OnixS C++ Euronext Optiq MDG Handler 1.3.4
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Fields.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
25
27
30
31
33typedef Int8 Int8;
34
35
37typedef UInt16 Uint16;
38
39
41typedef UInt32 Uint32;
42
43
45typedef UInt64 Uint64;
46
47
49typedef Int32 Int32;
50
51
53typedef Int64 Int64;
54
55
57typedef UInt64 Time;
58
59
61typedef Char Char1;
62
63
65typedef Char Char2[2];
66
67
69typedef Char Char3[3];
70
71
73typedef Char Char4[4];
74
75
77typedef Char Char5[5];
78
79
81typedef Char Char6[6];
82
83
85typedef Char Char7[7];
86
87
89typedef Char Char8[8];
90
91
93typedef Char Char10[10];
94
95
97typedef Char Char11[11];
98
99
101typedef Char Char12[12];
102
103
105typedef Char Char13[13];
106
107
109typedef Char Char15[15];
110
111
113typedef Char Char16[16];
114
115
117typedef Char Char18[18];
118
119
121typedef Char Char20[20];
122
123
125typedef Char Char24[24];
126
127
129typedef Char Char25[25];
130
131
133typedef Char Char27[27];
134
135
137typedef Char Char30[30];
138
139
141typedef Char Char32[32];
142
143
145typedef Char Char50[50];
146
147
149typedef Char Char52[52];
150
151
153typedef Char Char60[60];
154
155
157typedef Char Char100[100];
158
159
161typedef Char Char102[102];
162
163
165typedef Char Char250[250];
166
167
198
201{
202 typedef UInt8 Base;
203
204 enum Enum
205 {
208
210 House = 2,
211
213 RO = 4,
214
217
220
223
226
229
232 };
233
236 static
237 std::string
239 Enum);
240};
241
244{
245 typedef UInt8 Base;
246
247 enum Enum
248 {
251
254
257
260
263
266
269
272
275
278 };
279
282 static
283 std::string
285 Enum);
286};
287
312
388
449
452{
453 typedef UInt8 Base;
454
455 enum Enum
456 {
459
461 Buy = 1,
462
465 };
466
469 static
470 std::string
472 Enum);
473};
474
477{
478 typedef UInt8 Base;
479
480 enum Enum
481 {
484
487
490
493
496
499
502
505
508
510 Fund = 15,
511
513 Forex = 16,
514
517 };
518
521 static
522 std::string
524 Enum);
525};
526
569
606
628
650
653{
654 typedef Char Base;
655
656 enum Enum
657 {
659 Future = 'F',
660
662 Option = 'O',
663
666 };
667
670 static
671 std::string
673 Enum);
674};
675
678{
679 typedef UInt8 Base;
680
681 enum Enum
682 {
684 Daily = 1,
685
688
691
694
697
700 };
701
704 static
705 std::string
707 Enum);
708};
709
712{
713 typedef UInt8 Base;
714
715 enum Enum
716 {
718 Price = 1,
719
722
725 };
726
729 static
730 std::string
732 Enum);
733};
734
737{
738 typedef Char Base;
739
740 enum Enum
741 {
744
746 Basket = 'B',
747
750
753
755 Future = 'F',
756
759
761 Other = 'H',
762
764 Index = 'I',
765
767 Bonds = 'J',
768
771
774
777
780
783
786
788 Right = 'R',
789
791 Stock = 'S',
792
794 Credit = 'T',
795
797 Fund = 'U',
798
800 Currency = 'V',
801
804
807
810 };
811
814 static
815 std::string
817 Enum);
818};
819
822{
823 typedef Char Base;
824
825 enum Enum
826 {
829
832
835
837 Spread = 'D',
838
841
844
846 Guts = 'G',
847
850
853
855 Combo = 'J',
856
858 Strangle = 'K',
859
861 Ladder = 'L',
862
864 Strip = 'M',
865
868
870 Pack = 'O',
871
874
877
880
882 Straddle = 'S',
883
886
888 Condor = 'W',
889
891 Box = 'X',
892
894 Bundle = 'Y',
895
898
901
904
907
910
913
916
919
922
925
928
931
934
937
940
943
946
949
952
954 BuyWrite = 'u',
955
958
961
964
967
970
973
976
979
982
985 };
986
989 static
990 std::string
992 Enum);
993};
994
1034
1119
1122{
1123 typedef UInt8 Base;
1124
1125 enum Enum
1126 {
1129
1132
1134 ETF = 2,
1135
1138
1141
1144
1147
1150
1153
1156
1159
1162
1165
1168
1171
1174
1177
1180
1183
1186
1189
1192
1195
1197 Other = 23,
1198
1200 Paper = 24,
1201
1204
1207 };
1208
1211 static
1212 std::string
1214 Enum);
1215};
1216
1219{
1220 typedef UInt8 Base;
1221
1222 enum Enum
1223 {
1226
1229
1232
1235 };
1236
1239 static
1240 std::string
1242 Enum);
1243};
1244
1247{
1248 typedef UInt8 Base;
1249
1250 enum Enum
1251 {
1254
1257
1260
1263
1266
1269
1272
1275
1278
1281
1284
1287
1290
1293
1296
1299
1302
1305
1308
1311
1314
1317
1320
1323
1326
1329
1332
1335
1338
1341
1344
1347
1350
1353
1356
1359
1362
1365
1368
1371
1374
1377
1380
1383
1386
1389
1392
1395
1398
1401
1404
1407
1410
1413
1416
1419
1422
1425
1428
1431
1434
1437
1440
1443
1446
1449
1452
1455
1458
1461
1464
1467
1470
1473
1476
1479
1482
1485
1488
1491
1494
1497
1500
1503
1506
1509
1512
1515
1518
1521
1524
1527
1530
1533
1536
1539
1542
1545 };
1546
1549 static
1550 std::string
1552 Enum);
1553};
1554
1579
1625
1628{
1629 typedef UInt8 Base;
1630
1631 enum Enum
1632 {
1635
1638
1640 IPO = 3,
1641
1644
1646 RFQ = 5,
1647
1650 };
1651
1654 static
1655 std::string
1657 Enum);
1658};
1659
1687
1690{
1691 typedef UInt8 Base;
1692
1693 enum Enum
1694 {
1696 Buy = 1,
1697
1699 Sell = 2,
1700
1703 };
1704
1707 static
1708 std::string
1710 Enum);
1711};
1712
1715{
1716 typedef UInt8 Base;
1717
1753
1756 static
1757 std::string
1759 Enum);
1760};
1761
1764{
1765 typedef UInt8 Base;
1766
1767 enum Enum
1768 {
