OnixS C++ CME MDP Premium Market Data Handler  5.9.0
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 
23 #include <OnixS/CME/MDH/Time.h>
24 #include <OnixS/CME/MDH/String.h>
25 #include <OnixS/CME/MDH/Integral.h>
26 
28 ONIXS_CMEMDH_DATA_PACKING_BEGIN(1)
29 
30 /// Asset.
31 ///
32 /// FIX type: String.
33 typedef Char Asset[6];
34 
35 /// CFICode type.
36 ///
37 /// FIX type: String.
38 typedef Char CFICode[6];
39 
40 /// char.
41 typedef Char CHAR;
42 
43 /// ISO 2-character country code.
44 ///
45 /// FIX type: String.
46 typedef Char CountryCode[2];
47 
48 /// Currency.
49 ///
50 /// FIX type: Currency.
51 typedef Char Currency[3];
52 
53 /// Eligibility.
55 
56 /// int16.
57 typedef Int16 Int16;
58 
59 /// int32.
60 typedef Int32 Int32;
61 
62 /// int8.
63 typedef Int8 Int8;
64 
65 /// LocalMktDate type.
66 ///
67 /// FIX type: LocalMktDate.
69 
70 /// Financial Instrument Full Name.
71 ///
72 /// FIX type: String.
73 typedef Char LongName[35];
74 
75 /// Channel Reset message entry type.
77 
78 /// MDEntryTypeLimits.
79 typedef IntegralConstant<Char, 'g'> EntryTypeLimits;
80 
81 /// MDEntryTypeTrade.
82 typedef IntegralConstant<Char, '2'> EntryTypeTrade;
83 
84 /// MDEntryTypeVol.
85 typedef IntegralConstant<Char, 'e'> EntryTypeVol;
86 
87 /// MDFeedType type.
88 ///
89 /// FIX type: String.
90 typedef Char FeedType[3];
91 
92 /// MDUpdateActionNew.
94 
95 /// MDUpdateTypeNew.
97 
98 /// QuoteReqId type.
99 ///
100 /// FIX type: String.
101 typedef Char QuoteReqId[23];
102 
103 /// SecurityAltIDSourceISIN type.
104 ///
105 /// FIX type: int.
107 
108 /// SecurityExchange type.
109 ///
110 /// FIX type: Exchange.
111 typedef Char SecurityExchange[4];
112 
113 /// SecurityGroup type.
114 ///
115 /// FIX type: String.
116 typedef Char SecurityGroup[6];
117 
118 /// SecurityIDSource.
119 ///
120 /// FIX type: char.
122 
123 /// SecuritySubType type.
124 ///
125 /// FIX type: String.
126 typedef Char SecuritySubType[5];
127 
128 /// SecurityType.
129 ///
130 /// FIX type: String.
131 typedef Char SecurityType[6];
132 
133 /// String length 12.
134 ///
135 /// FIX type: String.
136 typedef Char String12[12];
137 
138 /// String length 20.
139 ///
140 /// FIX type: String.
141 typedef Char String20[20];
142 
143 /// String length 25.
144 ///
145 /// FIX type: String.
146 typedef Char String25[25];
147 
148 /// String length 3.
149 ///
150 /// FIX type: String.
151 typedef Char String3[3];
152 
153 /// String length 5.
154 ///
155 /// FIX type: String.
156 typedef Char String5[5];
157 
158 /// String with length of 6.
159 ///
160 /// FIX type: String.
161 typedef Char String6[6];
162 
163 /// String length 7.
164 ///
165 /// FIX type: String.
166 typedef Char String7[7];
167 
168 /// String length 8.
169 ///
170 /// FIX type: String.
171 typedef Char String8[8];
172 
173 /// Symbol.
174 ///
175 /// FIX type: String.
176 typedef Char Symbol[20];
177 
178 /// Text.
179 ///
180 /// FIX type: String.
181 typedef Char Text[180];
182 
183 /// UnderlyingSymbol type.
184 ///
185 /// FIX type: String.
186 typedef Char UnderlyingSymbol[20];
187 
188 /// UnitOfMeasure type.
189 ///
190 /// FIX type: String.
191 typedef Char UnitOfMeasure[30];
192 
193 /// UserDefinedInstrument type.
194 ///
195 /// FIX type: char.
