Enumerations.h

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/**
 * \file
 * \brief Declare ICE iMpact enumerations
 */
/*
 * Copyright (c) Onix Solutions Limited. All rights reserved.
 *
 * This software owned by Onix Solutions Limited and is protected by copyright law
 * and international copyright treaties.
 *
 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
 * Services Agreement (the Agreement) and Customer end user license agreements granting
 * a non-assignable, non-transferable and non-exclusive license to use the software
 * for it's own data processing purposes under the terms defined in the Agreement.
 *
 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
 * of this source code or associated reference material to any other location for further reproduction
 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
 *
 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
 * the terms of the Agreement is a violation of copyright law.
 */

#pragma once

#include "Export.h"
#include "Types.h"

#include <ostream>
#include <string>

namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

/// Trading side constants.
struct ONIXS_ICEMDH_EXPORT Side
{
    /// \copydoc Side
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Bid side.
        Bid = '1',
        /// Offer side.
        Offer = '2'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Aggressor side constants.
struct ONIXS_ICEMDH_EXPORT AggressorSide
{
    /// \copydoc AggressorSide
    enum Enum
    {
        /// No aggressor.
        NoAggressor = ' ',
        /// Buy side.
        Buy = '1',
        /// Sell side.
        Sell = '2'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Security type constants.
struct ONIXS_ICEMDH_EXPORT SecurityType
{
    /// \copydoc SecurityType
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Futures/OTC.
        Futures = 'F',
        /// Options.
        Options = 'O',
        /// UDS Options markets.
        UdsOptionsMarkets = 'U',
        /// UDS Futures markets.
        UdsFuturesMarkets = 'D'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Depth of order book constants.
struct ONIXS_ICEMDH_EXPORT BookDepth
{
    /// \copydoc BookDepth
    enum Enum
    {
        /// Full Order Depth.
        FOD = 0,
        /// Top 5 Price Level.
        TOP5PL = 1,
        /// Top 10 Price Level.
        TOP10PL = 2,
        /// Top Of Book (Options Only).
        TOB = 3
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Market sub-type constants.
struct ONIXS_ICEMDH_EXPORT MarketSubType
{
    /// \copydoc MarketSubType
    enum Enum
    {
        /// The enhanced implication technology is disabled.
        NonImplied = 0,
        /// The enhanced implication technology is activated.
        FullImplied = 1
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Settlement type constants.
struct ONIXS_ICEMDH_EXPORT SettlementType
{
    /// \copydoc SettlementType
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Financial.
        Financial = '0',
        /// Physical.
        Physical = '1'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Option type constants.
struct ONIXS_ICEMDH_EXPORT OptionType
{
    /// \copydoc OptionType
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Call.
        Call = 'C',
        /// Put.
        Put = 'P'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Option settlement type constants.
struct ONIXS_ICEMDH_EXPORT OptionsStyle
{
    /// \copydoc OptionsStyle
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// American.
        American = 'A',
        /// European.
        European = 'E',
        /// None.
        None = '0',
        /// Asian.
        Asian = '3',
        /// One time.
        OneTime = '4'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Option expiration type constants.
struct ONIXS_ICEMDH_EXPORT OptionsExpirationType
{
    /// \copydoc OptionsExpirationType
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Monthly.
        Monthly = 'M',
        /// Daily.
        Daily = 'D'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Defines known trade investigation statuses.
struct ONIXS_ICEMDH_EXPORT TradeInvestigationStatus
{
    /// \copydoc TradeInvestigationStatus
    enum Enum
    {
        /// Investigation status is not defined yet.
        Undefined = ' ',
        /// Trade is under investigation.
        UnderInvestigation = '1',
        /// Trade investigation is completed.
        InvestigationCompleted = '2'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known types of block trade.
struct ONIXS_ICEMDH_EXPORT OffMarketTradeType
{
    /// \copydoc OffMarketTradeType
    enum Enum
    {
        /// Regular trade is an order book trade. When someone sends a buy order
        /// and a sell order with a matching price, that is a regular trade.