1771
1774
1776 Call = 3,
1777
1780
1783
1786
1789
1792
1795 };
1796
1799 static
1800 std::string
1802 Enum);
1803};
1804
1807{
1808 typedef UInt8 Base;
1809
1810 enum Enum
1811 {
1814
1817
1819 Call = 3,
1820
1823
1826
1829 };
1830
1833 static
1834 std::string
1836 Enum);
1837};
1838
1920
1923{
1924 typedef UInt8 Base;
1925
1926 enum Enum
1927 {
1930
1933
1936
1939
1942
1945
1948
1951
1954
1957
1960
1963
1966
1969
1972
1975
1978
1981
1984
1987
1990
1993
1996
1999
2002
2005
2008
2011
2014
2017
2020
2023
2026
2029
2032
2035
2038
2041
2044
2047
2050
2053
2056
2058 Other = 49,
2059
2062
2065
2068
2071
2074
2077
2080
2083 };
2084
2087 static
2088 std::string
2090 Enum);
2091};
2092
2095{
2096 typedef UInt8 Base;
2097
2098 enum Enum
2099 {
2102
2105
2108 };
2109
2112 static
2113 std::string
2115 Enum);
2116};
2117
2120{
2121 typedef UInt8 Base;
2122
2123 enum Enum
2124 {
2127
2130
2132 PAKO = 3,
2133
2136 };
2137
2140 static
2141 std::string
2143 Enum);
2144};
2145
2173
2198
2283
2286{
2287 typedef Char Base;
2288
2289 enum Enum
2290 {
2292 Buy = 'B',
2293
2295 Sell = 'S'
2296 };
2297
2300 static
2301 std::string
2303 Enum);
2304};
2305
2308{
2309 typedef UInt8 Base;
2310
2311 enum Enum
2312 {
2315
2318
2321
2324
2327
2330
2333
2336
2339
2342
2344 Block = 14,
2345
2348
2351
2354
2356 Forex = 15,
2357
2359 IBF = 16
2360 };
2361
2364 static
2365 std::string
2367 Enum);
2368};
2369
2372{
2373 typedef UInt8 Base;
2374
2375 enum Enum
2376 {
2378 Call = 1,
2379
2381 Put = 2,
2382
2385 };
2386
2389 static
2390 std::string
2392 Enum);
2393};
2394
2434
2474
2477{
2478 typedef Char Base;
2479
2480 enum Enum
2481 {
2484
2487
2490 };
2491
2494 static
2495 std::string
2497 Enum);
2498};
2499
2521
2558
2619
2647
2687
2724
2776
2828
2831{
2832 typedef Char Base;
2833
2834 enum Enum
2835 {
2838
2840 RPRI = 'R',
2841
2843 XFPH = 'Y',
2844
2846 TPAC = 'Z',
2847
2850 };
2851
2854 static
2855 std::string
2857 Enum);
2858};
2859
2862{
2863 typedef Char Base;
2864
2865 enum Enum
2866 {
2868 NLIQ = '1',
2869
2871 OILQ = '2',
2872
2874 PRIC = '3',
2875
2877 ILQD = '4',
2878
2880 SIZE = '5',
2881
2884
2887
2890 };
2891
2894 static
2895 std::string
2897 Enum);
2898};
2899
2902{
2903 typedef Char Base;
2904
2905 enum Enum
2906 {
2908 ACTX = 'X',
2909
2912 };
2913
2916 static
2917 std::string
2919 Enum);
2920};
2921
2924{
2925 typedef Char Base;
2926
2927 enum Enum
2928 {
2930 AMND = 'A',
2931
2933 CANC = 'C',
2934
2937 };
2938
2941 static
2942 std::string
2944 Enum);
2945};
2946
2949{
2950 typedef Char Base;
2951
2952 enum Enum
2953 {
2955 BENC = 'B',
2956
2958 RFPT = 'S',
2959
2962 };
2963
2966 static
2967 std::string
2969 Enum);
2970};
2971
2993
3018
3043
3046{
3047 typedef Char Base;
3048
3049 enum Enum
3050 {
3052 TNCP = 'J',
3053
3055 PNDG = 'N',
3056
3059
3061 NPFT = 'T'
3062 };
3063
3066 static
3067 std::string
3069 Enum);
3070};
3071
3074{
3075 typedef Char Base;
3076
3077 enum Enum
3078 {
3080 ALGO = 'H',
3081
3084 };
3085
3088 static
3089 std::string
3091 Enum);
3092};
3093
3096{
3097 typedef Char Base;
3098
3099 enum Enum
3100 {
3103
3105 LRGS = '2',
3106
3108 ILQD = '3',
3109
3111 SIZE = '4',
3112
3115
3118
3121 };
3122
3125 static
3126 std::string
3128 Enum);
3129};
3130
3133{
3134 typedef Char Base;
3135
3136 enum Enum
3137 {
3139 LMTF = '1',
3140
3142 DATF = '2',
3143
3145 VOLO = '3',
3146
3148 FWAF = '4',
3149
3151 IDAF = '5',
3152
3154 VOLW = '6',
3155
3157 FULF = '7',
3158
3160 FULA = '8',
3161
3163 FULV = '9',
3164
3166 FULJ = 'V',
3167
3169 COAF = 'W',
3170
3173 };
3174
3177 static
3178 std::string
3180 Enum);
3181};
3182
3185{
3186 typedef Char Base;
3187
3188 enum Enum
3189 {
3191 DUPL = '1',
3192
3195 };
3196
3199 static
3200 std::string
3202 Enum);
3203};
3204
3229
3254
3257{
3258 typedef UInt8 Base;
3259
3260 enum Enum
3261 {
3264
3267
3270 };
3271
3274 static
3275 std::string
3277 Enum);
3278};
3279
3282{
3283 typedef UInt8 Base;
3284
3285 enum Enum
3286 {
3289
3292
3295
3298
3301
3304
3307 };
3308
3311 static
3312 std::string
3314 Enum);
3315};
3316
3341
3405
3408{
3409 typedef UInt8 Base;
3410
3411 enum Enum
3412 {
3415
3418
3421
3424
3427
3430 };
3431
3434 static
3435 std::string
3437 Enum);
3438};
3439
3470
3473{
3474 typedef Char Base;
3475
3476 enum Enum
3477 {
3479 Open = 'O',
3480
3483 };
3484
3487 static
3488 std::string
3490 Enum);
3491};
3492
3495{
3496 typedef Char Base;
3497
3498 enum Enum
3499 {
3501 No = 'N',
3502
3504 Yes = 'Y'
3505 };
3506
3509 static
3510 std::string
3512 Enum);
3513};
3514
3517{
3518 typedef UInt8 Base;
3519
3520 enum Enum
3521 {
3524
3527
3530
3533
3536
3539
3542
3545
3548
3551
3554
3557
3560
3563
3566 };
3567
3570 static
3571 std::string
3573 Enum);
3574};
3575
3578{
3579 typedef Char Base;
3580
3581 enum Enum
3582 {
3584 Normal = 'O',
3585
3588
3590 ExCap = 'C',
3591
3594
3597
3600
3603 };
3604
3607 static
3608 std::string
3610 Enum);
3611};
3612
3631
3634{
