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)

/// char.
typedef Char CHAR;


/// Currency.
/// 
/// FIX type: Currency.
typedef Char Currency[3];


/// Eris User Defined Instrument.
/// 
/// FIX type: char.
typedef Char ErisUDI;


/// int32.
typedef Int32 Int32;


/// int8.
typedef Int8 Int8;


/// Constant value sent from clearing for legs.
typedef 
IntegralConstant<Char, 'H'> 
LegSecurityIDSource;


/// LocalMktDate type.
/// 
/// FIX type: LocalMktDate.
typedef UInt16 LocalMktDate;


/// MDEntryTypeTrade.
typedef 
IntegralConstant<Char, '2'> 
EntryTypeTrade;


/// MDUpdateActionNew.
typedef 
IntegralConstant<Int8, 0> 
UpdateActionNew;


/// SecurityExchange type.
/// 
/// FIX type: Exchange.
typedef Char SecurityExchange[4];


/// String length 100.
/// 
/// FIX type: String.
typedef Char String100[100];


/// StringLength12.
/// 
/// FIX type: String.
typedef Char String12[12];


/// String Length 30.
/// 
/// FIX type: String.
typedef Char String30[30];


/// StringLength4.
/// 
/// FIX type: String.
typedef Char String4[4];


/// Optional string with length of 5.
/// 
/// FIX type: String.
typedef Char String5[5];


/// String length 8.
/// 
/// FIX type: String.
typedef Char String8[8];


/// Optional string with length of 3.
/// 
/// FIX type: String.
typedef Char StringLen3[3];


/// Optional string with length of 17.
/// 
/// FIX type: String.
typedef Char StringLength17[17];


/// StringLength of 2 characters.
/// 
/// FIX type: String.
typedef Char StringLength2[2];


/// Optional string with length of 26.
/// 
/// FIX type: String.
typedef Char StringLength26[26];


/// String With Length 50 Characters .
/// 
/// FIX type: String.
typedef Char StringLength50[50];


/// String with Length 500.
typedef Char StringLength500[500];


/// StringLength6.
/// 
/// FIX type: String.
typedef Char StringLength6[6];


/// String With Length 9 Characters.
/// 
/// FIX type: String.
typedef Char StringLength9[9];


/// Text.
/// 
/// FIX type: String.
typedef Char Text[180];


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


/// uInt16.
typedef UInt16 UInt16;


/// uInt32.
typedef UInt32 UInt32;


/// uInt64.
typedef UInt64 UInt64;


/// uInt8.
typedef UInt8 UInt8;


/// AggressorSide type.
ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT AggressorSide
{
    typedef UInt8 Base;

    enum Enum
    {
        /// No Aggressor.
        NoAggressor = 0,

        /// Buy.
        Buy = 1,

        /// Sell.
        Sell = 2
    };
};

/// EventTypeIndices type.
ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT EventTypeIndices
{
    typedef UInt8 Base;

    enum Enum
    {
        /// Activation.
        Activation = 5,

        /// Deletion.
        Deletion = 6,

        /// Modification.
        Modification = 120
    };
};

/// MDEntryCode type.
ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT EntryCode
{
    typedef UInt8 Base;

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

        /// PreMarket.
        PreMarket = 2,

        /// PreliminaryClose.
        PreliminaryClose = 3,

        /// SessionClose.
        SessionClose = 4,

        /// Close.
        Close = 5
    };
};

/// MDEntryTypeIndices type.
ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT EntryTypeIndices
{
    typedef CHAR Base;

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

        /// Offer.
        Offer = '1',

        /// Trade.
        Trade = '2',

        /// Index Value.
        IndexValue = '3',

        /// Opening Value.
        OpeningValue = '4',

        /// Closing Price.
        ClosingPrice = '5',

        /// Settlement Price.
        SettlementPrice = '6',

        /// Session High Price.
        SessionHighPrice = '7',

        /// Session Low Price.
        SessionLowPrice = '8',

        /// Trade Volume.
        TradeVolume = 'e'
    };
};

