OnixS C++ Euronext Optiq MDG Handler 1.4.1
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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
391
452
455{
456 typedef UInt8 Base;
457
458 enum Enum
459 {
462
464 Buy = 1,
465
468 };
469
472 static
473 std::string
475 Enum);
476};
477
480{
481 typedef UInt8 Base;
482
483 enum Enum
484 {
487
490
493
496
499
502
505
508
511
513 Fund = 15,
514
516 Forex = 16,
517
520 };
521
524 static
525 std::string
527 Enum);
528};
529
572
609
631
653
656{
657 typedef Char Base;
658
659 enum Enum
660 {
662 Future = 'F',
663
665 Option = 'O',
666
669 };
670
673 static
674 std::string
676 Enum);
677};
678
681{
682 typedef UInt8 Base;
683
684 enum Enum
685 {
687 Daily = 1,
688
691
694
697
700
703 };
704
707 static
708 std::string
710 Enum);
711};
712
715{
716 typedef UInt8 Base;
717
718 enum Enum
719 {
721 Price = 1,
722
725
728 };
729
732 static
733 std::string
735 Enum);
736};
737
740{
741 typedef Char Base;
742
743 enum Enum
744 {
747
749 Basket = 'B',
750
753
756
758 Future = 'F',
759
762
764 Other = 'H',
765
767 Index = 'I',
768
770 Bonds = 'J',
771
774
777
780
783
786
789
791 Right = 'R',
792
794 Stock = 'S',
795
797 Credit = 'T',
798
800 Fund = 'U',
801
803 Currency = 'V',
804
807
810
813 };
814
817 static
818 std::string
820 Enum);
821};
822
825{
826 typedef Char Base;
827
828 enum Enum
829 {
832
835
838
840 Spread = 'D',
841
844
847
849 Guts = 'G',
850
853
856
858 Combo = 'J',
859
861 Strangle = 'K',
862
864 Ladder = 'L',
865
867 Strip = 'M',
868
871
873 Pack = 'O',
874
877
880
883
885 Straddle = 'S',
886
889
891 Condor = 'W',
892
894 Box = 'X',
895
897 Bundle = 'Y',
898
901
904
907
910
913
916
919
922
925
928
931
934
937
940
943
946
949
952
955
957 BuyWrite = 'u',
958
961
964
967
970
973
976
979
982
985
988 };
989
992 static
993 std::string
995 Enum);
996};
997
1037
1128
1131{
1132 typedef UInt8 Base;
1133
1134 enum Enum
1135 {
1138
1141
1143 ETF = 2,
1144
1147
1150
1153
1156
1159
1162
1165
1168
1171
1174
1177
1180
1183
1186
1189
1192
1195
1198
1201
1204
1206 Other = 23,
1207
1209 Paper = 24,
1210
1213
1216 };
1217
1220 static
1221 std::string
1223 Enum);
1224};
1225
1228{
1229 typedef UInt8 Base;
1230
1231 enum Enum
1232 {
1235
1238
1241
1244 };
1245
1248 static
1249 std::string
1251 Enum);
1252};
1253
1256{
1257 typedef UInt8 Base;
1258
1259 enum Enum
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
1563 };
1564
1567 static
1568 std::string
1570 Enum);
1571};
1572
1597
1643
1646{
1647 typedef UInt8 Base;
1648
1649 enum Enum
1650 {
1653
1656
1658 IPO = 3,
1659
1662
1664 RFQ = 5,
1665
1668 };
1669
1672 static
1673 std::string
1675 Enum);
1676};
1677
1705
1708{
1709 typedef UInt8 Base;
1710
1711 enum Enum
1712 {
1714 Buy = 1,
1715
1717 Sell = 2,
1718
1721 };
1722
1725 static
1726 std::string
1728 Enum);
1729};
1730
1733{
1734 typedef UInt8 Base;
1735
1771
1774 static
1775 std::string
1777 Enum);
1778};
1779
1782{
1783 typedef UInt8 Base;
1784
1785 enum Enum
1786 {
1789
1792
1794 Call = 3,
1795
1798
1801
1804
1807
1810
1813 };
1814
1817 static
1818 std::string
1820 Enum);
1821};
1822
1825{
1826 typedef UInt8 Base;
1827
1828 enum Enum
1829 {
1832
1835
1837 Call = 3,
1838
1841
1844
1847 };
1848
1851 static
1852 std::string
1854 Enum);
1855};
1856
1953
1956{
1957 typedef UInt8 Base;
1958
1959 enum Enum
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
2086
2089
2091 Other = 49,
2092
2095
2098
2101
2104
2107
2110
2113
2116
2119
2122
2125 };
2126
2129 static
2130 std::string
2132 Enum);
2133};
2134
2137{
2138 typedef UInt8 Base;
2139
2140 enum Enum
2141 {
2144
2147
2150 };
2151
2154 static
2155 std::string
2157 Enum);
2158};
2159
2162{
2163 typedef UInt8 Base;
2164
2165 enum Enum
2166 {
2169
2172
2174 PAKO = 3,
2175
2178 };
2179
2182 static
2183 std::string
2185 Enum);
2186};
2187
2215
2240
2325
2328{
2329 typedef Char Base;
2330
2331 enum Enum
2332 {
2334 Buy = 'B',
2335
2337 Sell = 'S'
2338 };
2339
2342 static
2343 std::string
2345 Enum);
2346};
2347
2350{
2351 typedef UInt8 Base;
2352
2353 enum Enum
2354 {
2357
2360
2363
2366
2369
2372
2375
2378
2381
2384
2386 Block = 14,
2387
2390
2393
2396
2398 Forex = 15,
2399
2401 IBF = 16
2402 };
2403
2406 static
2407 std::string
2409 Enum);
2410};
2411
2414{
2415 typedef UInt8 Base;
2416
2417 enum Enum
2418 {
2420 Call = 1,
2421
2423 Put = 2,
2424
2427 };
2428
2431 static
2432 std::string
2434 Enum);
2435};
2436
2476
2516
2519{
2520 typedef Char Base;
2521
2522 enum Enum