        Regular = ' ',
        /// ICE EFRP.
        IceEfrp = '2',
        /// ICE BLK.
        IceBlk = '3',
        /// Basis Trade.
        Basis = '4',
        /// Guaranteed Cross.
        GuaranteedCross = '5',
        /// Volatility Contingent Trade.
        VolatilityContingent = '6',
        /// Stock Contingent Trade.
        StockContingent = '7',
        /// CCX EFP Trade.
        CxcEfp = '9',
        /// Other Clearing Venue.
        OtherClearingVenue = 'A',
        /// N2EX Trade.
        N2ex = 'D',
        /// EFP Trade.
        Efp = 'E',
        /// EEX Trade.
        Eex = 'G',
        /// EFP/EFS Contra Trade.
        EfpEfsContra = 'F',
        /// EFM Trade.
        Efm = 'I',
        /// EFR Trade.
        Efr = 'J',
        /// Block Trade.
        Block = 'K',
        /// NG EFP/EFS Trade.
        NgEfpEfs = 'O',
        /// EOO Trade (for US Futures Options only).
        Eoo = 'Q',
        /// EFS Trade.
        Efs = 'S',
        /// Contra Trade.
        Contra = 'T',
        /// CPBLK Trade.
        Cpblk = 'U',
        /// Bilateral Off-Exchange Trade.
        BilateralOffExchange = 'V',
        /// Bilateral Cross Contra Trade.
        BilateralCrossContra = 'Y',
        /// Asset Allocation.
        AssetAllocation = 16705,
        /// Trade at Market (TAM/SBK).
        TradeAtMarket = 21314
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Extra flags for trade message.
struct ONIXS_ICEMDH_EXPORT TradeExtraFlags
{
    /// \copydoc TradeExtraFlags
    enum Enum
    {
        /// No special flags.
        None = 0,
        /// Indicates this is a RFC Crossing Deal.
        isRfcCrossing = 1,
        /// Indicates the deal is outside of IPL (when IPL is enabled) if set to
        /// 1. When set to 1, such deal should not be included in market stats.
        /// This could only happen in leg markets due to implied orders.
        isLegDealOutsideIPL = 2,
        /// This trade has no outright originator order in the same market. The
        /// originator side is either implied or from a different market. This
        /// field should not be used to determine how market statistics are
        /// calculated.
        hasNoDirectOutrightOriginator = 4,
        /// Indicates if the trade is a system priced leg from a composite
        /// strategy.
        isVerticalSplit = 8,
        /// Indicates that this trade has no outright taker order in the same
        /// market. The taker side is either implied or from a different market.
        hasNoDirectOutrightTaker = 16,
        /// Indicates that this future trade is part of an option strategy
        /// (hedged).
        isOptionStrategyHedge = 32
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Extra flags for Add/Modify Order message.
struct ONIXS_ICEMDH_EXPORT AddModifyOrderExtraFlags
{
    /// \copydoc AddModifyOrderExtraFlags
    enum Enum
    {
        /// No special flags.
        None = 0,
        /// Indicate this is to Modify existing order.
        isModifyOrder = 1
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known trading statuses.
struct ONIXS_ICEMDH_EXPORT TradingStatus
{
    /// \copydoc TradingStatus
    enum Enum
    {
        /// Trading status is not defined.
        Undefined = ' ',
        /// Trading is open.
        Open = 'O',
        /// Trading is closed.
        Close = 'C',
        /// Trading is expired (only used for product/market definition messages).
        Expired = 'E',
        /// Trading is about to be opened.
        PreOpen = '1',
        /// Trading is about to be closed.
        PreClose = '2',
        /// Trading is suspended.
        Suspended = 'S'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known market event types.
struct ONIXS_ICEMDH_EXPORT MarketEventType
{
    /// \copydoc MarketEventType
    enum Enum
    {
        /// Market event type is not defined.