3635 typedef UInt8 Base;
3636
3637 enum Enum
3638 {
3641
3644 };
3645
3648 static
3649 std::string
3651 Enum);
3652};
3653
3678
3681{
3682 typedef UInt8 Base;
3683
3684 enum Enum
3685 {
3688
3691
3694
3697
3700 };
3701
3704 static
3705 std::string
3707 Enum);
3708};
3709
3712{
3713 typedef UInt8 Base;
3714
3715 enum Enum
3716 {
3718 No = 0,
3719
3722 };
3723
3726 static
3727 std::string
3729 Enum);
3730};
3731
3774
3777{
3778public:
3781 typedef UInt8 Bits;
3782
3783 enum
3784 {
3785 Size = sizeof(Bits)
3786 };
3787
3788
3791 struct MemberTraits
3792 {
3793 enum { Count = 1 };
3794
3795 typedef Bits FirstArgType;
3796 };
3797
3800 bool delta() const
3802 {
3803 return 0 != (bits_ & 0x1);
3804 }
3805
3808 bool volume() const
3810 {
3811 return 0 != (bits_ & 0x2);
3812 }
3813
3815 Bits bits() const
3817 {
3818 return bits_;
3819 }
3820
3822 explicit
3825 : bits_(bits)
3826 {
3827 }
3828
3831 std::string
3832 toString() const;
3833
3836 bool
3838 const MmProtections& other) const
3840 {
3841 return !(*this == other);
3842 }
3843
3846 bool
3848 const MmProtections& other) const
3850 {
3851 return this->bits_ == other.bits_;
3852 }
3853
3854private:
3855 Bits bits_;
3856};
3857
3860{
3861public:
3864 typedef UInt8 Bits;
3865
3866 enum
3867 {
3868 Size = sizeof(Bits)
3869 };
3870
3871
3874 struct MemberTraits
3875 {
3876 enum { Count = 1 };
3877
3878 typedef Bits FirstArgType;
3879 };
3880
3883 bool uncrossingTrade() const
3885 {
3886 return 0 != (bits_ & 0x1);
3887 }
3888
3891 bool firstTradePrice() const
3893 {
3894 return 0 != (bits_ & 0x2);
3895 }
3896
3899 bool passiveOrder() const
3901 {
3902 return 0 != (bits_ & 0x4);
3903 }
3904
3907 bool aggressiveOrder() const
3909 {
3910 return 0 != (bits_ & 0x8);
3911 }
3912
3917 {
3918 return 0 != (bits_ & 0x10);
3919 }
3920
3925 {
3926 return 0 != (bits_ & 0x20);
3927 }
3928
3933 {
3934 return 0 != (bits_ & 0x40);
3935 }
3936
3941 {
3942 return 0 != (bits_ & 0x80);
3943 }
3944
3946 Bits bits() const
3948 {
3949 return bits_;
3950 }
3951
3953 explicit
3956 : bits_(bits)
3957 {
3958 }
3959
3962 std::string
3963 toString() const;
3964
3967 bool
3969 const TradeQualifier& other) const
3971 {
3972 return !(*this == other);
3973 }
3974
3977 bool
3979 const TradeQualifier& other) const
3981 {
3982 return this->bits_ == other.bits_;
3983 }
3984
3985private:
3986 Bits bits_;
3987};
3988
3991{
3992public:
3995 typedef UInt16 Bits;
3996
3997 enum
3998 {
3999 Size = sizeof(Bits)
4000 };
4001
4002
4005 struct MemberTraits
4006 {
4007 enum { Count = 1 };
4008
4009 typedef Bits FirstArgType;
4010 };
4011
4014 bool qualifier() const
4016 {
4017 return 0 != (bits_ & 0x1);
4018 }
4019
4022 bool callBBOOnly() const
4024 {
4025 return 0 != (bits_ & 0x2);
4026 }
4027
4030 bool tradingAtLast() const
4032 {
4033 return 0 != (bits_ & 0x4);
4034 }
4035
4038 bool randomUncrossing() const
4040 {
4041 return 0 != (bits_ & 0x8);
4042 }
4043
4046 bool suspended() const
4048 {
4049 return 0 != (bits_ & 0x10);
4050 }
4051
4054 bool wholesaleAllowed() const
4056 {
4057 return 0 != (bits_ & 0x20);
4058 }
4059
4064 {
4065 return 0 != (bits_ & 0x40);
4066 }
4067
4072 {
4073 return 0 != (bits_ & 0x80);
4074 }
4075
4078 bool quotingPeriod() const
4080 {
4081 return 0 != (bits_ & 0x200);
4082 }
4083
4088 {
4089 return 0 != (bits_ & 0x400);
4090 }
4091
4093 Bits bits() const
4095 {
4096 return bits_;
4097 }
4098
4100 explicit
4103 : bits_(bits)
4104 {
4105 }
4106
4109 std::string
4110 toString() const;
4111
4114 bool
4116 const PhaseQualifier& other) const
4118 {
4119 return !(*this == other);
4120 }
4121
4124 bool
4126 const PhaseQualifier& other) const
4128 {
4129 return this->bits_ == other.bits_;
4130 }
4131
4132private:
4133 Bits bits_;
4134};
4135
4138{
4139public:
4142 typedef UInt64 Bits;
4143
4144 enum
4145 {
4146 Size = sizeof(Bits)
4147 };
4148
4149
4152 struct MemberTraits
4153 {
4154 enum { Count = 1 };
4155
4156 typedef Bits FirstArgType;
4157 };
4158
4161 bool jellyRoll() const
4163 {
4164 return 0 != (bits_ & 0x1);
4165 }
4166
4169 bool butterfly() const
4171 {
4172 return 0 != (bits_ & 0x2);
4173 }
4174
4177 bool callOrPutCabinet() const
4179 {
4180 return 0 != (bits_ & 0x4);
4181 }
4182
4185 bool spread() const
4187 {
4188 return 0 != (bits_ & 0x8);
4189 }
4190
4193 bool calendarSpread() const
4195 {
4196 return 0 != (bits_ & 0x10);
4197 }
4198
4203 {
4204 return 0 != (bits_ & 0x20);
4205 }
4206
4209 bool guts() const
4211 {
4212 return 0 != (bits_ & 0x40);
4213 }
4214
4219 {
4220 return 0 != (bits_ & 0x80);
4221 }
4222
4225 bool ironButterfly() const
4227 {
4228 return 0 != (bits_ & 0x100);
4229 }
4230
4233 bool combo() const
4235 {
4236 return 0 != (bits_ & 0x200);
4237 }
4238
4241 bool strangle() const
4243 {
4244 return 0 != (bits_ & 0x400);
4245 }
4246
4249 bool ladder() const
4251 {
4252 return 0 != (bits_ & 0x800);
4253 }
4254
4257 bool strip() const
4259 {
