OnixS C++ Euronext Optiq MDG Handler  1.3.1
API documentation
Fields.h
Go to the documentation of this file.
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20 
21 #pragma once
22 
25 
27 
28 /// Type alias for the `Unsigned_char`.
30 
31 
32 /// Type alias for the `Int8_t`.
33 typedef Int8 Int8;
34 
35 
36 /// Type alias for the `Uint16_t`.
37 typedef UInt16 Uint16;
38 
39 
40 /// Type alias for the `Uint32_t`.
41 typedef UInt32 Uint32;
42 
43 
44 /// Type alias for the `Uint64_t`.
45 typedef UInt64 Uint64;
46 
47 
48 /// Type alias for the `Int32_t`.
49 typedef Int32 Int32;
50 
51 
52 /// Type alias for the `Int64_t`.
53 typedef Int64 Int64;
54 
55 
56 /// Type alias for the `Time_t`.
57 typedef UInt64 Time;
58 
59 
60 /// Type alias for the `Char1`.
61 typedef Char Char1;
62 
63 
64 /// Type alias for the `Char2`.
65 typedef Char Char2[2];
66 
67 
68 /// Type alias for the `Char3`.
69 typedef Char Char3[3];
70 
71 
72 /// Type alias for the `Char4`.
73 typedef Char Char4[4];
74 
75 
76 /// Type alias for the `Char5`.
77 typedef Char Char5[5];
78 
79 
80 /// Type alias for the `Char6`.
81 typedef Char Char6[6];
82 
83 
84 /// Type alias for the `Char7`.
85 typedef Char Char7[7];
86 
87 
88 /// Type alias for the `Char8`.
89 typedef Char Char8[8];
90 
91 
92 /// Type alias for the `Char10`.
93 typedef Char Char10[10];
94 
95 
96 /// Type alias for the `Char11`.
97 typedef Char Char11[11];
98 
99 
100 /// Type alias for the `Char12`.
101 typedef Char Char12[12];
102 
103 
104 /// Type alias for the `Char13`.
105 typedef Char Char13[13];
106 
107 
108 /// Type alias for the `Char15`.
109 typedef Char Char15[15];
110 
111 
112 /// Type alias for the `Char16`.
113 typedef Char Char16[16];
114 
115 
116 /// Type alias for the `Char18`.
117 typedef Char Char18[18];
118 
119 
120 /// Type alias for the `Char20`.
121 typedef Char Char20[20];
122 
123 
124 /// Type alias for the `Char24`.
125 typedef Char Char24[24];
126 
127 
128 /// Type alias for the `Char25`.
129 typedef Char Char25[25];
130 
131 
132 /// Type alias for the `Char27`.
133 typedef Char Char27[27];
134 
135 
136 /// Type alias for the `Char30`.
137 typedef Char Char30[30];
138 
139 
140 /// Type alias for the `Char32`.
141 typedef Char Char32[32];
142 
143 
144 /// Type alias for the `Char50`.
145 typedef Char Char50[50];
146 
147 
148 /// Type alias for the `Char52`.
149 typedef Char Char52[52];
150 
151 
152 /// Type alias for the `Char60`.
153 typedef Char Char60[60];
154 
155 
156 /// Type alias for the `Char100`.
157 typedef Char Char100[100];
158 
159 
160 /// Type alias for the `Char102`.
161 typedef Char Char102[102];
162 
163 
164 /// Type alias for the `Char250`.
165 typedef Char Char250[250];
166 
167 
168 /// `PricingAlgorithm_enum` type.
170 {
171  typedef UInt8 Base;
172 
173  enum Enum
174  {
175  /// Standard
176  Standard = 0,
177 
178  /// TotalReturnFuture
179  TotalReturnFuture = 1,
180 
181  /// MarketOnClose
182  MarketOnClose = 2
183  };
184 
185  /// \return a human-readable presentation.
187  static
188  std::string
189  toString(
190  Enum);
191 };
192 
193 /// `AccountType_enum` type.
195 {
196  typedef UInt8 Base;
197 
198  enum Enum
199  {
200  /// Client
201  Client = 1,
202 
203  /// House
204  House = 2,
205 
206  /// RO
207  RO = 4,
208 
209  /// AssignedBroker
210  AssignedBroker = 5,
211 
212  /// LiquidityProvider
213  LiquidityProvider = 6,
214 
215  /// RelatedParty
216  RelatedParty = 7,
217 
218  /// StructuredProductMarketMaker
219  StructuredProductMarketMaker = 8,
220 
221  /// OmegaClient
222  OmegaClient = 14,
223 
224  /// CeresClient
225  CeresClient = 15
226  };
227 
228  /// \return a human-readable presentation.
230  static
231  std::string
232  toString(
233  Enum);
234 };
235 
236 /// `Session_enum` type.
238 {
239  typedef UInt8 Base;
240 
241  enum Enum
242  {
243  /// Session0
244  Session0 = 0,
245 
246  /// Session1
247  Session1 = 1,
248 
249  /// Session2
250  Session2 = 2,
251 
252  /// Session3
253  Session3 = 3,
254 
255  /// Session4
256  Session4 = 4,
257 
258  /// Session5
259  Session5 = 5,
260 
261  /// Session6
262  Session6 = 6,
263 
264  /// Session7
265  Session7 = 7,
266 
267  /// Session8
268  Session8 = 8,
269 
270  /// Session9
271  Session9 = 9
272  };
273 
274  /// \return a human-readable presentation.
276  static
277  std::string
278  toString(
279  Enum);
280 };
281 
282 /// `TechnicalNotificationType_enum` type.
284 {
285  typedef UInt8 Base;
286 
287  enum Enum
288  {
289  /// InstrumentBookRetransmissionEnd
290  InstrumentBookRetransmissionEnd = 1,
291 
292  /// TradeRetransmissionStart
293  TradeRetransmissionStart = 10,
294 
295  /// TradeRetransmissionEnd
296  TradeRetransmissionEnd = 11
297  };
298 
299  /// \return a human-readable presentation.
301  static
302  std::string
303  toString(
304  Enum);
305 };
306 
307 /// `ScheduledEvent_enum` type.
309 {
310  typedef UInt8 Base;
311 
312  enum Enum
313  {
314  /// CancelPreviouslyScheduledEvent
315  CancelPreviouslyScheduledEvent = 0,
316 
317  /// Reopening
318  Reopening = 1,
319 
320  /// ResumptionOfTrading
321  ResumptionOfTrading = 3,
322 
323  /// Closed
324  Closed = 4,
325 
326  /// Expiry
327  Expiry = 5,
328 
329  /// WholesaleLargeInScaleLiSTradesOpenExtension
330  WholesaleLargeInScaleLiSTradesOpenExtension = 6,
331 
332  /// WholesaleBasisTradesOpenExtension
333  WholesaleBasisTradesOpenExtension = 7,
334 
335  /// WholesaleAgainstActualsTradesOpenExtension
336  WholesaleAgainstActualsTradesOpenExtension = 8,
337 
338  /// WholesaleLargeInScaleLiSPackageTradesOpenExtension
339  WholesaleLargeInScaleLiSPackageTradesOpenExtension = 9,
340 
341  /// WholesaleExchangeForSwapsTradesOpenExtension
342  WholesaleExchangeForSwapsTradesOpenExtension = 10,
343 
344  /// WholesaleTradesOpenExtension
345  WholesaleTradesOpenExtension = 11,
346 
347  /// Suspension
348  Suspension = 12,
349 
350  /// CollarsNormal
351  CollarsNormal = 13,
352 
353  /// CollarsWide
354  CollarsWide = 14,
355 
356  /// PreExpiry
357  PreExpiry = 15,
358 
359  /// ClosingPrice
360  ClosingPrice = 16
361  };
362 
363  /// \return a human-readable presentation.
365  static
366  std::string
367  toString(
368  Enum);
369 };
370 
371 /// `StatusReason_enum` type.
373 {
374  typedef UInt8 Base;
375 
376  enum Enum
377  {
378  /// Scheduled
379  Scheduled = 0,
380 
381  /// CollarsBreach
382  CollarsBreach = 4,
383 
384  /// AutomaticReopening
385  AutomaticReopening = 7,
386 
387  /// NoLiquidityProvider
388  NoLiquidityProvider = 8,
389 
390  /// KnockInByIssuer
391  KnockInByIssuer = 11,
392 
393  /// KnockOutByExchange
394  KnockOutByExchange = 12,
395 
396  /// KnockOutByIssuer
397  KnockOutByIssuer = 13,
398 
399  /// ActionByMarketOperations
400  ActionByMarketOperations = 15,
401 
402  /// WaitingForTradableState
403  WaitingForTradableState = 16,
404 
405  /// NewListing
406  NewListing = 20,
407 
408  /// DueToUnderlying
409  DueToUnderlying = 21,
410 
411  /// OutsideOfLPQuotes
412  OutsideOfLPQuotes = 22,
413 
414  /// Technical
415  Technical = 23,
416 
417  /// DueToLeg
418  DueToLeg = 24,
419 
420  /// DueToMainMarket
421  DueToMainMarket = 25
422  };
423 
424  /// \return a human-readable presentation.
426  static
427  std::string
428  toString(
429  Enum);
430 };
431 
432 /// `ImbalanceQuantitySide_enum` type.
434 {
435  typedef UInt8 Base;
436 
437  enum Enum
438  {
439  /// NoImbalance
440  NoImbalance = 0,
441 
442  /// Buy
443  Buy = 1,
444 
445  /// Sell
446  Sell = 2
447  };
448 
449  /// \return a human-readable presentation.
451  static
452  std::string
453  toString(
454  Enum);
455 };
456 
457 /// `InstrumentCategory_enum` type.
459 {
460  typedef UInt8 Base;
461 
462  enum Enum
463  {
464  /// Equities
465  Equities = 1,
466 
467  /// FixedIncome
468  FixedIncome = 2,
469 
470  /// WarrantsAndCertificates
471  WarrantsAndCertificates = 3,
472 
473  /// Trackers
474  Trackers = 6,
475 
476  /// Futures
477  Futures = 7,
478 
479  /// Options
480  Options = 10,
481 
482  /// Indices
483  Indices = 11,
484 
485  /// EuronextFundsServices
486  EuronextFundsServices = 12,
487 
488  /// INAVIndicativeNetAssetValue
489  INAVIndicativeNetAssetValue = 14,
490 
491  /// Fund
492  Fund = 15,
493 
494  /// Forex
495  Forex = 16,
496 
497  /// Miscellaneous
498  Miscellaneous = 254
499  };
500 
501  /// \return a human-readable presentation.
503  static
504  std::string
505  toString(
506  Enum);
507 };
508 
509 /// `InstrumentUnitExpression_enum` type.
511 {
512  typedef UInt8 Base;
513 
514  enum Enum
515  {
516  /// Units
517  Units = 1,
518 
519  /// PercentageOfNominalExcludingAccruedInterestClean
520  PercentageOfNominalExcludingAccruedInterestClean = 2,
521 
522  /// BasisPoints
523  BasisPoints = 3,
524 
525  /// PercentageMixed
526  PercentageMixed = 4,
527 
528  /// PercentageOfNominalIncludingAccruedInterestDirty
529  PercentageOfNominalIncludingAccruedInterestDirty = 5,
530 
531  /// Yield
532  Yield = 7,
533 
534  /// Kilograms
535  Kilograms = 8,
536 
537  /// Ounces
538  Ounces = 9
539  };
540 
541  /// \return a human-readable presentation.
543  static
544  std::string
545  toString(
546  Enum);
547 };
548 
549 /// `RepoIndicator_enum` type.
551 {
552  typedef UInt8 Base;
553 
554  enum Enum
555  {
556  /// InstrNeitherEligibleForSRDOrLoanAndLendingMkt
557  InstrNeitherEligibleForSRDOrLoanAndLendingMkt = 0,
558 
559  /// InstrEligibleForSRDAndForLoanAndLendingMarket
560  InstrEligibleForSRDAndForLoanAndLendingMarket = 1,
561 
562  /// InstrEligibleForTheSRDLongOnly
563  InstrEligibleForTheSRDLongOnly = 2,
564 
565  /// InstrEligibleForLoanAndLendingMktAndForSRDLongOnly
566  InstrEligibleForLoanAndLendingMktAndForSRDLongOnly = 3,
567 
568  /// EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt
569  EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt = 4,
570 
571  /// InstrEligibleForTheLoanAndLendingMarket
572  InstrEligibleForTheLoanAndLendingMarket = 5,
573 
574  /// NonSignificant
575  NonSignificant = 8
576  };
577 
578  /// \return a human-readable presentation.
580  static
581  std::string
582  toString(
583  Enum);
584 };
585 
586 /// `StrikeCurrencyIndicator_enum` type.
588 {
589  typedef UInt8 Base;
590 
591  enum Enum
592  {
593  /// ChangeRateNotAppliedToTheStrikePrice
594  ChangeRateNotAppliedToTheStrikePrice = 0,
595 
596  /// ChangeRateAppliedToTheStrikePrice
597  ChangeRateAppliedToTheStrikePrice = 1
598  };
599 
600  /// \return a human-readable presentation.
602  static
603  std::string
604  toString(
605  Enum);
606 };
607 
608 /// `TradingCurrencyIndicator_enum` type.
610 {
611  typedef UInt8 Base;
612 
613  enum Enum
614  {
615  /// ChangeRateNotAppliedToTheTradedPrice
616  ChangeRateNotAppliedToTheTradedPrice = 0,
617 
618  /// ChangeRateAppliedToTheTradedPrice
619  ChangeRateAppliedToTheTradedPrice = 1
620  };
621 
622  /// \return a human-readable presentation.
624  static
625  std::string
626  toString(
627  Enum);
628 };
629 
630 /// `ContractType_enum` type.
632 {
633  typedef Char Base;
634 
635  enum Enum
636  {
637  /// Future
638  Future = 'F',
639 
640  /// Option
641  Option = 'O',
642 
643  /// Underlying
644  Underlying = 'U'
645  };
646 
647  /// \return a human-readable presentation.
649  static
650  std::string
651  toString(
652  Enum);
653 };
654 
655 /// `ExpiryCycleType_enum` type.
657 {
658  typedef UInt8 Base;
659 
660  enum Enum
661  {
662  /// Daily
663  Daily = 1,
664 
665  /// Weekly
666  Weekly = 2,
667 
668  /// Monthly
669  Monthly = 3
670  };
671 
672  /// \return a human-readable presentation.
674  static
675  std::string
676  toString(
677  Enum);
678 };
679 
680 /// `MessagePriceNotation_enum` type.
682 {
683  typedef UInt8 Base;
684 
685  enum Enum
686  {
687  /// Price
688  Price = 1,
689 
690  /// SpreadInBasisPoints
691  SpreadInBasisPoints = 2,
692 
693  /// Spread
694  Spread = 3
695  };
696 
697  /// \return a human-readable presentation.
699  static
700  std::string
701  toString(
702  Enum);
703 };
704 
705 /// `UnderlyingType_enum` type.
707 {
708  typedef Char Base;
709 
710  enum Enum
711  {
712  /// BasketWithCommodity
713  BasketWithCommodity = 'A',
714 
715  /// Basket
716  Basket = 'B',
717 
718  /// Commodity
719  Commodity = 'C',
720 
721  /// DepositaryReceipt
722  DepositaryReceipt = 'D',
723 
724  /// Future
725  Future = 'F',
726 
727  /// CurrencyLeveragedIndex
728  CurrencyLeveragedIndex = 'G',
729 
730  /// Other
731  Other = 'H',
732 
733  /// Index
734  Index = 'I',
735 
736  /// Bonds
737  Bonds = 'J',
738 
739  /// StockDividend
740  StockDividend = 'K',
741 
742  /// LeveragedIndex
743  LeveragedIndex = 'L',
744 
745  /// InterestRate
746  InterestRate = 'N',
747 
748  /// OtherDerivative
749  OtherDerivative = 'O',
750 
751  /// CommodityIndex
752  CommodityIndex = 'P',
753 
754  /// CommodityLeveragedIndex
755  CommodityLeveragedIndex = 'Q',
756 
757  /// Right
758  Right = 'R',
759 
760  /// Stock
761  Stock = 'S',
762 
763  /// Credit
764  Credit = 'T',
765 
766  /// Fund
767  Fund = 'U',
768 
769  /// Currency
770  Currency = 'V',
771 
772  /// StockWarrant
773  StockWarrant = 'W',
774 
775  /// ExchangeRate
776  ExchangeRate = 'X',
777 
778  /// SecurityLeveragedIndex
779  SecurityLeveragedIndex = 'Z'
780  };
781 
782  /// \return a human-readable presentation.
