OnixS C++ CME Market Data Handler  5.4.0
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 //
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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 //
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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 
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 /// SecurityExchange type.
137 ///
138 /// FIX type: Exchange.
139 typedef Char SecurityExchange[4];
140 
141 
142 /// SecurityGroup type.
143 ///
144 /// FIX type: String.
145 typedef Char SecurityGroup[6];
146 
147 
148 /// SecurityIDSource.
149 ///
150 /// FIX type: char.
151 typedef
152 IntegralConstant<Char, '8'>
154 
155 
156 /// SecuritySubType type.
157 ///
158 /// FIX type: String.
159 typedef Char SecuritySubType[5];
160 
161 
162 /// SecurityType.
163 ///
164 /// FIX type: String.
165 typedef Char SecurityType[6];
166 
167 
168 /// String length 12.
169 ///
170 /// FIX type: String.
171 typedef Char String12[12];
172 
173 
174 /// String length 20.
175 ///
176 /// FIX type: String.
177 typedef Char String20[20];
178 
179 
180 /// String length 25.
181 ///
182 /// FIX type: String.
183 typedef Char String25[25];
184 
185 
186 /// String length 3.
187 ///
188 /// FIX type: String.
189 typedef Char String3[3];
190 
191 
192 /// String length 5.
193 ///
194 /// FIX type: String.
195 typedef Char String5[5];
196 
197 
198 /// String with length of 6.
199 ///
200 /// FIX type: String.
201 typedef Char String6[6];
202 
203 
204 /// String length 8.
205 ///
206 /// FIX type: String.
207 typedef Char String8[8];
208 
209 
210 /// Symbol.
211 ///
212 /// FIX type: String.
213 typedef Char Symbol[20];
214 
215 
216 /// Text.
217 ///
218 /// FIX type: String.
219 typedef Char Text[180];
220 
221 
222 /// UnderlyingSymbol type.
223 ///
224 /// FIX type: String.
225 typedef Char UnderlyingSymbol[20];
226 
227 
228 /// UnitOfMeasure type.
229 ///
230 /// FIX type: String.
231 typedef Char UnitOfMeasure[30];
232 
233 
234 /// UserDefinedInstrument type.
235 ///
236 /// FIX type: char.
237 typedef
238 Char
240 
241 
242 /// uInt16 optional.
243 typedef UInt16 UInt16;
244 
245 
246 /// uInt32.
247 typedef UInt32 UInt32;
248 
249 
250 /// uInt64.
251 typedef UInt64 UInt64;
252 
253 
254 /// uInt8.
255 typedef UInt8 UInt8;
256 
257 
258 /// AggressorFlag type.
260 {
261  typedef UInt8 Base;
262 
263  enum Enum
264  {
265  /// Not Aggressor.
266  NotAggressor = 0,
267 
268  /// Aggressor.
269  Aggressor = 1
270  };
271 };
272 
273 /// AggressorSide type.
275 {
276  typedef UInt8 Base;
277 
278  enum Enum
279  {
280  /// No Aggressor.
281  NoAggressor = 0,
282 
283  /// Buy.
284  Buy = 1,
285 
286  /// Sell.
287  Sell = 2
288  };
289 };
290 
291 /// EventType type.
293 {
294  typedef UInt8 Base;
295 
296  enum Enum
297  {
298  /// Activation.
299  Activation = 5,
300 
301  /// Last Eligible Trade Date.
302  LastEligibleTradeDate = 7
303  };
304 };
305 
306 /// HaltReason type.
308 {
309  typedef UInt8 Base;
310 
311  enum Enum
312  {
313  /// Group Schedule.
314  GroupSchedule = 0,
315 
316  /// Surveillance Intervention .
317  SurveillanceIntervention = 1,
318 
319  /// Market Event .
320  MarketEvent = 2,
321 
322  /// Instrument Activation.
323  InstrumentActivation = 3,
324 
325  /// Instrument Expiration.
326  InstrumentExpiration = 4,
327 
328  /// Unknown.
329  Unknown = 5,
330 
331  /// Recovery In Process.
332  RecoveryInProcess = 6
333  };
334 };
335 
336 /// LegSide type.
338 {
339  typedef UInt8 Base;
340 
341  enum Enum
342  {
343  /// Buy Side.
344  BuySide = 1,
345 
346  /// Sell Side.