2523 {
2526
2529
2532 };
2533
2536 static
2537 std::string
2539 Enum);
2540};
2541
2563
2600
2667
2695
2735
2772
2824
2876
2879{
2880 typedef Char Base;
2881
2882 enum Enum
2883 {
2886
2888 RPRI = 'R',
2889
2891 XFPH = 'Y',
2892
2894 TPAC = 'Z',
2895
2898 };
2899
2902 static
2903 std::string
2905 Enum);
2906};
2907
2910{
2911 typedef Char Base;
2912
2913 enum Enum
2914 {
2916 NLIQ = '1',
2917
2919 OILQ = '2',
2920
2922 PRIC = '3',
2923
2925 ILQD = '4',
2926
2928 SIZE = '5',
2929
2932
2935
2938 };
2939
2942 static
2943 std::string
2945 Enum);
2946};
2947
2950{
2951 typedef Char Base;
2952
2953 enum Enum
2954 {
2956 ACTX = 'X',
2957
2960 };
2961
2964 static
2965 std::string
2967 Enum);
2968};
2969
2972{
2973 typedef Char Base;
2974
2975 enum Enum
2976 {
2978 AMND = 'A',
2979
2981 CANC = 'C',
2982
2985 };
2986
2989 static
2990 std::string
2992 Enum);
2993};
2994
2997{
2998 typedef Char Base;
2999
3000 enum Enum
3001 {
3003 BENC = 'B',
3004
3006 RFPT = 'S',
3007
3010 };
3011
3014 static
3015 std::string
3017 Enum);
3018};
3019
3041
3066
3091
3094{
3095 typedef Char Base;
3096
3097 enum Enum
3098 {
3100 TNCP = 'J',
3101
3103 PNDG = 'N',
3104
3107
3109 NPFT = 'T'
3110 };
3111
3114 static
3115 std::string
3117 Enum);
3118};
3119
3122{
3123 typedef Char Base;
3124
3125 enum Enum
3126 {
3128 ALGO = 'H',
3129
3132 };
3133
3136 static
3137 std::string
3139 Enum);
3140};
3141
3144{
3145 typedef Char Base;
3146
3147 enum Enum
3148 {
3151
3153 LRGS = '2',
3154
3156 ILQD = '3',
3157
3159 SIZE = '4',
3160
3163
3166
3169 };
3170
3173 static
3174 std::string
3176 Enum);
3177};
3178
3181{
3182 typedef Char Base;
3183
3184 enum Enum
3185 {
3187 LMTF = '1',
3188
3190 DATF = '2',
3191
3193 VOLO = '3',
3194
3196 FWAF = '4',
3197
3199 IDAF = '5',
3200
3202 VOLW = '6',
3203
3205 FULF = '7',
3206
3208 FULA = '8',
3209
3211 FULV = '9',
3212
3214 FULJ = 'V',
3215
3217 COAF = 'W',
3218
3221 };
3222
3225 static
3226 std::string
3228 Enum);
3229};
3230
3233{
3234 typedef Char Base;
3235
3236 enum Enum
3237 {
3239 DUPL = '1',
3240
3243 };
3244
3247 static
3248 std::string
3250 Enum);
3251};
3252
3277
3280{
3281 typedef UInt8 Base;
3282
3283 enum Enum
3284 {
3287
3290
3293 };
3294
3297 static
3298 std::string
3300 Enum);
3301};
3302
3305{
3306 typedef UInt8 Base;
3307
3308 enum Enum
3309 {
3312
3315
3318
3321
3324
3327
3330 };
3331
3334 static
3335 std::string
3337 Enum);
3338};
3339
3364
3428
3453
3456{
3457 typedef UInt8 Base;
3458
3459 enum Enum
3460 {
3463
3466
3469
3472
3475
3478 };
3479
3482 static
3483 std::string
3485 Enum);
3486};
3487
3518
3521{
3522 typedef Char Base;
3523
3524 enum Enum
3525 {
3527 Open = 'O',
3528
3531 };
3532
3535 static
3536 std::string
3538 Enum);
3539};
3540
3543{
3544 typedef Char Base;
3545
3546 enum Enum
3547 {
3549 No = 'N',
3550
3552 Yes = 'Y'
3553 };
3554
3557 static
3558 std::string
3560 Enum);
3561};
3562
3565{
3566 typedef UInt8 Base;
3567
3568 enum Enum
3569 {
3572
3575
3578
3581
3584
3587
3590
3593
3596
3599
3602
3605
3608
3611
3614 };
3615
3618 static
3619 std::string
3621 Enum);
3622};
3623
3626{
3627 typedef Char Base;
3628
3629 enum Enum
3630 {
3632 Normal = 'O',
3633
3636
3638 ExCap = 'C',
3639
3642
3645
3648
3651 };
3652
3655 static
3656 std::string
3658 Enum);
3659};
3660
3679
3682{
3683 typedef UInt8 Base;
3684
3685 enum Enum
3686 {
3689
3692 };
3693
3696 static
3697 std::string
3699 Enum);
3700};
3701
3726
3729{
3730 typedef UInt8 Base;
3731
3732 enum Enum
3733 {
3736
3739
3742
3745
3748 };
3749
3752 static
3753 std::string
3755 Enum);
3756};
3757
3760{
3761 typedef UInt8 Base;
3762
3763 enum Enum
3764 {
3766 No = 0,
3767
3770 };
3771
3774 static
3775 std::string
3777 Enum);
3778};
3779
3822
3825{
3826public:
3829 typedef UInt8 Bits;
3830
3831 enum
3832 {
3833 Size = sizeof(Bits)
3834 };
3835
3836
3839 struct MemberTraits
3840 {
3841 enum { Count = 1 };
3842
3843 typedef Bits FirstArgType;
3844 };
3845
3848 bool delta() const
3850 {
3851 return 0 != (bits_ & 0x1);
3852 }
3853
3856 bool volume() const
3858 {
3859 return 0 != (bits_ & 0x2);
3860 }
3861
3863 Bits bits() const
3865 {
3866 return bits_;
3867 }
3868
3870 explicit
3873 : bits_(bits)
3874 {
3875 }
3876
3879 std::string
3880 toString() const;
3881
3884 bool
3886 const MmProtections& other) const
3888 {
3889 return !(*this == other);
3890 }
3891
3894 bool
3896 const MmProtections& other) const
3898 {
3899 return this->bits_ == other.bits_;
3900 }
3901
3902private:
3903 Bits bits_;