784  static
785  std::string
786  toString(
787  Enum);
788 };
789 
790 /// `StrategyCode_enum` type.
792 {
793  typedef Char Base;
794 
795  enum Enum
796  {
797  /// JellyRoll
798  JellyRoll = 'A',
799 
800  /// Butterfly
801  Butterfly = 'B',
802 
803  /// CallOrPutCabinet
804  CallOrPutCabinet = 'C',
805 
806  /// Spread
807  Spread = 'D',
808 
809  /// CalendarSpread
810  CalendarSpread = 'E',
811 
812  /// DiagonalCalendarSpread
813  DiagonalCalendarSpread = 'F',
814 
815  /// Guts
816  Guts = 'G',
817 
818  /// TwoByOneRatioSpread
819  TwoByOneRatioSpread = 'H',
820 
821  /// IronButterfly
822  IronButterfly = 'I',
823 
824  /// Combo
825  Combo = 'J',
826 
827  /// Strangle
828  Strangle = 'K',
829 
830  /// Ladder
831  Ladder = 'L',
832 
833  /// Strip
834  Strip = 'M',
835 
836  /// StraddleCalendarSpread
837  StraddleCalendarSpread = 'N',
838 
839  /// Pack
840  Pack = 'O',
841 
842  /// DiagonalStraddleCalendarSpread
843  DiagonalStraddleCalendarSpread = 'P',
844 
845  /// SimpleInterCommoditySpread
846  SimpleInterCommoditySpread = 'Q',
847 
848  /// ConversionReversal
849  ConversionReversal = 'R',
850 
851  /// Straddle
852  Straddle = 'S',
853 
854  /// VolatilityTrade
855  VolatilityTrade = 'V',
856 
857  /// Condor
858  Condor = 'W',
859 
860  /// Box
861  Box = 'X',
862 
863  /// Bundle
864  Bundle = 'Y',
865 
866  /// ReducedTickSpread
867  ReducedTickSpread = 'Z',
868 
869  /// LadderVersusUnderlying
870  LadderVersusUnderlying = 'a',
871 
872  /// ButterflyVersusUnderlying
873  ButterflyVersusUnderlying = 'b',
874 
875  /// CallSpreadVersusPutVersusUnderlying
876  CallSpreadVersusPutVersusUnderlying = 'c',
877 
878  /// CallOrPutSpreadVersusUnderlying
879  CallOrPutSpreadVersusUnderlying = 'd',
880 
881  /// CallOrPutCalendarSpreadVersusUnderlying
882  CallOrPutCalendarSpreadVersusUnderlying = 'e',
883 
884  /// CallPutDiagonalCalendarSpreadVersusUnderlying
885  CallPutDiagonalCalendarSpreadVersusUnderlying = 'f',
886 
887  /// GutsVersusUnderlying
888  GutsVersusUnderlying = 'g',
889 
890  /// TwoByOneCallOrPutRatioSpreadVersusUnderlying
891  TwoByOneCallOrPutRatioSpreadVersusUnderlying = 'h',
892 
893  /// IronButterflyVersusUnderlying
894  IronButterflyVersusUnderlying = 'i',
895 
896  /// ComboVersusUnderlying
897  ComboVersusUnderlying = 'j',
898 
899  /// StrangleVersusUnderlying
900  StrangleVersusUnderlying = 'k',
901 
902  /// ExchangeForPhysical
903  ExchangeForPhysical = 'm',
904 
905  /// StraddleCalendarSpreadVersusUnderlying
906  StraddleCalendarSpreadVersusUnderlying = 'n',
907 
908  /// PutSpreadVersusCallVersusUnderlying
909  PutSpreadVersusCallVersusUnderlying = 'p',
910 
911  /// DiagonalStraddleCalendarSpreadVersusUnderlying
912  DiagonalStraddleCalendarSpreadVersusUnderlying = 'q',
913 
914  /// Synthetic
915  Synthetic = 'r',
916 
917  /// StraddleVersusUnderlying
918  StraddleVersusUnderlying = 's',
919 
920  /// CondorVersusUnderlying
921  CondorVersusUnderlying = 't',
922 
923  /// BuyWrite
924  BuyWrite = 'u',
925 
926  /// IronCondorVersusUnderlying
927  IronCondorVersusUnderlying = 'v',
928 
929  /// IronCondor
930  IronCondor = 'w',
931 
932  /// CallSpreadVersusSellAPut
933  CallSpreadVersusSellAPut = 'x',
934 
935  /// PutSpreadVersusSellACall
936  PutSpreadVersusSellACall = 'y',
937 
938  /// PutStraddleVersusSellACallOrAPut
939  PutStraddleVersusSellACallOrAPut = 'z'
940  };
941 
942  /// \return a human-readable presentation.
944  static
945  std::string
946  toString(
947  Enum);
948 };
949 
950 /// `MarketDataActionType_enum` type.
952 {
953  typedef UInt8 Base;
954 
955  enum Enum
956  {
957  /// NewOrder
958  NewOrder = 1,
959 
960  /// DeletionOfIdentifiedOrder
961  DeletionOfIdentifiedOrder = 2,
962 
963  /// DeletionOfAllOrdersBySide
964  DeletionOfAllOrdersBySide = 3,
965 
966  /// ModificationOfExistingOrderWithoutLossOfPriority
967  ModificationOfExistingOrderWithoutLossOfPriority = 4,
968 
969  /// RetransmissionOfAllOrders
970  RetransmissionOfAllOrders = 5,
971 
972  /// ModificationOfExistingOrderWithLossOfPriority
973  ModificationOfExistingOrderWithLossOfPriority = 6,
974 
975  /// RFQAnswerCreation
976  RFQAnswerCreation = 7,
977 
978  /// RFQAnswerDeletion
979  RFQAnswerDeletion = 8
980  };
981 
982  /// \return a human-readable presentation.
984  static
985  std::string
986  toString(
987  Enum);
988 };
989 
990 /// `MarketDataPriceType_enum` type.
992 {
993  typedef UInt8 Base;
994 
995  enum Enum
996  {
997  /// OfficialDaily
998  OfficialDaily = 2,
999 
1000  /// OfficialMarketClose
1001  OfficialMarketClose = 4,
1002 
1003  /// OfficialExpiry
1004  OfficialExpiry = 6,
1005 
1006  /// ProvisionalIntraday
1007  ProvisionalIntraday = 7,
1008 
1009  /// OfficialIntraday
1010  OfficialIntraday = 8,
1011 
1012  /// OfficialYDSP
1013  OfficialYDSP = 9,
1014 
1015  /// NAVForTheInstrumentsEligibleToTheNAVTradingFacility
1016  NAVForTheInstrumentsEligibleToTheNAVTradingFacility = 10,
1017 
1018  /// AdjustedClosingPrice
1019  AdjustedClosingPrice = 12,
1020 
1021  /// SubscriptionPrice
1022  SubscriptionPrice = 13,
1023 
1024  /// IndicativeMatchingPrice
1025  IndicativeMatchingPrice = 14,
1026 
1027  /// MinPriceOutOfSessionTrades
1028  MinPriceOutOfSessionTrades = 19,
1029 
1030  /// MaxPriceOutOfSessionTrades
1031  MaxPriceOutOfSessionTrades = 20,
1032 
1033  /// MinPriceOutOfSessionBlockTrades
1034  MinPriceOutOfSessionBlockTrades = 21,
1035 
1036  /// MaxPriceOutOfSessionBlockTrades
1037  MaxPriceOutOfSessionBlockTrades = 22,
1038 
1039  /// ValuationPrice
1040  ValuationPrice = 23,
1041 
1042  /// FundSubscription
1043  FundSubscription = 24,
1044 
1045  /// FundRedemption
1046  FundRedemption = 25,
1047 
1048  /// UncrossingPrice
1049  UncrossingPrice = 26,
1050 
1051  /// LastTradedPrice
1052  LastTradedPrice = 27,
1053 
1054  /// AIP
1055  AIP = 28,
1056 
1057  /// NetAssetValue
1058  NetAssetValue = 30,
1059 
1060  /// ExternalReferencePrice
1061  ExternalReferencePrice = 31,
1062 
1063  /// ClosingPrice
1064  ClosingPrice = 33
1065  };
1066 
1067  /// \return a human-readable presentation.
1069  static
1070  std::string
1071  toString(
1072  Enum);
1073 };
1074 
1075 /// `UnderlyingSubtype_enum` type.
1077 {
1078  typedef UInt8 Base;
1079 
1080  enum Enum
1081  {
1082  /// Basket
1083  Basket = 0,
1084 
1085  /// Dividend
1086  Dividend = 1,
1087 
1088  /// ETF
1089  ETF = 2,
1090 
1091  /// Share
1092  Share = 3,
1093 
1094  /// DividendIndex
1095  DividendIndex = 4,
1096 
1097  /// EquityIndex
1098  EquityIndex = 5,
1099 
1100  /// TRFIndex
1101  TRFIndex = 6,
1102 
1103  /// VolatilityIndex
1104  VolatilityIndex = 7,
1105 
1106  /// FutureOnCommodities
1107  FutureOnCommodities = 8,
1108 
1109  /// FXCrossRates
1110  FXCrossRates = 9,
1111 
1112  /// FXEmergingMarkets
1113  FXEmergingMarkets = 10,
1114 
1115  /// FXMajors
1116  FXMajors = 11,
1117 
1118  /// Agricultural
1119  Agricultural = 12,
1120 
1121  /// Environmental
1122  Environmental = 13,
1123 
1124  /// Freight
1125  Freight = 14,
1126 
1127  /// Fertilizer
1128  Fertilizer = 15,
1129 
1130  /// IndustrialProducts
1131  IndustrialProducts = 16,
1132 
1133  /// Inflation
1134  Inflation = 17,
1135 
1136  /// MultiCommodityExotic
1137  MultiCommodityExotic = 18,
1138 
1139  /// Metals
1140  Metals = 19,
1141 
1142  /// Energy
1143  Energy = 20,
1144 
1145  /// OfficialEconomicStatistics
1146  OfficialEconomicStatistics = 21,
1147 
1148  /// OtherC10
1149  OtherC10 = 22,
1150 
1151  /// Other
1152  Other = 23,
1153 
1154  /// Paper
1155  Paper = 24,
1156 
1157  /// Polypropylene
1158  Polypropylene = 25
1159  };
1160 
1161  /// \return a human-readable presentation.
1163  static
1164  std::string
1165  toString(
1166  Enum);
1167 };
1168 
1169 /// `QuoteUpdateType_enum` type.
1171 {
1172  typedef UInt8 Base;
1173 
1174  enum Enum
1175  {
1176  /// BestBid
1177  BestBid = 1,
1178 
1179  /// BestOffer
1180  BestOffer = 2,
1181 
1182  /// CancelBid
1183  CancelBid = 5,
1184 
1185  /// CancelOffer
1186  CancelOffer = 6
1187  };
1188 
1189  /// \return a human-readable presentation.
1191  static
1192  std::string
1193  toString(
1194  Enum);
1195 };
1196 
1197 /// `MarketDataUpdateType_enum` type.
