OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
Fields.h
Go to the documentation of this file.
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 
28 ONIXS_CONFLATEDUDP_DATA_PACKING_BEGIN(1)
29 
30 /// Asset.
31 ///
32 /// FIX type: String.
33 typedef Char Asset[6];
34 
35 
36 /// CFICode type.
37 ///
38 /// FIX type: String.
39 typedef Char CFICode[6];
40 
41 
42 /// char.
43 typedef Char CHAR;
44 
45 
46 /// ISO 2-character country code.
47 ///
48 /// FIX type: String.
49 typedef Char CountryCode[2];
50 
51 
52 /// Currency.
53 ///
54 /// FIX type: Currency.
55 typedef Char Currency[3];
56 
57 
58 /// Eligibility.
59 typedef
62 
63 
64 /// int16.
65 typedef Int16 Int16;
66 
67 
68 /// int32.
69 typedef Int32 Int32;
70 
71 
72 /// int8.
73 typedef Int8 Int8;
74 
75 
76 /// LocalMktDate type.
77 ///
78 /// FIX type: LocalMktDate.
80 
81 
82 /// Financial Instrument Full Name.
83 ///
84 /// FIX type: String.
85 typedef Char LongName[35];
86 
87 
88 /// Channel Reset message entry type.
89 typedef
92 
93 
94 /// MDEntryTypeLimits.
95 typedef
96 IntegralConstant<Char, 'g'>
98 
99 
100 /// MDEntryTypeTrade.
101 typedef
102 IntegralConstant<Char, '2'>
104 
105 
106 /// MDEntryTypeVol.
107 typedef
108 IntegralConstant<Char, 'e'>
110 
111 
112 /// MDFeedType type.
113 ///
114 /// FIX type: String.
115 typedef Char FeedType[3];
116 
117 
118 /// MDUpdateActionNew.
119 typedef
120 IntegralConstant<Int8, 0>
122 
123 
124 /// MDUpdateTypeNew.
125 typedef
126 IntegralConstant<Int8, 0>
128 
129 
130 /// QuoteReqId type.
131 ///
132 /// FIX type: String.
133 typedef Char QuoteReqId[23];
134 
135 
136 /// SecurityAltIDSourceISIN type.
137 ///
138 /// FIX type: int.
139 typedef
142 
143 
144 /// SecurityExchange type.
145 ///
146 /// FIX type: Exchange.
147 typedef Char SecurityExchange[4];
148 
149 
150 /// SecurityGroup type.
151 ///
152 /// FIX type: String.
153 typedef Char SecurityGroup[6];
154 
155 
156 /// SecurityIDSource.
157 ///
158 /// FIX type: char.
159 typedef
160 IntegralConstant<Char, '8'>
162 
163 
164 /// SecuritySubType type.
165 ///
166 /// FIX type: String.
167 typedef Char SecuritySubType[5];
168 
169 
170 /// SecurityType.
171 ///
172 /// FIX type: String.
173 typedef Char SecurityType[6];
174 
175 
176 /// String length 12.
177 ///
178 /// FIX type: String.
179 typedef Char String12[12];
180 
181 
182 /// String length 20.
183 ///
184 /// FIX type: String.
185 typedef Char String20[20];
186 
187 
188 /// String length 25.
189 ///
190 /// FIX type: String.
191 typedef Char String25[25];
192 
193 
194 /// String length 3.
195 ///
196 /// FIX type: String.
197 typedef Char String3[3];
198 
199 
200 /// String length 5.
201 ///
202 /// FIX type: String.
203 typedef Char String5[5];
204 
205 
206 /// String with length of 6.
207 ///
208 /// FIX type: String.
209 typedef Char String6[6];
210 
211 
212 /// String length 7.
213 ///
214 /// FIX type: String.
215 typedef Char String7[7];
216 
217 
218 /// String length 8.
219 ///
220 /// FIX type: String.
221 typedef Char String8[8];
222 
223 
224 /// Symbol.
225 ///
226 /// FIX type: String.
227 typedef Char Symbol[20];
228 
229 
230 /// Text.
