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/CME/ConflatedTCP/messaging/Time.h>
#include <OnixS/CME/ConflatedTCP/messaging/String.h>
#include <OnixS/CME/ConflatedTCP/messaging/Integral.h>

ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
ONIXS_CONFLATEDTCP_DATA_PACKING_BEGIN(1)

/// char.
typedef Char CHAR;


/// Currency.
///
/// FIX type: Currency.
typedef Char Currency[3];


/// Eligibility.
typedef
IntegralConstant<Int8, 24>
InstAttribType;


/// int16.
typedef Int16 Int16;


/// int32.
typedef Int32 Int32;


/// int8.
typedef Int8 Int8;


/// Type alias for the `LocalMktDate`.
///
/// FIX type: LocalMktDate.
typedef UInt16 LocalMktDate;


/// Channel Reset message entry type.
typedef
IntegralConstant<Char, 'J'>
EntryTypeChannelReset;


/// MDEntryTypeLimits.
typedef
IntegralConstant<Char, 'g'>
EntryTypeLimits;


/// MDEntryTypeTrade.
typedef
IntegralConstant<Char, '2'>
EntryTypeTrade;


/// MDEntryTypeVol.
typedef
IntegralConstant<Char, 'e'>
EntryTypeVol;


/// MDUpdateActionNew.
typedef
IntegralConstant<Int8, 0>
UpdateActionNew;


/// MDUpdateTypeNew.
typedef
IntegralConstant<Int8, 0>
UpdateTypeNew;


/// Type alias for the `SecurityAltIDSourceISIN`.
///
/// FIX type: int.
typedef
IntegralConstant<UInt8, 4>
SecurityAltIDSourceISIN;


/// Type alias for the `SecurityExchange`.
///
/// FIX type: Exchange.
typedef Char SecurityExchange[4];


/// SecurityIDSource.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '8'>
SecurityIDSource;


/// Type alias for the `UserDefinedInstrument`.
///
/// FIX type: char.
typedef
Char
UserDefinedInstrument;


/// uInt16.
typedef UInt16 UInt16;


/// uInt32.
typedef UInt32 UInt32;


/// uInt64.
typedef UInt64 UInt64;


/// uInt8.
typedef UInt8 UInt8;


/// `AggressorFlag` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT AggressorFlag
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Not Aggressor.
        NotAggressor = 0,

        /// Aggressor.
        Aggressor = 1
    };
};

/// `AggressorSide` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT AggressorSide
{
    typedef UInt8 Base;

    enum Enum
    {
        /// No Aggressor.
        NoAggressor = 0,

        /// Buy.
        Buy = 1,

        /// Sell.
        Sell = 2
    };
};

/// `MarketHrs` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT MarketHrs
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Global.
        GL = 0,

        /// Sydney.
        SY = 1,

        /// Tokyo.
        TK = 2,

        /// Hong Kong/ Singapore.
        HK = 3,

        /// London.
        LN = 4,

        /// New York.
        NY = 5
    };
};

/// `PreviousDayFlag` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT PreviousDayFlag
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Current day entry.
        CurrentDay = 0,

        /// Element entry from previous business day.
        PreviousDay = 4
    };
};

/// `SpectrumSecurityTradingEvent` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT SpectrumSecurityTradingEvent
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Global Day has been rolled and daily elements were reset.
        GlobalDayRoll = 4
    };
};

/// `SpectrumEntryType` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT SpectrumEntryType
{
    typedef CHAR Base;

    enum Enum
    {
        /// Volume weighted average traded price.
        VWAP = '9',

        /// Average traded price.
        TWAP = 't'
    };
};

/// `TickerEntryType` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT TickerEntryType
{
    typedef CHAR Base;

    enum Enum
    {
        /// Touch High.
        TouchHigh = 'k',

        /// Touch Low.
        TouchLow = 'l',

        /// Open Best Bid.
        OpenBestBid = 'm',

        /// Open Best Offer.
        OpenBestOffer = 'n',

        /// Close Best Bid.
        CloseBestBid = 'o',

        /// Close Best Offer.
        CloseBestOffer = 'p',

        /// Market High.
        MarketHigh = 'q',

        /// Market Low.
        MarketLow = 'r',

        /// Market Best Offer.
        MarketBestOffer = 'w',

        /// Market Best Bid.
        MarketBestBid = 'x',

        /// Paid.
        Paid = 'y',

        /// Given.
        Given = 'z'
    };
};