1199 {
1200  typedef UInt8 Base;
1201 
1202  enum Enum
1203  {
1204  /// BestBid
1205  BestBid = 1,
1206 
1207  /// BestOffer
1208  BestOffer = 2,
1209 
1210  /// NewBid
1211  NewBid = 3,
1212 
1213  /// NewOffer
1214  NewOffer = 4,
1215 
1216  /// UpdatedBid
1217  UpdatedBid = 5,
1218 
1219  /// UpdatedOffer
1220  UpdatedOffer = 6,
1221 
1222  /// TotalTradedVolume
1223  TotalTradedVolume = 7,
1224 
1225  /// ImpliedBid
1226  ImpliedBid = 8,
1227 
1228  /// ImpliedOffer
1229  ImpliedOffer = 9,
1230 
1231  /// RequestForQuote
1232  RequestForQuote = 10,
1233 
1234  /// RequestForQuoteBid
1235  RequestForQuoteBid = 11,
1236 
1237  /// RequestForSize
1238  RequestForSize = 12,
1239 
1240  /// RequestForQuoteOffer
1241  RequestForQuoteOffer = 13,
1242 
1243  /// HighDynamicCollar
1244  HighDynamicCollar = 14,
1245 
1246  /// LowDynamicCollar
1247  LowDynamicCollar = 15,
1248 
1249  /// NewBidRLP
1250  NewBidRLP = 16,
1251 
1252  /// NewOfferRLP
1253  NewOfferRLP = 17,
1254 
1255  /// UpdatedBidRLP
1256  UpdatedBidRLP = 18,
1257 
1258  /// UpdatedOfferRLP
1259  UpdatedOfferRLP = 19,
1260 
1261  /// ConventionalTrade
1262  ConventionalTrade = 24,
1263 
1264  /// RequestForCrossRFCQueued
1265  RequestForCrossRFCQueued = 25,
1266 
1267  /// RequestForCrossRFC
1268  RequestForCrossRFC = 26,
1269 
1270  /// LargeInScaleLiSTrade
1271  LargeInScaleLiSTrade = 27,
1272 
1273  /// BasisTrade
1274  BasisTrade = 28,
1275 
1276  /// LargeInScaleLiSPackageTrade
1277  LargeInScaleLiSPackageTrade = 29,
1278 
1279  /// GuaranteedCrossTrade
1280  GuaranteedCrossTrade = 30,
1281 
1282  /// AgainstActualTrade
1283  AgainstActualTrade = 31,
1284 
1285  /// AssetAllocationTrade
1286  AssetAllocationTrade = 32,
1287 
1288  /// ExchangeForSwapTrade
1289  ExchangeForSwapTrade = 34,
1290 
1291  /// DarkTrade
1292  DarkTrade = 35,
1293 
1294  /// ExchangeForPhysicalTradeCashLeg
1295  ExchangeForPhysicalTradeCashLeg = 36,
1296 
1297  /// StrategyLegConventionalTrade
1298  StrategyLegConventionalTrade = 37,
1299 
1300  /// StrategyLegLargeInScaleLiSTrade
1301  StrategyLegLargeInScaleLiSTrade = 38,
1302 
1303  /// StrategyLegBasisTrade
1304  StrategyLegBasisTrade = 39,
1305 
1306  /// StrategyLegGuaranteedCrossTrade
1307  StrategyLegGuaranteedCrossTrade = 40,
1308 
1309  /// StrategyLegAgainstActualTrade
1310  StrategyLegAgainstActualTrade = 41,
1311 
1312  /// StrategyLegAssetAllocationTrade
1313  StrategyLegAssetAllocationTrade = 42,
1314 
1315  /// StrategyLegExchangeForSwapTrade
1316  StrategyLegExchangeForSwapTrade = 44,
1317 
1318  /// StrategyLegExchangeForPhysicalTrade
1319  StrategyLegExchangeForPhysicalTrade = 45,
1320 
1321  /// BoBTrade
1322  BoBTrade = 46,
1323 
1324  /// AtomXTrade
1325  AtomXTrade = 48,
1326 
1327  /// TradeCancellation
1328  TradeCancellation = 50,
1329 
1330  /// OutOfMarketTrade
1331  OutOfMarketTrade = 51,
1332 
1333  /// DeltaNeutralTradeUnderlyingCashLeg
1334  DeltaNeutralTradeUnderlyingCashLeg = 52,
1335 
1336  /// DeltaNeutralTradeUnderlyingFutureLeg
1337  DeltaNeutralTradeUnderlyingFutureLeg = 53,
1338 
1339  /// EuronextFundServiceTrade
1340  EuronextFundServiceTrade = 54,
1341 
1342  /// SecondaryListingTrade
1343  SecondaryListingTrade = 55,
1344 
1345  /// RequestForCrossTrade
1346  RequestForCrossTrade = 56,
1347 
1348  /// RequestForCrossStrategyLegTrade
1349  RequestForCrossStrategyLegTrade = 57,
1350 
1351  /// NewBidWithLiquidityProvider
1352  NewBidWithLiquidityProvider = 58,
1353 
1354  /// NewOfferWithLiquidityProvider
1355  NewOfferWithLiquidityProvider = 59,
1356 
1357  /// UpdatedBidWithLiquidityProvider
1358  UpdatedBidWithLiquidityProvider = 60,
1359 
1360  /// UpdatedOfferWithLiquidityProvider
1361  UpdatedOfferWithLiquidityProvider = 61,
1362 
1363  /// LowStaticCollar
1364  LowStaticCollar = 63,
1365 
1366  /// HighStaticCollar
1367  HighStaticCollar = 64,
1368 
1369  /// MarketVWAPOperationTrade
1370  MarketVWAPOperationTrade = 65,
1371 
1372  /// RequestForSizeBid
1373  RequestForSizeBid = 66,
1374 
1375  /// RequestForSizeOffer
1376  RequestForSizeOffer = 67,
1377 
1378  /// LowLPCollar
1379  LowLPCollar = 70,
1380 
1381  /// HighLPCollar
1382  HighLPCollar = 71,
1383 
1384  /// ETFMTFNAVTradePriceInBp
1385  ETFMTFNAVTradePriceInBp = 72,
1386 
1387  /// ETFMTFNAVDarkTradePriceInBp
1388  ETFMTFNAVDarkTradePriceInBp = 73,
1389 
1390  /// NewBidOnWholesaleRFC
1391  NewBidOnWholesaleRFC = 74,
1392 
1393  /// NewOfferOnWholesaleRFC
1394  NewOfferOnWholesaleRFC = 75,
1395 
1396  /// UpdatedBidOnWholesaleRFC
1397  UpdatedBidOnWholesaleRFC = 76,
1398 
1399  /// UpdatedOfferOnWholesaleRFC
1400  UpdatedOfferOnWholesaleRFC = 77,
1401 
1402  /// ClearWholesaleRFC
1403  ClearWholesaleRFC = 78,
1404 
1405  /// GuaranteedCrossNegotiatedDealNLIQ
1406  GuaranteedCrossNegotiatedDealNLIQ = 79,
1407 
1408  /// GuaranteedCrossNegotiatedDealOILQ
1409  GuaranteedCrossNegotiatedDealOILQ = 80,
1410 
1411  /// LargeInScaleTrade
1412  LargeInScaleTrade = 81,
1413 
1414  /// LargeInScaleTradeInBasisPoints
1415  LargeInScaleTradeInBasisPoints = 82,
1416 
1417  /// LargeInScalePackageTradeInBasisPoints
1418  LargeInScalePackageTradeInBasisPoints = 83,
1419 
1420  /// StrategyLegLargeInScaleTradeInBasisPoints
1421  StrategyLegLargeInScaleTradeInBasisPoints = 84,
1422 
1423  /// NewBidRFQAnswer
1424  NewBidRFQAnswer = 86,
1425 
1426  /// NewOfferRFQAnswer
1427  NewOfferRFQAnswer = 87,
1428 
1429  /// UpdatedBidRFQAnswer
1430  UpdatedBidRFQAnswer = 88,
1431 
1432  /// UpdatedOfferRFQAnswer
1433  UpdatedOfferRFQAnswer = 89,
1434 
1435  /// BidExecutionSummary
1436  BidExecutionSummary = 90,
1437 
1438  /// AQSExpansionFactor
1439  AQSExpansionFactor = 91,
1440 
1441  /// CollarsExpansionFactor
1442  CollarsExpansionFactor = 92,
1443 
1444  /// CollarsEnabled
1445  CollarsEnabled = 93,
1446 
1447  /// CollarsDisabled
1448  CollarsDisabled = 94,
1449 
1450  /// DCRPInterMonthSpread
1451  DCRPInterMonthSpread = 95,
1452 
1453  /// FSPReferencePrice
1454  FSPReferencePrice = 96,
1455 
1456  /// OfferExecutionSummary
1457  OfferExecutionSummary = 97,
1458 
1459  /// FSPTriggered
1460  FSPTriggered = 98,
1461 
1462  /// MidPointBBO
1463  MidPointBBO = 99,
1464 
1465  /// ConventionalTradeProvisionalPrice
1466  ConventionalTradeProvisionalPrice = 100,
1467 
1468  /// HighOrderPriceControlCollar
1469  HighOrderPriceControlCollar = 101,
1470 
1471  /// LowOrderPriceControlCollar
1472  LowOrderPriceControlCollar = 102,
1473 
1474  /// OrderPriceControlCollarReferencePrice
1475  OrderPriceControlCollarReferencePrice = 103,
1476 
1477  /// IssuingOrTenderOfferTrade
1478  IssuingOrTenderOfferTrade = 104,
1479 
1480  /// RFQTrade
1481  RFQTrade = 105,
1482 
1483  /// FLIPSpread
1484  FLIPSpread = 106,
1485 
1486  /// FLIPReferencePrice
1487  FLIPReferencePrice = 107,
1488 
1489  /// ClearBook
1490  ClearBook = 254
1491  };
1492 
1493  /// \return a human-readable presentation.
1495  static
1496  std::string
1497  toString(
1498  Enum);
1499 };
1500 
1501 /// `MarketDataChangeType_enum` type.
1503 {
1504  typedef UInt8 Base;
1505 
1506  enum Enum
1507  {
1508  /// StatusChanges
1509  StatusChanges = 0,
1510 
1511  /// ScheduledEventNotification
1512  ScheduledEventNotification = 1,
1513 
1514  /// StatusChangeAndScheduledEventNotification
1515  StatusChangeAndScheduledEventNotification = 2
1516  };
1517 
1518  /// \return a human-readable presentation.
1520  static
1521  std::string
1522  toString(
1523  Enum);
1524 };
1525 
1526 /// `EMM_enum` type.
1528 {
1529  typedef UInt8 Base;
1530 
1531  enum Enum
1532  {
1533  /// CashAndDerivativeCentralOrderBook
1534  CashAndDerivativeCentralOrderBook = 1,
1535 
1536  /// NAVTradingFacility
1537  NAVTradingFacility = 2,
1538 
1539  /// DerivativesWholesales
1540  DerivativesWholesales = 4,
1541 
1542  /// CashOnExchangeOffBook
1543  CashOnExchangeOffBook = 5,
1544 
1545  /// EuronextOffExchangeTradeReports
1546  EuronextOffExchangeTradeReports = 6,
1547 
1548  /// DerivativesOnExchangeOffBook
1549  DerivativesOnExchangeOffBook = 7,
1550 
1551  /// ETFMTFNAVCentralOrderBook
1552  ETFMTFNAVCentralOrderBook = 8,
1553 
1554  /// ListedNotTraded
1555  ListedNotTraded = 9,
1556 
1557  /// DeltaNeutralContingencyLeg
1558  DeltaNeutralContingencyLeg = 15,
1559 
1560  /// NotApplicable
1561  NotApplicable = 99
1562  };
1563 
1564  /// \return a human-readable presentation.
1566  static
1567  std::string
1568  toString(
1569  Enum);
1570 };
1571 
1572 /// `MarketModel_enum` type.
1574 {
1575  typedef UInt8 Base;
1576 
1577  enum Enum
1578  {
1579  /// OrderDriven
1580  OrderDriven = 1,
1581 
1582  /// QuoteDriven
1583  QuoteDriven = 2,
1584 
1585  /// IPO
1586  IPO = 3,
1587 
1588  /// PrimaryMarket
1589  PrimaryMarket = 4,
1590 
1591  /// RFQ
1592  RFQ = 5,
1593 
1594  /// ConditionalUncrossing
1595  ConditionalUncrossing = 6
1596  };
1597 
1598  /// \return a human-readable presentation.
1600  static
1601  std::string
1602  toString(
1603  Enum);
1604 };
1605 
1606 /// `OrderEntryQualifier_enum` type.
1608 {
1609  typedef UInt8 Base;
1610 
1611  enum Enum
1612  {
1613  /// OrderEntryCancelModifyDisabled
1614  OrderEntryCancelModifyDisabled = 0,
1615 
1616  /// OrderEntryCancelModifyEnabled
1617  OrderEntryCancelModifyEnabled = 1,
1618 
1619  /// CancelAndModifyOnly
1620  CancelAndModifyOnly = 2,
1621 
1622  /// CancelOnly
1623  CancelOnly = 3
1624  };
1625 
1626  /// \return a human-readable presentation.
1628  static
1629  std::string
1630  toString(
1631  Enum);
1632 };
1633 
1634 /// `OrderSide_enum` type.
1636 {
1637  typedef UInt8 Base;
1638 
1639  enum Enum
1640  {
1641  /// Buy
1642  Buy = 1,
1643 
1644  /// Sell
1645  Sell = 2,
1646 
1647  /// Cross
1648  Cross = 3
1649  };
1650 
1651  /// \return a human-readable presentation.
1653  static
1654  std::string
1655  toString(
1656  Enum);
1657 };
1658 
1659 /// `OrderType_enum` type.
1661 {
1662  typedef UInt8 Base;
1663 
1664  enum Enum
1665  {
1666  /// Market
1667  Market = 1,
1668 
1669  /// Limit
1670  Limit = 2,
1671 
1672  /// StopMarketOrStopMarketOnQuote
1673  StopMarketOrStopMarketOnQuote = 3,
1674 
1675  /// StopLimitOrStopLimitOnQuote
1676  StopLimitOrStopLimitOnQuote = 4,
1677 
1678  /// PrimaryPeg
1679  PrimaryPeg = 5,
1680 
1681  /// MarketToLimit
1682  MarketToLimit = 6,
1683 
1684  /// MarketPeg
1685  MarketPeg = 7,
1686 
1687  /// MidPointPeg
1688  MidPointPeg = 8,
1689 
1690  /// AveragePrice
1691  AveragePrice = 9,
1692 
1693  /// Iceberg
1694  Iceberg = 10
1695  };
1696 
1697  /// \return a human-readable presentation.
1699  static
1700  std::string
1701  toString(
1702  Enum);
1703 };
1704 
1705 /// `BookState_enum` type.
1707 {
1708  typedef UInt8 Base;
1709 
1710  enum Enum
1711  {
1712  /// Inaccessible
1713  Inaccessible = 1,
1714 
1715  /// Closed
1716  Closed = 2,
1717 
1718  /// Call
1719  Call = 3,
1720 
1721  /// Uncrossing
1722  Uncrossing = 4,
1723 
1724  /// Continuous
1725  Continuous = 5,
1726 
1727  /// Halted
1728  Halted = 6,
1729 
1730  /// ContinuousUncrossing
1731  ContinuousUncrossing = 7,
1732 
1733  /// Suspended
1734  Suspended = 8,
1735 
1736  /// Reserved
1737  Reserved = 9
1738  };
1739 
1740  /// \return a human-readable presentation.
1742  static
1743  std::string
1744  toString(
1745  Enum);
1746 };
1747 
1748 /// `PhaseId_enum` type.
1750 {
1751  typedef UInt8 Base;
1752 
1753  enum Enum
1754  {
1755  /// Inaccessible
1756  Inaccessible = 1,
1757 
1758  /// Closed
1759  Closed = 2,
1760 
1761  /// Call
1762  Call = 3,
1763 
1764  /// Uncrossing
1765  Uncrossing = 4,
1766 
1767  /// Continuous
1768  Continuous = 5,
1769 
1770  /// ContinuousUncrossing
1771  ContinuousUncrossing = 7
1772  };
1773 
1774  /// \return a human-readable presentation.
1776  static
1777  std::string
1778  toString(
1779  Enum);
1780 };
1781 
1782 /// `InstrumentState_enum` type.
1784 {
1785  typedef UInt8 Base;
1786 
1787  enum Enum
1788  {
1789  /// Scheduled
1790  Scheduled = 1,
1791 
1792  /// SuspendedDueToUnderlying
1793  SuspendedDueToUnderlying = 2,
1794 
1795  /// SuspendedKOBI
1796  SuspendedKOBI = 3,
1797 
1798  /// SuspendedKOBE
1799  SuspendedKOBE = 4,
1800 
1801  /// SuspendedNewListing
1802  SuspendedNewListing = 5,
1803 
1804  /// SuspendedByMO
1805  SuspendedByMO = 6,
1806 
1807  /// SuspendedTechnical
1808  SuspendedTechnical = 7,
1809 
1810  /// ReservedDynamicCollars
1811  ReservedDynamicCollars = 8,
1812 
1813  /// ReservedStaticCollars
1814  ReservedStaticCollars = 9,
1815 
1816  /// ReservedWaitingForLP
1817  ReservedWaitingForLP = 10,
1818 
1819  /// ReservedLPLimit
1820  ReservedLPLimit = 11,
1821 
1822  /// InstrumentDeletion
1823  InstrumentDeletion = 12,
1824 
1825  /// SuspendedWaitingForBBO
1826  SuspendedWaitingForBBO = 13,
1827 
1828  /// SuspendedWaitingForTradableState
1829  SuspendedWaitingForTradableState = 14,
1830 
1831  /// RandomUncrossingPeriod
1832  RandomUncrossingPeriod = 15,
1833 
1834  /// Expired
1835  Expired = 16,
1836 
1837  /// Uncrossing
1838  Uncrossing = 17,
1839 
1840  /// ReservedDueToLeg
1841  ReservedDueToLeg = 18,
1842 
1843  /// SuspendedDueToLeg
1844  SuspendedDueToLeg = 19,
1845 
1846  /// ReservedFutureLimitInterruptionProtection
1847  ReservedFutureLimitInterruptionProtection = 21,
1848 
1849  /// SuspendedWaitingForMarketOperations
1850  SuspendedWaitingForMarketOperations = 22
1851  };
1852 
1853  /// \return a human-readable presentation.
1855  static
1856  std::string
1857  toString(
1858  Enum);
1859 };
1860 
1861 /// `TradeType_enum` type.
