Adding logs to CME MD

Position cols in TC2 work again now
Sim execution works with live cme md now
2026-06-15 00:38:02 -04:00 · 2026-05-06 14:32:36 -04:00 · 2026-04-23 03:43:12 +00:00 · 2026-04-23 03:41:42 +00:00
123 changed files with 5597 additions and 17177 deletions
@@ -81,8 +81,6 @@ 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
      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
@@ -95,7 +93,7 @@ services:
        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
-    shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
+    shm_size: "${SPARKD__SHM_SIZE:-2048mb}"
    env_file:
      - .env
      - ${SPARKD__CONFIG_DIR}/.env
@@ -107,7 +105,7 @@ services:
        delay: 3s
      resources:
        limits:
-          memory: "${SPARKD__MEMORY:-16gb}"
+          memory: "${SPARKD__MEMORY:-4gb}"
  sparkd-tail:
    image: bluetradingsystems/linux_dotnet8
    volumes:
@@ -19,11 +19,6 @@ 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"
@@ -0,0 +1 @@
+r=TimeSeriesStream(ReplayFutureLiveBBOStream("ES"))
@@ -0,0 +1,3 @@
+x,y,z,id
+123,1.001,abc,1
+123,1.001,abc,0
@@ -0,0 +1,3 @@
+x,y,z,id
+123,1.001,abc,1
+123,1.001,abc,0
@@ -0,0 +1,78 @@
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@@ -0,0 +1,91 @@
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@@ -0,0 +1,187 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+import json
+import os
+import subprocess
+import threading
+from typing import Any, Callable, Dict, List, Optional
+
+
+@dataclass
+class DataPacket:
+    state: List[Any]
+    deleted_ids: List[int]
+    added_ids: List[int]
+
+
+@dataclass
+class DslResponse:
+    data_packet: DataPacket | None
+    req_id: str | None
+    error: str | None
+
+
+def _resolve_interop_exe() -> str:
+    env_path = os.environ.get("BLUEORB_DSL_INTEROP")
+    if env_path and os.path.isfile(env_path):
+        return env_path
+    candidates = [
+        "/workspaces/spark/build/Debug/bin/net8.0/BlueOrbDSLInteropServer",
+        "/workspaces/spark/build/Release/bin/net8.0/BlueOrbDSLInteropServer",
+    ]
+    for path in candidates:
+        if os.path.isfile(path):
+            return path
+    raise FileNotFoundError(
+        "BlueOrbDSLInterop executable not found. "
+        "Set BLUEORB_DSL_INTEROP to the full path."
+    )
+
+_interop_proc: Optional[subprocess.Popen] = None
+_reader_thread: Optional[threading.Thread] = None
+_callbacks: Dict[str, Callable[[DslResponse], None]] = {}
+_first_response_events: Dict[str, threading.Event] = {}
+_first_responses: Dict[str, DslResponse] = {}
+_state_lock = threading.Lock()
+
+
+def start_interop() -> None:
+    """
+    Start the BlueOrbDSLInteropServer process if it's not already running.
+    """
+    global _interop_proc
+    if _interop_proc is not None and _interop_proc.poll() is None:
+        return
+    exe = _resolve_interop_exe()
+    _interop_proc = subprocess.Popen(
+        [exe],
+        stdin=subprocess.PIPE,
+        stdout=subprocess.PIPE,
+        stderr=subprocess.PIPE,
+        text=True,
+    )
+    _start_reader_thread()
+
+
+def stop_interop() -> None:
+    """
+    Stop the BlueOrbDSLInteropServer process if it's running.
+    """
+    global _interop_proc
+    if _interop_proc is None:
+        return
+    if _interop_proc.poll() is None and _interop_proc.stdin is not None:
+        _interop_proc.stdin.write(":exit\n")
+        _interop_proc.stdin.flush()
+        _interop_proc.stdin.close()
+        _interop_proc.wait(timeout=5)
+    global _reader_thread
+    if _reader_thread is not None:
+        _reader_thread.join(timeout=1)
+        _reader_thread = None
+    with _state_lock:
+        _callbacks.clear()
+        _first_response_events.clear()
+        _first_responses.clear()
+    _interop_proc = None
+
+
+def get_interop_status() -> tuple[bool, int | None]:
+    """
+    Returns current interop process status as (is_running, exit_code).
+    exit_code is None when process was never started or is still running.
+    """
+    proc = _interop_proc
+    if proc is None:
+        return (False, None)
+    rc = proc.poll()
+    return (rc is None, rc)
+
+
+def get_dsl(dsl: str, req_id: str, callback: Callable[[DslResponse], None]) -> DslResponse:
+    """
+    Sends the DSL to BlueOrbDSLInteropServer and returns the first response for this req_id.
+    Subsequent streaming updates for the same req_id are delivered via callback.
+    Requires start_interop() to be called first.
+    """
+    assert _interop_proc is not None and _interop_proc.poll() is None, (
+        "Interop process is not running. Call start_interop() first."
+    )
+    assert _interop_proc.stdin is not None
+
+    payload = {"dsl": dsl, "req_id": req_id}
+    first_event = threading.Event()
+    with _state_lock:
+        _callbacks[req_id] = callback
+        _first_response_events[req_id] = first_event
+        _first_responses.pop(req_id, None)
+
+    _interop_proc.stdin.write(json.dumps(payload) + "\n")
+    _interop_proc.stdin.flush()
+
+    if not first_event.wait(timeout=10):
+        with _state_lock:
+            _first_response_events.pop(req_id, None)
+            _callbacks.pop(req_id, None)
+        raise TimeoutError(f"No response received for req_id '{req_id}' from BlueOrbDSLInterop.")
+
+    with _state_lock:
+        response = _first_responses.pop(req_id, None)
+        _first_response_events.pop(req_id, None)
+    if response is None:
+        raise RuntimeError(f"Missing first response for req_id '{req_id}'.")
+    return response
+
+
+def _start_reader_thread() -> None:
+    global _reader_thread
+    if _reader_thread is not None and _reader_thread.is_alive():
+        return
+    _reader_thread = threading.Thread(target=_reader_loop, daemon=True)
+    _reader_thread.start()
+
+
+def _reader_loop() -> None:
+    while True:
+        proc = _interop_proc
+        if proc is None or proc.poll() is not None:
+            return
+        assert proc.stdout is not None
+        raw = proc.stdout.readline()
+        if raw == "":
+            return
+
+        line = raw.strip()
+        if not line:
+            continue
+
+        try:
+            payload = json.loads(line)
+        except json.JSONDecodeError:
+            continue
+
+        response = DslResponse(
+            data_packet=DataPacket(state=[payload.get("data_packet")], deleted_ids=[], added_ids=[]),
+            req_id=payload.get("req_id"),
+            error=payload.get("error"),
+        )
+        req_id = response.req_id
+        if not req_id:
+            continue
+
+        callback: Optional[Callable[[DslResponse], None]]
+        event: Optional[threading.Event]
+        with _state_lock:
+            callback = _callbacks.get(req_id)
+            event = _first_response_events.get(req_id)
+            if event is not None and req_id not in _first_responses:
+                _first_responses[req_id] = response
+                event.set()
+
+        if callback is not None:
+            try:
+                callback(response)
+            except Exception:
+                # Keep the reader alive if callback logic fails.
+                pass
@@ -0,0 +1,33 @@
+import os
+import sys
+import uuid
+
+_here = os.path.dirname(os.path.abspath(__file__))
+_parent = os.path.dirname(_here)
+if _parent not in sys.path:
+    sys.path.insert(0, _parent)
+
+from BlueOrbDSL import get_dsl, start_interop, stop_interop, DslResponse
+
+
+def on_packet(response: DslResponse) -> None:
+    print("callback from DSL Server, DslResponse:", response)
+
+
+def main() -> None:
+    start_interop()
+    try:
+        while True:
+            dsl = input("Enter DSL (or 'quit'): ").strip()
+            if dsl.lower() == "quit":
+                break
+            if not dsl:
+                continue
+            response = get_dsl(dsl, str(uuid.uuid4()), on_packet)
+            print("return:", response)
+    finally:
+        stop_interop()
+
+
+if __name__ == "__main__":
+    main()
@@ -0,0 +1,844 @@
+from __future__ import annotations
+
+import csv
+import time
+import os
+import sys
+import threading
+import uuid
+from collections import deque
+from datetime import datetime
+from typing import Any
+
+from rich.text import Text
+from rich.style import Style
+from textual import events
+from textual.app import App, ComposeResult
+from textual.binding import Binding
+from textual.containers import Container, Horizontal, Vertical
+from textual.widgets.text_area import TextAreaTheme
+from textual.widgets import Button, DataTable, Input, Static, TabbedContent, TabPane, TextArea, Tree
+
+_here = os.path.dirname(os.path.abspath(__file__))
+_parent = os.path.dirname(_here)
+if _parent not in sys.path:
+    sys.path.insert(0, _parent)
+
+from BlueOrbDSL import DslResponse, get_dsl, get_interop_status, start_interop, stop_interop
+
+
+class DSQALiveConsole(App):
+    DEFAULT_QUERY = (
+        'FROM market.ticks\n'
+        'WHERE symbol IN ("BTCUSD", "ETHUSD")\n'
+        "SELECT symbol, price, change, time"
+    )
+    LAST_QUERY_PATH = os.path.join(_here, "DSQA_LAST_EXECUTED_QUERY.txt")
+    DSL_HIGHLIGHT_QUERY = r"""
+    ; comments
+    (comment) @comment
+
+    ; assignment vars: lhs in x = SomeStream(...)
+    (assignment_expression
+      left: (identifier) @variable)
+
+    ; stream operators (function names ending with Stream)
+    (call_expression
+      function: (identifier) @function
+      (#match? @function "^[A-Za-z_][A-Za-z0-9_]*Stream$"))
+
+    ; normal function calls
+    (call_expression
+      function: (identifier) @function.method)
+
+    ; arguments and literals
+    (arguments (identifier) @parameter)
+    (string) @string
+    (number) @number
+    (true) @constant.builtin
+    (false) @constant.builtin
+    (null) @constant.builtin
+    """
+
+    BINDINGS = [
+        Binding("ctrl+r", "execute", "Execute"),
+        Binding("f11", "execute", show=False),
+        Binding("alt+enter", "execute", show=False),
+        # Override Textual's default Ctrl+Q quit to avoid accidental VS Code close.