4260 return 0 != (bits_ & 0x1000);
4261 }
4262
4267 {
4268 return 0 != (bits_ & 0x2000);
4269 }
4270
4273 bool pack() const
4275 {
4276 return 0 != (bits_ & 0x4000);
4277 }
4278
4283 {
4284 return 0 != (bits_ & 0x8000);
4285 }
4286
4291 {
4292 return 0 != (bits_ & 0x10000);
4293 }
4294
4299 {
4300 return 0 != (bits_ & 0x20000);
4301 }
4302
4305 bool straddle() const
4307 {
4308 return 0 != (bits_ & 0x40000);
4309 }
4310
4313 bool volatilityTrade() const
4315 {
4316 return 0 != (bits_ & 0x80000);
4317 }
4318
4321 bool condor() const
4323 {
4324 return 0 != (bits_ & 0x100000);
4325 }
4326
4329 bool box() const
4331 {
4332 return 0 != (bits_ & 0x200000);
4333 }
4334
4337 bool bundle() const
4339 {
4340 return 0 != (bits_ & 0x400000);
4341 }
4342
4347 {
4348 return 0 != (bits_ & 0x800000);
4349 }
4350
4355 {
4356 return 0 != (bits_ & 0x1000000);
4357 }
4358
4363 {
4364 return 0 != (bits_ & 0x2000000);
4365 }
4366
4371 {
4372 return 0 != (bits_ & 0x4000000);
4373 }
4374
4379 {
4380 return 0 != (bits_ & 0x8000000);
4381 }
4382
4387 {
4388 return 0 != (bits_ & 0x10000000);
4389 }
4390
4395 {
4396 return 0 != (bits_ & 0x20000000);
4397 }
4398
4403 {
4404 return 0 != (bits_ & 0x40000000);
4405 }
4406
4411 {
4412 return 0 != (bits_ & 0x80000000);
4413 }
4414
4419 {
4420 return 0 != (bits_ & 0x100000000);
4421 }
4422
4427 {
4428 return 0 != (bits_ & 0x200000000);
4429 }
4430
4435 {
4436 return 0 != (bits_ & 0x400000000);
4437 }
4438
4443 {
4444 return 0 != (bits_ & 0x800000000);
4445 }
4446
4451 {
4452 return 0 != (bits_ & 0x1000000000);
4453 }
4454
4459 {
4460 return 0 != (bits_ & 0x2000000000);
4461 }
4462
4467 {
4468 return 0 != (bits_ & 0x4000000000);
4469 }
4470
4473 bool synthetic() const
4475 {
4476 return 0 != (bits_ & 0x8000000000);
4477 }
4478
4483 {
4484 return 0 != (bits_ & 0x10000000000);
4485 }
4486
4491 {
4492 return 0 != (bits_ & 0x20000000000);
4493 }
4494
4497 bool buyWrite() const
4499 {
4500 return 0 != (bits_ & 0x40000000000);
4501 }
4502
4507 {
4508 return 0 != (bits_ & 0x80000000000);
4509 }
4510
4513 bool ironCondor() const
4515 {
4516 return 0 != (bits_ & 0x100000000000);
4517 }
4518
4523 {
4524 return 0 != (bits_ & 0x200000000000);
4525 }
4526
4531 {
4532 return 0 != (bits_ & 0x400000000000);
4533 }
4534
4539 {
4540 return 0 != (bits_ & 0x800000000000);
4541 }
4542
4547 {
4548 return 0 != (bits_ & 0x1000000000000);
4549 }
4550
4555 {
4556 return 0 != (bits_ & 0x2000000000000);
4557 }
4558
4563 {
4564 return 0 != (bits_ & 0x4000000000000);
4565 }
4566
4571 {
4572 return 0 != (bits_ & 0x8000000000000);
4573 }
4574
4579 {
4580 return 0 != (bits_ & 0x10000000000000);
4581 }
4582
4584 Bits bits() const
4586 {
4587 return bits_;
4588 }
4589
4591 explicit
4594 : bits_(bits)
4595 {
4596 }
4597
4600 std::string
4601 toString() const;
4602
4605 bool
4607 const StrategyAuthorized& other) const
4609 {
4610 return !(*this == other);
4611 }
4612
4615 bool
4617 const StrategyAuthorized& other) const
4619 {
4620 return this->bits_ == other.bits_;
4621 }
4622
4623private:
4624 Bits bits_;
4625};
4626
4629{
4630public:
4633 typedef UInt16 Bits;
4634
4635 enum
4636 {
4637 Size = sizeof(Bits)
4638 };
4639
4640
4643 struct MemberTraits
4644 {
4645 enum { Count = 1 };
4646
4647 typedef Bits FirstArgType;
4648 };
4649
4652 bool market() const
4654 {
4655 return 0 != (bits_ & 0x1);
4656 }
4657
4660 bool limit() const
4662 {
4663 return 0 != (bits_ & 0x2);
4664 }
4665
4668 bool stopStopLoss() const
4670 {
4671 return 0 != (bits_ & 0x4);
4672 }
4673
4676 bool stopLimit() const
4678 {
4679 return 0 != (bits_ & 0x8);
4680 }
4681
4684 bool marketOnOpenMOO() const
4686 {
4687 return 0 != (bits_ & 0x10);
4688 }
4689
4694 {
4695 return 0 != (bits_ & 0x20);
4696 }
4697
4699 Bits bits() const
4701 {
4702 return bits_;
4703 }
4704
4706 explicit
4709 : bits_(bits)
4710 {
4711 }
4712
4715 std::string
4716 toString() const;
4717
4720 bool
4722 const OrderTypeRules& other) const
4724 {
4725 return !(*this == other);
4726 }
4727
4730 bool
4732 const OrderTypeRules& other) const
4734 {
4735 return this->bits_ == other.bits_;
4736 }
4737
4738private:
4739 Bits bits_;
4740};
4741
4742
4744typedef
4745IntegralConstant<UInt8, 255>
4747
4748
4750typedef
4753
4754
4756typedef
4759
4760
4762typedef
4765
4766
4768typedef
4771
4772
4774typedef
4775IntegralConstant<Int32, -2147483647-1>
4777
4778
4780typedef
4781IntegralConstant<Int64, -9223372036854775807LL-1>
4783
4784
4786typedef
4789
4790
4791
4792typedef
4795
4796typedef
4799
4800typedef
4803
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_BEGIN
Definition ABI.h:146
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_END
Definition ABI.h:151
#define ONIXS_EURONEXT_OPTIQMDG_LTWT_STRUCT
Definition ABI.h:94
#define ONIXS_EURONEXT_OPTIQMDG_NODISCARD
Definition Compiler.h:195
#define ONIXS_EURONEXT_OPTIQMDG_NOTHROW
Definition Compiler.h:186
UInt64 Uint64
Type alias for the Uint64_t.