1863 {
1864  typedef UInt8 Base;
1865 
1866  enum Enum
1867  {
1868  /// ConventionalTrade
1869  ConventionalTrade = 1,
1870 
1871  /// LargeInScaleLiSTrade
1872  LargeInScaleLiSTrade = 2,
1873 
1874  /// BasisTrade
1875  BasisTrade = 3,
1876 
1877  /// LargeInScaleLiSPackageTrade
1878  LargeInScaleLiSPackageTrade = 4,
1879 
1880  /// GuaranteedCrossTrade
1881  GuaranteedCrossTrade = 5,
1882 
1883  /// AgainstActualTrade
1884  AgainstActualTrade = 6,
1885 
1886  /// AssetAllocationTrade
1887  AssetAllocationTrade = 7,
1888 
1889  /// ExchangeForSwapTrade
1890  ExchangeForSwapTrade = 9,
1891 
1892  /// ExchangeForPhysicalTradeCashLeg
1893  ExchangeForPhysicalTradeCashLeg = 10,
1894 
1895  /// StrategyLegConventionalTrade
1896  StrategyLegConventionalTrade = 11,
1897 
1898  /// StrategyLegLargeInScaleLiSTrade
1899  StrategyLegLargeInScaleLiSTrade = 12,
1900 
1901  /// StrategyLegBasisTrade
1902  StrategyLegBasisTrade = 13,
1903 
1904  /// StrategyLegGuaranteedCrossTrade
1905  StrategyLegGuaranteedCrossTrade = 14,
1906 
1907  /// StrategyLegAgainstActualTrade
1908  StrategyLegAgainstActualTrade = 15,
1909 
1910  /// StrategyLegAssetAllocationTrade
1911  StrategyLegAssetAllocationTrade = 16,
1912 
1913  /// StrategyLegExchangeForSwapTrade
1914  StrategyLegExchangeForSwapTrade = 18,
1915 
1916  /// StrategyLegExchangeForPhysicalTrade
1917  StrategyLegExchangeForPhysicalTrade = 19,
1918 
1919  /// BoBTrade
1920  BoBTrade = 20,
1921 
1922  /// AtomXTrade
1923  AtomXTrade = 22,
1924 
1925  /// TradeCancellation
1926  TradeCancellation = 24,
1927 
1928  /// OutOfMarketTrade
1929  OutOfMarketTrade = 25,
1930 
1931  /// DeltaNeutralTradeUnderlyingCashLeg
1932  DeltaNeutralTradeUnderlyingCashLeg = 26,
1933 
1934  /// MarketVWAPOperationTrade
1935  MarketVWAPOperationTrade = 27,
1936 
1937  /// EuronextFundServiceTrade
1938  EuronextFundServiceTrade = 28,
1939 
1940  /// SecondaryListingTrade
1941  SecondaryListingTrade = 29,
1942 
1943  /// RequestForCrossTrade
1944  RequestForCrossTrade = 30,
1945 
1946  /// RequestForCrossStrategyLegTrade
1947  RequestForCrossStrategyLegTrade = 31,
1948 
1949  /// TradePublication
1950  TradePublication = 32,
1951 
1952  /// DarkTrade
1953  DarkTrade = 33,
1954 
1955  /// DeltaNeutralTradeUnderlyingFutureLeg
1956  DeltaNeutralTradeUnderlyingFutureLeg = 34,
1957 
1958  /// TotalTradedVolume
1959  TotalTradedVolume = 36,
1960 
1961  /// ETFMTFNAVTradePriceInBp
1962  ETFMTFNAVTradePriceInBp = 37,
1963 
1964  /// ETFMTFNAVDarkTradePriceInBp
1965  ETFMTFNAVDarkTradePriceInBp = 38,
1966 
1967  /// GuaranteedCrossNegotiatedDealNLIQ
1968  GuaranteedCrossNegotiatedDealNLIQ = 39,
1969 
1970  /// GuaranteedCrossNegotiatedDealOILQ
1971  GuaranteedCrossNegotiatedDealOILQ = 40,
1972 
1973  /// LargeInScaleTrade
1974  LargeInScaleTrade = 41,
1975 
1976  /// LargeInScaleTradeInBasisPoints
1977  LargeInScaleTradeInBasisPoints = 42,
1978 
1979  /// LargeInScalePackageTradeInBasisPoints
1980  LargeInScalePackageTradeInBasisPoints = 43,
1981 
1982  /// StrategyLegLargeInScaleTradeInBasisPoints
1983  StrategyLegLargeInScaleTradeInBasisPoints = 44,
1984 
1985  /// TradeReversal
1986  TradeReversal = 45,
1987 
1988  /// NonStandardSettlement
1989  NonStandardSettlement = 46,
1990 
1991  /// RepurchaseAgreementRepo
1992  RepurchaseAgreementRepo = 47,
1993 
1994  /// ExchangeGrantedTrade
1995  ExchangeGrantedTrade = 48,
1996 
1997  /// Other
1998  Other = 49,
1999 
2000  /// OddLot
2001  OddLot = 50,
2002 
2003  /// ConventionalTradeProvisionalPrice
2004  ConventionalTradeProvisionalPrice = 100,
2005 
2006  /// LargeInScaleLiSTradeProvisionalPrice
2007  LargeInScaleLiSTradeProvisionalPrice = 101,
2008 
2009  /// LargeInScaleLiSPackageTradeProvisionalPrice
2010  LargeInScaleLiSPackageTradeProvisionalPrice = 102,
2011 
2012  /// IssuingOrTenderOfferTrade
2013  IssuingOrTenderOfferTrade = 103,
2014 
2015  /// RFQTrade
2016  RFQTrade = 104
2017  };
2018 
2019  /// \return a human-readable presentation.
2021  static
2022  std::string
2023  toString(
2024  Enum);
2025 };
2026 
2027 /// `TradingPeriod_enum` type.
2029 {
2030  typedef UInt8 Base;
2031 
2032  enum Enum
2033  {
2034  /// Opening
2035  Opening = 1,
2036 
2037  /// Standard
2038  Standard = 2,
2039 
2040  /// Closing
2041  Closing = 3
2042  };
2043 
2044  /// \return a human-readable presentation.
2046  static
2047  std::string
2048  toString(
2049  Enum);
2050 };
2051 
2052 /// `TradingSide_enum` type.
2054 {
2055  typedef UInt8 Base;
2056 
2057  enum Enum
2058  {
2059  /// BidOnly
2060  BidOnly = 1,
2061 
2062  /// OfferOnly
2063  OfferOnly = 2,
2064 
2065  /// PAKO
2066  PAKO = 3,
2067 
2068  /// BothSides
2069  BothSides = 4
2070  };
2071 
2072  /// \return a human-readable presentation.
2074  static
2075  std::string
2076  toString(
2077  Enum);
2078 };
2079 
2080 /// `PriceLimits_enum` type.
2082 {
2083  typedef UInt8 Base;
2084 
2085  enum Enum
2086  {
2087  /// PriceLimitsEnabledNormal
2088  PriceLimitsEnabledNormal = 1,
2089 
2090  /// PriceLimitsEnabledWide
2091  PriceLimitsEnabledWide = 2,
2092 
2093  /// PriceLimitsEnabledWidest
2094  PriceLimitsEnabledWidest = 3,
2095 
2096  /// PriceLimitsDisabled
2097  PriceLimitsDisabled = 4
2098  };
2099 
2100  /// \return a human-readable presentation.
2102  static
2103  std::string
2104  toString(
2105  Enum);
2106 };
2107 
2108 /// `QuoteSpreadMultiplier_enum` type.
2110 {
2111  typedef UInt8 Base;
2112 
2113  enum Enum
2114  {
2115  /// QuoteSpreadMultiplier1
2116  QuoteSpreadMultiplier1 = 1,
2117 
2118  /// QuoteSpreadMultiplier2
2119  QuoteSpreadMultiplier2 = 2,
2120 
2121  /// QuoteSpreadMultiplier3
2122  QuoteSpreadMultiplier3 = 3
2123  };
2124 
2125  /// \return a human-readable presentation.
2127  static
2128  std::string
2129  toString(
2130  Enum);
2131 };
2132 
2133 /// `ExchangeCode_enum` type.
2135 {
2136  typedef Char Base;
2137 
2138  enum Enum
2139  {
2140  /// AmsterdamEquityDerivatives
2141  AmsterdamEquityDerivatives = 'A',
2142 
2143  /// BrusselsEquityDerivatives
2144  BrusselsEquityDerivatives = 'B',
2145 
2146  /// ParisEquityUnderlyings
2147  ParisEquityUnderlyings = 'C',
2148 
2149  /// BrusselsCashUnderlyings
2150  BrusselsCashUnderlyings = 'D',
2151 
2152  /// BrusselsIndexDerivatives
2153  BrusselsIndexDerivatives = 'F',
2154 
2155  /// AmsterdamCashUnderlyings
2156  AmsterdamCashUnderlyings = 'G',
2157 
2158  /// LisbonCashUnderlyings
2159  LisbonCashUnderlyings = 'H',
2160 
2161  /// ParisIndexDerivatives
2162  ParisIndexDerivatives = 'J',
2163 
2164  /// AmsterdamIndexDerivatives
2165  AmsterdamIndexDerivatives = 'K',
2166 
2167  /// LisbonIndexDerivatives
2168  LisbonIndexDerivatives = 'M',
2169 
2170  /// ParisEquityDerivatives
2171  ParisEquityDerivatives = 'P',
2172 
2173  /// AmsterdamCommoditiesDerivatives
2174  AmsterdamCommoditiesDerivatives = 'R',
2175 
2176  /// LisbonEquityDerivatives
2177  LisbonEquityDerivatives = 'S',
2178 
2179  /// ParisCommoditiesDerivatives
2180  ParisCommoditiesDerivatives = 'Y',
2181 
2182  /// AmsterdamCurrencyDerivatives
2183  AmsterdamCurrencyDerivatives = 'Z',
2184 
2185  /// OsloIndexDerivatives
2186  OsloIndexDerivatives = 'N',
2187 
2188  /// OsloEquityDerivatives
2189  OsloEquityDerivatives = 'O',
2190 
2191  /// OsloCashUnderlying
2192  OsloCashUnderlying = 'L',
2193 
2194  /// MilanCashUnderlying
2195  MilanCashUnderlying = 'U',
2196 
2197  /// MilanIndexDerivatives
2198  MilanIndexDerivatives = 'I',
2199 
2200  /// MilanEquityDerivatives
2201  MilanEquityDerivatives = 'E'
2202  };
2203 
2204  /// \return a human-readable presentation.
2206  static
2207  std::string
2208  toString(
2209  Enum);
2210 };
2211 
2212 /// `LegBuyorSell_enum` type.
2214 {
2215  typedef Char Base;
2216 
2217  enum Enum
2218  {
2219  /// Buy
2220  Buy = 'B',
2221 
2222  /// Sell
2223  Sell = 'S'
2224  };
2225 
2226  /// \return a human-readable presentation.
2228  static
2229  std::string
2230  toString(
2231  Enum);
2232 };
2233 
2234 /// `OptiqSegment_enum` type.
2236 {
2237  typedef UInt8 Base;
2238 
2239  enum Enum
2240  {
2241  /// Equities
2242  Equities = 1,
2243 
2244  /// Funds
2245  Funds = 2,
2246 
2247  /// FixedIncome
2248  FixedIncome = 3,
2249 
2250  /// WarrantsAndCertificates
2251  WarrantsAndCertificates = 4,
2252 
2253  /// BourseDeLuxembourg
2254  BourseDeLuxembourg = 5,
2255 
2256  /// Options
2257  Options = 6,
2258 
2259  /// Futures
2260  Futures = 7,
2261 
2262  /// Commodities
2263  Commodities = 8,
2264 
2265  /// Indices
2266  Indices = 9,
2267 
2268  /// TradeReportingAndPublication
2269  TradeReportingAndPublication = 10,
2270 
2271  /// Block
2272  Block = 14,
2273 
2274  /// IndexDerivatives
2275  IndexDerivatives = 11,
2276 
2277  /// EquityDerivatives
2278  EquityDerivatives = 12,
2279 
2280  /// FinancialDerivatives
2281  FinancialDerivatives = 13,
2282 
2283  /// Forex
2284  Forex = 15,
2285 
2286  /// IBF
2287  IBF = 16
2288  };
2289 
2290  /// \return a human-readable presentation.
2292  static
2293  std::string
2294  toString(
2295  Enum);
2296 };
2297 
2298 /// `OptionType_enum` type.
2300 {
2301  typedef UInt8 Base;
2302 
2303  enum Enum
2304  {
2305  /// Call
2306  Call = 1,
2307 
2308  /// Put
2309  Put = 2,
2310 
2311  /// Other
2312  Other = 3
2313  };
2314 
2315  /// \return a human-readable presentation.
2317  static
2318  std::string
2319  toString(
2320  Enum);
2321 };
2322 
2323 /// `IndexLevelType_enum` type.
2325 {
2326  typedef UInt8 Base;
2327 
2328  enum Enum
2329  {
2330  /// IndicativeIndex
2331  IndicativeIndex = 0,
2332 
2333  /// OfficialOpeningIndex
2334  OfficialOpeningIndex = 1,
2335 
2336  /// RealTimeIndex
2338 
2339  /// AutomaticIndicativeIndex
2340  AutomaticIndicativeIndex = 3,
2341 
2342  /// PreliminaryReferenceIndex
2343  PreliminaryReferenceIndex = 4,
2344 
2345  /// ClosingReferenceIndex
2346  ClosingReferenceIndex = 5,
2347 
2348  /// ConfirmedReferenceIndex
2349  ConfirmedReferenceIndex = 6,
2350 
2351  /// OptionsLiquidationIndex
2352  OptionsLiquidationIndex = 7
2353  };
2354 
2355  /// \return a human-readable presentation.
2357  static
2358  std::string
2359  toString(
2360  Enum);
2361 };
2362 
2363 /// `TransactionType_enum` type.
2365 {
2366  typedef UInt8 Base;
2367 
2368  enum Enum
2369  {
2370  /// PlainVanillaTrade
2371  PlainVanillaTrade = 1,
2372 
2373  /// DarkTrade
2374  DarkTrade = 2,
2375 
2376  /// BenchmarkTrade
2377  BenchmarkTrade = 3,
2378 
2379  /// TechnicalTrade
2380  TechnicalTrade = 4,
2381 
2382  /// GiveupGiveinTrade
2383  GiveupGiveinTrade = 5,
2384 
2385  /// ExCumDividendTrade
2386  ExCumDividendTrade = 6,
2387 
2388  /// TradeWithCondition
2389  TradeWithCondition = 7,
2390 
2391  /// SummaryReport
2392  SummaryReport = 15
2393  };
2394 
2395  /// \return a human-readable presentation.
2397  static
2398  std::string
2399  toString(
2400  Enum);
2401 };
2402 
2403 /// `BlockTradeCode_enum` type.
2405 {
2406  typedef Char Base;
2407 
2408  enum Enum
2409  {
2410  /// BlockTrade
2411  BlockTrade = 'B',
2412 
2413  /// RegularTradeOrNegotiatedDeal
2414  RegularTradeOrNegotiatedDeal = 'N',
2415 
2416  /// Undefined
2417  Undefined = '-'
2418  };
2419 
2420  /// \return a human-readable presentation.
2422  static
2423  std::string
2424  toString(
2425  Enum);
2426 };
2427 
2428 /// `EffectiveDateIndicator_enum` type.
2430 {
2431  typedef UInt8 Base;
2432 
2433  enum Enum
2434  {
2435  /// SellerDeclarationIsReceivedOnTheCurTradingSessionDay
2436  SellerDeclarationIsReceivedOnTheCurTradingSessionDay = 0,
2437 
2438  /// SellerDeclarationReceivedBeforeTheCurTradingSessionDay
2439  SellerDeclarationReceivedBeforeTheCurTradingSessionDay = 1
2440  };
2441 
2442  /// \return a human-readable presentation.
2444  static
2445  std::string
2446  toString(
2447  Enum);
2448 };
2449 
2450 /// `IndexPriceCode_enum` type.
2452 {
2453  typedef UInt8 Base;
2454 
2455  enum Enum
2456  {
2457  /// OnlyIndex
2458  OnlyIndex = 0,
2459 
2460  /// IndexAndSessionHigh
2461  IndexAndSessionHigh = 1,
2462 
2463  /// IndexAndSessionLow
2464  IndexAndSessionLow = 2,
2465 
2466  /// IndexAndSessionHighAndLowTypicallyFirstPrice
2467  IndexAndSessionHighAndLowTypicallyFirstPrice = 3,
2468 
2469  /// OnlySessionHigh
2470  OnlySessionHigh = 4,
2471 
2472  /// OnlySessionLow
2473  OnlySessionLow = 5,
2474 
2475  /// PreviousDayClose
2476  PreviousDayClose = 6
2477  };
2478 
2479  /// \return a human-readable presentation.
2481  static
2482  std::string
2483  toString(
2484  Enum);
2485 };
2486 
2487 /// `StatsUpdateType_enum` type.