231 ///
232 /// FIX type: String.
233 typedef Char Text[180];
234 
235 
236 /// UnderlyingSymbol type.
237 ///
238 /// FIX type: String.
239 typedef Char UnderlyingSymbol[20];
240 
241 
242 /// UnitOfMeasure type.
243 ///
244 /// FIX type: String.
245 typedef Char UnitOfMeasure[30];
246 
247 
248 /// UserDefinedInstrument type.
249 ///
250 /// FIX type: char.
251 typedef
252 Char
254 
255 
256 /// uInt16.
257 typedef UInt16 UInt16;
258 
259 
260 /// uInt32.
261 typedef UInt32 UInt32;
262 
263 
264 /// uInt64.
265 typedef UInt64 UInt64;
266 
267 
268 /// uInt8.
269 typedef UInt8 UInt8;
270 
271 
272 /// AggressorFlag type.
274 {
275  typedef UInt8 Base;
276 
277  enum Enum
278  {
279  /// Not Aggressor.
280  NotAggressor = 0,
281 
282  /// Aggressor.
283  Aggressor = 1
284  };
285 };
286 
287 /// AggressorSide type.
289 {
290  typedef UInt8 Base;
291 
292  enum Enum
293  {
294  /// No Aggressor.
295  NoAggressor = 0,
296 
297  /// Buy.
298  Buy = 1,
299 
300  /// Sell.
301  Sell = 2
302  };
303 };
304 
305 /// EventType type.
307 {
308  typedef UInt8 Base;
309 
310  enum Enum
311  {
312  /// Activation.
313  Activation = 5,
314 
315  /// Last Eligible Trade Date.
316  LastEligibleTradeDate = 7
317  };
318 };
319 
320 /// HaltReason type.
322 {
323  typedef UInt8 Base;
324 
325  enum Enum
326  {
327  /// Group Schedule.
328  GroupSchedule = 0,
329 
330  /// Surveillance Intervention .
331  SurveillanceIntervention = 1,
332 
333  /// Market Event .
334  MarketEvent = 2,
335 
336  /// Instrument Activation.
337  InstrumentActivation = 3,
338 
339  /// Instrument Expiration.
340  InstrumentExpiration = 4,
341 
342  /// Unknown.
343  Unknown = 5,
344 
345  /// Recovery In Process.
346  RecoveryInProcess = 6,
347 
348  /// Trade Date Roll.
349  TradeDateRoll = 7
350  };
351 };
352 
353 /// LegSide type.
355 {
356  typedef UInt8 Base;
357 
358  enum Enum
359  {
360  /// Buy Side.
361  BuySide = 1,
362 
363  /// Sell Side.
364  SellSide = 2
365  };
366 };
367 
368 /// MDEntryType type.
370 {
371  typedef CHAR Base;
372 
373  enum Enum
374  {
375  /// Bid.
376  Bid = '0',
377 
378  /// Offer.
379  Offer = '1',
380 
381  /// Trade.
382  Trade = '2',
383 
384  /// Open Price.
385  OpenPrice = '4',
386 
387  /// Settlement Price.
388  SettlementPrice = '6',
389 
390  /// Trading Session High Price.
391  TradingSessionHighPrice = '7',
392 
393  /// Trading Session Low Price.
394  TradingSessionLowPrice = '8',
395 
396  /// Trading Session Volume Weighted Average Price.
397  VWAP = '9',
398 
399  /// Cleared Volume.
400  ClearedVolume = 'B',
401 
402  /// Open Interest.
403  OpenInterest = 'C',
404 
405  /// Implied Bid.
406  ImpliedBid = 'E',
407 
408  /// Implied Offer.
409  ImpliedOffer = 'F',
410 
411  /// Book Reset.
412  BookReset = 'J',
413 
414  /// Session High Bid.
415  SessionHighBid = 'N',
416 
417  /// Session Low Offer.
418  SessionLowOffer = 'O',
419 
420  /// Fixing Price.
421  FixingPrice = 'W',
422 
423  /// Electronic Volume.