347  SellSide = 2
348  };
349 };
350 
351 /// MDEntryType type.
353 {
354  typedef CHAR Base;
355 
356  enum Enum
357  {
358  /// Bid.
359  Bid = '0',
360 
361  /// Offer.
362  Offer = '1',
363 
364  /// Trade.
365  Trade = '2',
366 
367  /// Open Price.
368  OpenPrice = '4',
369 
370  /// Settlement Price.
371  SettlementPrice = '6',
372 
373  /// Trading Session High Price.
374  TradingSessionHighPrice = '7',
375 
376  /// Trading Session Low Price.
377  TradingSessionLowPrice = '8',
378 
379  /// Trading Session Volume Weighted Average Price.
380  VWAP = '9',
381 
382  /// Cleared Volume.
384 
385  /// Open Interest.
386  OpenInterest = 'C',
387 
388  /// Implied Bid.
389  ImpliedBid = 'E',
390 
391  /// Implied Offer.
392  ImpliedOffer = 'F',
393 
394  /// Book Reset.
395  BookReset = 'J',
396 
397  /// Session High Bid.
398  SessionHighBid = 'N',
399 
400  /// Session Low Offer.
401  SessionLowOffer = 'O',
402 
403  /// Fixing Price.
404  FixingPrice = 'W',
405 
406  /// Electronic Volume.
407  ElectronicVolume = 'e',
408 
409  /// Threshold Limits and Price Band Variation.
410  ThresholdLimitsandPriceBandVariation = 'g'
411  };
412 };
413 
414 /// MDEntryTypeBook type.
416 {
417  typedef CHAR Base;
418 
419  enum Enum
420  {
421  /// Bid.
422  Bid = '0',
423 
424  /// Offer.
425  Offer = '1',
426 
427  /// Implied Bid.
428  ImpliedBid = 'E',
429 
430  /// Implied Offer.
431  ImpliedOffer = 'F',
432 
433  /// Book Reset.
434  BookReset = 'J'
435  };
436 };
437 
438 /// MDEntryTypeDailyStatistics type.
440 {
441  typedef CHAR Base;
442 
443  enum Enum
444  {
445  /// Settlement Price.
446  SettlementPrice = '6',
447 
448  /// Cleared Volume.
450 
451  /// Open Interest.
452  OpenInterest = 'C',
453 
454  /// Fixing Price.
455  FixingPrice = 'W'
456  };
457 };
458 
459 /// MDEntryTypeStatistics type.
461 {
462  typedef CHAR Base;
463 
464  enum Enum
465  {
466  /// Open Price.
467  OpenPrice = '4',
468 
469  /// High Trade.
470  HighTrade = '7',
471 
472  /// Low Trade.
473  LowTrade = '8',
474 
475  /// Trading Session Volume Weighted Average Price.
476  VWAP = '9',
477 
478  /// Highest Bid.
479  HighestBid = 'N',
480 
481  /// Lowest Offer.
482  LowestOffer = 'O'
483  };
484 };
485 
486 /// MDUpdateAction type.
488 {
489  typedef UInt8 Base;
490 
491  enum Enum
492  {
493  /// New.
494  New = 0,
495 
496  /// Change.
497  Change = 1,
498 
499  /// Delete.
500  Delete = 2,
501 
502  /// Delete Thru.
503  DeleteThru = 3,
504 
505  /// Delete From.
506  DeleteFrom = 4,
507 
508  /// Overlay.
509  Overlay = 5
510  };
511 };
512 
513 /// MoneyOrPar type.
515 {
516  typedef UInt8 Base;
517 
518  enum Enum
519  {
520  /// Money Filled.
521  Money = 1,
522 
523  /// Par Filled.
524  Par = 2
525  };
526 };
527 
528 /// OpenCloseSettlFlag type.
530 {
531  typedef UInt8 Base;
532 
533  enum Enum
534  {
535  /// Daily Open Price.
536  DailyOpenPrice = 0,
537 
538  /// Indicative Opening Price.
539  IndicativeOpeningPrice = 5,
540 
541  /// Latest update to VWAP.
542  IntradayVWAP = 100,
543 
544  /// Repo Average 8-30 AM.
545  RepoAverage8_30AM = 101,
546 
547  /// Repo Average 10 AM.
548  RepoAverage10AM = 102,
549 
550  /// Prev Session Repo Average 10 AM.
