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/iLink3/messaging/Time.h>
#include <OnixS/CME/iLink3/messaging/StrRef.h>
#include <OnixS/CME/iLink3/messaging/Integral.h>

ONIXS_ILINK3_MESSAGING_NAMESPACE_BEGIN

/// char.
typedef Char CHAR;


/// Cross order type supports only limit order.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '2'>
CrossOrderType;


/// Cross Prioritization.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '0'>
CrossPrioritization;


/// Cross Type.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '3'>
CrossType;


/// Cancel Reject.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '1'>
CxlRejRsp;


/// Cancel Replace Reject.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '2'>
CxrRejRsp;


/// ExecTypNew.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '0'>
ExecTypNew;


/// Exec Type Reject.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '8'>
ExecTypRej;


/// ExecTypStatus.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'I'>
ExecTypStatus;


/// Exec Type Cxl.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '4'>
ExecTypeCxl;


/// Exec Type Exp.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'C'>
ExecTypeExp;


/// ExecType Modify.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '5'>
ExecTypeModify;


/// Pending Cancel Type.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '6'>
ExecTypePendCxl;


/// Pending Replace.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'E'>
ExecTypePendModify;


/// Execution type for trade.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'F'>
ExecTypeTrade;


/// int32.
typedef Int32 Int32;


/// Leg security ID source in UDS creation.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '8'>
LegSecIDSource;


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


/// Mass action type to represent mass cancel.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '3'>
MassAction;


/// ModifyStatus.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '5'>
ModifyStatus;


/// NoPtyUpd.
///
/// FIX type: int.
typedef
IntegralConstant<UInt8, 1>
NoPtyUpd;


/// Ord Status Cxl.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '4'>
OrdStatusCxl;


/// OrdStatusCxrRej.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'U'>
OrdStatusCxlRej;


/// OrdStatusCxrRej.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'U'>
OrdStatusCxrRej;


/// Order Status Exp.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'C'>
OrdStatusExp;


/// Order status of New.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '0'>
OrdStatusNew;


/// Pending Cancel Status.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '6'>
OrdStatusPendCxl;


/// Order Status Reject.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '8'>
OrdStatusRej;


/// PartyIDSource.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'C'>
PartyIDSource;


/// Pending Replace Status.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'E'>
PendModStatus;


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


/// Security request type for UDS creation.
///
/// FIX type: char.
typedef
IntegralConstant<Char, '1'>
SecurityReqType;


/// UDI.
///
/// FIX type: char.
typedef
IntegralConstant<Char, 'Y'>
UDI;


/// Char with null value.
///
/// FIX type: char.
typedef Char CharNULL;


/// Type alias for the `EnumNULL`.
typedef UInt8 EnumNULL;


/// uInt16.
///
/// FIX type: int.
typedef UInt16 UInt16;


/// uInt32.
///
/// FIX type: int.
typedef UInt32 UInt32;


/// uInt64.
///
/// FIX type: int.
typedef UInt64 UInt64;


/// uInt8.
typedef UInt8 UInt8;


/// `AvgPxInd` type.
ONIXS_ILINK3_LTWT_STRUCT AvgPxInd
{
    typedef UInt8 Base;

    enum Enum
    {
        /// No Average Pricing.
        NoAveragePricing = 0,

        /// Trade is part of an Average Price Group Identified by the AvgPxGrp ID.
        TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID = 1,

        /// Trade is part of a Notional Value Average Price Group.
        TradeispartofaNotionalValueAveragePriceGroup = 3
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `BooleanFlag` type.
ONIXS_ILINK3_LTWT_STRUCT BooleanFlag
{
    typedef UInt8 Base;

    enum Enum
    {
        /// False, No.
        False = 0,

        /// True, Yes.
        True = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `BooleanNULL` type.
ONIXS_ILINK3_LTWT_STRUCT BooleanNULL
{
    typedef UInt8 Base;

    enum Enum
    {
        /// False, No.
        False = 0,

        /// True, Yes.
        True = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ClearingAcctType` type.
ONIXS_ILINK3_LTWT_STRUCT ClearingAcctType
{
    typedef UInt8 Base;

