OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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Fields.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
26
28ONIXS_CONFLATEDTCP_DATA_PACKING_BEGIN(1)
29
30
31typedef Char CHAR;
32
33
37typedef Char Currency[3];
38
39
41typedef
44
45
47typedef Int16 Int16;
48
49
51typedef Int32 Int32;
52
53
55typedef Int8 Int8;
56
57
62
63
65typedef
68
69
71typedef
74
75
77typedef
80
81
83typedef
86
87
89typedef
92
93
95typedef
98
99
103typedef
106
107
112
113
117typedef
120
121
125typedef
126Char
128
129
132
133
136
137
140
141
143typedef UInt8 UInt8;
144
145
160
163{
164 typedef UInt8 Base;
165
166 enum Enum
167 {
170
172 Buy = 1,
173
176 };
177};
178
181{
182 typedef UInt8 Base;
183
184 enum Enum
185 {
187 GL = 0,
188
190 SY = 1,
191
193 TK = 2,
194
196 HK = 3,
197
199 LN = 4,
200
202 NY = 5
203 };
204};
205
220
232
235{
236 typedef CHAR Base;
237
238 enum Enum
239 {
241 VWAP = '9',
242
244 TWAP = 't'
245 };
246};
247
250{
251 typedef CHAR Base;
252
253 enum Enum
254 {
257
259 TouchLow = 'l',
260
263
266
269
272
275
278
281
284
286 Paid = 'y',
287
289 Given = 'z'
290 };
291};
292
307
340
343{
344 typedef UInt8 Base;
345
346 enum Enum
347 {
350
353 };
354};
355
358{
359 typedef CHAR Base;
360
361 enum Enum
362 {
364 Bid = '0',
365
367 Offer = '1',
368
370 Trade = '2',
371
374
377
380
383
385 VWAP = '9',
386
389
392
395
398
401
404
407
410
413
416
419
422 };
423};
424
427{
428 typedef CHAR Base;
429
430 enum Enum
431 {
433 Bid = '0',
434
436 Offer = '1',
437
440
443
446
449
452 };
453};
454
475
478{
479 typedef CHAR Base;
480
481 enum Enum
482 {
485
488
490 LowTrade = '8',
491
493 VWAP = '9',
494
497
500 };
501};
502
505{
506 typedef UInt8 Base;
507
508 enum Enum
509 {
511 New = 0,
512
515
518
521
524
527 };
528};
529
532{
533 typedef UInt8 Base;
534
535 enum Enum
536 {
538 Money = 1,
539
541 Par = 2
542 };
543};
544
571
574{
575 typedef UInt8 Base;
576
577 enum Enum
578 {
580 New = 0,
581
584
587 };
588};
589
592{
593 typedef UInt8 Base;
594
595 enum Enum
596 {
599
602
605
608 };
609};
610
613{
614 typedef UInt8 Base;
615
616 enum Enum
617 {
619 Put = 0,
620
623 };
624};
625
628{
629 typedef UInt8 Base;
630
631 enum Enum
632 {
635
637 GC = 1,
638
641 };
642};
643
646{
647 typedef UInt8 Base;
648
649 enum Enum
650 {
652 CUSIP = 1,
653
656 };
657};
658
685
688{
689 typedef UInt8 Base;
690
691 enum Enum
692 {
695
697 Close = 4,
698
701
704
707
710
713
716
718 Cross = 25,
719
722
724 NoChange = 103,
725
728
731 };
732};
733
736{
737 typedef CHAR Base;
738
739 enum Enum
740 {
742 Add = 'A',
743
745 Delete = 'D',
746
748 Modify = 'M'
749 };
750};
751
754{
755 typedef UInt8 Base;
756
757 enum Enum
758 {
760 Buy = 1,
761
764 };
765};
766
787
790{
791public:
794 typedef UInt32 Bits;
795
796 enum
797 {
798 Size = sizeof(Bits)
799 };
800
803
806 struct MemberTraits
807 {
808 enum { Count = 1 };
809
810 typedef Bits FirstArgType;
811 };
812
817 {
818 return 0 != (bits_ & 0x1);
819 }
820
824 {
825 if (value) bits_ |= 0x1; else bits_ &= ~0x1;
826 return *this;
827 }
828
833 {
834 return 0 != (bits_ & 0x2);
835 }
836
840 {
841 if (value) bits_ |= 0x2; else bits_ &= ~0x2;