/// `EventType` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT EventType
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Activation.
        Activation = 5,

        /// Last Eligible Trade Date.
        LastEligibleTradeDate = 7
    };
};

/// `HaltReason` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT HaltReason
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Group Schedule.
        GroupSchedule = 0,

        /// Surveillance Intervention .
        SurveillanceIntervention = 1,

        /// Market Event .
        MarketEvent = 2,

        /// Instrument Activation.
        InstrumentActivation = 3,

        /// Instrument Expiration.
        InstrumentExpiration = 4,

        /// Unknown.
        Unknown = 5,

        /// Recovery In Process.
        RecoveryInProcess = 6,

        /// Trade Date Roll.
        TradeDateRoll = 7
    };
};

/// `LegSide` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT LegSide
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Buy Side.
        BuySide = 1,

        /// Sell Side.
        SellSide = 2
    };
};

/// `MDEntryType` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT EntryType
{
    typedef CHAR Base;

    enum Enum
    {
        /// Bid.
        Bid = '0',

        /// Offer.
        Offer = '1',

        /// Trade.
        Trade = '2',

        /// Open Price.
        OpenPrice = '4',

        /// Settlement Price.
        SettlementPrice = '6',

        /// Trading Session High Price.
        TradingSessionHighPrice = '7',

        /// Trading Session Low Price.
        TradingSessionLowPrice = '8',

        /// Trading Session Volume Weighted Average Price.
        VWAP = '9',

        /// Cleared Volume.
        ClearedVolume = 'B',

        /// Open Interest.
        OpenInterest = 'C',

        /// Implied Bid.
        ImpliedBid = 'E',

        /// Implied Offer.
        ImpliedOffer = 'F',

        /// Book Reset.
        BookReset = 'J',

        /// Session High Bid.
        SessionHighBid = 'N',

        /// Session Low Offer.
        SessionLowOffer = 'O',

        /// Fixing Price.
        FixingPrice = 'W',

        /// Electronic Volume.
        ElectronicVolume = 'e',

        /// Threshold Limits and Price Band Variation.
        ThresholdLimitsandPriceBandVariation = 'g',

        /// Market Best Offer.
        MarketBestOffer = 'w',

        /// Market Best Bid.
        MarketBestBid = 'x'
    };
};

/// `MDEntryTypeBook` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT EntryTypeBook
{
    typedef CHAR Base;

    enum Enum
    {
        /// Bid.
        Bid = '0',

        /// Offer.
        Offer = '1',

        /// Implied Bid.
        ImpliedBid = 'E',

        /// Implied Offer.
        ImpliedOffer = 'F',

        /// Book Reset.
        BookReset = 'J',

        /// Market Best Offer.
        MarketBestOffer = 'w',

        /// Market Best Bid.
        MarketBestBid = 'x'
    };
};

/// `MDEntryTypeDailyStatistics` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT EntryTypeDailyStatistics
{
    typedef CHAR Base;

    enum Enum
    {
        /// Settlement Price.
        SettlementPrice = '6',

        /// Cleared Volume.
        ClearedVolume = 'B',

        /// Open Interest.
        OpenInterest = 'C',

        /// Fixing Price.
        FixingPrice = 'W'
    };
};

/// `MDEntryTypeStatistics` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT EntryTypeStatistics
{
    typedef CHAR Base;

    enum Enum
    {
        /// Open Price.
        OpenPrice = '4',

        /// High Trade.
        HighTrade = '7',

        /// Low Trade.
        LowTrade = '8',

        /// Trading Session Volume Weighted Average Price.
        VWAP = '9',

        /// Highest Bid.
        HighestBid = 'N',

        /// Lowest Offer.
        LowestOffer = 'O'
    };
};