551  PrevSessionRepoAverage10AM = 103
552  };
553 };
554 
555 /// OrderUpdateAction type.
557 {
558  typedef UInt8 Base;
559 
560  enum Enum
561  {
562  /// New.
563  New = 0,
564 
565  /// Update.
566  Update = 1,
567 
568  /// Delete.
569  Delete = 2
570  };
571 };
572 
573 /// PriceSource type.
575 {
576  typedef UInt8 Base;
577 
578  enum Enum
579  {
580  /// Globex Market Surveillance team.
581  MarketPlaceAssistant = 0,
582 
583  /// Globex Trading Activity.
584  Globex = 1,
585 
586  /// Refinitiv.
587  Refinitiv = 2,
588 
589  /// Icap Market Data Feed.
590  ICAP = 3
591  };
592 };
593 
594 /// PutOrCall type.
596 {
597  typedef UInt8 Base;
598 
599  enum Enum
600  {
601  /// Put Option.
602  Put = 0,
603 
604  /// Call Option.
605  Call = 1
606  };
607 };
608 
609 /// RepoSubType type.
611 {
612  typedef UInt8 Base;
613 
614  enum Enum
615  {
616  /// Repo on a single underlying instrument.
617  Special = 0,
618 
619  /// General Collateral Repo on a single or basket of eligible underlyings, allocation at BrokerTec.
620  GC = 1,
621 
622  /// General Collateral Repo on a single or basket of eligible underlyings, allocation outside of BrokerTec, such as at the clearer, tri-party agent, etc..
623  GCForDBV = 2
624  };
625 };
626 
627 /// SecurityAltIDSource type.
629 {
630  typedef UInt8 Base;
631 
632  enum Enum
633  {
634  /// CUSIP (9 char).
635  CUSIP = 1,
636 
637  /// ISIN (12 char).
638  ISIN = 4
639  };
640 };
641 
642 /// SecurityTradingEvent type.
644 {
645  typedef UInt8 Base;
646 
647  enum Enum
648  {
649  /// No Event.
650  NoEvent = 0,
651 
652  /// No Cancel.
653  NoCancel = 1,
654 
655  /// Reset Statistics.
656  ResetStatistics = 4,
657 
658  /// Implied Matching ON.
659  ImpliedMatchingON = 5,
660 
661  /// Implied Matching OFF.
662  ImpliedMatchingOFF = 6,
663 
664  /// End Of Workup.
665  EndOfWorkup = 7
666  };
667 };
668 
669 /// SecurityTradingStatus type.
671 {
672  typedef UInt8 Base;
673 
674  enum Enum
675  {
676  /// Trading Halt.
677  TradingHalt = 2,
678 
679  /// Close.
680  Close = 4,
681 
682  /// New Price Indication.
683  NewPriceIndication = 15,
684 
685  /// Ready To Trade.
686  ReadyToTrade = 17,
687 
688  /// Not Available For Trading.
689  NotAvailableForTrading = 18,
690 
691  /// Unknown or Invalid.
692  UnknownorInvalid = 20,
693 
694  /// Pre Open.
695  PreOpen = 21,
696 
697  /// Pre Cross.
698  PreCross = 24,
699 
700  /// Cross.
701  Cross = 25,
702 
703  /// Post Close.
704  PostClose = 26,
705 
706  /// No Change.
707  NoChange = 103,
708 
709  /// Private Workup.
710  PrivateWorkup = 201,
711 
712  /// Public Workup.
713  PublicWorkup = 202
714  };
715 };
716 
717 /// SecurityUpdateAction type.
719 {
720  typedef CHAR Base;
721 
722  enum Enum
723  {
724  /// Add.
725  Add = 'A',
726 
727  /// Delete.
728  Delete = 'D',
729 
730  /// Modify.
731  Modify = 'M'
732  };
733 };
734 
735 /// Side type.
737 {
738  typedef UInt8 Base;
739 
740  enum Enum
741  {
742  /// Buy.
743  Buy = 1,
744 
745  /// Sell.
746  Sell = 2
747  };
748 };
749 
750 /// WorkupTradingStatus type.
752 {
753  typedef UInt8 Base;
754 
755  enum Enum
756  {
757  /// Ready To Trade.
758  ReadyToTrade = 17,
759 
760  /// Not Available For Trading.
761  NotAvailableForTrading = 18,
762 
763  /// Private Workup.