3904};
3905
3908{
3909public:
3912 typedef UInt8 Bits;
3913
3914 enum
3915 {
3916 Size = sizeof(Bits)
3917 };
3918
3919
3922 struct MemberTraits
3923 {
3924 enum { Count = 1 };
3925
3926 typedef Bits FirstArgType;
3927 };
3928
3931 bool uncrossingTrade() const
3933 {
3934 return 0 != (bits_ & 0x1);
3935 }
3936
3939 bool firstTradePrice() const
3941 {
3942 return 0 != (bits_ & 0x2);
3943 }
3944
3947 bool passiveOrder() const
3949 {
3950 return 0 != (bits_ & 0x4);
3951 }
3952
3955 bool aggressiveOrder() const
3957 {
3958 return 0 != (bits_ & 0x8);
3959 }
3960
3965 {
3966 return 0 != (bits_ & 0x10);
3967 }
3968
3973 {
3974 return 0 != (bits_ & 0x20);
3975 }
3976
3981 {
3982 return 0 != (bits_ & 0x40);
3983 }
3984
3989 {
3990 return 0 != (bits_ & 0x80);
3991 }
3992
3994 Bits bits() const
3996 {
3997 return bits_;
3998 }
3999
4001 explicit
4004 : bits_(bits)
4005 {
4006 }
4007
4010 std::string
4011 toString() const;
4012
4015 bool
4017 const TradeQualifier& other) const
4019 {
4020 return !(*this == other);
4021 }
4022
4025 bool
4027 const TradeQualifier& other) const
4029 {
4030 return this->bits_ == other.bits_;
4031 }
4032
4033private:
4034 Bits bits_;
4035};
4036
4039{
4040public:
4043 typedef UInt16 Bits;
4044
4045 enum
4046 {
4047 Size = sizeof(Bits)
4048 };
4049
4050
4053 struct MemberTraits
4054 {
4055 enum { Count = 1 };
4056
4057 typedef Bits FirstArgType;
4058 };
4059
4062 bool qualifier() const
4064 {
4065 return 0 != (bits_ & 0x1);
4066 }
4067
4070 bool callBBOOnly() const
4072 {
4073 return 0 != (bits_ & 0x2);
4074 }
4075
4078 bool tradingAtLast() const
4080 {
4081 return 0 != (bits_ & 0x4);
4082 }
4083
4086 bool randomUncrossing() const
4088 {
4089 return 0 != (bits_ & 0x8);
4090 }
4091
4094 bool suspended() const
4096 {
4097 return 0 != (bits_ & 0x10);
4098 }
4099
4102 bool wholesaleAllowed() const
4104 {
4105 return 0 != (bits_ & 0x20);
4106 }
4107
4112 {
4113 return 0 != (bits_ & 0x40);
4114 }
4115
4120 {
4121 return 0 != (bits_ & 0x80);
4122 }
4123
4126 bool quotingPeriod() const
4128 {
4129 return 0 != (bits_ & 0x200);
4130 }
4131
4136 {
4137 return 0 != (bits_ & 0x400);
4138 }
4139
4141 Bits bits() const
4143 {
4144 return bits_;
4145 }
4146
4148 explicit
4151 : bits_(bits)
4152 {
4153 }
4154
4157 std::string
4158 toString() const;
4159
4162 bool
4164 const PhaseQualifier& other) const
4166 {
4167 return !(*this == other);
4168 }
4169
4172 bool
4174 const PhaseQualifier& other) const
4176 {
4177 return this->bits_ == other.bits_;
4178 }
4179
4180private:
4181 Bits bits_;
4182};
4183
4186{
4187public:
4190 typedef UInt64 Bits;
4191
4192 enum
4193 {
4194 Size = sizeof(Bits)
4195 };
4196
4197
4200 struct MemberTraits
4201 {
4202 enum { Count = 1 };
4203
4204 typedef Bits FirstArgType;
4205 };
4206
4209 bool jellyRoll() const
4211 {
4212 return 0 != (bits_ & 0x1);
4213 }
4214
4217 bool butterfly() const
4219 {
4220 return 0 != (bits_ & 0x2);
4221 }
4222
4225 bool callOrPutCabinet() const
4227 {
4228 return 0 != (bits_ & 0x4);
4229 }
4230
4233 bool spread() const
4235 {
4236 return 0 != (bits_ & 0x8);
4237 }
4238
4241 bool calendarSpread() const
4243 {
4244 return 0 != (bits_ & 0x10);
4245 }
4246
4251 {
4252 return 0 != (bits_ & 0x20);
4253 }
4254
4257 bool guts() const
4259 {
4260 return 0 != (bits_ & 0x40);
4261 }
4262
4267 {
4268 return 0 != (bits_ & 0x80);
4269 }
4270
4273 bool ironButterfly() const
4275 {
4276 return 0 != (bits_ & 0x100);
4277 }
4278
4281 bool combo() const
4283 {
4284 return 0 != (bits_ & 0x200);
4285 }
4286
4289 bool strangle() const
4291 {
4292 return 0 != (bits_ & 0x400);
4293 }
4294
4297 bool ladder() const
4299 {
4300 return 0 != (bits_ & 0x800);
4301 }
4302
4305 bool strip() const
4307 {
4308 return 0 != (bits_ & 0x1000);
4309 }
4310
4315 {
4316 return 0 != (bits_ & 0x2000);
4317 }
4318
4321 bool pack() const
4323 {
4324 return 0 != (bits_ & 0x4000);
4325 }
4326
4331 {
4332 return 0 != (bits_ & 0x8000);
4333 }
4334
4339 {
4340 return 0 != (bits_ & 0x10000);
4341 }
4342
4347 {
4348 return 0 != (bits_ & 0x20000);
4349 }
4350
4353 bool straddle() const
4355 {
4356 return 0 != (bits_ & 0x40000);
4357 }
4358
4361 bool volatilityTrade() const
4363 {
4364 return 0 != (bits_ & 0x80000);
4365 }
4366
4369 bool condor() const
4371 {
4372 return 0 != (bits_ & 0x100000);
4373 }
4374
4377 bool box() const
4379 {
4380 return 0 != (bits_ & 0x200000);
4381 }
4382
4385 bool bundle() const
4387 {
4388 return 0 != (bits_ & 0x400000);
4389 }
