add: ping service to sdk

Native assets (libspark.dll/so) are copied to the outdir for local
builds, and packed in nupkg files for sdk releases. The dest path in the
package is different from the path in the outdir, so we configured
Copy/Pack as separate msbuild items. However, both had the same
Include="@(NativeWindows/LinuxAsset)", so Pack="false" in the Copy item
was overriding Pack="true" in the Pack item.

.vscode/launch.json

@@ -183,11 +183,10 @@
       "windows": {
         "program": "PubSubServer.exe",
       },
-      "args": [
-        "--config",
-        "${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
-      ],
       "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
+      },
       "stopAtEntry": false,
       "console": "integratedTerminal"
     },
@@ -214,7 +213,7 @@
       "type": "coreclr",
       "request": "launch",
       "program": "",
-      "preLaunchTask": "Build Api Server (Debug)",
+      "preLaunchTask": "Build Spark Sdk (Debug)",
       "windows": {
         "program": "Bts.Spark.Sdk.Demo.exe",
       },
@@ -449,14 +448,15 @@
       "default": "Local",
     },
     {
-      "id": "pubSubServerConfig",
+      "id": "pubSubServerEnvironment",
       "type": "pickString",
-      "description": "PubSub Configuration",
+      "description": "PubSubServer Configuration",
       "options": [
-        "PubSubServer",
-        "SimpleEchoClient",
+        "Development",
+        "EchoServer",
+        "Local",
       ],
-      "default": "PubSubServer",
+      "default": "Development",
     },
     {
       "id": "sdkDemoEnvironment",

compose.yaml

@@ -81,6 +81,8 @@ services:
         limits:
           memory: "${SPARKD__MEMORY:-4gb}"
   sparkd-multicast:
+    environment:
+      - TZ=America/Chicago
     volumes:
       - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
       - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
@@ -93,7 +95,7 @@ services:
         - CONFIG_DIR=${SPARKD__CONFIG_DIR}
         - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
         - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
-    shm_size: "${SPARKD__SHM_SIZE:-2048mb}"
+    shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
     env_file:
       - .env
       - ${SPARKD__CONFIG_DIR}/.env
@@ -105,7 +107,38 @@ services:
         delay: 3s
       resources:
         limits:
-          memory: "${SPARKD__MEMORY:-4gb}"
+          memory: "${SPARKD__MEMORY:-16gb}"
+  
+  
+  sparkd-multicast-cert:
+    environment:
+      - TZ=America/Chicago
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+      - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
+    build:
+      dockerfile: src/app_sparkd/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    network_mode: "host"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-16gb}"
+  
   sparkd-tail:
     image: bluetradingsystems/linux_dotnet8
     volumes:

docker/images/bluetradingsystems/linux_dotnet8/Dockerfile

@@ -19,6 +19,11 @@ RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
 RUN apt-get update \
   && apt-get install -y dotnet8
 
+RUN apt-get update && apt-get install -y gdb
+RUN apt-get update && apt-get install -y fish
+RUN apt-get update && apt-get install -y vim
+RUN apt-get update && apt-get install -y less
+
 RUN locale-gen en_US.UTF-8
 
 ARG docker_user="bts"

src/Directory.Build.targets

@@ -187,32 +187,24 @@
       Name="Test"
       DependsOnTargets="Build"></Target>
 
-  <ItemGroup Condition="Exists('@(NativeWindowsAsset)')">
-    <Content Include="@(NativeWindowsAsset)">
-      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
-      <TargetPath>%(FileName)%(Extension)</TargetPath>
-      <Pack>false</Pack>
-    </Content>
-    <Content Include="@(NativeWindowsAsset)">
-      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
-      <TargetPath>runtimes/win-x64/native/%(FileName)%(Extension)</TargetPath>
-      <Pack>true</Pack>
-      <PackagePath>runtimes/win-x64/native</PackagePath>
-    </Content>
-  </ItemGroup>
+  <Target Name="CopyNativeAssetsToOutput" AfterTargets="Build">
+    <Copy SourceFiles="@(NativeWindowsAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeWindowsAsset.FullPath)')" />
+    <Copy SourceFiles="@(NativeLinuxAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeLinuxAsset.FullPath)')" />
+  </Target>
 
-  <ItemGroup Condition="Exists('@(NativeLinuxAsset)')">
-    <Content Include="@(NativeLinuxAsset)">
-      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
-      <TargetPath>%(FileName)%(Extension)</TargetPath>
-      <Pack>false</Pack>
-    </Content>
-    <Content Include="@(NativeLinuxAsset)">
-      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
-      <TargetPath>runtimes/linux-x64/native/%(FileName)%(Extension)</TargetPath>
-      <Pack>true</Pack>
-      <PackagePath>runtimes/linux-x64/native</PackagePath>
-    </Content>
+  <ItemGroup>
+    <Content Include="@(NativeWindowsAsset)"
+             Condition="Exists('@(NativeWindowsAsset)')"
+             Link="%(NativeWindowsAsset.FileName)%(NativeWindowsAsset.Extension)"
+             CopyToOutputDirectory="PreserveNewest"
+             Pack="true"
+             PackagePath="runtimes/win-x64/native/" />
+    <Content Include="@(NativeLinuxAsset)"
+             Condition="Exists('@(NativeLinuxAsset)')"
+             Link="%(NativeLinuxAsset.FileName)%(NativeLinuxAsset.Extension)"
+             CopyToOutputDirectory="PreserveNewest"
+             Pack="true"
+             PackagePath="runtimes/linux-x64/native/" />
   </ItemGroup>
 
 </Project>

src/app_sparkd/configurations/ophir_cert_live_wb/.env

@@ -0,0 +1,10 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_cert_live_wb
+SPARKD__DATA_DIR=/home/wedbushprod/9000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_cert_live_wb/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/9000/sparkdata/conf
+SPARKD__SHM_SIZE=8g
+SPARKD__MEMORY=16g
+SPARKD__CONFIG_PORT=9000
+SPARKD__QUICKBUS_PORT=9001
+SPARKD__SIM_FIX_PORT=9002

src/app_sparkd/configurations/ophir_cert_live_wb/spark.conf

@@ -0,0 +1,140 @@
+DeploymentType {
+  value {
+    type: "dev"
+  }
+}
+PublisherOptions {
+   value {
+      network_interface_a: 'ens65f1'
+      network_interface_b: 'ens65f0'
+      #these get overriden if not entered here
+      heartbeat_ms: 5000
+      heartbeat_boot_seconds: 60
+      skip_options: false
+      hot_initial: 1024
+      hot_growth: 1024
+      cold_initial: 8192
+      cold_growth: 2048
+      channel_prefix: ""
+      disable_heartbeat: false
+   }
+}
+
+CMEOptions {
+  value {
+    feed_engine {
+      name: "mdp3feed"
+      spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      udp_socket_buffer_size: 268435456
+    }
+    channel {
+      id: "*"
+      feed_engine: "mdp3feed"
+      use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED
+      #max_gap_recovery_cache_size: 4
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
+    }
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    glbx {
+       unique_check_value: 15
+       use_databento: false
+    }
+   # recording {
+   #    venue: VENUE_GLBX
+   #    num_of_seconds_to_run_file_writer: 300
+   #    num_of_seconds_to_run_db_writer : 0
+   #    n_book_levels: 10 
+   #    batch_size: 100 #for the db writer
+   #    enable_book_recording: true
+   #    enable_trade_recording:  true
+   #    enable_bbo_recording: false
+   #    enable_tbbo_recording:  false
+   #    enable_misc_recording: true
+   #}
+ }
+}
+
+JetFIX {
+  value {
+    connection {
+      name: "maw_004_64"
+      venue: VENUE_GLBX
+      socket_connect_host_ip: "69.50.112.177"
+      socket_connect_port: 44040
+      sender_compid: "MAW004"
+      target_compid: "CME"
+      target_subid: "64"
+      cme_market_segment_id: 64
+      start_time: "00:10:00"
+      end_time: "23:55:00"
+      start_day: "sunday"
+      end_day: "friday"
+      seconds_between_hbs: 15
+      sender_subid: "BTS"
+      seconds_to_pause: 2
+      max_connection_attempts: 100
+      use_ilink3: true
+    }
+  }
+}
+OrdermanCfg {
+  value {
+    executor {
+      thread_name: "oman_orders"
+      poll: true 
+      hosted_actor: "MDSource"
+      hosted_actor: "OrderManager"
+      hosted_actor: "ExecutionGateway"
+    }
+    executor {
+      thread_name: "oman_slow"
+            poll: false 
+      hosted_actor: "*"
+    }
+    fallback_cust_order_handling_inst: "Y"
+  }
+}
+NotSimExecution {
+  value {
+    entries {
+      venue: VENUE_GLBX
+    }
+  }
+}
+Ports {
+   value {
+      config_port: 9000
+      qbus_port: 9001
+      glbx_sim_fix_port: 9002
+      ice_sim_fix_port: 9003
+      replicator_port: 9080
+   }
+}

src/app_sparkd/configurations/ophir_demo/.env

@@ -1,5 +0,0 @@
-SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_demo
-SPARKD__DATA_DIR=/home/ubuntu/8000/sparkdata/data
-SPARKD__IMAGE=sparkd_symbols
-SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_demo/requirements.txt
-SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf

src/app_sparkd/configurations/ophir_demo/spark.conf

@@ -1,62 +0,0 @@
-JetFIX {
-  value {
-    connection {
-      name: "glbx_1"
-      venue: VENUE_GLBX
-      max_order_msgs_per_window: 300
-      window_duration_msecs: 1000
-    }
-  }
-}
-
-PublisherOptions {
-  value {
-    network_interface: "0.0.0.0"
-    heartbeat_ms: 5000
-    heartbeat_boot_seconds: 60
-    skip_options: true
-    hot_initial: 1024
-    hot_growth: 1024
-    cold_initial: 8192
-    cold_growth: 2048
-    channel_prefix: ""
-    disable_heartbeat: true
-  }
-}
-
-Logging {
-  value {
-    initial_queue_size: 120001
-    max_queue_growth: 4
-    console {
-      default_level: "Info"
-      subsystem {
-        name: "md"
-        level: "Warn"
-      }
-      subsystem {
-        name: "OrderMan"
-        level: "Info"
-      }
-    }
-    file {
-      default_level: "Info"
-      subsystem {
-        name: "OrderMan"
-        level: "Diag"
-      }
-      subsystem {
-        name: "Http"
-        level: "Diag"
-      }
-    }
-  }
-}
-
-MarketDataConfig {
-  value {
-    replay {
-      venue: VENUE_GLBX
-    }
-  }
-}

src/app_sparkd/configurations/ophir_demo/symbols.conf

@@ -1,8 +0,0 @@
-Symbols {
-  value {
-    venues {
-      name: "VENUE_GLBX"
-      future: "ES"
-    }
-  }
-}

src/app_sparkd/configurations/ophir_prod_live_wb/.env

@@ -1,5 +1,5 @@
-SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_live_wb
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_prod_live_wb
 SPARKD__DATA_DIR=/home/wedbushprod/8000/sparkdata/data
 SPARKD__IMAGE=sparkd_symbols
-SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_prod_live_wb/requirements.txt
 SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/8000/sparkdata/conf

src/app_sparkd/configurations/ophir_prod_live_wb/spark.conf

@@ -0,0 +1,152 @@
+DeploymentType {
+  value {
+    type: "prod"
+  }
+}
+PublisherOptions {
+   value {
+      network_interface_a: 'enp193s0f0np0'
+      network_interface_b: 'enp193s0f1np1'
+      #these get overriden if not entered here
+      heartbeat_ms: 5000
+      heartbeat_boot_seconds: 60
+      skip_options: false
+      hot_initial: 1024
+      hot_growth: 1024
+      cold_initial: 8192
+      cold_growth: 2048
+      channel_prefix: ""
+      disable_heartbeat: false
+   }
+}
+
+CMEOptions {
+  value {
+    feed_engine {
+      name: "mdp3feed"
+      spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      udp_socket_buffer_size: 268435456
+    }
+    channel {
+      id: "*"
+      feed_engine: "mdp3feed"
+      use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED
+      #max_gap_recovery_cache_size: 4
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
+    }
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    glbx {
+       unique_check_value: 15
+       use_databento: false
+    }
+   # recording {
+   #    venue: VENUE_GLBX
+   #    num_of_seconds_to_run_file_writer: 300
+   #    num_of_seconds_to_run_db_writer : 0
+   #    n_book_levels: 10 
+   #    batch_size: 100 #for the db writer
+   #    enable_book_recording: true
+   #    enable_trade_recording:  true
+   #    enable_bbo_recording: false
+   #    enable_tbbo_recording:  false
+   #    enable_misc_recording: true
+   #}
+ }
+}
+
+JetFIX {
+  value {
+    connection {
+      name: "u6p_7qb_54"
+      venue: VENUE_GLBX
+      socket_connect_host_ip: "205.209.201.97"
+      socket_connect_port: 10979
+      sender_compid: "U6P7QB"
+      target_compid: "CME"
+      target_subid: "54"
+      cme_market_segment_id: 54
+      start_time: "00:10:00"
+      end_time: "23:55:00"
+      start_day: "sunday"
+      end_day: "friday"
+      seconds_between_hbs: 15
+      sender_subid: "BTS"
+      seconds_to_pause: 1
+      max_order_msgs_per_window: 300
+      max_connection_attempts: 2
+      use_ilink3: true
+    }
+   connection {
+      name: "u6p_7qb_64"
+      venue: VENUE_GLBX
+      socket_connect_host_ip: "205.209.201.1"
+      socket_connect_port: 10979
+      sender_compid: "U6P7QB"
+      target_compid: "CME"
+      target_subid: "64"
+      cme_market_segment_id: 64
+      start_time: "00:10:00"
+      end_time: "23:55:00"
+      start_day: "sunday"
+      end_day: "friday"
+      seconds_between_hbs: 15
+      sender_subid: "BTS"
+      seconds_to_pause: 1
+      max_connection_attempts: 2
+      max_order_msgs_per_window: 300
+      use_ilink3: true
+    }
+  }
+}
+OrdermanCfg {
+  value {
+    executor {
+      thread_name: "oman_orders"
+      poll: true 
+      hosted_actor: "MDSource"
+      hosted_actor: "OrderManager"
+      hosted_actor: "ExecutionGateway"
+    }
+    executor {
+      thread_name: "oman_slow"
+            poll: false 
+      hosted_actor: "*"
+    }
+    fallback_cust_order_handling_inst: "Y"
+  }
+}
+NotSimExecution {
+  value {
+    entries {
+      venue: VENUE_GLBX
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim/.env