/// `MDUpdateAction` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT UpdateAction
{
    typedef UInt8 Base;

    enum Enum
    {
        /// New.
        New = 0,

        /// Change.
        Change = 1,

        /// Delete.
        Delete = 2,

        /// Delete Thru.
        DeleteThru = 3,

        /// Delete From.
        DeleteFrom = 4,

        /// Overlay.
        Overlay = 5
    };
};

/// `MoneyOrPar` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT MoneyOrPar
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Money Filled.
        Money = 1,

        /// Par Filled.
        Par = 2
    };
};

/// `OpenCloseSettlFlag` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT OpenCloseSettlFlag
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Daily Open Price.
        DailyOpenPrice = 0,

        /// Indicative Opening Price.
        IndicativeOpeningPrice = 5,

        /// Latest update to VWAP.
        IntradayVWAP = 100,

        /// Repo Average 8-30 AM.
        RepoAverage8_30AM = 101,

        /// Repo Average 10 AM.
        RepoAverage10AM = 102,

        /// Prev Session Repo Average 10 AM.
        PrevSessionRepoAverage10AM = 103
    };
};

/// `OrderUpdateAction` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT OrderUpdateAction
{
    typedef UInt8 Base;

    enum Enum
    {
        /// New.
        New = 0,

        /// Update.
        Update = 1,

        /// Delete.
        Delete = 2
    };
};

/// `PriceSource` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT PriceSource
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Globex Market Surveillance team.
        MarketPlaceAssistant = 0,

        /// Globex Trading Activity.
        Globex = 1,

        /// Refinitiv.
        Refinitiv = 2,

        /// Icap Market Data Feed.
        ICAP = 3
    };
};

/// `PutOrCall` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT PutOrCall
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Put Option.
        Put = 0,

        /// Call Option.
        Call = 1
    };
};

/// `RepoSubType` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT RepoSubType
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Repo on a single underlying instrument.
        Special = 0,

        /// General Collateral Repo on a single or basket of eligible underlyings, allocation at BrokerTec.
        GC = 1,

        /// General Collateral Repo on a single or basket of eligible underlyings, allocation outside of BrokerTec, such as at the clearer, tri-party agent, etc..
        GCForDBV = 2
    };
};

/// `SecurityAltIDSource` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT SecurityAltIDSource
{
    typedef UInt8 Base;

    enum Enum
    {
        /// CUSIP (9 char).
        CUSIP = 1,

        /// ISIN (12 char).
        ISIN = 4
    };
};

/// `SecurityTradingEvent` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT SecurityTradingEvent
{
    typedef UInt8 Base;

    enum Enum
    {
        /// No Event.
        NoEvent = 0,

        /// No Cancel.
        NoCancel = 1,

        /// Reset Statistics.
        ResetStatistics = 4,

        /// Implied Matching ON.
        ImpliedMatchingON = 5,

        /// Implied Matching OFF.
        ImpliedMatchingOFF = 6,

        /// End Of Workup.
        EndOfWorkup = 7
    };
};

/// `SecurityTradingStatus` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT SecurityTradingStatus
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Trading Halt.
        TradingHalt = 2,

        /// Close.
        Close = 4,

        /// New Price Indication.
        NewPriceIndication = 15,

        /// Ready To Trade.
        ReadyToTrade = 17,

        /// Not Available For Trading.
        NotAvailableForTrading = 18,

        /// Unknown or Invalid.
        UnknownorInvalid = 20,

        /// Pre Open.
        PreOpen = 21,

        /// Pre Cross.
        PreCross = 24,

        /// Cross.
        Cross = 25,

        /// Post Close.
        PostClose = 26,

        /// No Change.
        NoChange = 103,

        /// Private Workup.
        PrivateWorkup = 201,

        /// Public Workup.
        PublicWorkup = 202
    };
};

/// `SecurityUpdateAction` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT SecurityUpdateAction
{
    typedef CHAR Base;

    enum Enum
    {
        /// Add.
        Add = 'A',

        /// Delete.
        Delete = 'D',

        /// Modify.
        Modify = 'M'
    };
};