        Undefined = ' ',
        /// Implication Disabled for the Market.
        ImplicationDisabled = 'A',
        /// TRF Market Update.
        TRFMarketUpdate = 'B',
        /// TPL Hold Exit.
        TPLHoldExit = 'C'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known marker index prices statuses.
struct ONIXS_ICEMDH_EXPORT MarkerIndexPricesStatus
{
    /// \copydoc MarkerIndexPricesStatus
    enum Enum
    {
        /// For non-Endex Spot markets.
        Undefined = ' ',
        /// Current.
        Current = 'C',
        /// Default.
        Default = 'D',
        /// Final.
        Final = 'F'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known message bundle markers.
struct ONIXS_ICEMDH_EXPORT StartOrEnd
{
    /// \copydoc StartOrEnd
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Start of a message bundle.
        Start = 'S',
        /// End of a message bundle.
        End = 'E'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known event codes.
struct ONIXS_ICEMDH_EXPORT EventCode
{
    /// \copydoc EventCode
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Normal trade.
        NormalTrade = '0',
        /// Cancelled trade.
        CancelledTrade = '1',
        /// Adjusted trade.
        AdjustedTrade = '2'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known IPL bound violation types.
struct ONIXS_ICEMDH_EXPORT IPLBoundViolation
{
    /// \copydoc IPLBoundViolation
    enum Enum
    {
        /// N/A when end of hold.
        Undefined = ' ',
        /// IPL Upper bound violation (Bidding too high).
        BiddingTooHigh = 'Y',
        /// IPL Lower bound violation (Asking too low).
        AskingTooLow = 'N'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known types of system priced legs.
struct ONIXS_ICEMDH_EXPORT SystemPricedLegType
{
    /// \copydoc SystemPricedLegType
    enum Enum
    {
        /// Undefined type.
        Undefined = ' ',
        /// Identifies system priced crack spread leg.
        SpreadLeg = 'C',
        /// Identifies system priced leg.
        Leg = 'S'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known security sub types.
struct ONIXS_ICEMDH_EXPORT SecuritySubType
{
    /// \copydoc SecuritySubType
    enum Enum
    {
        /// None.
        NONE = 0,
        /// Call.
        CALL = 1,
        /// Put.
        PUT = 2,
        /// Futures Butterfly.
        FFLY = 3,
        /// Call Butterfly.
        CALLFLY = 4,
        /// Put Butterfly.
        PUTFLY = 5,
        /// Call Spread.
        CALLSPR = 6,
        /// Put Spread.
        PUTSPR = 7,
        /// Diagonal Call Spread.
        CALLDIAGSP = 9,
        /// Diagonal Put Spread.
        PUTDIAGSP = 10,
        /// Gut Strangle.
        GUT = 11,
        /// 1x2 Call Spread (to the 2).
        RATIOCSPR = 12,
        /// 1x2 Put Spread (to the 2).
        RATIOPSPR = 13,
        /// Iron Butterfly.
        IFLY = 14,
        /// Cleared Combo.
        COMBO = 15,
        /// Strangle.
        STRANGLE = 16,
        /// Call Ladder (tree).
        CALLLADR = 17,
        /// Put Ladder (tree).
        PUTLADR = 18,
        /// Straddle Spread.
        CALSTRD = 19,
        /// Reversal/Conversion (to the Call).
        REVCON = 21,
        /// Straddle.
        STRADDLE = 22,
        /// Futures Condor.
        FCONDR = 23,
        /// Call Condor.
        CALLCONDR = 24,
        /// Put Condor.
        PUTCONDR = 25,
        /// Box.
        BOX = 26,
        /// Synthetic Underlying.
        SYN = 33,
        /// Call Spread vs Put : 3 way.
        CALLSPRP = 34,
        /// Put Spread vs Call : 3 way.
        PUTSPRC = 35,
        /// Straddle vs Call : 3 way.
        CALL3WAY = 36,
        /// Straddle vs Put : 3 way.