842 return *this;
843 }
844
849 {
850 return 0 != (bits_ & 0x4);
851 }
852
856 {
857 if (value) bits_ |= 0x4; else bits_ &= ~0x4;
858 return *this;
859 }
860
863 bool efpEligible() const
865 {
866 return 0 != (bits_ & 0x8);
867 }
868
872 {
873 if (value) bits_ |= 0x8; else bits_ &= ~0x8;
874 return *this;
875 }
876
879 bool ebfEligible() const
881 {
882 return 0 != (bits_ & 0x10);
883 }
884
888 {
889 if (value) bits_ |= 0x10; else bits_ &= ~0x10;
890 return *this;
891 }
892
895 bool efsEligible() const
897 {
898 return 0 != (bits_ & 0x20);
899 }
900
904 {
905 if (value) bits_ |= 0x20; else bits_ &= ~0x20;
906 return *this;
907 }
908
911 bool efrEligible() const
913 {
914 return 0 != (bits_ & 0x40);
915 }
916
920 {
921 if (value) bits_ |= 0x40; else bits_ &= ~0x40;
922 return *this;
923 }
924
927 bool otcEligible() const
929 {
930 return 0 != (bits_ & 0x80);
931 }
932
936 {
937 if (value) bits_ |= 0x80; else bits_ &= ~0x80;
938 return *this;
939 }
940
945 {
946 return 0 != (bits_ & 0x100);
947 }
948
952 {
953 if (value) bits_ |= 0x100; else bits_ &= ~0x100;
954 return *this;
955 }
956
961 {
962 return 0 != (bits_ & 0x200);
963 }
964
968 {
969 if (value) bits_ |= 0x200; else bits_ &= ~0x200;
970 return *this;
971 }
972
977 {
978 return 0 != (bits_ & 0x400);
979 }
980
984 {
985 if (value) bits_ |= 0x400; else bits_ &= ~0x400;
986 return *this;
987 }
988
991 bool isFractional() const
993 {
994 return 0 != (bits_ & 0x800);
995 }
996
1000 {
1001 if (value) bits_ |= 0x800; else bits_ &= ~0x800;
1002 return *this;
1003 }
1004
1009 {
1010 return 0 != (bits_ & 0x1000);
1011 }
1012
1016 {
1017 if (value) bits_ |= 0x1000; else bits_ &= ~0x1000;
1018 return *this;
1019 }
1020
1023 bool rfqCrossEligible() const
1025 {
1026 return 0 != (bits_ & 0x2000);
1027 }
1028
1032 {
1033 if (value) bits_ |= 0x2000; else bits_ &= ~0x2000;
1034 return *this;
1035 }
1036
1041 {
1042 return 0 != (bits_ & 0x4000);
1043 }
1044
1048 {
1049 if (value) bits_ |= 0x4000; else bits_ &= ~0x4000;
1050 return *this;
1051 }
1052
1057 {
1058 return 0 != (bits_ & 0x8000);
1059 }
1060
1064 {
1065 if (value) bits_ |= 0x8000; else bits_ &= ~0x8000;
1066 return *this;
1067 }
1068
1073 {
1074 return 0 != (bits_ & 0x10000);
1075 }
1076
1080 {
1081 if (value) bits_ |= 0x10000; else bits_ &= ~0x10000;
1082 return *this;
1083 }
1084
1089 {
1090 return 0 != (bits_ & 0x20000);
1091 }
1092
1096 {
1097 if (value) bits_ |= 0x20000; else bits_ &= ~0x20000;
1098 return *this;
1099 }
1100
1105 {
1106 return 0 != (bits_ & 0x40000);
1107 }
1108
1112 {
1113 if (value) bits_ |= 0x40000; else bits_ &= ~0x40000;
1114 return *this;
1115 }
1116
1121 {
1122 return 0 != (bits_ & 0x80000);
1123 }
1124
1128 {
1129 if (value) bits_ |= 0x80000; else bits_ &= ~0x80000;
1130 return *this;
1131 }
1132
1137 {
1138 return 0 != (bits_ & 0x100000);
1139 }
1140
1144 {
1145 if (value) bits_ |= 0x100000; else bits_ &= ~0x100000;
1146 return *this;
1147 }
1148
1153 {
1154 return 0 != (bits_ & 0x200000);
1155 }
1156
1160 {
1161 if (value) bits_ |= 0x200000; else bits_ &= ~0x200000;
1162 return *this;
1163 }
1164
1167 bool invertedBook() const
1169 {