197 
198 /// uInt16.
199 typedef UInt16 UInt16;
200 
201 /// uInt32.
202 typedef UInt32 UInt32;
203 
204 /// uInt64.
205 typedef UInt64 UInt64;
206 
207 /// uInt8.
208 typedef UInt8 UInt8;
209 
210 /// AggressorFlag type.
212 {
213  typedef UInt8 Base;
214 
215  enum Enum
216  {
217  /// Not Aggressor.
218  NotAggressor = 0,
219 
220  /// Aggressor.
221  Aggressor = 1
222  };
223 };
224 
225 /// AggressorSide type.
227 {
228  typedef UInt8 Base;
229 
230  enum Enum
231  {
232  /// No Aggressor.
233  NoAggressor = 0,
234 
235  /// Buy.
236  Buy = 1,
237 
238  /// Sell.
239  Sell = 2
240  };
241 };
242 
243 /// EventType type.
245 {
246  typedef UInt8 Base;
247 
248  enum Enum
249  {
250  /// Activation.
251  Activation = 5,
252 
253  /// Last Eligible Trade Date.
254  LastEligibleTradeDate = 7
255  };
256 };
257 
258 /// HaltReason type.
260 {
261  typedef UInt8 Base;
262 
263  enum Enum
264  {
265  /// Group Schedule.
266  GroupSchedule = 0,
267 
268  /// Surveillance Intervention .
269  SurveillanceIntervention = 1,
270 
271  /// Market Event .
272  MarketEvent = 2,
273 
274  /// Instrument Activation.
275  InstrumentActivation = 3,
276 
277  /// Instrument Expiration.
278  InstrumentExpiration = 4,
279 
280  /// Unknown.
281  Unknown = 5,
282 
283  /// Recovery In Process.
284  RecoveryInProcess = 6,
285 
286  /// Trade Date Roll.
287  TradeDateRoll = 7
288  };
289 };
290 
291 /// LegSide type.
293 {
294  typedef UInt8 Base;
295 
296  enum Enum
297  {
298  /// Buy Side.
299  BuySide = 1,
300 
301  /// Sell Side.
302  SellSide = 2
303  };
304 };
305 
306 /// MDEntryType type.
308 {
309  typedef CHAR Base;
310 
311  enum Enum
312  {
313  /// Bid.
314  Bid = '0',
315 
316  /// Offer.
317  Offer = '1',
318 
319  /// Trade.
320  Trade = '2',
321 
322  /// Open Price.
323  OpenPrice = '4',
324 
325  /// Settlement Price.
326  SettlementPrice = '6',
327 
328  /// Trading Session High Price.
329  TradingSessionHighPrice = '7',
330 
331  /// Trading Session Low Price.
332  TradingSessionLowPrice = '8',
333 
334  /// Trading Session Volume Weighted Average Price.
335  VWAP = '9',
336 
337  /// Cleared Volume.
339 
340  /// Open Interest.
341  OpenInterest = 'C',
342 
343  /// Implied Bid.
344  ImpliedBid = 'E',
345 
346  /// Implied Offer.
347  ImpliedOffer = 'F',
348 
349  /// Book Reset.
350  BookReset = 'J',
351 
352  /// Session High Bid.
353  SessionHighBid = 'N',
354 
355  /// Session Low Offer.
356  SessionLowOffer = 'O',
357 
358  /// Fixing Price.
359  FixingPrice = 'W',
360 
361  /// Electronic Volume.
362  ElectronicVolume = 'e',
363 
364  /// Threshold Limits and Price Band Variation.
365  ThresholdLimitsandPriceBandVariation = 'g',
366 
367  /// Market Best Offer.
368  MarketBestOffer = 'w',
369 
370  /// Market Best Bid.
371  MarketBestBid = 'x'
372  };
373 };
374 
375 /// MDEntryTypeBook type.
377 {
378  typedef CHAR Base;
379 
380  enum Enum
381  {
382  /// Bid.
383  Bid = '0',
384 
385  /// Offer.
386  Offer = '1',
387 
388  /// Implied Bid.
389  ImpliedBid = 'E',
390 
391  /// Implied Offer.
392  ImpliedOffer = 'F',
393 
394  /// Book Reset.
395  BookReset = 'J',
396 
397  /// Market Best Offer.