/// `Side` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT Side
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Buy.
        Buy = 1,

        /// Sell.
        Sell = 2
    };
};

/// `WorkupTradingStatus` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT WorkupTradingStatus
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Ready To Trade.
        ReadyToTrade = 17,

        /// Not Available For Trading.
        NotAvailableForTrading = 18,

        /// Private Workup.
        PrivateWorkup = 201,

        /// Public Workup.
        PublicWorkup = 202
    };
};

/// `InstAttribValue` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT InstAttribValue
{
public:
    /// Aliases integral type whose bits
    /// are used to indicate flag presence.
    typedef UInt32 Bits;

    enum
    {
        Size = sizeof(Bits)
    };

    /// This type alias.
    typedef InstAttribValue ThisType;

    /// \private
    /// Init traits.
    struct MemberTraits
    {
        enum { Count = 1 };

        typedef Bits FirstArgType;
    };

    /// Indicates whether ElectronicMatchEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool electronicMatchEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x1);
    }

    /// Modifies ElectronicMatchEligible bit.
    ThisType& electronicMatchEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x1; else bits_ &= ~0x1;
        return *this;
    }

    /// Indicates whether OrderCrossEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool orderCrossEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x2);
    }

    /// Modifies OrderCrossEligible bit.
    ThisType& orderCrossEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x2; else bits_ &= ~0x2;
        return *this;
    }

    /// Indicates whether BlockTradeEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool blockTradeEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x4);
    }

    /// Modifies BlockTradeEligible bit.
    ThisType& blockTradeEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x4; else bits_ &= ~0x4;
        return *this;
    }

    /// Indicates whether EFPEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool efpEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x8);
    }

    /// Modifies EFPEligible bit.
    ThisType& efpEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x8; else bits_ &= ~0x8;
        return *this;
    }

    /// Indicates whether EBFEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool ebfEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x10);
    }

    /// Modifies EBFEligible bit.
    ThisType& ebfEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x10; else bits_ &= ~0x10;
        return *this;
    }

    /// Indicates whether EFSEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool efsEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x20);
    }

    /// Modifies EFSEligible bit.
    ThisType& efsEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x20; else bits_ &= ~0x20;
        return *this;
    }

    /// Indicates whether EFREligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool efrEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x40);
    }

    /// Modifies EFREligible bit.
    ThisType& efrEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x40; else bits_ &= ~0x40;
        return *this;
    }

    /// Indicates whether OTCEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool otcEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x80);
    }

    /// Modifies OTCEligible bit.
    ThisType& otcEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x80; else bits_ &= ~0x80;
        return *this;
    }

    /// Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool iLinkIndicativeMassQuotingEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x100);
    }

    /// Modifies iLinkIndicativeMassQuotingEligible bit.
    ThisType& iLinkIndicativeMassQuotingEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x100; else bits_ &= ~0x100;
        return *this;
    }

    /// Indicates whether NegativeStrikeEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool negativeStrikeEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x200);
    }

    /// Modifies NegativeStrikeEligible bit.
    ThisType& negativeStrikeEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x200; else bits_ &= ~0x200;
        return *this;
    }

    /// Indicates whether NegativePriceOutrightEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool negativePriceOutrightEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x400);
    }

    /// Modifies NegativePriceOutrightEligible bit.
    ThisType& negativePriceOutrightEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x400; else bits_ &= ~0x400;
        return *this;
    }

    /// Indicates whether IsFractional bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool isFractional() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x800);
    }

    /// Modifies IsFractional bit.
    ThisType& isFractional(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x800; else bits_ &= ~0x800;
        return *this;
    }

    /// Indicates whether VolatilityQuotedOption bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool volatilityQuotedOption() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x1000);
    }

    /// Modifies VolatilityQuotedOption bit.
    ThisType& volatilityQuotedOption(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x1000; else bits_ &= ~0x1000;
        return *this;
    }

    /// Indicates whether RFQCrossEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool rfqCrossEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x2000);
    }