4390
4395 {
4396 return 0 != (bits_ & 0x800000);
4397 }
4398
4403 {
4404 return 0 != (bits_ & 0x1000000);
4405 }
4406
4411 {
4412 return 0 != (bits_ & 0x2000000);
4413 }
4414
4419 {
4420 return 0 != (bits_ & 0x4000000);
4421 }
4422
4427 {
4428 return 0 != (bits_ & 0x8000000);
4429 }
4430
4435 {
4436 return 0 != (bits_ & 0x10000000);
4437 }
4438
4443 {
4444 return 0 != (bits_ & 0x20000000);
4445 }
4446
4451 {
4452 return 0 != (bits_ & 0x40000000);
4453 }
4454
4459 {
4460 return 0 != (bits_ & 0x80000000);
4461 }
4462
4467 {
4468 return 0 != (bits_ & 0x100000000);
4469 }
4470
4475 {
4476 return 0 != (bits_ & 0x200000000);
4477 }
4478
4483 {
4484 return 0 != (bits_ & 0x400000000);
4485 }
4486
4491 {
4492 return 0 != (bits_ & 0x800000000);
4493 }
4494
4499 {
4500 return 0 != (bits_ & 0x1000000000);
4501 }
4502
4507 {
4508 return 0 != (bits_ & 0x2000000000);
4509 }
4510
4515 {
4516 return 0 != (bits_ & 0x4000000000);
4517 }
4518
4521 bool synthetic() const
4523 {
4524 return 0 != (bits_ & 0x8000000000);
4525 }
4526
4531 {
4532 return 0 != (bits_ & 0x10000000000);
4533 }
4534
4539 {
4540 return 0 != (bits_ & 0x20000000000);
4541 }
4542
4545 bool buyWrite() const
4547 {
4548 return 0 != (bits_ & 0x40000000000);
4549 }
4550
4555 {
4556 return 0 != (bits_ & 0x80000000000);
4557 }
4558
4561 bool ironCondor() const
4563 {
4564 return 0 != (bits_ & 0x100000000000);
4565 }
4566
4571 {
4572 return 0 != (bits_ & 0x200000000000);
4573 }
4574
4579 {
4580 return 0 != (bits_ & 0x400000000000);
4581 }
4582
4587 {
4588 return 0 != (bits_ & 0x800000000000);
4589 }
4590
4595 {
4596 return 0 != (bits_ & 0x1000000000000);
4597 }
4598
4603 {
4604 return 0 != (bits_ & 0x2000000000000);
4605 }
4606
4611 {
4612 return 0 != (bits_ & 0x4000000000000);
4613 }
4614
4619 {
4620 return 0 != (bits_ & 0x8000000000000);
4621 }
4622
4627 {
4628 return 0 != (bits_ & 0x10000000000000);
4629 }
4630
4632 Bits bits() const
4634 {
4635 return bits_;
4636 }
4637
4639 explicit
4642 : bits_(bits)
4643 {
4644 }
4645
4648 std::string
4649 toString() const;
4650
4653 bool
4655 const StrategyAuthorized& other) const
4657 {
4658 return !(*this == other);
4659 }
4660
4663 bool
4665 const StrategyAuthorized& other) const
4667 {
4668 return this->bits_ == other.bits_;
4669 }
4670
4671private:
4672 Bits bits_;
4673};
4674
4677{
4678public:
4681 typedef UInt16 Bits;
4682
4683 enum
4684 {
4685 Size = sizeof(Bits)
4686 };
4687
4688
4691 struct MemberTraits
4692 {
4693 enum { Count = 1 };
4694
4695 typedef Bits FirstArgType;
4696 };
4697
4700 bool market() const
4702 {
4703 return 0 != (bits_ & 0x1);
4704 }
4705
4708 bool limit() const
4710 {
4711 return 0 != (bits_ & 0x2);
4712 }
4713
4716 bool stopStopLoss() const
4718 {
4719 return 0 != (bits_ & 0x4);
4720 }
4721
4724 bool stopLimit() const
4726 {
4727 return 0 != (bits_ & 0x8);
4728 }
4729
4732 bool marketOnOpenMOO() const
4734 {
4735 return 0 != (bits_ & 0x10);
4736 }
4737
4742 {
4743 return 0 != (bits_ & 0x20);
4744 }
4745
4747 Bits bits() const
4749 {
4750 return bits_;
4751 }
4752
4754 explicit
4757 : bits_(bits)
4758 {
4759 }
4760
4763 std::string
4764 toString() const;
4765
4768 bool
4770 const OrderTypeRules& other) const
4772 {
4773 return !(*this == other);
4774 }
4775
4778 bool
4780 const OrderTypeRules& other) const
4782 {
4783 return this->bits_ == other.bits_;
4784 }
4785
4786private:
4787 Bits bits_;
4788};
4789
4790
4792typedef
4793IntegralConstant<UInt8, 255>
4795
4796
4798typedef
4801
4802
4804typedef
4807
4808
4810typedef
4813
4814
4816typedef
4819
4820
4822typedef
4823IntegralConstant<Int32, -2147483647-1>
4825
4826
4828typedef
4829IntegralConstant<Int64, -9223372036854775807LL-1>
4831
4832
4834typedef
4837
4838
4839
4840typedef
4843
4844typedef
4847
4848typedef
4851
#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:4800
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:4824
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:4836
IntegralConstant< UInt8, 255 > NullUInt8
Definition Fields.h:4842
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:4806
IntegralConstant< Int64, -9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Definition Fields.h:4830
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:4846
IntegralConstant< UInt64, 18446744073709551615ULL > NullUint64
Null value for an optional Uint64 field.
Definition Fields.h:4818
IntegralConstant< UInt8, 255 > NullUnsignedChar
Null value for an optional UnsignedChar field.
