Enumerations.h

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/*
 * 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 {

struct ONIXS_ICEMDH_EXPORT Side
{
    enum Enum
    {
        Undefined = ' ',
        Bid = '1',
        Offer = '2'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT AggressorSide
{
    enum Enum
    {
        NoAggressor = ' ',
        Buy = '1',
        Sell = '2'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT SecurityType
{
    enum Enum
    {
        Undefined = ' ',
        Futures = 'F',
        Options = 'O',
        UdsOptionsMarkets = 'U',
        UdsFuturesMarkets = 'D'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT BookDepth
{
    enum Enum
    {
        FOD = 0,
        TOP5PL = 1,
        TOP10PL = 2,
        TOB = 3
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT MarketSubType
{
    enum Enum
    {
        NonImplied = 0,
        FullImplied = 1
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT SettlementType
{
    enum Enum
    {
        Undefined = ' ',
        Financial = '0',
        Physical = '1'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT OptionType
{
    enum Enum
    {
        Undefined = ' ',
        Call = 'C',
        Put = 'P'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT OptionsStyle
{
    enum Enum
    {
        Undefined = ' ',
        American = 'A',
        European = 'E',
        None = '0',
        Asian = '3',
        OneTime = '4'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT OptionsExpirationType
{
    enum Enum
    {
        Undefined = ' ',
        Monthly = 'M',
        Daily = 'D'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT TradeInvestigationStatus
{
    enum Enum
    {
        Undefined = ' ',
        UnderInvestigation = '1',
        InvestigationCompleted = '2'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT OffMarketTradeType
{
    enum Enum
    {
        Regular = ' ',
        IceEfrp = '2',
        IceBlk = '3',
        Basis = '4',
        GuaranteedCross = '5',
        VolatilityContingent = '6',
        StockContingent = '7',
        CxcEfp = '9',
        OtherClearingVenue = 'A',
        N2ex = 'D',
        Efp = 'E',
        Eex = 'G',
        EfpEfsContra = 'F',
        Efm = 'I',
        Efr = 'J',
        Block = 'K',
        NgEfpEfs = 'O',
        Eoo = 'Q',
        Efs = 'S',
        Contra = 'T',
        Cpblk = 'U',
        BilateralOffExchange = 'V',
        BilateralCrossContra = 'Y',
        AssetAllocation = 16705,
        TradeAtMarket = 21314
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT TradeExtraFlags
{
    enum Enum
    {
        None = 0,
        isRfcCrossing = 1,
        isLegDealOutsideIPL = 2,
        hasNoDirectOutrightOriginator = 4,
        isVerticalSplit = 8,
        hasNoDirectOutrightTaker = 16,
        isOptionStrategyHedge = 32
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT AddModifyOrderExtraFlags
{
    enum Enum
    {
        None = 0,
        isModifyOrder = 1
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT TradingStatus
{
    enum Enum
    {
        Undefined = ' ',
        Open = 'O',
        Close = 'C',
        Expired = 'E',
        PreOpen = '1',
        PreClose = '2',
        Suspended = 'S',
        Lockdown = 'L'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT MarketEventType
{
    enum Enum
    {
        Undefined = ' ',
        ImplicationDisabled = 'A',
        TRFMarketUpdate = 'B',
        TPLHoldExit = 'C'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT MarkerIndexPricesStatus
{
    enum Enum
    {
        Undefined = ' ',
        Current = 'C',
        Default = 'D',
        Final = 'F'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT StartOrEnd
{
    enum Enum
    {
        Undefined = ' ',
        Start = 'S',
        End = 'E'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT EventCode
{
    enum Enum
    {
        Undefined = ' ',
        NormalTrade = '0',
        CancelledTrade = '1',
        AdjustedTrade = '2'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT IPLBoundViolation
{
    enum Enum
    {
        Undefined = ' ',
        BiddingTooHigh = 'Y',
        AskingTooLow = 'N'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT SystemPricedLegType
{
    enum Enum
    {
        Undefined = ' ',
        SpreadLeg = 'C',
        Leg = 'S'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT SecuritySubType
{
    enum Enum
    {
        NONE = 0,
        CALL = 1,
        PUT = 2,
        FFLY = 3,