@@ -1,5 +0,0 @@
-SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim
-SPARKD__DATA_DIR=/home/tns/8000/sparkdata/data
-SPARKD__IMAGE=sparkd_symbols
-SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim/requirements.txt
-SPARKD__RUNTIME_CONF_DIR=/home/tns/8000/sparkdata/conf

src/app_sparkd/configurations/ophir_sim/spark.conf

@@ -1,104 +0,0 @@
-JetFIX {
-  value {
-    connection {
-      name: "glbx_1"
-      venue: VENUE_GLBX
-      max_order_msgs_per_window: 300
-      window_duration_msecs: 1000
-    }
-  }
-}
-
-PublisherOptions {
-   value {
-      network_interface_a: 'ens3f0np0'
-      network_interface_b: 'ens3f1np1'
-      #these get overriden if not entered here
-      heartbeat_ms: 5000
-      heartbeat_boot_seconds: 60
-      skip_options: false
-      hot_initial: 1024
-      hot_growth: 1024
-      cold_initial: 8192
-      cold_growth: 2048
-      channel_prefix: ""
-      disable_heartbeat: false
-   }
-}
-
-CMEOptions {
-  value {
-    feed_engine {
-      name: "mdp3feed"
-      spin_time: 0
-      channels_per_thread: 3
-      data_wait: 10
-      udp_socket_buffer_size: 268435456
-    }
-    channel {
-      id: "*"
-      feed_engine: "mdp3feed"
-      use_tcp_replay: false
-      recovery_queue_size: 640000
-      lost_packet_wait_timeout_ms: 10
-      onixs_log_mode: CME_ONIXS_LOG_MODE_REGULAR
-      #max_gap_recovery_cache_size: 4
-      use_natural_refresh: false
-      join_snapshot_on_gap: false
-    }
-  }
-}
-
-Logging {
-  value {
-    initial_queue_size: 120001
-    max_queue_growth: 4
-    console {
-      default_level: "Info"
-      subsystem {
-        name: "md"
-        level: "Info"
-      }
-      subsystem {
-        name: "OrderMan"
-        level: "Info"
-      }
-    }
-  }
-}
-
-MarketDataConfig {
-  value {
-    glbx {
-       unique_check_value: 15
-       use_databento: false
-    }
-  }
-}
-
-# JetFIX {
-#    value {
-#     #connection: @JetFIXSimConnection.sim
-#     connection {
-#     name: "mlx_004_54"
-#     venue: VENUE_GLBX
-#     socket_connect_host_ip: "69.50.112.191"
-#     socket_connect_port: 42876
-#     sender_compid: "MLX004"
-#     target_compid: "CME"
-#     target_subid: "54"
-#     cme_market_segment_id: 54
-#     start_time: "00:10:00"
-#     end_time: "23:55:00"
-#     start_day: "sunday"
-#     end_day: "friday"
-#     seconds_between_hbs: 30
-#     sender_subid: "BTS"
-#     use_ilink3: true
-#   #   raw_data: "S4PMA"
-#   #   auto_fix_seq_num: true
-#   }
-#    }
-# }
-
-

src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt

@@ -1,5 +0,0 @@
-numpy==2.2.6
-pybit==5.11.0
-requests==2.31.0
-websocket-client==1.8.0
-websockets==15.0.1

src/app_sparkd/configurations/ophir_sim_live_wb/spark.conf

@@ -1,116 +0,0 @@
-JetFIX {
-  value {
-    connection {
-      name: "glbx_1"
-      venue: VENUE_GLBX
-      max_order_msgs_per_window: 300
-      window_duration_msecs: 1000
-    }
-  }
-}
-
-PublisherOptions {
-   value {
-      network_interface_a: 'enp193s0f0np0'
-      network_interface_b: 'enp193s0f0np0'
-      #these get overriden if not entered here
-      heartbeat_ms: 5000
-      heartbeat_boot_seconds: 60
-      skip_options: false
-      hot_initial: 1024
-      hot_growth: 1024
-      cold_initial: 8192
-      cold_growth: 2048
-      channel_prefix: ""
-      disable_heartbeat: false
-   }
-}
-
-CMEOptions {
-  value {
-    feed_engine {
-      name: "mdp3feed"
-      spin_time: 0
-      channels_per_thread: 3
-      data_wait: 10
-      udp_socket_buffer_size: 268435456
-    }
-    channel {
-      id: "*"
-      feed_engine: "mdp3feed"
-      use_tcp_replay: false
-      recovery_queue_size: 640000
-      lost_packet_wait_timeout_ms: 10
-      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED:q
-      #max_gap_recovery_cache_size: 4
-      use_natural_refresh: false
-      join_snapshot_on_gap: false
-    }
-  }
-}
-
-Logging {
-  value {
-    initial_queue_size: 120001
-    max_queue_growth: 4
-    console {
-      default_level: "Info"
-      subsystem {
-        name: "md"
-        level: "Info"
-      }
-      subsystem {
-        name: "OrderMan"
-        level: "Info"
-      }
-    }
-  }
-}
-
-MarketDataConfig {
-  value {
-    glbx {
-       unique_check_value: 15
-       use_databento: false
-    }
-    recording{
-       venue: VENUE_GLBX
-       num_of_seconds_to_run_file_writer: 300
-       num_of_seconds_to_run_db_writer : 0
-       n_book_levels: 10 
-       batch_size: 100 #for the db writer
-       enable_book_recording: true
-       enable_trade_recording:  true
-       enable_bbo_recording: false
-       enable_tbbo_recording:  false
-       enable_misc_recording: true
-   }
-  }
-}
-
-# JetFIX {
-#    value {
-#     #connection: @JetFIXSimConnection.sim
-#     connection {
-#     name: "mlx_004_54"
-#     venue: VENUE_GLBX
-#     socket_connect_host_ip: "69.50.112.191"
-#     socket_connect_port: 42876
-#     sender_compid: "MLX004"
-#     target_compid: "CME"
-#     target_subid: "54"
-#     cme_market_segment_id: 54
-#     start_time: "00:10:00"
-#     end_time: "23:55:00"
-#     start_day: "sunday"
-#     end_day: "friday"
-#     seconds_between_hbs: 30
-#     sender_subid: "BTS"
-#     use_ilink3: true
-#   #   raw_data: "S4PMA"
-#   #   auto_fix_seq_num: true
-#   }
-#    }
-# }
-
-

src/app_sparkd/sparkd/execution/execution_gateway_provider.cpp

@@ -109,7 +109,8 @@ struct ExecutionGatewayProvider::PImpl {
          return make_gw<ICEExecutionGateway>(conn, conn, *l, o);
       case api::VENUE_GLBX:
          if (conn.use_ilink3()) {
-            make_gw<ilink3::GLBXiLink3ExecutionGateway>(conn, conn, *l, o);
+            return make_gw<ilink3::GLBXiLink3ExecutionGateway>(
+                conn, conn, *l, o);
          }
          return make_gw<GLBXExecutionGateway>(conn, conn, *l, o);
       case api::VENUE_DERIBIT:

src/client/spark/Modules/Trading/Fills/FillsRowVM.cs

@@ -78,6 +78,9 @@ namespace mbts.spark {
       public Fill.Types.FillStatus fill_status => _fill.FillStatus;
       public string fill_key => _fill.FillKey;
       public string order_key => _order.Key.ToString();
+      // public bool is_aggressor => fill_tuple.is_aggressor;
+      public string display_aggressor_flag_text =>
+         display_aggressor_flag(_fill.FillAggressorFlag);
       public bool is_selected {
          get => _is_selected;
          set {
@@ -105,6 +108,13 @@ namespace mbts.spark {
       AlgoData? _root_algo => fill_tuple.root_algo;
       AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;
 
+      public static string display_aggressor_flag(FillAggressorFlag flag) =>
+         flag switch {
+            FillAggressorFlag.Aggressor => "A",
+            FillAggressorFlag.Passive => "P",
+            _ => string.Empty
+         };
+
       public static FillsRowVM update(FillsRowVM r, FillTuple ft) {
          using var _ = _change_detector.detect_changes(r);
          r._badge_fill = null;

src/client/spark/Modules/Trading/Fills/FillsVM.cs

@@ -254,7 +254,7 @@ namespace mbts.spark {
          add_col(
             Columns.Price,
             DefaultColumnHeaders.Price,
-            r => _get_row(r).security.spec_or_default().format(r.fill.AvgPrice),
+            r => _get_row(r).security.spec_or_default().format(r.fill.LastPrice),
             new DoubleMinMax<FillTuple>(r => r.fill.LastPrice),
             DataGridFilterKnownTemplates.DoubleMinMax,
             fs => fs.price,
@@ -295,7 +295,7 @@ namespace mbts.spark {
          add_col(
             Columns.IsAggressor,
             DefaultColumnHeaders.IsAggressor,
-            r => r.is_aggressor ? SpecialCharacters.CheckMark : string.Empty,
+            r => FillsRowVM.display_aggressor_flag(r.fill.FillAggressorFlag),
             dv_filter(new[] { false, true }, r => r.is_aggressor),
             DataGridFilterKnownTemplates.YesNo,
             fs => fs.is_aggressor,

src/client/spark/NMSheets/DataProviders/NMSheetSingleOptionMainDataSource.cs

@@ -8,13 +8,15 @@ using bts.api;
 using mbts.analytics;
 using mbts;
 
-namespace BCG {
+namespace BCG
+{
    /// For each NMSheetSymbol in an NMSheet gets all the 
    /// data together (theos, position, vol change etc) 
    /// and fires a callback.
    /// This is where all the data is gathered, the rest
    /// is all access to this
-   public class NMSheetSingleOptionMainDataSource : IDisposable {
+   public class NMSheetSingleOptionMainDataSource : IDisposable
+   {
       private ThreadedBlackboard _threaded_bb;
       private readonly ITag<NMSheetDataRequest> _in_bb_main_sheet_request_tag;
       private readonly ITag<ExchangeSecurityMap> _in_bb_secmap_tag =
@@ -24,6 +26,7 @@ namespace BCG {
       private readonly ITag<OptionTheoInterpolationData> _in_bb_precomputed_sparse_theos_tag;
       private readonly ITag<IDictionary<NMSheetExpiration, double>> _in_bb_vol_shift_tag;
       private readonly ITag<NMSheetSettings> _in_bb_sheet_settings_tag;
+      private readonly ITag<IEnumerable<ITradeLogRow>> _in_bb_trade_log_tag = SparkTags.TradeLogTag;
       private readonly ITag<VolSurfaceNonVolInput> _in_exp_param_tag = SparkTags.VolSurfaceNonVolInputTag;
       private readonly ITag<bool> _in_bb_main_sheet_visibility_tag;
       private ITag<SparkTags.Nothing> _in_bb_onefive_value_tag = SparkTags.TC2Tags.VoidTag,
@@ -31,7 +34,6 @@ namespace BCG {
                                        _in_bb_symbol_theo_shift_tag = SparkTags.TC2Tags.VoidTag,
                                        _in_bb_rollover_data_tag = SparkTags.TC2Tags.VoidTag,
                                        _in_bb_presaved_aw2_theos_tag = SparkTags.TC2Tags.VoidTag,
-                                       _in_bb_position_tag = SparkTags.TC2Tags.VoidTag,
                                        _in_bb_option_driver_detailed_price_tag = SparkTags.TC2Tags.VoidTag;
       private readonly NMSheetSymbol _nmsheet_symbol;
       private Action<Pair<NMSheetSymbol, NMSheetSingleOptionData>> _cb;
@@ -40,7 +42,8 @@ namespace BCG {
       private string _electronic_equivelant_symbol;
       private NMSheetArchivedVolProvider _archived_vol_provider;
 
-      public NMSheetSingleOptionMainDataSource(object req_id, ThreadedBlackboard threaded_bb, NMSheetSymbol option, Action<Pair<NMSheetSymbol, NMSheetSingleOptionData>> callback) {
+      public NMSheetSingleOptionMainDataSource(object req_id, ThreadedBlackboard threaded_bb, NMSheetSymbol option, Action<Pair<NMSheetSymbol, NMSheetSingleOptionData>> callback)
+      {
          _threaded_bb = threaded_bb;
          _nmsheet_symbol = option;
          _electronic_equivelant_symbol = option.option_name;
@@ -56,7 +59,8 @@ namespace BCG {
          _in_bb_sheet_settings_tag = SparkTags.TC2Tags.NMSheetSettingsTag(req_id.ToString());
          _in_bb_main_sheet_visibility_tag = SparkTags.TC2Tags.NMSheetVisibilityTag(req_id.ToString());
          _archived_vol_provider = new NMSheetArchivedVolProvider(req_id.ToString(), _threaded_bb, option,
-            () => {
+            () =>
+            {
                _rollover_data = null;
                _compute_and_fire();
             });
@@ -76,7 +80,7 @@ namespace BCG {
          _threaded_bb.subscribe(_in_bb_rollover_data_tag);
          _threaded_bb.subscribe(_in_bb_presaved_aw2_theos_tag);
          _threaded_bb.subscribe(_in_exp_param_tag);
-         _threaded_bb.subscribe(_in_bb_position_tag);
+         _threaded_bb.subscribe(_in_bb_trade_log_tag);
          _threaded_bb.subscribe(_in_bb_sheet_settings_tag);
          _threaded_bb.subscribe(_in_bb_onefive_value_tag);
          _threaded_bb.subscribe(_in_bb_qs_tag);
@@ -84,15 +88,17 @@ namespace BCG {
          _threaded_bb.subscribe(_in_bb_option_driver_detailed_price_tag);
       }
 
-      private void _react_to_bb(object tag, object value) {
+      private void _react_to_bb(object tag, object value)
+      {
          if (_in_bb_main_sheet_request_tag.Equals(tag) || _in_bb_secmap_tag.Equals(tag) || _in_bb_live_theos_tag.Equals(tag) || /*_in_bb_live_driver_bbo_tag.Equals(tag) ||*/ _in_bb_precomputed_sparse_theos_tag.Equals(tag) ||
             _in_bb_vol_shift_tag.Equals(tag) || _in_bb_symbol_theo_shift_tag.Equals(tag) || _in_exp_param_tag.Equals(tag) || _in_bb_presaved_aw2_theos_tag.Equals(tag) ||
-            _in_bb_position_tag.Equals(tag) || _in_bb_rollover_data_tag.Equals(tag) || _in_bb_sheet_settings_tag.Equals(tag) || _in_bb_qs_tag.Equals(tag) ||
+            _in_bb_trade_log_tag.Equals(tag) || _in_bb_rollover_data_tag.Equals(tag) || _in_bb_sheet_settings_tag.Equals(tag) || _in_bb_qs_tag.Equals(tag) ||
             _in_bb_main_sheet_visibility_tag.Equals(tag))
             _compute_and_fire();
       }
 
-      private NMSheetDriverData _get_driver(DriverMD d) {
+      private NMSheetDriverData _get_driver(DriverMD d)
+      {
          double dr_pr = d.get_driver();
          if (d.driver_security.HasValue)
             return new NMSheetDriverData(d.driver_security.symbol_or_default(),
@@ -102,8 +108,10 @@ namespace BCG {
          return new NMSheetDriverData(String.Empty, Venue.Unset, DateTime.MinValue, dr_pr, dr_pr, false);
       }
 
-      private void _compute_and_fire() {
-         if (_is_main_sheet_active()) {
+      private void _compute_and_fire()
+      {
+         if (_is_main_sheet_active())
+         {
             var timer = Stopwatch.StartNew();
             NMSheetDataRequest data_request = _threaded_bb.read_state(_in_bb_main_sheet_request_tag) ?? new NMSheetDataRequest(new List<Triplet<NMSheetExpiration, bool, double>>());
             data_request = NMSheetDataRequest.restrict_for_symbol(data_request, _nmsheet_symbol);
@@ -112,7 +120,8 @@ namespace BCG {
             NMSheetSettings sheet_settings = _threaded_bb.read_state(_in_bb_sheet_settings_tag) ?? new NMSheetSettings();
             ExpStrikeKeyedData<mbts.spark.TheoPoint> shared_live_theo_data_map = _threaded_bb.read_state(_in_bb_live_theos_tag);
 
-            if (data_request != null && live_driver_map != null && shared_live_theo_data_map != null) {
+            if (data_request != null && live_driver_map != null && shared_live_theo_data_map != null)
+            {
                ExpStrikeKeyedData<mbts.spark.TheoPoint> output_theo_data_map = _limit_to_requested_securities(shared_live_theo_data_map, data_request, sheet_settings);
                output_theo_data_map = _adjust_for_freezes(output_theo_data_map, data_request);
                _add_vol_shift(output_theo_data_map);
@@ -138,14 +147,17 @@ namespace BCG {
          }
       }
 
-      private bool _is_main_sheet_active() {
+      private bool _is_main_sheet_active()
+      {
          return _threaded_bb.read_state(_in_bb_main_sheet_visibility_tag, true);
       }
 
-      private ExpStrikeKeyedData<mbts.spark.TheoPoint> _limit_to_requested_securities(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data, NMSheetDataRequest data_request, NMSheetSettings sheet_settings) {
+      private ExpStrikeKeyedData<mbts.spark.TheoPoint> _limit_to_requested_securities(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data, NMSheetDataRequest data_request, NMSheetSettings sheet_settings)
+      {
          HashSet<DateTime> selected_exp_map = new HashSet<DateTime>();
          HashSet<double> selected_strike_map = new HashSet<double>(sheet_settings.setting_unselected_strikes);
-         foreach (Triplet<NMSheetExpiration, bool, double> t in data_request.expiration_request_list) {
+         foreach (Triplet<NMSheetExpiration, bool, double> t in data_request.expiration_request_list)
+         {
             NMSheetExpiration nm_exp = t.first;
             if (nm_exp != null && nm_exp.option_name == _nmsheet_symbol.option_name)
                selected_exp_map.Add(nm_exp.option_expiration);
@@ -153,12 +165,14 @@ namespace BCG {
          return theo_data.clone_filtered_set(selected_exp_map, true, selected_strike_map, false);
       }
 
-      private ExpStrikeKeyedData<Triplet<mbts.spark.TheoPoint, uint, uint>> _attach_sec_keys(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_map) {
+      private ExpStrikeKeyedData<Triplet<mbts.spark.TheoPoint, uint, uint>> _attach_sec_keys(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_map)
+      {
          theo_map = theo_map ?? new ExpStrikeKeyedData<mbts.spark.TheoPoint>();
          ExchangeSecurityMap sec_map = _threaded_bb.read_state(_in_bb_secmap_tag);
          if (sec_map != null)
             return sec_map.attach_sec_keys(theo_map, _electronic_equivelant_symbol, _nmsheet_symbol.option_exchange);
-         else {
+         else
+         {
             ExpStrikeKeyedData<Triplet<mbts.spark.TheoPoint, uint, uint>> rv = new ExpStrikeKeyedData<Triplet<mbts.spark.TheoPoint, uint, uint>>();
             foreach (Triplet<DateTime, double, mbts.spark.TheoPoint> t in theo_map.get_data_linearly())
                rv.set_data(t.first, t.second, new Triplet<mbts.spark.TheoPoint, uint, uint>(t.third, 0, 0));
@@ -166,7 +180,8 @@ namespace BCG {
          }
       }
 
