= ~0x1;
1346 return 0 != (bits_ & 0x2);
1353 if (value) bits_ |= 0x2;
else bits_ &= ~0x2;
1362 return 0 != (bits_ & 0x4);
1369 if (value) bits_ |= 0x4;
else bits_ &= ~0x4;
1378 return 0 != (bits_ & 0x8);
1385 if (value) bits_ |= 0x8;
else bits_ &= ~0x8;
1394 return 0 != (bits_ & 0x10);
1401 if (value) bits_ |= 0x10;
else bits_ &= ~0x10;
1410 return 0 != (bits_ & 0x20);
1417 if (value) bits_ |= 0x20;
else bits_ &= ~0x20;
1426 return 0 != (bits_ & 0x40);
1433 if (value) bits_ |= 0x40;
else bits_ &= ~0x40;
1442 return 0 != (bits_ & 0x80);
1449 if (value) bits_ |= 0x80;
else bits_ &= ~0x80;
1475 return !(*
this == other);
1485 return this->bits_ == other.bits_;
1514 typedef Bits FirstArgType;
1522 return 0 != (bits_ & 0x1);
1529 if (value) bits_ |= 0x1;
else bits_ &= ~0x1;
1538 return 0 != (bits_ & 0x2);
1545 if (value) bits_ |= 0x2;
else bits_ &= ~0x2;
1554 return 0 != (bits_ & 0x4);
1561 if (value) bits_ |= 0x4;
else bits_ &= ~0x4;
1570 return 0 != (bits_ & 0x8);
1577 if (value) bits_ |= 0x8;
else bits_ &= ~0x8;
1586 return 0 != (bits_ & 0x10);
1593 if (value) bits_ |= 0x10;
else bits_ &= ~0x10;
1602 return 0 != (bits_ & 0x80);
1609 if (value) bits_ |= 0x80;
else bits_ &= ~0x80;
1635 return !(*
this == other);
1645 return this->bits_ == other.bits_;
1674 typedef Bits FirstArgType;
1682 return 0 != (bits_ & 0x40);
1689 if (value) bits_ |= 0x40;
else bits_ &= ~0x40;
1698 return 0 != (bits_ & 0x80);
1705 if (value) bits_ |= 0x80;
else bits_ &= ~0x80;
1731 return !(*
this == other);
1741 return this->bits_ == other.bits_;
1807ONIXS_CONFLATEDTCP_DATA_PACKING_END
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
#define ONIXS_CONFLATEDTCP_LTWT_STRUCT
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END
#define ONIXS_CONFLATEDTCP_NOTHROW
#define ONIXS_CONFLATEDTCP_NODISCARD
Days days() const noexcept
The time point without the time-zone information.
IntegralConstant< Int8, 24 > InstAttribType
Eligibility.
IntegralConstant< UInt8, 4 > SecurityAltIDSourceISIN
Type alias for the SecurityAltIDSourceISIN.
UInt16 LocalMktDate
Type alias for the LocalMktDate.
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
Char Currency[3]
Currency.
Char SecurityExchange[4]
Type alias for the SecurityExchange.
IntegralConstant< Int8, 0 > UpdateTypeNew
MDUpdateTypeNew.
IntegralConstant< Char, 'e'> EntryTypeVol
MDEntryTypeVol.
IntegralConstant< Int8, 0 > UpdateActionNew
MDUpdateActionNew.
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for an optional Int32 field.
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for an optional LocalMktDate field.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
IntegralConstant< Int8, 127 > NullInt8
Null value for an optional Int8 field.
IntegralConstant< Char, '8'> SecurityIDSource
SecurityIDSource.
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
Char UserDefinedInstrument
Type alias for the UserDefinedInstrument.
IntegralConstant< Char, 'g'> EntryTypeLimits
MDEntryTypeLimits.
IntegralConstant< Char, '2'> EntryTypeTrade
MDEntryTypeTrade.
IntegralConstant< Char, 'J'> EntryTypeChannelReset
Channel Reset message entry type.
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
char Char
Character type alias.
@ NotAggressor
Not Aggressor.
@ NoAggressor
No Aggressor.
@ ImpliedOffer
Implied Offer.
@ MarketBestOffer
Market Best Offer.
@ MarketBestBid
Market Best Bid.
MDEntryTypeDailyStatistics type.
@ OpenInterest
Open Interest.
@ FixingPrice
Fixing Price.
@ ClearedVolume
Cleared Volume.