+        Binding("ctrl+q", "noop", show=False),
+        Binding("ctrl+x", "quit", "Quit"),
+    ]
+    CSS = """
+    Screen {
+        background: #060a1c;
+        color: #d8dff4;
+    }
+
+    #window_close_button {
+        width: 3;
+        min-width: 3;
+        height: 1;
+        margin: 0;
+        border: none;
+        background: #3a1015;
+        color: #ff9ca8;
+        text-style: bold;
+    }
+
+    #window_close_button:hover,
+    #window_close_button:focus {
+        background: #5a1620;
+        color: #ffd6db;
+    }
+
+    #root {
+        padding: 0 1 0 1;
+        height: 1fr;
+    }
+
+    #query_panel {
+        background: #070d27;
+        height: 33%;
+        margin-top: 1;
+    }
+
+    #query_header_row {
+        height: 1;
+        border-bottom: solid #596285;
+    }
+
+    #query_header {
+        width: auto;
+        color: #9eb0d4;
+        content-align: left middle;
+    }
+
+    #query_header_spacer {
+        width: 1fr;
+    }
+
+    #query_input {
+        border: solid #697597;
+        background: #050b22;
+        color: #cfd7eb;
+        height: 1fr;
+        padding-left: 1;
+    }
+
+    #results_panel {
+        background: #070d27;
+        height: 1fr;
+        margin-top: 1;
+    }
+
+    #results_toolbar {
+        height: 3;
+        padding: 0 1;
+    }
+
+    #results_left {
+        width: auto;
+        height: 3;
+        margin-top: 0;
+    }
+
+    #stream_toggle_button {
+        width: auto;
+        min-width: 11;
+        margin-top: 0;
+        margin-left: 1;
+        border: none;
+        background: #070d27;
+        color: #79afe7;
+    }
+
+    #stream_toggle_button:hover,
+    #stream_toggle_button:focus {
+        background: #111a3f;
+        color: #9bc9f6;
+    }
+
+    #execute_button {
+        width: 5;
+        min-width: 5;
+        margin-top: 0;
+        margin-left: 1;
+        border: none;
+        background: #10341f;
+        color: #7ef1ac;
+        text-style: bold;
+    }
+
+    #execute_button:hover,
+    #execute_button:focus {
+        background: #1a4f30;
+        color: #b3ffd0;
+    }
+
+    #results_actions {
+        width: auto;
+        height: 3;
+        margin-top: 0;
+    }
+
+    #results_spacer {
+        width: 1fr;
+    }
+
+    #results_search {
+        width: 30;
+        min-width: 24;
+        margin-right: 1;
+        border: none;
+        background: #060d28;
+        color: #d5def3;
+        padding: 0 1;
+    }
+
+    #search_button,
+    #copy_button,
+    #export_button {
+        width: auto;
+        min-width: 11;
+        margin-left: 1;
+        border: none;
+        background: #070d27;
+        color: #79afe7;
+    }
+
+    #search_button:hover,
+    #copy_button:hover,
+    #export_button:hover,
+    #search_button:focus,
+    #copy_button:focus,
+    #export_button:focus {
+        background: #111a3f;
+        color: #9bc9f6;
+    }
+
+    #results_table {
+        border: solid #697597;
+        background: #050b22;
+        height: 1fr;
+    }
+
+    #results_table .datatable--header,
+    #results_table .datatable--header-hover,
+    #results_table .datatable--header-cursor {
+        background: #0c1535;
+        color: #6ea6df;
+        text-style: bold;
+    }
+
+    #results_table .datatable--even-row {
+        background: #050b22;
+    }
+
+    #results_table .datatable--odd-row {
+        background: #07102a;
+    }
+
+    #results_table .datatable--cursor {
+        background: #19335b;
+        color: #dbe8ff;
+    }
+
+    #results_table .datatable--fixed-cursor {
+        background: #132949;
+        color: #c8dbff;
+    }
+
+    #results_table.error .datatable--odd-row,
+    #results_table.error .datatable--even-row,
+    #results_table.error .datatable--cursor,
+    #results_table.error .datatable--fixed-cursor {
+        color: #f17486;
+        text-style: bold;
+    }
+
+    #results_panel.paused {
+        background: #150f1f;
+    }
+
+    #results_table.paused {
+        background: #130f18;
+    }
+
+    #results_table.paused .datatable--header,
+    #results_table.paused .datatable--header-hover,
+    #results_table.paused .datatable--header-cursor {
+        background: #262338;
+        color: #8b90a1;
+        text-style: bold;
+    }
+
+    #results_tabs {
+        height: 1fr;
+        background: #070d27;
+    }
+
+    #data_tab,
+    #tree_tab {
+        padding: 0;
+    }
+
+    #ops_tree {
+        border: solid #697597;
+        background: #050b22;
+        color: #cfd7eb;
+        height: 1fr;
+    }
+
+    #bottom_status_bar {
+        border-top: solid #596285;
+        background: #070d27;
+        height: 2;
+        margin: 0;
+        padding: 0 1;
+    }
+
+    #status_right_wrap {
+        width: 1fr;
+    }
+
+    #status_row {
+        height: 1;
+        margin-top: 0;
+        width: 1fr;
+    }
+
+    #live_status {
+        width: 1fr;
+        color: #b3bed9;
+        content-align: right middle;
+    }
+    """
+
+    def compose(self) -> ComposeResult:
+        with Container(id="root"):
+            with Vertical(id="query_panel"):
+                with Horizontal(id="query_header_row"):
+                    yield Static("DSL Query", id="query_header")
+                    yield Static("", id="query_header_spacer")
+                    yield Button("✕", id="window_close_button")
+                yield TextArea(
+                    text=self._load_last_query(),
+                    id="query_input",
+                    language="javascript",
+                    theme="vscode_dark",
+                    show_line_numbers=True,
+                )
+            with Vertical(id="results_panel"):
+                with Horizontal(id="results_toolbar"):
+                    with Horizontal(id="results_left"):
+                        yield Button("▶", id="execute_button")
+                        yield Button("⏸ Pause", id="stream_toggle_button")
+                    yield Static("", id="results_spacer")
+                    with Horizontal(id="results_actions"):
+                        yield Input(placeholder="Search: col:value", id="results_search")
+                        yield Button("⌕ Search", id="search_button")
+                        yield Button("⧉ Copy", id="copy_button")
+                        yield Button("⇩ Export", id="export_button")
+                with TabbedContent(initial="data_tab", id="results_tabs"):
+                    with TabPane("Data", id="data_tab"):
+                        table = DataTable(id="results_table")
+                        table.cursor_type = "cell"
+                        table.show_cursor = True
+                        table.zebra_stripes = True
+                        yield table
+                    with TabPane("Operators", id="tree_tab"):
+                        tree = Tree("Assemblies", id="ops_tree")
+                        tree.show_root = False
+                        yield tree
+        with Horizontal(id="bottom_status_bar"):
+            with Horizontal(id="status_right_wrap"):
+                with Horizontal(id="status_row"):
+                    yield Static(
+                        "Rows: 0 | Rate: 0.0/s | Total Updates: 0 | Uptime: 00:00:00 | Last Update: --:--:--",
+                        id="live_status",
+                    )
+
+    def on_mount(self) -> None:
+        self._update_timestamps: deque[float] = deque()
+        self._last_update_at: datetime | None = None
+        self._stream_started_at: float | None = None
+        self._total_updates = 0
+        self._last_row_count = 0
+        self._current_col_names: list[str] = []
+        self._current_rows: list[dict[str, Any]] = []
+        self._column_width_cache: dict[str, int] = {}
+        self._ops_catalog_rows: list[dict[str, Any]] = []
+        self._ops_catalog_error: str | None = None
+        self._ops_catalog_loaded = False
+        self._ops_catalog_loading = False
+        self._interop_is_running = False
+        self._interop_exit_code: int | None = None
+        self._grid_updates_enabled = True
+        self._paused_latest_response: DslResponse | None = None
+        self._ensure_interop_started()
+        self._refresh_ops_tree()
+        self._refresh_ops_tree_async()
+        self._configure_query_highlighting()
+        self._set_pause_visuals()
+        self.set_interval(0.5, self._refresh_status)
+
+    def _configure_query_highlighting(self) -> None:
+        query_input = self.query_one("#query_input", TextArea)
+        query_input.language = "javascript"
+        dsl_theme = TextAreaTheme(
+            "dsqa_ide",
+            base_style=Style.parse("#d7deee on #171a22"),
+            gutter_style=Style.parse("#8a93a8 on #1c212b"),
+            cursor_style=Style.parse("#ffffff on #2b3242"),
+            cursor_line_style=Style.parse("on #202534"),
+            cursor_line_gutter_style=Style.parse("#a6afc4 on #202534"),
+            selection_style=Style.parse("on #2a3f67"),
+            bracket_matching_style=Style.parse("bold #7fd9ff"),
+            syntax_styles={
+                "comment": Style.parse("italic #6f778a"),
+                "variable": Style.parse("bold #4ec9b0"),
+                "function": Style.parse("bold #4fc1ff"),
+                "function.method": Style.parse("bold #70d4ff"),
+                "parameter": Style.parse("#c6d4f8"),
+                "string": Style.parse("#d7ba7d"),
+                "number": Style.parse("#b5cea8"),
+                "constant.builtin": Style.parse("bold #569cd6"),
+            },
+        )
+        query_input.register_theme(dsl_theme)
+        query_input.theme = "dsqa_ide"
+        try:
+            query_input.update_highlight_query(self.DSL_HIGHLIGHT_QUERY)
+        except Exception:
+            pass
+
+    def on_shutdown(self) -> None:
+        stop_interop()
+
+    @staticmethod
+    def _ensure_interop_started() -> None:
+        try:
+            start_interop()
+        except Exception:
+            pass
+
+    def action_execute(self) -> None:
+        tabs = self.query_one("#results_tabs", TabbedContent)
+        tabs.active = "data_tab"
+        self._grid_updates_enabled = True
+        self._set_stream_toggle_label()
+        self._set_pause_visuals()
+        self._execute_query_async()
+
+    def action_noop(self) -> None:
+        pass
+
+    def on_button_pressed(self, event: Button.Pressed) -> None:
+        button_id = event.button.id
+        if button_id == "search_button":
+            self._search_results()
+        elif button_id == "copy_button":
+            self._copy_selected_cell()
+        elif button_id == "export_button":
+            self._export_results_csv()
+        elif button_id == "execute_button":
+            self.action_execute()
+        elif button_id == "window_close_button":
+            self.exit()
+        elif button_id == "stream_toggle_button":
+            self._toggle_stream_painting()
+
+    def on_input_submitted(self, event: Input.Submitted) -> None:
+        if event.input.id == "results_search":
+            self._search_results()
+
+    def on_click(self, event: events.Click) -> None:
+        if getattr(event.widget, "id", None) != "ops_tree":
+            return
+        line = event.style.meta.get("line")
+        if line is None:
+            return
+        tree = self.query_one("#ops_tree", Tree)
+        node = tree.get_node_at_line(line)
+        if node is None:
+            return
+        node_data = node.data
+        if not isinstance(node_data, dict) or node_data.get("kind") != "constructor":
+            return
+        self._append_operator_to_query(self._stringify(node_data.get("op", "")).strip())
+
+    def _append_operator_to_query(self, op_name: str) -> None:
+        if not op_name:
+            return
+        query_input = self.query_one("#query_input", TextArea)
+        existing = query_input.text
+        if existing.strip():
+            separator = "" if existing.endswith("\n") else "\n"
+            query_input.text = f"{existing}{separator}{op_name}"
+        else:
+            query_input.text = op_name
+        query_input.focus()
+
+    def _execute_query_async(self) -> None:
+        self._ensure_interop_started()
+        query = self.query_one(TextArea).text.strip()
+        if not query:
+            return
+        self._column_width_cache.clear()
+        self._save_last_query(query)
+        self._update_timestamps.clear()
+        self._last_update_at = None
+        self._stream_started_at = time.monotonic()
+        self._total_updates = 0
+        self._last_row_count = 0
+        self._paused_latest_response = None
+        self._refresh_status()
+
+        req_id = str(uuid.uuid4())
+
+        def _run() -> None:
+            try:
+                def _on_response(resp: DslResponse) -> None:
+                    self.call_from_thread(self._render_response, resp)
+
+                get_dsl(query, req_id, _on_response)
+            except Exception as exc:
+                error_resp = DslResponse(data_packet=None, req_id=req_id, error=str(exc))
+                self.call_from_thread(self._render_response, error_resp)
+
+        threading.Thread(target=_run, daemon=True).start()
+
+    def _render_response(self, response: DslResponse) -> None:
+        if not self._grid_updates_enabled:
+            self._paused_latest_response = response
+            return
+        self._render_response_internal(response)
+
+    def _render_response_internal(self, response: DslResponse) -> None:
+        self._record_update()
+        table = self.query_one(DataTable)
+        table.remove_class("error")
+        prev_scroll_x = table.scroll_offset.x
+        prev_scroll_y = table.scroll_offset.y
+        table.clear(columns=True)
+
+        if response.error:
+            table.add_class("error")
+            error_text = self._stringify(response.error)
+            error_lines = error_text.splitlines() or [error_text]
+            self._current_col_names = []
+            self._current_rows = []
+            self._last_row_count = len(error_lines)
+            self._refresh_ops_tree()
+            table.add_columns("error")
+            for line in error_lines:
+                table.add_row(Text(line, style="bold #f17486"))
+            return
+
+        if response.data_packet is None or not response.data_packet.state:
+            self._current_col_names = []
+            self._current_rows = []
+            self._last_row_count = 0
+            self._refresh_ops_tree()
+            table.add_columns("empty")
+            table.add_row("no data")
+            return
+
+        data_packet = response.data_packet.state[0]
+        columns = data_packet.get("columns", [])
+        rows = data_packet.get("all", [])
+        if not isinstance(rows, list):
+            rows = []
+
+        col_names = [c.get("name", "") for c in columns]
+        if not col_names:
+            col_names = list(rows[0].keys()) if rows else ["empty"]
+
+        self._current_col_names = col_names
+        self._current_rows = rows
+        self._last_row_count = len(rows)
+        self._refresh_ops_tree()
+        for col_name in col_names:
+            width = self._column_width_cache.get(col_name, len(col_name))
+            for row in rows:
+                if not isinstance(row, dict):
+                    continue
+                cell_text = self._stringify(row.get(col_name, ""))
+                width = max(width, len(cell_text))
+            self._column_width_cache[col_name] = width
+            table.add_column(col_name, width=width)
+        for row in rows:
+            table.add_row(*[self._format_cell(c, row.get(c, "")) for c in col_names])
+        # Preserve user's viewport during streaming refreshes.
