OnixS C++ Euronext Optiq MDG Handler 1.3.5
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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
1125
1128{
1129 typedef UInt8 Base;
1130
1131 enum Enum
1132 {
1135
1138
1140 ETF = 2,
1141
1144
1147
1150
1153
1156
1159
1162
1165
1168
1171
1174
1177
1180
1183
1186
1189
1192
1195
1198
1201
1203 Other = 23,
1204
1206 Paper = 24,
1207
1210
1213 };
1214
1217 static
1218 std::string
1220 Enum);
1221};
1222
1225{
1226 typedef UInt8 Base;
1227
1228 enum Enum
1229 {
1232
1235
1238
1241 };
1242
1245 static
1246 std::string
1248 Enum);
1249};
1250
1253{
1254 typedef UInt8 Base;
1255
1256 enum Enum
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
1548
1551
1554
1557
1560 };
1561
1564 static
1565 std::string
1567 Enum);
1568};
1569
1594
1640
1643{
1644 typedef UInt8 Base;
1645
1646 enum Enum
1647 {
1650
1653
1655 IPO = 3,
1656
1659
1661 RFQ = 5,
1662
1665 };
1666
1669 static
1670 std::string
1672 Enum);
1673};
1674
1702
1705{
1706 typedef UInt8 Base;
1707
1708 enum Enum
1709 {
1711 Buy = 1,
1712
1714 Sell = 2,
1715
1718 };
1719
1722 static
1723 std::string
1725 Enum);
1726};
1727
1730{
1731 typedef UInt8 Base;
1732
1768
1771 static
1772 std::string
1774 Enum);
1775};
1776
1779{
1780 typedef UInt8 Base;
1781
1782 enum Enum
1783 {
1786
1789
1791 Call = 3,
1792
1795
1798
1801
1804
1807
1810 };
1811
1814 static
1815 std::string
1817 Enum);
1818};
1819
1822{
1823 typedef UInt8 Base;
1824
1825 enum Enum
1826 {
1829
1832
1834 Call = 3,
1835
1838
1841
1844 };
1845
1848 static
1849 std::string
1851 Enum);
1852};
1853
1947
1950{
1951 typedef UInt8 Base;
1952
1953 enum Enum
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
2059
2062
2065
2068
2071
2074
2077
2080
2083
2085 Other = 49,
2086
2089
2092
2095
2098
2101
2104
2107
2110
2113
2116
2119 };
2120
2123 static
2124 std::string
2126 Enum);
2127};
2128
2131{
2132 typedef UInt8 Base;
2133
2134 enum Enum
2135 {
2138
2141
2144 };
2145
2148 static
2149 std::string
2151 Enum);
2152};
2153
2156{
2157 typedef UInt8 Base;
2158
2159 enum Enum
2160 {
2163
2166
2168 PAKO = 3,
2169
2172 };
2173
2176 static
2177 std::string
2179 Enum);
2180};
2181
2209
2234
2319
2322{
2323 typedef Char Base;
2324
2325 enum Enum
2326 {
2328 Buy = 'B',
2329
2331 Sell = 'S'
2332 };
2333
2336 static
2337 std::string
2339 Enum);
2340};
2341
2344{
2345 typedef UInt8 Base;
2346
2347 enum Enum
2348 {
2351
2354
2357
2360
2363
2366
2369
2372
2375
2378
2380 Block = 14,
2381
2384
2387
2390
2392 Forex = 15,
2393
2395 IBF = 16
2396 };
2397
2400 static
2401 std::string
2403 Enum);
2404};
2405
2408{
2409 typedef UInt8 Base;
2410
2411 enum Enum
2412 {
2414 Call = 1,
2415
2417 Put = 2,
2418
2421 };
2422
2425 static
2426 std::string
2428 Enum);
2429};
2430
2470
2510
2513{
2514 typedef Char Base;
2515
2516 enum Enum
2517 {
2520
2523
2526 };
2527
2530 static
2531 std::string
2533 Enum);
2534};
2535
2557
2594
2661
2689
2729
2766
2818
2870
2873{
2874 typedef Char Base;
2875
2876 enum Enum
2877 {
2880
2882 RPRI = 'R',
2883
2885 XFPH = 'Y',
2886
2888 TPAC = 'Z',
2889
2892 };
2893
2896 static
2897 std::string
2899 Enum);
2900};
2901
2904{
2905 typedef Char Base;
2906
2907 enum Enum
2908 {
2910 NLIQ = '1',
2911
2913 OILQ = '2',
2914
2916 PRIC = '3',
2917
2919 ILQD = '4',
2920
2922 SIZE = '5',
2923
2926
2929
2932 };
2933
2936 static
2937 std::string
2939 Enum);
2940};
2941
2944{
2945 typedef Char Base;
2946
2947 enum Enum
2948 {
2950 ACTX = 'X',
2951
2954 };
2955
2958 static
2959 std::string
2961 Enum);
2962};
2963
2966{
2967 typedef Char Base;
2968
2969 enum Enum
2970 {
2972 AMND = 'A',
2973
2975 CANC = 'C',
2976
2979 };
2980
2983 static
2984 std::string
2986 Enum);
2987};
2988
2991{
2992 typedef Char Base;
2993
2994 enum Enum
