OnixS C++ Euronext Optiq MDG Handler 1.3.3
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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
195
198{
199 typedef UInt8 Base;
200
201 enum Enum
202 {
205
207 House = 2,
208
210 RO = 4,
211
214
217
220
223
226
229 };
230
233 static
234 std::string
236 Enum);
237};
238
241{
242 typedef UInt8 Base;
243
244 enum Enum
245 {
248
251
254
257
260
263
266
269
272
275 };
276
279 static
280 std::string
282 Enum);
283};
284
309
373
434
437{
438 typedef UInt8 Base;
439
440 enum Enum
441 {
444
446 Buy = 1,
447
450 };
451
454 static
455 std::string
457 Enum);
458};
459
462{
463 typedef UInt8 Base;
464
465 enum Enum
466 {
469
472
475
478
481
484
487
490
493
495 Fund = 15,
496
498 Forex = 16,
499
502 };
503
506 static
507 std::string
509 Enum);
510};
511
554
591
613
635
638{
639 typedef Char Base;
640
641 enum Enum
642 {
644 Future = 'F',
645
647 Option = 'O',
648
651 };
652
655 static
656 std::string
658 Enum);
659};
660
663{
664 typedef UInt8 Base;
665
666 enum Enum
667 {
669 Daily = 1,
670
673
676
679
682
685 };
686
689 static
690 std::string
692 Enum);
693};
694
697{
698 typedef UInt8 Base;
699
700 enum Enum
701 {
703 Price = 1,
704
707
710 };
711
714 static
715 std::string
717 Enum);
718};
719
722{
723 typedef Char Base;
724
725 enum Enum
726 {
729
731 Basket = 'B',
732
735
738
740 Future = 'F',
741
744
746 Other = 'H',
747
749 Index = 'I',
750
752 Bonds = 'J',
753
756
759
762
765
768
771
773 Right = 'R',
774
776 Stock = 'S',
777
779 Credit = 'T',
780
782 Fund = 'U',
783
785 Currency = 'V',
786
789
792
795 };
796
799 static
800 std::string
802 Enum);
803};
804
807{
808 typedef Char Base;
809
810 enum Enum
811 {
814
817
820
822 Spread = 'D',
823
826
829
831 Guts = 'G',
832
835
838
840 Combo = 'J',
841
843 Strangle = 'K',
844
846 Ladder = 'L',
847
849 Strip = 'M',
850
853
855 Pack = 'O',
856
859
862
865
867 Straddle = 'S',
868
871
873 Condor = 'W',
874
876 Box = 'X',
877
879 Bundle = 'Y',
880
883
886
889
892
895
898
901
904
907
910
913
916
919
922
925
928
931
934
937
939 BuyWrite = 'u',
940
943
946
949
952
955
958
961 };
962
965 static
966 std::string
968 Enum);
969};
970
1010
1095
1098{
1099 typedef UInt8 Base;
1100
1101 enum Enum
1102 {
1105
1108
1110 ETF = 2,
1111
1114
1117
1120
1123
1126
1129
1132
1135
1138
1141
1144
1147
1150
1153
1156
1159
1162
1165
1168
1171
1173 Other = 23,
1174
1176 Paper = 24,
1177
1180
1183 };
1184
1187 static
1188 std::string
1190 Enum);
1191};
1192
1195{
1196 typedef UInt8 Base;
1197
1198 enum Enum
1199 {
1202
1205
1208
1211 };
1212
1215 static
1216 std::string
1218 Enum);
1219};
1220
1223{
1224 typedef UInt8 Base;
1225
1226 enum Enum
1227 {
1230
1233
1236
1239
1242
1245
1248
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 };
1516
1519 static
1520 std::string
1522 Enum);
1523};
1524
1549
1595
1598{
1599 typedef UInt8 Base;
1600
1601 enum Enum
1602 {
1605
1608
1610 IPO = 3,
1611
1614
1616 RFQ = 5,
1617
1620 };
1621
1624 static
1625 std::string
1627 Enum);
1628};
1629
1657
1660{
1661 typedef UInt8 Base;
1662
1663 enum Enum
1664 {
1666 Buy = 1,
1667
1669 Sell = 2,
1670
1673 };
1674
1677 static
1678 std::string
1680 Enum);
1681};
1682
1685{
1686 typedef UInt8 Base;
1687
1688 enum Enum
1689 {
1692
1695
1698
1701
1704
1707
1710
1713
1716
1719 };
1720
1723 static
1724 std::string
1726 Enum);
1727};
1728
1731{
1732 typedef UInt8 Base;
1733
1734 enum Enum
1735 {
1738
1741
1743 Call = 3,
1744
1747
1750
1753
1756
1759
1762 };
1763
1766 static
1767 std::string
1769 Enum);
1770};
1771
1774{
1775 typedef UInt8 Base;
1776
1777 enum Enum
1778 {
1781
1784
1786 Call = 3,
1787
1790
1793
1796 };
1797
1800 static
1801 std::string
1803 Enum);
1804};
1805
1884
1887{
1888 typedef UInt8 Base;
1889
1890 enum Enum
1891 {
1894
1897
1900
1903
1906
1909
1912
1915
1918
1921
1924
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
2022 Other = 49,
2023
2026
2029
2032
2035
2038
2041 };
2042
2045 static
2046 std::string
2048 Enum);
2049};
2050
2053{
2054 typedef UInt8 Base;
2055
2056 enum Enum
2057 {
2060
2063
2066 };
2067
2070 static
2071 std::string
2073 Enum);
2074};
2075
2078{
2079 typedef UInt8 Base;
2080
2081 enum Enum
2082 {
2085
2088
2090 PAKO = 3,
2091
2094 };
2095
2098 static
2099 std::string
2101 Enum);
2102};
2103
2131
2156
2238
2241{
2242 typedef Char Base;
2243
2244 enum Enum
2245 {
2247 Buy = 'B',
2248
2250 Sell = 'S'
2251 };
2252
2255 static
2256 std::string
2258 Enum);
2259};
2260
2263{
2264 typedef UInt8 Base;
2265
2266 enum Enum