+        table.scroll_to(
+            x=min(prev_scroll_x, table.max_scroll_x),
+            y=min(prev_scroll_y, table.max_scroll_y),
+            animate=False,
+        )
+
+    @staticmethod
+    def _stringify(value: Any) -> str:
+        return "" if value is None else str(value)
+
+    @staticmethod
+    def _format_cell(column_name: str, value: Any) -> str | Text:
+        text = DSQALiveConsole._stringify(value)
+        lowered = column_name.lower()
+        if lowered == "id":
+            return Text(text, style="bold #9eb1d8")
+        if lowered == "symbol":
+            return Text(text, style="bold #dce6ff")
+        if lowered == "price":
+            return Text(text, style="bold #d4ddf2")
+        if lowered == "time":
+            return Text(text, style="#aab5d0")
+        if lowered == "change":
+            cleaned = text.strip()
+            if cleaned.startswith("-"):
+                return Text(text, style="bold #f17486")
+            if cleaned.startswith("+"):
+                return Text(text, style="bold #92d67e")
+            return Text(text, style="bold #c7d3ef")
+        if lowered == "bid":
+            return Text(text, style="bold #8cf3c0 on #123526")
+        if lowered == "ask":
+            return Text(text, style="bold #ffd5d9 on #3b1b25")
+        return text
+
+    def _record_update(self) -> None:
+        now = time.monotonic()
+        self._update_timestamps.append(now)
+        self._total_updates += 1
+        if self._stream_started_at is None:
+            self._stream_started_at = now
+        self._last_update_at = datetime.now()
+        self._refresh_status()
+
+    def _refresh_status(self) -> None:
+        self._refresh_interop_heartbeat()
+        now = time.monotonic()
+        cutoff = now - 1.0
+        while self._update_timestamps and self._update_timestamps[0] < cutoff:
+            self._update_timestamps.popleft()
+
+        rate = float(len(self._update_timestamps))
+        if self._stream_started_at is not None:
+            uptime_seconds = max(0, int(now - self._stream_started_at))
+            uptime = self._format_duration(uptime_seconds)
+        else:
+            uptime = "--:--:--"
+        last_update = self._last_update_at.strftime("%H:%M:%S") if self._last_update_at else "--:--:--"
+        status = Text()
+        if self._interop_is_running:
+            status.append("Interop: ● UP", style="bold #92d67e")
+        elif self._interop_exit_code is not None:
+            status.append(f"Interop: ● DOWN({self._interop_exit_code})", style="bold #f17486")
+        else:
+            status.append("Interop: ● DOWN", style="bold #8b90a1")
+        status.append(" | ")
+        status.append(f"Rows: {self._last_row_count} | Rate: {rate:.1f}/s | ")
+        status.append(f"Total Updates: {self._total_updates}", style="bold #79afe7")
+        status.append(f" | Uptime: {uptime} | ")
+        status.append(f"Last Update: {last_update}", style="bold #79afe7")
+        self.query_one("#live_status", Static).update(status)
+
+    def _refresh_interop_heartbeat(self) -> None:
+        is_running, exit_code = get_interop_status()
+        self._interop_is_running = is_running
+        self._interop_exit_code = exit_code
+
+    @staticmethod
+    def _format_duration(total_seconds: int) -> str:
+        hours = total_seconds // 3600
+        minutes = (total_seconds % 3600) // 60
+        seconds = total_seconds % 60
+        return f"{hours:02d}:{minutes:02d}:{seconds:02d}"
+
+    def _search_results(self) -> None:
+        raw = self.query_one("#results_search", Input).value.strip()
+        if ":" not in raw:
+            return
+        col_part, value_part = raw.split(":", 1)
+        target_col = col_part.strip()
+        target_value = value_part.strip()
+        if not target_col:
+            return
+
+        lookup = {name.lower(): idx for idx, name in enumerate(self._current_col_names)}
+        col_idx = lookup.get(target_col.lower())
+        if col_idx is None:
+            return
+
+        col_name = self._current_col_names[col_idx]
+        needle = target_value.lower()
+        for row_idx, row in enumerate(self._current_rows):
+            if not isinstance(row, dict):
+                continue
+            cell_value = self._stringify(row.get(col_name, ""))
+            if needle in cell_value.lower():
+                table = self.query_one("#results_table", DataTable)
+                table.move_cursor(row=row_idx, column=col_idx)
+                table.focus()
+                return
+
+    def _copy_selected_cell(self) -> None:
+        table = self.query_one("#results_table", DataTable)
+        if table.row_count == 0 or not self._current_col_names:
+            return
+        coordinate = table.cursor_coordinate
+        try:
+            cell = table.get_cell_at(coordinate)
+        except Exception:
+            return
+        if isinstance(cell, Text):
+            value = cell.plain
+        else:
+            value = self._stringify(cell)
+        self.copy_to_clipboard(value)
+
+    def _export_results_csv(self) -> None:
+        if not self._current_col_names:
+            return
+        timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
+        export_path = os.path.join(_here, f"DSQA_RESULTS_EXPORT_{timestamp}.csv")
+        with open(export_path, "w", newline="", encoding="utf-8") as csv_file:
+            writer = csv.writer(csv_file)
+            writer.writerow(self._current_col_names)
+            for row in self._current_rows:
+                if isinstance(row, dict):
+                    writer.writerow([self._stringify(row.get(col, "")) for col in self._current_col_names])
+
+    def _refresh_ops_tree(self) -> None:
+        tree = self.query_one("#ops_tree", Tree)
+        root = tree.root
+        root.remove_children()
+
+        if self._ops_catalog_error:
+            root.add(Text(self._ops_catalog_error, style="bold #f17486"))
+            root.expand()
+            return
+
+        grouped: dict[str, dict[str, dict[str, set[str]]]] = {}
+        for row in self._ops_catalog_rows:
+            if not isinstance(row, dict):
+                continue
+            row_lookup = {self._stringify(k).lower(): v for k, v in row.items()}
+            assembly_name = self._stringify(row_lookup.get("assembly_name", "")).strip() or "(unknown assembly)"
+            namespace = self._stringify(row_lookup.get("namespace", "")).strip() or "(global)"
+            op = self._stringify(row_lookup.get("op", "")).strip() or "(unknown op)"
+            constructor = self._stringify(row_lookup.get("constructor", "")).strip() or "(none)"
+            grouped.setdefault(assembly_name, {}).setdefault(namespace, {}).setdefault(op, set()).add(constructor)
+
+        if not grouped:
+            root.add(Text("No operator metadata available", style="#8ea0c6"))
+            root.expand()
+            return
+
+        for assembly_name in sorted(grouped.keys(), key=str.lower):
+            assembly_node = root.add(Text(assembly_name, style="bold #79afe7"))
+            for namespace in sorted(grouped[assembly_name].keys(), key=str.lower):
+                namespace_node = assembly_node.add(Text(namespace, style="#cfd7eb"))
+                for op in sorted(grouped[assembly_name][namespace].keys(), key=str.lower):
+                    op_node = namespace_node.add(
+                        Text(op, style="#b8c8e7"),
+                        data={"kind": "op", "op": op},
+                    )
+                    for constructor in sorted(grouped[assembly_name][namespace][op], key=str.lower):
+                        op_node.add(
+                            Text(constructor, style="#9eb0d4"),
+                            data={"kind": "constructor", "op": op, "constructor": constructor},
+                        )
+                    op_node.expand()
+                namespace_node.expand()
+            assembly_node.expand()
+        root.expand()
+
+    def _refresh_ops_tree_async(self) -> None:
+        if self._ops_catalog_loaded or self._ops_catalog_loading:
+            return
+        self._ensure_interop_started()
+        self._ops_catalog_loading = True
+        req_id = str(uuid.uuid4())
+
+        def _run() -> None:
+            try:
+                def _on_response(resp: DslResponse) -> None:
+                    self.call_from_thread(self._update_ops_catalog, resp)
+
+                get_dsl("OpsStream()", req_id, _on_response)
+            except Exception as exc:
+                error_resp = DslResponse(data_packet=None, req_id=req_id, error=str(exc))
+                self.call_from_thread(self._update_ops_catalog, error_resp)
+
+        threading.Thread(target=_run, daemon=True).start()
+
+    def _update_ops_catalog(self, response: DslResponse) -> None:
+        self._ops_catalog_loading = False
+        if response.error:
+            self._ops_catalog_rows = []
+            self._ops_catalog_error = self._stringify(response.error)
+            self._refresh_ops_tree()
+            return
+
+        if response.data_packet is None or not response.data_packet.state:
+            self._ops_catalog_rows = []
+            self._ops_catalog_error = "OpsStream() returned no data"
+            self._refresh_ops_tree()
+            return
+
+        data_packet = response.data_packet.state[0]
+        rows = data_packet.get("all", [])
+        if not isinstance(rows, list):
+            rows = []
+        normalized_rows: list[dict[str, Any]] = []
+        for row in rows:
+            if isinstance(row, dict):
+                normalized_rows.append(row)
+        self._ops_catalog_rows = normalized_rows
+        self._ops_catalog_error = None
+        self._ops_catalog_loaded = True
+        self._refresh_ops_tree()
+
+    def _toggle_stream_painting(self) -> None:
+        self._grid_updates_enabled = not self._grid_updates_enabled
+        self._set_stream_toggle_label()
+        self._set_pause_visuals()
+        if self._grid_updates_enabled and self._paused_latest_response is not None:
+            latest = self._paused_latest_response
+            self._paused_latest_response = None
+            self._render_response_internal(latest)
+
+    def _set_stream_toggle_label(self) -> None:
+        button = self.query_one("#stream_toggle_button", Button)
+        button.label = "⏸ Pause" if self._grid_updates_enabled else "▶ Play"
+
+    def _set_pause_visuals(self) -> None:
+        table = self.query_one("#results_table", DataTable)
+        panel = self.query_one("#results_panel", Vertical)
+        if self._grid_updates_enabled:
+            table.remove_class("paused")
+            panel.remove_class("paused")
+        else:
+            table.add_class("paused")
+            panel.add_class("paused")
+
+    def _load_last_query(self) -> str:
+        try:
+            with open(self.LAST_QUERY_PATH, "r", encoding="utf-8") as file:
+                text = file.read().strip()
+                return text if text else self.DEFAULT_QUERY
+        except FileNotFoundError:
+            return self.DEFAULT_QUERY
+        except OSError:
+            return self.DEFAULT_QUERY
+
+    def _save_last_query(self, query: str) -> None:
+        try:
+            with open(self.LAST_QUERY_PATH, "w", encoding="utf-8") as file:
+                file.write(query)
+        except OSError:
+            pass
+
+
+if __name__ == "__main__":
+    DSQALiveConsole().run()
@@ -0,0 +1,31 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>Exe</OutputType>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+    <AssemblyName>BlueOrbDSLInteropServer</AssemblyName>
+    <RootNamespace>BlueOrbDSLInteropServer</RootNamespace>
+  </PropertyGroup>
+
+  <Choose>
+    <When Condition="'$(UseProjectRefs)' == 'true'">
+      <ItemGroup>
+        <ProjectReference Include="..\..\cs\Bts.Spark.Api\Bts.Spark.Api.csproj" />
+        <ProjectReference Include="..\DataStream\DataStream.csproj" />
+        <ProjectReference Include="..\PubSub\PubSub.csproj" />
+        <ProjectReference Include="..\BlueOrbOperatorStreams\BlueOrbOperatorStreams.csproj" />
+      </ItemGroup>
+    </When>
+    <Otherwise>
+      <ItemGroup>
+        <PackageReference Include="Bts.Spark.Api" Version="$(SparkVersion)" />
+        <PackageReference Include="DataStream" Version="$(SparkVersion)" />
+        <PackageReference Include="PubSub" Version="$(SparkVersion)" />
+        <PackageReference Include="BlueOrbOperatorStreams" Version="$(SparkVersion)" />
+      </ItemGroup>
+    </Otherwise>
+  </Choose>
+
+</Project>
@@ -0,0 +1,122 @@
+using System;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+using BCG;
+
+using bts.BlueOrb;
+
+using Bts.DataStream;
+
+using Bts.DataStreamCore;
+using Bts.DataStreamExpressions;
+using Bts.PubSub;
+
+using MathNet.Numerics.Statistics;
+
+
+namespace BlueOrbDSLInteropServer {
+   // BlueOrbDSLInteropServer reads DSL lines from stdin, validates them,
+   // and writes one DataPacket JSON line to stdout per input.