2995 {
2997 BENC = 'B',
2998
3000 RFPT = 'S',
3001
3004 };
3005
3008 static
3009 std::string
3011 Enum);
3012};
3013
3035
3060
3085
3088{
3089 typedef Char Base;
3090
3091 enum Enum
3092 {
3094 TNCP = 'J',
3095
3097 PNDG = 'N',
3098
3101
3103 NPFT = 'T'
3104 };
3105
3108 static
3109 std::string
3111 Enum);
3112};
3113
3116{
3117 typedef Char Base;
3118
3119 enum Enum
3120 {
3122 ALGO = 'H',
3123
3126 };
3127
3130 static
3131 std::string
3133 Enum);
3134};
3135
3138{
3139 typedef Char Base;
3140
3141 enum Enum
3142 {
3145
3147 LRGS = '2',
3148
3150 ILQD = '3',
3151
3153 SIZE = '4',
3154
3157
3160
3163 };
3164
3167 static
3168 std::string
3170 Enum);
3171};
3172
3175{
3176 typedef Char Base;
3177
3178 enum Enum
3179 {
3181 LMTF = '1',
3182
3184 DATF = '2',
3185
3187 VOLO = '3',
3188
3190 FWAF = '4',
3191
3193 IDAF = '5',
3194
3196 VOLW = '6',
3197
3199 FULF = '7',
3200
3202 FULA = '8',
3203
3205 FULV = '9',
3206
3208 FULJ = 'V',
3209
3211 COAF = 'W',
3212
3215 };
3216
3219 static
3220 std::string
3222 Enum);
3223};
3224
3227{
3228 typedef Char Base;
3229
3230 enum Enum
3231 {
3233 DUPL = '1',
3234
3237 };
3238
3241 static
3242 std::string
3244 Enum);
3245};
3246
3271
3274{
3275 typedef UInt8 Base;
3276
3277 enum Enum
3278 {
3281
3284
3287 };
3288
3291 static
3292 std::string
3294 Enum);
3295};
3296
3299{
3300 typedef UInt8 Base;
3301
3302 enum Enum
3303 {
3306
3309
3312
3315
3318
3321
3324 };
3325
3328 static
3329 std::string
3331 Enum);
3332};
3333
3358
3422
3447
3450{
3451 typedef UInt8 Base;
3452
3453 enum Enum
3454 {
3457
3460
3463
3466
3469
3472 };
3473
3476 static
3477 std::string
3479 Enum);
3480};
3481
3512
3515{
3516 typedef Char Base;
3517
3518 enum Enum
3519 {
3521 Open = 'O',
3522
3525 };
3526
3529 static
3530 std::string
3532 Enum);
3533};
3534
3537{
3538 typedef Char Base;
3539
3540 enum Enum
3541 {
3543 No = 'N',
3544
3546 Yes = 'Y'
3547 };
3548
3551 static
3552 std::string
3554 Enum);
3555};
3556
3559{
3560 typedef UInt8 Base;
3561
3562 enum Enum
3563 {
3566
3569
3572
3575
3578
3581
3584
3587
3590
3593
3596
3599
3602
3605
3608 };
3609
3612 static
3613 std::string
3615 Enum);
3616};
3617
3620{
3621 typedef Char Base;
3622
3623 enum Enum
3624 {
3626 Normal = 'O',
3627
3630
3632 ExCap = 'C',
3633
3636
3639
3642
3645 };
3646
3649 static
3650 std::string
3652 Enum);
3653};
3654
3673
3676{
3677 typedef UInt8 Base;
3678
3679 enum Enum
3680 {
3683
3686 };
3687
3690 static
3691 std::string
3693 Enum);
3694};
3695
3720
3723{
3724 typedef UInt8 Base;
3725
3726 enum Enum
3727 {
3730
3733
3736
3739
3742 };
3743
3746 static
3747 std::string
3749 Enum);
3750};
3751
3754{
3755 typedef UInt8 Base;
3756
3757 enum Enum
3758 {
3760 No = 0,
3761
3764 };
3765
3768 static
3769 std::string
3771 Enum);
3772};
3773
3816
3819{
3820public:
3823 typedef UInt8 Bits;
3824
3825 enum
3826 {
3827 Size = sizeof(Bits)
3828 };
3829
3830
3833 struct MemberTraits
3834 {
3835 enum { Count = 1 };
3836
3837 typedef Bits FirstArgType;
3838 };
3839
3842 bool delta() const
3844 {
3845 return 0 != (bits_ & 0x1);
3846 }
3847
3850 bool volume() const
3852 {
3853 return 0 != (bits_ & 0x2);
3854 }
3855
3857 Bits bits() const
3859 {
3860 return bits_;
3861 }
3862
3864 explicit
3867 : bits_(bits)
3868 {
3869 }
3870
3873 std::string
3874 toString() const;
3875
3878 bool
3880 const MmProtections& other) const
3882 {
3883 return !(*this == other);
3884 }
3885
3888 bool
3890 const MmProtections& other) const
3892 {
3893 return this->bits_ == other.bits_;
3894 }
3895
3896private:
3897 Bits bits_;
3898};
3899
3902{
3903public:
3906 typedef UInt8 Bits;
3907
3908 enum
3909 {
3910 Size = sizeof(Bits)
3911 };
3912
3913
3916 struct MemberTraits
3917 {
3918 enum { Count = 1 };
3919
3920 typedef Bits FirstArgType;