398  MarketBestOffer = 'w',
399 
400  /// Market Best Bid.
401  MarketBestBid = 'x'
402  };
403 };
404 
405 /// MDEntryTypeDailyStatistics type.
407 {
408  typedef CHAR Base;
409 
410  enum Enum
411  {
412  /// Settlement Price.
413  SettlementPrice = '6',
414 
415  /// Cleared Volume.
417 
418  /// Open Interest.
419  OpenInterest = 'C',
420 
421  /// Fixing Price.
422  FixingPrice = 'W'
423  };
424 };
425 
426 /// MDEntryTypeStatistics type.
428 {
429  typedef CHAR Base;
430 
431  enum Enum
432  {
433  /// Open Price.
434  OpenPrice = '4',
435 
436  /// High Trade.
437  HighTrade = '7',
438 
439  /// Low Trade.
440  LowTrade = '8',
441 
442  /// Trading Session Volume Weighted Average Price.
443  VWAP = '9',
444 
445  /// Highest Bid.
446  HighestBid = 'N',
447 
448  /// Lowest Offer.
449  LowestOffer = 'O'
450  };
451 };
452 
453 /// MDUpdateAction type.
455 {
456  typedef UInt8 Base;
457 
458  enum Enum
459  {
460  /// New.
461  New = 0,
462 
463  /// Change.
464  Change = 1,
465 
466  /// Delete.
467  Delete = 2,
468 
469  /// Delete Thru.
470  DeleteThru = 3,
471 
472  /// Delete From.
473  DeleteFrom = 4,
474 
475  /// Overlay.
476  Overlay = 5
477  };
478 };
479 
480 /// MoneyOrPar type.
482 {
483  typedef UInt8 Base;
484 
485  enum Enum
486  {
487  /// Money Filled.
488  Money = 1,
489 
490  /// Par Filled.
491  Par = 2
492  };
493 };
494 
495 /// OpenCloseSettlFlag type.
497 {
498  typedef UInt8 Base;
499 
500  enum Enum
501  {
502  /// Daily Open Price.
503  DailyOpenPrice = 0,
504 
505  /// Indicative Opening Price.
506  IndicativeOpeningPrice = 5,
507 
508  /// Latest update to VWAP.
509  IntradayVWAP = 100,
510 
511  /// Repo Average 8-30 AM.
512  RepoAverage8_30AM = 101,
513 
514  /// Repo Average 10 AM.
515  RepoAverage10AM = 102,
516 
517  /// Prev Session Repo Average 10 AM.
518  PrevSessionRepoAverage10AM = 103
519  };
520 };
521 
522 /// OrderUpdateAction type.
524 {
525  typedef UInt8 Base;
526 
527  enum Enum
528  {
529  /// New.
530  New = 0,
531 
532  /// Update.
533  Update = 1,
534 
535  /// Delete.
536  Delete = 2
537  };
538 };
539 
540 /// PriceSource type.
542 {
543  typedef UInt8 Base;
544 
545  enum Enum
546  {
547  /// Globex Market Surveillance team.
548  MarketPlaceAssistant = 0,
549 
550  /// Globex Trading Activity.
551  Globex = 1,
552 
553  /// Refinitiv.
554  Refinitiv = 2,
555 
556  /// Icap Market Data Feed.
557  ICAP = 3
558  };
559 };
560 
561 /// PutOrCall type.
563 {
564  typedef UInt8 Base;
565 
566  enum Enum
567  {
568  /// Put Option.
569  Put = 0,
570 
571  /// Call Option.
572  Call = 1
573  };
574 };
575 
576 /// RepoSubType type.
578 {
579  typedef UInt8 Base;
580 
581  enum Enum
582  {
583  /// Repo on a single underlying instrument.
584  Special = 0,
585 
586  /// General Collateral Repo on a single or basket of eligible underlyings, allocation at BrokerTec.
587  GC = 1,
588 
589  /// General Collateral Repo on a single or basket of eligible underlyings, allocation outside of BrokerTec, such as at the clearer, tri-party agent, etc..
590  GCForDBV = 2
591  };
592 };
593 
594 /// SecurityAltIDSource type.
596 {
597  typedef UInt8 Base;
598 
599  enum Enum
600  {
601  /// CUSIP (9 char).