1170 return 0 != (bits_ & 0x400000);
1171 }
1172
1176 {
1177 if (value) bits_ |= 0x400000; else bits_ &= ~0x400000;
1178 return *this;
1179 }
1180
1183 bool isAoNInstrument() const
1185 {
1186 return 0 != (bits_ & 0x800000);
1187 }
1188
1192 {
1193 if (value) bits_ |= 0x800000; else bits_ &= ~0x800000;
1194 return *this;
1195 }
1196
1199 bool sefRegulated() const
1201 {
1202 return 0 != (bits_ & 0x1000000);
1203 }
1204
1208 {
1209 if (value) bits_ |= 0x1000000; else bits_ &= ~0x1000000;
1210 return *this;
1211 }
1212
1215 bool mtfRegulated() const
1217 {
1218 return 0 != (bits_ & 0x2000000);
1219 }
1220
1224 {
1225 if (value) bits_ |= 0x2000000; else bits_ &= ~0x2000000;
1226 return *this;
1227 }
1228
1231 bool eFIXInstrument() const
1233 {
1234 return 0 != (bits_ & 0x4000000);
1235 }
1236
1240 {
1241 if (value) bits_ |= 0x4000000; else bits_ &= ~0x4000000;
1242 return *this;
1243 }
1244
1247 bool hedgeInstrument() const
1249 {
1250 return 0 != (bits_ & 0x8000000);
1251 }
1252
1256 {
1257 if (value) bits_ |= 0x8000000; else bits_ &= ~0x8000000;
1258 return *this;
1259 }
1260
1262 Bits bits() const
1264 {
1265 return bits_;
1266 }
1267
1269 explicit
1272 : bits_(bits)
1273 {
1274 }
1275
1278 bool
1280 const InstAttribValue& other) const
1282 {
1283 return !(*this == other);
1284 }
1285
1288 bool
1290 const InstAttribValue& other) const
1292 {
1293 return this->bits_ == other.bits_;
1294 }
1295
1296private:
1297 Bits bits_;
1298};
1299
1302{
1303public:
1306 typedef UInt8 Bits;
1307
1308 enum
1309 {
1310 Size = sizeof(Bits)
1311 };
1312
1315
1318 struct MemberTraits
1319 {
1320 enum { Count = 1 };
1321
1322 typedef Bits FirstArgType;
1323 };
1324
1327 bool lastTradeMsg() const
1329 {
1330 return 0 != (bits_ & 0x1);
1331 }
1332
1336 {
1337 if (value) bits_ |= 0x1; else bits_ &= ~0x1;
1338 return *this;
1339 }
1340
1343 bool lastVolumeMsg() const
1345 {
1346 return 0 != (bits_ & 0x2);
1347 }
1348
1352 {
1353 if (value) bits_ |= 0x2; else bits_ &= ~0x2;
1354 return *this;
1355 }
1356
1359 bool lastQuoteMsg() const
1361 {
1362 return 0 != (bits_ & 0x4);
1363 }
1364
1368 {
1369 if (value) bits_ |= 0x4; else bits_ &= ~0x4;
1370 return *this;
1371 }
1372
1375 bool lastStatsMsg() const
1377 {
1378 return 0 != (bits_ & 0x8);
1379 }
1380
1384 {
1385 if (value) bits_ |= 0x8; else bits_ &= ~0x8;
1386 return *this;
1387 }
1388
1391 bool lastImpliedMsg() const
1393 {
1394 return 0 != (bits_ & 0x10);
1395 }
1396
1400 {
1401 if (value) bits_ |= 0x10; else bits_ &= ~0x10;
1402 return *this;
1403 }
1404
1407 bool recoveryMsg() const
1409 {
1410 return 0 != (bits_ & 0x20);
1411 }
1412
1416 {
1417 if (value) bits_ |= 0x20; else bits_ &= ~0x20;
1418 return *this;
1419 }
1420
1423 bool reserved() const
1425 {
1426 return 0 != (bits_ & 0x40);
1427 }
1428
1430 ThisType& reserved(bool value)
1432 {
1433 if (value) bits_ |= 0x40; else bits_ &= ~0x40;
1434 return *this;
1435 }
1436
1439 bool endOfEvent() const
1441 {
1442 return 0 != (bits_ & 0x80);
1443 }
1444
1448 {
1449 if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1450 return *this;
1451 }
1452
1454 Bits bits() const
1456 {
1457 return bits_;
1458 }
1459