3921 };
3922
3925 bool uncrossingTrade() const
3927 {
3928 return 0 != (bits_ & 0x1);
3929 }
3930
3933 bool firstTradePrice() const
3935 {
3936 return 0 != (bits_ & 0x2);
3937 }
3938
3941 bool passiveOrder() const
3943 {
3944 return 0 != (bits_ & 0x4);
3945 }
3946
3949 bool aggressiveOrder() const
3951 {
3952 return 0 != (bits_ & 0x8);
3953 }
3954
3959 {
3960 return 0 != (bits_ & 0x10);
3961 }
3962
3967 {
3968 return 0 != (bits_ & 0x20);
3969 }
3970
3975 {
3976 return 0 != (bits_ & 0x40);
3977 }
3978
3983 {
3984 return 0 != (bits_ & 0x80);
3985 }
3986
3988 Bits bits() const
3990 {
3991 return bits_;
3992 }
3993
3995 explicit
3998 : bits_(bits)
3999 {
4000 }
4001
4004 std::string
4005 toString() const;
4006
4009 bool
4011 const TradeQualifier& other) const
4013 {
4014 return !(*this == other);
4015 }
4016
4019 bool
4021 const TradeQualifier& other) const
4023 {
4024 return this->bits_ == other.bits_;
4025 }
4026
4027private:
4028 Bits bits_;
4029};
4030
4033{
4034public:
4037 typedef UInt16 Bits;
4038
4039 enum
4040 {
4041 Size = sizeof(Bits)
4042 };
4043
4044
4047 struct MemberTraits
4048 {
4049 enum { Count = 1 };
4050
4051 typedef Bits FirstArgType;
4052 };
4053
4056 bool qualifier() const
4058 {
4059 return 0 != (bits_ & 0x1);
4060 }
4061
4064 bool callBBOOnly() const
4066 {
4067 return 0 != (bits_ & 0x2);
4068 }
4069
4072 bool tradingAtLast() const
4074 {
4075 return 0 != (bits_ & 0x4);
4076 }
4077
4080 bool randomUncrossing() const
4082 {
4083 return 0 != (bits_ & 0x8);
4084 }
4085
4088 bool suspended() const
4090 {
4091 return 0 != (bits_ & 0x10);
4092 }
4093
4096 bool wholesaleAllowed() const
4098 {
4099 return 0 != (bits_ & 0x20);
4100 }
4101
4106 {
4107 return 0 != (bits_ & 0x40);
4108 }
4109
4114 {
4115 return 0 != (bits_ & 0x80);
4116 }
4117
4120 bool quotingPeriod() const
4122 {
4123 return 0 != (bits_ & 0x200);
4124 }
4125
4130 {
4131 return 0 != (bits_ & 0x400);
4132 }
4133
4135 Bits bits() const
4137 {
4138 return bits_;
4139 }
4140
4142 explicit
4145 : bits_(bits)
4146 {
4147 }
4148
4151 std::string
4152 toString() const;
4153
4156 bool
4158 const PhaseQualifier& other) const
4160 {
4161 return !(*this == other);
4162 }
4163
4166 bool
4168 const PhaseQualifier& other) const
4170 {
4171 return this->bits_ == other.bits_;
4172 }
4173
4174private:
4175 Bits bits_;
4176};
4177
4180{
4181public:
4184 typedef UInt64 Bits;
4185
4186 enum
4187 {
4188 Size = sizeof(Bits)
4189 };
4190
4191
4194 struct MemberTraits
4195 {
4196 enum { Count = 1 };
4197
4198 typedef Bits FirstArgType;
4199 };
4200
4203 bool jellyRoll() const
4205 {
4206 return 0 != (bits_ & 0x1);
4207 }
4208
4211 bool butterfly() const
4213 {
4214 return 0 != (bits_ & 0x2);
4215 }
4216
4219 bool callOrPutCabinet() const
4221 {
4222 return 0 != (bits_ & 0x4);
4223 }
4224
4227 bool spread() const
4229 {
4230 return 0 != (bits_ & 0x8);
4231 }
4232
4235 bool calendarSpread() const
4237 {
4238 return 0 != (bits_ & 0x10);
4239 }
4240
4245 {
4246 return 0 != (bits_ & 0x20);
4247 }
4248
4251 bool guts() const
4253 {
4254 return 0 != (bits_ & 0x40);
4255 }
4256
4261 {
4262 return 0 != (bits_ & 0x80);
4263 }
4264
4267 bool ironButterfly() const
4269 {
4270 return 0 != (bits_ & 0x100);
4271 }
4272
4275 bool combo() const
4277 {
4278 return 0 != (bits_ & 0x200);
4279 }
4280
4283 bool strangle() const
4285 {
4286 return 0 != (bits_ & 0x400);
4287 }
4288
4291 bool ladder() const
4293 {
4294 return 0 != (bits_ & 0x800);
4295 }
4296
4299 bool strip() const
4301 {
4302 return 0 != (bits_ & 0x1000);
4303 }
4304
4309 {
4310 return 0 != (bits_ & 0x2000);
4311 }
4312
4315 bool pack() const
4317 {
4318 return 0 != (bits_ & 0x4000);
4319 }
4320
4325 {
4326 return 0 != (bits_ & 0x8000);
4327 }
4328