+   internal static class Program {
+      private const string ExitSignal = ":exit";
+      private static SyncQueue<DslRequest> _work_queue = new SyncQueue<DslRequest>();
+      private static JsonSerializerOptions response_json_options = new JsonSerializerOptions {
+         NumberHandling = JsonNumberHandling.AllowNamedFloatingPointLiterals
+      };
+      private static string _current_req_id;
+
+      // Request from Python
+      private sealed class DslRequest {
+         public string? dsl { get; set; }
+         public string? req_id { get; set; }
+      }
+
+      // Response envelope for Python: includes DataPacket, request id, and optional error.
+      private sealed class DslResponse {
+         public DataPacket? data_packet { get; set; }
+         public string? req_id { get; set; }
+         public string? error { get; set; }
+      }
+
+      private static void Main(string[] args) {
+         //System.Threading.Thread.Sleep(20000);
+         System.Threading.Thread thread = new Thread(_worker_loop);
+         thread.IsBackground = true;
+         thread.Start();
+         response_json_options.Converters.Add(new DataPacketJsonConverter {
+            IncludeCurrent = true,
+            UseObjectRows = true,
+         });
+         string? line;
+         while ((line = Console.ReadLine()) != null) {
+            line = line.Trim();
+            if (line.Length == 0) {
+               continue;
+            }
+            if (string.Equals(line, ExitSignal, StringComparison.OrdinalIgnoreCase)) {
+               break;
+            }
+
+            try {
+               DslRequest req = JsonSerializer.Deserialize<DslRequest>(line);
+               _work_queue.enqueue(req);
+            } catch (Exception ex) {
+               bts.Log.assert(false, ex.ToString());
+            }
+         }
+      }
+
+      private static void _worker_loop() {
+         Dictionary<string, ViewStream> req_map = new Dictionary<string, ViewStream>();
+         while (true) {
+            System.Threading.Thread.Sleep(100);
+            ViewStreamDatabase.instance.doWork();
+            var new_reqs = _work_queue.dequeue_all();
+            if (new_reqs == null || new_reqs.Count == 0) {
+               continue;
+            }
+            // ubsubscribing to previous stream(s)
+            foreach (var kv in req_map) {
+               kv.Value.onChange -= dp_obj => _on_dp(kv.Key, dp_obj);
+            }
+            foreach (var r in new_reqs) {
+               var req_id = string.IsNullOrWhiteSpace(r.req_id) ? Guid.NewGuid().ToString() : r.req_id;
+               _current_req_id = req_id;
+               try {
+                  DSLStream dsl_str = new DSLStream(r.dsl);
+                  req_map[req_id] = dsl_str;
+                  dsl_str.onChange += dp_obj => _on_dp(req_id, dp_obj);
+               } catch (Exception ex) {
+                  _write_error(req_id, ex.StackTrace);
+               }
+            }
+         }
+      }
+
+      private static void _on_dp(string req_id, object dp_obj) {
+         // eventhough we unsubscribe to all the other streams except the currrent one, 
+         // sometimes the onLastSub is not implemented and we still get updates, this masks them 
+         if (req_id != _current_req_id)
+            return;
+         DataPacket dp = dp_obj as DataPacket;
+         DslResponse response = new DslResponse() {
+            data_packet = dp,
+            req_id = req_id,
+            error = ""
+         };
+         var json = JsonSerializer.Serialize(response, response_json_options);
+         Console.WriteLine(json);
+      }
+
+      private static void _write_error(string req_id, string error) {
+         DslResponse response = new DslResponse() {
+            data_packet = null,
+            req_id = req_id,
+            error = error
+         };
+         var json = JsonSerializer.Serialize(response, response_json_options);
+         Console.WriteLine(json);
+      }
+   }
+}
@@ -0,0 +1,514 @@
+// namespace BlueOrb.Operators.Signal;
+
+// using BCG;
+
+// using bts;
+
+// using System;
+// using System.Collections.Generic;
+// using System.Globalization;
+// using System.Linq;
+
+// [DataStreamUserRespresentation("BarBuilderStream")]
+// public class BarBuilderStream : ViewStream
+// {
+//    enum BarType
+//    {
+//       TIME,
+//       TICK,
+//       VOLUME,
+//       DOLLAR,
+//    }
+
+//    enum PriceSource
+//    {
+//       trade_price,
+//       mid,
+//       bid,
+//       ask,
+//    }
+
+//    enum VolumeSource
+//    {
+//       trade_size,
+//       none,
+//    }
+
+//    enum SessionReset
+//    {
+//       NONE,
+//       DAY,
+//       RTH,
+//       ETH,
+//    }
+
+//    sealed class BarState
+//    {
+//       public string Contract = string.Empty;
+//       public DateTime StartTs;
+//       public DateTime EndTs;
+//       public double Open;
+//       public double High;
+//       public double Low;
+//       public double Close;
+//       public double Volume;
+//       public int TradeCount;
+//       public double SumPriceSize;
+//       public double SumSize;
+//       public double DollarNotional;
+//       public bool HasData;
+//       public DateTime SessionDay;
+//       public bool InitialSnapshotEmitted;
+//    }
+
+//    readonly ViewStream _priceStream;
+//    readonly BarType _barType;
+//    readonly int _barSize;
+//    readonly PriceSource _priceSource;
+//    readonly VolumeSource _volumeSource;
+//    readonly string _timestampCol;
+//    readonly bool _emitForming;
+//    readonly bool _emitInitialSnapshot;
+//    readonly SessionReset _sessionReset;
+
+//    readonly Dictionary<string, BarState> _stateByContract = new(StringComparer.Ordinal);
+//    readonly Dictionary<string, bool> _validCols = new(StringComparer.OrdinalIgnoreCase);
+//    bool _validated;
+//    int _nextId;
+//    readonly BlueTable _outTable;
+//    readonly IBlueTableSchema _outSchema;
+
+//    public BarBuilderStream(
+//       ViewStream price_stream,
+//       string bar_type,
+//       int bar_size,
+//       string price_source,
+//       string volume_source,
+//       string timestamp_col = "ts_event",
+//       int emit_forming_i = 0,
+//       string session_reset = "NONE",
+//       int emit_initial_snapshot_i = 0
+//    )
+//    {
+//       _priceStream = price_stream;
+//       _barType = ParseBarType(bar_type);
+//       _barSize = bar_size;
+//       _priceSource = ParsePriceSource(price_source);
+//       _volumeSource = ParseVolumeSource(volume_source);
+//       _timestampCol = timestamp_col;
+//       _emitForming = emit_forming_i == 1;
+//       _emitInitialSnapshot = emit_initial_snapshot_i == 1;
+//       _sessionReset = ParseSessionReset(session_reset);
+
+//       if (_barSize <= 0)
+//       {
+//          throw new ArgumentException("bar_size must be > 0");
+//       }
+
+//       _outSchema = BlueDataUtility.form_schema(
+//          "BarBuilder",
+//          Tuple.Create("id", TypeCode.Int32),
+//          Tuple.Create("ts_event", TypeCode.String),
+//          Tuple.Create("bar_start_ts", TypeCode.String),
+//          Tuple.Create("bar_end_ts", TypeCode.String),
+//          Tuple.Create("contract", TypeCode.String),
+//          Tuple.Create("open", TypeCode.Double),
+//          Tuple.Create("high", TypeCode.Double),
+//          Tuple.Create("low", TypeCode.Double),
+//          Tuple.Create("close", TypeCode.Double),
+//          Tuple.Create("volume", TypeCode.Double),
+//          Tuple.Create("trade_count", TypeCode.Int32),
+//          Tuple.Create("vwap", TypeCode.Double),
+//          Tuple.Create("is_forming", TypeCode.Boolean)
+//       );
+//       _outTable = new BlueTable(_outSchema);
+//    }
+
+//    protected override void myOnFirstSubscriber()
+//    {
+//       _priceStream.onChange += _on_price_change;
+//    }
+
+//    protected override void myOnLastSubscriber()
+//    {
+//       _priceStream.onChange -= _on_price_change;
+//    }
+
+//    void _on_price_change(object newValue)
+//    {
+//       var dp = newValue as IDataPacket;
+//       if (dp is null)
+//       {
+//          return;
+//       }
+//       if (!_validated)
+//       {
+//          ValidateInputSchema(dp.newRows.schema);
+//          _validated = true;
+//       }
+
+//       var emitted = new List<IBlueRow>();
+//       foreach (IBlueRow row in dp.addedRows)
+//       {
+//          ProcessEvent(row, emitted);
+//       }
+
+//       if (emitted.Count == 0)
+//       {
+//          return;
+//       }
+//       foreach (var r in emitted)
+//       {
+//          _outTable.addRow(r);
+//       }
+//       var outDp = BlueDataUtility.build_dp_inc(_outTable, myLastValue as IDataPacket);
+//       myFireEvent(outDp);
+//    }
+
+//    void ValidateInputSchema(IBlueTableSchema schema)
+//    {
+//       _validCols.Clear();
+//       foreach (var name in schema.columnNames)
+//       {
+//          _validCols[name] = true;
+//       }
+
+//       if (!_validCols.ContainsKey(_timestampCol))
+//       {
+//          throw new ArgumentException($"Missing required column: {_timestampCol}");
+//       }
+
+//       switch (_priceSource)
+//       {
+//          case PriceSource.trade_price:
+//             RequireCol("trade_price");
+//             break;
+//          case PriceSource.mid:
+//             RequireCol("bid_price");
+//             RequireCol("ask_price");
+//             break;
+//          case PriceSource.bid:
+//             RequireCol("bid_price");
+//             break;
+//          case PriceSource.ask:
+//             RequireCol("ask_price");
+//             break;
+//       }
+
+//       if (_barType is BarType.VOLUME or BarType.DOLLAR)
+//       {
+//          if (_volumeSource == VolumeSource.none || !_validCols.ContainsKey("trade_size"))
+//          {
+//             throw new ArgumentException("VOLUME/DOLLAR require executed trade volume; invalid for BBO-only streams.");
+//          }
+//       }
