MiFIDIITradeCross.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] 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 <vector>
 
#include <OnixS/LSE/MarketData/GTP/ABI.h>
#include <OnixS/LSE/MarketData/GTP/Defines.h>
#include <OnixS/LSE/MarketData/GTP/Enumerations.h>
#include <OnixS/LSE/MarketData/GTP/BinaryMessage.h>
 
 
namespace OnixS {
namespace LSE {
namespace MarketData {
namespace GTP {

    struct MiFIDIITradeCrossMsg : public BinaryMessage
    {
        UDT timestamp() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UDT>(3);
        }

        SourceVenue::Enum sourceVenue() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<SourceVenue>(11);
        }

        UInt64 instrumentID() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt64>(13);
        }

        Alpha transactionIdentificationCode() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<52>(21);
        }

        Alpha crossID() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<20>(73);
        }

        CrossType::Enum crossType() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<CrossType>(93);
        }

        MiFIDDecimal miFIDPrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<20>(94);
        }

        MiFIDDecimal miFIDQuantity() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<20>(114);
        }

        DateAndTime tradingDateAndTime() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<30>(134);
        }

        Alpha instrumentIdentificationCodeType() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(164);
        }

        Alpha instrumentIdentificationCode() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<12>(168);
        }

        Alpha priceNotation() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(180);
        }

        Alpha priceCurrency() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<3>(184);
        }

        MiFIDDecimal notionalAmount() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<20>(187);
        }

        Alpha notionalCurrency() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<3>(207);
        }

        Alpha venueofExecution() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(210);
        }

        DateAndTime publicationDateAndTime() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<30>(214);
        }

        Alpha nTPreTradeWaiverFlag() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(248);
        }

        Alpha pTAlgoTrade() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(252);
        }

        Alpha pTCancellationFlag() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(260);
        }

        Alpha pTAmendmentFlag() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(264);
        }

        Alpha tradingSystems() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return fixedStr<4>(292);
        }

        MarketMechanism::Enum marketMechanism() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<MarketMechanism>(296);
        }

        TradingMode::Enum tradingMode() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<TradingMode>(297);
        }

        TransactionCategory::Enum transactionCategory() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<TransactionCategory>(298);
        }

        NegotiationIndicator::Enum negotiationIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<NegotiationIndicator>(299);
        }

        AgencyCrossIndicator::Enum agencyCrossIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<AgencyCrossIndicator>(300);
        }

        ModificationIndicator::Enum modificationIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<ModificationIndicator>(301);
        }

        ReferencePriceIndicator::Enum referencePriceIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<ReferencePriceIndicator>(302);
        }

        SpecialDividendIndicator::Enum specialDividendIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<SpecialDividendIndicator>(303);
        }

        OffBookAutomatedIndicator::Enum offBookAutomatedIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<OffBookAutomatedIndicator>(304);
        }

        PriceFormationIndicator::Enum priceFormationIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<PriceFormationIndicator>(305);
        }

        AlgorithmicIndicator::Enum algorithmicIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<AlgorithmicIndicator>(306);
        }

        PostTradeDeferralReason::Enum postTradeDeferralReason() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<PostTradeDeferralReason>(307);
        }

        DeferralEnrichmentType::Enum deferralEnrichmentType() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<DeferralEnrichmentType>(308);
        }

        DuplicativeIndicator::Enum duplicativeIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<DuplicativeIndicator>(309);
        }

        static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 310;

        static void validateSize(MessageSize size)
        {
            if(size != messageSize_)
                throwIncorrectSize("MiFIDIITradeCross", size, messageSize_);
        }

        MiFIDIITradeCrossMsg(const void* data, MessageSize size)
        ONIXS_LSE_GTP_NOTHROW
            : BinaryMessage(data, size)
        {
        }
    };

    ONIXS_LSE_GTP_API void toStr(std::string&, const MiFIDIITradeCrossMsg&);

    inline std::string toStr(const MiFIDIITradeCrossMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }
 
}
}
}
}