1461 explicit
1464 : bits_(bits)
1465 {
1466 }
1467
1470 bool
1472 const MatchEventIndicator& other) const
1474 {
1475 return !(*this == other);
1476 }
1477
1480 bool
1482 const MatchEventIndicator& other) const
1484 {
1485 return this->bits_ == other.bits_;
1486 }
1487
1488private:
1489 Bits bits_;
1490};
1491
1494{
1495public:
1498 typedef UInt8 Bits;
1499
1500 enum
1501 {
1502 Size = sizeof(Bits)
1503 };
1504
1507
1510 struct MemberTraits
1511 {
1512 enum { Count = 1 };
1513
1514 typedef Bits FirstArgType;
1515 };
1516
1519 bool finalDaily() const
1521 {
1522 return 0 != (bits_ & 0x1);
1523 }
1524
1528 {
1529 if (value) bits_ |= 0x1; else bits_ &= ~0x1;
1530 return *this;
1531 }
1532
1535 bool actual() const
1537 {
1538 return 0 != (bits_ & 0x2);
1539 }
1540
1542 ThisType& actual(bool value)
1544 {
1545 if (value) bits_ |= 0x2; else bits_ &= ~0x2;
1546 return *this;
1547 }
1548
1551 bool rounded() const
1553 {
1554 return 0 != (bits_ & 0x4);
1555 }
1556
1558 ThisType& rounded(bool value)
1560 {
1561 if (value) bits_ |= 0x4; else bits_ &= ~0x4;
1562 return *this;
1563 }
1564
1567 bool intraday() const
1569 {
1570 return 0 != (bits_ & 0x8);
1571 }
1572
1574 ThisType& intraday(bool value)
1576 {
1577 if (value) bits_ |= 0x8; else bits_ &= ~0x8;
1578 return *this;
1579 }
1580
1583 bool reservedBits() const
1585 {
1586 return 0 != (bits_ & 0x10);
1587 }
1588
1592 {
1593 if (value) bits_ |= 0x10; else bits_ &= ~0x10;
1594 return *this;
1595 }
1596
1599 bool nullValue() const
1601 {
1602 return 0 != (bits_ & 0x80);
1603 }
1604
1606 ThisType& nullValue(bool value)
1608 {
1609 if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1610 return *this;
1611 }
1612
1614 Bits bits() const
1616 {
1617 return bits_;
1618 }
1619
1621 explicit
1624 : bits_(bits)
1625 {
1626 }
1627
1630 bool
1632 const SettlPriceType& other) const
1634 {
1635 return !(*this == other);
1636 }
1637
1640 bool
1642 const SettlPriceType& other) const
1644 {
1645 return this->bits_ == other.bits_;
1646 }
1647
1648private:
1649 Bits bits_;
1650};
1651
1654{
1655public:
1658 typedef UInt8 Bits;
1659
1660 enum
1661 {
1662 Size = sizeof(Bits)
1663 };
1664
1667
1670 struct MemberTraits
1671 {
1672 enum { Count = 1 };
1673
1674 typedef Bits FirstArgType;
1675 };
1676
1679 bool recoveryMessage() const
1681 {
1682 return 0 != (bits_ & 0x40);
1683 }
1684
1688 {
1689 if (value) bits_ |= 0x40; else bits_ &= ~0x40;
1690 return *this;
1691 }
1692
1695 bool endOfEvent() const
1697 {
1698 return 0 != (bits_ & 0x80);
1699 }
1700
1704 {
1705 if (value) bits_ |= 0x80; else bits_ &= ~0x80;
1706 return *this;
1707 }
1708
1710 Bits bits() const
1712 {
1713 return bits_;
1714 }
1715
1717 explicit
1720 : bits_(bits)
1721 {
1722 }
1723
1726 bool
1728 const EventIndicator& other) const
1730 {
1731 return !(*this == other);
1732 }
1733
1736 bool
1738 const EventIndicator& other) const
1740 {
1741 return this->bits_ == other.bits_;
1742 }
1743
1744private:
1745 Bits bits_;
1746};
1747
1748
1750typedef
1753
1754
1756typedef
1759
1760
1762typedef
1765
1766
1768typedef
1771
1772
1774typedef
1777
1778
1780typedef
1783
1784
1786typedef
1789
1790
1791