-      private ExpStrikeKeyedData<mbts.spark.TheoPoint> _adjust_for_freezes(ExpStrikeKeyedData<mbts.spark.TheoPoint> live_theo_map, NMSheetDataRequest data_request) {
+      private ExpStrikeKeyedData<mbts.spark.TheoPoint> _adjust_for_freezes(ExpStrikeKeyedData<mbts.spark.TheoPoint> live_theo_map, NMSheetDataRequest data_request)
+      {
          return live_theo_map;
          // TODO
          // ExpStrikeKeyedData<mbts.spark.TheoPoint> rv = new ExpStrikeKeyedData<mbts.spark.TheoPoint>();
@@ -192,9 +207,11 @@ namespace BCG {
 
       private Dictionary<DateTime, NMSheetDriverData> _get_option_exp_driver_data_map(NMSheetDataRequest data_request,
                                                                                       ExpStrikeKeyedData<mbts.spark.TheoPoint> output_theo_data_map, ExpStrikeKeyedData<mbts.spark.TheoPoint> shared_live_theo_data_map,
-                                                                                      Dictionary<DateTime, Triplet<(string, Venue), DateTime, double>> live_driver_map) {
+                                                                                      Dictionary<DateTime, Triplet<(string, Venue), DateTime, double>> live_driver_map)
+      {
          Dictionary<DateTime, NMSheetDriverData> rv = new Dictionary<DateTime, NMSheetDriverData>();
-         foreach (Triplet<NMSheetExpiration, bool, double> theo_request in data_request.expiration_request_list) {
+         foreach (Triplet<NMSheetExpiration, bool, double> theo_request in data_request.expiration_request_list)
+         {
             DateTime option_expiration = theo_request.first.option_expiration;
             /// live driver
             var live_driver_info = live_driver_map.GetValueOrDefault(option_expiration)
@@ -208,9 +225,11 @@ namespace BCG {
 
       private Dictionary<DateTime, NMSheetDriverData>
          _get_option_exp_driver_data_map(NMSheetDataRequest data_request,
-                                         OptionDriverPriceMap drivers) {
+                                         OptionDriverPriceMap drivers)
+      {
          var rv = new Dictionary<DateTime, NMSheetDriverData>();
-         foreach (var tr in data_request.expiration_request_list) {
+         foreach (var tr in data_request.expiration_request_list)
+         {
             NMSheetExpiration nm_exp = tr.first;
             SecurityExpiration exp = tr.first.to_sec_exp();
             drivers.exp_price_map.TryGetValue(exp, out DriverMD dr_md);
@@ -222,7 +241,8 @@ namespace BCG {
          return rv;
       }
 
-      private static double _get_driverprice_for_expiration(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data_map, DateTime option_expiration) {
+      private static double _get_driverprice_for_expiration(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data_map, DateTime option_expiration)
+      {
          IDictionary<double, mbts.spark.TheoPoint> exp_data = theo_data_map.get_data_for_single_exp(option_expiration);
          if (exp_data != null)
             foreach (mbts.spark.TheoPoint tp in exp_data.Values)
@@ -230,7 +250,8 @@ namespace BCG {
          return Double.NaN;
       }
 
-      private IDictionary<DateTime, ATMData> _get_atm_data(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data) {
+      private IDictionary<DateTime, ATMData> _get_atm_data(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data)
+      {
          NMSheetSettings sheet_settings = _threaded_bb.read_state(_in_bb_sheet_settings_tag) ?? new NMSheetSettings();
          VolSurfaceNonVolInput vs_nvinp = _threaded_bb.read_state(_in_exp_param_tag);
          var option_exp_roll_data = vs_nvinp
@@ -248,17 +269,43 @@ namespace BCG {
       }
 
       OptionContractKeyedData<PNLRollOverDataUnit> _rollover_data = null;
-      private OptionContractKeyedData<PNLRollOverDataUnit> _get_rollover_data() {
+      private OptionContractKeyedData<PNLRollOverDataUnit> _get_rollover_data()
+      {
          if (_rollover_data == null)
             _rollover_data = _archived_vol_provider.get_all_data();
          return _rollover_data;
       }
 
-      private ExpStrikeKeyedData<Tuple<double, double>> _get_position_map() {
-         return new ExpStrikeKeyedData<Tuple<double, double>>();
+      private ExpStrikeKeyedData<Tuple<double, double>> _get_position_map()
+      {
+         var sheet_settings = _threaded_bb.read_state(_in_bb_sheet_settings_tag);
+         var risk_account_text = sheet_settings?.setting_layout?.risk_account ?? string.Empty;
+         var risk_accounts = risk_account_text
+            .Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries)
+            .Select(a => a.Trim())
+            .Where(a => !string.IsNullOrEmpty(a))
+            .ToHashSet(StringComparer.OrdinalIgnoreCase);
+         var trades = _threaded_bb.read_state(_in_bb_trade_log_tag) ?? Enumerable.Empty<ITradeLogRow>();
+         var option_trades = trades.Where(t =>
+            t.is_active &&
+            t.security_type == SecurityType.Option &&
+            t.symbol == _nmsheet_symbol.option_name &&
+            t.venue == _nmsheet_symbol.option_exchange &&
+            (risk_accounts.Count == 0 || risk_accounts.Contains(t.account)));
+         var pos_data = SecurityPositionData.from_trades(option_trades);
+         var rv = new ExpStrikeKeyedData<Tuple<double, double>>();
+         foreach (var (sec_exp, strike_map) in pos_data.option_pos_map)
+         {
+            foreach (var (strike, strike_pos) in strike_map)
+            {
+               rv.set_data(sec_exp.expiration, strike, Tuple.Create(strike_pos.call, strike_pos.put));
+            }
+         }
+         return rv;
       }
 
-      private double _get_onefive() {
+      private double _get_onefive()
+      {
          // object dp_obj = _threaded_bb.sec_thread_retrieve_from_cache(_in_bb_onefive_value_tag);
          // if (dp_obj != null) {
          //    DataPacket dp = dp_obj as DataPacket;
@@ -270,22 +317,29 @@ namespace BCG {
 
       #region Vol Shift
 
-      private void _add_vol_shift(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data) {
+      private void _add_vol_shift(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data)
+      {
          var vshift_map = _threaded_bb.read_state(_in_bb_vol_shift_tag);
          if (vshift_map != null)
             add_vol_shift(_nmsheet_symbol, theo_data, vshift_map);
       }
 
-      internal static void add_vol_shift(NMSheetSymbol apply_to_symbol, ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data, IDictionary<NMSheetExpiration, double> exp_shift_map) {
-         foreach (KeyValuePair<NMSheetExpiration, double> p in exp_shift_map) {
-            if (p.Key.nmsheet_symbol.Equals(apply_to_symbol)) {
+      internal static void add_vol_shift(NMSheetSymbol apply_to_symbol, ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data, IDictionary<NMSheetExpiration, double> exp_shift_map)
+      {
+         foreach (KeyValuePair<NMSheetExpiration, double> p in exp_shift_map)
+         {
+            if (p.Key.nmsheet_symbol.Equals(apply_to_symbol))
+            {
                DateTime option_expiration = p.Key.option_expiration;
                double shift = p.Value;
-               if (shift != 0) {
+               if (shift != 0)
+               {
                   IDictionary<double, mbts.spark.TheoPoint> exp_theos = theo_data.get_data_for_single_exp(option_expiration);
-                  if (exp_theos != null) {
+                  if (exp_theos != null)
+                  {
                      Dictionary<double, mbts.spark.TheoPoint> shifted_exp_theos = new Dictionary<double, mbts.spark.TheoPoint>();
-                     foreach (KeyValuePair<double, mbts.spark.TheoPoint> strike_tp in exp_theos) {
+                     foreach (KeyValuePair<double, mbts.spark.TheoPoint> strike_tp in exp_theos)
+                     {
                         mbts.spark.TheoPoint new_tp = (mbts.spark.TheoPoint)strike_tp.Value.Clone();
                         add_vol_shift(new_tp, shift);
                         shifted_exp_theos[strike_tp.Key] = new_tp;
@@ -297,7 +351,8 @@ namespace BCG {
          }
       }
 
-      internal static void add_vol_shift(mbts.spark.TheoPoint v, double shift) {
+      internal static void add_vol_shift(mbts.spark.TheoPoint v, double shift)
+      {
          v.call += v.cvega * shift;
          v.put += v.pvega * shift;
       }
@@ -305,7 +360,8 @@ namespace BCG {
       #endregion
 
       #region IDisposable
-      public void Dispose() {
+      public void Dispose()
+      {
          _threaded_bb.data_callback -= _react_to_bb;
       }
       #endregion

src/cs/Bts.Spark.Api/Orders/OrdersClient.cs

@@ -11,6 +11,7 @@ namespace Spark.Api.Orders {
 
    using Spark.Api.Admin;
    using Spark.Api.MarketData;
+   using Spark.Api.Position;
    using Spark.Api.Reactive;
    using Spark.Core.Disposables;
    using Spark.Core.Reactive;
@@ -40,10 +41,12 @@ namespace Spark.Api.Orders {
       ) {
          _order_service = order_service;
          var scheduler = ThreadPoolScheduler.Instance;
-         interval ??= TimeSpan.FromSeconds(0.1);
+         if(interval is not null)
+            Log.Api.info($"originally OrdersClient polling interval {interval}");
+         interval = TimeSpan.FromMilliseconds(1);
+         Log.Api.info($"OrdersClient polling interval {interval}");
          var bootstraps = new DisposableBuilder();
 
-         positions = position_service.subscribei_position_data().Table().Cache();
          _orders = bootstraps.emplace(
             admin_client
                .permission_filter(
@@ -73,6 +76,11 @@ namespace Spark.Api.Orders {
                .Cache()
                .ToObservable());
 
+         var raw_fills = admin_client.permission_filter(
+            order_service.subscribei_fills().Naggle(interval.Value, scheduler),
+            f => f.Account)
+            .Table();
+
          var fill_order_tuples_join = fills.LeftJoin(
             _orders,
             f => f.val.FillKey,
@@ -94,6 +102,12 @@ namespace Spark.Api.Orders {
                .Cache()
                .ToObservable());
 
+         var raw_manual_fills = admin_client
+            .permission_filter(
+               position_service.subscribei_manual_fills().Naggle(interval.Value, scheduler),
+               f => f.AccountId)
+            .Table();
+
          var manual_fill_tuples_account_join = manual_fills_securities.LeftJoin(
             admin_client.Accounts,
             mf => mf.val.RecordId,
@@ -117,6 +131,11 @@ namespace Spark.Api.Orders {
                .Cache()
                .ToObservable());
 
+         positions = bootstraps.emplace(
+            ComputedPositionsDataSource.create(raw_fills, raw_manual_fills)
+               .Cache()
+               .ToObservable());
+
          _dispose = bootstraps;
       }
       public async Task<Response> EnterOrderAsync(

src/cs/Bts.Spark.Api/Position/ComputedPositionsDataSource.cs

@@ -0,0 +1,194 @@
+#nullable enable
+namespace Spark.Api.Position {
+   using bts;
+   using bts.api;
+   using bts.api.core;
+   using bts.api.orderman;
+   using bts.api.position;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Reactive.Linq;
+
+   public static class ComputedPositionsDataSource {
+      public static IObservable<TableUpdate<PositionUnitImmutable, int>> create(
+         IObservable<TableUpdate<FillImmutable, string>> fills,
+         IObservable<TableUpdate<ManualFillImmutable, int>> manual_fills) {
+         var record_ids = new Dictionary<AccountSecurityKey, int>();
+         int next_record_id = 1;
+
+         return Observable.CombineLatest(
+            fills,
+            manual_fills,
+            (fill_update, manual_fill_update) => build_snapshot(
+               fill_update.Index.Values,
+               manual_fill_update.Index.Values)
+               .ToDictionary(PositionUnitImmutable.key_fn))
+            .Table(PositionUnitImmutable.key_fn);
+
+         IEnumerable<PositionUnitImmutable> build_snapshot(
+            IEnumerable<FillImmutable> electronic_fills,
+            IEnumerable<ManualFillImmutable> manual_fill_rows) {
+            var positions = new SortedDictionary<AccountSecurityKey, PositionAccumulator>();
+
+            foreach (var fill in electronic_fills) {
+               if (fill.FillStatus == Fill.Types.FillStatus.Busted ||
+                  fill.SecurityKey == 0 ||
+                  fill.InternalAccountId == 0) {
+                  continue;
+               }
+               var key = new AccountSecurityKey(fill.InternalAccountId, fill.SecurityKey);
+               var acc = get_or_create(positions, key, fill.Account);
+               acc.add_electronic_fill(fill);
+               positions[key] = acc;
+            }
+
+            foreach (var fill in manual_fill_rows) {
+               if (fill.SecurityKey == 0 || fill.AccountId == 0) {
+                  continue;
+               }
+               var key = new AccountSecurityKey(fill.AccountId, fill.SecurityKey);
+               var acc = get_or_create(positions, key, fill.AccountName);
+               acc.add_manual_fill(fill);
+               positions[key] = acc;
+            }
+
+            foreach (var (key, acc) in positions) {
+               if (!record_ids.TryGetValue(key, out var record_id)) {
+                  record_id = next_record_id++;
+                  record_ids[key] = record_id;
+               }
+               yield return acc.to_position(record_id);
+            }
+         }
+
+         static PositionAccumulator get_or_create(
+            IDictionary<AccountSecurityKey, PositionAccumulator> positions,
+            AccountSecurityKey key,
+            string account_name) {
+            if (!positions.TryGetValue(key, out var acc)) {
+               return new PositionAccumulator(key.account_id, key.security_id, account_name);
+            } else if (string.IsNullOrEmpty(acc.account) && !string.IsNullOrEmpty(account_name)) {
+               acc.account = account_name;
+            }
+            return acc;
+         }
+      }
+
+      struct PositionAccumulator {
+         public PositionAccumulator(uint account_id, uint security_id, string account) {
+            this.account_id = account_id;
+            this.security_id = security_id;
+            this.account = account;
+            day = default;
+            sod = default;
+            local = default;
+            admin_day = default;
+            admin_sod = default;
+            raw_day = default;
+         }
+
+         public readonly uint account_id;
+         public readonly uint security_id;
+         public string account;
+         PositionEntryAccumulator day;
+         PositionEntryAccumulator sod;
+         PositionEntryAccumulator local;
+         PositionEntryAccumulator admin_day;
+         PositionEntryAccumulator admin_sod;
+         PositionEntryAccumulator raw_day;
+
+         public void add_electronic_fill(FillImmutable fill) {
+            var qty = fill.Side == Side.Sell ? -fill.LastShares : fill.LastShares;
+            if (is_sod(fill.FillKind)) {
+               sod.add(qty, fill.LastPrice);
+               return;
+            }
+            day.add(qty, fill.LastPrice);
+            raw_day.add(qty, fill.LastPrice);
+         }
+
+         public void add_manual_fill(ManualFillImmutable fill) {
+            var qty = fill.Side == Side.Sell ? -fill.Quantity : fill.Quantity;
+            switch (fill.FillType) {
+               case ManualFill.Types.FillType.AdminSod:
+                  sod.add(qty, fill.Price);
+                  admin_sod.add(qty, fill.Price);
+                  break;
+               case ManualFill.Types.FillType.AdminDay:
+                  day.add(qty, fill.Price);
+                  raw_day.add(qty, fill.Price);
+                  admin_day.add(qty, fill.Price);
+                  break;
+               default:
+                  day.add(qty, fill.Price);
+                  raw_day.add(qty, fill.Price);
+                  local.add(qty, fill.Price);
+                  break;
+            }
+         }
+
+         public PositionUnitImmutable to_position(int record_id) {
+            var sod_entry = sod.to_entry();
+            var day_entry = day.to_entry();
+            var raw_day_entry = raw_day.to_entry();
+            var local_entry = local.to_entry();
+            var admin_sod_entry = admin_sod.to_entry();
+            var admin_day_entry = admin_day.to_entry();
+
+            return new PositionUnitImmutable(new PositionUnit {
+               RecordId = record_id,
+               Account = account,
+               AccountId = account_id,
+               SecurityId = security_id,
+               SodLongPos = sod_entry.LongPos,
+               SodLongAvgPrice = sod_entry.LongAvgPrice,
+               SodShortPos = sod_entry.ShortPos,
+               SodShortAvgPrice = sod_entry.ShortAvgPrice,
+               DayLongPos = day_entry.LongPos,
+               DayLongAvgPrice = day_entry.LongAvgPrice,
+               DayShortPos = day_entry.ShortPos,
+               DayShortAvgPrice = day_entry.ShortAvgPrice,
+               Sod = sod_entry,
+               Day = day_entry,
+               RawDay = raw_day_entry,
+               Local = local_entry,
+               AdminSod = admin_sod_entry,
+               AdminDay = admin_day_entry
+            });
+         }
+
+         static bool is_sod(Fill.Types.FillKind kind) =>
+            kind == Fill.Types.FillKind.Sod ||
+            kind == Fill.Types.FillKind.SodSpreadLeg ||
+            kind == Fill.Types.FillKind.SodStripLeg;
+      }
+
+      struct PositionEntryAccumulator {
+         double long_qty;
+         double long_cost;
+         double short_qty;
+         double short_cost;
+
+         public void add(double signed_qty, double price) {
+            if (signed_qty > 0) {
+               long_qty += signed_qty;
+               long_cost += signed_qty * price;
+            } else if (signed_qty < 0) {
+               var abs_qty = Math.Abs(signed_qty);
+               short_qty += abs_qty;
+               short_cost += abs_qty * price;
+            }
+         }
+
+         public PositionEntry to_entry() =>
+            new() {
+               LongPos = long_qty,
+               LongAvgPrice = long_qty == 0 ? 0 : long_cost / long_qty,
+               ShortPos = short_qty,
+               ShortAvgPrice = short_qty == 0 ? 0 : short_cost / short_qty
+            };
+      }
+   }
+}

src/cs/Bts.Spark.Api/Position/PositionModel.cs

@@ -15,6 +15,7 @@ namespace Spark.Trading {
    using Spark.Api.Data;
    using Spark.Api.MarketData;
    using Spark.Api.Orders;
+   using Spark.Api.Position;
    using Spark.Api.Reactive;
    using Spark.Core;
    using Spark.Core.Data;
@@ -60,13 +61,21 @@ namespace Spark.Trading {
                .Cache()
                .ToObservable());
 