@ SettlementPrice
Settlement Price.
MDEntryTypeStatistics type.
@ LowestOffer
Lowest Offer.
@ VWAP
Trading Session Volume Weighted Average Price.
@ OpenInterest
Open Interest.
@ SessionHighBid
Session High Bid.
@ ImpliedOffer
Implied Offer.
@ MarketBestOffer
Market Best Offer.
@ FixingPrice
Fixing Price.
@ VWAP
Trading Session Volume Weighted Average Price.
@ ThresholdLimitsandPriceBandVariation
Threshold Limits and Price Band Variation.
@ ClearedVolume
Cleared Volume.
@ SessionLowOffer
Session Low Offer.
@ SettlementPrice
Settlement Price.
@ TradingSessionHighPrice
Trading Session High Price.
@ MarketBestBid
Market Best Bid.
@ ElectronicVolume
Electronic Volume.
@ TradingSessionLowPrice
Trading Session Low Price.
bool operator!=(const EventIndicator &other) const noexcept
Compares encoded data.
bool endOfEvent() const noexcept
Indicates whether EndOfEvent bit is set.
EventIndicator ThisType
This type alias.
ThisType & recoveryMessage(bool value) noexcept
Modifies RecoveryMessage bit.
bool recoveryMessage() const noexcept
Indicates whether RecoveryMessage bit is set.
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Bits bits() const noexcept
bool operator==(const EventIndicator &other) const noexcept
Compares encoded data.
ThisType & endOfEvent(bool value) noexcept
Modifies EndOfEvent bit.
EventIndicator(Bits bits=0) noexcept
Constructs from a value.
@ LastEligibleTradeDate
Last Eligible Trade Date.
@ InstrumentExpiration
Instrument Expiration.
@ MarketEvent
Market Event .
@ RecoveryInProcess
Recovery In Process.
@ GroupSchedule
Group Schedule.
@ TradeDateRoll
Trade Date Roll.
@ InstrumentActivation
Instrument Activation.
@ SurveillanceIntervention
Surveillance Intervention .
ThisType & invertedBook(bool value) noexcept
Modifies InvertedBook bit.
ThisType & variableCabEligible(bool value) noexcept
Modifies VariableCabEligible bit.
ThisType & isFractional(bool value) noexcept
Modifies IsFractional bit.
ThisType & decayingProductEligibility(bool value) noexcept
Modifies DecayingProductEligibility bit.
bool dailyProductEligibility() const noexcept
Indicates whether DailyProductEligibility bit is set.
bool negativePriceOutrightEligible() const noexcept
Indicates whether NegativePriceOutrightEligible bit is set.
bool operator!=(const InstAttribValue &other) const noexcept
Compares encoded data.
ThisType & ebfEligible(bool value) noexcept
Modifies EBFEligible bit.
bool variableCabEligible() const noexcept
Indicates whether VariableCabEligible bit is set.
bool electronicMatchEligible() const noexcept
Indicates whether ElectronicMatchEligible bit is set.
ThisType & sefRegulated(bool value) noexcept
Modifies SEFRegulated bit.
ThisType & mtfRegulated(bool value) noexcept
Modifies MTFRegulated bit.
ThisType & hedgeInstrument(bool value) noexcept
Modifies HedgeInstrument bit.
bool efsEligible() const noexcept
Indicates whether EFSEligible bit is set.
bool invertedBook() const noexcept
Indicates whether InvertedBook bit is set.
bool efpEligible() const noexcept
Indicates whether EFPEligible bit is set.
bool hedgeInstrument() const noexcept
Indicates whether HedgeInstrument bit is set.
bool impliedMatchingEligibility() const noexcept
Indicates whether ImpliedMatchingEligibility bit is set.
bool efrEligible() const noexcept
Indicates whether EFREligible bit is set.
InstAttribValue ThisType
This type alias.
ThisType & negativeStrikeEligible(bool value) noexcept
Modifies NegativeStrikeEligible bit.
ThisType & dailyProductEligibility(bool value) noexcept
Modifies DailyProductEligibility bit.
ThisType & isAoNInstrument(bool value) noexcept
Modifies IsAoNInstrument bit.
bool isAoNInstrument() const noexcept
Indicates whether IsAoNInstrument bit is set.
ThisType & rfqCrossEligible(bool value) noexcept
Modifies RFQCrossEligible bit.