2489 {
2490  typedef UInt8 Base;
2491 
2492  enum Enum
2493  {
2494  /// DailyHigh
2495  DailyHigh = 5,
2496 
2497  /// DailyLow
2498  DailyLow = 6,
2499 
2500  /// YearlyHigh
2501  YearlyHigh = 7,
2502 
2503  /// YearlyLow
2504  YearlyLow = 8,
2505 
2506  /// LifetimeHigh
2507  LifetimeHigh = 9,
2508 
2509  /// LifetimeLow
2510  LifetimeLow = 10,
2511 
2512  /// VariationLastPrice
2513  VariationLastPrice = 14,
2514 
2515  /// OpenPrice
2516  OpenPrice = 15,
2517 
2518  /// TradeCount
2519  TradeCount = 16,
2520 
2521  /// LastTradedPrice
2522  LastTradedPrice = 17,
2523 
2524  /// PercentVariationPreviousClose
2525  PercentVariationPreviousClose = 18,
2526 
2527  /// OffBookCumulQty
2528  OffBookCumulQty = 19,
2529 
2530  /// OnBookAuctionCumulQty
2531  OnBookAuctionCumulQty = 21,
2532 
2533  /// OnBookContinuousCumulQty
2534  OnBookContinuousCumulQty = 22,
2535 
2536  /// OnAndOffBookCumulQty
2537  OnAndOffBookCumulQty = 23
2538  };
2539 
2540  /// \return a human-readable presentation.
2542  static
2543  std::string
2544  toString(
2545  Enum);
2546 };
2547 
2548 /// `GuaranteeIndicator_enum` type.
2550 {
2551  typedef UInt8 Base;
2552 
2553  enum Enum
2554  {
2555  /// ThisInstrumentIsNotGuaranteed
2556  ThisInstrumentIsNotGuaranteed = 0,
2557 
2558  /// ThisInstrumentIsGuaranteed
2559  ThisInstrumentIsGuaranteed = 1,
2560 
2561  /// ThisInstrumentIsNotClearable
2562  ThisInstrumentIsNotClearable = 2,
2563 
2564  /// GuaranteedClearedBorrowingLendingService
2565  GuaranteedClearedBorrowingLendingService = 8
2566  };
2567 
2568  /// \return a human-readable presentation.
2570  static
2571  std::string
2572  toString(
2573  Enum);
2574 };
2575 
2576 /// `MMTMarketMechanism_enum` type.
2578 {
2579  typedef UInt8 Base;
2580 
2581  enum Enum
2582  {
2583  /// CentralLimitOrderBook
2584  CentralLimitOrderBook = 1,
2585 
2586  /// QuoteDrivenMarket
2587  QuoteDrivenMarket = 2,
2588 
2589  /// DarkOrderBook
2590  DarkOrderBook = 3,
2591 
2592  /// OffBookIncludingVoiceOrMessagingTrading
2593  OffBookIncludingVoiceOrMessagingTrading = 4,
2594 
2595  /// PeriodicAuctionEqualUncrossing
2596  PeriodicAuctionEqualUncrossing = 5,
2597 
2598  /// RequestForQuotes
2599  RequestForQuotes = 6,
2600 
2601  /// HybridSystem
2602  HybridSystem = 8,
2603 
2604  /// AnyOtherExcludingHybrid
2605  AnyOtherExcludingHybrid = 9
2606  };
2607 
2608  /// \return a human-readable presentation.
2610  static
2611  std::string
2612  toString(
2613  Enum);
2614 };
2615 
2616 /// `EfficientMMTMarketMechanism_enum` type.
2618 {
2619  typedef UInt8 Base;
2620 
2621  enum Enum
2622  {
2623  /// CentralLimitOrderBook
2624  CentralLimitOrderBook = 1,
2625 
2626  /// QuoteDrivenMarket
2627  QuoteDrivenMarket = 2,
2628 
2629  /// DarkOrderBook
2630  DarkOrderBook = 3,
2631 
2632  /// OffBookIncludingVoiceOrMessagingTrading
2633  OffBookIncludingVoiceOrMessagingTrading = 4,
2634 
2635  /// PeriodicAuctionEqualUncrossing
2636  PeriodicAuctionEqualUncrossing = 5,
2637 
2638  /// RequestForQuotes
2639  RequestForQuotes = 6,
2640 
2641  /// Other
2642  Other = 7
2643  };
2644 
2645  /// \return a human-readable presentation.
2647  static
2648  std::string
2649  toString(
2650  Enum);
2651 };
2652 
2653 /// `MMTTradingMode_enum` type.
2655 {
2656  typedef Char Base;
2657 
2658  enum Enum
2659  {
2660  /// UndefinedAuctionEqualUncrossing
2661  UndefinedAuctionEqualUncrossing = '1',
2662 
2663  /// ContinuousTrading
2664  ContinuousTrading = '2',
2665 
2666  /// AtMarketCloseTrading
2667  AtMarketCloseTrading = '3',
2668 
2669  /// OutOfMainSessionTrading
2670  OutOfMainSessionTrading = '4',
2671 
2672  /// TradeReportingOnExchange
2673  TradeReportingOnExchange = '5',
2674 
2675  /// TradeReportingOffExchange
2676  TradeReportingOffExchange = '6',
2677 
2678  /// TradeReportingSystematicInternaliser
2679  TradeReportingSystematicInternaliser = '7',
2680 
2681  /// ScheduledIntradayAuctionEqualUncrossing
2682  ScheduledIntradayAuctionEqualUncrossing = 'I',
2683 
2684  /// ScheduledClosingAuctionEqualUncrossing
2685  ScheduledClosingAuctionEqualUncrossing = 'K',
2686 
2687  /// ScheduledOpeningAuctionEqualUncrossing
2688  ScheduledOpeningAuctionEqualUncrossing = 'O',
2689 
2690  /// UnscheduledAuctionEqualUncrossing
2691  UnscheduledAuctionEqualUncrossing = 'U',
2692 
2693  /// OnDemandAuctionEqualFrequentBatchedAuction
2694  OnDemandAuctionEqualFrequentBatchedAuction = 'P'
2695  };
2696 
2697  /// \return a human-readable presentation.
2699  static
2700  std::string
2701  toString(
2702  Enum);
2703 };
2704 
2705 /// `EfficientMMTTradingMode_enum` type.
2707 {
2708  typedef Char Base;
2709 
2710  enum Enum
2711  {
2712  /// UndefinedAuctionEqualUncrossing
2713  UndefinedAuctionEqualUncrossing = '1',
2714 
2715  /// ContinuousTrading
2716  ContinuousTrading = '2',
2717 
2718  /// AtMarketCloseTrading
2719  AtMarketCloseTrading = '3',
2720 
2721  /// OutOfMainSessionTrading
2722  OutOfMainSessionTrading = '4',
2723 
2724  /// TradeReportingOnExchange
2725  TradeReportingOnExchange = '5',
2726 
2727  /// TradeReportingOffExchange
2728  TradeReportingOffExchange = '6',
2729 
2730  /// TradeReportingSystematicInternaliser
2731  TradeReportingSystematicInternaliser = '7',
2732 
2733  /// ScheduledIntradayAuctionEqualUncrossing
2734  ScheduledIntradayAuctionEqualUncrossing = 'I',
2735 
2736  /// ScheduledClosingAuctionEqualUncrossing
2737  ScheduledClosingAuctionEqualUncrossing = 'K',
2738 
2739  /// ScheduledOpeningAuctionEqualUncrossing
2740  ScheduledOpeningAuctionEqualUncrossing = 'O',
2741 
2742  /// UnscheduledAuctionEqualUncrossing
2743  UnscheduledAuctionEqualUncrossing = 'U',
2744 
2745  /// OnDemandAuctionEqualFrequentBatchedAuction
2746  OnDemandAuctionEqualFrequentBatchedAuction = 'P'
2747  };
2748 
2749  /// \return a human-readable presentation.
2751  static
2752  std::string
2753  toString(
2754  Enum);
2755 };
2756 
2757 /// `EfficientMMTTransactionCategory_enum` type.
2759 {
2760  typedef Char Base;
2761 
2762  enum Enum
2763  {
2764  /// DarkTrade
2765  DarkTrade = 'D',
2766 
2767  /// RPRI
2768  RPRI = 'R',
2769 
2770  /// XFPH
2771  XFPH = 'Y',
2772 
2773  /// TPAC
2774  TPAC = 'Z',
2775 
2776  /// NoneApply
2777  NoneApply = '-'
2778  };
2779 
2780  /// \return a human-readable presentation.
2782  static
2783  std::string
2784  toString(
2785  Enum);
2786 };
2787 
2788 /// `EfficientMMTNegotiationIndicator_enum` type.
2790 {
2791  typedef Char Base;
2792 
2793  enum Enum
2794  {
2795  /// NLIQ
2796  NLIQ = '1',
2797 
2798  /// OILQ
2799  OILQ = '2',
2800 
2801  /// PRIC
2802  PRIC = '3',
2803 
2804  /// ILQD
2805  ILQD = '4',
2806 
2807  /// SIZE
2808  SIZE = '5',
2809 
2810  /// ILQDSIZE
2811  ILQDSIZE = '6',
2812 
2813  /// NegotiatedTrade
2814  NegotiatedTrade = 'N',
2815 
2816  /// NoNegotiatedTrade
2817  NoNegotiatedTrade = '-'
2818  };
2819 
2820  /// \return a human-readable presentation.
2822  static
2823  std::string
2824  toString(
2825  Enum);
2826 };
2827 
2828 /// `EfficientMMTAgencyCrossTradeIndicator_enum` type.
2830 {
2831  typedef Char Base;
2832 
2833  enum Enum
2834  {
2835  /// ACTX
2836  ACTX = 'X',
2837 
2838  /// NoAgencyCrossTrade
2839  NoAgencyCrossTrade = '-'
2840  };
2841 
2842  /// \return a human-readable presentation.
2844  static
2845  std::string
2846  toString(
2847  Enum);
2848 };
2849 
2850 /// `EfficientMMTModificationIndicator_enum` type.
2852 {
2853  typedef Char Base;
2854 
2855  enum Enum
2856  {
2857  /// AMND
2858  AMND = 'A',
2859 
2860  /// CANC
2861  CANC = 'C',
2862 
2863  /// NewTrade
2864  NewTrade = '-'
2865  };
2866 
2867  /// \return a human-readable presentation.
2869  static
2870  std::string
2871  toString(
2872  Enum);
2873 };
2874 
2875 /// `EfficientMMTBenchmarkIndicator_enum` type.
2877 {
2878  typedef Char Base;
2879 
2880  enum Enum
2881  {
2882  /// BENC
2883  BENC = 'B',
2884 
2885  /// RFPT
2886  RFPT = 'S',
2887 
2888  /// NoBenchmarkOrReferencePriceTrade
2889  NoBenchmarkOrReferencePriceTrade = '-'
2890  };
2891 
2892  /// \return a human-readable presentation.
2894  static
2895  std::string
2896  toString(
2897  Enum);
2898 };
2899 
2900 /// `EfficientMMTSpecialDividendIndicator_enum` type.
2902 {
2903  typedef Char Base;
2904 
2905  enum Enum
2906  {
2907  /// SDIV
2908  SDIV = 'E',
2909 
2910  /// NoSpecialDividendTrade
2911  NoSpecialDividendTrade = '-'
2912  };
2913 
2914  /// \return a human-readable presentation.
2916  static
2917  std::string
2918  toString(
2919  Enum);
2920 };
2921 
2922 /// `MMTOffBookAutomatedIndicator_enum` type.
2924 {
2925  typedef Char Base;
2926 
2927  enum Enum
2928  {
2929  /// OffBookNonAutomated
2930  OffBookNonAutomated = 'M',
2931 
2932  /// OffBookAutomated
2933  OffBookAutomated = 'Q',
2934 
2935  /// UnspecifiedOrDoesNotApply
2936  UnspecifiedOrDoesNotApply = '-'
2937  };
2938 
2939  /// \return a human-readable presentation.
2941  static
2942  std::string
2943  toString(
2944  Enum);
2945 };
2946 
2947 /// `EfficientMMTOffBookAutomatedIndicator_enum` type.
2949 {
2950  typedef Char Base;
2951 
2952  enum Enum
2953  {
2954  /// OffBookNonAutomated
2955  OffBookNonAutomated = 'M',
2956 
2957  /// OffBookAutomated
2958  OffBookAutomated = 'Q',
2959 
2960  /// UnspecifiedOrDoesNotApply
2961  UnspecifiedOrDoesNotApply = '-'
2962  };
2963 
2964  /// \return a human-readable presentation.
2966  static
2967  std::string
2968  toString(
2969  Enum);
2970 };
2971 
2972 /// `EfficientMMTContributiontoPrice_enum` type.
2974 {
2975  typedef Char Base;
2976 
2977  enum Enum
2978  {
2979  /// TNCP
2980  TNCP = 'J',
2981 
2982  /// PNDG
2983  PNDG = 'N',
2984 
2985  /// PlainVanillaTrade
2986  PlainVanillaTrade = 'P',
2987 
2988  /// NPFT
2989  NPFT = 'T'
2990  };
2991 
2992  /// \return a human-readable presentation.
2994  static
2995  std::string
2996  toString(
2997  Enum);
2998 };
2999 
3000 /// `EfficientMMTAlgorithmicIndicator_enum` type.
3002 {
3003  typedef Char Base;
3004 
3005  enum Enum
3006  {
3007  /// ALGO
3008  ALGO = 'H',
3009 
3010  /// NoAlgorithmicTrade
3011  NoAlgorithmicTrade = '-'
3012  };
3013 
3014  /// \return a human-readable presentation.
3016  static
3017  std::string
3018  toString(
3019  Enum);
3020 };
3021 
3022 /// `EfficientMMTPublicationMode_enum` type.
3024 {
3025  typedef Char Base;
3026 
3027  enum Enum
3028  {
3029  /// NonImmediatePublication
3030  NonImmediatePublication = '1',
3031 
3032  /// LRGS
3033  LRGS = '2',
3034 
3035  /// ILQD
3036  ILQD = '3',
3037 
3038  /// SIZE
3039  SIZE = '4',
3040 
3041  /// ILQDSIZE
3042  ILQDSIZE = '5',
3043 
3044  /// ILQDLRGS
3045  ILQDLRGS = '6',
3046 
3047  /// ImmediatePublication
3048  ImmediatePublication = '-'
3049  };
3050 
3051  /// \return a human-readable presentation.
3053  static
3054  std::string
3055  toString(
3056  Enum);
3057 };
3058 
3059 /// `EfficientMMTPostTradeDeferral_enum` type.
3061 {
3062  typedef Char Base;
3063 
3064  enum Enum
3065  {
3066  /// LMTF
3067  LMTF = '1',
3068 
3069  /// DATF
3070  DATF = '2',
3071 
3072  /// VOLO
3073  VOLO = '3',
3074 
3075  /// FWAF
3076  FWAF = '4',
3077 
3078  /// IDAF
3079  IDAF = '5',
3080 
3081  /// VOLW
3082  VOLW = '6',
3083 
3084  /// FULF
3085  FULF = '7',
3086 
3087  /// FULA
3088  FULA = '8',
3089 
3090  /// FULV
3091  FULV = '9',
3092 
3093  /// FULJ
3094  FULJ = 'V',
3095 
3096  /// COAF
3097  COAF = 'W',
3098 
3099  /// NotApplicable
3100  NotApplicable = '-'
3101  };
3102 
3103  /// \return a human-readable presentation.
3105  static
3106  std::string
3107  toString(
3108  Enum);
3109 };
3110 
3111 /// `EfficientMMTDuplicativeIndicator_enum` type.
3113 {
3114  typedef Char Base;
3115 
3116  enum Enum
3117  {
3118  /// DUPL
3119  DUPL = '1',
3120 
3121  /// UniqueTradeReport
3122  UniqueTradeReport = '-'
3123  };
3124 
3125  /// \return a human-readable presentation.
3127  static
3128  std::string
3129  toString(
3130  Enum);
3131 };
3132 
3133 /// `TransparencyIndicator_enum` type.