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

        /// Firm.
        Firm = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `CmtaGiveUpCD` type.
///
/// FIX type: char.
ONIXS_ILINK3_LTWT_STRUCT CmtaGiveUpCD
{
    typedef Char Base;

    enum Enum
    {
        /// Give Up.
        GiveUp = 'G',

        /// SGX offset.
        SGXoffset = 'S'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `CustOrdHandlInst` type.
///
/// FIX type: char.
ONIXS_ILINK3_LTWT_STRUCT CustOrdHandlInst
{
    typedef Char Base;

    enum Enum
    {
        /// FCM provided screen.
        FCMprovidedscreen = 'C',

        /// Other provided screen.
        Otherprovidedscreen = 'D',

        /// FCM API or FIX.
        FCMAPIorFIX = 'G',

        /// Algo Engine.
        AlgoEngine = 'H',

        /// Desk Electronic.
        DeskElectronic = 'W',

        /// Client Electronic.
        ClientElectronic = 'Y'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `CustOrderCapacity` type.
ONIXS_ILINK3_LTWT_STRUCT CustOrderCapacity
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Member trading for their own account.
        MemberTradingForTheirOwnAccount = 1,

        /// Member firm trading for its proprietary account.
        MemberFirmTradingForItsProprietaryAccount = 2,

        /// Member trading for another member or non member.
        MemberTradingForAnotherMemberOrNonMember = 3,

        /// All other.
        Allother = 4
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `DKReason` type.
///
/// FIX type: char.
ONIXS_ILINK3_LTWT_STRUCT DKReason
{
    typedef Char Base;

    enum Enum
    {
        /// Unknown Security.
        UnknownSecurity = 'A',

        /// Wrong Side.
        WrongSide = 'B',

        /// Quantity Exceeds Order.
        QuantityExceedsOrder = 'C',

        /// No Matching Order.
        NoMatchingOrder = 'D',

        /// Price Exceeds Limit.
        PriceExceedsLimit = 'E',

        /// Calculation Difference.
        CalculationDifference = 'F',

        /// No Matching Execution Report.
        NoMatchingExecutionReport = 'G',

        /// Other.
        Other = 'Z'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ExecAckStatus` type.
ONIXS_ILINK3_LTWT_STRUCT ExecAckStatus
{
    typedef UInt8 Base;

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

        /// Rejected.
        Rejected = 2
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ExecMode` type.
///
/// FIX type: char.
ONIXS_ILINK3_LTWT_STRUCT ExecMode
{
    typedef Char Base;

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

        /// Passive.
        Passive = 'P'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ExecReason` type.
ONIXS_ILINK3_LTWT_STRUCT ExecReason
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Market Exchange Option.
        MarketExchangeOption = 8,

        /// Cancelled Not Best.
        CancelledNotBest = 9,

        /// Cancel On Disconnect.
        CancelOnDisconnect = 100,

        /// Self Match Prevention Oldest Order Cancelled.
        SelfMatchPreventionOldestOrderCancelled = 103,

        /// Cancel On Globex Credit Controls Violation.
        CancelOnGlobexCreditControlsViolation = 104,

        /// Cancel From Firmsoft.
        CancelFromFirmsoft = 105,

        /// Cancel From Risk Management API .
        CancelFromRiskManagementAPI = 106,

        /// Self Match Prevention Newest Order Cancelled.
        SelfMatchPreventionNewestOrderCancelled = 107,

        /// Cancel due to min qty violation.
        Cancelduetovolquotedoptionorderrestedqtylessthanminordersize = 108,

        /// Cancel RFC Order.
        CancelRFCOrder = 109,

        /// Cancel Upon Contract Expiration.
        CancelUponContractExpiration = 110,

        /// System Cancel.
        SystemCancel = 111
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ExecTypTrdCxl` type.
ONIXS_ILINK3_LTWT_STRUCT ExecTypTrdCxl
{
    typedef CHAR Base;

    enum Enum
    {
        /// Trade Correction.
        TradeCorrection = 'G',

        /// Trade Cancel.
        TradeCancel = 'H'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ExpCycle` type.
ONIXS_ILINK3_LTWT_STRUCT ExpCycle
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Expire On Trading Session Close.
        ExpireOnTradingSessionClose = 0,