2267 {
2270
2273
2276
2279
2282
2285
2288
2291
2294
2297
2299 Block = 14,
2300
2303
2306
2309
2311 Forex = 15,
2312
2314 IBF = 16
2315 };
2316
2319 static
2320 std::string
2322 Enum);
2323};
2324
2327{
2328 typedef UInt8 Base;
2329
2330 enum Enum
2331 {
2333 Call = 1,
2334
2336 Put = 2,
2337
2340 };
2341
2344 static
2345 std::string
2347 Enum);
2348};
2349
2389
2429
2432{
2433 typedef Char Base;
2434
2435 enum Enum
2436 {
2439
2442
2445 };
2446
2449 static
2450 std::string
2452 Enum);
2453};
2454
2476
2513
2574
2602
2642
2679
2731
2783
2786{
2787 typedef Char Base;
2788
2789 enum Enum
2790 {
2793
2795 RPRI = 'R',
2796
2798 XFPH = 'Y',
2799
2801 TPAC = 'Z',
2802
2805 };
2806
2809 static
2810 std::string
2812 Enum);
2813};
2814
2817{
2818 typedef Char Base;
2819
2820 enum Enum
2821 {
2823 NLIQ = '1',
2824
2826 OILQ = '2',
2827
2829 PRIC = '3',
2830
2832 ILQD = '4',
2833
2835 SIZE = '5',
2836
2839
2842
2845 };
2846
2849 static
2850 std::string
2852 Enum);
2853};
2854
2857{
2858 typedef Char Base;
2859
2860 enum Enum
2861 {
2863 ACTX = 'X',
2864
2867 };
2868
2871 static
2872 std::string
2874 Enum);
2875};
2876
2879{
2880 typedef Char Base;
2881
2882 enum Enum
2883 {
2885 AMND = 'A',
2886
2888 CANC = 'C',
2889
2892 };
2893
2896 static
2897 std::string
2899 Enum);
2900};
2901
2904{
2905 typedef Char Base;
2906
2907 enum Enum
2908 {
2910 BENC = 'B',
2911
2913 RFPT = 'S',
2914
2917 };
2918
2921 static
2922 std::string
2924 Enum);
2925};
2926
2948
2973
2998
3001{
3002 typedef Char Base;
3003
3004 enum Enum
3005 {
3007 TNCP = 'J',
3008
3010 PNDG = 'N',
3011
3014
3016 NPFT = 'T'
3017 };
3018
3021 static
3022 std::string
3024 Enum);
3025};
3026
3029{
3030 typedef Char Base;
3031
3032 enum Enum
3033 {
3035 ALGO = 'H',
3036
3039 };
3040
3043 static
3044 std::string
3046 Enum);
3047};
3048
3051{
3052 typedef Char Base;
3053
3054 enum Enum
3055 {
3058
3060 LRGS = '2',
3061
3063 ILQD = '3',
3064
3066 SIZE = '4',
3067
3070
3073
3076 };
3077
3080 static
3081 std::string
3083 Enum);
3084};
3085
3088{
3089 typedef Char Base;
3090
3091 enum Enum
3092 {
3094 LMTF = '1',
3095
3097 DATF = '2',
3098
3100 VOLO = '3',
3101
3103 FWAF = '4',
3104
3106 IDAF = '5',
3107
3109 VOLW = '6',
3110
3112 FULF = '7',
3113
3115 FULA = '8',
3116
3118 FULV = '9',
3119
3121 FULJ = 'V',
3122
3124 COAF = 'W',
3125
3128 };
3129
3132 static
3133 std::string
3135 Enum);
3136};
3137
3140{
3141 typedef Char Base;
3142
3143 enum Enum
3144 {
3146 DUPL = '1',
3147
3150 };
3151
3154 static
3155 std::string
3157 Enum);
3158};
3159
3184
3209
3212{
3213 typedef UInt8 Base;
3214
3215 enum Enum
3216 {
3219
3222
3225 };
3226
3229 static
3230 std::string
3232 Enum);
3233};
3234
3237{
3238 typedef UInt8 Base;
3239
3240 enum Enum
3241 {
3244
3247
3250
3253
3256
3259
3262 };
3263
3266 static
3267 std::string
3269 Enum);
3270};
3271
3296
3360
3363{
3364 typedef UInt8 Base;
3365
3366 enum Enum
3367 {
3370
3373
3376
3379
3382
3385 };
3386
3389 static
3390 std::string
3392 Enum);
3393};
3394
3425
3428{
3429 typedef Char Base;
3430
3431 enum Enum
3432 {
3434 Open = 'O',
3435
3438 };
3439
3442 static
3443 std::string
3445 Enum);
3446};
3447
3450{
3451 typedef Char Base;
3452
3453 enum Enum
3454 {
3456 No = 'N',
3457
3459 Yes = 'Y'
3460 };
3461
3464 static
3465 std::string
3467 Enum);
3468};
3469
3472{
3473 typedef UInt8 Base;
3474
3475 enum Enum
3476 {
3479
3482
3485
3488
3491
3494
3497
3500
3503
3506
3509
3512
3515
3518
3521 };
3522
3525 static
3526 std::string
3528 Enum);
3529};
3530
3533{
3534 typedef Char Base;
3535
3536 enum Enum
3537 {
3539 Normal = 'O',
3540
3543
3545 ExCap = 'C',
3546
3549
3552
3555
3558 };
3559
3562 static
3563 std::string
3565 Enum);
3566};
3567
3586
3589{
3590 typedef UInt8 Base;
3591
3592 enum Enum
3593 {
3596
3599 };
3600
3603 static
3604 std::string
3606 Enum);
3607};
3608
3633
3636{
3637 typedef UInt8 Base;
3638
3639 enum Enum
3640 {
3643
3646
3649
3652
3655 };
3656
3659 static
3660 std::string
3662 Enum);
3663};
3664
3667{
3668 typedef UInt8 Base;
3669
3670 enum Enum
3671 {
3673 No = 0,
3674
3677 };
3678
3681 static
3682 std::string
3684 Enum);
3685};
3686
3729
3732{
3733public:
3736 typedef UInt8 Bits;
3737
3738 enum
3739 {
3740 Size = sizeof(Bits)
3741 };
3742
3743
3746 struct MemberTraits
3747 {
3748 enum { Count = 1 };
3749
3750 typedef Bits FirstArgType;
3751 };
3752
3755 bool delta() const
3757 {
3758 return 0 != (bits_ & 0x1);
3759 }
3760
3763 bool volume() const
3765 {
3766 return 0 != (bits_ & 0x2);
3767 }
3768
3770 Bits bits() const