        CALLFLY = 4,
        PUTFLY = 5,
        CALLSPR = 6,
        PUTSPR = 7,
        CALLDIAGSP = 9,
        PUTDIAGSP = 10,
        GUT = 11,
        RATIOCSPR = 12,
        RATIOPSPR = 13,
        IFLY = 14,
        COMBO = 15,
        STRANGLE = 16,
        CALLLADR = 17,
        PUTLADR = 18,
        CALSTRD = 19,
        REVCON = 21,
        STRADDLE = 22,
        FCONDR = 23,
        CALLCONDR = 24,
        PUTCONDR = 25,
        BOX = 26,
        SYN = 33,
        CALLSPRP = 34,
        PUTSPRC = 35,
        CALL3WAY = 36,
        PUT3WAY = 37,
        CALLCALSPR = 38,
        PUTCALSPR = 39,
        ICONDR = 40,
        JROLL = 41,
        RATIOCSPRX = 42,
        RATIOPSPRX = 43,
        SPRVSPX = 44,
        SPRVSCX = 45,
        CALLCALX = 46,
        PUTCALX = 47,
        CALLLADRX = 48,
        PUTLADRX = 49,
        CALLSPRX = 50,
        PUTSPRX = 51,
        STRDX = 53,
        STRGX = 54,
        CALLX = 55,
        PUTX = 56,
        CUST = 58,
        CALSTRDX = 59,
        CCONDRX = 60,
        PCONDRX = 61,
        CDIAGX = 63,
        PDIAGX = 64,
        CFLYX = 65,
        PFLYX = 66,
        GUTX = 67,
        ICONDRX = 68,
        IFLYX = 69,
        FENCECALL = 70,
        FENCEPUT = 71,
        FENCECALLX = 72,
        FENCEPUTX = 73,
        RATIOCSPR1 = 74,
        RATIOPSPR1 = 75,
        RATIOCSPR1X = 76,
        RATIOPSPR1X = 77,
        RATIOSTRATEGY = 84,
        RATIOLOCSTRATEGY = 85,
        INTEREXLOCSTRATEGY = 86,
        DISCSPR = 88,
        LOCSPR = 89,
        PLATDIFSPR = 90,
        PLATTSPR = 91,
        OILCRACK = 92,
        BALMOSPR = 93,
        RATIOSPR = 94,
        VOLSPR = 95,
        HEATRATE = 96,
        CRACK = 97,
        COMBOSPR = 98,
        SPR = 99,
        PACK = 100,
        WHTPACK = 101,
        REDPACK = 102,
        GRNPACK = 103,
        BLUPACK = 104,
        GLDPACK = 105,
        PURPACK = 106,
        ORNPACK = 107,
        PNKPACK = 108,
        SILPACK = 109,
        COPPACK = 110,
        CALLLOCSPR = 138,
        PUTLOCSPR = 139,
        CALLLOCSPRX = 140,
        PUTLOCSPRX = 141,
        FUTBOX = 142,
        BNDL = 200,
        BNDLY2 = 201,
        BNDLY3 = 202,
        BNDLY4 = 203,
        BNDLY5 = 204,
        BNDLY6 = 205,
        BNDLY7 = 206,
        BNDLY8 = 207,
        BNDLY9 = 208,
        BNDLY10 = 209,
        LOCBMONTH = 300,
        LOCBQUARTER = 301,
        LOCBPERIOD = 302,
        LOCBYEAR = 303,
        BALMO = 400,
        NEXTDAY = 410,
        CFD = 411,
        WKND = 412,
        SINGLEDAY = 413,
        CUSTDAILY = 414,
        HOURLY = 415,
        MONTH = 416,
        BALWK = 450,
        KYOTO = 500,
        CUSTMONTHLY = 550,
        NEXTWK = 600,
        PERIOD = 700,
        CUSTDAILYCFD = 711,
        CUSTDAILY7X8 = 712,
        CUSTDAILY7X16 = 713,
        CUSTDAILYOPX16 = 715,
        QTR = 800,
        YEAR = 900
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT LoginResult
{
    enum Enum
    {
        Success = '0',
        InvalidLogin = '1',
        PasswordExpired = '3',
        Other = 'X'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT ExchangeSilo
{
    enum Enum
    {
        Undefined = ' ',
        ICE = '0',
        Endex = '1',
        LIFFE = '2'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT StrategyPreference
{
    enum Enum
    {
        Legacy = '0',
        New = '1'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT FixingTransitionStatus
{
    enum Enum
    {
        Undefined = ' ',
        Closed = 'C',
        Preopen = 'P',
        Lockdown = 'L'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT BlockType
{
    enum Enum
    {
        Undefined = ' ',
        Regular = '0',
        PrivateAndConfidential = '1',
        DelayedPublication = '2',
        LargeInScale = '3'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT MarketTransparencyType
{
    enum Enum
    {
        ICE = 0,
        Platts = 1
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT MulticastChannelGroupType
{
    enum Enum
    {
        FuturesRegular = '1',
        FuturesFullImplied = '2',
        OptionsTOB = '3',
        OptionsTop10PL = '4'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT IplTplHoldType
{
    enum Enum
    {
        Undefined = ' ',
        Start = 'S',
        End = 'E'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT IplTplType
{
    enum Enum
    {
        Undefined = ' ',
        IPL = 'I',
        TPL = 'T'
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};