424  ElectronicVolume = 'e',
425 
426  /// Threshold Limits and Price Band Variation.
427  ThresholdLimitsandPriceBandVariation = 'g',
428 
429  /// Market Best Offer.
430  MarketBestOffer = 'w',
431 
432  /// Market Best Bid.
433  MarketBestBid = 'x'
434  };
435 };
436 
437 /// MDEntryTypeBook type.
439 {
440  typedef CHAR Base;
441 
442  enum Enum
443  {
444  /// Bid.
445  Bid = '0',
446 
447  /// Offer.
448  Offer = '1',
449 
450  /// Implied Bid.
451  ImpliedBid = 'E',
452 
453  /// Implied Offer.
454  ImpliedOffer = 'F',
455 
456  /// Book Reset.
457  BookReset = 'J',
458 
459  /// Market Best Offer.
460  MarketBestOffer = 'w',
461 
462  /// Market Best Bid.
463  MarketBestBid = 'x'
464  };
465 };
466 
467 /// MDEntryTypeDailyStatistics type.
469 {
470  typedef CHAR Base;
471 
472  enum Enum
473  {
474  /// Settlement Price.
475  SettlementPrice = '6',
476 
477  /// Cleared Volume.
478  ClearedVolume = 'B',
479 
480  /// Open Interest.
481  OpenInterest = 'C',
482 
483  /// Fixing Price.
484  FixingPrice = 'W'
485  };
486 };
487 
488 /// MDEntryTypeStatistics type.
490 {
491  typedef CHAR Base;
492 
493  enum Enum
494  {
495  /// Open Price.
496  OpenPrice = '4',
497 
498  /// High Trade.
499  HighTrade = '7',
500 
501  /// Low Trade.
502  LowTrade = '8',
503 
504  /// Trading Session Volume Weighted Average Price.
505  VWAP = '9',
506 
507  /// Highest Bid.
508  HighestBid = 'N',
509 
510  /// Lowest Offer.
511  LowestOffer = 'O'
512  };
513 };
514 
515 /// MDUpdateAction type.
517 {
518  typedef UInt8 Base;
519 
520  enum Enum
521  {
522  /// New.
523  New = 0,
524 
525  /// Change.
526  Change = 1,
527 
528  /// Delete.
529  Delete = 2,
530 
531  /// Delete Thru.
532  DeleteThru = 3,
533 
534  /// Delete From.
535  DeleteFrom = 4,
536 
537  /// Overlay.
538  Overlay = 5
539  };
540 };
541 
542 /// MoneyOrPar type.
544 {
545  typedef UInt8 Base;
546 
547  enum Enum
548  {
549  /// Money Filled.
550  Money = 1,
551 
552  /// Par Filled.
553  Par = 2
554  };
555 };
556 
557 /// OpenCloseSettlFlag type.
559 {
560  typedef UInt8 Base;
561 
562  enum Enum
563  {
564  /// Daily Open Price.
565  DailyOpenPrice = 0,
566 
567  /// Indicative Opening Price.
568  IndicativeOpeningPrice = 5,
569 
570  /// Latest update to VWAP.
571  IntradayVWAP = 100,
572 
573  /// Repo Average 8-30 AM.
574  RepoAverage8_30AM = 101,
575 
576  /// Repo Average 10 AM.
577  RepoAverage10AM = 102,
578 
579  /// Prev Session Repo Average 10 AM.
580  PrevSessionRepoAverage10AM = 103
581  };
582 };
583 
584 /// OrderUpdateAction type.
586 {
587  typedef UInt8 Base;
588 
589  enum Enum
590  {
591  /// New.
592  New = 0,
593 
594  /// Update.
595  Update = 1,
596 
597  /// Delete.
598  Delete = 2
599  };
600 };
601 
602 /// PriceSource type.
604 {
605  typedef UInt8 Base;
606 
607  enum Enum
608  {
609  /// Globex Market Surveillance team.
610  MarketPlaceAssistant = 0,
611 
612  /// Globex Trading Activity.