+//       else if (_volumeSource == VolumeSource.trade_size)
+//       {
+//          RequireCol("trade_size");
+//       }
+//    }
+
+//    void RequireCol(string name)
+//    {
+//       if (!_validCols.ContainsKey(name))
+//       {
+//          throw new ArgumentException($"Missing required column for selected source: {name}");
+//       }
+//    }
+
+//    void ProcessEvent(IBlueRow row, List<IBlueRow> emitted)
+//    {
+//       var ts = ParseTimestamp(row);
+//       var contract = ResolveContract(row);
+//       var price = ResolvePrice(row);
+//       var size = ResolveSize(row);
+//       var state = GetOrCreateState(contract);
+
+//       if (state.HasData && _sessionReset != SessionReset.NONE && ts.Date != state.SessionDay.Date)
+//       {
+//          emitted.Add(ToBarRow(state, ts_event: state.EndTs, isForming: false));
+//          state.HasData = false;
+//       }
+
+//       switch (_barType)
+//       {
+//          case BarType.TIME:
+//             ProcessTimeBar(state, ts, price, size, emitted);
+//             break;
+//          case BarType.TICK:
+//             ProcessThresholdBar(state, ts, price, size, emitted, state.TradeCount + 1 >= _barSize);
+//             break;
+//          case BarType.VOLUME:
+//             ProcessThresholdBar(state, ts, price, size, emitted, state.Volume + size >= _barSize);
+//             break;
+//          case BarType.DOLLAR:
+//             ProcessThresholdBar(state, ts, price, size, emitted, state.DollarNotional + (price * size) >= _barSize);
+//             break;
+//       }
+//    }
+
+//    void ProcessTimeBar(BarState state, DateTime ts, double price, double size, List<IBlueRow> emitted)
+//    {
+//       var bucketStart = AlignTimeBucket(ts, _barSize);
+//       var bucketEnd = bucketStart.AddSeconds(_barSize);
+
+//       if (!state.HasData)
+//       {
+//          StartBar(state, ts, bucketStart, bucketEnd, price, size);
+//          MaybeEmitInitialSnapshot(state, ts, emitted);
+//          if (_emitForming)
+//          {
+//             emitted.Add(ToBarRow(state, ts, isForming: true));
+//          }
+//          return;
+//       }
+
+//       if (bucketStart < state.StartTs)
+//       {
+//          Log.Gen.error(
+//             $"BarBuilderStream ignored out-of-order event. contract={state.Contract} ts={ToIso(ts)} " +
+//             $"current_bar_start={ToIso(state.StartTs)}");
+//          return;
+//       }
+
+//       if (bucketStart > state.StartTs)
+//       {
+//          emitted.Add(ToBarRow(state, state.EndTs, isForming: false));
+//          StartBar(state, ts, bucketStart, bucketEnd, price, size);
+//          if (_emitForming)
+//          {
+//             emitted.Add(ToBarRow(state, ts, isForming: true));
+//          }
+//          return;
+//       }
+
+//       Accumulate(state, price, size);
+//       state.EndTs = bucketEnd;
+//       if (_emitForming)
+//       {
+//          emitted.Add(ToBarRow(state, ts, isForming: true));
+//       }
+//    }
+
+//    void ProcessThresholdBar(
+//       BarState state,
+//       DateTime ts,
+//       double price,
+//       double size,
+//       List<IBlueRow> emitted,
+//       bool shouldClose
+//    )
+//    {
+//       if (!state.HasData)
+//       {
+//          StartBar(state, ts, ts, ts, price, size);
+//          MaybeEmitInitialSnapshot(state, ts, emitted);
+//       }
+//       else
+//       {
+//          Accumulate(state, price, size);
+//       }
+//       state.EndTs = ts;
+
+//       if (_emitForming)
+//       {
+//          emitted.Add(ToBarRow(state, ts, isForming: true));
+//       }
+//       if (shouldClose)
+//       {
+//          emitted.Add(ToBarRow(state, ts, isForming: false));
+//          state.HasData = false;
+//       }
+//    }
+
+//    static DateTime AlignTimeBucket(DateTime ts, int seconds)
+//    {
+//       var utc = ts.ToUniversalTime();
+//       long bucketTicks = TimeSpan.FromSeconds(seconds).Ticks;
+//       long aligned = (utc.Ticks / bucketTicks) * bucketTicks;
+//       return new DateTime(aligned, DateTimeKind.Utc);
+//    }
+
+//    void MaybeEmitInitialSnapshot(BarState state, DateTime ts, List<IBlueRow> emitted)
+//    {
+//       if (!_emitInitialSnapshot || state.InitialSnapshotEmitted)
+//       {
+//          return;
+//       }
+//       emitted.Add(ToBarRow(state, ts, isForming: false));
+//       state.InitialSnapshotEmitted = true;
+//    }
+
+//    void StartBar(
+//       BarState state,
+//       DateTime ts,
+//       DateTime barStart,
+//       DateTime barEnd,
+//       double price,
+//       double size
+//    )
+//    {
+//       state.StartTs = barStart;
+//       state.EndTs = barEnd;
+//       state.Open = price;
+//       state.High = price;
+//       state.Low = price;
+//       state.Close = price;
+//       state.Volume = 0;
+//       state.TradeCount = 0;
+//       state.SumPriceSize = 0;
+//       state.SumSize = 0;
+//       state.DollarNotional = 0;
+//       state.SessionDay = ts.Date;
+//       state.HasData = true;
+//       Accumulate(state, price, size);
+//    }
+
+//    static void Accumulate(BarState state, double price, double size)
+//    {
+//       state.High = Math.Max(state.High, price);
+//       state.Low = Math.Min(state.Low, price);
+//       state.Close = price;
+//       state.TradeCount++;
+//       if (size > 0)
+//       {
+//          state.Volume += size;
+//          state.SumSize += size;
+//          state.SumPriceSize += price * size;
+//          state.DollarNotional += price * size;
+//       }
+//    }
+
+//    IBlueRow ToBarRow(BarState state, DateTime ts_event, bool isForming)
+//    {
+//       double vwap = state.SumSize > 0 ? state.SumPriceSize / state.SumSize : state.Close;
+//       var row = new MutableBlueRow(_outSchema);
+//       row.setValue("id", _nextId++);
+//       row.setValue("ts_event", ToIso(ts_event));
+//       row.setValue("bar_start_ts", ToIso(state.StartTs));
+//       row.setValue("bar_end_ts", ToIso(state.EndTs));
+//       row.setValue("contract", state.Contract);
+//       row.setValue("open", state.Open);
+//       row.setValue("high", state.High);
+//       row.setValue("low", state.Low);
+//       row.setValue("close", state.Close);
+//       row.setValue("volume", _volumeSource == VolumeSource.none ? 0.0 : state.Volume);
+//       row.setValue("trade_count", state.TradeCount);
+//       row.setValue("vwap", vwap);
+//       row.setValue("is_forming", isForming);
+//       return row;
+//    }
+
+//    BarState GetOrCreateState(string contract)
+//    {
+//       if (_stateByContract.TryGetValue(contract, out var existing))
+//       {
+//          return existing;
+//       }
+//       var created = new BarState { Contract = contract };
+//       _stateByContract[contract] = created;
+//       return created;
+//    }
+
+//    DateTime ParseTimestamp(IBlueRow row)
+//    {
+//       object? raw = row[_timestampCol];
+//       if (raw is DateTime dt)
+//       {
+//          return dt;
+//       }
+//       if (raw is string s && DateTime.TryParse(s, null, DateTimeStyles.RoundtripKind, out dt))
+//       {
+//          return dt;
+//       }
+//       throw new ArgumentException($"Invalid timestamp value in column '{_timestampCol}'.");
+//    }
+
+//    string ResolveContract(IBlueRow row)
+//    {
+//       if (_validCols.ContainsKey("contract"))
+//       {
+//          return (row["contract"]?.ToString() ?? string.Empty).Trim();
+//       }
+//       if (_validCols.ContainsKey("symbol"))
+//       {
+//          return (row["symbol"]?.ToString() ?? string.Empty).Trim();
+//       }
+//       return string.Empty;
+//    }
+
+//    double ResolvePrice(IBlueRow row)
+//    {
+//       return _priceSource switch
+//       {
+//          PriceSource.trade_price => ToDouble(row["trade_price"], "trade_price"),
+//          PriceSource.mid => (ToDouble(row["bid_price"], "bid_price") + ToDouble(row["ask_price"], "ask_price")) / 2.0,
+//          PriceSource.bid => ToDouble(row["bid_price"], "bid_price"),
+//          PriceSource.ask => ToDouble(row["ask_price"], "ask_price"),
+//          _ => throw new ArgumentOutOfRangeException()
+//       };
+//    }
+
+//    double ResolveSize(IBlueRow row)
+//    {
+//       if (_volumeSource == VolumeSource.none)
+//       {
+//          return 0;
+//       }
+//       return ToDouble(row["trade_size"], "trade_size");
+//    }
+
+//    static double ToDouble(object? value, string colName)
+//    {
+//       var d = BlueDataUtility.GetDouble(value!);
+//       if (!d.HasValue)
+//       {
+//          throw new ArgumentException($"Column '{colName}' must be numeric.");
+//       }
+//       return d.Value;
+//    }
+
+//    static string ToIso(DateTime dt) =>
+//       dt.ToUniversalTime().ToString("O");
+
+//    static BarType ParseBarType(string value)
+//    {
+//       if (Enum.TryParse<BarType>(value, true, out var parsed))
+//       {
+//          return parsed;
+//       }
+//       throw new ArgumentException("bar_type must be one of: TIME | TICK | VOLUME | DOLLAR");
+//    }
+
+//    static PriceSource ParsePriceSource(string value)
+//    {
+//       if (Enum.TryParse<PriceSource>(value, true, out var parsed))
+//       {
+//          return parsed;
+//       }
+//       throw new ArgumentException("price_source must be one of: trade_price | mid | bid | ask");
+//    }
+
+//    static VolumeSource ParseVolumeSource(string value)
+//    {
+//       if (Enum.TryParse<VolumeSource>(value, true, out var parsed))
+//       {
+//          return parsed;
+//       }
+//       throw new ArgumentException("volume_source must be one of: trade_size | none");
+//    }
+
+//    static SessionReset ParseSessionReset(string value)
+//    {
+//       if (!Enum.TryParse<SessionReset>(value, true, out var parsed))
+//       {
+//          throw new ArgumentException("session_reset must be one of: NONE | DAY | RTH | ETH");
+//       }
+//       // TODO: differentiate RTH/ETH session boundaries; currently treated as DAY.