4333 {
4334 return 0 != (bits_ & 0x10000);
4335 }
4336
4341 {
4342 return 0 != (bits_ & 0x20000);
4343 }
4344
4347 bool straddle() const
4349 {
4350 return 0 != (bits_ & 0x40000);
4351 }
4352
4355 bool volatilityTrade() const
4357 {
4358 return 0 != (bits_ & 0x80000);
4359 }
4360
4363 bool condor() const
4365 {
4366 return 0 != (bits_ & 0x100000);
4367 }
4368
4371 bool box() const
4373 {
4374 return 0 != (bits_ & 0x200000);
4375 }
4376
4379 bool bundle() const
4381 {
4382 return 0 != (bits_ & 0x400000);
4383 }
4384
4389 {
4390 return 0 != (bits_ & 0x800000);
4391 }
4392
4397 {
4398 return 0 != (bits_ & 0x1000000);
4399 }
4400
4405 {
4406 return 0 != (bits_ & 0x2000000);
4407 }
4408
4413 {
4414 return 0 != (bits_ & 0x4000000);
4415 }
4416
4421 {
4422 return 0 != (bits_ & 0x8000000);
4423 }
4424
4429 {
4430 return 0 != (bits_ & 0x10000000);
4431 }
4432
4437 {
4438 return 0 != (bits_ & 0x20000000);
4439 }
4440
4445 {
4446 return 0 != (bits_ & 0x40000000);
4447 }
4448
4453 {
4454 return 0 != (bits_ & 0x80000000);
4455 }
4456
4461 {
4462 return 0 != (bits_ & 0x100000000);
4463 }
4464
4469 {
4470 return 0 != (bits_ & 0x200000000);
4471 }
4472
4477 {
4478 return 0 != (bits_ & 0x400000000);
4479 }
4480
4485 {
4486 return 0 != (bits_ & 0x800000000);
4487 }
4488
4493 {
4494 return 0 != (bits_ & 0x1000000000);
4495 }
4496
4501 {
4502 return 0 != (bits_ & 0x2000000000);
4503 }
4504
4509 {
4510 return 0 != (bits_ & 0x4000000000);
4511 }
4512
4515 bool synthetic() const
4517 {
4518 return 0 != (bits_ & 0x8000000000);
4519 }
4520
4525 {
4526 return 0 != (bits_ & 0x10000000000);
4527 }
4528
4533 {
4534 return 0 != (bits_ & 0x20000000000);
4535 }
4536
4539 bool buyWrite() const
4541 {
4542 return 0 != (bits_ & 0x40000000000);
4543 }
4544
4549 {
4550 return 0 != (bits_ & 0x80000000000);
4551 }
4552
4555 bool ironCondor() const
4557 {
4558 return 0 != (bits_ & 0x100000000000);
4559 }
4560
4565 {
4566 return 0 != (bits_ & 0x200000000000);
4567 }
4568
4573 {
4574 return 0 != (bits_ & 0x400000000000);
4575 }
4576
4581 {
4582 return 0 != (bits_ & 0x800000000000);
4583 }
4584
4589 {
4590 return 0 != (bits_ & 0x1000000000000);
4591 }
4592
4597 {
4598 return 0 != (bits_ & 0x2000000000000);
4599 }
4600
4605 {
4606 return 0 != (bits_ & 0x4000000000000);
4607 }
4608
4613 {
4614 return 0 != (bits_ & 0x8000000000000);
4615 }
4616
4621 {
4622 return 0 != (bits_ & 0x10000000000000);
4623 }
4624
4626 Bits bits() const
4628 {
4629 return bits_;
4630 }
4631
4633 explicit
4636 : bits_(bits)
4637 {
4638 }
4639
4642 std::string
4643 toString() const;
4644
4647 bool
4649 const StrategyAuthorized& other) const
4651 {
4652 return !(*this == other);
4653 }
4654
4657 bool
4659 const StrategyAuthorized& other) const
4661 {
4662 return this->bits_ == other.bits_;
4663 }
4664
4665private:
4666 Bits bits_;
4667};
4668
4671{
4672public:
4675 typedef UInt16 Bits;
4676
4677 enum
4678 {
4679 Size = sizeof(Bits)
4680 };
4681
4682
4685 struct MemberTraits
4686 {
4687 enum { Count = 1 };
4688
4689 typedef Bits FirstArgType;
4690 };
4691
4694 bool market() const
4696 {
4697 return 0 != (bits_ & 0x1);
4698 }
4699
4702 bool limit() const
4704 {
4705 return 0 != (bits_ & 0x2);
4706 }
4707
4710 bool stopStopLoss() const
4712 {
4713 return 0 != (bits_ & 0x4);
4714 }
4715
4718 bool stopLimit() const
4720 {
4721 return 0 != (bits_ & 0x8);
4722 }
4723
4726 bool marketOnOpenMOO() const
4728 {
4729 return 0 != (bits_ & 0x10);
4730 }
4731
4736 {
4737 return 0 != (bits_ & 0x20);
4738 }
4739
4741 Bits bits() const
4743 {
4744 return bits_;
4745 }
4746
4748 explicit
4751 : bits_(bits)
4752 {
4753 }
4754
4757 std::string
4758 toString() const;
4759
4762 bool
4764 const OrderTypeRules& other) const
4766 {
4767 return !(*this == other);