613  Globex = 1,
614 
615  /// Refinitiv.
616  Refinitiv = 2,
617 
618  /// Icap Market Data Feed.
619  ICAP = 3
620  };
621 };
622 
623 /// PutOrCall type.
625 {
626  typedef UInt8 Base;
627 
628  enum Enum
629  {
630  /// Put Option.
631  Put = 0,
632 
633  /// Call Option.
634  Call = 1
635  };
636 };
637 
638 /// RepoSubType type.
640 {
641  typedef UInt8 Base;
642 
643  enum Enum
644  {
645  /// Repo on a single underlying instrument.
646  Special = 0,
647 
648  /// General Collateral Repo on a single or basket of eligible underlyings, allocation at BrokerTec.
649  GC = 1,
650 
651  /// General Collateral Repo on a single or basket of eligible underlyings, allocation outside of BrokerTec, such as at the clearer, tri-party agent, etc..
652  GCForDBV = 2
653  };
654 };
655 
656 /// SecurityAltIDSource type.
658 {
659  typedef UInt8 Base;
660 
661  enum Enum
662  {
663  /// CUSIP (9 char).
664  CUSIP = 1,
665 
666  /// ISIN (12 char).
667  ISIN = 4
668  };
669 };
670 
671 /// SecurityTradingEvent type.
673 {
674  typedef UInt8 Base;
675 
676  enum Enum
677  {
678  /// No Event.
679  NoEvent = 0,
680 
681  /// No Cancel.
682  NoCancel = 1,
683 
684  /// Reset Statistics.
685  ResetStatistics = 4,
686 
687  /// Implied Matching ON.
688  ImpliedMatchingON = 5,
689 
690  /// Implied Matching OFF.
691  ImpliedMatchingOFF = 6,
692 
693  /// End Of Workup.
694  EndOfWorkup = 7
695  };
696 };
697 
698 /// SecurityTradingStatus type.
700 {
701  typedef UInt8 Base;
702 
703  enum Enum
704  {
705  /// Trading Halt.
706  TradingHalt = 2,
707 
708  /// Close.
709  Close = 4,
710 
711  /// New Price Indication.
712  NewPriceIndication = 15,
713 
714  /// Ready To Trade.
715  ReadyToTrade = 17,
716 
717  /// Not Available For Trading.
718  NotAvailableForTrading = 18,
719 
720  /// Unknown or Invalid.
721  UnknownorInvalid = 20,
722 
723  /// Pre Open.
724  PreOpen = 21,
725 
726  /// Pre Cross.
727  PreCross = 24,
728 
729  /// Cross.
730  Cross = 25,
731 
732  /// Post Close.
733  PostClose = 26,
734 
735  /// No Change.
736  NoChange = 103,
737 
738  /// Private Workup.
739  PrivateWorkup = 201,
740 
741  /// Public Workup.
742  PublicWorkup = 202
743  };
744 };
745 
746 /// SecurityUpdateAction type.
748 {
749  typedef CHAR Base;
750 
751  enum Enum
752  {
753  /// Add.
754  Add = 'A',
755 
756  /// Delete.
757  Delete = 'D',
758 
759  /// Modify.
760  Modify = 'M'
761  };
762 };
763 
764 /// Side type.
766 {
767  typedef UInt8 Base;
768 
769  enum Enum
770  {
771  /// Buy.
772  Buy = 1,
773 
774  /// Sell.
775  Sell = 2
776  };
777 };
778 
779 /// WorkupTradingStatus type.
781 {
782  typedef UInt8 Base;
783 
784  enum Enum
785  {
786  /// Ready To Trade.
787  ReadyToTrade = 17,
788 
789  /// Not Available For Trading.
790  NotAvailableForTrading = 18,
791 
792  /// Private Workup.
793  PrivateWorkup = 201,
794 
795  /// Public Workup.
796  PublicWorkup = 202
797  };
798 };
799 
800 /// InstAttribValue type.
802 {
803 public:
804  /// Aliases integral type whose bits
805  /// are used to indicate flag presence.