Definition Fields.h:45
UInt64 Time
Type alias for the Time_t.
Definition Fields.h:57
Char Char24[24]
Type alias for the Char24.
Definition Fields.h:125
Char Char250[250]
Type alias for the Char250.
Definition Fields.h:165
Int8 Int8
Type alias for the Int8_t.
Definition Fields.h:33
IntegralConstant< Int8, -128 > NullInt8
Null value for an optional Int8 field.
Definition Fields.h:4752
Int64 Int64
Type alias for the Int64_t.
Definition Fields.h:53
Char Char60[60]
Type alias for the Char60.
Definition Fields.h:153
UInt8 UnsignedChar
Type alias for the Unsigned_char.
Definition Fields.h:29
IntegralConstant< Int32, -2147483647-1 > NullInt32
Null value for an optional Int32 field.
Definition Fields.h:4776
Char Char32[32]
Type alias for the Char32.
Definition Fields.h:141
Char Char7[7]
Type alias for the Char7.
Definition Fields.h:85
Char Char20[20]
Type alias for the Char20.
Definition Fields.h:121
Char Char12[12]
Type alias for the Char12.
Definition Fields.h:101
Char Char2[2]
Type alias for the Char2.
Definition Fields.h:65
Char Char8[8]
Type alias for the Char8.
Definition Fields.h:89
Int32 Int32
Type alias for the Int32_t.
Definition Fields.h:49
Char Char10[10]
Type alias for the Char10.
Definition Fields.h:93
Char Char16[16]
Type alias for the Char16.
Definition Fields.h:113
Char Char3[3]
Type alias for the Char3.
Definition Fields.h:69
IntegralConstant< UInt64, 0ULL > NullTime
Null value for an optional Time field.
Definition Fields.h:4788
IntegralConstant< UInt8, 255 > NullUInt8
Definition Fields.h:4794
Char Char27[27]
Type alias for the Char27.
Definition Fields.h:133
IntegralConstant< UInt16, 65535 > NullUint16
Null value for an optional Uint16 field.
Definition Fields.h:4758
IntegralConstant< Int64, -9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Definition Fields.h:4782
Char Char100[100]
Type alias for the Char100.
Definition Fields.h:157
Char Char18[18]
Type alias for the Char18.
Definition Fields.h:117
Char Char52[52]
Type alias for the Char52.
Definition Fields.h:149
UInt16 Uint16
Type alias for the Uint16_t.
Definition Fields.h:37
Char Char5[5]
Type alias for the Char5.
Definition Fields.h:77
IntegralConstant< Char, -128 > NullChar
Definition Fields.h:4798
IntegralConstant< UInt64, 18446744073709551615ULL > NullUint64
Null value for an optional Uint64 field.
Definition Fields.h:4770
IntegralConstant< UInt8, 255 > NullUnsignedChar
Null value for an optional UnsignedChar field.
Definition Fields.h:4746
Char Char102[102]
Type alias for the Char102.
Definition Fields.h:161
Char Char30[30]
Type alias for the Char30.
Definition Fields.h:137
Char Char4[4]
Type alias for the Char4.
Definition Fields.h:73
UInt32 Uint32
Type alias for the Uint32_t.
Definition Fields.h:41
Char Char6[6]
Type alias for the Char6.
Definition Fields.h:81
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Definition Fields.h:4802
IntegralConstant< UInt32, 4294967295 > NullUint32
Null value for an optional Uint32 field.
Definition Fields.h:4764
Char Char13[13]
Type alias for the Char13.
Definition Fields.h:105
Char Char1
Type alias for the Char1.
Definition Fields.h:61
Char Char25[25]
Type alias for the Char25.
Definition Fields.h:129
Char Char50[50]
Type alias for the Char50.
Definition Fields.h:145
Char Char11[11]
Type alias for the Char11.
Definition Fields.h:97
Char Char15[15]
Type alias for the Char15.
Definition Fields.h:109
@ StructuredProductMarketMaker
StructuredProductMarketMaker.
Definition Fields.h:225
@ NotTradedButListedInContractDataTradersMaySubscribeTo
NotTradedButListedInContractDataTradersMaySubscribeTo.
Definition Fields.h:3454
@ TradedAsASimpleIntercommoditySpread
TradedAsASimpleIntercommoditySpread.
Definition Fields.h:3457
@ SellerDeclarationIsReceivedOnTheCurTradingSessionDay
SellerDeclarationIsReceivedOnTheCurTradingSessionDay.
Definition Fields.h:2508
@ SellerDeclarationReceivedBeforeTheCurTradingSessionDay
SellerDeclarationReceivedBeforeTheCurTradingSessionDay.
Definition Fields.h:2511
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2705
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2806
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2809
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2803
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2818
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2812
@ EuronextOffExchangeTradeReports
EuronextOffExchangeTradeReports.
Definition Fields.h:1600
@ CashAndDerivativeCentralOrderBook
CashAndDerivativeCentralOrderBook.
Definition Fields.h:1588
@ DerivativesOnExchangeOffBook
DerivativesOnExchangeOffBook.
Definition Fields.h:1603
@ ETFMTFNAVCentralOrderBook
ETFMTFNAVCentralOrderBook.
Definition Fields.h:1606
@ DeltaNeutralContingencyLeg
DeltaNeutralContingencyLeg.
Definition Fields.h:1612
@ AmsterdamCurrencyDerivatives
AmsterdamCurrencyDerivatives.
Definition Fields.h:2249
@ AmsterdamCommoditiesDerivatives
AmsterdamCommoditiesDerivatives.
Definition Fields.h:2240
@ MilanInterestRateDerivatives
MilanInterestRateDerivatives.
Definition Fields.h:2270
@ EuronextAmsterdamOtherCommodities
EuronextAmsterdamOtherCommodities.
Definition Fields.h:2273
@ GuaranteedClearedBorrowingLendingService
GuaranteedClearedBorrowingLendingService.
Definition Fields.h:2637
@ IndexAndSessionHighAndLowTypicallyFirstPrice
IndexAndSessionHighAndLowTypicallyFirstPrice.
Definition Fields.h:2539
@ SuspendedWaitingForTradableState
SuspendedWaitingForTradableState.
Definition Fields.h:1886
@ SuspendedWaitingForMarketOperations
SuspendedWaitingForMarketOperations.