3772 {
3773 return bits_;
3774 }
3775
3777 explicit
3780 : bits_(bits)
3781 {
3782 }
3783
3786 std::string
3787 toString() const;
3788
3791 bool
3793 const MmProtections& other) const
3795 {
3796 return !(*this == other);
3797 }
3798
3801 bool
3803 const MmProtections& other) const
3805 {
3806 return this->bits_ == other.bits_;
3807 }
3808
3809private:
3810 Bits bits_;
3811};
3812
3815{
3816public:
3819 typedef UInt8 Bits;
3820
3821 enum
3822 {
3823 Size = sizeof(Bits)
3824 };
3825
3826
3829 struct MemberTraits
3830 {
3831 enum { Count = 1 };
3832
3833 typedef Bits FirstArgType;
3834 };
3835
3838 bool uncrossingTrade() const
3840 {
3841 return 0 != (bits_ & 0x1);
3842 }
3843
3846 bool firstTradePrice() const
3848 {
3849 return 0 != (bits_ & 0x2);
3850 }
3851
3854 bool passiveOrder() const
3856 {
3857 return 0 != (bits_ & 0x4);
3858 }
3859
3862 bool aggressiveOrder() const
3864 {
3865 return 0 != (bits_ & 0x8);
3866 }
3867
3872 {
3873 return 0 != (bits_ & 0x10);
3874 }
3875
3880 {
3881 return 0 != (bits_ & 0x20);
3882 }
3883
3888 {
3889 return 0 != (bits_ & 0x40);
3890 }
3891
3896 {
3897 return 0 != (bits_ & 0x80);
3898 }
3899
3901 Bits bits() const
3903 {
3904 return bits_;
3905 }
3906
3908 explicit
3911 : bits_(bits)
3912 {
3913 }
3914
3917 std::string
3918 toString() const;
3919
3922 bool
3924 const TradeQualifier& other) const
3926 {
3927 return !(*this == other);
3928 }
3929
3932 bool
3934 const TradeQualifier& other) const
3936 {
3937 return this->bits_ == other.bits_;
3938 }
3939
3940private:
3941 Bits bits_;
3942};
3943
3946{
3947public:
3950 typedef UInt16 Bits;
3951
3952 enum
3953 {
3954 Size = sizeof(Bits)
3955 };
3956
3957
3960 struct MemberTraits
3961 {
3962 enum { Count = 1 };
3963
3964 typedef Bits FirstArgType;
3965 };
3966
3969 bool qualifier() const
3971 {
3972 return 0 != (bits_ & 0x1);
3973 }
3974
3977 bool callBBOOnly() const
3979 {
3980 return 0 != (bits_ & 0x2);
3981 }
3982
3985 bool tradingAtLast() const
3987 {
3988 return 0 != (bits_ & 0x4);
3989 }
3990
3993 bool randomUncrossing() const
3995 {
3996 return 0 != (bits_ & 0x8);
3997 }
3998
4001 bool suspended() const
4003 {
4004 return 0 != (bits_ & 0x10);
4005 }
4006
4009 bool wholesaleAllowed() const
4011 {
4012 return 0 != (bits_ & 0x20);
4013 }
4014
4019 {
4020 return 0 != (bits_ & 0x40);
4021 }
4022
4027 {
4028 return 0 != (bits_ & 0x80);
4029 }
4030
4033 bool quotingPeriod() const
4035 {
4036 return 0 != (bits_ & 0x200);
4037 }
4038
4043 {
4044 return 0 != (bits_ & 0x400);
4045 }
4046
4048 Bits bits() const
4050 {
4051 return bits_;
4052 }
4053
4055 explicit
4058 : bits_(bits)
4059 {
4060 }
4061
4064 std::string
4065 toString() const;
4066
4069 bool
4071 const PhaseQualifier& other) const
4073 {
4074 return !(*this == other);
4075 }
4076
4079 bool
4081 const PhaseQualifier& other) const
4083 {
4084 return this->bits_ == other.bits_;
4085 }
4086
4087private:
4088 Bits bits_;
4089};
4090
4093{
4094public:
4097 typedef UInt64 Bits;
4098
4099 enum
4100 {
4101 Size = sizeof(Bits)
4102 };
4103
4104
4107 struct MemberTraits
4108 {
4109 enum { Count = 1 };
4110
4111 typedef Bits FirstArgType;
4112 };
4113
4116 bool jellyRoll() const
4118 {
4119 return 0 != (bits_ & 0x1);
4120 }
4121
4124 bool butterfly() const
4126 {
4127 return 0 != (bits_ & 0x2);
4128 }
4129
4132 bool callOrPutCabinet() const
4134 {
4135 return 0 != (bits_ & 0x4);
4136 }
4137
4140 bool spread() const
4142 {
4143 return 0 != (bits_ & 0x8);
4144 }
4145
4148 bool calendarSpread() const
4150 {
4151 return 0 != (bits_ & 0x10);
4152 }
4153
4158 {
4159 return 0 != (bits_ & 0x20);
4160 }
4161
4164 bool guts() const
4166 {
4167 return 0 != (bits_ & 0x40);
4168 }
4169
4174 {
4175 return 0 != (bits_ & 0x80);
4176 }
4177
4180 bool ironButterfly() const
4182 {
4183 return 0 != (bits_ & 0x100);
4184 }
4185
4188 bool combo() const
4190 {
4191 return 0 != (bits_ & 0x200);
4192 }
4193
4196 bool strangle() const
4198 {
4199 return 0 != (bits_ & 0x400);
4200 }
4201
4204 bool ladder() const
4206 {
4207 return 0 != (bits_ & 0x800);
4208 }
4209
4212 bool strip() const
4214 {
4215 return 0 != (bits_ & 0x1000);
4216 }
4217
4222 {
4223 return 0 != (bits_ & 0x2000);
4224 }
4225
4228 bool pack() const
4230 {
4231 return 0 != (bits_ & 0x4000);
4232 }
4233
4238 {
4239 return 0 != (bits_ & 0x8000);
4240 }
4241
4246 {
4247 return 0 != (bits_ & 0x10000);
4248 }
4249
4254 {
4255 return 0 != (bits_ & 0x20000);
4256 }
4257
4260 bool straddle() const
4262 {
4263 return 0 != (bits_ & 0x40000);