3135 {
3136  typedef UInt8 Base;
3137 
3138  enum Enum
3139  {
3140  /// LitRegularTrade
3141  LitRegularTrade = 0,
3142 
3143  /// DarkTradeAndImmediatePublication
3144  DarkTradeAndImmediatePublication = 1,
3145 
3146  /// DarkTradeAndDeferredPublication
3147  DarkTradeAndDeferredPublication = 2
3148  };
3149 
3150  /// \return a human-readable presentation.
3152  static
3153  std::string
3154  toString(
3155  Enum);
3156 };
3157 
3158 /// `MiFIDInstrumentCategory_enum` type.
3160 {
3161  typedef UInt8 Base;
3162 
3163  enum Enum
3164  {
3165  /// NotApplicable
3166  NotApplicable = 0,
3167 
3168  /// RTS1EquityInstrumentFollowingMiFIDDefinition
3169  RTS1EquityInstrumentFollowingMiFIDDefinition = 1,
3170 
3171  /// RTS2NonEquityInstrumentFollowingMiFIDDefinition
3172  RTS2NonEquityInstrumentFollowingMiFIDDefinition = 2
3173  };
3174 
3175  /// \return a human-readable presentation.
3177  static
3178  std::string
3179  toString(
3180  Enum);
3181 };
3182 
3183 /// `DynamicCollarLogic_enum` type.
3185 {
3186  typedef UInt8 Base;
3187 
3188  enum Enum
3189  {
3190  /// NotActive
3191  NotActive = 0,
3192 
3193  /// NoHaltWithReject
3194  NoHaltWithReject = 2,
3195 
3196  /// HaltWithAcceptation
3197  HaltWithAcceptation = 3
3198  };
3199 
3200  /// \return a human-readable presentation.
3202  static
3203  std::string
3204  toString(
3205  Enum);
3206 };
3207 
3208 /// `ReferencePriceOrigin_enum` type.
3210 {
3211  typedef UInt8 Base;
3212 
3213  enum Enum
3214  {
3215  /// Internal
3216  Internal = 1,
3217 
3218  /// External
3219  External = 2,
3220 
3221  /// ExternalBBO
3222  ExternalBBO = 3,
3223 
3224  /// OpeningCallPrice
3225  OpeningCallPrice = 4,
3226 
3227  /// MidBBOOrFairValue
3228  MidBBOOrFairValue = 5,
3229 
3230  /// FairValue
3231  FairValue = 6,
3232 
3233  /// FutureMarketPrice
3234  FutureMarketPrice = 7
3235  };
3236 
3237  /// \return a human-readable presentation.
3239  static
3240  std::string
3241  toString(
3242  Enum);
3243 };
3244 
3245 /// `TaxCode_enum` type.
3247 {
3248  typedef UInt8 Base;
3249 
3250  enum Enum
3251  {
3252  /// NotEligibleToPEATheStockHasNeverBeenAMonoryStock
3253  NotEligibleToPEATheStockHasNeverBeenAMonoryStock = 0,
3254 
3255  /// EligibleToPEA
3256  EligibleToPEA = 3,
3257 
3258  /// NotProvided
3259  NotProvided = 9
3260  };
3261 
3262  /// \return a human-readable presentation.
3264  static
3265  std::string
3266  toString(
3267  Enum);
3268 };
3269 
3270 /// `TypeOfMarketAdmission_enum` type.
3272 {
3273  typedef Char Base;
3274 
3275  enum Enum
3276  {
3277  /// InstrumentsTradedOnThePrimaryMarket
3278  InstrumentsTradedOnThePrimaryMarket = 'A',
3279 
3280  /// InstrumentsTradedOnTheSecondaryMarket
3281  InstrumentsTradedOnTheSecondaryMarket = 'B',
3282 
3283  /// InstrumentsTradedOnTheNewMarket
3284  InstrumentsTradedOnTheNewMarket = 'C',
3285 
3286  /// NonRegulatedMarketInstrumentsTradedOnTheFreeMarket
3287  NonRegulatedMarketInstrumentsTradedOnTheFreeMarket = 'D',
3288 
3289  /// NonRegulatedMarketAlternext
3290  NonRegulatedMarketAlternext = 'E',
3291 
3292  /// NonListed
3293  NonListed = 'F',
3294 
3295  /// RegulatedMarketNonEquities
3296  RegulatedMarketNonEquities = 'G',
3297 
3298  /// RegulatedMarketEquitiesSegmentA
3299  RegulatedMarketEquitiesSegmentA = 'H',
3300 
3301  /// RegulatedMarketEquitiesSegmentB
3302  RegulatedMarketEquitiesSegmentB = 'I',
3303 
3304  /// RegulatedMarketEquitiesSegmentC
3305  RegulatedMarketEquitiesSegmentC = 'J',
3306 
3307  /// RegulatedMarketAllSecuritiesSpecialSegment
3308  RegulatedMarketAllSecuritiesSpecialSegment = 'K',
3309 
3310  /// RegulatedMarketEquitiesOtherInstruments
3311  RegulatedMarketEquitiesOtherInstruments = 'L',
3312 
3313  /// OPCVMSICOMINonListedFrenchInvestmentFunds
3314  OPCVMSICOMINonListedFrenchInvestmentFunds = 'S',
3315 
3316  /// OffMarket
3317  OffMarket = '6',
3318 
3319  /// GoldCurrenciesAndIndices
3320  GoldCurrenciesAndIndices = '7',
3321 
3322  /// Foreign
3323  Foreign = '9'
3324  };
3325 
3326  /// \return a human-readable presentation.
3328  static
3329  std::string
3330  toString(
3331  Enum);
3332 };
3333 
3334 /// `ExerciseStyle_enum` type.
3336 {
3337  typedef UInt8 Base;
3338 
3339  enum Enum
3340  {
3341  /// European
3342  European = 0,
3343 
3344  /// American
3345  American = 1,
3346 
3347  /// Asian
3348  Asian = 2,
3349 
3350  /// Bermudan
3351  Bermudan = 3,
3352 
3353  /// Other
3354  Other = 4,
3355 
3356  /// Periodic
3357  Periodic = 5
3358  };
3359 
3360  /// \return a human-readable presentation.
3362  static
3363  std::string
3364  toString(
3365  Enum);
3366 };
3367 
3368 /// `ContractTradingType_enum` type.
3370 {
3371  typedef UInt8 Base;
3372 
3373  enum Enum
3374  {
3375  /// TradedAsAnOutright
3376  TradedAsAnOutright = 1,
3377 
3378  /// NotTradedButListedInContractDataTradersMaySubscribeTo
3379  NotTradedButListedInContractDataTradersMaySubscribeTo = 2,
3380 
3381  /// TradedAsASimpleIntercommoditySpread
3382  TradedAsASimpleIntercommoditySpread = 3,
3383 
3384  /// TradedAsAnIntercommoditySpread
3385  TradedAsAnIntercommoditySpread = 4
3386  };
3387 
3388  /// \return a human-readable presentation.
3390  static
3391  std::string
3392  toString(
3393  Enum);
3394 };
3395 
3396 /// `OpenedClosedFund_enum` type.
3398 {
3399  typedef Char Base;
3400 
3401  enum Enum
3402  {
3403  /// Open
3404  Open = 'O',
3405 
3406  /// Closed
3407  Closed = 'C'
3408  };
3409 
3410  /// \return a human-readable presentation.
3412  static
3413  std::string
3414  toString(
3415  Enum);
3416 };
3417 
3418 /// `GrossofCDSCIndicator_enum` type.
3420 {
3421  typedef Char Base;
3422 
3423  enum Enum
3424  {
3425  /// No
3426  No = 'N',
3427 
3428  /// Yes
3429  Yes = 'Y'
3430  };
3431 
3432  /// \return a human-readable presentation.
3434  static
3435  std::string
3436  toString(
3437  Enum);
3438 };
3439 
3440 /// `PaymentFrequency_enum` type.
3442 {
3443  typedef UInt8 Base;
3444 
3445  enum Enum
3446  {
3447  /// Annual
3448  Annual = 1,
3449 
3450  /// SemiAnnual
3451  SemiAnnual = 2,
3452 
3453  /// Quarterly
3454  Quarterly = 3,
3455 
3456  /// Monthly
3457  Monthly = 4,
3458 
3459  /// BiMonthly
3460  BiMonthly = 5,
3461 
3462  /// Daily
3463  Daily = 6,
3464 
3465  /// MigrationNA
3466  MigrationNA = 7,
3467 
3468  /// Other
3469  Other = 8,
3470 
3471  /// NoCoupon
3472  NoCoupon = 9,
3473 
3474  /// AtMaturity
3475  AtMaturity = 10,
3476 
3477  /// Triannual
3478  Triannual = 11,
3479 
3480  /// Capitalization
3481  Capitalization = 12,
3482 
3483  /// IMMDates
3484  IMMDates = 13,
3485 
3486  /// Bimestrial
3487  Bimestrial = 14,
3488 
3489  /// Weekly
3490  Weekly = 15
3491  };
3492 
3493  /// \return a human-readable presentation.
3495  static
3496  std::string
3497  toString(
3498  Enum);
3499 };
3500 
3501 /// `SecurityCondition_enum` type.
3503 {
3504  typedef Char Base;
3505 
3506  enum Enum
3507  {
3508  /// Normal
3509  Normal = 'O',
3510 
3511  /// ExDividend
3512  ExDividend = 'D',
3513 
3514  /// ExCap
3515  ExCap = 'C',
3516 
3517  /// ExRights
3518  ExRights = 'R',
3519 
3520  /// ExEntitlement
3521  ExEntitlement = 'E',
3522 
3523  /// DealingsTemporarilySuspended
3524  DealingsTemporarilySuspended = 'S',
3525 
3526  /// NotListed
3527  NotListed = 'N'
3528  };
3529 
3530  /// \return a human-readable presentation.
3532  static
3533  std::string
3534  toString(
3535  Enum);
3536 };
3537 
3538 /// `TaxDescriptionAttachingtoaDividend_enum` type.
3540 {
3541  typedef Char Base;
3542 
3543  enum Enum
3544  {
3545  /// DeducedAtSource
3546  DeducedAtSource = 'D'
3547  };
3548 
3549  /// \return a human-readable presentation.
3551  static
3552  std::string
3553  toString(
3554  Enum);
3555 };
3556 
3557 /// `TradingPolicy_enum` type.
3559 {
3560  typedef UInt8 Base;
3561 
3562  enum Enum
3563  {
3564  /// PriceExplicitTime
3565  PriceExplicitTime = 1,
3566 
3567  /// PriceProRata
3568  PriceProRata = 2
3569  };
3570 
3571  /// \return a human-readable presentation.
3573  static
3574  std::string
3575  toString(
3576  Enum);
3577 };
3578 
3579 /// `DerivativesMarketModel_enum` type.
3581 {
3582  typedef UInt8 Base;
3583 
3584  enum Enum
3585  {
3586  /// NoSyntheticQuote
3587  NoSyntheticQuote = 0,
3588 
3589  /// SpontaneousImpliedMatching
3590  SpontaneousImpliedMatching = 1,
3591 
3592  /// EventDrivenImpliedMatching
3593  EventDrivenImpliedMatching = 2
3594  };
3595 
3596  /// \return a human-readable presentation.
3598  static
3599  std::string
3600  toString(
3601  Enum);
3602 };
3603 
3604 /// `DerivativesInstrumentType_enum` type.
3606 {
3607  typedef UInt8 Base;
3608 
3609  enum Enum
3610  {
3611  /// CallOption
3612  CallOption = 0,
3613 
3614  /// PutOption
3615  PutOption = 1,
3616 
3617  /// Strategy
3618  Strategy = 2,
3619 
3620  /// IndividualFuture
3621  IndividualFuture = 3,
3622 
3623  /// Underlying
3624  Underlying = 4
3625  };
3626 
3627  /// \return a human-readable presentation.
3629  static
3630  std::string
3631  toString(
3632  Enum);
3633 };
3634 
3635 /// `Anonymous_enum` type.
3637 {
3638  typedef UInt8 Base;
3639 
3640  enum Enum
3641  {
3642  /// No
3643  No = 0,
3644 
3645  /// Yes
3646  Yes = 1
3647  };
3648 
3649  /// \return a human-readable presentation.
3651  static
3652  std::string
3653  toString(
3654  Enum);
3655 };
3656 
3657 /// `PriceQualifier_enum` type.
3659 {
3660  typedef UInt8 Base;
3661 
3662  enum Enum
3663  {
3664  /// LastAdjustedClosingPrice
3665  LastAdjustedClosingPrice = 1,
3666 
3667  /// LastTradedPrice
3668  LastTradedPrice = 2,
3669 
3670  /// VolumeWeightedAveragePrice
3671  VolumeWeightedAveragePrice = 3,
3672 
3673  /// ClosingUncrossingPrice
3674  ClosingUncrossingPrice = 4,
3675 
3676  /// ValuationPrice
3677  ValuationPrice = 5,
3678 
3679  /// AverageOfBBO
3680  AverageOfBBO = 6,
3681 
3682  /// AverageOfBestBid
3683  AverageOfBestBid = 7,
3684 
3685  /// UpdatedByMarketOperations
3686  UpdatedByMarketOperations = 8,
3687 
3688  /// ClosingPriceOfReferenceMarket
3689  ClosingPriceOfReferenceMarket = 9
3690  };
3691 
3692  /// \return a human-readable presentation.
3694  static
3695  std::string
3696  toString(
3697  Enum);
3698 };
3699 
3700 /// `MMProtections_set` type.
3702 {
3703 public:
3704  /// Aliases integral type whose bits
3705  /// are used to indicate flag presence.
3706  typedef UInt8 Bits;
3707 
3708  enum
3709  {
3710  Size = sizeof(Bits)
3711  };
3712 
3713 
3714  /// \private
3715  /// Init traits.
3716  struct MemberTraits
3717  {
3718  enum { Count = 1 };
3719 
3720  typedef Bits FirstArgType;
3721  };
3722 
3723  /// Indicates whether Delta bit is set.
3725  bool delta() const
3727  {
3728  return 0 != (bits_ & 0x1);
3729  }
3730 
3731  /// Indicates whether Volume bit is set.
3733  bool volume() const
3735  {
3736  return 0 != (bits_ & 0x2);
3737  }
3738 
3739  /// \return elements as they packed in the set.
3740  Bits bits() const
3742  {
3743  return bits_;
3744  }
3745 
3746  /// Constructs from a value.
3747  explicit
3748  MmProtections(Bits bits = 0)
3750  : bits_(bits)
3751  {
3752  }
3753 
3754  /// \return a human-readable presentation.
3756  std::string
3757  toString() const;
3758 
3759  /// Compares encoded data
3761  bool
3763  const MmProtections& other) const
3765  {
3766  return !(*this == other);
3767  }
3768 
3769  /// Compares encoded data
3771  bool
3773  const MmProtections& other) const
3775  {
3776  return this->bits_ == other.bits_;
3777  }
3778 
3779 private:
3780  Bits bits_;
3781 };
3782 
3783 /// `TradeQualifier_set` type.
3785 {
3786 public:
3787  /// Aliases integral type whose bits
3788  /// are used to indicate flag presence.
3789  typedef UInt8 Bits;
3790 
3791  enum
3792  {
3793  Size = sizeof(Bits)
3794  };
3795 
3796 
3797  /// \private
3798  /// Init traits.
3799  struct MemberTraits
3800  {
3801  enum { Count = 1 };
3802 
3803  typedef Bits FirstArgType;
3804  };
3805 
3806  /// Indicates whether UncrossingTrade bit is set.
3808  bool uncrossingTrade() const
3810  {
3811  return 0 != (bits_ & 0x1);
3812  }
3813 
3814  /// Indicates whether FirstTradePrice bit is set.
3816  bool firstTradePrice() const
3818  {
3819  return 0 != (bits_ & 0x2);
3820  }
3821 
3822  /// Indicates whether PassiveOrder bit is set.
3824  bool passiveOrder() const
3826  {
3827  return 0 != (bits_ & 0x4);
3828  }
3829 
3830  /// Indicates whether AggressiveOrder bit is set.