        /// Expiration at given date .
        Expirationatgivendate = 2
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `FTI` type.
ONIXS_ILINK3_LTWT_STRUCT FTI
{
    typedef UInt8 Base;

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

        /// Primary.
        Primary = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `KeepAliveLapsed` type.
ONIXS_ILINK3_LTWT_STRUCT KeepAliveLapsed
{
    typedef UInt8 Base;

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

        /// Lapsed.
        Lapsed = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ListUpdAct` type.
ONIXS_ILINK3_LTWT_STRUCT ListUpdAct
{
    typedef CHAR Base;

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

        /// Delete.
        Delete = 'D'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ManualOrdInd` type.
ONIXS_ILINK3_LTWT_STRUCT ManualOrdInd
{
    typedef UInt8 Base;

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

        /// Manual.
        Manual = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ManualOrdIndReq` type.
ONIXS_ILINK3_LTWT_STRUCT ManualOrdIndReq
{
    typedef UInt8 Base;

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

        /// Manual.
        Manual = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassActionOrdTyp` type.
///
/// FIX type: char.
ONIXS_ILINK3_LTWT_STRUCT MassActionOrdTyp
{
    typedef Char Base;

    enum Enum
    {
        /// Limit.
        Limit = '2',

        /// Stop Limit.
        StopLimit = '4'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassActionResponse` type.
ONIXS_ILINK3_LTWT_STRUCT MassActionResponse
{
    typedef UInt8 Base;

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

        /// Accepted.
        Accepted = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassActionScope` type.
ONIXS_ILINK3_LTWT_STRUCT MassActionScope
{
    typedef UInt8 Base;

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

        /// All.
        All = 7,

        /// Market Segment ID.
        MarketSegmentID = 9,

        /// Instrument Group.
        InstrumentGroup = 10,

        /// Quote Set ID.
        QuoteSetID = 100
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassCancelTIF` type.
ONIXS_ILINK3_LTWT_STRUCT MassCancelTIF
{
    typedef UInt8 Base;

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

        /// Good Till Cancel.
        GoodTillCancel = 1,

        /// Good Till Date.
        GoodTillDate = 6
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassCxlReqTyp` type.
ONIXS_ILINK3_LTWT_STRUCT MassCxlReqTyp
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Sender Sub ID.
        SenderSubID = 100,

        /// Account.
        Account = 101
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassStatusOrdTyp` type.
ONIXS_ILINK3_LTWT_STRUCT MassStatusOrdTyp
{
    typedef UInt8 Base;

    enum Enum
    {
        /// SenderSubID.
        SenderSubID = 100,

        /// Account.
        Account = 101
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassStatusReqTyp` type.
ONIXS_ILINK3_LTWT_STRUCT MassStatusReqTyp
{
    typedef UInt8 Base;

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

        /// Instrument Group.
        InstrumentGroup = 3,

        /// All Orders.
        AllOrders = 7,

        /// Market Segment.
        MarketSegment = 100
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `MassStatusTIF` type.
ONIXS_ILINK3_LTWT_STRUCT MassStatusTIF
{
    typedef UInt8 Base;

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

        /// GTC.
        GTC = 1,

        /// GTD.
        GTD = 6,

        /// GFS.
        GFS = 99
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `OFMOverrideReq` type.
ONIXS_ILINK3_LTWT_STRUCT OFMOverrideReq
{
    typedef UInt8 Base;

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

        /// Enabled.
        Enabled = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `OrdStatusTrd` type.
ONIXS_ILINK3_LTWT_STRUCT OrdStatusTrd
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Partially Filled.
        PartiallyFilled = 1,