4264 }
4265
4268 bool volatilityTrade() const
4270 {
4271 return 0 != (bits_ & 0x80000);
4272 }
4273
4276 bool condor() const
4278 {
4279 return 0 != (bits_ & 0x100000);
4280 }
4281
4284 bool box() const
4286 {
4287 return 0 != (bits_ & 0x200000);
4288 }
4289
4292 bool bundle() const
4294 {
4295 return 0 != (bits_ & 0x400000);
4296 }
4297
4302 {
4303 return 0 != (bits_ & 0x800000);
4304 }
4305
4310 {
4311 return 0 != (bits_ & 0x1000000);
4312 }
4313
4318 {
4319 return 0 != (bits_ & 0x2000000);
4320 }
4321
4326 {
4327 return 0 != (bits_ & 0x4000000);
4328 }
4329
4334 {
4335 return 0 != (bits_ & 0x8000000);
4336 }
4337
4342 {
4343 return 0 != (bits_ & 0x10000000);
4344 }
4345
4350 {
4351 return 0 != (bits_ & 0x20000000);
4352 }
4353
4358 {
4359 return 0 != (bits_ & 0x40000000);
4360 }
4361
4366 {
4367 return 0 != (bits_ & 0x80000000);
4368 }
4369
4374 {
4375 return 0 != (bits_ & 0x100000000);
4376 }
4377
4382 {
4383 return 0 != (bits_ & 0x200000000);
4384 }
4385
4390 {
4391 return 0 != (bits_ & 0x400000000);
4392 }
4393
4398 {
4399 return 0 != (bits_ & 0x800000000);
4400 }
4401
4406 {
4407 return 0 != (bits_ & 0x1000000000);
4408 }
4409
4414 {
4415 return 0 != (bits_ & 0x2000000000);
4416 }
4417
4422 {
4423 return 0 != (bits_ & 0x4000000000);
4424 }
4425
4428 bool synthetic() const
4430 {
4431 return 0 != (bits_ & 0x8000000000);
4432 }
4433
4438 {
4439 return 0 != (bits_ & 0x10000000000);
4440 }
4441
4446 {
4447 return 0 != (bits_ & 0x20000000000);
4448 }
4449
4452 bool buyWrite() const
4454 {
4455 return 0 != (bits_ & 0x40000000000);
4456 }
4457
4462 {
4463 return 0 != (bits_ & 0x80000000000);
4464 }
4465
4468 bool ironCondor() const
4470 {
4471 return 0 != (bits_ & 0x100000000000);
4472 }
4473
4478 {
4479 return 0 != (bits_ & 0x200000000000);
4480 }
4481
4486 {
4487 return 0 != (bits_ & 0x400000000000);
4488 }
4489
4494 {
4495 return 0 != (bits_ & 0x800000000000);
4496 }
4497
4502 {
4503 return 0 != (bits_ & 0x1000000000000);
4504 }
4505
4510 {
4511 return 0 != (bits_ & 0x2000000000000);
4512 }
4513
4515 Bits bits() const
4517 {
4518 return bits_;
4519 }
4520
4522 explicit
4525 : bits_(bits)
4526 {
4527 }
4528
4531 std::string
4532 toString() const;
4533
4536 bool
4538 const StrategyAuthorized& other) const
4540 {
4541 return !(*this == other);
4542 }
4543
4546 bool
4548 const StrategyAuthorized& other) const
4550 {
4551 return this->bits_ == other.bits_;
4552 }
4553
4554private:
4555 Bits bits_;
4556};
4557
4560{
4561public:
4564 typedef UInt16 Bits;
4565
4566 enum
4567 {
4568 Size = sizeof(Bits)
4569 };
4570
4571
4574 struct MemberTraits
4575 {
4576 enum { Count = 1 };
4577
4578 typedef Bits FirstArgType;
4579 };
4580
4583 bool market() const
4585 {
4586 return 0 != (bits_ & 0x1);
4587 }
4588
4591 bool limit() const
4593 {
4594 return 0 != (bits_ & 0x2);
4595 }
4596
4599 bool stopStopLoss() const
4601 {
4602 return 0 != (bits_ & 0x4);
4603 }
4604
4607 bool stopLimit() const
4609 {
4610 return 0 != (bits_ & 0x8);
4611 }
4612
4615 bool marketOnOpenMOO() const
4617 {
4618 return 0 != (bits_ & 0x10);
4619 }
4620
4625 {
4626 return 0 != (bits_ & 0x20);
4627 }
4628
4630 Bits bits() const
4632 {
4633 return bits_;
4634 }
4635
4637 explicit
4640 : bits_(bits)
4641 {
4642 }
4643
4646 std::string
4647 toString() const;
4648
4651 bool
4653 const OrderTypeRules& other) const
4655 {
4656 return !(*this == other);
4657 }
4658
4661 bool
4663 const OrderTypeRules& other) const
4665 {
4666 return this->bits_ == other.bits_;
4667 }
4668
4669private:
4670 Bits bits_;
4671};
4672
4673
4675typedef
4676IntegralConstant<UInt8, 255>
4678
4679
4681typedef
4684
4685
4687typedef
4690
4691
4693typedef
4696
4697
4699typedef
4702
4703
4705typedef
4706IntegralConstant<Int32, -2147483647-1>
4708
4709
4711typedef
4712IntegralConstant<Int64, -9223372036854775807LL-1>
4714
4715
4717typedef
4720
4721
4722
4723typedef
4726
4727typedef
4730
4731typedef
4734
#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:4683
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:4707
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:4719
IntegralConstant< UInt8, 255 > NullUInt8
Definition Fields.h:4725
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:4689
IntegralConstant< Int64, -9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Definition Fields.h:4713
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:4729
IntegralConstant< UInt64, 18446744073709551615ULL > NullUint64
Null value for an optional Uint64 field.