3832  bool aggressiveOrder() const
3834  {
3835  return 0 != (bits_ & 0x8);
3836  }
3837 
3838  /// Indicates whether TradeCreationByMarketOperations bit is set.
3842  {
3843  return 0 != (bits_ & 0x10);
3844  }
3845 
3846  /// Indicates whether NAVTradeExpressedInBps bit is set.
3850  {
3851  return 0 != (bits_ & 0x20);
3852  }
3853 
3854  /// Indicates whether NAVTradeExpressedInPriceCurrency bit is set.
3858  {
3859  return 0 != (bits_ & 0x40);
3860  }
3861 
3862  /// Indicates whether DeferredPublication bit is set.
3864  bool deferredPublication() const
3866  {
3867  return 0 != (bits_ & 0x80);
3868  }
3869 
3870  /// \return elements as they packed in the set.
3871  Bits bits() const
3873  {
3874  return bits_;
3875  }
3876 
3877  /// Constructs from a value.
3878  explicit
3879  TradeQualifier(Bits bits = 0)
3881  : bits_(bits)
3882  {
3883  }
3884 
3885  /// \return a human-readable presentation.
3887  std::string
3888  toString() const;
3889 
3890  /// Compares encoded data
3892  bool
3894  const TradeQualifier& other) const
3896  {
3897  return !(*this == other);
3898  }
3899 
3900  /// Compares encoded data
3902  bool
3904  const TradeQualifier& other) const
3906  {
3907  return this->bits_ == other.bits_;
3908  }
3909 
3910 private:
3911  Bits bits_;
3912 };
3913 
3914 /// `PhaseQualifier_set` type.
3916 {
3917 public:
3918  /// Aliases integral type whose bits
3919  /// are used to indicate flag presence.
3920  typedef UInt16 Bits;
3921 
3922  enum
3923  {
3924  Size = sizeof(Bits)
3925  };
3926 
3927 
3928  /// \private
3929  /// Init traits.
3930  struct MemberTraits
3931  {
3932  enum { Count = 1 };
3933 
3934  typedef Bits FirstArgType;
3935  };
3936 
3937  /// Indicates whether NoQualifier bit is set.
3939  bool qualifier() const
3941  {
3942  return 0 != (bits_ & 0x1);
3943  }
3944 
3945  /// Indicates whether CallBBOOnly bit is set.
3947  bool callBBOOnly() const
3949  {
3950  return 0 != (bits_ & 0x2);
3951  }
3952 
3953  /// Indicates whether TradingAtLast bit is set.
3955  bool tradingAtLast() const
3957  {
3958  return 0 != (bits_ & 0x4);
3959  }
3960 
3961  /// Indicates whether RandomUncrossing bit is set.
3963  bool randomUncrossing() const
3965  {
3966  return 0 != (bits_ & 0x8);
3967  }
3968 
3969  /// Indicates whether Suspended bit is set.
3971  bool suspended() const
3973  {
3974  return 0 != (bits_ & 0x10);
3975  }
3976 
3977  /// Indicates whether WholesaleAllowed bit is set.
3979  bool wholesaleAllowed() const
3981  {
3982  return 0 != (bits_ & 0x20);
3983  }
3984 
3985  /// Indicates whether StressedMarketConditions bit is set.
3989  {
3990  return 0 != (bits_ & 0x40);
3991  }
3992 
3993  /// Indicates whether ExceptionalMarketConditions bit is set.
3997  {
3998  return 0 != (bits_ & 0x80);
3999  }
4000 
4001  /// Indicates whether QuotingPeriod bit is set.
4003  bool quotingPeriod() const
4005  {
4006  return 0 != (bits_ & 0x200);
4007  }
4008 
4009  /// Indicates whether ExecutionPreventionAcrossAllFirms bit is set.
4013  {
4014  return 0 != (bits_ & 0x400);
4015  }
4016 
4017  /// \return elements as they packed in the set.
4018  Bits bits() const
4020  {
4021  return bits_;
4022  }
4023 
4024  /// Constructs from a value.
4025  explicit
4026  PhaseQualifier(Bits bits = 0)
4028  : bits_(bits)
4029  {
4030  }
4031 
4032  /// \return a human-readable presentation.
4034  std::string
4035  toString() const;
4036 
4037  /// Compares encoded data
4039  bool
4041  const PhaseQualifier& other) const
4043  {
4044  return !(*this == other);
4045  }
4046 
4047  /// Compares encoded data
4049  bool
4051  const PhaseQualifier& other) const
4053  {
4054  return this->bits_ == other.bits_;
4055  }
4056 
4057 private:
4058  Bits bits_;
4059 };
4060 
4061 /// `StrategyAuthorized_set` type.
4063 {
4064 public:
4065  /// Aliases integral type whose bits
4066  /// are used to indicate flag presence.
4067  typedef UInt64 Bits;
4068 
4069  enum
4070  {
4071  Size = sizeof(Bits)
4072  };
4073 
4074 
4075  /// \private
4076  /// Init traits.
4077  struct MemberTraits
4078  {
4079  enum { Count = 1 };
4080 
4081  typedef Bits FirstArgType;
4082  };
4083 
4084  /// Indicates whether JellyRoll bit is set.
4086  bool jellyRoll() const
4088  {
4089  return 0 != (bits_ & 0x1);
4090  }
4091 
4092  /// Indicates whether Butterfly bit is set.
4094  bool butterfly() const
4096  {
4097  return 0 != (bits_ & 0x2);
4098  }
4099 
4100  /// Indicates whether CallOrPutCabinet bit is set.
4102  bool callOrPutCabinet() const
4104  {
4105  return 0 != (bits_ & 0x4);
4106  }
4107 
4108  /// Indicates whether Spread bit is set.
4110  bool spread() const
4112  {
4113  return 0 != (bits_ & 0x8);
4114  }
4115 
4116  /// Indicates whether CalendarSpread bit is set.
4118  bool calendarSpread() const
4120  {
4121  return 0 != (bits_ & 0x10);
4122  }
4123 
4124  /// Indicates whether DiagonalCalendarSpread bit is set.
4128  {
4129  return 0 != (bits_ & 0x20);
4130  }
4131 
4132  /// Indicates whether Guts bit is set.
4134  bool guts() const
4136  {
4137  return 0 != (bits_ & 0x40);
4138  }
4139 
4140  /// Indicates whether TwoByOneRatioSpread bit is set.
4142  bool twoByOneRatioSpread() const
4144  {
4145  return 0 != (bits_ & 0x80);
4146  }
4147 
4148  /// Indicates whether IronButterfly bit is set.
4150  bool ironButterfly() const
4152  {
4153  return 0 != (bits_ & 0x100);
4154  }
4155 
4156  /// Indicates whether Combo bit is set.
4158  bool combo() const
4160  {
4161  return 0 != (bits_ & 0x200);
4162  }
4163 
4164  /// Indicates whether Strangle bit is set.
4166  bool strangle() const
4168  {
4169  return 0 != (bits_ & 0x400);
4170  }
4171 
4172  /// Indicates whether Ladder bit is set.
4174  bool ladder() const
4176  {
4177  return 0 != (bits_ & 0x800);
4178  }
4179 
4180  /// Indicates whether Strip bit is set.
4182  bool strip() const
4184  {
4185  return 0 != (bits_ & 0x1000);
4186  }
4187 
4188  /// Indicates whether StraddleCalendarSpread bit is set.
4192  {
4193  return 0 != (bits_ & 0x2000);
4194  }
4195 
4196  /// Indicates whether Pack bit is set.
4198  bool pack() const
4200  {
4201  return 0 != (bits_ & 0x4000);
4202  }
4203 
4204  /// Indicates whether DiagonalStraddleCalendarSpread bit is set.
4208  {
4209  return 0 != (bits_ & 0x8000);
4210  }
4211 
4212  /// Indicates whether SimpleInterCommoditySpread bit is set.
4216  {
4217  return 0 != (bits_ & 0x10000);
4218  }
4219 
4220  /// Indicates whether ConversionReversal bit is set.
4222  bool conversionReversal() const
4224  {
4225  return 0 != (bits_ & 0x20000);
4226  }
4227 
4228  /// Indicates whether Straddle bit is set.
4230  bool straddle() const
4232  {
4233  return 0 != (bits_ & 0x40000);
4234  }
4235 
4236  /// Indicates whether VolatilityTrade bit is set.
4238  bool volatilityTrade() const
4240  {
4241  return 0 != (bits_ & 0x80000);
4242  }
4243 
4244  /// Indicates whether Condor bit is set.
4246  bool condor() const
4248  {
4249  return 0 != (bits_ & 0x100000);
4250  }
4251 
4252  /// Indicates whether Box bit is set.
4254  bool box() const
4256  {
4257  return 0 != (bits_ & 0x200000);
4258  }
4259 
4260  /// Indicates whether Bundle bit is set.
4262  bool bundle() const
4264  {
4265  return 0 != (bits_ & 0x400000);
4266  }
4267 
4268  /// Indicates whether ReducedTickSpread bit is set.
4270  bool reducedTickSpread() const
4272  {
4273  return 0 != (bits_ & 0x800000);
4274  }
4275 
4276  /// Indicates whether LadderVersusUnderlying bit is set.
4280  {
4281  return 0 != (bits_ & 0x1000000);
4282  }
4283 
4284  /// Indicates whether ButterflyVersusUnderlying bit is set.
4288  {
4289  return 0 != (bits_ & 0x2000000);
4290  }
4291 
4292  /// Indicates whether CallSpreadVersusPutVersusUnderlying bit is set.
4296  {
4297  return 0 != (bits_ & 0x4000000);
4298  }
4299 
4300  /// Indicates whether CallOrPutSpreadVersusUnderlying bit is set.
4304  {
4305  return 0 != (bits_ & 0x8000000);
4306  }
4307 
4308  /// Indicates whether CallOrPutCalendarSpreadVersusUnderlying bit is set.
4312  {
4313  return 0 != (bits_ & 0x10000000);
4314  }
4315 
4316  /// Indicates whether CallPutDiagonalCalendarSpreadVersusUnderlying bit is set.
4320  {
4321  return 0 != (bits_ & 0x20000000);
4322  }
4323 
4324  /// Indicates whether GutsVersusUnderlying bit is set.
4328  {
4329  return 0 != (bits_ & 0x40000000);
4330  }
4331 
4332  /// Indicates whether TwoByOneCallOrPutRatioSpreadVersusUnderlying bit is set.
4336  {
4337  return 0 != (bits_ & 0x80000000);
4338  }
4339 
4340  /// Indicates whether IronButterflyVersusUnderlying bit is set.
4344  {
4345  return 0 != (bits_ & 0x100000000);
4346  }
4347 
4348  /// Indicates whether ComboVersusUnderlying bit is set.
4352  {
4353  return 0 != (bits_ & 0x200000000);
4354  }
4355 
4356  /// Indicates whether StrangleVersusUnderlying bit is set.
4360  {
4361  return 0 != (bits_ & 0x400000000);
4362  }
4363 
4364  /// Indicates whether ExchangeForPhysical bit is set.
4366  bool exchangeForPhysical() const
4368  {
4369  return 0 != (bits_ & 0x800000000);
4370  }
4371 
4372  /// Indicates whether StraddleCalendarSpreadVersusUnderlying bit is set.
4376  {
4377  return 0 != (bits_ & 0x1000000000);
4378  }
4379 
4380  /// Indicates whether PutSpreadVersusCallVersusUnderlying bit is set.
4384  {
4385  return 0 != (bits_ & 0x2000000000);
4386  }
4387 
4388  /// Indicates whether DiagonalStraddleCalendarSpreadVersusUnderlying bit is set.
4392  {
4393  return 0 != (bits_ & 0x4000000000);
4394  }
4395 
4396  /// Indicates whether Synthetic bit is set.
4398  bool synthetic() const
4400  {
4401  return 0 != (bits_ & 0x8000000000);
4402  }
4403 
4404  /// Indicates whether StraddleVersusUnderlying bit is set.
4408  {
4409  return 0 != (bits_ & 0x10000000000);
4410  }
4411 
4412  /// Indicates whether CondorVersusUnderlying bit is set.
4416  {
4417  return 0 != (bits_ & 0x20000000000);
4418  }
4419 
4420  /// Indicates whether BuyWrite bit is set.
4422  bool buyWrite() const
4424  {
4425  return 0 != (bits_ & 0x40000000000);
4426  }
4427 
4428  /// Indicates whether IronCondorVersusUnderlying bit is set.
4432  {
4433  return 0 != (bits_ & 0x80000000000);
4434  }
4435 
4436  /// Indicates whether IronCondor bit is set.
4438  bool ironCondor() const
4440  {
4441  return 0 != (bits_ & 0x100000000000);
4442  }
4443 
4444  /// Indicates whether CallSpreadVersusSellAPut bit is set.
4448  {
4449  return 0 != (bits_ & 0x200000000000);
4450  }
4451 
4452  /// Indicates whether PutSpreadVersusSellACall bit is set.
4456  {
4457  return 0 != (bits_ & 0x400000000000);
4458  }
4459 
4460  /// Indicates whether PutStraddleVersusSellACallOrAPut bit is set.
4464  {
4465  return 0 != (bits_ & 0x800000000000);
4466  }
4467 
4468  /// \return elements as they packed in the set.
4469  Bits bits() const
4471  {
4472  return bits_;
4473  }
4474 
4475  /// Constructs from a value.
4476  explicit
4477  StrategyAuthorized(Bits bits = 0)
4479  : bits_(bits)
4480  {
4481  }
4482 
4483  /// \return a human-readable presentation.
4485  std::string
4486  toString() const;
4487 
4488  /// Compares encoded data
4490  bool
4492  const StrategyAuthorized& other) const
4494  {
4495  return !(*this == other);
4496  }
4497 
4498  /// Compares encoded data
4500  bool
4502  const StrategyAuthorized& other) const
4504  {
4505  return this->bits_ == other.bits_;
4506  }
4507 
4508 private:
4509  Bits bits_;
4510 };
4511 
4512 /// `OrderTypeRules_set` type.
4514 {
4515 public:
4516  /// Aliases integral type whose bits
4517  /// are used to indicate flag presence.
4518  typedef UInt16 Bits;
4519 
4520  enum
4521  {
4522  Size = sizeof(Bits)
4523  };
4524 
4525 
4526  /// \private
4527  /// Init traits.
4528  struct MemberTraits
4529  {
4530  enum { Count = 1 };
4531 
4532  typedef Bits FirstArgType;
4533  };
4534 
4535  /// Indicates whether Market bit is set.
4537  bool market() const
4539  {
4540  return 0 != (bits_ & 0x1);
4541  }
4542 
4543  /// Indicates whether Limit bit is set.
4545  bool limit() const
4547  {
4548  return 0 != (bits_ & 0x2);
4549  }
4550 
4551  /// Indicates whether StopStopLoss bit is set.
4553  bool stopStopLoss() const
4555  {
4556  return 0 != (bits_ & 0x4);
4557  }
4558 
4559  /// Indicates whether StopLimit bit is set.
4561  bool stopLimit() const
4563  {
4564  return 0 != (bits_ & 0x8);
4565  }
4566 
4567  /// Indicates whether MarketOnOpenMOO bit is set.
4569  bool marketOnOpenMOO() const
4571  {
4572  return 0 != (bits_ & 0x10);
4573  }
4574 
4575  /// Indicates whether TradeAtSettlement bit is set.
4577  bool tradeAtSettlement() const
4579  {
4580  return 0 != (bits_ & 0x20);
4581  }
4582 
4583  /// \return elements as they packed in the set.
4584  Bits bits() const
4586  {
4587  return bits_;
4588  }
4589 
4590  /// Constructs from a value.
4591  explicit
4592  OrderTypeRules(Bits bits = 0)
4594  : bits_(bits)
4595  {
4596  }
4597 
4598  /// \return a human-readable presentation.