4768 }
4769
4772 bool
4774 const OrderTypeRules& other) const
4776 {
4777 return this->bits_ == other.bits_;
4778 }
4779
4780private:
4781 Bits bits_;
4782};
4783
4784
4786typedef
4787IntegralConstant<UInt8, 255>
4789
4790
4792typedef
4795
4796
4798typedef
4801
4802
4804typedef
4807
4808
4810typedef
4813
4814
4816typedef
4817IntegralConstant<Int32, -2147483647-1>
4819
4820
4822typedef
4823IntegralConstant<Int64, -9223372036854775807LL-1>
4825
4826
4828typedef
4831
4832
4833
4834typedef
4837
4838typedef
4841
4842typedef
4845
#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:4794
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:4818
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:4830
IntegralConstant< UInt8, 255 > NullUInt8
Definition Fields.h:4836
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:4800
IntegralConstant< Int64, -9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Definition Fields.h:4824
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:4840
IntegralConstant< UInt64, 18446744073709551615ULL > NullUint64
Null value for an optional Uint64 field.
Definition Fields.h:4812
IntegralConstant< UInt8, 255 > NullUnsignedChar
Null value for an optional UnsignedChar field.
Definition Fields.h:4788
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:4844
IntegralConstant< UInt32, 4294967295 > NullUint32
Null value for an optional Uint32 field.
Definition Fields.h:4806
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:3496
@ TradedAsASimpleIntercommoditySpread
TradedAsASimpleIntercommoditySpread.
Definition Fields.h:3499
@ SellerDeclarationIsReceivedOnTheCurTradingSessionDay
SellerDeclarationIsReceivedOnTheCurTradingSessionDay.
Definition Fields.h:2544
@ SellerDeclarationReceivedBeforeTheCurTradingSessionDay
SellerDeclarationReceivedBeforeTheCurTradingSessionDay.
Definition Fields.h:2547
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2747
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2848
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2851
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2845
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2860
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2854
@ EuronextOffExchangeTradeReports
EuronextOffExchangeTradeReports.
Definition Fields.h:1615
@ CashAndDerivativeCentralOrderBook
CashAndDerivativeCentralOrderBook.
Definition Fields.h:1603
@ DerivativesOnExchangeOffBook
DerivativesOnExchangeOffBook.
Definition Fields.h:1618
@ ETFMTFNAVCentralOrderBook
ETFMTFNAVCentralOrderBook.
Definition Fields.h:1621
@ DeltaNeutralContingencyLeg
DeltaNeutralContingencyLeg.
Definition Fields.h:1627
@ AmsterdamCurrencyDerivatives
AmsterdamCurrencyDerivatives.
Definition Fields.h:2285
@ AmsterdamCommoditiesDerivatives
AmsterdamCommoditiesDerivatives.
Definition Fields.h:2276
@ MilanInterestRateDerivatives
MilanInterestRateDerivatives.
Definition Fields.h:2306
@ EuronextAmsterdamOtherCommodities
EuronextAmsterdamOtherCommodities.
Definition Fields.h:2309
@ GuaranteedClearedBorrowingLendingService
GuaranteedClearedBorrowingLendingService.
Definition Fields.h:2679
@ IndexAndSessionHighAndLowTypicallyFirstPrice
IndexAndSessionHighAndLowTypicallyFirstPrice.
Definition Fields.h:2575
@ ReservedWaitingForAssignedBroker
ReservedWaitingForAssignedBroker.
Definition Fields.h:1931
@ ReservedWaitingForValidAssignedBrokerPrice
ReservedWaitingForValidAssignedBrokerPrice.
Definition Fields.h:1919
@ SuspendedWaitingForTradableState
SuspendedWaitingForTradableState.
Definition Fields.h:1901
@ SuspendedWaitingForMarketOperations
SuspendedWaitingForMarketOperations.
Definition Fields.h:1925
@ ReservedFutureLimitInterruptionProtection
ReservedFutureLimitInterruptionProtection.