Definition Fields.h:4701
IntegralConstant< UInt8, 255 > NullUnsignedChar
Null value for an optional UnsignedChar field.
Definition Fields.h:4677
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:4733
IntegralConstant< UInt32, 4294967295 > NullUint32
Null value for an optional Uint32 field.
Definition Fields.h:4695
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:222
@ NotTradedButListedInContractDataTradersMaySubscribeTo
NotTradedButListedInContractDataTradersMaySubscribeTo.
Definition Fields.h:3409
@ TradedAsASimpleIntercommoditySpread
TradedAsASimpleIntercommoditySpread.
Definition Fields.h:3412
@ SellerDeclarationIsReceivedOnTheCurTradingSessionDay
SellerDeclarationIsReceivedOnTheCurTradingSessionDay.
Definition Fields.h:2463
@ SellerDeclarationReceivedBeforeTheCurTradingSessionDay
SellerDeclarationReceivedBeforeTheCurTradingSessionDay.
Definition Fields.h:2466
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2660
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2761
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2764
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2758
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2773
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2767
@ EuronextOffExchangeTradeReports
EuronextOffExchangeTradeReports.
Definition Fields.h:1570
@ CashAndDerivativeCentralOrderBook
CashAndDerivativeCentralOrderBook.
Definition Fields.h:1558
@ DerivativesOnExchangeOffBook
DerivativesOnExchangeOffBook.
Definition Fields.h:1573
@ ETFMTFNAVCentralOrderBook
ETFMTFNAVCentralOrderBook.
Definition Fields.h:1576
@ DeltaNeutralContingencyLeg
DeltaNeutralContingencyLeg.
Definition Fields.h:1582
@ AmsterdamCurrencyDerivatives
AmsterdamCurrencyDerivatives.
Definition Fields.h:2207
@ AmsterdamCommoditiesDerivatives
AmsterdamCommoditiesDerivatives.
Definition Fields.h:2198
@ MilanInterestRateDerivatives
MilanInterestRateDerivatives.
Definition Fields.h:2228
@ GuaranteedClearedBorrowingLendingService
GuaranteedClearedBorrowingLendingService.
Definition Fields.h:2592
@ IndexAndSessionHighAndLowTypicallyFirstPrice
IndexAndSessionHighAndLowTypicallyFirstPrice.
Definition Fields.h:2494
@ SuspendedWaitingForTradableState
SuspendedWaitingForTradableState.
Definition Fields.h:1853
@ SuspendedWaitingForMarketOperations
SuspendedWaitingForMarketOperations.
Definition Fields.h:1874
@ ReservedFutureLimitInterruptionProtection
ReservedFutureLimitInterruptionProtection.
Definition Fields.h:1871
@ PercentageOfNominalExcludingAccruedInterestClean
PercentageOfNominalExcludingAccruedInterestClean.
Definition Fields.h:523
@ PercentageOfNominalIncludingAccruedInterestDirty
PercentageOfNominalIncludingAccruedInterestDirty.
Definition Fields.h:532
@ ModificationOfExistingOrderWithLossOfPriority
ModificationOfExistingOrderWithLossOfPriority.
Definition Fields.h:994
@ ModificationOfExistingOrderWithoutLossOfPriority
ModificationOfExistingOrderWithoutLossOfPriority.
Definition Fields.h:988
@ StatusChangeAndScheduledEventNotification
StatusChangeAndScheduledEventNotification.
Definition Fields.h:1539
@ NAVForTheInstrumentsEligibleToTheNAVTradingFacility
NAVForTheInstrumentsEligibleToTheNAVTradingFacility.
Definition Fields.h:1037
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:1361
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:1433
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:1490
@ UpdatedOfferWithLiquidityProvider
UpdatedOfferWithLiquidityProvider.
Definition Fields.h:1385
@ OrderPriceControlCollarReferencePrice
OrderPriceControlCollarReferencePrice.
Definition Fields.h:1499
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:1445
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:1442
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:1430
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:1343
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:1358
@ RTS2NonEquityInstrumentFollowingMiFIDDefinition
RTS2NonEquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3199
@ RTS1EquityInstrumentFollowingMiFIDDefinition
RTS1EquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3196
MmProtections(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:3778
bool delta() const noexcept
Indicates whether Delta bit is set.