806  typedef UInt32 Bits;
807 
808  /// Indicates whether ElectronicMatchEligible bit is set.
810  {
811  return 0 != (bits_ & 0x1);
812  }
813 
814  /// Indicates whether OrderCrossEligible bit is set.
815  bool orderCrossEligible() const
816  {
817  return 0 != (bits_ & 0x2);
818  }
819 
820  /// Indicates whether BlockTradeEligible bit is set.
821  bool blockTradeEligible() const
822  {
823  return 0 != (bits_ & 0x4);
824  }
825 
826  /// Indicates whether EFPEligible bit is set.
827  bool efpEligible() const
828  {
829  return 0 != (bits_ & 0x8);
830  }
831 
832  /// Indicates whether EBFEligible bit is set.
833  bool ebfEligible() const
834  {
835  return 0 != (bits_ & 0x10);
836  }
837 
838  /// Indicates whether EFSEligible bit is set.
839  bool efsEligible() const
840  {
841  return 0 != (bits_ & 0x20);
842  }
843 
844  /// Indicates whether EFREligible bit is set.
845  bool efrEligible() const
846  {
847  return 0 != (bits_ & 0x40);
848  }
849 
850  /// Indicates whether OTCEligible bit is set.
851  bool otcEligible() const
852  {
853  return 0 != (bits_ & 0x80);
854  }
855 
856  /// Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
858  {
859  return 0 != (bits_ & 0x100);
860  }
861 
862  /// Indicates whether NegativeStrikeEligible bit is set.
864  {
865  return 0 != (bits_ & 0x200);
866  }
867 
868  /// Indicates whether NegativePriceOutrightEligible bit is set.
870  {
871  return 0 != (bits_ & 0x400);
872  }
873 
874  /// Indicates whether IsFractional bit is set.
875  bool isFractional() const
876  {
877  return 0 != (bits_ & 0x800);
878  }
879 
880  /// Indicates whether VolatilityQuotedOption bit is set.
882  {
883  return 0 != (bits_ & 0x1000);
884  }
885 
886  /// Indicates whether RFQCrossEligible bit is set.
887  bool rfqCrossEligible() const
888  {
889  return 0 != (bits_ & 0x2000);
890  }
891 
892  /// Indicates whether ZeroPriceOutrightEligible bit is set.
894  {
895  return 0 != (bits_ & 0x4000);
896  }
897 
898  /// Indicates whether DecayingProductEligibility bit is set.
900  {
901  return 0 != (bits_ & 0x8000);
902  }
903 
904  /// Indicates whether VariableProductEligibility bit is set.
906  {
907  return 0 != (bits_ & 0x10000);
908  }
909 
910  /// Indicates whether DailyProductEligibility bit is set.
912  {
913  return 0 != (bits_ & 0x20000);
914  }
915 
916  /// Indicates whether GTOrdersEligibility bit is set.
917  bool gtOrdersEligibility() const
918  {
919  return 0 != (bits_ & 0x40000);
920  }
921 
922  /// Indicates whether ImpliedMatchingEligibility bit is set.
924  {
925  return 0 != (bits_ & 0x80000);
926  }
927 
928  /// Indicates whether TriangulationEligible bit is set.
930  {
931  return 0 != (bits_ & 0x100000);
932  }
933 
934  /// Indicates whether VariableCabEligible bit is set.
935  bool variableCabEligible() const
936  {
937  return 0 != (bits_ & 0x200000);
938  }
939 
940  /// Indicates whether InvertedBook bit is set.
941  bool invertedBook() const
942  {
943  return 0 != (bits_ & 0x400000);
944  }
945 
946  /// Indicates whether IsAoNInstrument bit is set.
947  bool isAoNInstrument() const
948  {
949  return 0 != (bits_ & 0x800000);
950  }
951 
952  /// Indicates whether SEFRegulated bit is set.
953  bool sefRegulated() const
954  {
955  return 0 != (bits_ & 0x1000000);
956  }
957 
958  /// Indicates whether MTFRegulated bit is set.