+         var raw_fills = admin_model
+            .permission_filter(
+               order_service.subscribei_fills().Naggle(interval, scheduler),
+               f => f.Account)
+            .Table();
+
+         var raw_manual_fills = admin_model
+            .permission_filter(
+               _position_service.subscribei_manual_fills().Naggle(interval, scheduler),
+               f => f.AccountId)
+            .Table();
+
          on_positions = bootstraps.emplace(
-            admin_model
-               .permission_filter(
-                  _position_service.subscribei_position_data().Naggle(interval, scheduler),
-                  p => p.AccountId)
-               .join(sec_resolver, pos => pos.SecurityId)
-               .Table()
+            ComputedPositionsDataSource.create(raw_fills, raw_manual_fills)
+               .join_table(sec_resolver, pos => pos.SecurityId)
                .Cache()
                .ToObservable());
          var users = admin_model.Users

src/cs/Bts.Spark.Api/Services/SparkApiServices.cs

@@ -8,6 +8,7 @@ using bts.api.core;
 using bts.api.orderman;
 using bts.api.position;
 using bts.co2;
+using bts.metrics;
 using bts.md;
 
 using Microsoft.Extensions.Configuration;
@@ -86,6 +87,7 @@ public static class SparkApiServices {
          services.AddSparkdService<OrderService>();
          services.AddSingleton<IOrdersClient, OrdersClient>();
       }
+      services.AddSparkdService<ShellLatencyService>();
       if (configurationSection.GetValue("EnablePosition", true)) {
          services.TryAddSingleton<ISecurityResolver>(ActivatorUtilities.GetServiceOrCreateInstance<PassiveSecurityResolver>);
          services.AddSparkdService<PositionService>()
@@ -176,6 +178,7 @@ public static class SparkApiServices {
          services.AddSparkdService<OrderService>();
          services.AddSingleton<IOrdersClient, OrdersClient>();
       }
+      services.AddSparkdService<ShellLatencyService>();
       if (isPositionsEnabled) {
          services.AddSparkdService<PositionService>();
       }

src/cs/Bts.Spark.Api/data/SecurityCriteriaExtensions.cs

@@ -190,6 +190,10 @@ namespace mbts.spark {
                result = SingleSecurityCriteria.Empty;
                return false;
          }
+         if (id is null && (name is null || venue is null)) {
+            result = SingleSecurityCriteria.Empty;
+            return false;
+         }
          result = new(venue, type, asset, name, id);
          return true;
       }

src/cs/Bts.Spark.Sdk.Demo/TopOfBookQuoter.cs

@@ -41,8 +41,8 @@ class TopOfBookQuoter : IHostedService {
          throw new ArgumentException("Failed to parse venue", nameof(config));
       }
       var quantity = config.Quantity;
-      if (!(quantity > 0)) {
-         throw new ArgumentException("Quantity is not positive", nameof(config));
+      if (quantity == 0 || !double.IsRealNumber(quantity)) {
+         throw new ArgumentException("Quantity must be real and non-zero", nameof(config));
       }
       this.config = new(venue, contract, account, config.OffsetTicks, quantity);
    }
@@ -86,11 +86,12 @@ class TopOfBookQuoter : IHostedService {
       if (!bk.Security.HasValue) {
          return;
       }
-      var bidPrice = bk[Side.Buy, 0].Price;
-      var orderPrice = bidPrice;
       var orderQty = config.Quantity;
+      var bidPrice = bk[orderQty < 0 ? Side.Sell : Side.Buy, 0].Price;
+      orderQty = Math.Abs(orderQty);
+      var orderPrice = bidPrice;
       if (config.OffsetTicks != 0) {
-         orderPrice = bk.Security.Value.tick_factors().tickdown(orderPrice, config.OffsetTicks);
+         orderPrice = bk.Security.Value.tick_factors().tick(orderPrice, config.OffsetTicks);
       }
       if (securityToOrderId.TryGetValue(bk.SecurityId, out var orderId)
          && orders.TryGetValue(orderId, out var orderTree)

src/cs/Bts.Spark.Sdk.Demo/VenueParser.cs

@@ -4,7 +4,7 @@ using bts.api;
 
 public static class VenueParser {
    public static bool TryParse(string? venueStr, out Venue venue) {
-      if (venueStr is null || (!Enum.TryParse(venueStr, false, out venue) && !Enum.TryParse("VENUE_" + venueStr, false, out venue))) {
+      if (venueStr is null || (!Enum.TryParse(venueStr, true, out venue) && !Enum.TryParse("VENUE_" + venueStr, true, out venue))) {
          venue = Venue.Unset;
          return false;
       }

src/cs/Bts.Spark.Sdk/AuthenticatedSimpleSparkClient.cs

@@ -3,6 +3,7 @@ namespace Bts.Spark.Sdk;
 using bts.api;
 using bts.api.core;
 using bts.api.orderman;
+using bts.metrics;
 
 using global::Spark.Api.Admin;
 using global::Spark.Api.MarketData;
@@ -28,6 +29,7 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
    readonly IOrdersClient ordersClient;
    readonly IAdminClient adminClient;
    readonly ISecurityResolver securityResolver;
+   readonly ShellLatencyService shellLatencyService;
    readonly ISparkLoginService loginService;
    readonly SimpleSparkClientConfig config;
    readonly ILogger<AuthenticatedSimpleSparkClient> logger;
@@ -39,6 +41,7 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
       IOrdersClient ordersClient,
       IAdminClient adminClient,
       ISecurityResolver securityResolver,
+      ShellLatencyService shellLatencyService,
       ISparkLoginService loginService,
       IOptions<SimpleSparkClientConfig> config,
       ILogger<AuthenticatedSimpleSparkClient> logger) {
@@ -46,6 +49,7 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
       this.ordersClient = ordersClient;
       this.adminClient = adminClient;
       this.securityResolver = securityResolver;
+      this.shellLatencyService = shellLatencyService;
       this.loginService = loginService;
       this.config = config.Value;
       this.logger = logger;
@@ -61,7 +65,7 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
       }
       cancellationToken.ThrowIfCancellationRequested();
       var user = loginRes.user.Value;
-      simpleClient = new(user.name, user.id, mdClient, ordersClient, adminClient, securityResolver, config.OrderPoolCapacity, config.OrderPoolReplenishInterval);
+      simpleClient = new(user.name, user.id, mdClient, ordersClient, shellLatencyService, adminClient, securityResolver, config.OrderPoolCapacity, config.OrderPoolReplenishInterval);
       simpleClientSubject.OnNext(simpleClient);
       logger.LogInformation("SimpleSparkClient started");
    }
@@ -97,6 +101,9 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
    public IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria) =>
       simpleClient?.PriceTicker(securityCriteria) ?? simpleClientSubject.Take(1).Select(c => c.PriceTicker(securityCriteria)).FlattenSeries();
 
+   public Task<bool> PingAsync() =>
+      simpleClient?.PingAsync() ?? pingBeforeStartAsync();
+
    public Task<Response> CreateOrder(OrderDefinition orderDef, double quantity, double price) =>
       orderOp(cli => cli.CreateOrder(orderDef, quantity, price));
 
@@ -134,4 +141,15 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
       async Task<T> LateImpl() =>
          await op(await simpleClientSubject.FirstAsync());
    }
+
+   async Task<bool> pingBeforeStartAsync() {
+      var request = new BufferMessage() {
+         Sequence = (ulong)DateTimeOffset.UtcNow.ToUnixTimeMilliseconds(),
+         Data = "spark-sdk-ping"
+      };
+      var result = await shellLatencyService.ping_async(request);
+      return result.success &&
+         result.value.Sequence == request.Sequence &&
+         result.value.Data == request.Data;
+   }
 }

src/cs/Bts.Spark.Sdk/ExecutionFacadeSimpleSparkClient.cs

@@ -48,6 +48,9 @@ public class ExecutionFacadeSimpleSparkClient : ISimpleSparkClient {
    public IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria) =>
       sparkClient.PriceTicker(securityCriteria);
 
+   public Task<bool> PingAsync() =>
+      sparkClient.PingAsync();
+
    public Task<Response> CreateOrder(OrderDefinition orderDef, double quantity, double price) {
       logger.LogInformation("CreateOrder {account} {tag} {securityId} {side} {quantity} @ {price}", orderDef.Account, orderDef.Tag, orderDef.SecurityKey, orderDef.Side, quantity, price);
       return Task.FromResult(facadeResponse());

src/cs/Bts.Spark.Sdk/ISimpleSparkClient.cs

@@ -12,6 +12,8 @@ using mbts.spark;
 using System;
 
 public interface ISimpleSparkClient {
+   Task<bool> PingAsync();
+
    // Market Data
    IObservable<TableUpdate<SecurityImmutable, uint>> Securities(SecurityCriteria? securityCriteria);
    IObservable<TableUpdate<BookRecord, uint>> Books(SecurityCriteria? securityCriteria);

src/cs/Bts.Spark.Sdk/SimpleSparkClient.cs

@@ -16,12 +16,14 @@ using global::Spark.Core.Disposables;
 using global::Spark.Core.Reactive;
 
 using mbts.spark;
+using bts.metrics;
 
 using System.Reactive.Linq;
 
 public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
    readonly IMarketDataClient mdClient;
    readonly IOrdersClient ordersClient;
+   readonly ShellLatencyService shellLatencyService;
    readonly OrderPool limitOrderPool;
    readonly OrderPool marketOrderPool;
    readonly TableUpdateDemuxer<OrderRecordTupleWithRoot, uint, uint> orderSecurityDmx;
@@ -46,6 +48,7 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
       uint userId,
       IMarketDataClient mdClient,
       IOrdersClient ordersClient,
+      ShellLatencyService shellLatencyService,
       IAdminClient adminClient,
       ISecurityResolver securityResolver,
       int orderPoolCapacity,
@@ -53,6 +56,7 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
    ) {
       this.mdClient = mdClient;
       this.ordersClient = ordersClient;
+      this.shellLatencyService = shellLatencyService;
       limitOrderPool = new(orderPoolCapacity, () => new() { User = userName, UserId = userId, TimeInForce = TimeInForce.Gtc, CustomDef = new() { Limit = new() } });
       marketOrderPool = new(orderPoolCapacity, () => new() { User = userName, UserId = userId, TimeInForce = TimeInForce.Gtc, CustomDef = new() { Market = new() } });
       orderSecurityDmx = new TableUpdateDemuxer<OrderRecordTupleWithRoot, uint, uint>(o => o.order.order.Key, o => o.security_id);
@@ -140,6 +144,17 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
       }
    }
 
+   public async Task<bool> PingAsync() {
+      var request = new BufferMessage() {
+         Sequence = (ulong)DateTimeOffset.UtcNow.ToUnixTimeMilliseconds(),
+         Data = "spark-sdk-ping"
+      };
+      var result = await shellLatencyService.ping_async(request);
+      return result.success &&
+         result.value.Sequence == request.Sequence &&
+         result.value.Data == request.Data;
+   }
+
    public IObservable<TableUpdate<BookRecord, uint>> Books(SecurityCriteria? securityCriteria) {
       var booksSource = this.booksSource;
       var secFilter = securityCriteria?.ToPredicate();
@@ -271,28 +286,32 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
    public Task<Response> CreateLimitOrder(string account, Venue venue, string contract, Side side, double quantity, double price, string? tag) {
       var def = buildOrder(account, venue, contract, limitOrderPool);
       def.Side = side;
-      def.Tag = tag;
+      if (tag is not null)
+         def.Tag = tag;
       return ordersClient.TryEnterOrderAsync(def, price, quantity);
    }
 
    public Task<Response> CreateLimitOrder(string account, uint securityId, Side side, double quantity, double price, string? tag) {
       var def = buildOrder(account, securityId, limitOrderPool);
       def.Side = side;
-      def.Tag = tag;
+      if (tag is not null)
+         def.Tag = tag;
       return ordersClient.TryEnterOrderAsync(def, price, quantity);
    }
 
    public Task<Response> CreateMarketOrder(string account, Venue venue, string contract, Side side, double quantity, string? tag) {
       var def = buildOrder(account, venue, contract, marketOrderPool);
       def.Side = side;
-      def.Tag = tag;
+      if (tag is not null)
+         def.Tag = tag;
       return ordersClient.TryEnterOrderAsync(def, double.NaN, quantity);
    }
 
    public Task<Response> CreateMarketOrder(string account, uint securityId, Side side, double quantity, string? tag) {
       var def = buildOrder(account, securityId, marketOrderPool);
       def.Side = side;
-      def.Tag = tag;
+      if (tag is not null)
+         def.Tag = tag;
       return ordersClient.TryEnterOrderAsync(def, double.NaN, quantity);
    }
 

src/lib_spark/spark/config/profiles/default/cme_reference_data.conf

@@ -3,9 +3,9 @@
 # source: tools/cpp_helper/generate-cpps.ps1
 #
 
-CppConfig
-{
-	value
+CppConfig
+{
+	value
 	{
 		cpp_entry { key: "0A" value: 100 }
 		cpp_entry { key: "0B" value: 100 }
@@ -537,6 +537,31 @@ CppConfig
 		cpp_entry { key: "EQ1" value: 50 }
 		cpp_entry { key: "ERL" value: 5 }
 		cpp_entry { key: "ES" value: 50 }
+		cpp_entry { key: "E1A" value: 50}
+		cpp_entry { key: "E1B" value: 50}
+		cpp_entry { key: "E1C" value: 50}
+		cpp_entry { key: "E1D" value: 50}
+		cpp_entry { key: "E2A" value: 50}
+		cpp_entry { key: "E2B" value: 50}
+		cpp_entry { key: "E2C" value: 50}
+		cpp_entry { key: "E2D" value: 50}
+		cpp_entry { key: "E3A" value: 50}
+		cpp_entry { key: "E3B" value: 50}
+		cpp_entry { key: "E3C" value: 50}
+		cpp_entry { key: "E3D" value: 50}
+		cpp_entry { key: "E4A" value: 50}
+		cpp_entry { key: "E4B" value: 50}
+		cpp_entry { key: "E4C" value: 50}
+		cpp_entry { key: "E4D" value: 50}
+		cpp_entry { key: "E5A" value: 50}
+		cpp_entry { key: "E5B" value: 50}
+		cpp_entry { key: "E5C" value: 50}
+		cpp_entry { key: "E5D" value: 50}
+		cpp_entry { key: "EW" value: 50}		
+		cpp_entry { key: "EW1" value: 50}
+		cpp_entry { key: "EW2" value: 50}
+		cpp_entry { key: "EW3" value: 50}
+		cpp_entry { key: "EW4" value: 50}
 		cpp_entry { key: "ES1" value: 50 }
 		cpp_entry { key: "ES2" value: 50 }
 		cpp_entry { key: "ESB" value: 1000 }
@@ -1001,6 +1026,31 @@ CppConfig
 		cpp_entry { key: "NOO" value: 8900 }
 		cpp_entry { key: "NPG" value: 2500 }
 		cpp_entry { key: "NQ" value: 20 }
+      	cpp_entry {key: "Q1A" value: 20}
+      	cpp_entry {key: "Q1B" value: 20}
+      	cpp_entry {key: "Q1C" value: 20}
+      	cpp_entry {key: "Q1D" value: 20}
+      	cpp_entry {key: "Q2A" value: 20}
+      	cpp_entry {key: "Q2B" value: 20}
+      	cpp_entry {key: "Q2C" value: 20}
+      	cpp_entry {key: "Q2D" value: 20}
+      	cpp_entry {key: "Q3A" value: 20}
+      	cpp_entry {key: "Q3B" value: 20}
+      	cpp_entry {key: "Q3C" value: 20}
+      	cpp_entry {key: "Q3D" value: 20}
+      	cpp_entry {key: "Q4A" value: 20}
+      	cpp_entry {key: "Q4B" value: 20}
+      	cpp_entry {key: "Q4C" value: 20}
+      	cpp_entry {key: "Q4D" value: 20}
+      	cpp_entry {key: "Q5A" value: 20}
+      	cpp_entry {key: "Q5B" value: 20}
+      	cpp_entry {key: "Q5C" value: 20}
+      	cpp_entry {key: "Q5D" value: 20}
+      	cpp_entry {key: "QNE" value: 20}
+      	cpp_entry {key: "QN1" value: 20}
+      	cpp_entry {key: "QN2" value: 20}
+      	cpp_entry {key: "QN3" value: 20}
+      	cpp_entry {key: "QN4" value: 20}
 		cpp_entry { key: "NQQ" value: 20 }
 		cpp_entry { key: "NQT" value: 20 }
 		cpp_entry { key: "NR" value: 2500 }
@@ -1506,12 +1556,12 @@ CppConfig
 		cpp_entry { key: "ZT" value: 2000 }
 		cpp_entry { key: "ZW" value: 50 }
 		cpp_entry { key: "ZWT" value: 50 }
-	}
-}
+	}
+}
 