+//       if (parsed is SessionReset.RTH or SessionReset.ETH)
+//       {
+//          return SessionReset.DAY;
+//       }
+//       return parsed;
+//    }
+// }
@@ -0,0 +1,41 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
+    <PackageReference Include="OpenAI" Version="2.0.0" />
+    <PackageReference Include="System.Linq.Async" Version="6.0.1" />
+  </ItemGroup>
+
+  <Choose>
+    <When Condition="'$(UseProjectRefs)' == 'true'">
+      <ItemGroup>
+        <ProjectReference Include="..\..\cs\Bts.Spark.Api\Bts.Spark.Api.csproj" />
+        <ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
+        <ProjectReference Include="..\DataStream\DataStream.csproj" />
+        <ProjectReference Include="..\PubSub\PubSub.csproj" />
+      </ItemGroup>
+    </When>
+    <Otherwise>
+      <ItemGroup>
+        <PackageReference Include="Bts.Spark.Api" Version="$(SparkVersion)" />
+        <PackageReference Include="DataStream" Version="$(SparkVersion)" />
+        <PackageReference Include="PubSub" Version="$(SparkVersion)" />
+      </ItemGroup>
+    </Otherwise>
+  </Choose>
+
+  <!-- <ItemGroup>
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubHeartbeatSchema.json" TypeName="PubSubHeartbeatRow" TableName="PubSubHeartbeat" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubRouteSchema.json" TypeName="PubSubRouteRow" TableName="PubSubRoute" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubServerStateSchema.json" TypeName="PubSubServerStateRow" TableName="PubSubServerState" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubServerTagStatsSchema.json" TypeName="PubSubServerTagStatsRow" TableName="PubSubServerTagStats" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\TableMetadataSchema.json" TypeName="TableMetadataRow" TableName="TableMetadata" />
+  </ItemGroup> -->
+
+</Project>
@@ -0,0 +1,294 @@
+namespace BlueOrb.Internal
+{
+   using bts;
+   //using bts.api;
+   //using bts.spark;
+
+   using System;
+   using System.Diagnostics.CodeAnalysis;
+
+   public static class ContractUtils
+   {
+      public record FutureTradableContract(
+         string Symbol,
+         DateTime Expiration,
+         Exchange Exchange,
+         string? ContractText);
+
+      public class FutureSpreadContract
+      {
+         public List<Tuple<double, FutureTradableContract>> legs = new(2);
+         public string Symbol
+         {
+            get
+            {
+               return legs == null || legs.Count == 0 ? string.Empty : legs.ElementAt(0).Item2.Symbol;
+            }
+         }
+         public string? ContractText;
+      }
+
+      public record FutureContinousContract(string Symbol, Exchange Exchange);
+
+      // this is for all future conytracts belonging to a symbol
+      public record FutureWildcardContract(string Symbol, Exchange Exchange);
+
+      public class FutureContract
+      {
+         public FutureWildcardContract? wildcard_contract;
+         public FutureTradableContract? future_tradable_contract;
+         public FutureSpreadContract? spread_tradable_contract;
+         public FutureContinousContract? continous_constract;
+
+         public FutureContract(string txt)
+         {
+            wildcard_contract = parse_wildcard_contract(txt);
+            if (wildcard_contract != null)
+               return;
+            var fc = parse_future_contract(txt);
+            if (fc != null)
+            {
+               future_tradable_contract = fc;
+               return;
+            }
+            var sc = parse_future_spread_contract(txt);
+            if (sc != null)
+            {
+               spread_tradable_contract = sc;
+               return;
+            }
+            // this is not totally true, since ParseFutureSpreadContract does not
+            // parse ICS spreads
+            continous_constract = new(txt, Exchange.CME);
+         }
+
+         [MemberNotNullWhen(true, nameof(continous_constract))]
+         public bool is_continous_contract => continous_constract != null;
+
+         [MemberNotNullWhen(true, nameof(wildcard_contract))]
+         public bool is_wildcard_contract => wildcard_contract != null;
+
+         [MemberNotNullWhen(true, nameof(future_tradable_contract))]
+         public bool is_future_tradable_contract => future_tradable_contract != null;
+
+         [MemberNotNullWhen(true, nameof(spread_tradable_contract))]
+         public bool is_spread_tradable_contract => spread_tradable_contract != null;
+
+         public string symbol()
+         {
+            if (wildcard_contract != null)
+               return wildcard_contract.Symbol;
+            if (continous_constract != null)
+            {
+               return continous_constract.Symbol;
+            }
+            else if (future_tradable_contract != null)
+            {
+               return future_tradable_contract.Symbol;
+            }
+            else if (spread_tradable_contract != null)
+            {
+               return spread_tradable_contract.Symbol;
+            }
+            Log.assert(false);
+            return string.Empty;
+         }
+         public string? contract_text
+         {
+            get
+            {
+               if (future_tradable_contract != null)
+                  return future_tradable_contract.ContractText;
+               if (spread_tradable_contract != null)
+                  return spread_tradable_contract.ContractText;
+               return null;
+            }
+         }
+      }
+      #region Parsing
+      public static FutureWildcardContract? parse_wildcard_contract(string contract_txt, Exchange exchange = Exchange.CME)
+      {
+         if (contract_txt.EndsWith("*"))
+         {
+            contract_txt = contract_txt.Replace("*", string.Empty);
+            return new FutureWildcardContract(contract_txt, exchange);
+         }
+         return null;
+      }
+      public static FutureTradableContract? parse_future_contract(string contract_txt, Exchange exchange = Exchange.CME)
+      {
+         // Validate the future string length
+         if (!contract_txt.All(c => char.IsLetterOrDigit(c)))
+            return null;
+         if (contract_txt.Length < 4)
+         {
+            return null;
+         }
+
+         // Extract the symbol and the expiration month/year codes
+         string symbol = contract_txt.Substring(0, contract_txt.Length - 2);
+         char monthCode = contract_txt[contract_txt.Length - 2];
+         char yearCode = contract_txt[contract_txt.Length - 1];
+
+         // Map month code to month, return null if the month code is invalid
+         int month = monthCode switch
+         {
+            'F' => 1,  // January
+            'G' => 2,  // February
+            'H' => 3,  // March
+            'J' => 4,  // April
+            'K' => 5,  // May
+            'M' => 6,  // June
+            'N' => 7,  // July
+            'Q' => 8,  // August
+            'U' => 9,  // September
+            'V' => 10, // October
+            'X' => 11, // November
+            'Z' => 12, // December
+            _ => 0 // Return 0 for invalid month code
+         };
+
+         if (month == 0)
+         {
+            return null; // Invalid month code
+         }
+
+         // Calculate the year based on the current decade
+         int currentYear = DateTime.Now.Year;
+         int decadeStart = currentYear / 10 * 10;
+         int year = decadeStart + (yearCode - '0');
+
+         // If the year is in the past, assume the next decade
+         if (year < currentYear)
+         {
+            year += 10;
+         }
+
+         // Create the FutureContract instance and set its properties
+         DateTime expiration = new DateTime(year, month, 1);
+         return new(symbol, expiration, exchange, contract_txt);
+      }
+      // Method to parse a futures spread, e.g. "CLX4-CLZ4"
+      public static FutureSpreadContract? parse_future_spread_contract(string contract_txt, Exchange exchange = Exchange.CME)
+      {
+         // Split the string by '-' to handle each leg
+         var spreadParts = contract_txt.Split('-');
+         if (spreadParts.Length < 2)
+         {
+            return null; // Not a valid spread format
+         }
+
+         var spreadContract = new FutureSpreadContract { legs = new List<Tuple<double, FutureTradableContract>>() };
+
+         foreach (var part in spreadParts)
+         {
+            // Split each leg by '*', assuming the format is weight*future or just future
+            string[] legParts = part.Split('*');
+            double weight = 1.0;
+            string futurePart;
+
+            if (legParts.Length == 2)
+            {
+               if (!double.TryParse(legParts[0], out weight))
+               {
+                  return null; // Invalid weight, parsing failed
+               }
+               futurePart = legParts[1];
+            }
+            else if (legParts.Length == 1)
+            {
+               futurePart = legParts[0];
+            }
+            else
+            {
+               return null; // Invalid format, too many '*' parts
+            }
+
+            // Parse the future contract
+            var futureContract = parse_future_contract(futurePart, exchange);
+            if (futureContract == null)
+            {
+               return null; // Failed to parse the future part
+            }
+
+            // Add the leg to the spread contract
+            spreadContract.legs.Add(new Tuple<double, FutureTradableContract>(weight, futureContract));
+         }
+         return spreadContract;
+      }
+
+      // public static ContractType DetermineFutureOrSpread(string contract) {
+      //    if (contract.Contains("-")) {
+      //       return ContractType.FutureSpread;
+      //    } else {
+      //       return ContractType.Future;
+      //    }
+      // }
+      #endregion
+
+      public static ContractType get_type(string contract_txt)
+      {
+         var fc = parse_future_contract(contract_txt);
+         if (fc != null)
+         {
+            return ContractType.Future;
+         }
+         var sc = parse_future_spread_contract(contract_txt);
+         if (sc != null)
+         {
+            return ContractType.FutureSpread;
+         }
+         // tehre are some non calendar spreads we cant parse
+         //Log.assert(false);
+         return ContractType.FutureSpread;
+      }
+
+      public static ContractCategory get_category(string symbol)
+      {
+         var tp = get_symbol_category(symbol);
+         return tp.Item1;
+      }
+
+      public static Tuple<ContractCategory, string> get_symbol_category(string symbol)
+      {
+         var fc = parse_future_contract(symbol);
+         if (fc != null)
+         {
+            return Tuple.Create(ContractCategory.FutureString, fc.Symbol);
+         }
+         var sc = parse_future_spread_contract(symbol);
+         if (sc != null)
+         {
+            return Tuple.Create(ContractCategory.FutureString, sc.Symbol);
+         }
+         return Tuple.Create(ContractCategory.Symbol, symbol);
+      }
+
+
+
+      public enum ContractType
+      {
+         Spot,
+         Option,
+         Future,
+         FutureSpread,
+         OptionSpread
+      }
+      public enum ContractCategory
+      {
+         Symbol = 0,
+         FutureString,
+         SpreadString
+      }
+      public enum CallPut
+      {
+         Call,
+         Put
+      }
+      public enum Exchange
+      {
+         CME
+      }
+
+   }
+}
@@ -0,0 +1,99 @@
+namespace BlueOrb.Operators.Data {
+   using BCG;
+
+   using bts;
+
+   using Spark.Core.Diagnostics;
+
+   using BlueOrb.Internal;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   [DataStreamUserRespresentation("ReplayFutureLiveBBOStream")]
+   public class ReplayFutureLiveBBOStream : ViewStream, BCG.Utilities.General.IWorker {
+      private class LastFireTime {
+         public DateTime last_fireitme_file = DateTime.MinValue;
+         public DateTime last_firetime_clock = DateTime.MinValue;
+      }
+      private class RowsWithPointer {
+         public List<IBlueRow>? rows;
+         public int pointer;
+      }
+
+
+      readonly ViewStreamDatabase? _vsd;
+      readonly ContractUtils.FutureContinousContract? _fcc;
+      private readonly LastFireTime _last_fire_time = new LastFireTime();
+      private RowsWithPointer _rows = new RowsWithPointer();
+
+      public ReplayFutureLiveBBOStream(string continous_contract) {
+         Func<string> iso_8601_now = () => {
+            DateTime utc_now = DateTime.UtcNow;
+            long ticks = utc_now.Ticks; // 1 tick = 100 ns
+            long nanoseconds = ticks % TimeSpan.TicksPerSecond * 100;
+            string formatted = utc_now.ToString("yyyy-MM-ddTHH:mm:ss");
+            formatted += $".{nanoseconds:D9}Z";