764  PrivateWorkup = 201,
765 
766  /// Public Workup.
767  PublicWorkup = 202
768  };
769 };
770 
771 /// InstAttribValue type.
773 {
774 public:
775  /// Aliases integral type whose bits
776  /// are used to indicate flag presence.
777  typedef UInt32 Bits;
778 
779  /// Indicates whether ElectronicMatchEligible bit is set.
781  {
782  return 0 != (bits_ & 0x1);
783  }
784 
785  /// Indicates whether OrderCrossEligible bit is set.
786  bool orderCrossEligible() const
787  {
788  return 0 != (bits_ & 0x2);
789  }
790 
791  /// Indicates whether BlockTradeEligible bit is set.
792  bool blockTradeEligible() const
793  {
794  return 0 != (bits_ & 0x4);
795  }
796 
797  /// Indicates whether EFPEligible bit is set.
798  bool efpEligible() const
799  {
800  return 0 != (bits_ & 0x8);
801  }
802 
803  /// Indicates whether EBFEligible bit is set.
804  bool ebfEligible() const
805  {
806  return 0 != (bits_ & 0x10);
807  }
808 
809  /// Indicates whether EFSEligible bit is set.
810  bool efsEligible() const
811  {
812  return 0 != (bits_ & 0x20);
813  }
814 
815  /// Indicates whether EFREligible bit is set.
816  bool efrEligible() const
817  {
818  return 0 != (bits_ & 0x40);
819  }
820 
821  /// Indicates whether OTCEligible bit is set.
822  bool otcEligible() const
823  {
824  return 0 != (bits_ & 0x80);
825  }
826 
827  /// Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
829  {
830  return 0 != (bits_ & 0x100);
831  }
832 
833  /// Indicates whether NegativeStrikeEligible bit is set.
835  {
836  return 0 != (bits_ & 0x200);
837  }
838 
839  /// Indicates whether NegativePriceOutrightEligible bit is set.
841  {
842  return 0 != (bits_ & 0x400);
843  }
844 
845  /// Indicates whether IsFractional bit is set.
846  bool isFractional() const
847  {
848  return 0 != (bits_ & 0x800);
849  }
850 
851  /// Indicates whether VolatilityQuotedOption bit is set.
853  {
854  return 0 != (bits_ & 0x1000);
855  }
856 
857  /// Indicates whether RFQCrossEligible bit is set.
858  bool rfqCrossEligible() const
859  {
860  return 0 != (bits_ & 0x2000);
861  }
862 
863  /// Indicates whether ZeroPriceOutrightEligible bit is set.
865  {
866  return 0 != (bits_ & 0x4000);
867  }
868 
869  /// Indicates whether DecayingProductEligibility bit is set.
871  {
872  return 0 != (bits_ & 0x8000);
873  }
874 
875  /// Indicates whether VariableProductEligibility bit is set.
877  {
878  return 0 != (bits_ & 0x10000);
879  }
880 
881  /// Indicates whether DailyProductEligibility bit is set.
883  {
884  return 0 != (bits_ & 0x20000);
885  }
886 
887  /// Indicates whether GTOrdersEligibility bit is set.
888  bool gtOrdersEligibility() const
889  {
890  return 0 != (bits_ & 0x40000);
891  }
892 
893  /// Indicates whether ImpliedMatchingEligibility bit is set.
895  {
896  return 0 != (bits_ & 0x80000);
897  }
898 
899  /// Indicates whether TriangulationEligible bit is set.
901  {
902  return 0 != (bits_ & 0x100000);
903  }
904 
905  /// Indicates whether VariableCabEligible bit is set.
906  bool variableCabEligible() const
907  {
908  return 0 != (bits_ & 0x200000);
909  }
910 
911  /// Indicates whether InvertedBook bit is set.
912  bool invertedBook() const
913  {
914  return 0 != (bits_ & 0x400000);
915  }
916 
917  /// Indicates whether IsAoNInstrument bit is set.
918  bool isAoNInstrument() const
919  {
920  return 0 != (bits_ & 0x800000);
921  }
922 
923  /// Returns elements as they packed in the set.
924  inline Bits bits() const
925  {
926  return bits_;
927  }
928 
929  InstAttribValue(Bits bits = 0)
930  : bits_(bits)
931  {
932  }
933 
934 private:
935  Bits bits_;
936 };
937 
938 /// MatchEventIndicator type.