602  CUSIP = 1,
603 
604  /// ISIN (12 char).
605  ISIN = 4
606  };
607 };
608 
609 /// SecurityTradingEvent type.
611 {
612  typedef UInt8 Base;
613 
614  enum Enum
615  {
616  /// No Event.
617  NoEvent = 0,
618 
619  /// No Cancel.
620  NoCancel = 1,
621 
622  /// Reset Statistics.
623  ResetStatistics = 4,
624 
625  /// Implied Matching ON.
626  ImpliedMatchingON = 5,
627 
628  /// Implied Matching OFF.
629  ImpliedMatchingOFF = 6,
630 
631  /// End Of Workup.
632  EndOfWorkup = 7
633  };
634 };
635 
636 /// SecurityTradingStatus type.
638 {
639  typedef UInt8 Base;
640 
641  enum Enum
642  {
643  /// Trading Halt.
644  TradingHalt = 2,
645 
646  /// Close.
647  Close = 4,
648 
649  /// New Price Indication.
650  NewPriceIndication = 15,
651 
652  /// Ready To Trade.
653  ReadyToTrade = 17,
654 
655  /// Not Available For Trading.
656  NotAvailableForTrading = 18,
657 
658  /// Unknown or Invalid.
659  UnknownorInvalid = 20,
660 
661  /// Pre Open.
662  PreOpen = 21,
663 
664  /// Pre Cross.
665  PreCross = 24,
666 
667  /// Cross.
668  Cross = 25,
669 
670  /// Post Close.
671  PostClose = 26,
672 
673  /// No Change.
674  NoChange = 103,
675 
676  /// Private Workup.
677  PrivateWorkup = 201,
678 
679  /// Public Workup.
680  PublicWorkup = 202
681  };
682 };
683 
684 /// SecurityUpdateAction type.
686 {
687  typedef CHAR Base;
688 
689  enum Enum
690  {
691  /// Add.
692  Add = 'A',
693 
694  /// Delete.
695  Delete = 'D',
696 
697  /// Modify.
698  Modify = 'M'
699  };
700 };
701 
702 /// Side type.
704 {
705  typedef UInt8 Base;
706 
707  enum Enum
708  {
709  /// Buy.
710  Buy = 1,
711 
712  /// Sell.
713  Sell = 2
714  };
715 };
716 
717 /// WorkupTradingStatus type.
719 {
720  typedef UInt8 Base;
721 
722  enum Enum
723  {
724  /// Ready To Trade.
725  ReadyToTrade = 17,
726 
727  /// Not Available For Trading.
728  NotAvailableForTrading = 18,
729 
730  /// Private Workup.
731  PrivateWorkup = 201,
732 
733  /// Public Workup.
734  PublicWorkup = 202
735  };
736 };
737 
738 /// InstAttribValue type.
740 {
741 public:
742  /// Aliases integral type whose bits
743  /// are used to indicate flag presence.
744  typedef UInt32 Bits;
745 
746  /// Indicates whether ElectronicMatchEligible bit is set.
748  {
749  return 0 != (bits_ & 0x1);
750  }
751 
752  /// Indicates whether OrderCrossEligible bit is set.
753  bool orderCrossEligible() const
754  {
755  return 0 != (bits_ & 0x2);
756  }
757 
758  /// Indicates whether BlockTradeEligible bit is set.
759  bool blockTradeEligible() const
760  {
761  return 0 != (bits_ & 0x4);
762  }
763 
764  /// Indicates whether EFPEligible bit is set.
765  bool efpEligible() const
766  {
767  return 0 != (bits_ & 0x8);
768  }
769 
770  /// Indicates whether EBFEligible bit is set.
771  bool ebfEligible() const
772  {
773  return 0 != (bits_ & 0x10);
774  }
775 
776  /// Indicates whether EFSEligible bit is set.
777  bool efsEligible() const
778  {
779  return 0 != (bits_ & 0x20);
780  }
781 
782  /// Indicates whether EFREligible bit is set.
783  bool efrEligible() const
784  {
785  return 0 != (bits_ & 0x40);
786  }
787 
788  /// Indicates whether OTCEligible bit is set.