Definition Fields.h:1907
@ ReservedFutureLimitInterruptionProtection
ReservedFutureLimitInterruptionProtection.
Definition Fields.h:1904
@ PercentageOfNominalExcludingAccruedInterestClean
PercentageOfNominalExcludingAccruedInterestClean.
Definition Fields.h:538
@ PercentageOfNominalIncludingAccruedInterestDirty
PercentageOfNominalIncludingAccruedInterestDirty.
Definition Fields.h:547
@ ModificationOfExistingOrderWithLossOfPriority
ModificationOfExistingOrderWithLossOfPriority.
Definition Fields.h:1018
@ ModificationOfExistingOrderWithoutLossOfPriority
ModificationOfExistingOrderWithoutLossOfPriority.
Definition Fields.h:1012
@ StatusChangeAndScheduledEventNotification
StatusChangeAndScheduledEventNotification.
Definition Fields.h:1569
@ NAVForTheInstrumentsEligibleToTheNAVTradingFacility
NAVForTheInstrumentsEligibleToTheNAVTradingFacility.
Definition Fields.h:1061
@ StrategyLegConventionalTradeProvisionalPrice
StrategyLegConventionalTradeProvisionalPrice.
Definition Fields.h:1541
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:1388
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:1460
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:1517
@ UpdatedOfferWithLiquidityProvider
UpdatedOfferWithLiquidityProvider.
Definition Fields.h:1412
@ OrderPriceControlCollarReferencePrice
OrderPriceControlCollarReferencePrice.
Definition Fields.h:1526
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:1472
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:1469
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:1457
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:1370
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:1385
@ RTS2NonEquityInstrumentFollowingMiFIDDefinition
RTS2NonEquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3244
@ RTS1EquityInstrumentFollowingMiFIDDefinition
RTS1EquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3241
MmProtections(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:3823
bool delta() const noexcept
Indicates whether Delta bit is set.
Definition Fields.h:3800
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3781
bool volume() const noexcept
Indicates whether Volume bit is set.
Definition Fields.h:3808
bool operator==(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3847
bool operator!=(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3837
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2665
@ UndefinedAuctionEqualUncrossing
UndefinedAuctionEqualUncrossing.
Definition Fields.h:2733
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2754
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2757
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2751
@ UnscheduledAuctionEqualUncrossing
UnscheduledAuctionEqualUncrossing.
Definition Fields.h:2763
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2766
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2760
@ TradeReportingAndPublication
TradeReportingAndPublication.
Definition Fields.h:2341
bool tradeAtSettlement() const noexcept
Indicates whether TradeAtSettlement bit is set.
Definition Fields.h:4692
bool operator==(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4731
bool stopStopLoss() const noexcept
Indicates whether StopStopLoss bit is set.
Definition Fields.h:4668
bool market() const noexcept
Indicates whether Market bit is set.
Definition Fields.h:4652
bool operator!=(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4721
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4633
bool stopLimit() const noexcept
Indicates whether StopLimit bit is set.
Definition Fields.h:4676
bool marketOnOpenMOO() const noexcept
Indicates whether MarketOnOpenMOO bit is set.
Definition Fields.h:4684
OrderTypeRules(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4707
bool limit() const noexcept
Indicates whether Limit bit is set.
Definition Fields.h:4660
@ StopMarketOrStopMarketOnQuote
StopMarketOrStopMarketOnQuote.
Definition Fields.h:1727
@ StopLimitOrStopLimitOnQuote
StopLimitOrStopLimitOnQuote.
Definition Fields.h:1730
bool operator!=(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4115
bool tradingAtLast() const noexcept
Indicates whether TradingAtLast bit is set.
Definition Fields.h:4030
bool randomUncrossing() const noexcept
Indicates whether RandomUncrossing bit is set.
Definition Fields.h:4038
bool operator==(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4125
PhaseQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4101
bool suspended() const noexcept
Indicates whether Suspended bit is set.
Definition Fields.h:4046
bool quotingPeriod() const noexcept
Indicates whether QuotingPeriod bit is set.
Definition Fields.h:4078
bool exceptionalMarketConditions() const noexcept
Indicates whether ExceptionalMarketConditions bit is set.
Definition Fields.h:4070
bool executionPreventionAcrossAllFirms() const noexcept
Indicates whether ExecutionPreventionAcrossAllFirms bit is set.
Definition Fields.h:4086
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3995
bool callBBOOnly() const noexcept
Indicates whether CallBBOOnly bit is set.
Definition Fields.h:4022
bool stressedMarketConditions() const noexcept
Indicates whether StressedMarketConditions bit is set.
Definition Fields.h:4062
bool qualifier() const noexcept
Indicates whether NoQualifier bit is set.
Definition Fields.h:4014
bool wholesaleAllowed() const noexcept
Indicates whether WholesaleAllowed bit is set.
Definition Fields.h:4054
@ ClosingPriceOfReferenceMarket
ClosingPriceOfReferenceMarket.
Definition Fields.h:3764
@ EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt
EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt.
Definition Fields.h:590
@ InstrEligibleForTheSRDLongOnly
InstrEligibleForTheSRDLongOnly.
Definition Fields.h:584
@ InstrEligibleForSRDAndForLoanAndLendingMarket
InstrEligibleForSRDAndForLoanAndLendingMarket.
Definition Fields.h:581
@ InstrNeitherEligibleForSRDOrLoanAndLendingMkt
InstrNeitherEligibleForSRDOrLoanAndLendingMkt.
Definition Fields.h:578
@ InstrEligibleForTheLoanAndLendingMarket
InstrEligibleForTheLoanAndLendingMarket.
Definition Fields.h:593
@ InstrEligibleForLoanAndLendingMktAndForSRDLongOnly
InstrEligibleForLoanAndLendingMktAndForSRDLongOnly.
Definition Fields.h:587
@ WholesaleBasisTradesOpenExtension
WholesaleBasisTradesOpenExtension.
Definition Fields.h:339
@ WholesaleLargeInScaleLiSTradesOpenExtension
WholesaleLargeInScaleLiSTradesOpenExtension.
Definition Fields.h:336
@ CancelPreviouslyScheduledEvent
CancelPreviouslyScheduledEvent.
Definition Fields.h:321
@ OrderEntryCancelModifyDisabled
OrderEntryCancelModifyDisabled.
Definition Fields.h:375
@ WholesaleExchangeForSwapsTradesOpenExtension
WholesaleExchangeForSwapsTradesOpenExtension.
Definition Fields.h:348
@ WholesaleLargeInScaleLiSPackageTradesOpenExtension
WholesaleLargeInScaleLiSPackageTradesOpenExtension.
Definition Fields.h:345
@ OrderEntryCancelModifyEnabled
OrderEntryCancelModifyEnabled.