959  bool mtfRegulated() const
960  {
961  return 0 != (bits_ & 0x2000000);
962  }
963 
964  /// Indicates whether eFIXInstrument bit is set.
965  bool eFIXInstrument() const
966  {
967  return 0 != (bits_ & 0x4000000);
968  }
969 
970  /// Indicates whether HedgeInstrument bit is set.
971  bool hedgeInstrument() const
972  {
973  return 0 != (bits_ & 0x8000000);
974  }
975 
976  /// Returns elements as they packed in the set.
977  inline Bits bits() const
978  {
979  return bits_;
980  }
981 
982  InstAttribValue(Bits bits = 0)
983  : bits_(bits)
984  {
985  }
986 
987 private:
988  Bits bits_;
989 };
990 
991 /// MatchEventIndicator type.
993 {
994 public:
995  /// Aliases integral type whose bits
996  /// are used to indicate flag presence.
997  typedef UInt8 Bits;
998 
999  /// Indicates whether LastTradeMsg bit is set.
1000  bool lastTradeMsg() const
1001  {
1002  return 0 != (bits_ & 0x1);
1003  }
1004 
1005  /// Indicates whether LastVolumeMsg bit is set.
1006  bool lastVolumeMsg() const
1007  {
1008  return 0 != (bits_ & 0x2);
1009  }
1010 
1011  /// Indicates whether LastQuoteMsg bit is set.
1012  bool lastQuoteMsg() const
1013  {
1014  return 0 != (bits_ & 0x4);
1015  }
1016 
1017  /// Indicates whether LastStatsMsg bit is set.
1018  bool lastStatsMsg() const
1019  {
1020  return 0 != (bits_ & 0x8);
1021  }
1022 
1023  /// Indicates whether LastImpliedMsg bit is set.
1024  bool lastImpliedMsg() const
1025  {
1026  return 0 != (bits_ & 0x10);
1027  }
1028 
1029  /// Indicates whether RecoveryMsg bit is set.
1030  bool recoveryMsg() const
1031  {
1032  return 0 != (bits_ & 0x20);
1033  }
1034 
1035  /// Indicates whether Reserved bit is set.
1036  bool reserved() const
1037  {
1038  return 0 != (bits_ & 0x40);
1039  }
1040 
1041  /// Indicates whether EndOfEvent bit is set.
1042  bool endOfEvent() const
1043  {
1044  return 0 != (bits_ & 0x80);
1045  }
1046 
1047  /// Returns elements as they packed in the set.
1048  inline Bits bits() const
1049  {
1050  return bits_;
1051  }
1052 
1053  MatchEventIndicator(Bits bits = 0)
1054  : bits_(bits)
1055  {
1056  }
1057 
1058 private:
1059  Bits bits_;
1060 };
1061 
1062 /// SettlPriceType type.
1064 {
1065 public:
1066  /// Aliases integral type whose bits
1067  /// are used to indicate flag presence.
1068  typedef UInt8 Bits;
1069 
1070  /// Indicates whether FinalDaily bit is set.
1071  bool finalDaily() const
1072  {
1073  return 0 != (bits_ & 0x1);
1074  }
1075 
1076  /// Indicates whether Actual bit is set.
1077  bool actual() const
1078  {
1079  return 0 != (bits_ & 0x2);
1080  }
1081 
1082  /// Indicates whether Rounded bit is set.
1083  bool rounded() const
1084  {
1085  return 0 != (bits_ & 0x4);
1086  }
1087 
1088  /// Indicates whether Intraday bit is set.
1089  bool intraday() const
1090  {
1091  return 0 != (bits_ & 0x8);
1092  }
1093 
1094  /// Indicates whether ReservedBits bit is set.
1095  bool reservedBits() const
1096  {
1097  return 0 != (bits_ & 0x10);
1098  }
1099 
1100  /// Indicates whether NullValue bit is set.
1101  bool nullValue() const
1102  {
1103  return 0 != (bits_ & 0x80);
1104  }
1105 
1106  /// Returns elements as they packed in the set.