789  bool otcEligible() const
790  {
791  return 0 != (bits_ & 0x80);
792  }
793 
794  /// Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
796  {
797  return 0 != (bits_ & 0x100);
798  }
799 
800  /// Indicates whether NegativeStrikeEligible bit is set.
802  {
803  return 0 != (bits_ & 0x200);
804  }
805 
806  /// Indicates whether NegativePriceOutrightEligible bit is set.
808  {
809  return 0 != (bits_ & 0x400);
810  }
811 
812  /// Indicates whether IsFractional bit is set.
813  bool isFractional() const
814  {
815  return 0 != (bits_ & 0x800);
816  }
817 
818  /// Indicates whether VolatilityQuotedOption bit is set.
820  {
821  return 0 != (bits_ & 0x1000);
822  }
823 
824  /// Indicates whether RFQCrossEligible bit is set.
825  bool rfqCrossEligible() const
826  {
827  return 0 != (bits_ & 0x2000);
828  }
829 
830  /// Indicates whether ZeroPriceOutrightEligible bit is set.
832  {
833  return 0 != (bits_ & 0x4000);
834  }
835 
836  /// Indicates whether DecayingProductEligibility bit is set.
838  {
839  return 0 != (bits_ & 0x8000);
840  }
841 
842  /// Indicates whether VariableProductEligibility bit is set.
844  {
845  return 0 != (bits_ & 0x10000);
846  }
847 
848  /// Indicates whether DailyProductEligibility bit is set.
850  {
851  return 0 != (bits_ & 0x20000);
852  }
853 
854  /// Indicates whether GTOrdersEligibility bit is set.
855  bool gtOrdersEligibility() const
856  {
857  return 0 != (bits_ & 0x40000);
858  }
859 
860  /// Indicates whether ImpliedMatchingEligibility bit is set.
862  {
863  return 0 != (bits_ & 0x80000);
864  }
865 
866  /// Indicates whether TriangulationEligible bit is set.
868  {
869  return 0 != (bits_ & 0x100000);
870  }
871 
872  /// Indicates whether VariableCabEligible bit is set.
873  bool variableCabEligible() const
874  {
875  return 0 != (bits_ & 0x200000);
876  }
877 
878  /// Indicates whether InvertedBook bit is set.
879  bool invertedBook() const
880  {
881  return 0 != (bits_ & 0x400000);
882  }
883 
884  /// Indicates whether IsAoNInstrument bit is set.
885  bool isAoNInstrument() const
886  {
887  return 0 != (bits_ & 0x800000);
888  }
889 
890  /// Indicates whether SEFRegulated bit is set.
891  bool sefRegulated() const
892  {
893  return 0 != (bits_ & 0x1000000);
894  }
895 
896  /// Indicates whether MTFRegulated bit is set.
897  bool mtfRegulated() const
898  {
899  return 0 != (bits_ & 0x2000000);
900  }
901 
902  /// Indicates whether eFIXInstrument bit is set.
903  bool eFIXInstrument() const
904  {
905  return 0 != (bits_ & 0x4000000);
906  }
907 
908  /// Indicates whether HedgeInstrument bit is set.
909  bool hedgeInstrument() const
910  {
911  return 0 != (bits_ & 0x8000000);
912  }
913 
914  /// Returns elements as they packed in the set.
915  inline Bits bits() const
916  {
917  return bits_;
918  }
919 
920  InstAttribValue(Bits bits = 0)
921  : bits_(bits)
922  {
923  }
924 
925 private:
926  Bits bits_;
927 };
928 
929 /// MatchEventIndicator type.
931 {
932 public:
933  /// Aliases integral type whose bits
934  /// are used to indicate flag presence.
935  typedef UInt8 Bits;
936 
937  /// Indicates whether LastTradeMsg bit is set.
938  bool lastTradeMsg() const
939  {
940  return 0 != (bits_ & 0x1);
941  }
942 
943  /// Indicates whether LastVolumeMsg bit is set.
944  bool lastVolumeMsg() const
945  {
946  return 0 != (bits_ & 0x2);
947  }
948 
949  /// Indicates whether LastQuoteMsg bit is set.
950  bool lastQuoteMsg() const
951  {
952  return 0 != (bits_ & 0x4);
953  }
954 
955  /// Indicates whether LastStatsMsg bit is set.