Definition Fields.h:4794
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:4850
IntegralConstant< UInt32, 4294967295 > NullUint32
Null value for an optional Uint32 field.
Definition Fields.h:4812
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:3502
@ TradedAsASimpleIntercommoditySpread
TradedAsASimpleIntercommoditySpread.
Definition Fields.h:3505
@ SellerDeclarationIsReceivedOnTheCurTradingSessionDay
SellerDeclarationIsReceivedOnTheCurTradingSessionDay.
Definition Fields.h:2550
@ SellerDeclarationReceivedBeforeTheCurTradingSessionDay
SellerDeclarationReceivedBeforeTheCurTradingSessionDay.
Definition Fields.h:2553
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2753
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2854
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2857
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2851
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2866
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2860
@ EuronextOffExchangeTradeReports
EuronextOffExchangeTradeReports.
Definition Fields.h:1618
@ CashAndDerivativeCentralOrderBook
CashAndDerivativeCentralOrderBook.
Definition Fields.h:1606
@ DerivativesOnExchangeOffBook
DerivativesOnExchangeOffBook.
Definition Fields.h:1621
@ ETFMTFNAVCentralOrderBook
ETFMTFNAVCentralOrderBook.
Definition Fields.h:1624
@ DeltaNeutralContingencyLeg
DeltaNeutralContingencyLeg.
Definition Fields.h:1630
@ AmsterdamCurrencyDerivatives
AmsterdamCurrencyDerivatives.
Definition Fields.h:2291
@ AmsterdamCommoditiesDerivatives
AmsterdamCommoditiesDerivatives.
Definition Fields.h:2282
@ MilanInterestRateDerivatives
MilanInterestRateDerivatives.
Definition Fields.h:2312
@ EuronextAmsterdamOtherCommodities
EuronextAmsterdamOtherCommodities.
Definition Fields.h:2315
@ GuaranteedClearedBorrowingLendingService
GuaranteedClearedBorrowingLendingService.
Definition Fields.h:2685
@ IndexAndSessionHighAndLowTypicallyFirstPrice
IndexAndSessionHighAndLowTypicallyFirstPrice.
Definition Fields.h:2581
@ ReservedWaitingForAssignedBroker
ReservedWaitingForAssignedBroker.
Definition Fields.h:1934
@ ReservedWaitingForValidAssignedBrokerPrice
ReservedWaitingForValidAssignedBrokerPrice.
Definition Fields.h:1922
@ SuspendedWaitingForTradableState
SuspendedWaitingForTradableState.
Definition Fields.h:1904
@ SuspendedWaitingForMarketOperations
SuspendedWaitingForMarketOperations.
Definition Fields.h:1928
@ ReservedFutureLimitInterruptionProtection
ReservedFutureLimitInterruptionProtection.
Definition Fields.h:1925
@ ReservedWaitingNumberOfSecuritiesIsFulfilled
ReservedWaitingNumberOfSecuritiesIsFulfilled.
Definition Fields.h:1937
@ PercentageOfNominalExcludingAccruedInterestClean
PercentageOfNominalExcludingAccruedInterestClean.
Definition Fields.h:541
@ PercentageOfNominalIncludingAccruedInterestDirty
PercentageOfNominalIncludingAccruedInterestDirty.
Definition Fields.h:550
@ ModificationOfExistingOrderWithLossOfPriority
ModificationOfExistingOrderWithLossOfPriority.
Definition Fields.h:1021
@ ModificationOfExistingOrderWithoutLossOfPriority
ModificationOfExistingOrderWithoutLossOfPriority.
Definition Fields.h:1015
@ StatusChangeAndScheduledEventNotification
StatusChangeAndScheduledEventNotification.
Definition Fields.h:1587
@ NAVForTheInstrumentsEligibleToTheNAVTradingFacility
NAVForTheInstrumentsEligibleToTheNAVTradingFacility.
Definition Fields.h:1064
@ StrategyLegConventionalTradeProvisionalPrice
StrategyLegConventionalTradeProvisionalPrice.
Definition Fields.h:1550
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:1397
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:1469
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:1526
@ UpdatedOfferWithLiquidityProvider
UpdatedOfferWithLiquidityProvider.
Definition Fields.h:1421
@ OrderPriceControlCollarReferencePrice
OrderPriceControlCollarReferencePrice.
Definition Fields.h:1535
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:1481
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:1478
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:1466
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:1379
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:1394
@ RTS2NonEquityInstrumentFollowingMiFIDDefinition
RTS2NonEquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3443
@ RTS1EquityInstrumentFollowingMiFIDDefinition
RTS1EquityInstrumentFollowingMiFIDDefinition.
Definition Fields.h:3440
MmProtections(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:3871
bool delta() const noexcept
Indicates whether Delta bit is set.
Definition Fields.h:3848
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3829
bool volume() const noexcept
Indicates whether Volume bit is set.
Definition Fields.h:3856
bool operator==(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3895
bool operator!=(const MmProtections &other) const noexcept
Compares encoded data.
Definition Fields.h:3885
@ OffBookIncludingVoiceOrMessagingTrading
OffBookIncludingVoiceOrMessagingTrading.
Definition Fields.h:2713
@ UndefinedAuctionEqualUncrossing
UndefinedAuctionEqualUncrossing.
Definition Fields.h:2781
@ ScheduledIntradayAuctionEqualUncrossing
ScheduledIntradayAuctionEqualUncrossing.
Definition Fields.h:2802
@ ScheduledClosingAuctionEqualUncrossing
ScheduledClosingAuctionEqualUncrossing.
Definition Fields.h:2805
@ TradeReportingSystematicInternaliser
TradeReportingSystematicInternaliser.
Definition Fields.h:2799
@ UnscheduledAuctionEqualUncrossing
UnscheduledAuctionEqualUncrossing.
Definition Fields.h:2811
@ OnDemandAuctionEqualFrequentBatchedAuction
OnDemandAuctionEqualFrequentBatchedAuction.
Definition Fields.h:2814
@ ScheduledOpeningAuctionEqualUncrossing
ScheduledOpeningAuctionEqualUncrossing.