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
1807ONIXS_CONFLATEDTCP_DATA_PACKING_END
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
Definition ABI.h:147
#define ONIXS_CONFLATEDTCP_LTWT_STRUCT
Definition ABI.h:88
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END
Definition ABI.h:151
#define ONIXS_CONFLATEDTCP_NOTHROW
Definition Compiler.h:176
#define ONIXS_CONFLATEDTCP_NODISCARD
Definition Compiler.h:185
The time point without the time-zone information.
Definition Time.h:468
IntegralConstant< Int8, 24 > InstAttribType
Eligibility.
Definition Fields.h:43
IntegralConstant< UInt8, 4 > SecurityAltIDSourceISIN
Type alias for the SecurityAltIDSourceISIN.
Definition Fields.h:105
UInt16 LocalMktDate
Type alias for the LocalMktDate.
Definition Fields.h:61
LocalMktDate timestampToLocalMktDate(const Timestamp &timestamp) noexcept
Definition Fields.h:1802
Char SecurityExchange[4]
Type alias for the SecurityExchange.
Definition Fields.h:111
IntegralConstant< Int8, 0 > UpdateTypeNew
MDUpdateTypeNew.
Definition Fields.h:97
IntegralConstant< Char, 'e'> EntryTypeVol
MDEntryTypeVol.
Definition Fields.h:85
IntegralConstant< Int8, 0 > UpdateActionNew
MDUpdateActionNew.
Definition Fields.h:91
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for an optional Int32 field.
Definition Fields.h:1752
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
Definition Fields.h:1782
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for an optional LocalMktDate field.
Definition Fields.h:1764
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
Definition Fields.h:1788
IntegralConstant< Int8, 127 > NullInt8
Null value for an optional Int8 field.
Definition Fields.h:1758
IntegralConstant< Char, '8'> SecurityIDSource
SecurityIDSource.
Definition Fields.h:119
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
Definition Fields.h:1795
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
Definition Fields.h:1776
Char UserDefinedInstrument
Type alias for the UserDefinedInstrument.
Definition Fields.h:127
IntegralConstant< Char, 'g'> EntryTypeLimits
MDEntryTypeLimits.
Definition Fields.h:73
IntegralConstant< Char, '2'> EntryTypeTrade
MDEntryTypeTrade.
Definition Fields.h:79
IntegralConstant< Char, 'J'> EntryTypeChannelReset
Channel Reset message entry type.
Definition Fields.h:67
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
Definition Fields.h:1770
char Char
Character type alias.
Definition String.h:30
@ VWAP
Trading Session Volume Weighted Average Price.
Definition Fields.h:493
@ VWAP
Trading Session Volume Weighted Average Price.
Definition Fields.h:385
@ ThresholdLimitsandPriceBandVariation
Threshold Limits and Price Band Variation.
Definition Fields.h:415
@ TradingSessionHighPrice
Trading Session High Price.
Definition Fields.h:379
@ TradingSessionLowPrice
Trading Session Low Price.
Definition Fields.h:382
bool operator!=(const EventIndicator &other) const noexcept
Compares encoded data.
Definition Fields.h:1727
bool endOfEvent() const noexcept
Indicates whether EndOfEvent bit is set.
Definition Fields.h:1695
ThisType & recoveryMessage(bool value) noexcept
Modifies RecoveryMessage bit.