Definition Fields.h:372
@ WholesaleAgainstActualsTradesOpenExtension
WholesaleAgainstActualsTradesOpenExtension.
Definition Fields.h:342
bool gutsVersusUnderlying() const noexcept
Indicates whether GutsVersusUnderlying bit is set.
Definition Fields.h:4401
bool straddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether StraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4449
bool bundle() const noexcept
Indicates whether Bundle bit is set.
Definition Fields.h:4337
bool calendarSpread() const noexcept
Indicates whether CalendarSpread bit is set.
Definition Fields.h:4193
bool conversionReversal() const noexcept
Indicates whether ConversionReversal bit is set.
Definition Fields.h:4297
bool callOrPutSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutSpreadVersusUnderlying bit is set.
Definition Fields.h:4377
bool straddle() const noexcept
Indicates whether Straddle bit is set.
Definition Fields.h:4305
bool callSpreadVersusPutOrPutSpreadVersusCall() const noexcept
Indicates whether CallSpreadVersusPutOrPutSpreadVersusCall bit is set.
Definition Fields.h:4569
bool guts() const noexcept
Indicates whether Guts bit is set.
Definition Fields.h:4209
bool pack() const noexcept
Indicates whether Pack bit is set.
Definition Fields.h:4273
bool twoByOneRatioSpread() const noexcept
Indicates whether TwoByOneRatioSpread bit is set.
Definition Fields.h:4217
UInt64 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4142
bool ironCondorVersusUnderlying() const noexcept
Indicates whether IronCondorVersusUnderlying bit is set.
Definition Fields.h:4505
bool icsOneSidedCombinationSameExpiry() const noexcept
Indicates whether ICSOneSidedCombinationSameExpiry bit is set.
Definition Fields.h:4545
bool jellyRoll() const noexcept
Indicates whether JellyRoll bit is set.
Definition Fields.h:4161
bool butterflyVersusUnderlying() const noexcept
Indicates whether ButterflyVersusUnderlying bit is set.
Definition Fields.h:4361
bool volatilityTrade() const noexcept
Indicates whether VolatilityTrade bit is set.
Definition Fields.h:4313
bool diagonalStraddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether DiagonalStraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4465
bool butterfly() const noexcept
Indicates whether Butterfly bit is set.
Definition Fields.h:4169
bool putStraddleVersusSellACallOrAPut() const noexcept
Indicates whether PutStraddleVersusSellACallOrAPut bit is set.
Definition Fields.h:4537
bool diagonalStraddleCalendarSpread() const noexcept
Indicates whether DiagonalStraddleCalendarSpread bit is set.
Definition Fields.h:4281
bool straddleCalendarSpread() const noexcept
Indicates whether StraddleCalendarSpread bit is set.
Definition Fields.h:4265
bool ladderVersusUnderlying() const noexcept
Indicates whether LadderVersusUnderlying bit is set.
Definition Fields.h:4353
bool callOrPutCabinet() const noexcept
Indicates whether CallOrPutCabinet bit is set.
Definition Fields.h:4177
bool ironButterfly() const noexcept
Indicates whether IronButterfly bit is set.
Definition Fields.h:4225
bool reducedTickSpread() const noexcept
Indicates whether ReducedTickSpread bit is set.
Definition Fields.h:4345
bool simpleInterCommoditySpread() const noexcept
Indicates whether SimpleInterCommoditySpread bit is set.
Definition Fields.h:4289
bool putSpreadVersusCallVersusUnderlying() const noexcept
Indicates whether PutSpreadVersusCallVersusUnderlying bit is set.
Definition Fields.h:4457
StrategyAuthorized(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4592
bool box() const noexcept
Indicates whether Box bit is set.
Definition Fields.h:4329
bool exchangeForPhysical() const noexcept
Indicates whether ExchangeForPhysical bit is set.
Definition Fields.h:4441
bool ratioInterContractSpread() const noexcept
Indicates whether RatioInterContractSpread bit is set.
Definition Fields.h:4561
bool combo() const noexcept
Indicates whether Combo bit is set.
Definition Fields.h:4233
bool strip() const noexcept
Indicates whether Strip bit is set.
Definition Fields.h:4257
bool synthetic() const noexcept
Indicates whether Synthetic bit is set.
Definition Fields.h:4473
bool callSpreadVersusPutVersusUnderlying() const noexcept
Indicates whether CallSpreadVersusPutVersusUnderlying bit is set.
Definition Fields.h:4369
bool comboVersusUnderlying() const noexcept
Indicates whether ComboVersusUnderlying bit is set.
Definition Fields.h:4425
bool condorVersusUnderlying() const noexcept
Indicates whether CondorVersusUnderlying bit is set.
Definition Fields.h:4489
bool operator!=(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4606
bool condor() const noexcept
Indicates whether Condor bit is set.
Definition Fields.h:4321
bool straddleVersusUnderlying() const noexcept
Indicates whether StraddleVersusUnderlying bit is set.
Definition Fields.h:4481
bool ladder() const noexcept
Indicates whether Ladder bit is set.
Definition Fields.h:4249
bool diagonalCalendarSpread() const noexcept
Indicates whether DiagonalCalendarSpread bit is set.
Definition Fields.h:4201
bool callSpreadVersusSellAPut() const noexcept
Indicates whether CallSpreadVersusSellAPut bit is set.
Definition Fields.h:4521
bool operator==(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4616
bool icsTwoSidedCombinationSameExpiry() const noexcept
Indicates whether ICSTwoSidedCombinationSameExpiry bit is set.
Definition Fields.h:4553
bool twoByOneCallOrPutRatioSpreadVersusUnderlying() const noexcept
Indicates whether TwoByOneCallOrPutRatioSpreadVersusUnderlying bit is set.
Definition Fields.h:4409
bool callPutDiagonalCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallPutDiagonalCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4393
bool ironButterflyVersusUnderlying() const noexcept
Indicates whether IronButterflyVersusUnderlying bit is set.
Definition Fields.h:4417
bool strangle() const noexcept
Indicates whether Strangle bit is set.
Definition Fields.h:4241
bool ratioSpreadOption() const noexcept
Indicates whether RatioSpreadOption bit is set.
Definition Fields.h:4577
bool callOrPutCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4385
bool strangleVersusUnderlying() const noexcept
Indicates whether StrangleVersusUnderlying bit is set.
Definition Fields.h:4433
bool buyWrite() const noexcept
Indicates whether BuyWrite bit is set.
Definition Fields.h:4497
bool putSpreadVersusSellACall() const noexcept
Indicates whether PutSpreadVersusSellACall bit is set.
Definition Fields.h:4529
bool spread() const noexcept
Indicates whether Spread bit is set.