        PUT3WAY = 37,
        /// Call Calendar Spread.
        CALLCALSPR = 38,
        /// Put Calendar Spread.
        PUTCALSPR = 39,
        /// Iron Condor.
        ICONDR = 40,
        /// Jelly Roll.
        JROLL = 41,
        /// Hedged 1x2 Call Spread (to the 2).
        RATIOCSPRX = 42,
        /// Hedged 1x2 Put Spread (to the 2).
        RATIOPSPRX = 43,
        /// Call Spread versus Sell Put - Hedge.
        SPRVSPX = 44,
        /// Put Spread versus Sell Call + Hedge.
        SPRVSCX = 45,
        /// Hedged Call Calendar.
        CALLCALX = 46,
        /// Hedged Put Calendar.
        PUTCALX = 47,
        /// Hedged Call Ladder (tree).
        CALLLADRX = 48,
        /// Hedged Put Ladder (tree).
        PUTLADRX = 49,
        /// Hedged Call Spread.
        CALLSPRX = 50,
        /// Hedged Put Spread.
        PUTSPRX = 51,
        /// Hedged Straddle.
        STRDX = 53,
        /// Hedged Strangle.
        STRGX = 54,
        /// Hedged Call.
        CALLX = 55,
        /// Hedged Put.
        PUTX = 56,
        /// Custom.
        CUST = 58,
        /// Hedged Straddle Spread.
        CALSTRDX = 59,
        /// Hedged Call Condor.
        CCONDRX = 60,
        /// Hedged Put Condor.
        PCONDRX = 61,
        /// Hedged Diagonal Call Spread.
        CDIAGX = 63,
        /// Hedged Diagonal Put Spread.
        PDIAGX = 64,
        /// Hedged Call Butterfly.
        CFLYX = 65,
        /// Hedged Put Butterfly.
        PFLYX = 66,
        /// Hedged Guts Strangle.
        GUTX = 67,
        /// Hedged Iron Condor.
        ICONDRX = 68,
        /// Hedged Iron Butterfly.
        IFLYX = 69,
        /// Fence (to the call).
        FENCECALL = 70,
        /// Fence (to the put).
        FENCEPUT = 71,
        /// Hedged Fence (to the call).
        FENCECALLX = 72,
        /// Hedged Fence (to the put).
        FENCEPUTX = 73,
        /// 1x2 Call Spread (to the 1).
        RATIOCSPR1 = 74,
        /// 1x2 Put Spread (to the 1).
        RATIOPSPR1 = 75,
        /// Hedged 1x2 Call Spread (to the 1).
        RATIOCSPR1X = 76,
        /// Hedged 1x2 Put Spread (to the 1).
        RATIOPSPR1X = 77,
        /// Ratio.
        RATIOSTRATEGY = 84,
        /// Ratio Location.
        RATIOLOCSTRATEGY = 85,
        /// Inter-Exchange Location Strategy.
        INTEREXLOCSTRATEGY = 86,
        /// Discount Spreads.
        DISCSPR = 88,
        /// Location Spreads.
        LOCSPR = 89,
        /// Platts Diff Spread.
        PLATDIFSPR = 90,
        /// Platts Spread.
        PLATTSPR = 91,
        /// OTC Gas Oil Crack.
        OILCRACK = 92,
        /// Balmo over Month.
        BALMOSPR = 93,
        /// Ratio Spread.
        RATIOSPR = 94,
        /// Volumetric Spread.
        VOLSPR = 95,
        /// Heat Rate.
        HEATRATE = 96,
        /// CRACK Spread.
        CRACK = 97,
        /// Combo Spread.
        COMBOSPR = 98,
        /// Spread S.
        SPR = 99,
        /// Pack(no color).
        PACK = 100,
        /// Pack (White).
        WHTPACK = 101,
        /// Pack (Red).
        REDPACK = 102,
        /// Pack (Green).