956  bool lastStatsMsg() const
957  {
958  return 0 != (bits_ & 0x8);
959  }
960 
961  /// Indicates whether LastImpliedMsg bit is set.
962  bool lastImpliedMsg() const
963  {
964  return 0 != (bits_ & 0x10);
965  }
966 
967  /// Indicates whether RecoveryMsg bit is set.
968  bool recoveryMsg() const
969  {
970  return 0 != (bits_ & 0x20);
971  }
972 
973  /// Indicates whether Reserved bit is set.
974  bool reserved() const
975  {
976  return 0 != (bits_ & 0x40);
977  }
978 
979  /// Indicates whether EndOfEvent bit is set.
980  bool endOfEvent() const
981  {
982  return 0 != (bits_ & 0x80);
983  }
984 
985  /// Returns elements as they packed in the set.
986  inline Bits bits() const
987  {
988  return bits_;
989  }
990 
991  MatchEventIndicator(Bits bits = 0)
992  : bits_(bits)
993  {
994  }
995 
996 private:
997  Bits bits_;
998 };
999 
1000 /// SettlPriceType type.
1002 {
1003 public:
1004  /// Aliases integral type whose bits
1005  /// are used to indicate flag presence.
1006  typedef UInt8 Bits;
1007 
1008  /// Indicates whether FinalDaily bit is set.
1009  bool finalDaily() const
1010  {
1011  return 0 != (bits_ & 0x1);
1012  }
1013 
1014  /// Indicates whether Actual bit is set.
1015  bool actual() const
1016  {
1017  return 0 != (bits_ & 0x2);
1018  }
1019 
1020  /// Indicates whether Rounded bit is set.
1021  bool rounded() const
1022  {
1023  return 0 != (bits_ & 0x4);
1024  }
1025 
1026  /// Indicates whether Intraday bit is set.
1027  bool intraday() const
1028  {
1029  return 0 != (bits_ & 0x8);
1030  }
1031 
1032  /// Indicates whether ReservedBits bit is set.
1033  bool reservedBits() const
1034  {
1035  return 0 != (bits_ & 0x10);
1036  }
1037 
1038  /// Indicates whether NullValue bit is set.
1039  bool nullValue() const
1040  {
1041  return 0 != (bits_ & 0x80);
1042  }
1043 
1044  /// Returns elements as they packed in the set.
1045  inline Bits bits() const
1046  {
1047  return bits_;
1048  }
1049 
1050  SettlPriceType(Bits bits = 0)
1051  : bits_(bits)
1052  {
1053  }
1054 
1055 private:
1056  Bits bits_;
1057 };
1058 
1059 
1060 /// Null value for optional Int32 field.
1062 
1063 /// Null value for optional Int8 field.
1065 
1066 /// Null value for optional LocalMktDate field.
1068 
1069 /// Null value for optional UInt16 field.
1071 
1072 /// Null value for optional UInt32 field.
1074 
1075 /// Null value for optional UInt64 field.
1077 
1078 /// Null value for optional UInt8 field.
1080 
1081 /// Converts days since epoch to Timestamp value.
1083 {
1084  return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
1085 }
1086 
1087 ONIXS_CMEMDH_DATA_PACKING_END
bool ebfEligible() const
Indicates whether EBFEligible bit is set.
Definition: Fields.h:771
Char String12[12]
String length 12.
Definition: Fields.h:136
bool dailyProductEligibility() const
Indicates whether DailyProductEligibility bit is set.
Definition: Fields.h:849
Char String3[3]
String length 3.
Definition: Fields.h:151
OrderUpdateAction type.
Definition: Fields.h:523
UInt16 LocalMktDate
LocalMktDate type.
Definition: Fields.h:68
bool rounded() const
Indicates whether Rounded bit is set.
Definition: Fields.h:1021
Char SecurityExchange[4]
SecurityExchange type.
Definition: Fields.h:111
bool volatilityQuotedOption() const
Indicates whether VolatilityQuotedOption bit is set.
Definition: Fields.h:819
Int32 Int32
int32.
Definition: Fields.h:60
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for optional UInt16 field.
Definition: Fields.h:1070
bool blockTradeEligible() const
Indicates whether BlockTradeEligible bit is set.
Definition: Fields.h:759
InstAttribValue type.
Definition: Fields.h:739
bool eFIXInstrument() const
Indicates whether eFIXInstrument bit is set.