Definition Fields.h:4185
bool ironCondor() const noexcept
Indicates whether IronCondor bit is set.
Definition Fields.h:4513
@ CallOrPutCalendarSpreadVersusUnderlying
CallOrPutCalendarSpreadVersusUnderlying.
Definition Fields.h:912
@ IronButterflyVersusUnderlying
IronButterflyVersusUnderlying.
Definition Fields.h:924
@ DiagonalStraddleCalendarSpreadVersusUnderlying
DiagonalStraddleCalendarSpreadVersusUnderlying.
Definition Fields.h:942
@ ICSTwoSidedCombinationSameExpiry
ICSTwoSidedCombinationSameExpiry.
Definition Fields.h:975
@ ICSOneSidedCombinationSameExpiry
ICSOneSidedCombinationSameExpiry.
Definition Fields.h:972
@ StraddleCalendarSpreadVersusUnderlying
StraddleCalendarSpreadVersusUnderlying.
Definition Fields.h:936
@ TwoByOneCallOrPutRatioSpreadVersusUnderlying
TwoByOneCallOrPutRatioSpreadVersusUnderlying.
Definition Fields.h:921
@ PutStraddleVersusSellACallOrAPut
PutStraddleVersusSellACallOrAPut.
Definition Fields.h:969
@ CallPutDiagonalCalendarSpreadVersusUnderlying
CallPutDiagonalCalendarSpreadVersusUnderlying.
Definition Fields.h:915
@ CallOrPutSpreadVersusUnderlying
CallOrPutSpreadVersusUnderlying.
Definition Fields.h:909
@ CallSpreadVersusPutOrPutSpreadVersusCall
CallSpreadVersusPutOrPutSpreadVersusCall.
Definition Fields.h:981
@ DiagonalStraddleCalendarSpread
DiagonalStraddleCalendarSpread.
Definition Fields.h:873
@ CallSpreadVersusPutVersusUnderlying
CallSpreadVersusPutVersusUnderlying.
Definition Fields.h:906
@ PutSpreadVersusCallVersusUnderlying
PutSpreadVersusCallVersusUnderlying.
Definition Fields.h:939
@ ChangeRateNotAppliedToTheStrikePrice
ChangeRateNotAppliedToTheStrikePrice.
Definition Fields.h:615
@ ChangeRateAppliedToTheStrikePrice
ChangeRateAppliedToTheStrikePrice.
Definition Fields.h:618
@ NotEligibleToPEATheStockHasNeverBeenAMonoryStock
NotEligibleToPEATheStockHasNeverBeenAMonoryStock.
Definition Fields.h:3325
TradeQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:3954
bool passiveOrder() const noexcept
Indicates whether PassiveOrder bit is set.
Definition Fields.h:3899
bool operator==(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:3978
bool tradeCreationByMarketOperations() const noexcept
Indicates whether TradeCreationByMarketOperations bit is set.
Definition Fields.h:3915
bool navTradeExpressedInPriceCurrency() const noexcept
Indicates whether NAVTradeExpressedInPriceCurrency bit is set.
Definition Fields.h:3931
bool aggressiveOrder() const noexcept
Indicates whether AggressiveOrder bit is set.
Definition Fields.h:3907
bool operator!=(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:3968
bool deferredPublication() const noexcept
Indicates whether DeferredPublication bit is set.
Definition Fields.h:3939
bool firstTradePrice() const noexcept
Indicates whether FirstTradePrice bit is set.
Definition Fields.h:3891
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3864
bool uncrossingTrade() const noexcept
Indicates whether UncrossingTrade bit is set.
Definition Fields.h:3883
bool navTradeExpressedInBps() const noexcept
Indicates whether NAVTradeExpressedInBps bit is set.
Definition Fields.h:3923
@ StrategyLegConventionalTradeProvisionalPrice
StrategyLegConventionalTradeProvisionalPrice.
Definition Fields.h:2082
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:2016
@ LargeInScaleLiSTradeProvisionalPrice
LargeInScaleLiSTradeProvisionalPrice.
Definition Fields.h:2067
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:2031
@ LargeInScaleTradeInBasisPoints
LargeInScaleTradeInBasisPoints.
Definition Fields.h:2037
@ StrategyLegConventionalTrade
StrategyLegConventionalTrade.
Definition Fields.h:1956
@ LargeInScaleLiSPackageTrade
LargeInScaleLiSPackageTrade.
Definition Fields.h:1938
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:2064
@ RequestForCrossStrategyLegTrade
RequestForCrossStrategyLegTrade.
Definition Fields.h:2007
@ StrategyLegGuaranteedCrossTrade
StrategyLegGuaranteedCrossTrade.
Definition Fields.h:1965
@ LargeInScaleLiSPackageTradeProvisionalPrice
LargeInScaleLiSPackageTradeProvisionalPrice.
Definition Fields.h:2070
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:2043
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:2040
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:2028
@ ETFMTFNAVDarkTradePriceInBp
ETFMTFNAVDarkTradePriceInBp.
Definition Fields.h:2025
@ StrategyLegExchangeForSwapTrade
StrategyLegExchangeForSwapTrade.
Definition Fields.h:1974
@ StrategyLegAgainstActualTrade
StrategyLegAgainstActualTrade.
Definition Fields.h:1968
@ StrategyLegLargeInScaleLiSTrade
StrategyLegLargeInScaleLiSTrade.
Definition Fields.h:1959
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:1977
@ ExchangeForPhysicalTradeCashLeg
ExchangeForPhysicalTradeCashLeg.
Definition Fields.h:1953
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:1992
@ StrategyLegAssetAllocationTrade
StrategyLegAssetAllocationTrade.
Definition Fields.h:1971
@ ChangeRateNotAppliedToTheTradedPrice
ChangeRateNotAppliedToTheTradedPrice.
Definition Fields.h:637
@ RegulatedMarketAllSecuritiesSpecialSegment
RegulatedMarketAllSecuritiesSpecialSegment.
Definition Fields.h:3380
@ RegulatedMarketEquitiesOtherInstruments
RegulatedMarketEquitiesOtherInstruments.
Definition Fields.h:3383
@ NonRegulatedMarketInstrumentsTradedOnTheFreeMarket
NonRegulatedMarketInstrumentsTradedOnTheFreeMarket.
Definition Fields.h:3359
@ InstrumentsTradedOnTheSecondaryMarket
InstrumentsTradedOnTheSecondaryMarket.
Definition Fields.h:3353
@ InstrumentsTradedOnThePrimaryMarket
InstrumentsTradedOnThePrimaryMarket.
Definition Fields.h:3350
@ OPCVMSICOMINonListedFrenchInvestmentFunds
OPCVMSICOMINonListedFrenchInvestmentFunds.
Definition Fields.h:3386