Definition Fields.h:2808
@ TradeReportingAndPublication
TradeReportingAndPublication.
Definition Fields.h:2383
bool tradeAtSettlement() const noexcept
Indicates whether TradeAtSettlement bit is set.
Definition Fields.h:4740
bool operator==(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4779
bool stopStopLoss() const noexcept
Indicates whether StopStopLoss bit is set.
Definition Fields.h:4716
bool market() const noexcept
Indicates whether Market bit is set.
Definition Fields.h:4700
bool operator!=(const OrderTypeRules &other) const noexcept
Compares encoded data.
Definition Fields.h:4769
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4681
bool stopLimit() const noexcept
Indicates whether StopLimit bit is set.
Definition Fields.h:4724
bool marketOnOpenMOO() const noexcept
Indicates whether MarketOnOpenMOO bit is set.
Definition Fields.h:4732
OrderTypeRules(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4755
bool limit() const noexcept
Indicates whether Limit bit is set.
Definition Fields.h:4708
@ StopMarketOrStopMarketOnQuote
StopMarketOrStopMarketOnQuote.
Definition Fields.h:1745
@ StopLimitOrStopLimitOnQuote
StopLimitOrStopLimitOnQuote.
Definition Fields.h:1748
bool operator!=(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4163
bool tradingAtLast() const noexcept
Indicates whether TradingAtLast bit is set.
Definition Fields.h:4078
bool randomUncrossing() const noexcept
Indicates whether RandomUncrossing bit is set.
Definition Fields.h:4086
bool operator==(const PhaseQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4173
PhaseQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4149
bool suspended() const noexcept
Indicates whether Suspended bit is set.
Definition Fields.h:4094
bool quotingPeriod() const noexcept
Indicates whether QuotingPeriod bit is set.
Definition Fields.h:4126
bool exceptionalMarketConditions() const noexcept
Indicates whether ExceptionalMarketConditions bit is set.
Definition Fields.h:4118
bool executionPreventionAcrossAllFirms() const noexcept
Indicates whether ExecutionPreventionAcrossAllFirms bit is set.
Definition Fields.h:4134
UInt16 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4043
bool callBBOOnly() const noexcept
Indicates whether CallBBOOnly bit is set.
Definition Fields.h:4070
bool stressedMarketConditions() const noexcept
Indicates whether StressedMarketConditions bit is set.
Definition Fields.h:4110
bool qualifier() const noexcept
Indicates whether NoQualifier bit is set.
Definition Fields.h:4062
bool wholesaleAllowed() const noexcept
Indicates whether WholesaleAllowed bit is set.
Definition Fields.h:4102
@ ClosingPriceOfReferenceMarket
ClosingPriceOfReferenceMarket.
Definition Fields.h:3812
@ EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt
EasytoborrowInstrEligibleForSRDAndForLoanAndLendingMkt.
Definition Fields.h:593
@ InstrEligibleForTheSRDLongOnly
InstrEligibleForTheSRDLongOnly.
Definition Fields.h:587
@ InstrEligibleForSRDAndForLoanAndLendingMarket
InstrEligibleForSRDAndForLoanAndLendingMarket.
Definition Fields.h:584
@ InstrNeitherEligibleForSRDOrLoanAndLendingMkt
InstrNeitherEligibleForSRDOrLoanAndLendingMkt.
Definition Fields.h:581
@ InstrEligibleForTheLoanAndLendingMarket
InstrEligibleForTheLoanAndLendingMarket.
Definition Fields.h:596
@ InstrEligibleForLoanAndLendingMktAndForSRDLongOnly
InstrEligibleForLoanAndLendingMktAndForSRDLongOnly.
Definition Fields.h:590
@ 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:4449
bool straddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether StraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4497
bool bundle() const noexcept
Indicates whether Bundle bit is set.
Definition Fields.h:4385
bool calendarSpread() const noexcept
Indicates whether CalendarSpread bit is set.
Definition Fields.h:4241
bool conversionReversal() const noexcept
Indicates whether ConversionReversal bit is set.
Definition Fields.h:4345
bool callOrPutSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutSpreadVersusUnderlying bit is set.
Definition Fields.h:4425
bool straddle() const noexcept
Indicates whether Straddle bit is set.
Definition Fields.h:4353
bool callSpreadVersusPutOrPutSpreadVersusCall() const noexcept
Indicates whether CallSpreadVersusPutOrPutSpreadVersusCall bit is set.
Definition Fields.h:4617
bool guts() const noexcept
Indicates whether Guts bit is set.
Definition Fields.h:4257
bool pack() const noexcept
Indicates whether Pack bit is set.
Definition Fields.h:4321
bool twoByOneRatioSpread() const noexcept
Indicates whether TwoByOneRatioSpread bit is set.
Definition Fields.h:4265
UInt64 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:4190
bool ironCondorVersusUnderlying() const noexcept
Indicates whether IronCondorVersusUnderlying bit is set.
Definition Fields.h:4553
bool icsOneSidedCombinationSameExpiry() const noexcept
Indicates whether ICSOneSidedCombinationSameExpiry bit is set.
Definition Fields.h:4593
bool jellyRoll() const noexcept
Indicates whether JellyRoll bit is set.
Definition Fields.h:4209
bool butterflyVersusUnderlying() const noexcept
Indicates whether ButterflyVersusUnderlying bit is set.
Definition Fields.h:4409
bool volatilityTrade() const noexcept
Indicates whether VolatilityTrade bit is set.
Definition Fields.h:4361
bool diagonalStraddleCalendarSpreadVersusUnderlying() const noexcept
Indicates whether DiagonalStraddleCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4513
bool butterfly() const noexcept
Indicates whether Butterfly bit is set.
Definition Fields.h:4217
bool putStraddleVersusSellACallOrAPut() const noexcept
Indicates whether PutStraddleVersusSellACallOrAPut bit is set.
Definition Fields.h:4585
bool diagonalStraddleCalendarSpread() const noexcept
Indicates whether DiagonalStraddleCalendarSpread bit is set.
Definition Fields.h:4329
bool straddleCalendarSpread() const noexcept
Indicates whether StraddleCalendarSpread bit is set.