Definition Fields.h:3755
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3736
bool volume() const noexcept
Indicates whether Volume bit is set.
Definition Fields.h:3763
bool operator==(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3802
bool operator!=(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3792
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2620
@ UndefinedAuctionEqualUncrossing
UndefinedAuctionEqualUncrossing.
Definition Fields.h:2688
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2709
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2712
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2706
@ UnscheduledAuctionEqualUncrossing
UnscheduledAuctionEqualUncrossing.
Definition Fields.h:2718
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2721
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2715
@ TradeReportingAndPublication
TradeReportingAndPublication.
Definition Fields.h:2296
bool tradeAtSettlement() const noexcept
Indicates whether TradeAtSettlement bit is set.
Definition Fields.h:4623
bool operator==(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4662
bool stopStopLoss() const noexcept
Indicates whether StopStopLoss bit is set.
Definition Fields.h:4599
bool market() const noexcept
Indicates whether Market bit is set.
Definition Fields.h:4583
bool operator!=(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4652
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4564
bool stopLimit() const noexcept
Indicates whether StopLimit bit is set.
Definition Fields.h:4607
bool marketOnOpenMOO() const noexcept
Indicates whether MarketOnOpenMOO bit is set.
Definition Fields.h:4615
OrderTypeRules(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4638
bool limit() const noexcept
Indicates whether Limit bit is set.
Definition Fields.h:4591
@ StopMarketOrStopMarketOnQuote
StopMarketOrStopMarketOnQuote.
Definition Fields.h:1697
@ StopLimitOrStopLimitOnQuote
StopLimitOrStopLimitOnQuote.
Definition Fields.h:1700
bool operator!=(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4070
bool tradingAtLast() const noexcept
Indicates whether TradingAtLast bit is set.
Definition Fields.h:3985
bool randomUncrossing() const noexcept
Indicates whether RandomUncrossing bit is set.
Definition Fields.h:3993
bool operator==(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4080
PhaseQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4056
bool suspended() const noexcept
Indicates whether Suspended bit is set.
Definition Fields.h:4001
bool quotingPeriod() const noexcept
Indicates whether QuotingPeriod bit is set.
Definition Fields.h:4033
bool exceptionalMarketConditions() const noexcept
Indicates whether ExceptionalMarketConditions bit is set.
Definition Fields.h:4025
bool executionPreventionAcrossAllFirms() const noexcept
Indicates whether ExecutionPreventionAcrossAllFirms bit is set.
Definition Fields.h:4041
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3950
bool callBBOOnly() const noexcept
Indicates whether CallBBOOnly bit is set.
Definition Fields.h:3977
bool stressedMarketConditions() const noexcept
Indicates whether StressedMarketConditions bit is set.
Definition Fields.h:4017
bool qualifier() const noexcept
Indicates whether NoQualifier bit is set.
Definition Fields.h:3969
bool wholesaleAllowed() const noexcept
Indicates whether WholesaleAllowed bit is set.
Definition Fields.h:4009
@ ClosingPriceOfReferenceMarket
ClosingPriceOfReferenceMarket.
Definition Fields.h:3719
@ EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt
EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt.
Definition Fields.h:575
@ InstrEligibleForTheSRDLongOnly
InstrEligibleForTheSRDLongOnly.
Definition Fields.h:569
@ InstrEligibleForSRDAndForLoanAndLendingMarket
InstrEligibleForSRDAndForLoanAndLendingMarket.
Definition Fields.h:566
@ InstrNeitherEligibleForSRDOrLoanAndLendingMkt
InstrNeitherEligibleForSRDOrLoanAndLendingMkt.
Definition Fields.h:563
@ InstrEligibleForTheLoanAndLendingMarket
InstrEligibleForTheLoanAndLendingMarket.
Definition Fields.h:578
@ InstrEligibleForLoanAndLendingMktAndForSRDLongOnly
InstrEligibleForLoanAndLendingMktAndForSRDLongOnly.
Definition Fields.h:572
@ WholesaleBasisTradesOpenExtension
WholesaleBasisTradesOpenExtension.
Definition Fields.h:336
@ WholesaleLargeInScaleLiSTradesOpenExtension
WholesaleLargeInScaleLiSTradesOpenExtension.
Definition Fields.h:333
@ CancelPreviouslyScheduledEvent
CancelPreviouslyScheduledEvent.
Definition Fields.h:318
@ WholesaleExchangeForSwapsTradesOpenExtension
WholesaleExchangeForSwapsTradesOpenExtension.
Definition Fields.h:345
@ WholesaleLargeInScaleLiSPackageTradesOpenExtension
WholesaleLargeInScaleLiSPackageTradesOpenExtension.
Definition Fields.h:342
@ WholesaleAgainstActualsTradesOpenExtension
WholesaleAgainstActualsTradesOpenExtension.
Definition Fields.h:339
bool gutsVersusUnderlying() const noexcept
Indicates whether GutsVersusUnderlying bit is set.
Definition Fields.h:4356
bool straddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether StraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4404
bool bundle() const noexcept
Indicates whether Bundle bit is set.
Definition Fields.h:4292
bool calendarSpread() const noexcept
Indicates whether CalendarSpread bit is set.
Definition Fields.h:4148
bool conversionReversal() const noexcept
Indicates whether ConversionReversal bit is set.
Definition Fields.h:4252
bool callOrPutSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutSpreadVersusUnderlying bit is set.
Definition Fields.h:4332
bool straddle() const noexcept
Indicates whether Straddle bit is set.
Definition Fields.h:4260
bool guts() const noexcept
Indicates whether Guts bit is set.
Definition Fields.h:4164
bool pack() const noexcept
Indicates whether Pack bit is set.