Definition: Fields.h:903
bool negativeStrikeEligible() const
Indicates whether NegativeStrikeEligible bit is set.
Definition: Fields.h:801
UInt32 UInt32
uInt32.
Definition: Fields.h:202
bool sefRegulated() const
Indicates whether SEFRegulated bit is set.
Definition: Fields.h:891
MatchEventIndicator type.
Definition: Fields.h:930
bool decayingProductEligibility() const
Indicates whether DecayingProductEligibility bit is set.
Definition: Fields.h:837
Char String25[25]
String length 25.
Definition: Fields.h:146
Represents time point without time-zone information.
Definition: Time.h:387
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:986
LegSide type.
Definition: Fields.h:292
bool intraday() const
Indicates whether Intraday bit is set.
Definition: Fields.h:1027
bool zeroPriceOutrightEligible() const
Indicates whether ZeroPriceOutrightEligible bit is set.
Definition: Fields.h:831
bool invertedBook() const
Indicates whether InvertedBook bit is set.
Definition: Fields.h:879
bool electronicMatchEligible() const
Indicates whether ElectronicMatchEligible bit is set.
Definition: Fields.h:747
bool endOfEvent() const
Indicates whether EndOfEvent bit is set.
Definition: Fields.h:980
EventType type.
Definition: Fields.h:244
Char String20[20]
String length 20.
Definition: Fields.h:141
Char Text[180]
Text.
Definition: Fields.h:181
bool iLinkIndicativeMassQuotingEligible() const
Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
Definition: Fields.h:795
UInt32 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:744
#define ONIXS_CMEMDH_LTWT
Definition: Bootstrap.h:46
bool mtfRegulated() const
Indicates whether MTFRegulated bit is set.
Definition: Fields.h:897
bool rfqCrossEligible() const
Indicates whether RFQCrossEligible bit is set.
Definition: Fields.h:825
Char CHAR
char.
Definition: Fields.h:41
Char String8[8]
String length 8.
Definition: Fields.h:171
IntegralConstant< UInt8, 255 > NullUInt8
Null value for optional UInt8 field.
Definition: Fields.h:1079
IntegralConstant< Int8, 127 > NullInt8
Null value for optional Int8 field.
Definition: Fields.h:1064
MDEntryTypeDailyStatistics type.
Definition: Fields.h:406
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:1045
bool otcEligible() const
Indicates whether OTCEligible bit is set.
Definition: Fields.h:789
UInt8 UInt8
uInt8.
Definition: Fields.h:208
SecurityAltIDSource type.
Definition: Fields.h:595
Char Symbol[20]
Symbol.
Definition: Fields.h:176
char Char
Character type alias.
Definition: String.h:36
Char LongName[35]
Financial Instrument Full Name.
Definition: Fields.h:73
bool efpEligible() const
Indicates whether EFPEligible bit is set.
Definition: Fields.h:765
Char QuoteReqId[23]
QuoteReqId type.
Definition: Fields.h:101
bool reserved() const
Indicates whether Reserved bit is set.
Definition: Fields.h:974
UInt64 UInt64
uInt64.
Definition: Fields.h:205
Char SecuritySubType[5]
SecuritySubType type.
Definition: Fields.h:126
MoneyOrPar type.
Definition: Fields.h:481
bool impliedMatchingEligibility() const
Indicates whether ImpliedMatchingEligibility bit is set.
Definition: Fields.h:861
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for optional UInt64 field.
Definition: Fields.h:1076
Char SecurityGroup[6]
SecurityGroup type.
Definition: Fields.h:116
bool lastVolumeMsg() const
Indicates whether LastVolumeMsg bit is set.
Definition: Fields.h:944
Represents time interval.
Definition: Time.h:104
SettlPriceType type.
Definition: Fields.h:1001
Int16 Int16
int16.
Definition: Fields.h:57
Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
Definition: Fields.h:1082
Char String6[6]
String with length of 6.
Definition: Fields.h:161
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:935
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for optional UInt32 field.
Definition: Fields.h:1073
bool variableCabEligible() const
Indicates whether VariableCabEligible bit is set.
Definition: Fields.h:873
WorkupTradingStatus type.
Definition: Fields.h:718
HaltReason type.