Definition Fields.h:4313
bool ladderVersusUnderlying() const noexcept
Indicates whether LadderVersusUnderlying bit is set.
Definition Fields.h:4401
bool callOrPutCabinet() const noexcept
Indicates whether CallOrPutCabinet bit is set.
Definition Fields.h:4225
bool ironButterfly() const noexcept
Indicates whether IronButterfly bit is set.
Definition Fields.h:4273
bool reducedTickSpread() const noexcept
Indicates whether ReducedTickSpread bit is set.
Definition Fields.h:4393
bool simpleInterCommoditySpread() const noexcept
Indicates whether SimpleInterCommoditySpread bit is set.
Definition Fields.h:4337
bool putSpreadVersusCallVersusUnderlying() const noexcept
Indicates whether PutSpreadVersusCallVersusUnderlying bit is set.
Definition Fields.h:4505
StrategyAuthorized(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4640
bool box() const noexcept
Indicates whether Box bit is set.
Definition Fields.h:4377
bool exchangeForPhysical() const noexcept
Indicates whether ExchangeForPhysical bit is set.
Definition Fields.h:4489
bool ratioInterContractSpread() const noexcept
Indicates whether RatioInterContractSpread bit is set.
Definition Fields.h:4609
bool combo() const noexcept
Indicates whether Combo bit is set.
Definition Fields.h:4281
bool strip() const noexcept
Indicates whether Strip bit is set.
Definition Fields.h:4305
bool synthetic() const noexcept
Indicates whether Synthetic bit is set.
Definition Fields.h:4521
bool callSpreadVersusPutVersusUnderlying() const noexcept
Indicates whether CallSpreadVersusPutVersusUnderlying bit is set.
Definition Fields.h:4417
bool comboVersusUnderlying() const noexcept
Indicates whether ComboVersusUnderlying bit is set.
Definition Fields.h:4473
bool condorVersusUnderlying() const noexcept
Indicates whether CondorVersusUnderlying bit is set.
Definition Fields.h:4537
bool operator!=(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4654
bool condor() const noexcept
Indicates whether Condor bit is set.
Definition Fields.h:4369
bool straddleVersusUnderlying() const noexcept
Indicates whether StraddleVersusUnderlying bit is set.
Definition Fields.h:4529
bool ladder() const noexcept
Indicates whether Ladder bit is set.
Definition Fields.h:4297
bool diagonalCalendarSpread() const noexcept
Indicates whether DiagonalCalendarSpread bit is set.
Definition Fields.h:4249
bool callSpreadVersusSellAPut() const noexcept
Indicates whether CallSpreadVersusSellAPut bit is set.
Definition Fields.h:4569
bool operator==(const StrategyAuthorized &other) const noexcept
Compares encoded data.
Definition Fields.h:4664
bool icsTwoSidedCombinationSameExpiry() const noexcept
Indicates whether ICSTwoSidedCombinationSameExpiry bit is set.
Definition Fields.h:4601
bool twoByOneCallOrPutRatioSpreadVersusUnderlying() const noexcept
Indicates whether TwoByOneCallOrPutRatioSpreadVersusUnderlying bit is set.
Definition Fields.h:4457
bool callPutDiagonalCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallPutDiagonalCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4441
bool ironButterflyVersusUnderlying() const noexcept
Indicates whether IronButterflyVersusUnderlying bit is set.
Definition Fields.h:4465
bool strangle() const noexcept
Indicates whether Strangle bit is set.
Definition Fields.h:4289
bool ratioSpreadOption() const noexcept
Indicates whether RatioSpreadOption bit is set.
Definition Fields.h:4625
bool callOrPutCalendarSpreadVersusUnderlying() const noexcept
Indicates whether CallOrPutCalendarSpreadVersusUnderlying bit is set.
Definition Fields.h:4433
bool strangleVersusUnderlying() const noexcept
Indicates whether StrangleVersusUnderlying bit is set.
Definition Fields.h:4481
bool buyWrite() const noexcept
Indicates whether BuyWrite bit is set.
Definition Fields.h:4545
bool putSpreadVersusSellACall() const noexcept
Indicates whether PutSpreadVersusSellACall bit is set.
Definition Fields.h:4577
bool spread() const noexcept
Indicates whether Spread bit is set.
Definition Fields.h:4233
bool ironCondor() const noexcept
Indicates whether IronCondor bit is set.
Definition Fields.h:4561
@ CallOrPutCalendarSpreadVersusUnderlying
CallOrPutCalendarSpreadVersusUnderlying.
Definition Fields.h:915
@ IronButterflyVersusUnderlying
IronButterflyVersusUnderlying.
Definition Fields.h:927
@ DiagonalStraddleCalendarSpreadVersusUnderlying
DiagonalStraddleCalendarSpreadVersusUnderlying.
Definition Fields.h:945
@ ICSTwoSidedCombinationSameExpiry
ICSTwoSidedCombinationSameExpiry.
Definition Fields.h:978
@ ICSOneSidedCombinationSameExpiry
ICSOneSidedCombinationSameExpiry.
Definition Fields.h:975
@ StraddleCalendarSpreadVersusUnderlying
StraddleCalendarSpreadVersusUnderlying.
Definition Fields.h:939
@ TwoByOneCallOrPutRatioSpreadVersusUnderlying
TwoByOneCallOrPutRatioSpreadVersusUnderlying.
Definition Fields.h:924
@ PutStraddleVersusSellACallOrAPut
PutStraddleVersusSellACallOrAPut.
Definition Fields.h:972
@ CallPutDiagonalCalendarSpreadVersusUnderlying
CallPutDiagonalCalendarSpreadVersusUnderlying.
Definition Fields.h:918
@ CallOrPutSpreadVersusUnderlying
CallOrPutSpreadVersusUnderlying.
Definition Fields.h:912
@ CallSpreadVersusPutOrPutSpreadVersusCall
CallSpreadVersusPutOrPutSpreadVersusCall.
Definition Fields.h:984
@ DiagonalStraddleCalendarSpread
DiagonalStraddleCalendarSpread.
Definition Fields.h:876
@ CallSpreadVersusPutVersusUnderlying
CallSpreadVersusPutVersusUnderlying.