        /// Filled.
        Filled = 2
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `OrdStatusTrdCxl` type.
ONIXS_ILINK3_LTWT_STRUCT OrdStatusTrdCxl
{
    typedef CHAR Base;

    enum Enum
    {
        /// Trade Correction.
        TradeCorrection = 'G',

        /// Trade Cancel.
        TradeCancel = 'H'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `OrderEventType` type.
ONIXS_ILINK3_LTWT_STRUCT OrderEventType
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Partially Filled.
        PartiallyFilled = 4,

        /// Filled.
        Filled = 5
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `OrderStatus` type.
ONIXS_ILINK3_LTWT_STRUCT OrderStatus
{
    typedef CHAR Base;

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

        /// Partially Filled.
        PartiallyFilled = '1',

        /// Filled.
        Filled = '2',

        /// Cancelled.
        Cancelled = '4',

        /// Replaced.
        Replaced = '5',

        /// Pending Cancel.
        PendingCancel = '6',

        /// Rejected.
        Rejected = '8',

        /// Expired.
        Expired = 'C',

        /// Pending Replace.
        PendingReplace = 'E',

        /// Undefined.
        Undefined = 'U'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `OrderType` type.
///
/// FIX type: char.
ONIXS_ILINK3_LTWT_STRUCT OrderType
{
    typedef Char Base;

    enum Enum
    {
        /// Market With Protection.
        MarketWithProtection = '1',

        /// Limit.
        Limit = '2',

        /// Stop Limit.
        StopLimit = '4',

        /// Market With Leftover As Limit.
        MarketWithLeftoverAsLimit = 'K'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `OrderTypeReq` type.
ONIXS_ILINK3_LTWT_STRUCT OrderTypeReq
{
    typedef CHAR Base;

    enum Enum
    {
        /// Market with Protection.
        MarketwithProtection = '1',

        /// Limit.
        Limit = '2',

        /// Stop with Protection.
        StopwithProtection = '3',

        /// Stop Limit.
        StopLimit = '4',

        /// Market With Leftover As Limit.
        MarketWithLeftoverAsLimit = 'K'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `PartyDetailRole` type.
///
/// FIX type: int.
ONIXS_ILINK3_LTWT_STRUCT PartyDetailRole
{
    typedef UInt16 Base;

    enum Enum
    {
        /// Executing Firm.
        ExecutingFirm = 1,

        /// Customer Account.
        CustomerAccount = 24,

        /// Take Up Firm.
        TakeUpFirm = 96,

        /// Operator.
        Operator = 118,

        /// Take Up Account.
        TakeUpAccount = 1000
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `QuoteAckStatus` type.
ONIXS_ILINK3_LTWT_STRUCT QuoteAckStatus
{
    typedef UInt8 Base;

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

        /// Rejected.
        Rejected = 5
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `QuoteCxlStatus` type.
ONIXS_ILINK3_LTWT_STRUCT QuoteCxlStatus
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Cancel per Instrument.
        CancelperInstrument = 1,

        /// Cancel per Instrument group.
        CancelperInstrumentgroup = 3,

        /// Cancel all quotes.
        Cancelallquotes = 4,

        /// Rejected.
        Rejected = 5,

        /// Cancel per Quote Set.
        CancelperQuoteSet = 100
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `QuoteCxlTyp` type.
ONIXS_ILINK3_LTWT_STRUCT QuoteCxlTyp
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Cancel per Instrument.
        CancelperInstrument = 1,

        /// Cancel per Instrument group.
        CancelperInstrumentgroup = 3,

        /// Cancel all quotes.
        Cancelallquotes = 4,

        /// Cancel per Quote Set.
        CancelperQuoteSet = 100
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `QuoteTyp` type.
ONIXS_ILINK3_LTWT_STRUCT QuoteTyp
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Tradeable.
        Tradeable = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `RFQSide` type.
ONIXS_ILINK3_LTWT_STRUCT RFQSide
{
    typedef UInt8 Base;

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

        /// Sell.
        Sell = 2,

        /// Cross.
        Cross = 8
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ReqResult` type.
ONIXS_ILINK3_LTWT_STRUCT ReqResult
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Valid Request.
        ValidRequest = 0,