Definition Fields.h:4228
bool twoByOneRatioSpread() const noexcept
Indicates whether TwoByOneRatioSpread bit is set.
Definition Fields.h:4172
UInt64 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4097
bool ironCondorVersusUnderlying() const noexcept
Indicates whether IronCondorVersusUnderlying bit is set.
Definition Fields.h:4460
bool icsOneSidedCombinationSameExpiry() const noexcept
Indicates whether ICSOneSidedCombinationSameExpiry bit is set.
Definition Fields.h:4500
bool jellyRoll() const noexcept
Indicates whether JellyRoll bit is set.
Definition Fields.h:4116
bool butterflyVersusUnderlying() const noexcept
Indicates whether ButterflyVersusUnderlying bit is set.
Definition Fields.h:4316
bool volatilityTrade() const noexcept
Indicates whether VolatilityTrade bit is set.
Definition Fields.h:4268
bool diagonalStraddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether DiagonalStraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4420
bool butterfly() const noexcept
Indicates whether Butterfly bit is set.
Definition Fields.h:4124
bool putStraddleVersusSellACallOrAPut() const noexcept
Indicates whether PutStraddleVersusSellACallOrAPut bit is set.
Definition Fields.h:4492
bool diagonalStraddleCalendarSpread() const noexcept
Indicates whether DiagonalStraddleCalendarSpread bit is set.
Definition Fields.h:4236
bool straddleCalendarSpread() const noexcept
Indicates whether StraddleCalendarSpread bit is set.
Definition Fields.h:4220
bool ladderVersusUnderlying() const noexcept
Indicates whether LadderVersusUnderlying bit is set.
Definition Fields.h:4308
bool callOrPutCabinet() const noexcept
Indicates whether CallOrPutCabinet bit is set.
Definition Fields.h:4132
bool ironButterfly() const noexcept
Indicates whether IronButterfly bit is set.
Definition Fields.h:4180
bool reducedTickSpread() const noexcept
Indicates whether ReducedTickSpread bit is set.
Definition Fields.h:4300
bool simpleInterCommoditySpread() const noexcept
Indicates whether SimpleInterCommoditySpread bit is set.
Definition Fields.h:4244
bool putSpreadVersusCallVersusUnderlying() const noexcept
Indicates whether PutSpreadVersusCallVersusUnderlying bit is set.
Definition Fields.h:4412
StrategyAuthorized(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4523
bool box() const noexcept
Indicates whether Box bit is set.
Definition Fields.h:4284
bool exchangeForPhysical() const noexcept
Indicates whether ExchangeForPhysical bit is set.
Definition Fields.h:4396
bool combo() const noexcept
Indicates whether Combo bit is set.
Definition Fields.h:4188
bool strip() const noexcept
Indicates whether Strip bit is set.
Definition Fields.h:4212
bool synthetic() const noexcept
Indicates whether Synthetic bit is set.
Definition Fields.h:4428
bool callSpreadVersusPutVersusUnderlying() const noexcept
Indicates whether CallSpreadVersusPutVersusUnderlying bit is set.
Definition Fields.h:4324
bool comboVersusUnderlying() const noexcept
Indicates whether ComboVersusUnderlying bit is set.
Definition Fields.h:4380
bool condorVersusUnderlying() const noexcept
Indicates whether CondorVersusUnderlying bit is set.
Definition Fields.h:4444
bool operator!=(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4537
bool condor() const noexcept
Indicates whether Condor bit is set.
Definition Fields.h:4276
bool straddleVersusUnderlying() const noexcept
Indicates whether StraddleVersusUnderlying bit is set.
Definition Fields.h:4436
bool ladder() const noexcept
Indicates whether Ladder bit is set.
Definition Fields.h:4204
bool diagonalCalendarSpread() const noexcept
Indicates whether DiagonalCalendarSpread bit is set.
Definition Fields.h:4156
bool callSpreadVersusSellAPut() const noexcept
Indicates whether CallSpreadVersusSellAPut bit is set.
Definition Fields.h:4476
bool operator==(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4547
bool icsTwoSidedCombinationSameExpiry() const noexcept
Indicates whether ICSTwoSidedCombinationSameExpiry bit is set.
Definition Fields.h:4508
bool twoByOneCallOrPutRatioSpreadVersusUnderlying() const noexcept
Indicates whether TwoByOneCallOrPutRatioSpreadVersusUnderlying bit is set.
Definition Fields.h:4364
bool callPutDiagonalCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallPutDiagonalCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4348
bool ironButterflyVersusUnderlying() const noexcept
Indicates whether IronButterflyVersusUnderlying bit is set.
Definition Fields.h:4372
bool strangle() const noexcept
Indicates whether Strangle bit is set.
Definition Fields.h:4196
bool callOrPutCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4340
bool strangleVersusUnderlying() const noexcept
Indicates whether StrangleVersusUnderlying bit is set.
Definition Fields.h:4388
bool buyWrite() const noexcept
Indicates whether BuyWrite bit is set.
Definition Fields.h:4452
bool putSpreadVersusSellACall() const noexcept
Indicates whether PutSpreadVersusSellACall bit is set.
Definition Fields.h:4484
bool spread() const noexcept
Indicates whether Spread bit is set.
Definition Fields.h:4140
bool ironCondor() const noexcept
Indicates whether IronCondor bit is set.
Definition Fields.h:4468
@ CallOrPutCalendarSpreadVersusUnderlying
CallOrPutCalendarSpreadVersusUnderlying.
Definition Fields.h:897
@ IronButterflyVersusUnderlying
IronButterflyVersusUnderlying.
Definition Fields.h:909
@ DiagonalStraddleCalendarSpreadVersusUnderlying
DiagonalStraddleCalendarSpreadVersusUnderlying.
Definition Fields.h:927
@ ICSTwoSidedCombinationSameExpiry
ICSTwoSidedCombinationSameExpiry.