    /// Modifies RFQCrossEligible bit.
    ThisType& rfqCrossEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x2000; else bits_ &= ~0x2000;
        return *this;
    }

    /// Indicates whether ZeroPriceOutrightEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool zeroPriceOutrightEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x4000);
    }

    /// Modifies ZeroPriceOutrightEligible bit.
    ThisType& zeroPriceOutrightEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x4000; else bits_ &= ~0x4000;
        return *this;
    }

    /// Indicates whether DecayingProductEligibility bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool decayingProductEligibility() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x8000);
    }

    /// Modifies DecayingProductEligibility bit.
    ThisType& decayingProductEligibility(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x8000; else bits_ &= ~0x8000;
        return *this;
    }

    /// Indicates whether VariableProductEligibility bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool variableProductEligibility() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x10000);
    }

    /// Modifies VariableProductEligibility bit.
    ThisType& variableProductEligibility(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x10000; else bits_ &= ~0x10000;
        return *this;
    }

    /// Indicates whether DailyProductEligibility bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool dailyProductEligibility() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x20000);
    }

    /// Modifies DailyProductEligibility bit.
    ThisType& dailyProductEligibility(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x20000; else bits_ &= ~0x20000;
        return *this;
    }

    /// Indicates whether GTOrdersEligibility bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool gtOrdersEligibility() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x40000);
    }

    /// Modifies GTOrdersEligibility bit.
    ThisType& gtOrdersEligibility(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x40000; else bits_ &= ~0x40000;
        return *this;
    }

    /// Indicates whether ImpliedMatchingEligibility bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool impliedMatchingEligibility() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x80000);
    }

    /// Modifies ImpliedMatchingEligibility bit.
    ThisType& impliedMatchingEligibility(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x80000; else bits_ &= ~0x80000;
        return *this;
    }

    /// Indicates whether TriangulationEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool triangulationEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x100000);
    }

    /// Modifies TriangulationEligible bit.
    ThisType& triangulationEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x100000; else bits_ &= ~0x100000;
        return *this;
    }

    /// Indicates whether VariableCabEligible bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool variableCabEligible() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x200000);
    }

    /// Modifies VariableCabEligible bit.
    ThisType& variableCabEligible(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x200000; else bits_ &= ~0x200000;
        return *this;
    }

    /// Indicates whether InvertedBook bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool invertedBook() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x400000);
    }

    /// Modifies InvertedBook bit.
    ThisType& invertedBook(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x400000; else bits_ &= ~0x400000;
        return *this;
    }

    /// Indicates whether IsAoNInstrument bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool isAoNInstrument() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x800000);
    }

    /// Modifies IsAoNInstrument bit.
    ThisType& isAoNInstrument(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x800000; else bits_ &= ~0x800000;
        return *this;
    }

    /// Indicates whether SEFRegulated bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool sefRegulated() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x1000000);
    }

    /// Modifies SEFRegulated bit.
    ThisType& sefRegulated(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x1000000; else bits_ &= ~0x1000000;
        return *this;
    }

    /// Indicates whether MTFRegulated bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool mtfRegulated() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x2000000);
    }

    /// Modifies MTFRegulated bit.
    ThisType& mtfRegulated(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x2000000; else bits_ &= ~0x2000000;
        return *this;
    }

    /// Indicates whether eFIXInstrument bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool eFIXInstrument() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x4000000);
    }

    /// Modifies eFIXInstrument bit.
    ThisType& eFIXInstrument(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x4000000; else bits_ &= ~0x4000000;
        return *this;
    }

    /// Indicates whether HedgeInstrument bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool hedgeInstrument() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x8000000);
    }

    /// Modifies HedgeInstrument bit.
    ThisType& hedgeInstrument(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x8000000; else bits_ &= ~0x8000000;
        return *this;
    }

    /// \return elements as they packed in the set.
    Bits bits() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return bits_;
    }

    /// Constructs from a value.
    explicit
    InstAttribValue(Bits bits = 0)
        ONIXS_CONFLATEDTCP_NOTHROW
      : bits_(bits)
    {
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator!=(
        const InstAttribValue& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator==(
        const InstAttribValue& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return this->bits_ == other.bits_;
    }

private:
    Bits bits_;
};