Definition Fields.h:1686
bool recoveryMessage() const noexcept
Indicates whether RecoveryMessage bit is set.
Definition Fields.h:1679
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:1658
bool operator==(const EventIndicator &other) const noexcept
Compares encoded data.
Definition Fields.h:1737
ThisType & endOfEvent(bool value) noexcept
Modifies EndOfEvent bit.
Definition Fields.h:1702
EventIndicator(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:1718
@ LastEligibleTradeDate
Last Eligible Trade Date.
Definition Fields.h:304
@ SurveillanceIntervention
Surveillance Intervention .
Definition Fields.h:319
ThisType & invertedBook(bool value) noexcept
Modifies InvertedBook bit.
Definition Fields.h:1174
ThisType & variableCabEligible(bool value) noexcept
Modifies VariableCabEligible bit.
Definition Fields.h:1158
ThisType & isFractional(bool value) noexcept
Modifies IsFractional bit.
Definition Fields.h:998
ThisType & decayingProductEligibility(bool value) noexcept
Modifies DecayingProductEligibility bit.
Definition Fields.h:1062
bool dailyProductEligibility() const noexcept
Indicates whether DailyProductEligibility bit is set.
Definition Fields.h:1087
bool negativePriceOutrightEligible() const noexcept
Indicates whether NegativePriceOutrightEligible bit is set.
Definition Fields.h:975
bool operator!=(const InstAttribValue &other) const noexcept
Compares encoded data.
Definition Fields.h:1279
ThisType & ebfEligible(bool value) noexcept
Modifies EBFEligible bit.
Definition Fields.h:886
bool variableCabEligible() const noexcept
Indicates whether VariableCabEligible bit is set.
Definition Fields.h:1151
bool electronicMatchEligible() const noexcept
Indicates whether ElectronicMatchEligible bit is set.
Definition Fields.h:815
ThisType & sefRegulated(bool value) noexcept
Modifies SEFRegulated bit.
Definition Fields.h:1206
ThisType & mtfRegulated(bool value) noexcept
Modifies MTFRegulated bit.
Definition Fields.h:1222
ThisType & hedgeInstrument(bool value) noexcept
Modifies HedgeInstrument bit.
Definition Fields.h:1254
bool efsEligible() const noexcept
Indicates whether EFSEligible bit is set.
Definition Fields.h:895
bool invertedBook() const noexcept
Indicates whether InvertedBook bit is set.
Definition Fields.h:1167
bool efpEligible() const noexcept
Indicates whether EFPEligible bit is set.
Definition Fields.h:863
bool hedgeInstrument() const noexcept
Indicates whether HedgeInstrument bit is set.
Definition Fields.h:1247
bool impliedMatchingEligibility() const noexcept
Indicates whether ImpliedMatchingEligibility bit is set.
Definition Fields.h:1119
bool efrEligible() const noexcept
Indicates whether EFREligible bit is set.
Definition Fields.h:911
ThisType & negativeStrikeEligible(bool value) noexcept
Modifies NegativeStrikeEligible bit.
Definition Fields.h:966
ThisType & dailyProductEligibility(bool value) noexcept
Modifies DailyProductEligibility bit.
Definition Fields.h:1094
ThisType & isAoNInstrument(bool value) noexcept
Modifies IsAoNInstrument bit.
Definition Fields.h:1190
bool isAoNInstrument() const noexcept
Indicates whether IsAoNInstrument bit is set.
Definition Fields.h:1183
ThisType & rfqCrossEligible(bool value) noexcept
Modifies RFQCrossEligible bit.
Definition Fields.h:1030
ThisType & volatilityQuotedOption(bool value) noexcept
Modifies VolatilityQuotedOption bit.
Definition Fields.h:1014
bool orderCrossEligible() const noexcept
Indicates whether OrderCrossEligible bit is set.
Definition Fields.h:831
bool rfqCrossEligible() const noexcept
Indicates whether RFQCrossEligible bit is set.
Definition Fields.h:1023
bool eFIXInstrument() const noexcept
Indicates whether eFIXInstrument bit is set.