Definition Fields.h:960
@ ICSOneSidedCombinationSameExpiry
ICSOneSidedCombinationSameExpiry.
Definition Fields.h:957
@ StraddleCalendarSpreadVersusUnderlying
StraddleCalendarSpreadVersusUnderlying.
Definition Fields.h:921
@ TwoByOneCallOrPutRatioSpreadVersusUnderlying
TwoByOneCallOrPutRatioSpreadVersusUnderlying.
Definition Fields.h:906
@ PutStraddleVersusSellACallOrAPut
PutStraddleVersusSellACallOrAPut.
Definition Fields.h:954
@ CallPutDiagonalCalendarSpreadVersusUnderlying
CallPutDiagonalCalendarSpreadVersusUnderlying.
Definition Fields.h:900
@ CallOrPutSpreadVersusUnderlying
CallOrPutSpreadVersusUnderlying.
Definition Fields.h:894
@ DiagonalStraddleCalendarSpread
DiagonalStraddleCalendarSpread.
Definition Fields.h:858
@ CallSpreadVersusPutVersusUnderlying
CallSpreadVersusPutVersusUnderlying.
Definition Fields.h:891
@ PutSpreadVersusCallVersusUnderlying
PutSpreadVersusCallVersusUnderlying.
Definition Fields.h:924
@ ChangeRateNotAppliedToTheStrikePrice
ChangeRateNotAppliedToTheStrikePrice.
Definition Fields.h:600
@ ChangeRateAppliedToTheStrikePrice
ChangeRateAppliedToTheStrikePrice.
Definition Fields.h:603
@ NotEligibleToPEATheStockHasNeverBeenAMonoryStock
NotEligibleToPEATheStockHasNeverBeenAMonoryStock.
Definition Fields.h:3280
TradeQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:3909
bool passiveOrder() const noexcept
Indicates whether PassiveOrder bit is set.
Definition Fields.h:3854
bool operator==(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:3933
bool tradeCreationByMarketOperations() const noexcept
Indicates whether TradeCreationByMarketOperations bit is set.
Definition Fields.h:3870
bool navTradeExpressedInPriceCurrency() const noexcept
Indicates whether NAVTradeExpressedInPriceCurrency bit is set.
Definition Fields.h:3886
bool aggressiveOrder() const noexcept
Indicates whether AggressiveOrder bit is set.
Definition Fields.h:3862
bool operator!=(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:3923
bool deferredPublication() const noexcept
Indicates whether DeferredPublication bit is set.
Definition Fields.h:3894
bool firstTradePrice() const noexcept
Indicates whether FirstTradePrice bit is set.
Definition Fields.h:3846
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3819
bool uncrossingTrade() const noexcept
Indicates whether UncrossingTrade bit is set.
Definition Fields.h:3838
bool navTradeExpressedInBps() const noexcept
Indicates whether NAVTradeExpressedInBps bit is set.
Definition Fields.h:3878
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:1980
@ LargeInScaleLiSTradeProvisionalPrice
LargeInScaleLiSTradeProvisionalPrice.
Definition Fields.h:2031
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:1995
@ LargeInScaleTradeInBasisPoints
LargeInScaleTradeInBasisPoints.
Definition Fields.h:2001
@ StrategyLegConventionalTrade
StrategyLegConventionalTrade.
Definition Fields.h:1920
@ LargeInScaleLiSPackageTrade
LargeInScaleLiSPackageTrade.
Definition Fields.h:1902
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:2028
@ RequestForCrossStrategyLegTrade
RequestForCrossStrategyLegTrade.
Definition Fields.h:1971
@ StrategyLegGuaranteedCrossTrade
StrategyLegGuaranteedCrossTrade.
Definition Fields.h:1929
@ LargeInScaleLiSPackageTradeProvisionalPrice
LargeInScaleLiSPackageTradeProvisionalPrice.
Definition Fields.h:2034
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:2007
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:2004
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:1992
@ ETFMTFNAVDarkTradePriceInBp
ETFMTFNAVDarkTradePriceInBp.
Definition Fields.h:1989
@ StrategyLegExchangeForSwapTrade
StrategyLegExchangeForSwapTrade.
Definition Fields.h:1938
@ StrategyLegAgainstActualTrade
StrategyLegAgainstActualTrade.
Definition Fields.h:1932
@ StrategyLegLargeInScaleLiSTrade
StrategyLegLargeInScaleLiSTrade.
Definition Fields.h:1923
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:1941
@ ExchangeForPhysicalTradeCashLeg
ExchangeForPhysicalTradeCashLeg.
Definition Fields.h:1917
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:1956
@ StrategyLegAssetAllocationTrade
StrategyLegAssetAllocationTrade.
Definition Fields.h:1935
@ ChangeRateNotAppliedToTheTradedPrice
ChangeRateNotAppliedToTheTradedPrice.
Definition Fields.h:622
@ RegulatedMarketAllSecuritiesSpecialSegment
RegulatedMarketAllSecuritiesSpecialSegment.
Definition Fields.h:3335
@ RegulatedMarketEquitiesOtherInstruments
RegulatedMarketEquitiesOtherInstruments.
Definition Fields.h:3338
@ NonRegulatedMarketInstrumentsTradedOnTheFreeMarket
NonRegulatedMarketInstrumentsTradedOnTheFreeMarket.
Definition Fields.h:3314
@ InstrumentsTradedOnTheSecondaryMarket
InstrumentsTradedOnTheSecondaryMarket.
Definition Fields.h:3308
@ InstrumentsTradedOnThePrimaryMarket
InstrumentsTradedOnThePrimaryMarket.
Definition Fields.h:3305
@ OPCVMSICOMINonListedFrenchInvestmentFunds
OPCVMSICOMINonListedFrenchInvestmentFunds.
Definition Fields.h:3341