+            return formatted;
+         };
+         ViewStream rs = new ReplayFutureLiveBBOStream(continous_contract, true);
+         IBlueTableSchema schema_out = BlueDataUtility.form_schema("BBO",
+               Tuple.Create("id", TypeCode.Int32),
+               Tuple.Create("ts_event", TypeCode.String),
+               Tuple.Create("contract", TypeCode.String),
+               Tuple.Create("bid_price", TypeCode.Double),
+               Tuple.Create("bid_size", TypeCode.Int32),
+               Tuple.Create("ask_price", TypeCode.Double),
+               Tuple.Create("ask_size", TypeCode.Int32));
+         rs = new MapStream(rs, s => schema_out,
+            r =>
+            new BlueRow(schema_out, r["id"], /*r.get<string>("ts_event")*/iso_8601_now(), r.get<string>("symbol"),
+            r.get<double>("bid_px_00"), r.get<int>("bid_sz_00"),
+            r.get<double>("ask_px_00"), r.get<int>("ask_sz_00")));
+         mySetRealSource(rs);
+      }
+
+      private ReplayFutureLiveBBOStream(string continous_contract, bool noop)
+         : this(ViewStreamDatabase.instance, new ContractUtils.FutureContract(continous_contract)) { }
+
+      public ReplayFutureLiveBBOStream(ViewStreamDatabase vsd, ContractUtils.FutureContract fc) {
+         var fcc = fc.continous_constract;
+         Log.assert(fcc != null);
+         _vsd = vsd;
+         _fcc = fcc;
+      }
+
+      protected override void myOnFirstSubscriber() {
+         Log.notnull(_fcc);
+         var file_path = Path.Combine(SQLiteHelper.location, $"mbp1_{_fcc.Symbol}_small.csv".ToLower());
+         var rows = BCG.CSVReaderStream.LoadFile(file_path);
+         _rows.rows = new(rows.Count);
+         _rows.rows.AddRange(rows.OfType<IBlueRow>().OrderBy(r => r.get<string>("ts_event")));
+         _rows.pointer = 0;
+         ExceptionAssert.NotNull(_vsd).addWorker(this);
+      }
+
+      protected override void myOnLastSubscriber() {
+         ExceptionAssert.NotNull(_vsd).removeWorker(this);
+      }
+
+      public void doWork() {
+         var rows = ExceptionAssert.NotNull(_rows.rows);
+         IBlueRow cand_row = rows[_rows.pointer];
+         string cand_ts_event = cand_row.get<string>("ts_event");
+         DateTime cand_ts_event_dt = DateTime.Parse(cand_ts_event, null, System.Globalization.DateTimeStyles.RoundtripKind);
+         TimeSpan cand_ts_span_file = cand_ts_event_dt - _last_fire_time.last_fireitme_file;
+         TimeSpan ts_clock = DateTime.Now - _last_fire_time.last_firetime_clock;
+         if (ts_clock >= cand_ts_span_file) {
+            _rows.pointer++;
+            _last_fire_time.last_firetime_clock = DateTime.Now;
+            _last_fire_time.last_fireitme_file = cand_ts_event_dt;
+            BlueTable bt_out = new BlueTable(cand_row.schema);
+            bt_out.addRow(cand_row);
+            var dp_out = BlueDataUtility.build_dp(bt_out, myLastValue as IDataPacket);
+            myFireEvent(dp_out);
+         }
+      }
+   }
+}
@@ -0,0 +1,111 @@
+namespace Blueorb.Operators.Data
+{
+   using BCG;
+
+   using Spark.Core.Diagnostics;
+   using BlueOrb.Internal;
+   using bts;
+   using BlueOrb.Operators.Core;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   [DataStreamUserRespresentation("ReplayFutureLiveTradeStream")]
+   public class ReplayFutureLiveTradeStream : ViewStream, BCG.Utilities.General.IWorker
+   {
+      private class LastFireTime
+      {
+         public DateTime last_fireitme_file = DateTime.MinValue;
+         public DateTime last_firetime_clock = DateTime.MinValue;
+      }
+      private class RowsWithPointer
+      {
+         public List<IBlueRow>? rows;
+         public int pointer;
+      }
+
+
+      readonly ViewStreamDatabase? _vsd;
+      readonly ContractUtils.FutureContinousContract? _fcc;
+      private readonly LastFireTime _last_fire_time = new LastFireTime();
+      readonly RowsWithPointer _rows = new();
+
+      public ReplayFutureLiveTradeStream(string continous_contract)
+      {
+         Func<string> iso_8601_now = () =>
+         {
+            DateTime utc_now = DateTime.UtcNow;
+            long ticks = utc_now.Ticks; // 1 tick = 100 ns
+            long nanoseconds = ticks % TimeSpan.TicksPerSecond * 100;
+            string formatted = utc_now.ToString("yyyy-MM-ddTHH:mm:ss");
+            formatted += $".{nanoseconds:D9}Z";
+            return formatted;
+         };
+         ViewStream rs = new ReplayFutureLiveTradeStream(continous_contract, true);
+         IBlueTableSchema schema_out = BlueDataUtility.form_schema("BBO",
+               Tuple.Create("id", TypeCode.Int32),
+               Tuple.Create("ts_event", TypeCode.String),
+               Tuple.Create("contract", TypeCode.String),
+               Tuple.Create("trade_size", TypeCode.Double),
+               Tuple.Create("trade_price", TypeCode.Int32),
+               Tuple.Create("aggressor_side", TypeCode.String));
+         rs = new MapStream(rs, s => schema_out,
+            r =>
+            new BlueRow(schema_out, r["id"], /*r.get<string>("ts_event")*/iso_8601_now(), r.get<string>("symbol"),
+            r.get<double>("size"), r.get<double>("price"),
+            r.get<string>("side").StartsWith("B") ? "BUY" : (r.get<string>("side").StartsWith("A") ? "SELL" : "NONE")));
+         rs = new TimeSeriesStream(rs);
+         mySetRealSource(rs);
+      }
+
+      private ReplayFutureLiveTradeStream(string continous_contract, bool noop)
+         : this(ViewStreamDatabase.instance, new ContractUtils.FutureContract(continous_contract)) { }
+
+      public ReplayFutureLiveTradeStream(ViewStreamDatabase vsd, ContractUtils.FutureContract fc)
+      {
+         var fcc = fc.continous_constract;
+         Log.assert(fcc != null);
+         _vsd = vsd;
+         _fcc = fcc;
+      }
+
+      protected override void myOnFirstSubscriber()
+      {
+         Log.notnull(_vsd);
+         Log.notnull(_fcc);
+         var file_path = Path.Combine(SQLiteHelper.location, $"trades_{_fcc.Symbol}.csv");
+         var csv_rd = new BlueOrb.Operators.Core.CSVReaderStream(file_path, false);
+         var rows = BCG.CSVReaderStream.LoadFile(file_path);
+         _rows.rows = new(rows.Count);
+         _rows.rows.AddRange(rows.OfType<IBlueRow>().OrderBy(r => r.get<string>("ts_event")));
+         _rows.pointer = 0;
+         ExceptionAssert.NotNull(_vsd).addWorker(this);
+      }
+
+      protected override void myOnLastSubscriber()
+      {
+         ExceptionAssert.NotNull(_vsd).removeWorker(this);
+      }
+
+      public void doWork()
+      {
+         var rows = ExceptionAssert.NotNull(_rows.rows);
+         IBlueRow cand_row = rows[_rows.pointer];
+         string cand_ts_event = cand_row.get<string>("ts_event");
+         DateTime cand_ts_event_dt = DateTime.Parse(cand_ts_event, null, System.Globalization.DateTimeStyles.RoundtripKind);
+         TimeSpan cand_ts_span_file = cand_ts_event_dt - _last_fire_time.last_fireitme_file;
+         TimeSpan ts_clock = DateTime.Now - _last_fire_time.last_firetime_clock;
+         if (ts_clock >= cand_ts_span_file)
+         {
+            _rows.pointer++;
+            _last_fire_time.last_firetime_clock = DateTime.Now;
+            _last_fire_time.last_fireitme_file = cand_ts_event_dt;
+            BlueTable bt_out = new BlueTable(cand_row.schema);
+            bt_out.addRow(cand_row);
+            var dp_out = BlueDataUtility.build_dp(bt_out, myLastValue as IDataPacket);
+            myFireEvent(dp_out);
+         }
+      }
+   }
+}
@@ -0,0 +1,144 @@
+using System;
+using System.Collections.Generic;
+using System.Data;
+using System.Data.SQLite;
+using System.IO;
+using System.Runtime.InteropServices;
+
+namespace BlueOrb.Internal
+{
+
+   public static class SQLiteHelper
+   {
+      public static string location = RuntimeInformation.IsOSPlatform(OSPlatform.Windows)
+         ? "C:\\BlueOrb_Data\\"
+         : Path.Combine(Environment.GetEnvironmentVariable("HOME") ?? string.Empty, "BlueOrb_Data");
+      public static string db_name = "stream_data.db";
+
+      public static DataTable execute_select_query(string connection_string, string query)
+      {
+         // Create a new DataTable to store the results
+         DataTable dataTable = new DataTable();
+
+         // Create and open a SQLite connection using the provided connection string
+         using (SQLiteConnection connection = new SQLiteConnection(connection_string))
+         {
+            try
+            {
+               connection.Open();
+
+               // Create a SQLite command with the provided query
+               using (SQLiteCommand command = new SQLiteCommand(query, connection))
+               {
+                  // Use SQLiteDataAdapter to fill the DataTable
+                  using (SQLiteDataAdapter adapter = new SQLiteDataAdapter(command))
+                  {
+                     adapter.Fill(dataTable);
+                  }
+               }
+            }
+            catch (Exception ex)
+            {
+               Console.WriteLine("An error occurred: " + ex.Message);
+            }
+         }
+         // Return the populated DataTable
+         return dataTable;
+      }
+
+      public static List<Dictionary<string, object>> ExecuteBulkRead(string connectionString, string query)
+      {
+         var result = new List<Dictionary<string, object>>();
+
+         using (var connection = new SQLiteConnection(connectionString))
+         {
+            connection.Open();
+
+            // Begin a transaction to optimize read speed
+            using (var transaction = connection.BeginTransaction())
+            using (var command = new SQLiteCommand(query, connection, transaction))
+            using (var reader = command.ExecuteReader())
+            {
+               while (reader.Read())
+               {
+                  var row = new Dictionary<string, object>();
+
+                  for (int i = 0; i < reader.FieldCount; i++)
+                  {
+                     string columnName = reader.GetName(i);
+                     object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                     row[columnName] = columnValue;
+                  }
+
+                  result.Add(row);
+               }
+
+               // Commit the transaction
+               transaction.Commit();
+            }
+         }
+
+         return result;
+      }
+
+      public static List<Dictionary<string, object>> get_table(string connectionString, string query)
+      {
+         var result = new List<Dictionary<string, object>>();
+
+         using (var connection = new SQLiteConnection(connectionString))
+         {
+            try
+            {
+               connection.Open();
+
+               using (var command = new SQLiteCommand(query, connection))
+               using (var reader = command.ExecuteReader())
+               {
+                  while (reader.Read())
+                  {
+                     var row = new Dictionary<string, object>();
+
+                     for (int i = 0; i < reader.FieldCount; i++)
+                     {
+                        string columnName = reader.GetName(i);
+                        object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                        row[columnName] = columnValue;
+                     }
+
+                     result.Add(row);
+                  }
+               }
+            }
+            catch (Exception ex)
+            {
+               Console.WriteLine("An error occurred: " + ex.Message);
+            }
+         }
+         return result;
+      }
+
+      public static IEnumerable<Dictionary<string, object>> get_table_2(string connectionString, string query)
+      {
+         using (var connection = new SQLiteConnection(connectionString))
+         {
+            connection.Open();
+            using (var command = new SQLiteCommand(query, connection))
+            using (var reader = command.ExecuteReader())
+            {
+               while (reader.Read())
+               {
+                  var row = new Dictionary<string, object>();
+                  for (int i = 0; i < reader.FieldCount; i++)
+                  {
+                     string columnName = reader.GetName(i);
+                     object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                     row[columnName] = columnValue;
+                  }
+                  yield return row;
+               }
+            }
+         }
+      }
+   }
+}
+
@@ -0,0 +1,43 @@
+namespace BlueOrb.Internal
+{
+   using bts;
+   using System;
+   using BCG;
+   using System.Collections.Generic;
+   using Bts.DataStreamExpressions;
+   using System.Xml;
+
+   // All this does is take in a dsl expression, parse it and fire the data that come out of running it.
