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/Streamlined/Time.h>
#include <OnixS/CME/Streamlined/String.h>
#include <OnixS/CME/Streamlined/Integral.h>
 
ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
ONIXS_CMESTREAMLINEDMDH_DATA_PACKING_BEGIN(1)
 

typedef Char CHAR;
 

typedef Char Currency[3];
 

typedef Char ErisUDI;
 

typedef Int32 Int32;
 

typedef Int8 Int8;
 

typedef 
IntegralConstant<Char, 'H'> 
LegSecurityIDSource;
 

typedef UInt16 LocalMktDate;
 

typedef 
IntegralConstant<Char, '2'> 
EntryTypeTrade;
 

typedef 
IntegralConstant<Int8, 0> 
UpdateActionNew;
 

typedef Char SecurityExchange[4];
 

typedef Char String100[100];
 

typedef Char String12[12];
 

typedef Char String30[30];
 

typedef Char String4[4];
 

typedef Char String5[5];
 

typedef Char String8[8];
 

typedef Char StringLen3[3];
 

typedef Char StringLength17[17];
 

typedef Char StringLength2[2];
 

typedef Char StringLength26[26];
 

typedef Char StringLength50[50];
 

typedef Char StringLength500[500];
 

typedef Char StringLength6[6];
 

typedef Char StringLength9[9];
 

typedef Char Text[180];
 

typedef Char CharNULL;
 

typedef UInt16 UInt16;
 

typedef UInt32 UInt32;
 

typedef UInt64 UInt64;
 

typedef UInt8 UInt8;
 

ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT AggressorSide
{
    typedef UInt8 Base;
 
    enum Enum
    {
        NoAggressor = 0,

        Buy = 1,

        Sell = 2
    };
};

ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT EventTypeIndices
{
    typedef UInt8 Base;
 
    enum Enum
    {
        Activation = 5,

        Deletion = 6,

        Modification = 120
    };
};

ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT EntryCode
{
    typedef UInt8 Base;
 
    enum Enum
    {
        Indicative = 1,

        PreMarket = 2,

        PreliminaryClose = 3,

        SessionClose = 4,

        Close = 5
    };
};

ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT EntryTypeIndices
{
    typedef CHAR Base;
 
    enum Enum
    {
        Bid = '0',

        Offer = '1',

        Trade = '2',

        IndexValue = '3',

        OpeningValue = '4',

        ClosingPrice = '5',

        SettlementPrice = '6',

        SessionHighPrice = '7',

        SessionLowPrice = '8',

        TradeVolume = 'e'
    };
};

ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT UpdateAction
{
    typedef UInt8 Base;
 
    enum Enum
    {
        New = 0,

        Change = 1,

        Delete = 2,

        DeleteThru = 3,

        DeleteFrom = 4,

        Overlay = 5
    };
};

ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT SecurityUpdateAction
{
    typedef CHAR Base;
 
    enum Enum
    {
        Add = 'A',

        Delete = 'D',

        Modify = 'M'
    };
};

ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS MatchEventIndicator
{
public:
    typedef UInt8 Bits;

    bool lastTradeMsg() const
    {
        return 0 != (bits_ & 0x1);
    }

    bool lastVolumeMsg() const
    {
        return 0 != (bits_ & 0x2);
    }

    bool lastQuoteMsg() const
    {
        return 0 != (bits_ & 0x4);
    }

    bool lastStatsMsg() const
    {
        return 0 != (bits_ & 0x8);
    }

    bool lastImpliedMsg() const
    {
        return 0 != (bits_ & 0x10);
    }

    bool recoveryMsg() const
    {
        return 0 != (bits_ & 0x20);
    }

    bool reserved() const
    {
        return 0 != (bits_ & 0x40);
    }

    bool endOfEvent() const
    {
        return 0 != (bits_ & 0x80);
    }

    inline Bits bits() const
    {
        return bits_;
    }
 
    MatchEventIndicator(Bits bits = 0)
        : bits_(bits)
    {
    }
 
private:
    Bits bits_;
};

ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS SettlPriceType
{
public:
    typedef UInt8 Bits;

    bool finalDaily() const
    {
        return 0 != (bits_ & 0x1);
    }

    bool actual() const
    {
        return 0 != (bits_ & 0x2);
    }

    bool rounded() const
    {
        return 0 != (bits_ & 0x4);
    }

    bool reservedBits() const
    {
        return 0 != (bits_ & 0x8);
    }

    bool nullValue() const
    {
        return 0 != (bits_ & 0x80);
    }

    inline Bits bits() const
    {
        return bits_;
    }
 
    SettlPriceType(Bits bits = 0)
        : bits_(bits)
    {
    }
 
private:
    Bits bits_;
};
 

typedef 
IntegralConstant<Char, '\x0'> 
NullErisUDI;
 

typedef 
IntegralConstant<Int32, 2147483647> 
NullInt32;
 

typedef 
IntegralConstant<Int8, 127> 
NullInt8;
 

typedef 
IntegralConstant<UInt16, 65535> 
NullLocalMktDate;
 

typedef 
IntegralConstant<Char, '0'> 
NullCharNULL;
 

typedef 
IntegralConstant<UInt16, 65535> 
NullUInt16;
 

typedef 
IntegralConstant<UInt32, 4294967295> 
NullUInt32;
 

typedef 
IntegralConstant<UInt64, 18446744073709551615ULL> 
NullUInt64;
 

typedef 
IntegralConstant<UInt8, 255> 
NullUInt8;
 
 

inline 
Timestamp
localMktDateToTimestamp(LocalMktDate days)
{
    return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
}
 
ONIXS_CMESTREAMLINEDMDH_DATA_PACKING_END
ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END