-CmeSymbolMics
-{
-	value
+CmeSymbolMics
+{
+	value
 	{
 		cme_mic { key: "0A" value: NYMEX }
 		cme_mic { key: "0B" value: NYMEX }
@@ -3012,5 +3062,5 @@ CmeSymbolMics
 		cme_mic { key: "ZT" value: CBT }
 		cme_mic { key: "ZW" value: CBT }
 		cme_mic { key: "ZWT" value: CBT }
-	}
+	}
 }

src/lib_spark/spark/config/profiles/default/orderman_cfg.conf

@@ -30,5 +30,6 @@ OrdermanCfg {
 	    poll: false 
       hosted_actor: "*"
     }
+    fallback_cust_order_handling_inst: "Y"
   }
 }

src/lib_spark/spark/jetfix/gateway/CoreGateway.cpp

@@ -10,6 +10,7 @@
 #include "spark/orderman/orderman_utils/orderman_common.h"
 #include "spark/tracing/bts_trace.h"
 #include "spark/utils/TimeStamp.h"
+#include "spark/utils/bts_assert.h"
 #include "spark/utils/bts_chrono.h"
 #include "spark/utils/datetime.h"
 #include "spark/utils/thread_manager.h"
@@ -97,7 +98,8 @@ struct CoreGateway::PImpl {
        : cfg(cfg), observer(observer), make_connection(conn_factory),
          make_store(store_factory), state(State::OFF), start_of_pause(),
          session_info(), event_queue(), timer_thread(), destroy(false),
-         is_on(false), has_replayed(false), send_batch(), recv_batch(),
+         is_on(false), has_replayed(false), gave_up_permanently(false),
+         send_batch(), recv_batch(),
          connection_attempts(0), perf_log(l) {
       send_batch.reserve(1024);
       recv_batch.reserve(1024);
@@ -116,6 +118,7 @@ struct CoreGateway::PImpl {
    std::atomic<bool> destroy;
    bool is_on;
    bool has_replayed;
+   bool gave_up_permanently;
    std::vector<EventData> send_batch;
    std::vector<EventData> recv_batch;
    uint32_t connection_attempts;
@@ -329,6 +332,11 @@ void CoreGateway::sync_session_ready(EventData const &) {
    case State::WSESSION_TERMINATE:
       break;
    case State::CONNECTING:
+      LOG(Jetfix, Info,
+          "Jetfix session {} is now READY after socket connect. attempts={} "
+          "max_attempts={}",
+          me->cfg.name(), me->connection_attempts,
+          me->cfg.max_connection_attempts());
       transition(State::READY);
       me->observer.ready();
       break;
@@ -346,10 +354,18 @@ void CoreGateway::sync_session_terminated(EventData const &) {
       break;
 
    case State::WSESSION_TERMINATE:
+      LOG(Jetfix, Warn,
+          "Session terminated callback received for {} while waiting for "
+          "reader disconnect. attempts_so_far={}",
+          me->cfg.name(), me->connection_attempts);
       pause_or_shutdown();
       break;
 
    case State::READY:
+      LOG(Jetfix, Warn,
+          "Session terminated for {} from READY. Closing socket and waiting "
+          "for reader disconnect.",
+          me->cfg.name());
       me->session_info->session.reset();
       me->session_info->connection->shutdown();
       transition(State::WREADER_DISCONNECT);
@@ -357,6 +373,10 @@ void CoreGateway::sync_session_terminated(EventData const &) {
       break;
 
    case State::CONNECTING:
+      LOG(Jetfix, Warn,
+          "Session terminated for {} during CONNECTING before READY. "
+          "Closing socket and waiting for reader disconnect.",
+          me->cfg.name());
       me->session_info->session.reset();
       me->session_info->connection->shutdown();
       transition(State::WREADER_DISCONNECT);
@@ -376,17 +396,28 @@ void CoreGateway::sync_reader_disconnected(EventData const &) {
       break;
 
    case State::READY:
+      LOG(Jetfix, Warn,
+          "Socket reader disconnected for {} from READY. "
+          "The exchange or network closed the TCP session.",
+          me->cfg.name());
       me->session_info->session.reset();
       me->observer.disconnect();
       transition(State::WSESSION_TERMINATE);
       break;
 
    case State::CONNECTING:
+      LOG(Jetfix, Warn,
+          "Socket reader disconnected for {} during CONNECTING before READY. "
+          "The TCP socket connected, but the session never completed logon.",
+          me->cfg.name());
       me->session_info->session.reset();
       transition(State::WSESSION_TERMINATE);
       break;
 
    case State::WREADER_DISCONNECT:
+      LOG(Jetfix, Info,
+          "Reader disconnect completed for {} after session shutdown.",
+          me->cfg.name());
       pause_or_shutdown();
       break;
 
@@ -430,27 +461,46 @@ void CoreGateway::sync_in_msg_sequenced(EventData const &ev) {
       bts_assert(false);
    }
 }
-
 void CoreGateway::sync_time(EventData const &ev) {
    switch (me->state) {
    case State::OFF:
       break;
    case State::PAUSED:
+      if (me->gave_up_permanently)
+         break;
+
       if (datetime::is_at_least_secs_old(
               me->start_of_pause, me->cfg.seconds_to_pause())) {
-         LOG(Jetfix, Info, "Pause period ended for jetfix connection {}",
-             me->cfg.name());
+         LOG(Jetfix, Info,
+             "Pause ended for jetfix connection {}. pause_secs={} "
+             "attempts_so_far={} max_attempts={} host={}:{} segment={} "
+             "session_window={}-{} {}-{} replayed={}",
+             me->cfg.name(), me->cfg.seconds_to_pause(),
+             me->connection_attempts, me->cfg.max_connection_attempts(),
+             me->cfg.socket_connect_host_ip(), me->cfg.socket_connect_port(),
+             me->cfg.cme_market_segment_id(), me->cfg.start_time(),
+             me->cfg.end_time(), me->cfg.start_day(), me->cfg.end_day(),
+             me->has_replayed);
          me->session_info = std::make_unique<SessionInfo>();
-
          me->session_info->store.reset(me->make_store(me->cfg));
-
-         if (me->session_info->store->session_active()) {
+         auto const session_active = me->session_info->store->session_active();
+         LOG(Jetfix, Info,
+             "Loaded FIX store for {}. session_active={} next_attempt={} "
+             "max_attempts={}",
+             me->cfg.name(), session_active, me->connection_attempts + 1,
+             me->cfg.max_connection_attempts());
+         if (session_active) {
             me->connection_attempts++;
-
+            LOG(Jetfix, Info,
+                "Attempting socket connect for jetfix connection {}. "
+                "attempt={} max_attempts={}",
+                me->cfg.name(), me->connection_attempts,
+                me->cfg.max_connection_attempts());
             if (!me->has_replayed) {
                auto msgs_to_replay = me->session_info->store->replay();
-               LOG(Jetfix, Warn, "Replaying {} FIX msgs",
-                   msgs_to_replay.size());
+               LOG(Jetfix, Warn,
+                   "Replaying {} FIX msgs for {} before reconnect",
+                   msgs_to_replay.size(), me->cfg.name());
                me->observer.replay(msgs_to_replay);
                me->has_replayed = true;
             }
@@ -458,14 +508,20 @@ void CoreGateway::sync_time(EventData const &ev) {
             if (me->connection_attempts > me->cfg.max_connection_attempts()) {
                me->session_info.reset();
                me->start_of_pause = datetime::now();
+               me->gave_up_permanently = true;
                LOG(Jetfix, Error,
                    "Failed to connect to exchange gateway {} too many "
-                   "times. Giving up permanently. You must bounce "
-                   "the server to recover.",
-                   me->cfg.name());
+                   "times. Giving up permanently. attempts={} "
+                   "max_attempts={} pause_secs={} host={}:{} segment={}. "
+                   "You must bounce the server to recover.",
+                   me->cfg.name(), me->connection_attempts,
+                   me->cfg.max_connection_attempts(),
+                   me->cfg.seconds_to_pause(),
+                   me->cfg.socket_connect_host_ip(),
+                   me->cfg.socket_connect_port(),
+                   me->cfg.cme_market_segment_id());
                break;
             }
-
             me->session_info->connection.reset(me->make_connection(me->cfg));
             LOG(Jetfix, Warn, "Trying to connect to exchange for {} ({}/{})",
                 me->cfg.name(), me->connection_attempts,
@@ -489,11 +545,18 @@ void CoreGateway::sync_time(EventData const &ev) {
                me->session_info.reset();
                me->start_of_pause = datetime::now();
                LOG(Jetfix, Warn,
-                   "Failed to connect to exchange for {}. ({}/{}) ",
+                   "Failed to connect to exchange for {}. ({}/{}) "
+                   "Will retry after {} seconds.",
                    me->cfg.name(), me->connection_attempts,
-                   me->cfg.max_connection_attempts());
+                   me->cfg.max_connection_attempts(),
+                   me->cfg.seconds_to_pause());
             }
          } else {
+            LOG(Jetfix, Warn,
+                "FIX store for {} is not active yet. Deferring reconnect. "
+                "session_window={}-{} {}-{}",
+                me->cfg.name(), me->cfg.start_time(), me->cfg.end_time(),
+                me->cfg.start_day(), me->cfg.end_day());
             me->session_info.reset();
             me->start_of_pause = datetime::now();
          }
@@ -516,6 +579,12 @@ void CoreGateway::pause_or_shutdown() {
 
    if (me->is_on) {
       me->start_of_pause = datetime::now();
+      LOG(Jetfix, Info,
+          "Pausing jetfix gateway {}. pause_secs={} attempts_so_far={} "
+          "max_attempts={} gave_up_permanently={}",
+          me->cfg.name(), me->cfg.seconds_to_pause(),
+          me->connection_attempts, me->cfg.max_connection_attempts(),
+          me->gave_up_permanently);
       transition(State::PAUSED);
    } else
       transition(State::OFF);

src/lib_spark/spark/jetfix/gateway/Session.cpp

@@ -114,6 +114,15 @@ void Session::start() {
    me->start_of_logon = me->now();
    me->last_seq_num = me->begin_of_this_session;
    me->last_seq_num_processed = me->store.last_seq_num_processed();
+   LOG(Jetfix, Info,
+       "Starting jetfix session {}. sender_compid={} sender_subid={} "
+       "target_compid={} target_subid={} secure_logon={} raw_data_len={} "
+       "user_name_present={} seq_num={} last_processed={}",
+       me->cfg.name(), me->cfg.sender_compid(), me->cfg.sender_subid(),
+       me->cfg.target_compid(), me->cfg.target_subid(),
+       me->cfg.use_cme_secure_logon(), me->cfg.raw_data().size(),
+       !me->cfg.user_name().empty(), me->last_seq_num + 1,
+       me->last_seq_num_processed);
    transition(State::WLOGON);
    internal_send(make_logon(
        me->last_seq_num + 1, me->last_seq_num_processed, *me->current_time,

src/lib_spark/spark/orderman/ilink3/IL3GW.cpp

@@ -47,7 +47,7 @@ IL3GW::IL3GW(
     : _config(conf), _x_state(State::INIT), _buffer(buffer),
       _on_state_change([](auto) {}), _on_exe_report([](auto) {}),
       _on_session_change([](auto) {}), _connection(con), _session(session),
-      _msg_count(0), _time(), _pool(), _exe_parser(cfg, db), _retransmit() {
+      _msg_count(0), _time(), _pool("IL3GW_rprts", 1024*2, 100), _exe_parser(cfg, db), _retransmit() {
    LOG(OrderMan, Info,
        "IL3GW::IL3GW cme_session: {} uuid: {} to_cme: {} from_cme: {}",
        _config.cme_session, _session.uuid, _session.to_cme, _session.from_cme);
@@ -179,15 +179,10 @@ uint64_t IL3GW::send_party_details(const api::orderman::RoutingRecord &route) {
    using namespace iLinkBinary;
 
    auto msg = _buffer.frame<PartyDetailsDefinitionRequest518>(
-       // 2 repeating group header.
-       // 1 for party details and 1 for trade reg
-       // This seems unsafe but the api doesn't seem to want you to know how to
-       // size buffers ahead of time
-       2 * PartyDetailsDefinitionRequest518::NoPartyDetails::sbeHeaderSize() +
-       // N * size of each block
-       3 * PartyDetailsDefinitionRequest518::NoPartyDetails::sbeBlockLength() +
-       0 * PartyDetailsDefinitionRequest518::NoTrdRegPublications::
-               sbeBlockLength());
+       // Use the generated helper so group sizing stays in sync with the
+       // active schema when CME updates the template layout.
+       PartyDetailsDefinitionRequest518::computeLength(3, 0) -
+       PartyDetailsDefinitionRequest518::sbeBlockLength());
    msg.partyDetailsListReqID(0);
    msg.sendingTimeEpoch(_time.now());
    msg.listUpdateAction(ListUpdAct::Add);
@@ -637,8 +632,13 @@ void IL3GW::handle(
    handle_common(msg);
 }
 void IL3GW::handle(const iLinkBinary::BusinessReject521 &msg) {
-   LOG(iLink3, Error, "Business Reject: {} '{}'.", msg.businessRejectReason(),
-       string{translate_business_reject_reason(msg.businessRejectReason())});
+   LOG(iLink3, Error,
+       "Business Reject: reason={} '{}' ref_seq={} ref_tag={} ref_msg_type='{}' "
+       "ref_id={} text='{}'",
+       msg.businessRejectReason(),
+       string{translate_business_reject_reason(msg.businessRejectReason())},
+       msg.refSeqNum(), msg.refTagID(), msg.getRefMsgTypeAsStringView(),
+       msg.businessRejectRefID(), msg.getTextAsStringView());
    handle_common(msg);
    // A business reject can de-sync the sequence number because it rejects
    // the sequence number of the rejected message. Send a sequence message

src/lib_spark/spark/orderman/ilink3/IL3Parser.cpp

@@ -70,9 +70,35 @@ bool IL3Parser::parse_common(const T &msg, ExecutionReport *data) {
    data->ice_cl_ord_id = 0;
    data->ice_company_id = 0;
    data->cfg = cfg;
+   data->fill_agg_flag = api::orderman::PASSIVE;
    return true;
 }
 