        GRNPACK = 103,
        /// Pack (Blue).
        BLUPACK = 104,
        /// Pack (Gold).
        GLDPACK = 105,
        /// Pack (Purple).
        PURPACK = 106,
        /// Pack (Orange).
        ORNPACK = 107,
        /// Pack (Pink).
        PNKPACK = 108,
        /// Pack (Silver).
        SILPACK = 109,
        /// Pack (Copper).
        COPPACK = 110,
        /// Call Location Spread.
        CALLLOCSPR = 138,
        /// Put Location Spread.
        PUTLOCSPR = 139,
        /// Hedged Call Location Spread.
        CALLLOCSPRX = 140,
        /// Hedged Put Location Spread.
        PUTLOCSPRX = 141,
        /// Futures Box.
        FUTBOX = 142,
        /// Bundle (no color).
        BNDL = 200,
        /// Bundle (2yr).
        BNDLY2 = 201,
        /// Bundle (3yr).
        BNDLY3 = 202,
        /// Bundle (4yr).
        BNDLY4 = 203,
        /// Bundle (5yr).
        BNDLY5 = 204,
        /// Bundle (6yr).
        BNDLY6 = 205,
        /// Bundle (7yr).
        BNDLY7 = 206,
        /// Bundle (8yr).
        BNDLY8 = 207,
        /// Bundle (9yr).
        BNDLY9 = 208,
        /// Bundle (10yr).
        BNDLY10 = 209,
        /// Location basket - month.
        LOCBMONTH = 300,
        /// Location basket - quarter.
        LOCBQUARTER = 301,
        /// Location basket - period.
        LOCBPERIOD = 302,
        /// Location basket - year.
        LOCBYEAR = 303,
        /// Balmo.
        BALMO = 400,
        /// Next Day.
        NEXTDAY = 410,
        /// CFD.
        CFD = 411,
        /// Weekend.
        WKND = 412,
        /// Single Day.
        SINGLEDAY = 413,
        /// Custom Daily.
        CUSTDAILY = 414,
        /// Hourly.
        HOURLY = 415,
        /// Month.
        MONTH = 416,
        /// Balweek.
        BALWK = 450,
        /// Basket.
        KYOTO = 500,
        /// Custom Monthly.
        CUSTMONTHLY = 550,
        /// NextWeek.
        NEXTWK = 600,
        /// Period.
        PERIOD = 700,
        /// Custom Daily CFD.
        CUSTDAILYCFD = 711,
        /// Custom Daily 7X8.
        CUSTDAILY7X8 = 712,
        /// Custom Daily 7X16.
        CUSTDAILY7X16 = 713,
        /// Custom Daily Off-Peak X16.
        CUSTDAILYOPX16 = 715,
        /// Quarter.
        QTR = 800,
        /// Year.
        YEAR = 900
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Login result code.
struct ONIXS_ICEMDH_EXPORT LoginResult
{
    /// \copydoc LoginResult
    enum Enum
    {
        /// Success.
        Success = '0',
        /// Invalid Login.
        InvalidLogin = '1',
        /// Password Expired.
        PasswordExpired = '3',
        /// Other.
        Other = 'X'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Exchange silo code for the market.
struct ONIXS_ICEMDH_EXPORT ExchangeSilo
{
    /// \copydoc ExchangeSilo
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// ICE.
        ICE = '0',
        /// Endex.
        Endex = '1',
        /// Liffe.
        LIFFE = '2'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Indicates Strategy Publication Preference.
struct ONIXS_ICEMDH_EXPORT StrategyPreference
{
    /// \copydoc StrategyPreference
    enum Enum
    {
        /// Legacy Strategy Information (Default if not sent).
        Legacy = '0',
        /// New Strategy Information.
        New = '1'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Fixing Transition Status.
struct ONIXS_ICEMDH_EXPORT FixingTransitionStatus
{
    /// \copydoc FixingTransitionStatus
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Closed.
        Closed = 'C',
        /// Preopen.