        /// No Data Found That Matched Selection Criteria.
        NoDataFoundThatMatchedSelectionCriteria = 2,

        /// Not Authorized to Retrieve Data.
        NotAuthorizedtoRetrieveData = 3,

        /// Data Temporarily Unavailable.
        DataTemporarilyUnavailable = 4
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `SLEDS` type.
ONIXS_ILINK3_LTWT_STRUCT SLEDS
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Trade Clearing at Execution Price.
        TradeClearingatExecutionPrice = 0,

        /// Trade Clearing at Alternate Clearing Price.
        TradeClearingatAlternateClearingPrice = 1
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `SMPI` type.
///
/// FIX type: char.
ONIXS_ILINK3_LTWT_STRUCT SMPI
{
    typedef Char Base;

    enum Enum
    {
        /// Cancel Newest.
        CancelNewest = 'N',

        /// Cancel Oldest.
        CancelOldest = 'O'
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `SecRspTyp` type.
ONIXS_ILINK3_LTWT_STRUCT SecRspTyp
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Accept Security Proposal as is.
        AcceptSecurityProposalasis = 1,

        /// Accept Security proposal with revisions as indicated in the message.
        AcceptSecurityproposalwithrevisionsasindicatedinthemessage = 2,

        /// Reject Security Proposal.
        RejectSecurityProposal = 5
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ShortSaleType` type.
ONIXS_ILINK3_LTWT_STRUCT ShortSaleType
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Long Sell.
        LongSell = 0,

        /// Short Sale With No Exemption SESH.
        ShortSaleWithNoExemptionSESH = 1,

        /// Short Sale With Exemption SSEX.
        ShortSaleWithExemptionSSEX = 2,

        /// Undisclosed Sell Information Not Available UNDI.
        UndisclosedSellInformationNotAvailableUNDI = 3
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `SideNULL` type.
ONIXS_ILINK3_LTWT_STRUCT SideNULL
{
    typedef UInt8 Base;

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

        /// Sell.
        Sell = 2
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `SideReq` type.
ONIXS_ILINK3_LTWT_STRUCT SideReq
{
    typedef UInt8 Base;

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

        /// Sell.
        Sell = 2,

        /// Undisclosed.
        Undisclosed = 7
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `SideTimeInForce` type.
ONIXS_ILINK3_LTWT_STRUCT SideTimeInForce
{
    typedef UInt8 Base;

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

        /// FAK.
        FAK = 3
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `SplitMsg` type.
ONIXS_ILINK3_LTWT_STRUCT SplitMsg
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Split Message Delayed.
        SplitMessageDelayed = 0,

        /// Out of Order Message Delayed.
        OutofOrderMessageDelayed = 1,

        /// Complete Message Delayed.
        CompleteMessageDelayed = 2
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `TimeInForce` type.
ONIXS_ILINK3_LTWT_STRUCT TimeInForce
{
    typedef UInt8 Base;

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

        /// Good Till Cancel.
        GoodTillCancel = 1,

        /// Fill And Kill.
        FillAndKill = 3,

        /// Fill Or Kill.
        FillOrKill = 4,

        /// Good Till Date.
        GoodTillDate = 6,

        /// Good For Session.
        GoodForSession = 99
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `TradeAddendum` type.
ONIXS_ILINK3_LTWT_STRUCT TradeAddendum
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Partially Filled.
        PartiallyFilled = 4,

        /// Filled.
        Filled = 5,

        /// Trade Cancel.
        TradeCancel = 100,

        /// Trade Correction.
        TradeCorrection = 101
    };

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    static
    std::string
    toString(
        Enum);
};

/// `ExecInst` type.
ONIXS_ILINK3_LTWT_STRUCT ExecInst
{
public:
    /// Aliases integral type whose bits
    /// are used to indicate flag presence.
    typedef UInt8 Bits;

    enum
    {
        Size = sizeof(Bits)
    };

    /// This type alias.
    typedef ExecInst ThisType;