struct ONIXS_ICEMDH_EXPORT KnownMarketTypes
{
    enum Enum
    {
        FinancialGas = 0,
        FinancialPower = 1,
        Oil = 2,
        IpeNaturalGasFutures = 3,
        IpeGasOilFutures = 4,
        IpeBrentFutures = 5,
        IpeUkElectricityFuturesPeak = 7,
        IpeUkElectricityFuturesBase = 8,
        IceWtiCrudeFutures = 9,
        GcNewcastleCoalFutures = 10,
        IceBrentWtiFuturesSpread = 11,
        IceHeatingOilFutures = 13,
        IceHeatingOilWtiFuturesCrack = 14,
        IceNyhRbobGasolineFutures = 15,
        IceNyhRbobGasolineWtiFuturesCrack = 16,
        IceRotterdamCoalFutures = 17,
        IceRichardsBayCoalFutures = 18,
        IceRotterdamRichardsBayCoalFuturesSpread = 19,
        Cocoa = 20,
        CoffeeC = 21,
        CottonNo2 = 22,
        FcojA = 23,
        SugarNo11 = 24,
        UsDollarIndex = 26,
        CanadianOilseeds = 36,
        ForeignExchange = 39,
        FinancialIndexData = 40,
        SugarNo16 = 41,
        HenryHub = 44,
        DutchTtfGasFutures = 48,
        GermanNaturalGasFutures = 50,
        EuropeanGasSpreads = 51,
        HeatingOilBrentFuturesCrack = 58,
        NyhRbobGasolineBrentFuturesCrack = 59,
        WetFreight = 60,
        DryFreight = 61,
        NyhRbobGasolineHeatingOilSpread = 66,
        PhysicalEnvironmental = 69,
        HeatingOilLsGasoilFuturesSpread = 70,
        LsGasoilBrentFuturesCrack = 71,
        NyhRbobGasolineLsGasoilFuturesSpread = 72,
        FinancialLng = 93,
        BelgianPowerFutures = 98,
        DutchPowerFutures = 99,
        GcNewcastleFobIndoSubBitCoalFutures = 100,
        RichardsBayGcNewcastleCoalFuturesSpread = 101,
        FcojAMini = 102,
        EuropeanPowerSpreads = 111,
        DutchTtfGasSpot = 114,
        UkOcmGasSpot = 118,
        FinancialOlefins = 124,
        FinancialMonomers = 125,
        EndexSpotMarketIndices = 127,
        InterestRateFutures = 131,
        SingaporeEnergy = 133,
        SingaporeFinancials = 134,
        ItalianNaturalGasFutures = 136,
        GoldFixing = 140,
        EuFinancialPowerSpreads = 142,
        EuFinancialPowerFutures = 143,
        EuropeanGasFutures = 146,
        SilverFixing = 147,
        UkSparkSpread = 149,
        DailyMetals = 154,
        FinancialUsLng = 157,
        IceRotterdamNewcastleCoalFuturesSpread = 160,
        OilAmericas = 165,
        PermianWtiFutures = 168,
        EndexEquityIndices = 170,
        EndexSingleStockOptions = 171,
        IfusIceIndices = 172,
        SofrFutures = 177,
        PermianBrentFuturesSpread = 179,
        PermianWtiFuturesSpread = 180,
        DubaiCrudeFutures = 184,
        LsGasoilPermianWtiFuturesCrack = 188,
        HeatingOilPermianWtiFuturesCrack = 189,
        NyhRbobGasolinePermianWtiFuturesCrack = 190,
        LngFreight = 193,
        MurbanCrude = 194,
        MurbanBrentSpread = 195,
        OilAbuDhabi = 196,
        LiffeStirs = 200,
        LiffeBonds = 202,
        LiffeSwapnotes = 203,
        LiffeCommodities = 205,
        IfusEquityIndices = 207,
        LiffeThreeMonthEuroAndEonia = 209,
        LiffeEquityDerivativesNonUsBased = 211,
        LiffeIndexOptions = 213,
        LiffeIndexFuturesUsRestricted = 214,
        LiffeIndexFuturesNonUsRestricted = 215,
        MurbanWtiSpread = 216,
        MurbanPermianWtiSpread = 217,
        LsGasoilMurbanCrack = 218,
        OilAmericasWtiSpread = 221,
        UkEmissionsAllowances = 224,
        EuEmissionsAllowances = 226,
        OilAbuDhabiBrentSpread = 228,
        MurbanDubaiSpread = 230,
        OilAbuDhabiDubaiSpread = 231,
        EnvironmentalIndexFutures = 234,
        CarbonOffsetFutures = 235,
        MurbanOilAbuDhabiSpread = 236,
        IfusSofrFutures = 243,
        NgxPhysicalGas = 314,
        NgxFinancialPower = 315,
        FinancialNgl = 317,
        NgxPhysicalEnvironmental = 323,
        TestIpe = 600,
        TestNybot = 601,
        TestNdex = 602,
        TestLiffeuk1 = 603,
        TestLiffeuk2 = 604
    };

    static Enum deserialize(const char*);

    static const char* toString(Enum);
};
 
}}}} // namespace OnixS::ICE::iMpact::MarketData