Definition: Fields.h:259
bool finalDaily() const
Indicates whether FinalDaily bit is set.
Definition: Fields.h:1009
Char String5[5]
String length 5.
Definition: Fields.h:156
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:67
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:915
AggressorFlag type.
Definition: Fields.h:211
bool efsEligible() const
Indicates whether EFSEligible bit is set.
Definition: Fields.h:777
bool isFractional() const
Indicates whether IsFractional bit is set.
Definition: Fields.h:813
Char FeedType[3]
MDFeedType type.
Definition: Fields.h:90
Char Asset[6]
Asset.
Definition: Fields.h:33
PriceSource type.
Definition: Fields.h:541
Char String7[7]
String length 7.
Definition: Fields.h:166
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for optional LocalMktDate field.
Definition: Fields.h:1067
Char UserDefinedInstrument
UserDefinedInstrument type.
Definition: Fields.h:196
AggressorSide type.
Definition: Fields.h:226
SecurityUpdateAction type.
Definition: Fields.h:685
bool lastImpliedMsg() const
Indicates whether LastImpliedMsg bit is set.
Definition: Fields.h:962
bool negativePriceOutrightEligible() const
Indicates whether NegativePriceOutrightEligible bit is set.
Definition: Fields.h:807
bool gtOrdersEligibility() const
Indicates whether GTOrdersEligibility bit is set.
Definition: Fields.h:855
bool orderCrossEligible() const
Indicates whether OrderCrossEligible bit is set.
Definition: Fields.h:753
Char UnitOfMeasure[30]
UnitOfMeasure type.
Definition: Fields.h:191
Char UnderlyingSymbol[20]
UnderlyingSymbol type.
Definition: Fields.h:186
PutOrCall type.
Definition: Fields.h:562
SecurityTradingEvent type.
Definition: Fields.h:610
MDEntryTypeBook type.
Definition: Fields.h:376
bool isAoNInstrument() const
Indicates whether IsAoNInstrument bit is set.
Definition: Fields.h:885
bool recoveryMsg() const
Indicates whether RecoveryMsg bit is set.
Definition: Fields.h:968
bool hedgeInstrument() const
Indicates whether HedgeInstrument bit is set.
Definition: Fields.h:909
OpenCloseSettlFlag type.
Definition: Fields.h:496
Char SecurityType[6]
SecurityType.
Definition: Fields.h:131
bool nullValue() const
Indicates whether NullValue bit is set.
Definition: Fields.h:1039
UInt16 UInt16
uInt16.
Definition: Fields.h:199
bool lastStatsMsg() const
Indicates whether LastStatsMsg bit is set.
Definition: Fields.h:956
Char Currency[3]
Currency.
Definition: Fields.h:51
bool variableProductEligibility() const
Indicates whether VariableProductEligibility bit is set.
Definition: Fields.h:843
Char CFICode[6]
CFICode type.
Definition: Fields.h:38
MDUpdateAction type.
Definition: Fields.h:454
MDEntryType type.
Definition: Fields.h:307
Char CountryCode[2]
ISO 2-character country code.
Definition: Fields.h:46
bool reservedBits() const
Indicates whether ReservedBits bit is set.
Definition: Fields.h:1033
Int8 Int8
int8.
Definition: Fields.h:63
Side type.
Definition: Fields.h:703
SecurityTradingStatus type.
Definition: Fields.h:637
bool actual() const
Indicates whether Actual bit is set.
Definition: Fields.h:1015
const Tag ClearedVolume
Definition: Tags.h:36
bool lastTradeMsg() const
Indicates whether LastTradeMsg bit is set.
Definition: Fields.h:938
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:1006
RepoSubType type.
Definition: Fields.h:577
bool lastQuoteMsg() const
Indicates whether LastQuoteMsg bit is set.
Definition: Fields.h:950
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for optional Int32 field.
Definition: Fields.h:1061
Integral constant.
Definition: Integral.h:83
MDEntryTypeStatistics type.
Definition: Fields.h:427
bool efrEligible() const
Indicates whether EFREligible bit is set.
Definition: Fields.h:783
bool triangulationEligible() const
Indicates whether TriangulationEligible bit is set.
Definition: Fields.h:867
#define ONIXS_CMEMDH_NAMESPACE_END
Definition: Bootstrap.h:68