1107  inline Bits bits() const
1108  {
1109  return bits_;
1110  }
1111 
1112  SettlPriceType(Bits bits = 0)
1113  : bits_(bits)
1114  {
1115  }
1116 
1117 private:
1118  Bits bits_;
1119 };
1120 
1121 
1122 /// Null value for optional Int32 field.
1123 typedef
1126 
1127 
1128 /// Null value for optional Int8 field.
1129 typedef
1132 
1133 
1134 /// Null value for optional LocalMktDate field.
1135 typedef
1138 
1139 
1140 /// Null value for optional UInt16 field.
1141 typedef
1144 
1145 
1146 /// Null value for optional UInt32 field.
1147 typedef
1150 
1151 
1152 /// Null value for optional UInt64 field.
1153 typedef
1156 
1157 
1158 /// Null value for optional UInt8 field.
1159 typedef
1162 
1163 
1164 
1165 /// Converts days since epoch to Timestamp value.
1166 inline
1167 Timestamp
1169 {
1170  return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
1171 }
1172 
1173 ONIXS_CONFLATEDUDP_DATA_PACKING_END
bool lastTradeMsg() const
Indicates whether LastTradeMsg bit is set.
Definition: Fields.h:1000
UInt64 UInt64
uInt64.
Definition: Fields.h:265
bool orderCrossEligible() const
Indicates whether OrderCrossEligible bit is set.
Definition: Fields.h:815
bool reservedBits() const
Indicates whether ReservedBits bit is set.
Definition: Fields.h:1095
bool decayingProductEligibility() const
Indicates whether DecayingProductEligibility bit is set.
Definition: Fields.h:899
bool finalDaily() const
Indicates whether FinalDaily bit is set.
Definition: Fields.h:1071
bool lastStatsMsg() const
Indicates whether LastStatsMsg bit is set.
Definition: Fields.h:1018
bool recoveryMsg() const
Indicates whether RecoveryMsg bit is set.
Definition: Fields.h:1030
bool nullValue() const
Indicates whether NullValue bit is set.
Definition: Fields.h:1101
bool electronicMatchEligible() const
Indicates whether ElectronicMatchEligible bit is set.
Definition: Fields.h:809
Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
Definition: Fields.h:1168
bool efrEligible() const
Indicates whether EFREligible bit is set.
Definition: Fields.h:845
bool efpEligible() const
Indicates whether EFPEligible bit is set.
Definition: Fields.h:827
Char SecurityExchange[4]
Definition: Fields.h:147
Int32 Int32
int32.
Definition: Fields.h:69
bool isFractional() const
Indicates whether IsFractional bit is set.
Definition: Fields.h:875
Represents time point without time-zone information.
Definition: Time.h:471
bool ebfEligible() const
Indicates whether EBFEligible bit is set.
Definition: Fields.h:833
IntegralConstant< UInt8, 255 > NullUInt8
Null value for optional UInt8 field.
Definition: Fields.h:1161
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for optional Int32 field.
Definition: Fields.h:1125
bool blockTradeEligible() const
Indicates whether BlockTradeEligible bit is set.
Definition: Fields.h:821
UInt32 UInt32
uInt32.
Definition: Fields.h:261
bool variableCabEligible() const
Indicates whether VariableCabEligible bit is set.
Definition: Fields.h:935
bool lastQuoteMsg() const
Indicates whether LastQuoteMsg bit is set.
Definition: Fields.h:1012
bool triangulationEligible() const
Indicates whether TriangulationEligible bit is set.
Definition: Fields.h:929
bool volatilityQuotedOption() const
Indicates whether VolatilityQuotedOption bit is set.
Definition: Fields.h:881
bool mtfRegulated() const
Indicates whether MTFRegulated bit is set.
Definition: Fields.h:959
IntegralConstant< Int8, 127 > NullInt8
Null value for optional Int8 field.
Definition: Fields.h:1131
bool lastImpliedMsg() const
Indicates whether LastImpliedMsg bit is set.
Definition: Fields.h:1024
char Char
Character type alias.