        Preopen = 'P',
        /// Lockdown.
        Lockdown = 'L'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Block Type.
struct ONIXS_ICEMDH_EXPORT BlockType
{
    /// \copydoc BlockType
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// Regular.
        Regular = '0',
        /// Private and Confidential.
        PrivateAndConfidential = '1',
        /// Delayed Publication.
        DelayedPublication = '2',
        /// Large In Scale (LIS).
        LargeInScale = '3'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Market Transparency Type.
struct ONIXS_ICEMDH_EXPORT MarketTransparencyType
{
    /// \copydoc MarketTransparencyType
    enum Enum
    {
        /// ICE market.
        ICE = 0,
        /// Platts market.
        Platts = 1
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Multicast Channel Group Type.
struct ONIXS_ICEMDH_EXPORT MulticastChannelGroupType
{
    /// \copydoc MulticastChannelGroupType
    enum Enum
    {
        /// Futures Regular.
        FuturesRegular = '1',
        /// Futures Full Implied.
        FuturesFullImplied = '2',
        /// Options TOB.
        OptionsTOB = '3',
        /// Options Top10PL.
        OptionsTop10PL = '4'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// IPL Hold Type.
struct ONIXS_ICEMDH_EXPORT IplTplHoldType
{
    /// \copydoc IplTplHoldType
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// IPL/TPL Hold Start.
        Start = 'S',
        /// IPL/TPL Hold End.
        End = 'E'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// IPL/TPL Type.
struct ONIXS_ICEMDH_EXPORT IplTplType
{
    /// \copydoc IplTplType
    enum Enum
    {
        /// Undefined.
        Undefined = ' ',
        /// IPL.
        IPL = 'I',
        /// TPL.
        TPL = 'T'
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

/// Known market types.
struct ONIXS_ICEMDH_EXPORT KnownMarketTypes
{
    /// \copydoc KnownMarketTypes
    enum Enum
    {
        /// Financial Gas.
        FinancialGas = 0,
        /// Financial Power.
        FinancialPower = 1,
        /// Oil.
        Oil = 2,
        /// IPE Natural Gas Futures.
        IpeNaturalGasFutures = 3,
        /// IPE Gas Oil Futures.
        IpeGasOilFutures = 4,
        /// IPE Brent Futures.
        IpeBrentFutures = 5,
        /// IPE UK Electricity Futures Peak.
        IpeUkElectricityFuturesPeak = 7,
        /// IPE UK Electricity Futures Base.
        IpeUkElectricityFuturesBase = 8,
        /// ICE WTI Crude Futures.
        IceWtiCrudeFutures = 9,
        /// gC Newcastle Coal Futures.
        GcNewcastleCoalFutures = 10,
        /// ICE Brent-WTI Futures Spread.
        IceBrentWtiFuturesSpread = 11,
        /// ICE Heating Oil Futures.
        IceHeatingOilFutures = 13,
        /// ICE Heating Oil/WTI Futures Crack.
        IceHeatingOilWtiFuturesCrack = 14,
        /// ICE NYH (RBOB) Gasoline Futures.
        IceNyhRbobGasolineFutures = 15,
        /// ICE NYH (RBOB) Gasoline/WTI Futures Crack.
        IceNyhRbobGasolineWtiFuturesCrack = 16,
        /// ICE Rotterdam Coal Futures.
        IceRotterdamCoalFutures = 17,
        /// ICE Richards Bay Coal Futures.
        IceRichardsBayCoalFutures = 18,
        /// ICE Rotterdam/Richards Bay Coal Futures Spread.
        IceRotterdamRichardsBayCoalFuturesSpread = 19,
        /// Cocoa.
        Cocoa = 20,
        /// Coffee C.
        CoffeeC = 21,
        /// Cotton No 2.
        CottonNo2 = 22,
        /// FCOJ A.
        FcojA = 23,
        /// Sugar No 11.
        SugarNo11 = 24,
        /// US Dollar Index.
