OnixS C++ Fenics UST BIMP Market Data Handler  1.1.0
API documentation
Enumerations.h
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19 
20 #pragma once
21 
24 
25 #include <string>
26 
27 namespace OnixS
28 {
29  namespace FenicsUST
30  {
31  namespace MarketData
32  {
33  namespace Bimp
34  {
35  /// Event Codes
36  struct EventCode
37  {
38  /// Integral type used as basement for constants.
39  typedef UInt8 Base;
40 
41  enum Enum
42  {
43  StartOfDay = 'S',
44  EndOfDay = 'E',
46  };
47  };
48 
49  /// Appends string presentation of object.
50  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, EventCode::Enum);
51 
52  /// Returns string presentation of object.
53  inline std::string toStr(EventCode::Enum layout)
54  {
55  std::string str;
56 
57  toStr(str, layout);
58 
59  return str;
60  }
61 
62  /// Industry Identifier Types
64  {
65  /// Integral type used as basement for constants.
66  typedef UInt8 Base;
67 
68  enum Enum
69  {
70  ISIN = 'I',
71  CUSIP = 'C',
72  None = ' ',
73  };
74  };
75 
76  /// Appends string presentation of object.
77  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, IndustryIdentifierType::Enum);
78 
79  /// Returns string presentation of object.
80  inline std::string toStr(IndustryIdentifierType::Enum layout)
81  {
82  std::string str;
83 
84  toStr(str, layout);
85 
86  return str;
87  }
88 
89  /// Instrument Types
91  {
92  /// Integral type used as basement for constants.
93  typedef UInt8 Base;
94 
95  enum Enum
96  {
97  GovtBond = 'S',
98  MultiLeg = 'M',
99  };
100  };
101 
102  /// Appends string presentation of object.
103  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, InstrumentType::Enum);
104 
105  /// Returns string presentation of object.
106  inline std::string toStr(InstrumentType::Enum layout)
107  {
108  std::string str;
109 
110  toStr(str, layout);
111 
112  return str;
113  }
114 
115  /// Price Types
116  struct PriceType
117  {
118  /// Integral type used as basement for constants.
119  typedef UInt8 Base;
120 
121  enum Enum
122  {
123  PercentageOfPar = 1,
124  Discount = 4,
125  BasisPointsSpread = 6,
126  Yield = 9,
127  SovereignSpread = 99,
128  DollarPriceBack = 101,
129  YieldPointsBack = 102,
130  };
131  };
132 
133  /// Appends string presentation of object.
134  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, PriceType::Enum);
135 
136  /// Returns string presentation of object.
137  inline std::string toStr(PriceType::Enum layout)
138  {
139  std::string str;
140 
141  toStr(str, layout);
142 
143  return str;
144  }
145 
146  /// Match Algorithms
148  {
149  /// Integral type used as basement for constants.
150  typedef UInt8 Base;
151 
152  enum Enum
153  {
154  FIFO = 'F',
155  BlockBook = 'B',
156  };
157  };
158 
159  /// Appends string presentation of object.
160  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, MatchAlgorithm::Enum);
161 
162  /// Returns string presentation of object.
163  inline std::string toStr(MatchAlgorithm::Enum layout)
164  {
165  std::string str;
166 
167  toStr(str, layout);
168 
169  return str;
170  }
171 
172  /// Authenticity
174  {
175  /// Integral type used as basement for constants.
176  typedef UInt8 Base;
177 
178  enum Enum
179  {
180  LiveOrProduction = 'P',
181  Test = 'T',
182  };
183  };
184 
185  /// Appends string presentation of object.
186  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, Authenticity::Enum);
187 
188  /// Returns string presentation of object.
189  inline std::string toStr(Authenticity::Enum layout)
190  {
191  std::string str;
192 
193  toStr(str, layout);
194 
195  return str;
196  }
197 
198  /// Trading State
200  {
201  /// Integral type used as basement for constants.
202  typedef UInt8 Base;
203 
204  enum Enum
205  {
206  Halted = 'H',
207  Trading = 'T',
208  NonTradable = 'N'
209  };
210  };
211 
212  /// Appends string presentation of object.
213  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, TradingState::Enum);
214 
215  /// Returns string presentation of object.
216  inline std::string toStr(TradingState::Enum layout)
217  {
218  std::string str;
219 
220  toStr(str, layout);
221 
222  return str;
223  }
224 
225  /// Sides.
226  struct Side
227  {
228  /// Integral type used as basement for constants.
229  typedef UInt8 Base;
230 
231  enum Enum
232  {
233  Buy = 'B',
234  Sell = 'S',
235  };
236  };
237 
238  /// Appends string presentation of object.
239  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, Side::Enum);
240 
241  /// Returns string presentation of object.
242  inline std::string toStr(Side::Enum layout)
243  {
244  std::string str;
245 
246  toStr(str, layout);
247 
248  return str;
249  }
250 
251  /// Block Tier Ids.
252  struct BlockTierId
253  {
254  /// Integral type used as basement for constants.
255  typedef UInt8 Base;
256 
257  enum Enum
258  {
259  CLOB = 0,
260  SmallestBlockTier = 1,
261  LargestBlockTier = 'N',
262  };
263  };
264 
265  /// Appends string presentation of object.
266  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, BlockTierId::Enum);
267 
268  /// Returns string presentation of object.
269  inline std::string toStr(BlockTierId::Enum layout)
270  {
271  std::string str;
272 
273  toStr(str, layout);
274 
275  return str;
276  }
277 
278  /// Yes or Now.
279  struct YesOrNo
280  {
281  /// Integral type used as basement for constants.
282  typedef UInt8 Base;
283 
284  enum Enum
285  {
286  Yes = 'Y',
287  No = 'N',
288  };
289  };
290 
291  /// Appends string presentation of object.
292  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, YesOrNo::Enum);
293 
294  /// Returns string presentation of object.
295  inline std::string toStr(YesOrNo::Enum layout)
296  {
297  std::string str;
298 
299  toStr(str, layout);
300 
301  return str;
302  }
303 
304  /// Privilege States.
306  {
307  /// Integral type used as basement for constants.
308  typedef UInt8 Base;
309 
310  enum Enum
311  {
312  End = 0,
313  Active = 1,
314  };
315  };
316 
317  /// Appends string presentation of object.
318  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, PrivilegeState::Enum);
319 
320  /// Returns string presentation of object.
321  inline std::string toStr(PrivilegeState::Enum layout)
322  {
323  std::string str;
324 
325  toStr(str, layout);
326 
327  return str;
328  }
329 
330  /// Workup States.
331  struct WorkupState
332  {
333  /// Integral type used as basement for constants.
334  typedef UInt8 Base;
335 
336  enum Enum
337  {
338  None = 0,
339  Private = 1,
340  Public = 2,
341  End = 3,
342  };
343  };
344 
345  /// Appends string presentation of object.
346  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, WorkupState::Enum);
347 
348  /// Returns string presentation of object.
349  inline std::string toStr(WorkupState::Enum layout)
350  {
351  std::string str;
352 
353  toStr(str, layout);
354 
355  return str;
356  }
357  }
358  }
359  }
360 }
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:39
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:255
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:334
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:66
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:282
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:202
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:150
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:229
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:176
ONIXS_FENICSUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:308
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:93
UInt8 Base
Integral type used as basement for constants.
Definition: Enumerations.h:119