+template <class T>
+void IL3Parser::parse_fill_aggressor(const T &, ExecutionReport *data) {
+   data->fill_agg_flag = api::orderman::PASSIVE;
+}
+
+template <>
+void IL3Parser::parse_fill_aggressor(
+    const iLinkBinary::ExecutionReportTradeOutright525 &msg,
+    ExecutionReport *data) {
+   data->fill_agg_flag =
+       msg.aggressorIndicator() == iLinkBinary::BooleanFlag::True
+           ? api::orderman::AGGRESSOR
+           : api::orderman::PASSIVE;
+}
+
+template <>
+void IL3Parser::parse_fill_aggressor(
+    const iLinkBinary::ExecutionReportTradeSpread526 &msg,
+    ExecutionReport *data) {
+   data->fill_agg_flag =
+       msg.aggressorIndicator() == iLinkBinary::BooleanFlag::True
+           ? api::orderman::AGGRESSOR
+           : api::orderman::PASSIVE;
+}
+
 template <class T>
 void IL3Parser::parse_trade(const T &msg, ExecutionReport *data) {
    data->exchange_fill_id->copy_from(msg.getExecIDAsStringView());
@@ -103,6 +129,7 @@ void IL3Parser::parse_trade(const T &msg, ExecutionReport *data) {
           Price{price.mantissa() * md::pow10(price.exponent())});
    }
    data->filled_quantity = Quantity{msg.cumQty()};
+   parse_fill_aggressor(msg, data);
 }
 
 bool IL3Parser::has_account() const {

src/lib_spark/spark/orderman/ilink3/IL3Parser.h

@@ -47,6 +47,8 @@ class IL3Parser {
  private:
    template <class T> bool parse_common(const T &, ExecutionReport *);
    template <class T> void parse_trade(const T &, ExecutionReport *);
+   template <class T>
+   void parse_fill_aggressor(const T &, ExecutionReport *);
 };
 
 bool parse_report(const std::string &, IL3Parser &, ExecutionReport *);

src/lib_spark/spark/orderman/ilink3/generated/BusinessReject521.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(330);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(521);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/CmtaGiveUpCD.h

@@ -32,7 +32,7 @@ public:
     {
         GiveUp = static_cast<char>(71),
         SGXoffset = static_cast<char>(83),
-        NULL_VALUE = static_cast<char>(0x00)
+        NULL_VALUE = static_cast<char>(0)
     };
 
     static CmtaGiveUpCD::Value get(const char value)
@@ -41,7 +41,7 @@ public:
         {
             case static_cast<char>(71): return GiveUp;
             case static_cast<char>(83): return SGXoffset;
-            case static_cast<char>(0x00): return NULL_VALUE;
+            case static_cast<char>(0): return NULL_VALUE;
         }
 
         throw std::runtime_error("unknown value for enum CmtaGiveUpCD [E103]");

src/lib_spark/spark/orderman/ilink3/generated/CrossTypeEnum.h

@@ -0,0 +1,75 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CROSSTYPEENUM_H_
+#define _ILINKBINARY_CROSSTYPEENUM_H_
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+namespace iLinkBinary {
+
+class CrossTypeEnum
+{
+public:
+    enum Value
+    {
+        Cross = static_cast<std::uint8_t>(3),
+        RCross = static_cast<std::uint8_t>(20),
+        CCross = static_cast<std::uint8_t>(21),
+        NULL_VALUE = static_cast<std::uint8_t>(255)
+    };
+
+    static CrossTypeEnum::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case static_cast<std::uint8_t>(3): return Cross;
+            case static_cast<std::uint8_t>(20): return RCross;
+            case static_cast<std::uint8_t>(21): return CCross;
+            case static_cast<std::uint8_t>(255): return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum CrossTypeEnum [E103]");
+    }
+
+    static const char *c_str(const CrossTypeEnum::Value value)
+    {
+        switch (value)
+        {
+            case Cross: return "Cross";
+            case RCross: return "RCross";
+            case CCross: return "CCross";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum CrossTypeEnum [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits> & operator << (
+        std::basic_ostream<CharT, Traits> &os, CrossTypeEnum::Value m)
+    {
+        return os << CrossTypeEnum::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib_spark/spark/orderman/ilink3/generated/CustOrdHandlInst.h

@@ -36,7 +36,7 @@ public:
         AlgoEngine = static_cast<char>(72),
         DeskElectronic = static_cast<char>(87),
         ClientElectronic = static_cast<char>(89),
-        NULL_VALUE = static_cast<char>(48)
+        NULL_VALUE = static_cast<char>(0)
     };
 
     static CustOrdHandlInst::Value get(const char value)
@@ -49,7 +49,7 @@ public:
             case static_cast<char>(72): return AlgoEngine;
             case static_cast<char>(87): return DeskElectronic;
             case static_cast<char>(89): return ClientElectronic;
-            case static_cast<char>(48): return NULL_VALUE;
+            case static_cast<char>(0): return NULL_VALUE;
         }
 
         throw std::runtime_error("unknown value for enum CustOrdHandlInst [E103]");

src/lib_spark/spark/orderman/ilink3/generated/DATA.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *lengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/DKReason.h

@@ -38,7 +38,7 @@ public:
         CalculationDifference = static_cast<char>(70),
         NoMatchingExecutionReport = static_cast<char>(71),
         Other = static_cast<char>(90),
-        NULL_VALUE = static_cast<char>(48)
+        NULL_VALUE = static_cast<char>(0)
     };
 
     static DKReason::Value get(const char value)
@@ -53,7 +53,7 @@ public:
             case static_cast<char>(70): return CalculationDifference;
             case static_cast<char>(71): return NoMatchingExecutionReport;
             case static_cast<char>(90): return Other;
-            case static_cast<char>(48): return NULL_VALUE;
+            case static_cast<char>(0): return NULL_VALUE;
         }
 
         throw std::runtime_error("unknown value for enum DKReason [E103]");

src/lib_spark/spark/orderman/ilink3/generated/Decimal32NULL.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/Decimal64NULL.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -213,7 +213,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t mantissaSinceVersion() SBE_NOEXCEPT
     {
-        return 6;
+        return 9;
     }
 
     SBE_NODISCARD bool mantissaInActingVersion() SBE_NOEXCEPT
@@ -255,7 +255,7 @@ public:
 
     SBE_NODISCARD std::int64_t mantissa() const SBE_NOEXCEPT
     {
-        if (m_actingVersion < 6)
+        if (m_actingVersion < 9)
         {
             return INT64_C(9223372036854775807);
         }
@@ -288,7 +288,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t exponentSinceVersion() SBE_NOEXCEPT
     {
-        return 6;
+        return 9;
     }
 
     SBE_NODISCARD bool exponentInActingVersion() SBE_NOEXCEPT
@@ -330,7 +330,7 @@ public:
 
     SBE_NODISCARD std::int8_t exponent() const SBE_NOEXCEPT
     {
-        if (m_actingVersion < 6)
+        if (m_actingVersion < 9)
         {
             return static_cast<std::int8_t>(127);
         }

src/lib_spark/spark/orderman/ilink3/generated/Establish503.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(132);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(503);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/EstablishmentAck504.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(38);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(39);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(504);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(38);
+        return static_cast<std::uint16_t>(39);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -968,6 +970,82 @@ public:
         return *this;
     }
 
+    SBE_NODISCARD static const char *EnvironmentIndicatorMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t environmentIndicatorId() SBE_NOEXCEPT
+    {
+        return 39032;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t environmentIndicatorSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool environmentIndicatorInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= environmentIndicatorSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingOffset() SBE_NOEXCEPT
+    {
+        return 38;
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorNullValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(255);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMinValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(0);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMaxValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(254);
+    }
+
+    static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::uint8_t environmentIndicator() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return static_cast<std::uint8_t>(255);
+        }
+
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 38, sizeof(std::uint8_t));
+        return (val);
+    }
+
+    EstablishmentAck504 &environmentIndicator(const std::uint8_t value) SBE_NOEXCEPT
+    {
+        std::uint8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 38, &val, sizeof(std::uint8_t));
+        return *this;
+    }
+
 template<typename CharT, typename Traits>
 friend std::basic_ostream<CharT, Traits> & operator << (
     std::basic_ostream<CharT, Traits> &builder, EstablishmentAck504 _writer)
@@ -1020,6 +1098,10 @@ friend std::basic_ostream<CharT, Traits> & operator << (
     builder << R"("SplitMsg": )";
     builder << '"' << writer.splitMsg() << '"';
 
+    builder << ", ";
+    builder << R"("EnvironmentIndicator": )";
+    builder << +writer.environmentIndicator();
+
     builder << '}';
 
     return builder;

src/lib_spark/spark/orderman/ilink3/generated/EstablishmentReject505.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(72);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(73);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(505);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(72);
+        return static_cast<std::uint16_t>(73);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -961,6 +963,82 @@ public:
         return *this;
     }
 
+    SBE_NODISCARD static const char *EnvironmentIndicatorMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t environmentIndicatorId() SBE_NOEXCEPT
+    {
+        return 39032;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t environmentIndicatorSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool environmentIndicatorInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= environmentIndicatorSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingOffset() SBE_NOEXCEPT
+    {
+        return 72;
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorNullValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(255);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMinValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(0);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMaxValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(254);
+    }
+
+    static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::uint8_t environmentIndicator() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return static_cast<std::uint8_t>(255);
+        }
+
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 72, sizeof(std::uint8_t));
+        return (val);
+    }
+
+    EstablishmentReject505 &environmentIndicator(const std::uint8_t value) SBE_NOEXCEPT
+    {
+        std::uint8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 72, &val, sizeof(std::uint8_t));
+        return *this;
+    }
+
 template<typename CharT, typename Traits>
 friend std::basic_ostream<CharT, Traits> & operator << (
     std::basic_ostream<CharT, Traits> &builder, EstablishmentReject505 _writer)
@@ -1006,6 +1084,10 @@ friend std::basic_ostream<CharT, Traits> & operator << (
     builder << R"("SplitMsg": )";
     builder << '"' << writer.splitMsg() << '"';
 
+    builder << ", ";
+    builder << R"("EnvironmentIndicator": )";
+    builder << +writer.environmentIndicator();
+
     builder << '}';
 
     return builder;

src/lib_spark/spark/orderman/ilink3/generated/ExecInst.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     ExecInst &clear()

src/lib_spark/spark/orderman/ilink3/generated/ExecMode.h

@@ -32,7 +32,7 @@ public:
     {
         Aggressive = static_cast<char>(65),
         Passive = static_cast<char>(80),
-        NULL_VALUE = static_cast<char>(0x00)
+        NULL_VALUE = static_cast<char>(0)
     };
 
     static ExecMode::Value get(const char value)
@@ -41,7 +41,7 @@ public:
         {
             case static_cast<char>(65): return Aggressive;
             case static_cast<char>(80): return Passive;
-            case static_cast<char>(0x00): return NULL_VALUE;
+            case static_cast<char>(0): return NULL_VALUE;
         }
 
         throw std::runtime_error("unknown value for enum ExecMode [E103]");

src/lib_spark/spark/orderman/ilink3/generated/ExecutionAck539.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(101);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(539);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportCancel534.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(247);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(534);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportElimination524.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(219);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(524);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportModify531.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(226);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(531);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportNew522.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(226);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(522);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportPendingCancel564.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(219);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(564);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportPendingReplace565.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(196);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(565);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportReject523.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(483);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(523);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportStatus532.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(513);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(532);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportTradeAddendumOutright548.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(222);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(266);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(548);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(222);
+        return static_cast<std::uint16_t>(266);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -3110,7 +3112,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -3157,7 +3159,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -3247,6 +3249,313 @@ public:
         return m_benchmarkPrice;
     }
 
+    SBE_NODISCARD static const char *MDTradeEntryIDMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t mDTradeEntryIDId() SBE_NOEXCEPT
+    {
+        return 37711;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t mDTradeEntryIDSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool mDTradeEntryIDInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= mDTradeEntryIDSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t mDTradeEntryIDEncodingOffset() SBE_NOEXCEPT
+    {
+        return 222;
+    }
+
+    static SBE_CONSTEXPR std::uint32_t mDTradeEntryIDNullValue() SBE_NOEXCEPT
+    {
+        return SBE_NULLVALUE_UINT32;
+    }
+
+    static SBE_CONSTEXPR std::uint32_t mDTradeEntryIDMinValue() SBE_NOEXCEPT
+    {
+        return UINT32_C(0x0);
+    }
+
+    static SBE_CONSTEXPR std::uint32_t mDTradeEntryIDMaxValue() SBE_NOEXCEPT
+    {
+        return UINT32_C(0xfffffffe);
+    }
+
+    static SBE_CONSTEXPR std::size_t mDTradeEntryIDEncodingLength() SBE_NOEXCEPT
+    {
+        return 4;
+    }
+
+    SBE_NODISCARD std::uint32_t mDTradeEntryID() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return UINT32_C(0xffffffff);
+        }
+
+        std::uint32_t val;
+        std::memcpy(&val, m_buffer + m_offset + 222, sizeof(std::uint32_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_32(val);
+    }
+
+    ExecutionReportTradeAddendumOutright548 &mDTradeEntryID(const std::uint32_t value) SBE_NOEXCEPT
+    {
+        std::uint32_t val = SBE_LITTLE_ENDIAN_ENCODE_32(value);
+        std::memcpy(m_buffer + m_offset + 222, &val, sizeof(std::uint32_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char *ExecRefIDMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "String";
+            case MetaAttribute::PRESENCE: return "required";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t execRefIDId() SBE_NOEXCEPT
+    {
+        return 19;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t execRefIDSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool execRefIDInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= execRefIDSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t execRefIDEncodingOffset() SBE_NOEXCEPT
+    {
+        return 226;
+    }
+
+    static SBE_CONSTEXPR char execRefIDNullValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(0);
+    }
+
+    static SBE_CONSTEXPR char execRefIDMinValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(32);
+    }
+
+    static SBE_CONSTEXPR char execRefIDMaxValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(126);
+    }
+
+    static SBE_CONSTEXPR std::size_t execRefIDEncodingLength() SBE_NOEXCEPT
+    {
+        return 40;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t execRefIDLength() SBE_NOEXCEPT
+    {
+        return 40;
+    }
+
+    SBE_NODISCARD const char *execRefID() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return nullptr;
+        }
+
+        return m_buffer + m_offset + 226;
+    }
+
+    SBE_NODISCARD char *execRefID() SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return nullptr;
+        }
+
+        return m_buffer + m_offset + 226;
+    }
+
+    SBE_NODISCARD char execRefID(const std::uint64_t index) const
+    {
+        if (index >= 40)
+        {
+            throw std::runtime_error("index out of range for execRefID [E104]");
+        }
+
+        if (m_actingVersion < 9)
+        {
+            return static_cast<char>(0);
+        }
+
+        char val;
+        std::memcpy(&val, m_buffer + m_offset + 226 + (index * 1), sizeof(char));
+        return (val);
+    }
+
+    ExecutionReportTradeAddendumOutright548 &execRefID(const std::uint64_t index, const char value)
+    {
+        if (index >= 40)
+        {
+            throw std::runtime_error("index out of range for execRefID [E105]");
+        }
+
+        char val = (value);
+        std::memcpy(m_buffer + m_offset + 226 + (index * 1), &val, sizeof(char));
+        return *this;
+    }
+
+    std::uint64_t getExecRefID(char *const dst, const std::uint64_t length) const
+    {
+        if (length > 40)
+        {
+            throw std::runtime_error("length too large for getExecRefID [E106]");
+        }
+
+        if (m_actingVersion < 9)
+        {
+            return 0;
+        }
+
+        std::memcpy(dst, m_buffer + m_offset + 226, sizeof(char) * static_cast<std::size_t>(length));
+        return length;
+    }
+
+    ExecutionReportTradeAddendumOutright548 &putExecRefID(const char *const src) SBE_NOEXCEPT
+    {
+        std::memcpy(m_buffer + m_offset + 226, src, sizeof(char) * 40);
+        return *this;
+    }
+
+    SBE_NODISCARD std::string getExecRefIDAsString() const
+    {
+        const char *buffer = m_buffer + m_offset + 226;
+        std::size_t length = 0;
+
+        for (; length < 40 && *(buffer + length) != '\0'; ++length);
+        std::string result(buffer, length);
+
+        return result;
+    }
+
+    std::string getExecRefIDAsJsonEscapedString()
+    {
+        if (m_actingVersion < 9)
+        {
+            return std::string("");
+        }
+
+        std::ostringstream oss;
+        std::string s = getExecRefIDAsString();
+
+        for (const auto c : s)
+        {
+            switch (c)
+            {
+                case '"': oss << "\\\""; break;
+                case '\\': oss << "\\\\"; break;
+                case '\b': oss << "\\b"; break;
+                case '\f': oss << "\\f"; break;
+                case '\n': oss << "\\n"; break;
+                case '\r': oss << "\\r"; break;
+                case '\t': oss << "\\t"; break;
+
+                default:
+                    if ('\x00' <= c && c <= '\x1f')
+                    {
+                        oss << "\\u" << std::hex << std::setw(4)
+                            << std::setfill('0') << (int)(c);
+                    }
+                    else
+                    {
+                        oss << c;
+                    }
+            }
+        }
+
+        return oss.str();
+    }
+
+    #if __cplusplus >= 201703L
+    SBE_NODISCARD std::string_view getExecRefIDAsStringView() const SBE_NOEXCEPT
+    {
+        const char *buffer = m_buffer + m_offset + 226;
+        std::size_t length = 0;
+
+        for (; length < 40 && *(buffer + length) != '\0'; ++length);
+        std::string_view result(buffer, length);
+
+        return result;
+    }
+    #endif
+
+    #if __cplusplus >= 201703L
+    ExecutionReportTradeAddendumOutright548 &putExecRefID(const std::string_view str)
+    {
+        const std::size_t srcLength = str.length();
+        if (srcLength > 40)
+        {
+            throw std::runtime_error("string too large for putExecRefID [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 226, str.data(), srcLength);
+        for (std::size_t start = srcLength; start < 40; ++start)
+        {
+            m_buffer[m_offset + 226 + start] = 0;
+        }
+
+        return *this;
+    }
+    #else
+    ExecutionReportTradeAddendumOutright548 &putExecRefID(const std::string &str)
+    {
+        const std::size_t srcLength = str.length();
+        if (srcLength > 40)
+        {
+            throw std::runtime_error("string too large for putExecRefID [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 226, str.c_str(), srcLength);
+        for (std::size_t start = srcLength; start < 40; ++start)
+        {
+            m_buffer[m_offset + 226 + start] = 0;
+        }
+
+        return *this;
+    }
+    #endif
+
     class NoFills
     {
     private:
@@ -4639,7 +4948,7 @@ public:
         {
             switch (metaAttribute)
             {
-                case MetaAttribute::SEMANTIC_TYPE: return "int";
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
                 case MetaAttribute::PRESENCE: return "required";
                 default: return "";
             }
@@ -4686,7 +4995,7 @@ public:
         {
             switch (metaAttribute)
             {
-                case MetaAttribute::SEMANTIC_TYPE: return "int";
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
                 case MetaAttribute::PRESENCE: return "required";
                 default: return "";
             }
@@ -5043,6 +5352,15 @@ friend std::basic_ostream<CharT, Traits> & operator << (
         builder << "{}";
     }
 