/// MDUpdateAction type.
ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT UpdateAction
{
    typedef UInt8 Base;

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

        /// Change.
        Change = 1,

        /// Delete.
        Delete = 2,

        /// Delete Thru.
        DeleteThru = 3,

        /// Delete From.
        DeleteFrom = 4,

        /// Overlay.
        Overlay = 5
    };
};

/// SecurityUpdateAction type.
ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT SecurityUpdateAction
{
    typedef CHAR Base;

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

        /// Delete.
        Delete = 'D',

        /// Modify.
        Modify = 'M'
    };
};

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

    /// Indicates whether LastTradeMsg bit is set.
    bool lastTradeMsg() const
    {
        return 0 != (bits_ & 0x1);
    }

    /// Indicates whether LastVolumeMsg bit is set.
    bool lastVolumeMsg() const
    {
        return 0 != (bits_ & 0x2);
    }

    /// Indicates whether LastQuoteMsg bit is set.
    bool lastQuoteMsg() const
    {
        return 0 != (bits_ & 0x4);
    }

    /// Indicates whether LastStatsMsg bit is set.
    bool lastStatsMsg() const
    {
        return 0 != (bits_ & 0x8);
    }

    /// Indicates whether LastImpliedMsg bit is set.
    bool lastImpliedMsg() const
    {
        return 0 != (bits_ & 0x10);
    }

    /// Indicates whether RecoveryMsg bit is set.
    bool recoveryMsg() const
    {
        return 0 != (bits_ & 0x20);
    }

    /// Indicates whether Reserved bit is set.
    bool reserved() const
    {
        return 0 != (bits_ & 0x40);
    }

    /// Indicates whether EndOfEvent bit is set.
    bool endOfEvent() const
    {
        return 0 != (bits_ & 0x80);
    }

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

    MatchEventIndicator(Bits bits = 0)
        : bits_(bits)
    {
    }

private:
    Bits bits_;
};

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

    /// Indicates whether FinalDaily bit is set.
    bool finalDaily() const
    {
        return 0 != (bits_ & 0x1);
    }

    /// Indicates whether Actual bit is set.
    bool actual() const
    {
        return 0 != (bits_ & 0x2);
    }

    /// Indicates whether Rounded bit is set.
    bool rounded() const
    {
        return 0 != (bits_ & 0x4);
    }

    /// Indicates whether ReservedBits bit is set.
    bool reservedBits() const
    {
        return 0 != (bits_ & 0x8);
    }

    /// Indicates whether NullValue bit is set.
    bool nullValue() const
    {
        return 0 != (bits_ & 0x80);
    }

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

    SettlPriceType(Bits bits = 0)
        : bits_(bits)
    {
    }

private:
    Bits bits_;
};


/// Null value for optional ErisUDI field.
typedef 
IntegralConstant<Char, '\x0'> 
NullErisUDI;


/// Null value for optional Int32 field.
typedef 
IntegralConstant<Int32, 2147483647> 
NullInt32;


/// Null value for optional Int8 field.
typedef 
IntegralConstant<Int8, 127> 
NullInt8;


/// Null value for optional LocalMktDate field.
typedef 
IntegralConstant<UInt16, 65535> 
NullLocalMktDate;


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


/// Null value for optional UInt16 field.
typedef 
IntegralConstant<UInt16, 65535> 
NullUInt16;


/// Null value for optional UInt32 field.
typedef 
IntegralConstant<UInt32, 4294967295> 
NullUInt32;


/// Null value for optional UInt64 field.
typedef 
IntegralConstant<UInt64, 18446744073709551615ULL> 
NullUInt64;


/// Null value for optional UInt8 field.
typedef 
IntegralConstant<UInt8, 255> 
NullUInt8;



/// Converts days since epoch to Timestamp value. 
inline 
Timestamp
localMktDateToTimestamp(LocalMktDate days)
{
    return Timestamp(TimeSpan(days, 0, 0, 0, 0).ticks());
}

ONIXS_CMESTREAMLINEDMDH_DATA_PACKING_END
ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END