940 {
941 public:
942  /// Aliases integral type whose bits
943  /// are used to indicate flag presence.
944  typedef UInt8 Bits;
945 
946  /// Indicates whether LastTradeMsg bit is set.
947  bool lastTradeMsg() const
948  {
949  return 0 != (bits_ & 0x1);
950  }
951 
952  /// Indicates whether LastVolumeMsg bit is set.
953  bool lastVolumeMsg() const
954  {
955  return 0 != (bits_ & 0x2);
956  }
957 
958  /// Indicates whether LastQuoteMsg bit is set.
959  bool lastQuoteMsg() const
960  {
961  return 0 != (bits_ & 0x4);
962  }
963 
964  /// Indicates whether LastStatsMsg bit is set.
965  bool lastStatsMsg() const
966  {
967  return 0 != (bits_ & 0x8);
968  }
969 
970  /// Indicates whether LastImpliedMsg bit is set.
971  bool lastImpliedMsg() const
972  {
973  return 0 != (bits_ & 0x10);
974  }
975 
976  /// Indicates whether RecoveryMsg bit is set.
977  bool recoveryMsg() const
978  {
979  return 0 != (bits_ & 0x20);
980  }
981 
982  /// Indicates whether Reserved bit is set.
983  bool reserved() const
984  {
985  return 0 != (bits_ & 0x40);
986  }
987 
988  /// Indicates whether EndOfEvent bit is set.
989  bool endOfEvent() const
990  {
991  return 0 != (bits_ & 0x80);
992  }
993 
994  /// Returns elements as they packed in the set.
995  inline Bits bits() const
996  {
997  return bits_;
998  }
999 
1000  MatchEventIndicator(Bits bits = 0)
1001  : bits_(bits)
1002  {
1003  }
1004 
1005 private:
1006  Bits bits_;
1007 };
1008 
1009 /// SettlPriceType type.
1011 {
1012 public:
1013  /// Aliases integral type whose bits
1014  /// are used to indicate flag presence.
1015  typedef UInt8 Bits;
1016 
1017  /// Indicates whether FinalDaily bit is set.
1018  bool finalDaily() const
1019  {
1020  return 0 != (bits_ & 0x1);
1021  }
1022 
1023  /// Indicates whether Actual bit is set.
1024  bool actual() const
1025  {
1026  return 0 != (bits_ & 0x2);
1027  }
1028 
1029  /// Indicates whether Rounded bit is set.
1030  bool rounded() const
1031  {
1032  return 0 != (bits_ & 0x4);
1033  }
1034 
1035  /// Indicates whether Intraday bit is set.
1036  bool intraday() const
1037  {
1038  return 0 != (bits_ & 0x8);
1039  }
1040 
1041  /// Indicates whether ReservedBits bit is set.
1042  bool reservedBits() const
1043  {
1044  return 0 != (bits_ & 0x10);
1045  }
1046 
1047  /// Indicates whether NullValue bit is set.
1048  bool nullValue() const
1049  {
1050  return 0 != (bits_ & 0x80);
1051  }
1052 
1053  /// Returns elements as they packed in the set.
1054  inline Bits bits() const
1055  {
1056  return bits_;
1057  }
1058 
1059  SettlPriceType(Bits bits = 0)
1060  : bits_(bits)
1061  {
1062  }
1063 
1064 private:
1065  Bits bits_;
1066 };
1067 
1068 
1069 /// Null value for optional Int32 field.
1070 typedef
1073 
1074 
1075 /// Null value for optional Int8 field.
1076 typedef
1079 
1080 
1081 /// Null value for optional LocalMktDate field.
1082 typedef
1085 
1086 
1087 /// Null value for optional UInt16 field.
1088 typedef
1091 
1092 
1093 /// Null value for optional UInt32 field.
1094 typedef
1097 
1098 
1099 /// Null value for optional UInt64 field.
1100 typedef
1103 
1104 
1105 /// Null value for optional UInt8 field.
1106 typedef
1109 
1110 
1111 
1112 /// Converts days since epoch to Timestamp value.
1113 inline
1114 Timestamp
1116 {
1117  return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
1118 }
1119 
1120 ONIXS_CMEMDH_DATA_PACKING_END
#define ONIXS_CMEMDH_LTWT_CLASS
Definition: Bootstrap.h:94
bool ebfEligible() const
Indicates whether EBFEligible bit is set.