ThisType & volatilityQuotedOption(bool value) noexcept
Modifies VolatilityQuotedOption bit.
bool orderCrossEligible() const noexcept
Indicates whether OrderCrossEligible bit is set.
bool rfqCrossEligible() const noexcept
Indicates whether RFQCrossEligible bit is set.
bool eFIXInstrument() const noexcept
Indicates whether eFIXInstrument bit is set.
ThisType & efsEligible(bool value) noexcept
Modifies EFSEligible bit.
bool isFractional() const noexcept
Indicates whether IsFractional bit is set.
bool gtOrdersEligibility() const noexcept
Indicates whether GTOrdersEligibility bit is set.
bool blockTradeEligible() const noexcept
Indicates whether BlockTradeEligible bit is set.
bool volatilityQuotedOption() const noexcept
Indicates whether VolatilityQuotedOption bit is set.
bool triangulationEligible() const noexcept
Indicates whether TriangulationEligible bit is set.
bool operator==(const InstAttribValue &other) const noexcept
Compares encoded data.
bool sefRegulated() const noexcept
Indicates whether SEFRegulated bit is set.
ThisType & iLinkIndicativeMassQuotingEligible(bool value) noexcept
Modifies iLinkIndicativeMassQuotingEligible bit.
ThisType & eFIXInstrument(bool value) noexcept
Modifies eFIXInstrument bit.
ThisType & zeroPriceOutrightEligible(bool value) noexcept
Modifies ZeroPriceOutrightEligible bit.
ThisType & impliedMatchingEligibility(bool value) noexcept
Modifies ImpliedMatchingEligibility bit.
Bits bits() const noexcept
bool ebfEligible() const noexcept
Indicates whether EBFEligible bit is set.
UInt32 Bits
Aliases integral type whose bits are used to indicate flag presence.
ThisType & efrEligible(bool value) noexcept
Modifies EFREligible bit.
ThisType & efpEligible(bool value) noexcept
Modifies EFPEligible bit.
ThisType & otcEligible(bool value) noexcept
Modifies OTCEligible bit.
ThisType & negativePriceOutrightEligible(bool value) noexcept
Modifies NegativePriceOutrightEligible bit.
bool otcEligible() const noexcept
Indicates whether OTCEligible bit is set.
bool decayingProductEligibility() const noexcept
Indicates whether DecayingProductEligibility bit is set.
ThisType & triangulationEligible(bool value) noexcept
Modifies TriangulationEligible bit.
bool variableProductEligibility() const noexcept
Indicates whether VariableProductEligibility bit is set.
bool iLinkIndicativeMassQuotingEligible() const noexcept
Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
ThisType & electronicMatchEligible(bool value) noexcept
Modifies ElectronicMatchEligible bit.
InstAttribValue(Bits bits=0) noexcept
Constructs from a value.
bool zeroPriceOutrightEligible() const noexcept
Indicates whether ZeroPriceOutrightEligible bit is set.
ThisType & variableProductEligibility(bool value) noexcept
Modifies VariableProductEligibility bit.
bool mtfRegulated() const noexcept
Indicates whether MTFRegulated bit is set.
bool negativeStrikeEligible() const noexcept
Indicates whether NegativeStrikeEligible bit is set.
ThisType & blockTradeEligible(bool value) noexcept
Modifies BlockTradeEligible bit.
ThisType & orderCrossEligible(bool value) noexcept
Modifies OrderCrossEligible bit.
ThisType & gtOrdersEligibility(bool value) noexcept
Modifies GTOrdersEligibility bit.
@ HK
Hong Kong/ Singapore.
bool reserved() const noexcept
Indicates whether Reserved bit is set.
bool endOfEvent() const noexcept
Indicates whether EndOfEvent bit is set.
bool operator==(const MatchEventIndicator &other) const noexcept
Compares encoded data.
MatchEventIndicator(Bits bits=0) noexcept
Constructs from a value.
ThisType & lastStatsMsg(bool value) noexcept
Modifies LastStatsMsg bit.
ThisType & lastQuoteMsg(bool value) noexcept
Modifies LastQuoteMsg bit.
ThisType & lastVolumeMsg(bool value) noexcept
Modifies LastVolumeMsg bit.
MatchEventIndicator ThisType
This type alias.
ThisType & recoveryMsg(bool value) noexcept
Modifies RecoveryMsg bit.