4600  std::string
4601  toString() const;
4602 
4603  /// Compares encoded data
4605  bool
4607  const OrderTypeRules& other) const
4609  {
4610  return !(*this == other);
4611  }
4612 
4613  /// Compares encoded data
4615  bool
4617  const OrderTypeRules& other) const
4619  {
4620  return this->bits_ == other.bits_;
4621  }
4622 
4623 private:
4624  Bits bits_;
4625 };
4626 
4627 
4628 /// Null value for an optional UnsignedChar field.
4629 typedef
4632 
4633 
4634 /// Null value for an optional Int8 field.
4635 typedef
4636 IntegralConstant<Int8, -128>
4638 
4639 
4640 /// Null value for an optional Uint16 field.
4641 typedef
4644 
4645 
4646 /// Null value for an optional Uint32 field.
4647 typedef
4650 
4651 
4652 /// Null value for an optional Uint64 field.
4653 typedef
4656 
4657 
4658 /// Null value for an optional Int32 field.
4659 typedef
4660 IntegralConstant<Int32, -2147483647-1>
4662 
4663 
4664 /// Null value for an optional Int64 field.
4665 typedef
4666 IntegralConstant<Int64, -9223372036854775807LL-1>
4668 
4669 
4670 /// Null value for an optional Time field.
4671 typedef
4674 
4675 
4676 
4677 typedef
4680 
4681 typedef
4682 IntegralConstant<Char, -128>
4684 
4685 typedef
4688 
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Definition: Fields.h:4687
bool gutsVersusUnderlying() const noexcept
Indicates whether GutsVersusUnderlying bit is set.
Definition: Fields.h:4326
bool synthetic() const noexcept
Indicates whether Synthetic bit is set.
Definition: Fields.h:4398
Int64 Int64
Type alias for the Int64_t.
Definition: Fields.h:53
bool operator==(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition: Fields.h:4616
bool bundle() const noexcept
Indicates whether Bundle bit is set.
Definition: Fields.h:4262
bool uncrossingTrade() const noexcept
Indicates whether UncrossingTrade bit is set.
Definition: Fields.h:3808
bool operator!=(const MmProtections &other) const noexcept
Compares encoded data.
Definition: Fields.h:3762
IntegralConstant< Char,-128 > NullChar
Definition: Fields.h:4683
Char Char16[16]
Type alias for the Char16.
Definition: Fields.h:113
bool strip() const noexcept
Indicates whether Strip bit is set.
Definition: Fields.h:4182
bool callSpreadVersusSellAPut() const noexcept
Indicates whether CallSpreadVersusSellAPut bit is set.
Definition: Fields.h:4446
Char Char27[27]
Type alias for the Char27.
Definition: Fields.h:133
Char Char100[100]
Type alias for the Char100.
Definition: Fields.h:157
bool strangle() const noexcept
Indicates whether Strangle bit is set.
Definition: Fields.h:4166
bool callOrPutCabinet() const noexcept
Indicates whether CallOrPutCabinet bit is set.
Definition: Fields.h:4102
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_END
Definition: ABI.h:151
bool volume() const noexcept
Indicates whether Volume bit is set.
Definition: Fields.h:3733
Int32 Int32
Type alias for the Int32_t.
Definition: Fields.h:49
Char Char25[25]
Type alias for the Char25.
Definition: Fields.h:129
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:3920
bool operator!=(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition: Fields.h:4491
IntegralConstant< UInt8, 255 > NullUnsignedChar
Null value for an optional UnsignedChar field.
Definition: Fields.h:4631
bool ladderVersusUnderlying() const noexcept
Indicates whether LadderVersusUnderlying bit is set.
Definition: Fields.h:4278
IntegralConstant< UInt16, 65535 > NullUint16
Null value for an optional Uint16 field.
Definition: Fields.h:4643
bool simpleInterCommoditySpread() const noexcept
Indicates whether SimpleInterCommoditySpread bit is set.
Definition: Fields.h:4214
bool tradingAtLast() const noexcept
Indicates whether TradingAtLast bit is set.
Definition: Fields.h:3955
bool box() const noexcept
Indicates whether Box bit is set.
Definition: Fields.h:4254
IntegralConstant< UInt32, 4294967295 > NullUint32
Null value for an optional Uint32 field.
Definition: Fields.h:4649
IntegralConstant< Int8,-128 > NullInt8
Null value for an optional Int8 field.
Definition: Fields.h:4637
bool wholesaleAllowed() const noexcept
Indicates whether WholesaleAllowed bit is set.
Definition: Fields.h:3979
bool condor() const noexcept
Indicates whether Condor bit is set.
Definition: Fields.h:4246
bool conversionReversal() const noexcept
Indicates whether ConversionReversal bit is set.
Definition: Fields.h:4222
bool tradeCreationByMarketOperations() const noexcept
Indicates whether TradeCreationByMarketOperations bit is set.
Definition: Fields.h:3840
Char Char24[24]
Type alias for the Char24.
Definition: Fields.h:125
Char Char7[7]
Type alias for the Char7.
Definition: Fields.h:85
Char Char102[102]
Type alias for the Char102.
Definition: Fields.h:161
#define ONIXS_EURONEXT_OPTIQMDG_NOTHROW
Definition: Compiler.h:186
MmProtections(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:3748
bool operator==(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition: Fields.h:4050
bool combo() const noexcept
Indicates whether Combo bit is set.
Definition: Fields.h:4158
bool twoByOneRatioSpread() const noexcept
Indicates whether TwoByOneRatioSpread bit is set.
Definition: Fields.h:4142
bool stopStopLoss() const noexcept
Indicates whether StopStopLoss bit is set.
Definition: Fields.h:4553
UInt64 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:4067
Char Char250[250]
Type alias for the Char250.
Definition: Fields.h:165
#define ONIXS_EURONEXT_OPTIQMDG_LTWT_STRUCT
Definition: ABI.h:94
bool exceptionalMarketConditions() const noexcept
Indicates whether ExceptionalMarketConditions bit is set.
Definition: Fields.h:3995
Char Char3[3]
Type alias for the Char3.
Definition: Fields.h:69
bool straddleVersusUnderlying() const noexcept
Indicates whether StraddleVersusUnderlying bit is set.
Definition: Fields.h:4406
bool putSpreadVersusSellACall() const noexcept
Indicates whether PutSpreadVersusSellACall bit is set.
Definition: Fields.h:4454
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:4518
Char Char12[12]
Type alias for the Char12.
Definition: Fields.h:101
bool executionPreventionAcrossAllFirms() const noexcept
Indicates whether ExecutionPreventionAcrossAllFirms bit is set.
Definition: Fields.h:4011
bool callPutDiagonalCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallPutDiagonalCalendarSpreadVersusUnderlying bit is set.
Definition: Fields.h:4318
bool calendarSpread() const noexcept
Indicates whether CalendarSpread bit is set.
Definition: Fields.h:4118
TradeQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:3879
bool twoByOneCallOrPutRatioSpreadVersusUnderlying() const noexcept
Indicates whether TwoByOneCallOrPutRatioSpreadVersusUnderlying bit is set.
Definition: Fields.h:4334
bool operator!=(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition: Fields.h:4606
Char Char50[50]
Type alias for the Char50.
Definition: Fields.h:145
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:3706
#define ONIXS_EURONEXT_OPTIQMDG_NODISCARD
Definition: Compiler.h:195
bool butterflyVersusUnderlying() const noexcept
Indicates whether ButterflyVersusUnderlying bit is set.
Definition: Fields.h:4286
Char Char1
Type alias for the Char1.
Definition: Fields.h:61
bool ironCondor() const noexcept
Indicates whether IronCondor bit is set.
Definition: Fields.h:4438
bool limit() const noexcept
Indicates whether Limit bit is set.
Definition: Fields.h:4545
bool firstTradePrice() const noexcept
Indicates whether FirstTradePrice bit is set.
Definition: Fields.h:3816
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_BEGIN
Definition: ABI.h:146
bool straddleCalendarSpread() const noexcept
Indicates whether StraddleCalendarSpread bit is set.
Definition: Fields.h:4190
bool pack() const noexcept
Indicates whether Pack bit is set.
Definition: Fields.h:4198
bool exchangeForPhysical() const noexcept
Indicates whether ExchangeForPhysical bit is set.
Definition: Fields.h:4366
Char Char32[32]
Type alias for the Char32.
Definition: Fields.h:141
Char Char20[20]
Type alias for the Char20.
Definition: Fields.h:121
bool suspended() const noexcept
Indicates whether Suspended bit is set.
Definition: Fields.h:3971
Char Char11[11]
Type alias for the Char11.
Definition: Fields.h:97
Char Char15[15]
Type alias for the Char15.
Definition: Fields.h:109
Char Char10[10]
Type alias for the Char10.
Definition: Fields.h:93
Char Char6[6]
Type alias for the Char6.
Definition: Fields.h:81
bool ironButterflyVersusUnderlying() const noexcept
Indicates whether IronButterflyVersusUnderlying bit is set.
Definition: Fields.h:4342
bool reducedTickSpread() const noexcept
Indicates whether ReducedTickSpread bit is set.
Definition: Fields.h:4270
bool putStraddleVersusSellACallOrAPut() const noexcept
Indicates whether PutStraddleVersusSellACallOrAPut bit is set.
Definition: Fields.h:4462
UInt8 UnsignedChar
Type alias for the Unsigned_char.
Definition: Fields.h:29
IntegralConstant< Int64,-9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Definition: Fields.h:4667
Char Char60[60]
Type alias for the Char60.
Definition: Fields.h:153
bool diagonalCalendarSpread() const noexcept
Indicates whether DiagonalCalendarSpread bit is set.
Definition: Fields.h:4126
bool strangleVersusUnderlying() const noexcept
Indicates whether StrangleVersusUnderlying bit is set.
Definition: Fields.h:4358
bool operator==(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition: Fields.h:4501
bool ladder() const noexcept
Indicates whether Ladder bit is set.
Definition: Fields.h:4174
UInt64 Time
Type alias for the Time_t.
Definition: Fields.h:57
bool navTradeExpressedInPriceCurrency() const noexcept
Indicates whether NAVTradeExpressedInPriceCurrency bit is set.
Definition: Fields.h:3856
bool straddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether StraddleCalendarSpreadVersusUnderlying bit is set.
Definition: Fields.h:4374
bool ironButterfly() const noexcept
Indicates whether IronButterfly bit is set.
Definition: Fields.h:4150
bool qualifier() const noexcept
Indicates whether NoQualifier bit is set.
Definition: Fields.h:3939
PhaseQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:4026
Char Char4[4]
Type alias for the Char4.
Definition: Fields.h:73
bool deferredPublication() const noexcept
Indicates whether DeferredPublication bit is set.
Definition: Fields.h:3864
Int8 Int8
Type alias for the Int8_t.
Definition: Fields.h:33
bool callBBOOnly() const noexcept
Indicates whether CallBBOOnly bit is set.
Definition: Fields.h:3947
bool operator==(const MmProtections &other) const noexcept
Compares encoded data.
Definition: Fields.h:3772
bool delta() const noexcept
Indicates whether Delta bit is set.
Definition: Fields.h:3725
bool putSpreadVersusCallVersusUnderlying() const noexcept
Indicates whether PutSpreadVersusCallVersusUnderlying bit is set.
Definition: Fields.h:4382
IntegralConstant< UInt64, 18446744073709551615ULL > NullUint64
Null value for an optional Uint64 field.
Definition: Fields.h:4655
UInt64 Uint64
Type alias for the Uint64_t.
Definition: Fields.h:45
bool operator!=(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition: Fields.h:3893
bool quotingPeriod() const noexcept
Indicates whether QuotingPeriod bit is set.
Definition: Fields.h:4003
Message identifiers and length of message root.
Definition: Messages.h:4251
bool randomUncrossing() const noexcept
Indicates whether RandomUncrossing bit is set.
Definition: Fields.h:3963
bool condorVersusUnderlying() const noexcept
Indicates whether CondorVersusUnderlying bit is set.
Definition: Fields.h:4414
UInt32 Uint32
Type alias for the Uint32_t.
Definition: Fields.h:41
bool stopLimit() const noexcept
Indicates whether StopLimit bit is set.
Definition: Fields.h:4561
bool operator!=(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition: Fields.h:4040
bool stressedMarketConditions() const noexcept
Indicates whether StressedMarketConditions bit is set.
Definition: Fields.h:3987
bool guts() const noexcept
Indicates whether Guts bit is set.
Definition: Fields.h:4134
bool comboVersusUnderlying() const noexcept
Indicates whether ComboVersusUnderlying bit is set.
Definition: Fields.h:4350
IntegralConstant< Int32,-2147483647-1 > NullInt32
Null value for an optional Int32 field.
Definition: Fields.h:4661
bool callSpreadVersusPutVersusUnderlying() const noexcept
Indicates whether CallSpreadVersusPutVersusUnderlying bit is set.
Definition: Fields.h:4294
Char Char13[13]
Type alias for the Char13.
Definition: Fields.h:105
bool marketOnOpenMOO() const noexcept
Indicates whether MarketOnOpenMOO bit is set.
Definition: Fields.h:4569
bool straddle() const noexcept
Indicates whether Straddle bit is set.
Definition: Fields.h:4230
bool passiveOrder() const noexcept
Indicates whether PassiveOrder bit is set.
Definition: Fields.h:3824
bool market() const noexcept
Indicates whether Market bit is set.
Definition: Fields.h:4537
bool volatilityTrade() const noexcept
Indicates whether VolatilityTrade bit is set.
Definition: Fields.h:4238
Char Char5[5]
Type alias for the Char5.
Definition: Fields.h:77
bool callOrPutSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutSpreadVersusUnderlying bit is set.
Definition: Fields.h:4302
bool jellyRoll() const noexcept
Indicates whether JellyRoll bit is set.
Definition: Fields.h:4086
bool ironCondorVersusUnderlying() const noexcept
Indicates whether IronCondorVersusUnderlying bit is set.
Definition: Fields.h:4430
bool callOrPutCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutCalendarSpreadVersusUnderlying bit is set.
Definition: Fields.h:4310
IntegralConstant< UInt64, 0ULL > NullTime
Null value for an optional Time field.
Definition: Fields.h:4673
bool operator==(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition: Fields.h:3903
UInt16 Uint16
Type alias for the Uint16_t.
Definition: Fields.h:37
bool aggressiveOrder() const noexcept
Indicates whether AggressiveOrder bit is set.
Definition: Fields.h:3832
bool buyWrite() const noexcept
Indicates whether BuyWrite bit is set.
Definition: Fields.h:4422
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition: Fields.h:3789
OrderTypeRules(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:4592
bool diagonalStraddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether DiagonalStraddleCalendarSpreadVersusUnderlying bit is set.
Definition: Fields.h:4390
Char Char2[2]
Type alias for the Char2.
Definition: Fields.h:65
bool diagonalStraddleCalendarSpread() const noexcept
Indicates whether DiagonalStraddleCalendarSpread bit is set.
Definition: Fields.h:4206
StrategyAuthorized(Bits bits=0) noexcept
Constructs from a value.
Definition: Fields.h:4477
bool tradeAtSettlement() const noexcept
Indicates whether TradeAtSettlement bit is set.
Definition: Fields.h:4577
Char Char18[18]
Type alias for the Char18.
Definition: Fields.h:117
bool navTradeExpressedInBps() const noexcept
Indicates whether NAVTradeExpressedInBps bit is set.
Definition: Fields.h:3848
Char Char52[52]
Type alias for the Char52.
Definition: Fields.h:149
bool spread() const noexcept
Indicates whether Spread bit is set.
Definition: Fields.h:4110
Char Char30[30]
Type alias for the Char30.
Definition: Fields.h:137
IntegralConstant< UInt8, 255 > NullUInt8
Definition: Fields.h:4679
Char Char8[8]
Type alias for the Char8.
Definition: Fields.h:89
bool butterfly() const noexcept
Indicates whether Butterfly bit is set.
Definition: Fields.h:4094