Definition: Fields.h:804
Char String12[12]
Definition: Fields.h:171
bool dailyProductEligibility() const
Indicates whether DailyProductEligibility bit is set.
Definition: Fields.h:882
Char String3[3]
Definition: Fields.h:189
OrderUpdateAction type.
Definition: Fields.h:556
UInt16 LocalMktDate
Definition: Fields.h:79
bool rounded() const
Indicates whether Rounded bit is set.
Definition: Fields.h:1030
Char SecurityExchange[4]
Definition: Fields.h:139
bool volatilityQuotedOption() const
Indicates whether VolatilityQuotedOption bit is set.
Definition: Fields.h:852
Int32 Int32
int32.
Definition: Fields.h:69
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for optional UInt16 field.
Definition: Fields.h:1090
bool blockTradeEligible() const
Indicates whether BlockTradeEligible bit is set.
Definition: Fields.h:792
InstAttribValue type.
Definition: Fields.h:772
bool negativeStrikeEligible() const
Indicates whether NegativeStrikeEligible bit is set.
Definition: Fields.h:834
UInt32 UInt32
uInt32.
Definition: Fields.h:247
MatchEventIndicator type.
Definition: Fields.h:939
bool decayingProductEligibility() const
Indicates whether DecayingProductEligibility bit is set.
Definition: Fields.h:870
Char String25[25]
Definition: Fields.h:183
Represents time point without time-zone information.
Definition: Time.h:471
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:995
LegSide type.
Definition: Fields.h:337
bool intraday() const
Indicates whether Intraday bit is set.
Definition: Fields.h:1036
bool zeroPriceOutrightEligible() const
Indicates whether ZeroPriceOutrightEligible bit is set.
Definition: Fields.h:864
bool invertedBook() const
Indicates whether InvertedBook bit is set.
Definition: Fields.h:912
bool electronicMatchEligible() const
Indicates whether ElectronicMatchEligible bit is set.
Definition: Fields.h:780
bool endOfEvent() const
Indicates whether EndOfEvent bit is set.
Definition: Fields.h:989
EventType type.
Definition: Fields.h:292
Char String20[20]
Definition: Fields.h:177
Char Text[180]
Definition: Fields.h:219
bool iLinkIndicativeMassQuotingEligible() const
Indicates whether iLinkIndicativeMassQuotingEligible bit is set.
Definition: Fields.h:828
bool rfqCrossEligible() const
Indicates whether RFQCrossEligible bit is set.
Definition: Fields.h:858
Char CHAR
char.
Definition: Fields.h:43
Char String8[8]
Definition: Fields.h:207
IntegralConstant< UInt8, 255 > NullUInt8
Null value for optional UInt8 field.
Definition: Fields.h:1108
IntegralConstant< Int8, 127 > NullInt8
Null value for optional Int8 field.
Definition: Fields.h:1078
MDEntryTypeDailyStatistics type.
Definition: Fields.h:439
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:1054
bool otcEligible() const
Indicates whether OTCEligible bit is set.
Definition: Fields.h:822
UInt8 UInt8
uInt8.
Definition: Fields.h:255
SecurityAltIDSource type.
Definition: Fields.h:628
Char Symbol[20]
Definition: Fields.h:213
char Char
Character type alias.
Definition: String.h:36
Char LongName[35]
Definition: Fields.h:85
bool efpEligible() const
Indicates whether EFPEligible bit is set.
Definition: Fields.h:798
Char QuoteReqId[23]
Definition: Fields.h:133
bool reserved() const
Indicates whether Reserved bit is set.
Definition: Fields.h:983
UInt64 UInt64
uInt64.
Definition: Fields.h:251
Char SecuritySubType[5]
Definition: Fields.h:159
MoneyOrPar type.
Definition: Fields.h:514
bool impliedMatchingEligibility() const
Indicates whether ImpliedMatchingEligibility bit is set.
Definition: Fields.h:894
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for optional UInt64 field.
Definition: Fields.h:1102
Char SecurityGroup[6]
Definition: Fields.h:145
bool lastVolumeMsg() const
Indicates whether LastVolumeMsg bit is set.
Definition: Fields.h:953
#define ONIXS_CMEMDH_LTWT_STRUCT
Definition: Bootstrap.h:98
SettlPriceType type.
Definition: Fields.h:1010
Int16 Int16
int16.