+    builder << ", ";
+    builder << R"("MDTradeEntryID": )";
+    builder << +writer.mDTradeEntryID();
+
+    builder << ", ";
+    builder << R"("ExecRefID": )";
+    builder << '"' <<
+        writer.getExecRefIDAsJsonEscapedString().c_str() << '"';
+
     builder << ", ";
     {
         bool atLeastOne = false;

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportTradeAddendumSpread549.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(187);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(227);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(549);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(187);
+        return static_cast<std::uint16_t>(227);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2963,6 +2965,237 @@ public:
         return *this;
     }
 
+    SBE_NODISCARD static const char *ExecRefIDMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "String";
+            case MetaAttribute::PRESENCE: return "required";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t execRefIDId() SBE_NOEXCEPT
+    {
+        return 19;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t execRefIDSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool execRefIDInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= execRefIDSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t execRefIDEncodingOffset() SBE_NOEXCEPT
+    {
+        return 187;
+    }
+
+    static SBE_CONSTEXPR char execRefIDNullValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(0);
+    }
+
+    static SBE_CONSTEXPR char execRefIDMinValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(32);
+    }
+
+    static SBE_CONSTEXPR char execRefIDMaxValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(126);
+    }
+
+    static SBE_CONSTEXPR std::size_t execRefIDEncodingLength() SBE_NOEXCEPT
+    {
+        return 40;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t execRefIDLength() SBE_NOEXCEPT
+    {
+        return 40;
+    }
+
+    SBE_NODISCARD const char *execRefID() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return nullptr;
+        }
+
+        return m_buffer + m_offset + 187;
+    }
+
+    SBE_NODISCARD char *execRefID() SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return nullptr;
+        }
+
+        return m_buffer + m_offset + 187;
+    }
+
+    SBE_NODISCARD char execRefID(const std::uint64_t index) const
+    {
+        if (index >= 40)
+        {
+            throw std::runtime_error("index out of range for execRefID [E104]");
+        }
+
+        if (m_actingVersion < 9)
+        {
+            return static_cast<char>(0);
+        }
+
+        char val;
+        std::memcpy(&val, m_buffer + m_offset + 187 + (index * 1), sizeof(char));
+        return (val);
+    }
+
+    ExecutionReportTradeAddendumSpread549 &execRefID(const std::uint64_t index, const char value)
+    {
+        if (index >= 40)
+        {
+            throw std::runtime_error("index out of range for execRefID [E105]");
+        }
+
+        char val = (value);
+        std::memcpy(m_buffer + m_offset + 187 + (index * 1), &val, sizeof(char));
+        return *this;
+    }
+
+    std::uint64_t getExecRefID(char *const dst, const std::uint64_t length) const
+    {
+        if (length > 40)
+        {
+            throw std::runtime_error("length too large for getExecRefID [E106]");
+        }
+
+        if (m_actingVersion < 9)
+        {
+            return 0;
+        }
+
+        std::memcpy(dst, m_buffer + m_offset + 187, sizeof(char) * static_cast<std::size_t>(length));
+        return length;
+    }
+
+    ExecutionReportTradeAddendumSpread549 &putExecRefID(const char *const src) SBE_NOEXCEPT
+    {
+        std::memcpy(m_buffer + m_offset + 187, src, sizeof(char) * 40);
+        return *this;
+    }
+
+    SBE_NODISCARD std::string getExecRefIDAsString() const
+    {
+        const char *buffer = m_buffer + m_offset + 187;
+        std::size_t length = 0;
+
+        for (; length < 40 && *(buffer + length) != '\0'; ++length);
+        std::string result(buffer, length);
+
+        return result;
+    }
+
+    std::string getExecRefIDAsJsonEscapedString()
+    {
+        if (m_actingVersion < 9)
+        {
+            return std::string("");
+        }
+
+        std::ostringstream oss;
+        std::string s = getExecRefIDAsString();
+
+        for (const auto c : s)
+        {
+            switch (c)
+            {
+                case '"': oss << "\\\""; break;
+                case '\\': oss << "\\\\"; break;
+                case '\b': oss << "\\b"; break;
+                case '\f': oss << "\\f"; break;
+                case '\n': oss << "\\n"; break;
+                case '\r': oss << "\\r"; break;
+                case '\t': oss << "\\t"; break;
+
+                default:
+                    if ('\x00' <= c && c <= '\x1f')
+                    {
+                        oss << "\\u" << std::hex << std::setw(4)
+                            << std::setfill('0') << (int)(c);
+                    }
+                    else
+                    {
+                        oss << c;
+                    }
+            }
+        }
+
+        return oss.str();
+    }
+
+    #if __cplusplus >= 201703L
+    SBE_NODISCARD std::string_view getExecRefIDAsStringView() const SBE_NOEXCEPT
+    {
+        const char *buffer = m_buffer + m_offset + 187;
+        std::size_t length = 0;
+
+        for (; length < 40 && *(buffer + length) != '\0'; ++length);
+        std::string_view result(buffer, length);
+
+        return result;
+    }
+    #endif
+
+    #if __cplusplus >= 201703L
+    ExecutionReportTradeAddendumSpread549 &putExecRefID(const std::string_view str)
+    {
+        const std::size_t srcLength = str.length();
+        if (srcLength > 40)
+        {
+            throw std::runtime_error("string too large for putExecRefID [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 187, str.data(), srcLength);
+        for (std::size_t start = srcLength; start < 40; ++start)
+        {
+            m_buffer[m_offset + 187 + start] = 0;
+        }
+
+        return *this;
+    }
+    #else
+    ExecutionReportTradeAddendumSpread549 &putExecRefID(const std::string &str)
+    {
+        const std::size_t srcLength = str.length();
+        if (srcLength > 40)
+        {
+            throw std::runtime_error("string too large for putExecRefID [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 187, str.c_str(), srcLength);
+        for (std::size_t start = srcLength; start < 40; ++start)
+        {
+            m_buffer[m_offset + 187 + start] = 0;
+        }
+
+        return *this;
+    }
+    #endif
+
     class NoFills
     {
     private:
@@ -5378,6 +5611,11 @@ friend std::basic_ostream<CharT, Traits> & operator << (
     builder << R"("ShortSaleType": )";
     builder << '"' << writer.shortSaleType() << '"';
 
+    builder << ", ";
+    builder << R"("ExecRefID": )";
+    builder << '"' <<
+        writer.getExecRefIDAsJsonEscapedString().c_str() << '"';
+
     builder << ", ";
     {
         bool atLeastOne = false;

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportTradeAddendumSpreadLeg550.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(196);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(236);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(550);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(196);
+        return static_cast<std::uint16_t>(236);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2544,7 +2546,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -2591,7 +2593,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -2634,6 +2636,237 @@ public:
         return m_grossTradeAmt;
     }
 
+    SBE_NODISCARD static const char *ExecRefIDMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "String";
+            case MetaAttribute::PRESENCE: return "required";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t execRefIDId() SBE_NOEXCEPT
+    {
+        return 19;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t execRefIDSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool execRefIDInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= execRefIDSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t execRefIDEncodingOffset() SBE_NOEXCEPT
+    {
+        return 196;
+    }
+
+    static SBE_CONSTEXPR char execRefIDNullValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(0);
+    }
+
+    static SBE_CONSTEXPR char execRefIDMinValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(32);
+    }
+
+    static SBE_CONSTEXPR char execRefIDMaxValue() SBE_NOEXCEPT
+    {
+        return static_cast<char>(126);
+    }
+
+    static SBE_CONSTEXPR std::size_t execRefIDEncodingLength() SBE_NOEXCEPT
+    {
+        return 40;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t execRefIDLength() SBE_NOEXCEPT
+    {
+        return 40;
+    }
+
+    SBE_NODISCARD const char *execRefID() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return nullptr;
+        }
+
+        return m_buffer + m_offset + 196;
+    }
+
+    SBE_NODISCARD char *execRefID() SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return nullptr;
+        }
+
+        return m_buffer + m_offset + 196;
+    }
+
+    SBE_NODISCARD char execRefID(const std::uint64_t index) const
+    {
+        if (index >= 40)
+        {
+            throw std::runtime_error("index out of range for execRefID [E104]");
+        }
+
+        if (m_actingVersion < 9)
+        {
+            return static_cast<char>(0);
+        }
+
+        char val;
+        std::memcpy(&val, m_buffer + m_offset + 196 + (index * 1), sizeof(char));
+        return (val);
+    }
+
+    ExecutionReportTradeAddendumSpreadLeg550 &execRefID(const std::uint64_t index, const char value)
+    {
+        if (index >= 40)
+        {
+            throw std::runtime_error("index out of range for execRefID [E105]");
+        }
+
+        char val = (value);
+        std::memcpy(m_buffer + m_offset + 196 + (index * 1), &val, sizeof(char));
+        return *this;
+    }
+
+    std::uint64_t getExecRefID(char *const dst, const std::uint64_t length) const
+    {
+        if (length > 40)
+        {
+            throw std::runtime_error("length too large for getExecRefID [E106]");
+        }
+
+        if (m_actingVersion < 9)
+        {
+            return 0;
+        }
+
+        std::memcpy(dst, m_buffer + m_offset + 196, sizeof(char) * static_cast<std::size_t>(length));
+        return length;
+    }
+
+    ExecutionReportTradeAddendumSpreadLeg550 &putExecRefID(const char *const src) SBE_NOEXCEPT
+    {
+        std::memcpy(m_buffer + m_offset + 196, src, sizeof(char) * 40);
+        return *this;
+    }
+
+    SBE_NODISCARD std::string getExecRefIDAsString() const
+    {
+        const char *buffer = m_buffer + m_offset + 196;
+        std::size_t length = 0;
+
+        for (; length < 40 && *(buffer + length) != '\0'; ++length);
+        std::string result(buffer, length);
+
+        return result;
+    }
+
+    std::string getExecRefIDAsJsonEscapedString()
+    {
+        if (m_actingVersion < 9)
+        {
+            return std::string("");
+        }
+
+        std::ostringstream oss;
+        std::string s = getExecRefIDAsString();
+
+        for (const auto c : s)
+        {
+            switch (c)
+            {
+                case '"': oss << "\\\""; break;
+                case '\\': oss << "\\\\"; break;
+                case '\b': oss << "\\b"; break;
+                case '\f': oss << "\\f"; break;
+                case '\n': oss << "\\n"; break;
+                case '\r': oss << "\\r"; break;
+                case '\t': oss << "\\t"; break;
+
+                default:
+                    if ('\x00' <= c && c <= '\x1f')
+                    {
+                        oss << "\\u" << std::hex << std::setw(4)
+                            << std::setfill('0') << (int)(c);
+                    }
+                    else
+                    {
+                        oss << c;
+                    }
+            }
+        }
+
+        return oss.str();
+    }
+
+    #if __cplusplus >= 201703L
+    SBE_NODISCARD std::string_view getExecRefIDAsStringView() const SBE_NOEXCEPT
+    {
+        const char *buffer = m_buffer + m_offset + 196;
+        std::size_t length = 0;
+
+        for (; length < 40 && *(buffer + length) != '\0'; ++length);
+        std::string_view result(buffer, length);
+
+        return result;
+    }
+    #endif
+
+    #if __cplusplus >= 201703L
+    ExecutionReportTradeAddendumSpreadLeg550 &putExecRefID(const std::string_view str)
+    {
+        const std::size_t srcLength = str.length();
+        if (srcLength > 40)
+        {
+            throw std::runtime_error("string too large for putExecRefID [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 196, str.data(), srcLength);
+        for (std::size_t start = srcLength; start < 40; ++start)
+        {
+            m_buffer[m_offset + 196 + start] = 0;
+        }
+
+        return *this;
+    }
+    #else
+    ExecutionReportTradeAddendumSpreadLeg550 &putExecRefID(const std::string &str)
+    {
+        const std::size_t srcLength = str.length();
+        if (srcLength > 40)
+        {
+            throw std::runtime_error("string too large for putExecRefID [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 196, str.c_str(), srcLength);
+        for (std::size_t start = srcLength; start < 40; ++start)
+        {
+            m_buffer[m_offset + 196 + start] = 0;
+        }
+
+        return *this;
+    }
+    #endif
+
     class NoFills
     {
     private:
@@ -3331,11 +3564,11 @@ public:
             m_buffer = buffer;
             m_bufferLength = bufferLength;
             GroupSize dimensions(buffer, *pos, bufferLength, actingVersion);
-            dimensions.blockLength(static_cast<std::uint16_t>(27));
+            dimensions.blockLength(static_cast<std::uint16_t>(45));
             dimensions.numInGroup(static_cast<std::uint8_t>(count));
             m_index = 0;
             m_count = count;
-            m_blockLength = 27;
+            m_blockLength = 45;
             m_actingVersion = actingVersion;
             m_initialPosition = *pos;
             m_positionPtr = pos;
@@ -3349,7 +3582,7 @@ public:
 
         static SBE_CONSTEXPR std::uint64_t sbeBlockLength() SBE_NOEXCEPT
         {
-            return 27;
+            return 45;
         }
 
         SBE_NODISCARD std::uint64_t sbePosition() const SBE_NOEXCEPT
@@ -4022,6 +4255,100 @@ public:
             return *this;
         }
 
+        SBE_NODISCARD static const char *ContraGrossTradeAmtMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+        {
+            switch (metaAttribute)
+            {
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::PRESENCE: return "required";
+                default: return "";
+            }
+        }
+
+        static SBE_CONSTEXPR std::uint16_t contraGrossTradeAmtId() SBE_NOEXCEPT
+        {
+            return 5542;
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t contraGrossTradeAmtSinceVersion() SBE_NOEXCEPT
+        {
+            return 9;
+        }
+
+        SBE_NODISCARD bool contraGrossTradeAmtInActingVersion() SBE_NOEXCEPT
+        {
+    #if defined(__clang__)
+    #pragma clang diagnostic push
+    #pragma clang diagnostic ignored "-Wtautological-compare"
+    #endif
+            return m_actingVersion >= contraGrossTradeAmtSinceVersion();
+    #if defined(__clang__)
+    #pragma clang diagnostic pop
+    #endif
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::size_t contraGrossTradeAmtEncodingOffset() SBE_NOEXCEPT
+        {
+            return 27;
+        }
+
+private:
+        Decimal64NULL m_contraGrossTradeAmt;
+
+public:
+        SBE_NODISCARD Decimal64NULL &contraGrossTradeAmt()
+        {
+            m_contraGrossTradeAmt.wrap(m_buffer, m_offset + 27, m_actingVersion, m_bufferLength);
+            return m_contraGrossTradeAmt;
+        }
+
+        SBE_NODISCARD static const char *ContraCalculatedCcyLastQtyMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+        {
+            switch (metaAttribute)
+            {
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::PRESENCE: return "required";
+                default: return "";
+            }
+        }
+
+        static SBE_CONSTEXPR std::uint16_t contraCalculatedCcyLastQtyId() SBE_NOEXCEPT
+        {
+            return 5971;
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t contraCalculatedCcyLastQtySinceVersion() SBE_NOEXCEPT
+        {
+            return 9;
+        }
+
+        SBE_NODISCARD bool contraCalculatedCcyLastQtyInActingVersion() SBE_NOEXCEPT
+        {
+    #if defined(__clang__)
+    #pragma clang diagnostic push
+    #pragma clang diagnostic ignored "-Wtautological-compare"
+    #endif
+            return m_actingVersion >= contraCalculatedCcyLastQtySinceVersion();
+    #if defined(__clang__)
+    #pragma clang diagnostic pop
+    #endif
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::size_t contraCalculatedCcyLastQtyEncodingOffset() SBE_NOEXCEPT
+        {
+            return 36;
+        }
+
+private:
+        Decimal64NULL m_contraCalculatedCcyLastQty;
+
+public:
+        SBE_NODISCARD Decimal64NULL &contraCalculatedCcyLastQty()
+        {
+            m_contraCalculatedCcyLastQty.wrap(m_buffer, m_offset + 36, m_actingVersion, m_bufferLength);
+            return m_contraCalculatedCcyLastQty;
+        }
+
         template<typename CharT, typename Traits>
         friend std::basic_ostream<CharT, Traits> & operator << (
             std::basic_ostream<CharT, Traits> &builder, NoOrderEvents writer)
@@ -4055,6 +4382,28 @@ public:
             builder << R"("OriginalOrderEventExecID": )";
             builder << +writer.originalOrderEventExecID();
 