Definition Fields.h:1922
@ ReservedWaitingNumberOfSecuritiesIsFulfilled
ReservedWaitingNumberOfSecuritiesIsFulfilled.
Definition Fields.h:1934
@ 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:1584
@ NAVForTheInstrumentsEligibleToTheNAVTradingFacility
NAVForTheInstrumentsEligibleToTheNAVTradingFacility.
Definition Fields.h:1061
@ StrategyLegConventionalTradeProvisionalPrice
StrategyLegConventionalTradeProvisionalPrice.
Definition Fields.h:1547
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:1394
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:1466
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:1523
@ UpdatedOfferWithLiquidityProvider
UpdatedOfferWithLiquidityProvider.
Definition Fields.h:1418
@ OrderPriceControlCollarReferencePrice
OrderPriceControlCollarReferencePrice.
Definition Fields.h:1532
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:1478
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:1475
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:1463
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:1376
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:1391
@ RTS2NonEquityInstrumentFollowingMiFIDDefinition
RTS2NonEquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3437
@ RTS1EquityInstrumentFollowingMiFIDDefinition
RTS1EquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3434
MmProtections(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:3865
bool delta() const noexcept
Indicates whether Delta bit is set.
Definition Fields.h:3842
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3823
bool volume() const noexcept
Indicates whether Volume bit is set.
Definition Fields.h:3850
bool operator==(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3889
bool operator!=(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3879
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2707
@ UndefinedAuctionEqualUncrossing
UndefinedAuctionEqualUncrossing.
Definition Fields.h:2775
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2796
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2799
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2793
@ UnscheduledAuctionEqualUncrossing
UnscheduledAuctionEqualUncrossing.
Definition Fields.h:2805
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2808
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2802
@ TradeReportingAndPublication
TradeReportingAndPublication.
Definition Fields.h:2377
bool tradeAtSettlement() const noexcept
Indicates whether TradeAtSettlement bit is set.
Definition Fields.h:4734
bool operator==(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4773
bool stopStopLoss() const noexcept
Indicates whether StopStopLoss bit is set.
Definition Fields.h:4710
bool market() const noexcept
Indicates whether Market bit is set.
Definition Fields.h:4694
bool operator!=(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4763
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4675
bool stopLimit() const noexcept
Indicates whether StopLimit bit is set.
Definition Fields.h:4718
bool marketOnOpenMOO() const noexcept
Indicates whether MarketOnOpenMOO bit is set.
Definition Fields.h:4726
OrderTypeRules(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4749
bool limit() const noexcept
Indicates whether Limit bit is set.
Definition Fields.h:4702
@ StopMarketOrStopMarketOnQuote
StopMarketOrStopMarketOnQuote.
Definition Fields.h:1742
@ StopLimitOrStopLimitOnQuote
StopLimitOrStopLimitOnQuote.
Definition Fields.h:1745
bool operator!=(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4157
bool tradingAtLast() const noexcept
Indicates whether TradingAtLast bit is set.
Definition Fields.h:4072
bool randomUncrossing() const noexcept
Indicates whether RandomUncrossing bit is set.
Definition Fields.h:4080
bool operator==(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4167
PhaseQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4143
bool suspended() const noexcept
Indicates whether Suspended bit is set.
Definition Fields.h:4088
bool quotingPeriod() const noexcept
Indicates whether QuotingPeriod bit is set.
Definition Fields.h:4120
bool exceptionalMarketConditions() const noexcept
Indicates whether ExceptionalMarketConditions bit is set.
Definition Fields.h:4112
bool executionPreventionAcrossAllFirms() const noexcept
Indicates whether ExecutionPreventionAcrossAllFirms bit is set.
Definition Fields.h:4128
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4037
bool callBBOOnly() const noexcept
Indicates whether CallBBOOnly bit is set.
Definition Fields.h:4064
bool stressedMarketConditions() const noexcept
Indicates whether StressedMarketConditions bit is set.
Definition Fields.h:4104
bool qualifier() const noexcept
Indicates whether NoQualifier bit is set.
Definition Fields.h:4056
bool wholesaleAllowed() const noexcept
Indicates whether WholesaleAllowed bit is set.
Definition Fields.h:4096
@ ClosingPriceOfReferenceMarket
ClosingPriceOfReferenceMarket.
Definition Fields.h:3806
@ 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:4443
bool straddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether StraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4491
bool bundle() const noexcept
Indicates whether Bundle bit is set.
Definition Fields.h:4379
bool calendarSpread() const noexcept
Indicates whether CalendarSpread bit is set.
Definition Fields.h:4235
bool conversionReversal() const noexcept
Indicates whether ConversionReversal bit is set.
Definition Fields.h:4339
bool callOrPutSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutSpreadVersusUnderlying bit is set.
Definition Fields.h:4419
bool straddle() const noexcept
Indicates whether Straddle bit is set.
Definition Fields.h:4347
bool callSpreadVersusPutOrPutSpreadVersusCall() const noexcept
Indicates whether CallSpreadVersusPutOrPutSpreadVersusCall bit is set.