Definition Fields.h:909
@ PutSpreadVersusCallVersusUnderlying
PutSpreadVersusCallVersusUnderlying.
Definition Fields.h:942
@ ChangeRateNotAppliedToTheStrikePrice
ChangeRateNotAppliedToTheStrikePrice.
Definition Fields.h:618
@ ChangeRateAppliedToTheStrikePrice
ChangeRateAppliedToTheStrikePrice.
Definition Fields.h:621
@ NotEligibleToPEATheStockHasNeverBeenAMonoryStock
NotEligibleToPEATheStockHasNeverBeenAMonoryStock.
Definition Fields.h:3348
TradeQualifier(Bits bits=0) noexcept
Constructs from a value.
Definition Fields.h:4002
bool passiveOrder() const noexcept
Indicates whether PassiveOrder bit is set.
Definition Fields.h:3947
bool operator==(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4026
bool tradeCreationByMarketOperations() const noexcept
Indicates whether TradeCreationByMarketOperations bit is set.
Definition Fields.h:3963
bool navTradeExpressedInPriceCurrency() const noexcept
Indicates whether NAVTradeExpressedInPriceCurrency bit is set.
Definition Fields.h:3979
bool aggressiveOrder() const noexcept
Indicates whether AggressiveOrder bit is set.
Definition Fields.h:3955
bool operator!=(const TradeQualifier &other) const noexcept
Compares encoded data.
Definition Fields.h:4016
bool deferredPublication() const noexcept
Indicates whether DeferredPublication bit is set.
Definition Fields.h:3987
bool firstTradePrice() const noexcept
Indicates whether FirstTradePrice bit is set.
Definition Fields.h:3939
UInt8 Bits
Aliases integral type whose bits are used to indicate flag presence.
Definition Fields.h:3912
bool uncrossingTrade() const noexcept
Indicates whether UncrossingTrade bit is set.
Definition Fields.h:3931
bool navTradeExpressedInBps() const noexcept
Indicates whether NAVTradeExpressedInBps bit is set.
Definition Fields.h:3971
@ StrategyLegConventionalTradeProvisionalPrice
StrategyLegConventionalTradeProvisionalPrice.
Definition Fields.h:2115
@ DeltaNeutralTradeUnderlyingFutureLeg
DeltaNeutralTradeUnderlyingFutureLeg.
Definition Fields.h:2049
@ LargeInScaleLiSTradeProvisionalPrice
LargeInScaleLiSTradeProvisionalPrice.
Definition Fields.h:2100
@ GuaranteedCrossNegotiatedDealOILQ
GuaranteedCrossNegotiatedDealOILQ.
Definition Fields.h:2064
@ LargeInScaleTradeInBasisPoints
LargeInScaleTradeInBasisPoints.
Definition Fields.h:2070
@ StrategyLegConventionalTrade
StrategyLegConventionalTrade.
Definition Fields.h:1989
@ LargeInScaleLiSPackageTrade
LargeInScaleLiSPackageTrade.
Definition Fields.h:1971
@ ConventionalTradeProvisionalPrice
ConventionalTradeProvisionalPrice.
Definition Fields.h:2097
@ RequestForCrossStrategyLegTrade
RequestForCrossStrategyLegTrade.
Definition Fields.h:2040
@ StrategyLegGuaranteedCrossTrade
StrategyLegGuaranteedCrossTrade.
Definition Fields.h:1998
@ LargeInScaleLiSPackageTradeProvisionalPrice
LargeInScaleLiSPackageTradeProvisionalPrice.
Definition Fields.h:2103
@ StrategyLegLargeInScaleTradeInBasisPoints
StrategyLegLargeInScaleTradeInBasisPoints.
Definition Fields.h:2076
@ LargeInScalePackageTradeInBasisPoints
LargeInScalePackageTradeInBasisPoints.
Definition Fields.h:2073
@ GuaranteedCrossNegotiatedDealNLIQ
GuaranteedCrossNegotiatedDealNLIQ.
Definition Fields.h:2061
@ ETFMTFNAVDarkTradePriceInBp
ETFMTFNAVDarkTradePriceInBp.
Definition Fields.h:2058
@ StrategyLegExchangeForSwapTrade
StrategyLegExchangeForSwapTrade.
Definition Fields.h:2007
@ StrategyLegAgainstActualTrade
StrategyLegAgainstActualTrade.
Definition Fields.h:2001
@ StrategyLegLargeInScaleLiSTrade
StrategyLegLargeInScaleLiSTrade.
Definition Fields.h:1992
@ StrategyLegExchangeForPhysicalTrade
StrategyLegExchangeForPhysicalTrade.
Definition Fields.h:2010
@ ExchangeForPhysicalTradeCashLeg
ExchangeForPhysicalTradeCashLeg.
Definition Fields.h:1986
@ DeltaNeutralTradeUnderlyingCashLeg
DeltaNeutralTradeUnderlyingCashLeg.
Definition Fields.h:2025
@ StrategyLegAssetAllocationTrade
StrategyLegAssetAllocationTrade.
Definition Fields.h:2004
@ ChangeRateNotAppliedToTheTradedPrice
ChangeRateNotAppliedToTheTradedPrice.
Definition Fields.h:640
@ RegulatedMarketAllSecuritiesSpecialSegment
RegulatedMarketAllSecuritiesSpecialSegment.
Definition Fields.h:3403
@ RegulatedMarketEquitiesOtherInstruments
RegulatedMarketEquitiesOtherInstruments.
Definition Fields.h:3406
@ NonRegulatedMarketInstrumentsTradedOnTheFreeMarket
NonRegulatedMarketInstrumentsTradedOnTheFreeMarket.
Definition Fields.h:3382
@ InstrumentsTradedOnTheSecondaryMarket
InstrumentsTradedOnTheSecondaryMarket.
Definition Fields.h:3376
@ InstrumentsTradedOnThePrimaryMarket
InstrumentsTradedOnThePrimaryMarket.
Definition Fields.h:3373
@ OPCVMSICOMINonListedFrenchInvestmentFunds
OPCVMSICOMINonListedFrenchInvestmentFunds.
Definition Fields.h:3409