+            builder << ", ";
+            builder << R"("ContraGrossTradeAmt": )";
+            if (writer.contraGrossTradeAmtInActingVersion())
+            {
+                builder << writer.contraGrossTradeAmt();
+            }
+            else
+            {
+                builder << "{}";
+            }
+
+            builder << ", ";
+            builder << R"("ContraCalculatedCcyLastQty": )";
+            if (writer.contraCalculatedCcyLastQtyInActingVersion())
+            {
+                builder << writer.contraCalculatedCcyLastQty();
+            }
+            else
+            {
+                builder << "{}";
+            }
+
             builder << '}';
 
             return builder;
@@ -4260,6 +4609,11 @@ friend std::basic_ostream<CharT, Traits> & operator << (
         builder << "{}";
     }
 
+    builder << ", ";
+    builder << R"("ExecRefID": )";
+    builder << '"' <<
+        writer.getExecRefIDAsJsonEscapedString().c_str() << '"';
+
     builder << ", ";
     {
         bool atLeastOne = false;

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportTradeOutright525.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(293);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(525);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -4094,7 +4096,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -4141,7 +4143,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -5717,7 +5719,7 @@ public:
         {
             switch (metaAttribute)
             {
-                case MetaAttribute::SEMANTIC_TYPE: return "int";
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
                 case MetaAttribute::PRESENCE: return "required";
                 default: return "";
             }
@@ -5764,7 +5766,7 @@ public:
         {
             switch (metaAttribute)
             {
-                case MetaAttribute::SEMANTIC_TYPE: return "int";
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
                 case MetaAttribute::PRESENCE: return "required";
                 default: return "";
             }

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportTradeSpread526.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(230);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(526);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/ExecutionReportTradeSpreadLeg527.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(219);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(527);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2760,7 +2762,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -2807,7 +2809,7 @@ public:
     {
         switch (metaAttribute)
         {
-            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
             case MetaAttribute::PRESENCE: return "required";
             default: return "";
         }
@@ -3547,11 +3549,11 @@ public:
             m_buffer = buffer;
             m_bufferLength = bufferLength;
             GroupSize dimensions(buffer, *pos, bufferLength, actingVersion);
-            dimensions.blockLength(static_cast<std::uint16_t>(23));
+            dimensions.blockLength(static_cast<std::uint16_t>(41));
             dimensions.numInGroup(static_cast<std::uint8_t>(count));
             m_index = 0;
             m_count = count;
-            m_blockLength = 23;
+            m_blockLength = 41;
             m_actingVersion = actingVersion;
             m_initialPosition = *pos;
             m_positionPtr = pos;
@@ -3565,7 +3567,7 @@ public:
 
         static SBE_CONSTEXPR std::uint64_t sbeBlockLength() SBE_NOEXCEPT
         {
-            return 23;
+            return 41;
         }
 
         SBE_NODISCARD std::uint64_t sbePosition() const SBE_NOEXCEPT
@@ -4162,6 +4164,100 @@ public:
             return *this;
         }
 
+        SBE_NODISCARD static const char *ContraGrossTradeAmtMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+        {
+            switch (metaAttribute)
+            {
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::PRESENCE: return "required";
+                default: return "";
+            }
+        }
+
+        static SBE_CONSTEXPR std::uint16_t contraGrossTradeAmtId() SBE_NOEXCEPT
+        {
+            return 5542;
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t contraGrossTradeAmtSinceVersion() SBE_NOEXCEPT
+        {
+            return 9;
+        }
+
+        SBE_NODISCARD bool contraGrossTradeAmtInActingVersion() SBE_NOEXCEPT
+        {
+    #if defined(__clang__)
+    #pragma clang diagnostic push
+    #pragma clang diagnostic ignored "-Wtautological-compare"
+    #endif
+            return m_actingVersion >= contraGrossTradeAmtSinceVersion();
+    #if defined(__clang__)
+    #pragma clang diagnostic pop
+    #endif
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::size_t contraGrossTradeAmtEncodingOffset() SBE_NOEXCEPT
+        {
+            return 23;
+        }
+
+private:
+        Decimal64NULL m_contraGrossTradeAmt;
+
+public:
+        SBE_NODISCARD Decimal64NULL &contraGrossTradeAmt()
+        {
+            m_contraGrossTradeAmt.wrap(m_buffer, m_offset + 23, m_actingVersion, m_bufferLength);
+            return m_contraGrossTradeAmt;
+        }
+
+        SBE_NODISCARD static const char *ContraCalculatedCcyLastQtyMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+        {
+            switch (metaAttribute)
+            {
+                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::PRESENCE: return "required";
+                default: return "";
+            }
+        }
+
+        static SBE_CONSTEXPR std::uint16_t contraCalculatedCcyLastQtyId() SBE_NOEXCEPT
+        {
+            return 5971;
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t contraCalculatedCcyLastQtySinceVersion() SBE_NOEXCEPT
+        {
+            return 9;
+        }
+
+        SBE_NODISCARD bool contraCalculatedCcyLastQtyInActingVersion() SBE_NOEXCEPT
+        {
+    #if defined(__clang__)
+    #pragma clang diagnostic push
+    #pragma clang diagnostic ignored "-Wtautological-compare"
+    #endif
+            return m_actingVersion >= contraCalculatedCcyLastQtySinceVersion();
+    #if defined(__clang__)
+    #pragma clang diagnostic pop
+    #endif
+        }
+
+        SBE_NODISCARD static SBE_CONSTEXPR std::size_t contraCalculatedCcyLastQtyEncodingOffset() SBE_NOEXCEPT
+        {
+            return 32;
+        }
+
+private:
+        Decimal64NULL m_contraCalculatedCcyLastQty;
+
+public:
+        SBE_NODISCARD Decimal64NULL &contraCalculatedCcyLastQty()
+        {
+            m_contraCalculatedCcyLastQty.wrap(m_buffer, m_offset + 32, m_actingVersion, m_bufferLength);
+            return m_contraCalculatedCcyLastQty;
+        }
+
         template<typename CharT, typename Traits>
         friend std::basic_ostream<CharT, Traits> & operator << (
             std::basic_ostream<CharT, Traits> &builder, NoOrderEvents writer)
@@ -4191,6 +4287,28 @@ public:
             builder << R"("OrderEventReason": )";
             builder << +writer.orderEventReason();
 
+            builder << ", ";
+            builder << R"("ContraGrossTradeAmt": )";
+            if (writer.contraGrossTradeAmtInActingVersion())
+            {
+                builder << writer.contraGrossTradeAmt();
+            }
+            else
+            {
+                builder << "{}";
+            }
+
+            builder << ", ";
+            builder << R"("ContraCalculatedCcyLastQty": )";
+            if (writer.contraCalculatedCcyLastQtyInActingVersion())
+            {
+                builder << writer.contraCalculatedCcyLastQty();
+            }
+            else
+            {
+                builder << "{}";
+            }
+
             builder << '}';
 
             return builder;

src/lib_spark/spark/orderman/ilink3/generated/GroupSize.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *blockLengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/MassActionOrdTyp.h

@@ -32,7 +32,7 @@ public:
     {
         Limit = static_cast<char>(50),
         StopLimit = static_cast<char>(52),
-        NULL_VALUE = static_cast<char>(48)
+        NULL_VALUE = static_cast<char>(0)
     };
 
     static MassActionOrdTyp::Value get(const char value)
@@ -41,7 +41,7 @@ public:
         {
             case static_cast<char>(50): return Limit;
             case static_cast<char>(52): return StopLimit;
-            case static_cast<char>(48): return NULL_VALUE;
+            case static_cast<char>(0): return NULL_VALUE;
         }
 
         throw std::runtime_error("unknown value for enum MassActionOrdTyp [E103]");

src/lib_spark/spark/orderman/ilink3/generated/MassQuote517.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(123);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(517);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/MassQuoteAck545.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(351);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(352);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(545);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(351);
+        return static_cast<std::uint16_t>(352);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2344,6 +2346,79 @@ public:
         return *this;
     }
 
+    SBE_NODISCARD static const char *QuoteEntryControlMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t quoteEntryControlId() SBE_NOEXCEPT
+    {
+        return 39034;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t quoteEntryControlSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool quoteEntryControlInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= quoteEntryControlSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t quoteEntryControlEncodingOffset() SBE_NOEXCEPT
+    {
+        return 351;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t quoteEntryControlEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::uint8_t quoteEntryControlRaw() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return static_cast<std::uint8_t>(255);
+        }
+
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 351, sizeof(std::uint8_t));
+        return (val);
+    }
+
+    SBE_NODISCARD BooleanNULL::Value quoteEntryControl() const
+    {
+        if (m_actingVersion < 9)
+        {
+            return BooleanNULL::NULL_VALUE;
+        }
+
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 351, sizeof(std::uint8_t));
+        return BooleanNULL::get((val));
+    }
+
+    MassQuoteAck545 &quoteEntryControl(const BooleanNULL::Value value) SBE_NOEXCEPT
+    {
+        std::uint8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 351, &val, sizeof(std::uint8_t));
+        return *this;
+    }
+
     class NoQuoteEntries
     {
     private:
@@ -2970,6 +3045,10 @@ friend std::basic_ostream<CharT, Traits> & operator << (
     builder << R"("QuoteEntryOpen": )";
     builder << '"' << writer.quoteEntryOpen() << '"';
 
+    builder << ", ";
+    builder << R"("QuoteEntryControl": )";
+    builder << '"' << writer.quoteEntryControl() << '"';
+
     builder << ", ";
     {
         bool atLeastOne = false;

src/lib_spark/spark/orderman/ilink3/generated/MaturityMonthYear.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *yearMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/MessageHeader.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *blockLengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/Negotiate500.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(76);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(500);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/NegotiationReject502.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(68);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(69);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(502);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(68);
+        return static_cast<std::uint16_t>(69);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -890,6 +892,82 @@ public:
         return *this;
     }
 
+    SBE_NODISCARD static const char *EnvironmentIndicatorMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t environmentIndicatorId() SBE_NOEXCEPT
+    {
+        return 39032;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t environmentIndicatorSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool environmentIndicatorInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= environmentIndicatorSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingOffset() SBE_NOEXCEPT
+    {
+        return 68;
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorNullValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(255);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMinValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(0);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMaxValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(254);
+    }
+
+    static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::uint8_t environmentIndicator() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return static_cast<std::uint8_t>(255);
+        }
+
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 68, sizeof(std::uint8_t));
+        return (val);
+    }
+
+    NegotiationReject502 &environmentIndicator(const std::uint8_t value) SBE_NOEXCEPT
+    {
+        std::uint8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 68, &val, sizeof(std::uint8_t));
+        return *this;
+    }
+
 template<typename CharT, typename Traits>
 friend std::basic_ostream<CharT, Traits> & operator << (
     std::basic_ostream<CharT, Traits> &builder, NegotiationReject502 _writer)
@@ -931,6 +1009,10 @@ friend std::basic_ostream<CharT, Traits> & operator << (
     builder << R"("SplitMsg": )";
     builder << '"' << writer.splitMsg() << '"';
 
+    builder << ", ";
+    builder << R"("EnvironmentIndicator": )";
+    builder << +writer.environmentIndicator();
+
     builder << '}';
 
     return builder;

src/lib_spark/spark/orderman/ilink3/generated/NegotiationResponse501.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -165,10 +167,10 @@ private:
     }
 
 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(32);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(33);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(501);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -222,7 +224,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(32);
+        return static_cast<std::uint16_t>(33);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -951,6 +953,82 @@ public:
         return *this;
     }
 
+    SBE_NODISCARD static const char *EnvironmentIndicatorMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t environmentIndicatorId() SBE_NOEXCEPT
+    {
+        return 39032;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t environmentIndicatorSinceVersion() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD bool environmentIndicatorInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= environmentIndicatorSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingOffset() SBE_NOEXCEPT
+    {
+        return 32;
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorNullValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(255);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMinValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(0);
+    }
+
+    static SBE_CONSTEXPR std::uint8_t environmentIndicatorMaxValue() SBE_NOEXCEPT
+    {
+        return static_cast<std::uint8_t>(254);
+    }
+
+    static SBE_CONSTEXPR std::size_t environmentIndicatorEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::uint8_t environmentIndicator() const SBE_NOEXCEPT
+    {
+        if (m_actingVersion < 9)
+        {
+            return static_cast<std::uint8_t>(255);
+        }
+
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 32, sizeof(std::uint8_t));
+        return (val);
+    }
+
+    NegotiationResponse501 &environmentIndicator(const std::uint8_t value) SBE_NOEXCEPT
+    {
+        std::uint8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 32, &val, sizeof(std::uint8_t));
+        return *this;
+    }
+
     SBE_NODISCARD static const char *CredentialsMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
     {
         switch (metaAttribute)
@@ -1178,6 +1256,10 @@ friend std::basic_ostream<CharT, Traits> & operator << (
     builder << R"("PreviousUUID": )";
     builder << +writer.previousUUID();
 
+    builder << ", ";
+    builder << R"("EnvironmentIndicator": )";
+    builder << +writer.environmentIndicator();
+
     builder << ", ";
     builder << R"("Credentials": )";
     builder << '"' <<

src/lib_spark/spark/orderman/ilink3/generated/NewOrderCross544.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(74);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(544);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/NewOrderSingle514.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(132);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(514);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/NotApplied513.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(17);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(513);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderCancelReject535.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(409);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(535);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderCancelReplaceReject536.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(409);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(536);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderCancelReplaceRequest515.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(133);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(515);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderCancelRequest516.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(96);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(516);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderMassActionReport562.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(130);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(562);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderMassActionRequest529.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(79);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(529);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderMassStatusRequest530.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(68);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(530);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderStatusRequest533.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(62);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(533);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/OrderType.h

@@ -34,7 +34,7 @@ public:
         Limit = static_cast<char>(50),
         StopLimit = static_cast<char>(52),
         MarketWithLeftoverAsLimit = static_cast<char>(75),
-        NULL_VALUE = static_cast<char>(48)
+        NULL_VALUE = static_cast<char>(0)
     };
 
     static OrderType::Value get(const char value)
@@ -45,7 +45,7 @@ public:
             case static_cast<char>(50): return Limit;
             case static_cast<char>(52): return StopLimit;
             case static_cast<char>(75): return MarketWithLeftoverAsLimit;
-            case static_cast<char>(48): return NULL_VALUE;
+            case static_cast<char>(0): return NULL_VALUE;
         }
 
         throw std::runtime_error("unknown value for enum OrderType [E103]");

src/lib_spark/spark/orderman/ilink3/generated/PRICE9.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/PRICENULL9.h

@@ -194,7 +194,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static const char *mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/PartyDetailsDefinitionRequest518.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(147);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(518);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/PartyDetailsDefinitionRequestAck519.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(159);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(519);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/PartyDetailsListReport538.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(93);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(538);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/PartyDetailsListRequest537.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(20);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(537);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT

src/lib_spark/spark/orderman/ilink3/generated/QuoteCancel528.h

@@ -127,7 +127,9 @@
 #include "QuoteAckStatus.h"
 #include "ExpCycle.h"
 #include "MassCancelTIF.h"
+#include "Side.h"
 #include "OrderStatus.h"
+#include "CrossTypeEnum.h"
 #include "ShortSaleType.h"
 #include "PartyDetailRole.h"
 #include "MassActionScope.h"
@@ -168,7 +170,7 @@ public:
     static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(61);
     static const std::uint16_t SBE_TEMPLATE_ID = static_cast<std::uint16_t>(528);
     static const std::uint16_t SBE_SCHEMA_ID = static_cast<std::uint16_t>(8);
-    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(9);
 
     enum MetaAttribute
     {
@@ -242,7 +244,7 @@ public:
 
     SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
     {
-        return static_cast<std::uint16_t>(8);
+        return static_cast<std::uint16_t>(9);
     }
 
     SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT