28 ONIXS_CMEMDH_DATA_PACKING_BEGIN(1)
254 LastEligibleTradeDate = 7
269 SurveillanceIntervention = 1,
275 InstrumentActivation = 3,
278 InstrumentExpiration = 4,
284 RecoveryInProcess = 6,
326 SettlementPrice =
'6',
329 TradingSessionHighPrice =
'7',
332 TradingSessionLowPrice =
'8',
353 SessionHighBid =
'N',
356 SessionLowOffer =
'O',
362 ElectronicVolume =
'e',
365 ThresholdLimitsandPriceBandVariation =
'g',
368 MarketBestOffer =
'w',
398 MarketBestOffer =
'w',
413 SettlementPrice =
'6',
506 IndicativeOpeningPrice = 5,
512 RepoAverage8_30AM = 101,
515 RepoAverage10AM = 102,
518 PrevSessionRepoAverage10AM = 103
548 MarketPlaceAssistant = 0,
626 ImpliedMatchingON = 5,
629 ImpliedMatchingOFF = 6,
650 NewPriceIndication = 15,
656 NotAvailableForTrading = 18,
659 UnknownorInvalid = 20,
728 NotAvailableForTrading = 18,
749 return 0 != (bits_ & 0x1);
755 return 0 != (bits_ & 0x2);
761 return 0 != (bits_ & 0x4);
767 return 0 != (bits_ & 0x8);
773 return 0 != (bits_ & 0x10);
779 return 0 != (bits_ & 0x20);
785 return 0 != (bits_ & 0x40);
791 return 0 != (bits_ & 0x80);
797 return 0 != (bits_ & 0x100);
803 return 0 != (bits_ & 0x200);
809 return 0 != (bits_ & 0x400);
815 return 0 != (bits_ & 0x800);
821 return 0 != (bits_ & 0x1000);
827 return 0 != (bits_ & 0x2000);
833 return 0 != (bits_ & 0x4000);
839 return 0 != (bits_ & 0x8000);
845 return 0 != (bits_ & 0x10000);
851 return 0 != (bits_ & 0x20000);
857 return 0 != (bits_ & 0x40000);
863 return 0 != (bits_ & 0x80000);
869 return 0 != (bits_ & 0x100000);
875 return 0 != (bits_ & 0x200000);
881 return 0 != (bits_ & 0x400000);
887 return 0 != (bits_ & 0x800000);
893 return 0 != (bits_ & 0x1000000);
899 return 0 != (bits_ & 0x2000000);
905 return 0 != (bits_ & 0x4000000);
911 return 0 != (bits_ & 0x8000000);
940 return 0 != (bits_ & 0x1);
946 return 0 != (bits_ & 0x2);
952 return 0 != (bits_ & 0x4);
958 return 0 != (bits_ & 0x8);
964 return 0 != (bits_ & 0x10);
970 return 0 != (bits_ & 0x20);
976 return 0 != (bits_ & 0x40);
982 return 0 != (bits_ & 0x80);
1011 return 0 != (bits_ & 0x1);
1017 return 0 != (bits_ & 0x2);
1023 return 0 != (bits_ & 0x4);
1029 return 0 != (bits_ & 0x8);
1035 return 0 != (bits_ & 0x10);
1041 return 0 != (bits_ & 0x80);
1087 ONIXS_CMEMDH_DATA_PACKING_END
bool ebfEligible() const
Indicates whether EBFEligible bit is set.
Char String12[12]
String length 12.
bool dailyProductEligibility() const
Indicates whether DailyProductEligibility bit is set.
Char String3[3]
String length 3.
UInt16 LocalMktDate
LocalMktDate type.
bool rounded() const
Indicates whether Rounded bit is set.
Char SecurityExchange[4]
SecurityExchange type.
bool volatilityQuotedOption() const
Indicates whether VolatilityQuotedOption bit is set.
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for optional UInt16 field.
bool blockTradeEligible() const
Indicates whether BlockTradeEligible bit is set.
bool eFIXInstrument() const
Indicates whether eFIXInstrument bit is set.
bool negativeStrikeEligible() const
Indicates whether NegativeStrikeEligible bit is set.
bool sefRegulated() const
Indicates whether SEFRegulated bit is set.
MatchEventIndicator type.
bool decayingProductEligibility() const
Indicates whether DecayingProductEligibility bit is set.
Char String25[25]
String length 25.
Represents time point without time-zone information.
Bits bits() const
Returns elements as they packed in the set.
MatchEventIndicator(Bits bits=0)
bool intraday() const
Indicates whether Intraday bit is set.
bool zeroPriceOutrightEligible() const
Indicates whether ZeroPriceOutrightEligible bit is set.
bool invertedBook() const
Indicates whether InvertedBook bit is set.
bool electronicMatchEligible() const
Indicates whether ElectronicMatchEligible bit is set.
bool endOfEvent() const
Indicates whether EndOfEvent bit is set.
Char String20[20]
String length 20.
bool iLinkIndicativeMassQuotingEligible() const
Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
UInt32 Bits
Aliases integral type whose bits are used to indicate flag presence.
#define ONIXS_CMEMDH_LTWT
bool mtfRegulated() const
Indicates whether MTFRegulated bit is set.
bool rfqCrossEligible() const
Indicates whether RFQCrossEligible bit is set.
Char String8[8]
String length 8.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for optional UInt8 field.
IntegralConstant< Int8, 127 > NullInt8
Null value for optional Int8 field.
MDEntryTypeDailyStatistics type.
Bits bits() const
Returns elements as they packed in the set.
bool otcEligible() const
Indicates whether OTCEligible bit is set.
SecurityAltIDSource type.
char Char
Character type alias.
Char LongName[35]
Financial Instrument Full Name.
bool efpEligible() const
Indicates whether EFPEligible bit is set.
Char QuoteReqId[23]
QuoteReqId type.
bool reserved() const
Indicates whether Reserved bit is set.
Char SecuritySubType[5]
SecuritySubType type.
bool impliedMatchingEligibility() const
Indicates whether ImpliedMatchingEligibility bit is set.
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for optional UInt64 field.
Char SecurityGroup[6]
SecurityGroup type.
bool lastVolumeMsg() const
Indicates whether LastVolumeMsg bit is set.
Represents time interval.
Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
Char String6[6]
String with length of 6.
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for optional UInt32 field.
bool variableCabEligible() const
Indicates whether VariableCabEligible bit is set.
WorkupTradingStatus type.
bool finalDaily() const
Indicates whether FinalDaily bit is set.
Char String5[5]
String length 5.
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Bits bits() const
Returns elements as they packed in the set.
bool efsEligible() const
Indicates whether EFSEligible bit is set.
bool isFractional() const
Indicates whether IsFractional bit is set.
Char FeedType[3]
MDFeedType type.
Char String7[7]
String length 7.
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for optional LocalMktDate field.
Char UserDefinedInstrument
UserDefinedInstrument type.
SecurityUpdateAction type.
bool lastImpliedMsg() const
Indicates whether LastImpliedMsg bit is set.
bool negativePriceOutrightEligible() const
Indicates whether NegativePriceOutrightEligible bit is set.
bool gtOrdersEligibility() const
Indicates whether GTOrdersEligibility bit is set.
bool orderCrossEligible() const
Indicates whether OrderCrossEligible bit is set.
Char UnitOfMeasure[30]
UnitOfMeasure type.
Char UnderlyingSymbol[20]
UnderlyingSymbol type.
SecurityTradingEvent type.
bool isAoNInstrument() const
Indicates whether IsAoNInstrument bit is set.
bool recoveryMsg() const
Indicates whether RecoveryMsg bit is set.
bool hedgeInstrument() const
Indicates whether HedgeInstrument bit is set.
Char SecurityType[6]
SecurityType.
bool nullValue() const
Indicates whether NullValue bit is set.
bool lastStatsMsg() const
Indicates whether LastStatsMsg bit is set.
Char Currency[3]
Currency.
bool variableProductEligibility() const
Indicates whether VariableProductEligibility bit is set.
Char CFICode[6]
CFICode type.
Char CountryCode[2]
ISO 2-character country code.
bool reservedBits() const
Indicates whether ReservedBits bit is set.
SecurityTradingStatus type.
bool actual() const
Indicates whether Actual bit is set.
bool lastTradeMsg() const
Indicates whether LastTradeMsg bit is set.
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
bool lastQuoteMsg() const
Indicates whether LastQuoteMsg bit is set.
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for optional Int32 field.
SettlPriceType(Bits bits=0)
InstAttribValue(Bits bits=0)
MDEntryTypeStatistics type.
bool efrEligible() const
Indicates whether EFREligible bit is set.
bool triangulationEligible() const
Indicates whether TriangulationEligible bit is set.
#define ONIXS_CMEMDH_NAMESPACE_END