Definition: Fields.h:65
Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
Definition: Fields.h:1115
Char String6[6]
Definition: Fields.h:201
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for optional UInt32 field.
Definition: Fields.h:1096
bool variableCabEligible() const
Indicates whether VariableCabEligible bit is set.
Definition: Fields.h:906
WorkupTradingStatus type.
Definition: Fields.h:751
HaltReason type.
Definition: Fields.h:307
bool finalDaily() const
Indicates whether FinalDaily bit is set.
Definition: Fields.h:1018
Char String5[5]
Definition: Fields.h:195
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:152
Bits bits() const
Returns elements as they packed in the set.
Definition: Fields.h:924
AggressorFlag type.
Definition: Fields.h:259
bool efsEligible() const
Indicates whether EFSEligible bit is set.
Definition: Fields.h:810
bool isFractional() const
Indicates whether IsFractional bit is set.
Definition: Fields.h:846
Char FeedType[3]
Definition: Fields.h:115
Char Asset[6]
Definition: Fields.h:33
PriceSource type.
Definition: Fields.h:574
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for optional LocalMktDate field.
Definition: Fields.h:1084
Char UserDefinedInstrument
Definition: Fields.h:239
AggressorSide type.
Definition: Fields.h:274
SecurityUpdateAction type.
Definition: Fields.h:718
bool lastImpliedMsg() const
Indicates whether LastImpliedMsg bit is set.
Definition: Fields.h:971
bool negativePriceOutrightEligible() const
Indicates whether NegativePriceOutrightEligible bit is set.
Definition: Fields.h:840
bool gtOrdersEligibility() const
Indicates whether GTOrdersEligibility bit is set.
Definition: Fields.h:888
bool orderCrossEligible() const
Indicates whether OrderCrossEligible bit is set.
Definition: Fields.h:786
Char UnitOfMeasure[30]
Definition: Fields.h:231
Char UnderlyingSymbol[20]
Definition: Fields.h:225
PutOrCall type.
Definition: Fields.h:595
SecurityTradingEvent type.
Definition: Fields.h:643
MDEntryTypeBook type.
Definition: Fields.h:415
bool isAoNInstrument() const
Indicates whether IsAoNInstrument bit is set.
Definition: Fields.h:918
bool recoveryMsg() const
Indicates whether RecoveryMsg bit is set.
Definition: Fields.h:977
OpenCloseSettlFlag type.
Definition: Fields.h:529
Char SecurityType[6]
Definition: Fields.h:165
bool nullValue() const
Indicates whether NullValue bit is set.
Definition: Fields.h:1048
UInt16 UInt16
uInt16 optional.
Definition: Fields.h:243
bool lastStatsMsg() const
Indicates whether LastStatsMsg bit is set.
Definition: Fields.h:965
Char Currency[3]
Definition: Fields.h:55
bool variableProductEligibility() const
Indicates whether VariableProductEligibility bit is set.
Definition: Fields.h:876
Char CFICode[6]
Definition: Fields.h:39
MDUpdateAction type.
Definition: Fields.h:487
MDEntryType type.
Definition: Fields.h:352
Char CountryCode[2]
Definition: Fields.h:49
bool reservedBits() const
Indicates whether ReservedBits bit is set.
Definition: Fields.h:1042
Int8 Int8
int8.
Definition: Fields.h:73
Side type.
Definition: Fields.h:736
SecurityTradingStatus type.
Definition: Fields.h:670
bool actual() const
Indicates whether Actual bit is set.
Definition: Fields.h:1024
const Tag ClearedVolume
Definition: Tags.h:34
bool lastTradeMsg() const
Indicates whether LastTradeMsg bit is set.
Definition: Fields.h:947
RepoSubType type.
Definition: Fields.h:610
bool lastQuoteMsg() const
Indicates whether LastQuoteMsg bit is set.
Definition: Fields.h:959
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for optional Int32 field.
Definition: Fields.h:1072
Integral constant.
Definition: Integral.h:88
MDEntryTypeStatistics type.
Definition: Fields.h:460
bool efrEligible() const
Indicates whether EFREligible bit is set.
Definition: Fields.h:816
bool triangulationEligible() const
Indicates whether TriangulationEligible bit is set.
Definition: Fields.h:900
#define ONIXS_CMEMDH_NAMESPACE_END
Definition: Bootstrap.h:156