Definition Fields.h:4611
bool guts() const noexcept
Indicates whether Guts bit is set.
Definition Fields.h:4251
bool pack() const noexcept
Indicates whether Pack bit is set.
Definition Fields.h:4315
bool twoByOneRatioSpread() const noexcept
Indicates whether TwoByOneRatioSpread bit is set.
Definition Fields.h:4259
UInt64 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4184
bool ironCondorVersusUnderlying() const noexcept
Indicates whether IronCondorVersusUnderlying bit is set.
Definition Fields.h:4547
bool icsOneSidedCombinationSameExpiry() const noexcept
Indicates whether ICSOneSidedCombinationSameExpiry bit is set.
Definition Fields.h:4587
bool jellyRoll() const noexcept
Indicates whether JellyRoll bit is set.
Definition Fields.h:4203
bool butterflyVersusUnderlying() const noexcept
Indicates whether ButterflyVersusUnderlying bit is set.
Definition Fields.h:4403
bool volatilityTrade() const noexcept
Indicates whether VolatilityTrade bit is set.
Definition Fields.h:4355
bool diagonalStraddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether DiagonalStraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4507
bool butterfly() const noexcept
Indicates whether Butterfly bit is set.
Definition Fields.h:4211
bool putStraddleVersusSellACallOrAPut() const noexcept
Indicates whether PutStraddleVersusSellACallOrAPut bit is set.
Definition Fields.h:4579
bool diagonalStraddleCalendarSpread() const noexcept
Indicates whether DiagonalStraddleCalendarSpread bit is set.
Definition Fields.h:4323
bool straddleCalendarSpread() const noexcept
Indicates whether StraddleCalendarSpread bit is set.
Definition Fields.h:4307
bool ladderVersusUnderlying() const noexcept
Indicates whether LadderVersusUnderlying bit is set.
Definition Fields.h:4395
bool callOrPutCabinet() const noexcept
Indicates whether CallOrPutCabinet bit is set.
Definition Fields.h:4219
bool ironButterfly() const noexcept
Indicates whether IronButterfly bit is set.
Definition Fields.h:4267
bool reducedTickSpread() const noexcept
Indicates whether ReducedTickSpread bit is set.
Definition Fields.h:4387
bool simpleInterCommoditySpread() const noexcept
Indicates whether SimpleInterCommoditySpread bit is set.
Definition Fields.h:4331
bool putSpreadVersusCallVersusUnderlying() const noexcept
Indicates whether PutSpreadVersusCallVersusUnderlying bit is set.
Definition Fields.h:4499
StrategyAuthorized(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4634
bool box() const noexcept
Indicates whether Box bit is set.
Definition Fields.h:4371
bool exchangeForPhysical() const noexcept
Indicates whether ExchangeForPhysical bit is set.
Definition Fields.h:4483
bool ratioInterContractSpread() const noexcept
Indicates whether RatioInterContractSpread bit is set.
Definition Fields.h:4603
bool combo() const noexcept
Indicates whether Combo bit is set.
Definition Fields.h:4275
bool strip() const noexcept
Indicates whether Strip bit is set.
Definition Fields.h:4299
bool synthetic() const noexcept
Indicates whether Synthetic bit is set.
Definition Fields.h:4515
bool callSpreadVersusPutVersusUnderlying() const noexcept
Indicates whether CallSpreadVersusPutVersusUnderlying bit is set.
Definition Fields.h:4411
bool comboVersusUnderlying() const noexcept
Indicates whether ComboVersusUnderlying bit is set.
Definition Fields.h:4467
bool condorVersusUnderlying() const noexcept
Indicates whether CondorVersusUnderlying bit is set.
Definition Fields.h:4531
bool operator!=(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4648
bool condor() const noexcept
Indicates whether Condor bit is set.
Definition Fields.h:4363
bool straddleVersusUnderlying() const noexcept
Indicates whether StraddleVersusUnderlying bit is set.
Definition Fields.h:4523
bool ladder() const noexcept
Indicates whether Ladder bit is set.
Definition Fields.h:4291
bool diagonalCalendarSpread() const noexcept
Indicates whether DiagonalCalendarSpread bit is set.
Definition Fields.h:4243
bool callSpreadVersusSellAPut() const noexcept
Indicates whether CallSpreadVersusSellAPut bit is set.
Definition Fields.h:4563
bool operator==(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4658
bool icsTwoSidedCombinationSameExpiry() const noexcept
Indicates whether ICSTwoSidedCombinationSameExpiry bit is set.
Definition Fields.h:4595
bool twoByOneCallOrPutRatioSpreadVersusUnderlying() const noexcept
Indicates whether TwoByOneCallOrPutRatioSpreadVersusUnderlying bit is set.
Definition Fields.h:4451
bool callPutDiagonalCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallPutDiagonalCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4435
bool ironButterflyVersusUnderlying() const noexcept
Indicates whether IronButterflyVersusUnderlying bit is set.
Definition Fields.h:4459
bool strangle() const noexcept
Indicates whether Strangle bit is set.
Definition Fields.h:4283
bool ratioSpreadOption() const noexcept
Indicates whether RatioSpreadOption bit is set.
Definition Fields.h:4619
bool callOrPutCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4427
bool strangleVersusUnderlying() const noexcept
Indicates whether StrangleVersusUnderlying bit is set.
Definition Fields.h:4475
bool buyWrite() const noexcept
Indicates whether BuyWrite bit is set.
Definition Fields.h:4539
bool putSpreadVersusSellACall() const noexcept
Indicates whether PutSpreadVersusSellACall bit is set.
Definition Fields.h:4571
bool spread() const noexcept
Indicates whether Spread bit is set.
Definition Fields.h:4227
bool ironCondor() const noexcept
Indicates whether IronCondor bit is set.
Definition Fields.h:4555
@ 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:3342
TradeQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:3996
bool passiveOrder() const noexcept
Indicates whether PassiveOrder bit is set.
Definition Fields.h:3941
bool operator==(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4020
bool tradeCreationByMarketOperations() const noexcept
Indicates whether TradeCreationByMarketOperations bit is set.
Definition Fields.h:3957
bool navTradeExpressedInPriceCurrency() const noexcept
Indicates whether NAVTradeExpressedInPriceCurrency bit is set.
Definition Fields.h:3973
bool aggressiveOrder() const noexcept
Indicates whether AggressiveOrder bit is set.
Definition Fields.h:3949
bool operator!=(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4010
bool deferredPublication() const noexcept
Indicates whether DeferredPublication bit is set.
Definition Fields.h:3981
bool firstTradePrice() const noexcept
Indicates whether FirstTradePrice bit is set.
Definition Fields.h:3933
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3906
bool uncrossingTrade() const noexcept
Indicates whether UncrossingTrade bit is set.
Definition Fields.h:3925
bool navTradeExpressedInBps() const noexcept
Indicates whether NAVTradeExpressedInBps bit is set.
Definition Fields.h:3965
@ StrategyLegConventionalTradeProvisionalPrice
StrategyLegConventionalTradeProvisionalPrice.
Definition Fields.h:2109
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:2043
@ LargeInScaleLiSTradeProvisionalPrice
LargeInScaleLiSTradeProvisionalPrice.
Definition Fields.h:2094
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:2058
@ LargeInScaleTradeInBasisPoints
LargeInScaleTradeInBasisPoints.
Definition Fields.h:2064
@ StrategyLegConventionalTrade
StrategyLegConventionalTrade.
Definition Fields.h:1983
@ LargeInScaleLiSPackageTrade
LargeInScaleLiSPackageTrade.
Definition Fields.h:1965
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:2091
@ RequestForCrossStrategyLegTrade
RequestForCrossStrategyLegTrade.
Definition Fields.h:2034
@ StrategyLegGuaranteedCrossTrade
StrategyLegGuaranteedCrossTrade.
Definition Fields.h:1992
@ LargeInScaleLiSPackageTradeProvisionalPrice
LargeInScaleLiSPackageTradeProvisionalPrice.
Definition Fields.h:2097
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:2070
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:2067
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:2055
@ ETFMTFNAVDarkTradePriceInBp
ETFMTFNAVDarkTradePriceInBp.
Definition Fields.h:2052
@ StrategyLegExchangeForSwapTrade
StrategyLegExchangeForSwapTrade.
Definition Fields.h:2001
@ StrategyLegAgainstActualTrade
StrategyLegAgainstActualTrade.
Definition Fields.h:1995
@ StrategyLegLargeInScaleLiSTrade
StrategyLegLargeInScaleLiSTrade.
Definition Fields.h:1986
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:2004
@ ExchangeForPhysicalTradeCashLeg
ExchangeForPhysicalTradeCashLeg.
Definition Fields.h:1980
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:2019
@ StrategyLegAssetAllocationTrade
StrategyLegAssetAllocationTrade.
Definition Fields.h:1998
@ ChangeRateNotAppliedToTheTradedPrice
ChangeRateNotAppliedToTheTradedPrice.
Definition Fields.h:637
@ RegulatedMarketAllSecuritiesSpecialSegment
RegulatedMarketAllSecuritiesSpecialSegment.
Definition Fields.h:3397
@ RegulatedMarketEquitiesOtherInstruments
RegulatedMarketEquitiesOtherInstruments.
Definition Fields.h:3400
@ NonRegulatedMarketInstrumentsTradedOnTheFreeMarket
NonRegulatedMarketInstrumentsTradedOnTheFreeMarket.
Definition Fields.h:3376
@ InstrumentsTradedOnTheSecondaryMarket
InstrumentsTradedOnTheSecondaryMarket.
Definition Fields.h:3370
@ InstrumentsTradedOnThePrimaryMarket
InstrumentsTradedOnThePrimaryMarket.
Definition Fields.h:3367
@ OPCVMSICOMINonListedFrenchInvestmentFunds
OPCVMSICOMINonListedFrenchInvestmentFunds.
Definition Fields.h:3403