        UsDollarIndex = 26,
        /// Canadian Oilseeds.
        CanadianOilseeds = 36,
        /// Foreign Exchange.
        ForeignExchange = 39,
        /// Financial Index Data.
        FinancialIndexData = 40,
        /// Sugar No 16.
        SugarNo16 = 41,
        /// Henry Hub.
        HenryHub = 44,
        /// Dutch TTF Gas Futures.
        DutchTtfGasFutures = 48,
        /// German Natural Gas Futures.
        GermanNaturalGasFutures = 50,
        /// European Gas Spreads.
        EuropeanGasSpreads = 51,
        /// Heating Oil/Brent Futures Crack.
        HeatingOilBrentFuturesCrack = 58,
        /// NYH (RBOB) Gasoline/Brent Futures Crack.
        NyhRbobGasolineBrentFuturesCrack = 59,
        /// Wet Freight.
        WetFreight = 60,
        /// Dry Freight.
        DryFreight = 61,
        /// NYH (RBOB) Gasoline/Heating Oil Spread.
        NyhRbobGasolineHeatingOilSpread = 66,
        /// Physical Environmental.
        PhysicalEnvironmental = 69,
        /// Heating Oil/LS Gasoil Futures Spread.
        HeatingOilLsGasoilFuturesSpread = 70,
        /// LS Gasoil/Brent Futures Crack.
        LsGasoilBrentFuturesCrack = 71,
        /// NYH (RBOB) Gasoline/LS Gasoil Futures Spread.
        NyhRbobGasolineLsGasoilFuturesSpread = 72,
        /// Financial LNG.
        FinancialLng = 93,
        /// Belgian Power Futures.
        BelgianPowerFutures = 98,
        /// Dutch Power Futures.
        DutchPowerFutures = 99,
        /// gC Newcastle/FOB Indo sub-bit Coal Futures.
        GcNewcastleFobIndoSubBitCoalFutures = 100,
        /// Richards Bay/gC Newcastle Coal Futures Spread.
        RichardsBayGcNewcastleCoalFuturesSpread = 101,
        /// FCOJ A Mini.
        FcojAMini = 102,
        /// European Power Spreads.
        EuropeanPowerSpreads = 111,
        /// Dutch TTF Gas Spot.
        DutchTtfGasSpot = 114,
        /// UK OCM Gas Spot.
        UkOcmGasSpot = 118,
        /// Financial Olefins.
        FinancialOlefins = 124,
        /// Financial Monomers.
        FinancialMonomers = 125,
        /// Endex Spot Market Indices.
        EndexSpotMarketIndices = 127,
        /// Interest Rate Futures.
        InterestRateFutures = 131,
        /// Singapore Energy.
        SingaporeEnergy = 133,
        /// Singapore Financials.
        SingaporeFinancials = 134,
        /// Italian Natural Gas Futures.
        ItalianNaturalGasFutures = 136,
        /// Gold Fixing.
        GoldFixing = 140,
        /// EU Financial Power Spreads.
        EuFinancialPowerSpreads = 142,
        /// EU Financial Power Futures.
        EuFinancialPowerFutures = 143,
        /// European Gas Futures.
        EuropeanGasFutures = 146,
        /// Silver Fixing.
        SilverFixing = 147,
        /// UK Spark Spread.
        UkSparkSpread = 149,
        /// Daily Metals.
        DailyMetals = 154,
        /// Financial US LNG.
        FinancialUsLng = 157,
        /// ICE Rotterdam/Newcastle Coal Futures Spread.
        IceRotterdamNewcastleCoalFuturesSpread = 160,
        /// Oil Americas.
        OilAmericas = 165,
        /// Permian WTI Futures.
        PermianWtiFutures = 168,
        /// Endex Equity Indices.
        EndexEquityIndices = 170,
        /// Endex Single Stock Options.
        EndexSingleStockOptions = 171,
        /// IFUS ICE Indices.