/// `MatchEventIndicator` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT MatchEventIndicator
{
public:
    /// Aliases integral type whose bits
    /// are used to indicate flag presence.
    typedef UInt8 Bits;

    enum
    {
        Size = sizeof(Bits)
    };

    /// This type alias.
    typedef MatchEventIndicator ThisType;

    /// \private
    /// Init traits.
    struct MemberTraits
    {
        enum { Count = 1 };

        typedef Bits FirstArgType;
    };

    /// Indicates whether LastTradeMsg bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool lastTradeMsg() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x1);
    }

    /// Modifies LastTradeMsg bit.
    ThisType& lastTradeMsg(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x1; else bits_ &= ~0x1;
        return *this;
    }

    /// Indicates whether LastVolumeMsg bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool lastVolumeMsg() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x2);
    }

    /// Modifies LastVolumeMsg bit.
    ThisType& lastVolumeMsg(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x2; else bits_ &= ~0x2;
        return *this;
    }

    /// Indicates whether LastQuoteMsg bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool lastQuoteMsg() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x4);
    }

    /// Modifies LastQuoteMsg bit.
    ThisType& lastQuoteMsg(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x4; else bits_ &= ~0x4;
        return *this;
    }

    /// Indicates whether LastStatsMsg bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool lastStatsMsg() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x8);
    }

    /// Modifies LastStatsMsg bit.
    ThisType& lastStatsMsg(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x8; else bits_ &= ~0x8;
        return *this;
    }

    /// Indicates whether LastImpliedMsg bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool lastImpliedMsg() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x10);
    }

    /// Modifies LastImpliedMsg bit.
    ThisType& lastImpliedMsg(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x10; else bits_ &= ~0x10;
        return *this;
    }

    /// Indicates whether RecoveryMsg bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool recoveryMsg() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x20);
    }

    /// Modifies RecoveryMsg bit.
    ThisType& recoveryMsg(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x20; else bits_ &= ~0x20;
        return *this;
    }

    /// Indicates whether Reserved bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool reserved() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x40);
    }

    /// Modifies Reserved bit.
    ThisType& reserved(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x40; else bits_ &= ~0x40;
        return *this;
    }

    /// Indicates whether EndOfEvent bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool endOfEvent() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x80);
    }

    /// Modifies EndOfEvent bit.
    ThisType& endOfEvent(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x80; else bits_ &= ~0x80;
        return *this;
    }

    /// \return elements as they packed in the set.
    Bits bits() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return bits_;
    }

    /// Constructs from a value.
    explicit
    MatchEventIndicator(Bits bits = 0)
        ONIXS_CONFLATEDTCP_NOTHROW
      : bits_(bits)
    {
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator!=(
        const MatchEventIndicator& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator==(
        const MatchEventIndicator& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return this->bits_ == other.bits_;
    }

private:
    Bits bits_;
};

/// `SettlPriceType` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT SettlPriceType
{
public:
    /// Aliases integral type whose bits
    /// are used to indicate flag presence.
    typedef UInt8 Bits;

    enum
    {
        Size = sizeof(Bits)
    };

    /// This type alias.
    typedef SettlPriceType ThisType;

    /// \private
    /// Init traits.
    struct MemberTraits
    {
        enum { Count = 1 };

        typedef Bits FirstArgType;
    };

    /// Indicates whether FinalDaily bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool finalDaily() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x1);
    }

    /// Modifies FinalDaily bit.
    ThisType& finalDaily(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x1; else bits_ &= ~0x1;
        return *this;
    }

    /// Indicates whether Actual bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool actual() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x2);
    }

    /// Modifies Actual bit.
    ThisType& actual(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x2; else bits_ &= ~0x2;
        return *this;
    }

    /// Indicates whether Rounded bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool rounded() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x4);
    }

    /// Modifies Rounded bit.
    ThisType& rounded(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x4; else bits_ &= ~0x4;
        return *this;
    }