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

        typedef Bits FirstArgType;
    };

    /// Indicates whether AON bit is set.
    ONIXS_ILINK3_NODISCARD
    bool aon() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x1);
    }

    /// Modifies AON bit.
    ThisType& aon(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x1; else bits_ &= ~0x1;
        return *this;
    }

    /// Indicates whether OB bit is set.
    ONIXS_ILINK3_NODISCARD
    bool ob() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x2);
    }

    /// Modifies OB bit.
    ThisType& ob(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x2; else bits_ &= ~0x2;
        return *this;
    }

    /// Indicates whether NH bit is set.
    ONIXS_ILINK3_NODISCARD
    bool nh() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x4);
    }

    /// Modifies NH bit.
    ThisType& nh(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x4; else bits_ &= ~0x4;
        return *this;
    }

    /// Indicates whether Reserved1 bit is set.
    ONIXS_ILINK3_NODISCARD
    bool reserved1() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x8);
    }

    /// Modifies Reserved1 bit.
    ThisType& reserved1(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x8; else bits_ &= ~0x8;
        return *this;
    }

    /// Indicates whether Reserved2 bit is set.
    ONIXS_ILINK3_NODISCARD
    bool reserved2() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x10);
    }

    /// Modifies Reserved2 bit.
    ThisType& reserved2(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x10; else bits_ &= ~0x10;
        return *this;
    }

    /// Indicates whether Reserved3 bit is set.
    ONIXS_ILINK3_NODISCARD
    bool reserved3() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x20);
    }

    /// Modifies Reserved3 bit.
    ThisType& reserved3(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x20; else bits_ &= ~0x20;
        return *this;
    }

    /// Indicates whether Reserved4 bit is set.
    ONIXS_ILINK3_NODISCARD
    bool reserved4() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x40);
    }

    /// Modifies Reserved4 bit.
    ThisType& reserved4(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x40; else bits_ &= ~0x40;
        return *this;
    }

    /// Indicates whether Reserved5 bit is set.
    ONIXS_ILINK3_NODISCARD
    bool reserved5() const
        ONIXS_ILINK3_NOTHROW
    {
        return 0 != (bits_ & 0x80);
    }

    /// Modifies Reserved5 bit.
    ThisType& reserved5(bool value)
        ONIXS_ILINK3_NOTHROW
    {
        if (value) bits_ |= 0x80; else bits_ &= ~0x80;
        return *this;
    }

    /// \return elements as they packed in the set.
    Bits bits() const
        ONIXS_ILINK3_NOTHROW
    {
        return bits_;
    }

    /// Constructs from a value.
    explicit
    ExecInst(Bits bits = 0)
        ONIXS_ILINK3_NOTHROW
      : bits_(bits)
    {
    }

    /// \return a human-readable presentation.
    ONIXS_ILINK3_NODISCARD
    std::string
    toString() const;

    /// Compares encoded data
    ONIXS_ILINK3_NODISCARD
    bool operator!=(const ExecInst& other) const
        ONIXS_ILINK3_NOTHROW
    {
        return !(*this == other);
    }

    /// Compares encoded data
    ONIXS_ILINK3_NODISCARD
    bool operator==(const ExecInst& other) const
        ONIXS_ILINK3_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 LocalMktDate field.
typedef
IntegralConstant<UInt16, 65535>
NullLocalMktDate;


/// Null value for an optional CharNULL field.
typedef
IntegralConstant<Char, 0>
NullCharNULL;


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


/// 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_ILINK3_NODISCARD
Timestamp
localMktDateToTimestamp(LocalMktDate days) ONIXS_ILINK3_NOTHROW
{
    return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
}

inline
ONIXS_ILINK3_NODISCARD
LocalMktDate
timestampToLocalMktDate(const Timestamp& timestamp) ONIXS_ILINK3_NOTHROW
{
    return static_cast<LocalMktDate>(TimeSpan(timestamp.sinceEpoch()).days());
}

ONIXS_ILINK3_MESSAGING_NAMESPACE_END