        IfusIceIndices = 172,
        /// SOFR Futures.
        SofrFutures = 177,
        /// Permian/Brent Futures Spread.
        PermianBrentFuturesSpread = 179,
        /// Permian/WTI Futures Spread.
        PermianWtiFuturesSpread = 180,
        /// Dubai Crude Futures.
        DubaiCrudeFutures = 184,
        /// LS Gasoil/Permian WTI Futures Crack.
        LsGasoilPermianWtiFuturesCrack = 188,
        /// Heating Oil/Permian WTI Futures Crack.
        HeatingOilPermianWtiFuturesCrack = 189,
        /// NYH (RBOB) Gasoline/Permian WTI Futures Crack.
        NyhRbobGasolinePermianWtiFuturesCrack = 190,
        /// LNG Freight.
        LngFreight = 193,
        /// Murban Crude.
        MurbanCrude = 194,
        /// Murban/Brent Spread.
        MurbanBrentSpread = 195,
        /// Oil Abu Dhabi.
        OilAbuDhabi = 196,
        /// Liffe STIRs.
        LiffeStirs = 200,
        /// Liffe Bonds.
        LiffeBonds = 202,
        /// Liffe Swapnotes.
        LiffeSwapnotes = 203,
        /// Liffe Commodities.
        LiffeCommodities = 205,
        /// IFUS Equity Indices.
        IfusEquityIndices = 207,
        /// Liffe Three Month Euro and EONIA.
        LiffeThreeMonthEuroAndEonia = 209,
        /// Liffe Equity Derivatives - Non-US Based.
        LiffeEquityDerivativesNonUsBased = 211,
        /// Liffe Index Options.
        LiffeIndexOptions = 213,
        /// Liffe Index Futures - US Restricted.
        LiffeIndexFuturesUsRestricted = 214,
        /// Liffe Index Futures - Non-US Restricted.
        LiffeIndexFuturesNonUsRestricted = 215,
        /// Murban/WTI Spread.
        MurbanWtiSpread = 216,
        /// Murban/Permian WTI Spread.
        MurbanPermianWtiSpread = 217,
        /// LS Gasoil/Murban Crack.
        LsGasoilMurbanCrack = 218,
        /// Oil Americas/WTI Spread.
        OilAmericasWtiSpread = 221,
        /// UK Emissions Allowances.
        UkEmissionsAllowances = 224,
        /// EU Emissions Allowances.
        EuEmissionsAllowances = 226,
        /// Oil Abu Dhabi/Brent Spread.
        OilAbuDhabiBrentSpread = 228,
        /// Murban/Dubai Spread.
        MurbanDubaiSpread = 230,
        /// Oil Abu Dhabi/Dubai Spread.
        OilAbuDhabiDubaiSpread = 231,
        /// Environmental Index Futures.
        EnvironmentalIndexFutures = 234,
        /// Carbon Offset Futures.
        CarbonOffsetFutures = 235,
        /// Murban/Oil Abu Dhabi Spread.
        MurbanOilAbuDhabiSpread = 236,
        /// IFUS SOFR Futures.
        IfusSofrFutures = 243,
        /// NGX Physical Gas.
        NgxPhysicalGas = 314,
        /// NGX Financial Power.
        NgxFinancialPower = 315,
        /// Financial NGL.
        FinancialNgl = 317,
        /// NGX Physical Environmental.
        NgxPhysicalEnvironmental = 323,
        /// TEST IPE.
        TestIpe = 600,
        /// TEST NYBOT.
        TestNybot = 601,
        /// TEST NDEX.
        TestNdex = 602,
        /// TEST LIFFEUK1.
        TestLiffeuk1 = 603,
        /// TEST LIFFEUK2.
        TestLiffeuk2 = 604
    };

    /// Deserializes constant from string representation.
    static Enum deserialize(const char*);

    /// Returns string representation.
    static const char* toString(Enum);
};

}}}} // namespace OnixS::ICE::iMpact::MarketData