ThisType & lastImpliedMsg(bool value) noexcept
Modifies LastImpliedMsg bit.
bool lastStatsMsg() const noexcept
Indicates whether LastStatsMsg bit is set.
bool lastImpliedMsg() const noexcept
Indicates whether LastImpliedMsg bit is set.
bool lastTradeMsg() const noexcept
Indicates whether LastTradeMsg bit is set.
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
bool lastQuoteMsg() const noexcept
Indicates whether LastQuoteMsg bit is set.
ThisType & reserved(bool value) noexcept
Modifies Reserved bit.
Bits bits() const noexcept
bool recoveryMsg() const noexcept
Indicates whether RecoveryMsg bit is set.
ThisType & endOfEvent(bool value) noexcept
Modifies EndOfEvent bit.
ThisType & lastTradeMsg(bool value) noexcept
Modifies LastTradeMsg bit.
bool operator!=(const MatchEventIndicator &other) const noexcept
Compares encoded data.
bool lastVolumeMsg() const noexcept
Indicates whether LastVolumeMsg bit is set.
@ RepoAverage8_30AM
Repo Average 8-30 AM.
@ RepoAverage10AM
Repo Average 10 AM.
@ PrevSessionRepoAverage10AM
Prev Session Repo Average 10 AM.
@ IntradayVWAP
Latest update to VWAP.
@ IndicativeOpeningPrice
Indicative Opening Price.
@ DailyOpenPrice
Daily Open Price.
@ CurrentDay
Current day entry.
@ PreviousDay
Element entry from previous business day.
@ MarketPlaceAssistant
Globex Market Surveillance team.
@ Globex
Globex Trading Activity.
@ ICAP
Icap Market Data Feed.
@ GCForDBV
General Collateral Repo on a single or basket of eligible underlyings, allocation outside of BrokerTe...
@ Special
Repo on a single underlying instrument.
@ GC
General Collateral Repo on a single or basket of eligible underlyings, allocation at BrokerTec.
SecurityAltIDSource type.
SecurityTradingEvent type.
@ ResetStatistics
Reset Statistics.
@ EndOfWorkup
End Of Workup.
@ ImpliedMatchingON
Implied Matching ON.
@ ImpliedMatchingOFF
Implied Matching OFF.
SecurityTradingStatus type.
@ UnknownorInvalid
Unknown or Invalid.
@ PrivateWorkup
Private Workup.
@ TradingHalt
Trading Halt.
@ NewPriceIndication
New Price Indication.
@ ReadyToTrade
Ready To Trade.
@ NotAvailableForTrading
Not Available For Trading.
@ PublicWorkup
Public Workup.
SecurityUpdateAction type.
SettlPriceType ThisType
This type alias.
ThisType & reservedBits(bool value) noexcept
Modifies ReservedBits bit.
ThisType & rounded(bool value) noexcept
Modifies Rounded bit.
ThisType & intraday(bool value) noexcept
Modifies Intraday bit.
bool actual() const noexcept
Indicates whether Actual bit is set.
bool operator==(const SettlPriceType &other) const noexcept
Compares encoded data.
bool nullValue() const noexcept
Indicates whether NullValue bit is set.
bool reservedBits() const noexcept
Indicates whether ReservedBits bit is set.
bool rounded() const noexcept
Indicates whether Rounded bit is set.
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Bits bits() const noexcept
bool intraday() const noexcept
Indicates whether Intraday bit is set.
ThisType & finalDaily(bool value) noexcept
Modifies FinalDaily bit.
ThisType & nullValue(bool value) noexcept
Modifies NullValue bit.
bool operator!=(const SettlPriceType &other) const noexcept
Compares encoded data.
ThisType & actual(bool value) noexcept
Modifies Actual bit.
SettlPriceType(Bits bits=0) noexcept
Constructs from a value.
bool finalDaily() const noexcept
Indicates whether FinalDaily bit is set.
@ TWAP
Average traded price.
@ VWAP
Volume weighted average traded price.
SpectrumSecurityTradingEvent type.
@ GlobalDayRoll
Global Day has been rolled and daily elements were reset.
@ CloseBestOffer
Close Best Offer.
@ OpenBestBid
Open Best Bid.
@ MarketBestOffer
Market Best Offer.
@ CloseBestBid
Close Best Bid.
@ OpenBestOffer
Open Best Offer.
@ MarketBestBid
Market Best Bid.
WorkupTradingStatus type.
@ PrivateWorkup
Private Workup.
@ ReadyToTrade
Ready To Trade.
@ NotAvailableForTrading
Not Available For Trading.
@ PublicWorkup
Public Workup.