Definition Fields.h:1231
ThisType & efsEligible(bool value) noexcept
Modifies EFSEligible bit.
Definition Fields.h:902
bool isFractional() const noexcept
Indicates whether IsFractional bit is set.
Definition Fields.h:991
bool gtOrdersEligibility() const noexcept
Indicates whether GTOrdersEligibility bit is set.
Definition Fields.h:1103
bool blockTradeEligible() const noexcept
Indicates whether BlockTradeEligible bit is set.
Definition Fields.h:847
bool volatilityQuotedOption() const noexcept
Indicates whether VolatilityQuotedOption bit is set.
Definition Fields.h:1007
bool triangulationEligible() const noexcept
Indicates whether TriangulationEligible bit is set.
Definition Fields.h:1135
bool operator==(const InstAttribValue &other) const noexcept
Compares encoded data.
Definition Fields.h:1289
bool sefRegulated() const noexcept
Indicates whether SEFRegulated bit is set.
Definition Fields.h:1199
ThisType & iLinkIndicativeMassQuotingEligible(bool value) noexcept
Modifies iLinkIndicativeMassQuotingEligible bit.
Definition Fields.h:950
ThisType & eFIXInstrument(bool value) noexcept
Modifies eFIXInstrument bit.
Definition Fields.h:1238
ThisType & zeroPriceOutrightEligible(bool value) noexcept
Modifies ZeroPriceOutrightEligible bit.
Definition Fields.h:1046
ThisType & impliedMatchingEligibility(bool value) noexcept
Modifies ImpliedMatchingEligibility bit.
Definition Fields.h:1126
bool ebfEligible() const noexcept
Indicates whether EBFEligible bit is set.
Definition Fields.h:879
UInt32 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:794
ThisType & efrEligible(bool value) noexcept
Modifies EFREligible bit.
Definition Fields.h:918
ThisType & efpEligible(bool value) noexcept
Modifies EFPEligible bit.
Definition Fields.h:870
ThisType & otcEligible(bool value) noexcept
Modifies OTCEligible bit.
Definition Fields.h:934
ThisType & negativePriceOutrightEligible(bool value) noexcept
Modifies NegativePriceOutrightEligible bit.
Definition Fields.h:982
bool otcEligible() const noexcept
Indicates whether OTCEligible bit is set.
Definition Fields.h:927
bool decayingProductEligibility() const noexcept
Indicates whether DecayingProductEligibility bit is set.
Definition Fields.h:1055
ThisType & triangulationEligible(bool value) noexcept
Modifies TriangulationEligible bit.
Definition Fields.h:1142
bool variableProductEligibility() const noexcept
Indicates whether VariableProductEligibility bit is set.
Definition Fields.h:1071
bool iLinkIndicativeMassQuotingEligible() const noexcept
Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
Definition Fields.h:943
ThisType & electronicMatchEligible(bool value) noexcept
Modifies ElectronicMatchEligible bit.
Definition Fields.h:822
InstAttribValue(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:1270
bool zeroPriceOutrightEligible() const noexcept
Indicates whether ZeroPriceOutrightEligible bit is set.
Definition Fields.h:1039
ThisType & variableProductEligibility(bool value) noexcept
Modifies VariableProductEligibility bit.
Definition Fields.h:1078
bool mtfRegulated() const noexcept
Indicates whether MTFRegulated bit is set.
Definition Fields.h:1215
bool negativeStrikeEligible() const noexcept
Indicates whether NegativeStrikeEligible bit is set.
Definition Fields.h:959
ThisType & blockTradeEligible(bool value) noexcept
Modifies BlockTradeEligible bit.
Definition Fields.h:854
ThisType & orderCrossEligible(bool value) noexcept
Modifies OrderCrossEligible bit.
Definition Fields.h:838
ThisType & gtOrdersEligibility(bool value) noexcept
Modifies GTOrdersEligibility bit.
Definition Fields.h:1110
bool reserved() const noexcept
Indicates whether Reserved bit is set.
Definition Fields.h:1423
bool endOfEvent() const noexcept
Indicates whether EndOfEvent bit is set.
Definition Fields.h:1439
bool operator==(const MatchEventIndicator &other) const noexcept
Compares encoded data.