    /// Indicates whether Intraday bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool intraday() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x8);
    }

    /// Modifies Intraday bit.
    ThisType& intraday(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x8; else bits_ &= ~0x8;
        return *this;
    }

    /// Indicates whether ReservedBits bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool reservedBits() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x10);
    }

    /// Modifies ReservedBits bit.
    ThisType& reservedBits(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x10; else bits_ &= ~0x10;
        return *this;
    }

    /// Indicates whether NullValue bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool nullValue() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x80);
    }

    /// Modifies NullValue bit.
    ThisType& nullValue(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x80; else bits_ &= ~0x80;
        return *this;
    }

    /// \return elements as they packed in the set.
    Bits bits() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return bits_;
    }

    /// Constructs from a value.
    explicit
    SettlPriceType(Bits bits = 0)
        ONIXS_CONFLATEDTCP_NOTHROW
      : bits_(bits)
    {
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator!=(
        const SettlPriceType& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator==(
        const SettlPriceType& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return this->bits_ == other.bits_;
    }

private:
    Bits bits_;
};

/// `EventIndicator` type.
ONIXS_CONFLATEDTCP_LTWT_STRUCT EventIndicator
{
public:
    /// Aliases integral type whose bits
    /// are used to indicate flag presence.
    typedef UInt8 Bits;

    enum
    {
        Size = sizeof(Bits)
    };

    /// This type alias.
    typedef EventIndicator ThisType;

    /// \private
    /// Init traits.
    struct MemberTraits
    {
        enum { Count = 1 };

        typedef Bits FirstArgType;
    };

    /// Indicates whether RecoveryMessage bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool recoveryMessage() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x40);
    }

    /// Modifies RecoveryMessage bit.
    ThisType& recoveryMessage(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x40; else bits_ &= ~0x40;
        return *this;
    }

    /// Indicates whether EndOfEvent bit is set.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool endOfEvent() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return 0 != (bits_ & 0x80);
    }

    /// Modifies EndOfEvent bit.
    ThisType& endOfEvent(bool value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        if (value) bits_ |= 0x80; else bits_ &= ~0x80;
        return *this;
    }

    /// \return elements as they packed in the set.
    Bits bits() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return bits_;
    }

    /// Constructs from a value.
    explicit
    EventIndicator(Bits bits = 0)
        ONIXS_CONFLATEDTCP_NOTHROW
      : bits_(bits)
    {
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator!=(
        const EventIndicator& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator==(
        const EventIndicator& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return this->bits_ == other.bits_;
    }

private:
    Bits bits_;
};


/// Null value for an optional Int32 field.
typedef
IntegralConstant<Int32, 2147483647>
NullInt32;


/// Null value for an optional Int8 field.
typedef
IntegralConstant<Int8, 127>
NullInt8;


/// Null value for an optional LocalMktDate field.
typedef
IntegralConstant<UInt16, 65535>
NullLocalMktDate;


/// Null value for an optional UInt16 field.
typedef
IntegralConstant<UInt16, 65535>
NullUInt16;


/// Null value for an optional UInt32 field.
typedef
IntegralConstant<UInt32, 4294967295>
NullUInt32;


/// Null value for an optional UInt64 field.
typedef
IntegralConstant<UInt64, 18446744073709551615ULL>
NullUInt64;


/// Null value for an optional UInt8 field.
typedef
IntegralConstant<UInt8, 255>
NullUInt8;



/// Converts days since epoch to Timestamp value.
inline ONIXS_CONFLATEDTCP_NODISCARD
    Timestamp
    localMktDateToTimestamp(LocalMktDate days) ONIXS_CONFLATEDTCP_NOTHROW
{
    return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
}

inline ONIXS_CONFLATEDTCP_NODISCARD
    LocalMktDate
    timestampToLocalMktDate(const Timestamp& timestamp) ONIXS_CONFLATEDTCP_NOTHROW
{
    return static_cast<LocalMktDate>(TimeSpan(timestamp.sinceEpoch()).days());
}

ONIXS_CONFLATEDTCP_DATA_PACKING_END
ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END