Definition: String.h:36
bool invertedBook() const
Indicates whether InvertedBook bit is set.
Definition: Fields.h:941
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for optional UInt32 field.
Definition: Fields.h:1149
bool otcEligible() const
Indicates whether OTCEligible bit is set.
Definition: Fields.h:851
SecurityTradingStatus type.
Definition: Fields.h:699
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:1107
SecurityUpdateAction type.
Definition: Fields.h:747
bool hedgeInstrument() const
Indicates whether HedgeInstrument bit is set.
Definition: Fields.h:971
bool eFIXInstrument() const
Indicates whether eFIXInstrument bit is set.
Definition: Fields.h:965
bool reserved() const
Indicates whether Reserved bit is set.
Definition: Fields.h:1036
bool gtOrdersEligibility() const
Indicates whether GTOrdersEligibility bit is set.
Definition: Fields.h:917
#define ONIXS_CONFLATEDUDP_LTWT_STRUCT
Definition: Bootstrap.h:98
Int16 Int16
int16.
Definition: Fields.h:65
bool intraday() const
Indicates whether Intraday bit is set.
Definition: Fields.h:1089
Char UnitOfMeasure[30]
Definition: Fields.h:245
bool impliedMatchingEligibility() const
Indicates whether ImpliedMatchingEligibility bit is set.
Definition: Fields.h:923
bool rfqCrossEligible() const
Indicates whether RFQCrossEligible bit is set.
Definition: Fields.h:887
bool zeroPriceOutrightEligible() const
Indicates whether ZeroPriceOutrightEligible bit is set.
Definition: Fields.h:893
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:977
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for optional UInt64 field.
Definition: Fields.h:1155
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for optional LocalMktDate field.
Definition: Fields.h:1137
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for optional UInt16 field.
Definition: Fields.h:1143
MatchEventIndicator type.
Definition: Fields.h:992
MDEntryTypeBook type.
Definition: Fields.h:438
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:1048
MDEntryTypeStatistics type.
Definition: Fields.h:489
#define ONIXS_CONFLATEDUDP_NAMESPACE_END
Definition: Bootstrap.h:156
UInt16 UInt16
uInt16.
Definition: Fields.h:257
bool actual() const
Indicates whether Actual bit is set.
Definition: Fields.h:1077
SecurityAltIDSource type.
Definition: Fields.h:657
bool endOfEvent() const
Indicates whether EndOfEvent bit is set.
Definition: Fields.h:1042
SecurityTradingEvent type.
Definition: Fields.h:672
bool dailyProductEligibility() const
Indicates whether DailyProductEligibility bit is set.
Definition: Fields.h:911
UInt8 UInt8
uInt8.
Definition: Fields.h:269
bool negativePriceOutrightEligible() const
Indicates whether NegativePriceOutrightEligible bit is set.
Definition: Fields.h:869
MDEntryTypeDailyStatistics type.
Definition: Fields.h:468
WorkupTradingStatus type.
Definition: Fields.h:780
bool lastVolumeMsg() const
Indicates whether LastVolumeMsg bit is set.
Definition: Fields.h:1006
bool efsEligible() const
Indicates whether EFSEligible bit is set.
Definition: Fields.h:839
#define ONIXS_CONFLATEDUDP_LTWT_CLASS
Definition: Bootstrap.h:94
bool sefRegulated() const
Indicates whether SEFRegulated bit is set.
Definition: Fields.h:953
bool iLinkIndicativeMassQuotingEligible() const
Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
Definition: Fields.h:857
bool variableProductEligibility() const
Indicates whether VariableProductEligibility bit is set.
Definition: Fields.h:905
bool negativeStrikeEligible() const
Indicates whether NegativeStrikeEligible bit is set.
Definition: Fields.h:863
#define ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
Definition: Bootstrap.h:152
bool rounded() const
Indicates whether Rounded bit is set.
Definition: Fields.h:1083
bool isAoNInstrument() const
Indicates whether IsAoNInstrument bit is set.
Definition: Fields.h:947
Char UnderlyingSymbol[20]
Definition: Fields.h:239