Definition Fields.h:1481
MatchEventIndicator(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:1462
ThisType & lastStatsMsg(bool value) noexcept
Modifies LastStatsMsg bit.
Definition Fields.h:1382
ThisType & lastQuoteMsg(bool value) noexcept
Modifies LastQuoteMsg bit.
Definition Fields.h:1366
ThisType & lastVolumeMsg(bool value) noexcept
Modifies LastVolumeMsg bit.
Definition Fields.h:1350
ThisType & recoveryMsg(bool value) noexcept
Modifies RecoveryMsg bit.
Definition Fields.h:1414
ThisType & lastImpliedMsg(bool value) noexcept
Modifies LastImpliedMsg bit.
Definition Fields.h:1398
bool lastStatsMsg() const noexcept
Indicates whether LastStatsMsg bit is set.
Definition Fields.h:1375
bool lastImpliedMsg() const noexcept
Indicates whether LastImpliedMsg bit is set.
Definition Fields.h:1391
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:1306
bool lastQuoteMsg() const noexcept
Indicates whether LastQuoteMsg bit is set.
Definition Fields.h:1359
ThisType & reserved(bool value) noexcept
Modifies Reserved bit.
Definition Fields.h:1430
bool recoveryMsg() const noexcept
Indicates whether RecoveryMsg bit is set.
Definition Fields.h:1407
ThisType & endOfEvent(bool value) noexcept
Modifies EndOfEvent bit.
Definition Fields.h:1446
ThisType & lastTradeMsg(bool value) noexcept
Modifies LastTradeMsg bit.
Definition Fields.h:1334
bool operator!=(const MatchEventIndicator &other) const noexcept
Compares encoded data.
Definition Fields.h:1471
bool lastVolumeMsg() const noexcept
Indicates whether LastVolumeMsg bit is set.
Definition Fields.h:1343
@ PrevSessionRepoAverage10AM
Prev Session Repo Average 10 AM.
Definition Fields.h:568
@ PreviousDay
Element entry from previous business day.
Definition Fields.h:217
@ MarketPlaceAssistant
Globex Market Surveillance team.
Definition Fields.h:598
@ GCForDBV
General Collateral Repo on a single or basket of eligible underlyings, allocation outside of BrokerTe...
Definition Fields.h:640
@ Special
Repo on a single underlying instrument.
Definition Fields.h:634
@ GC
General Collateral Repo on a single or basket of eligible underlyings, allocation at BrokerTec.
Definition Fields.h:637
ThisType & reservedBits(bool value) noexcept
Modifies ReservedBits bit.
Definition Fields.h:1590
ThisType & rounded(bool value) noexcept
Modifies Rounded bit.
Definition Fields.h:1558
ThisType & intraday(bool value) noexcept
Modifies Intraday bit.
Definition Fields.h:1574
bool actual() const noexcept
Indicates whether Actual bit is set.
Definition Fields.h:1535
bool operator==(const SettlPriceType &other) const noexcept
Compares encoded data.
Definition Fields.h:1641
bool nullValue() const noexcept
Indicates whether NullValue bit is set.
Definition Fields.h:1599
bool reservedBits() const noexcept
Indicates whether ReservedBits bit is set.
Definition Fields.h:1583
bool rounded() const noexcept
Indicates whether Rounded bit is set.
Definition Fields.h:1551
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:1498
bool intraday() const noexcept
Indicates whether Intraday bit is set.
Definition Fields.h:1567
ThisType & finalDaily(bool value) noexcept
Modifies FinalDaily bit.
Definition Fields.h:1526
ThisType & nullValue(bool value) noexcept
Modifies NullValue bit.
Definition Fields.h:1606
bool operator!=(const SettlPriceType &other) const noexcept
Compares encoded data.
Definition Fields.h:1631
ThisType & actual(bool value) noexcept
Modifies Actual bit.
Definition Fields.h:1542
SettlPriceType(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:1622
bool finalDaily() const noexcept
Indicates whether FinalDaily bit is set.
Definition Fields.h:1519
@ VWAP
Volume weighted average traded price.
Definition Fields.h:241
@ GlobalDayRoll
Global Day has been rolled and daily elements were reset.
Definition Fields.h:229