+   // So for example, if an expresison is passed 
+   [DataStreamUserRespresentation("dsl")]
+   public class DSLStream : ViewStream
+   {
+      private readonly string _dsl;
+      public DSLStream(string dsl)
+      {
+         Log.Gen.info($"DSLStream.cons dsl: {dsl}");
+         // Remove all colons
+         string sanitizedDsl = dsl.Replace(":", "COLON");
+         _dsl = dsl;
+         ViewStream rs = build_stream(dsl) ?? new LiteralStream("error", $"msg:invalid dsl");
+         mySetRealSource(rs);
+      }
+
+      static ViewStream? build_stream(string stream_expression)
+      {
+         try
+         {
+            var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
+            var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
+            return rv;
+
+         }
+         catch (Exception ex)
+         {
+            //send to blueorb
+            Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
+            return null;
+         }
+      }
+   }
+}
@@ -0,0 +1,103 @@
+using System;
+
+using BCG.Utilities.General;
+using BCG;
+using bts;
+
+namespace BlueOrb.Internal
+{
+   [DataStreamUserRespresentation("MillisecondStream")]
+   public class MillisecondStream : ViewStream, IWorker
+   {
+      private DateTime _last_fire_time = DateTime.MinValue;
+      private readonly TimeSpan _period;
+      private readonly int _size;
+      private readonly ViewStreamDatabase _vsd;
+      private IBlueTableSchema _schema;
+      private bts.CircularBufferTable _table;
+
+      public MillisecondStream(int interval_msecs, int size)
+      : this(ViewStreamDatabase.instance, interval_msecs, size)
+      {
+      }
+
+      public MillisecondStream(ViewStreamDatabase vsd, int interval_msecs, int size)
+      {
+         _vsd = vsd;
+         _period = TimeSpan.FromMilliseconds(interval_msecs);
+         _size = size;
+         _schema = BlueDataUtility.form_schema("Milliseconds",
+               Tuple.Create("id", TypeCode.Int32),
+               Tuple.Create("time", TypeCode.DateTime),
+               Tuple.Create("display_time", TypeCode.String));
+         _table = new CircularBufferTable(_schema, _size);
+      }
+
+      protected override void myOnFirstSubscriber()
+      {
+         _vsd.addWorker(this);
+      }
+
+      protected override void myOnLastSubscriber()
+      {
+         _vsd.removeWorker(this);
+      }
+
+      private int _id = 0;
+      public void doWork()
+      {
+         if (DateTime.Now - _last_fire_time >= _period)
+         {
+            _last_fire_time = DateTime.Now;
+            IBlueRow nr = new BlueRow(_schema, _id++, _last_fire_time,
+            _last_fire_time.ToString("yyyy-MM-dd HH:mm:ss.fff"));
+            _table.add_row(nr);
+            var dp = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
+            myFireEvent(dp);
+         }
+      }
+   }
+   internal class MSecondStream : TimeUnitStream
+   {
+      public MSecondStream(int intervalInms, int size)
+         : base(DateTime.Now, new TimeSpan(0, 0, 0, 0, intervalInms), size, ViewStreamDatabase.instance) { }
+
+      protected override DateTime myRoundTime(DateTime dt) { return dt; }
+   }
+
+   internal class DisplayableMillisecondStream : ViewStream, IStreamMapper
+   {
+      private IBlueTableSchema mySchema = new BlueTableSchema("ms",
+                                                               new ColumnInfo("id", 0, typeof(int)),
+                                                               new ColumnInfo("time", 1, typeof(string)));
+      public DisplayableMillisecondStream(int intervalInMs, int sz)
+      {
+         mySetRealSource(new MapStream(new MSecondStream(intervalInMs, sz), this));
+      }
+      #region IStreamMapper Members
+
+      public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema)
+      {
+         return mySchema;
+      }
+
+      #endregion
+
+      #region IDynamicStreamMapper Members
+
+      public IBlueRow map(IBlueRow row)
+      {
+         DateTime time = row.get_datetime("time");
+         var time_txt = time.ToString("yyyy-MM-dd HH:mm:ss.fff");
+         return new BlueRow(mySchema, row["id"], time_txt);
+      }
+
+      #endregion
+
+      private string myToString(DateTime dt)
+      {
+         string sep = ":";
+         return dt.Hour + sep + dt.Minute + sep + dt.Second + sep + dt.Millisecond;
+      }
+   }
+}
@@ -0,0 +1,348 @@
+namespace BlueOrb.Operators.Signal
+{
+   using System;
+   using System.Collections.Concurrent;
+   using System.IO.MemoryMappedFiles;
+   using BCG;
+   using System.Text.Json.Serialization;
+   using System.Text.Json;
+   using System.Data;
+
+
+   public enum BarType
+   {
+      TIME,
+      TICK,
+      VOLUME,
+      DOLLAR,
+   }
+
+   public class BarBuilderSchemaInfo
+   {
+      [JsonPropertyName("price_col")]
+      public string price_col { get; set; } = "trade_price";
+
+      [JsonPropertyName("volume_col")]
+      public string volume_col { get; set; } = "trade_size";
+
+      [JsonPropertyName("timestamp_col")]
+      public string timestamp_col { get; set; } = "ts_event";
+   }
+
+
+   public class SingleBar : IBlueRow
+   {
+      private BarBuilderStream _parent_str;
+      private IBlueTableSchema _schema;
+      private MutableBlueRow _row;
+      public SingleBar(BarBuilderStream parent_str)
+      {
+         _parent_str = parent_str;
+         _schema = BlueDataUtility.form_schema(
+            "bar_builder_single_bar",
+            Tuple.Create("id", TypeCode.Int32),
+            Tuple.Create("ts_event", TypeCode.DateTime),
+            Tuple.Create("bar_start_ts", TypeCode.DateTime),
+            Tuple.Create("bar_end_ts", TypeCode.DateTime),
+            Tuple.Create("open", TypeCode.Double),
+            Tuple.Create("high", TypeCode.Double),
+            Tuple.Create("low", TypeCode.Double),
+            Tuple.Create("close", TypeCode.Double),
+            Tuple.Create("volume", TypeCode.Double),
+            Tuple.Create("notional", TypeCode.Double),
+            Tuple.Create("trade_count", TypeCode.Int32),
+            Tuple.Create("n_events", TypeCode.Int32),
+            Tuple.Create("vwap", TypeCode.Double),
+            Tuple.Create("is_active", TypeCode.Boolean)
+         );
+         _row = new MutableBlueRow(_schema);
+      }
+
+      public IBlueTableSchema schema => _row.schema;
+
+      public object this[int index] => _row[index];
+
+      public object this[string col_name] => _row[col_name];
+
+
+      public IBlueRow add_event(IBlueRow r)
+      {
+         // initiaizes _row
+         void reset_new_bar()
+         {
+            _row = new MutableBlueRow(_schema);
+            _row.setValue("id", _parent_str.get_new_id());
+            _row.setValue("volume", 0.0);
+            _row.setValue("notional", 0.0);
+            _row.setValue("trade_count", 0);
+            _row.setValue("n_events", 0);
+            _row.setValue("is_active", true);
+         }
+
+         void absorb_into_row(IBlueRow input_row)
+         {
+            var ts = input_row.get_datetime(_parent_str._schema_info.timestamp_col, DateTime.UtcNow).ToUniversalTime();
+            var price = input_row.get<double>(_parent_str._schema_info.price_col, 0.0);
+            var volume = input_row.get<double>(_parent_str._schema_info.volume_col, 0.0);
+            var notional = price * volume;
+
+            if (_row.is_null("bar_start_ts"))
+            {
+               DateTime bar_start_ts;
+               DateTime bar_end_ts;
+               if (_parent_str._bar_type == BarType.TIME)
+               {
+                  var bucket_ticks = (long)(Math.Max(1.0, _parent_str._bar_size) * TimeSpan.TicksPerSecond);
+                  var start_ticks = (ts.Ticks / bucket_ticks) * bucket_ticks;
+                  bar_start_ts = new DateTime(start_ticks, DateTimeKind.Utc);
+                  bar_end_ts = bar_start_ts.AddTicks(bucket_ticks);
+               }
+               else
+               {
+                  bar_start_ts = ts;
+                  bar_end_ts = ts;
+               }
+               _row.setValue("bar_start_ts", bar_start_ts);
+               _row.setValue("bar_end_ts", bar_end_ts);
+               _row.setValue("open", price);
+               _row.setValue("high", price);
+               _row.setValue("low", price);
+            }
+            else
+            {
+               var high = _row.get<double>("high", price);
+               var low = _row.get<double>("low", price);
+               _row.setValue("high", Math.Max(high, price));
+               _row.setValue("low", Math.Min(low, price));
+            }
+
+            _row.setValue("ts_event", ts);
+            _row.setValue("close", price);
+            _row.setValue("volume", _row.get<double>("volume", 0.0) + volume);
+            _row.setValue("notional", _row.get<double>("notional", 0.0) + notional);
+            _row.setValue("trade_count", _row.get<int>("trade_count", 0) + 1);
+            _row.setValue("n_events", _row.get<int>("n_events", 0) + 1);
+            var running_volume = _row.get<double>("volume", 0.0);
+            var running_notional = _row.get<double>("notional", 0.0);
+            _row.setValue("vwap", running_volume > 0.0 ? running_notional / running_volume : price);
+         }
+
+         bool is_closed()
+         {
+            bool closed;
+            if (_parent_str._bar_type == BarType.TIME)
+            {
+               var ts = _row.get_datetime("ts_event", DateTime.MinValue);
+               var bar_end_ts = _row.get_datetime("bar_end_ts", DateTime.MaxValue);
+               closed = ts >= bar_end_ts;
+            }
+            else if (_parent_str._bar_type == BarType.TICK)
+            {
+               closed = _row.get<int>("n_events", 0) >= _parent_str._bar_size;
+            }
+            else if (_parent_str._bar_type == BarType.VOLUME)
+            {
+               closed = _row.get<double>("volume", 0.0) >= _parent_str._bar_size;
+            }
+            else
+            {
+               closed = _row.get<double>("notional", 0.0) >= _parent_str._bar_size;
+            }
+            _row.setValue("is_active", !closed);
+            return closed;
+         }
+
+         if (_row == null)
+         {
+            reset_new_bar();
+         }
+         absorb_into_row(r);
+         if (is_closed())
+         {
+            IBlueRow closed_row = new BlueRow(_row);
+            reset_new_bar();
+            return closed_row;
+         }
+         return null;
+      }
+
+   }
+
+
+   public class BarState : IBlueRowCollection
+   {
+      private SingleBar _curr_row;
+      private BlueTable _state;
+
+      public BarState(BarBuilderStream parent_str)
+      {
+         _curr_row = new SingleBar(parent_str);
+         _state = new BlueTable(_curr_row.schema);
+      }
+
+      public bool add_event(IBlueRow r)
+      {
+         var closed_bar = _curr_row.add_event(r);
+         if (closed_bar is not null)
+         {
+            // curr bar is closed, only then its added
+            // when bars are evolving we dont add it
+            _state.addRow(closed_bar);
+            return true;
+         }
+         return false;
+      }
+
+      public IBlueRow this[int id] => _state[id];
+
+      public IBlueTableSchema schema => _state.schema;
+
+      public bool containsID(int id) => _state.containsID(id);
+
+      public int Count => _state.Count;
+
+      public System.Collections.IEnumerator GetEnumerator() => _state.GetEnumerator();
+   }
+
+   [DataStreamUserRespresentation("BarBuilderStream")]
+   public class BarBuilderStream : ViewStream
+   {
+      readonly ViewStream _price_stream;
+      internal readonly BarType _bar_type;
+      internal readonly double _bar_size;
+      internal readonly bool _show_open_bars;
+      internal readonly BarBuilderSchemaInfo _schema_info;
+      private BarState _state;
+
+      public BarBuilderStream(ViewStream price_stream,
+                               BarType bar_type,
+                               double bar_size,
+                               bool show_open_bars,
+                               BarBuilderSchemaInfo schema_info)
+      {
+         _price_stream = price_stream;
+         _bar_type = bar_type;
+         _bar_size = bar_size;
+         _show_open_bars = show_open_bars;
+         _schema_info = schema_info;
+         _state = new BarState(this);
+      }
+
+      int _id = 0;
+      internal int get_new_id()
+      {
+         return _id++;
+      }
+
+      public BarBuilderStream(ViewStream price_stream,
+                               string bar_type,
+                               double bar_size,
+                               string schema_info_json)
+                               :
+                               this(price_stream,
+                                     Enum.Parse<BarType>(bar_type),
+                                     bar_size,
+                                     true,
+                                    _parse_and_validate_schema_info_json(schema_info_json))
+      {
+      }
+
+      public BarBuilderStream(ViewStream price_stream,
+                               string bar_type,
+                               double bar_size,
+                               string price_col,
+                               string volume_col,
+                               string timestamp_col)
+                               :
+                               this(price_stream,
+                                     Enum.Parse<BarType>(bar_type),
+                                     bar_size,
+                                     true,
+                                     _create_and_validate_schema_info(price_col, volume_col, timestamp_col))
+      {
+      }
+
+      protected override void myOnFirstSubscriber()
+      {
+         _price_stream.onChange += _on_price_stream_change;
+      }
+
+      protected override void myOnLastSubscriber()
+      {
+         _price_stream.onChange -= _on_price_stream_change;
+      }
+
+      void _on_price_stream_change(object dp_obj)
+      {
+         DataPacket dp = dp_obj as DataPacket;
+         var sz_0 = _state.Count;
+         foreach (IBlueRow r in dp.addedRows)
+         {
+            _state.add_event(r);
+         }
+         if (_state.Count != sz_0)
+         // we will check for _show_open_bars here 
+         {
+            var dp_out = BlueDataUtility.build_dp_inc(_state, myLastValue as DataPacket, false);
+            myFireEvent(dp_out);
+         }
+      }
+
+
+      static BarBuilderSchemaInfo _parse_and_validate_schema_info_json(string schema_info_json)
+      {
+         if (string.IsNullOrWhiteSpace(schema_info_json))
+         {
+            throw new ArgumentException("schema_info_json cannot be null or empty.", nameof(schema_info_json));
+         }
+
+         var schema_info = JsonSerializer.Deserialize<BarBuilderSchemaInfo>(schema_info_json);
+         _validate_schema_info(schema_info);
+         return schema_info!;
+      }
+
+      static BarBuilderSchemaInfo _create_and_validate_schema_info(
+         string price_col,
+         string volume_col,
+         string timestamp_col)
+      {
+         var schema_info = new BarBuilderSchemaInfo
+         {
+            price_col = price_col,
+            volume_col = volume_col,
+            timestamp_col = timestamp_col,
+         };
+         _validate_schema_info(schema_info);
+         return schema_info;
+      }
+
+      static void _validate_schema_info(BarBuilderSchemaInfo? schema_info)
+      {
+         if (schema_info is null)
+         {
+            throw new ArgumentException("schema_info_json did not deserialize into BarBuilderSchemaInfo.");
+         }
+
+         if (string.IsNullOrWhiteSpace(schema_info.price_col))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo.PriceCol cannot be null or empty.");
+         }
+         if (string.IsNullOrWhiteSpace(schema_info.volume_col))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo.VolumeCol cannot be null or empty.");
+         }
+         if (string.IsNullOrWhiteSpace(schema_info.timestamp_col))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo.TimestampCol cannot be null or empty.");
+         }
+
+         if (schema_info.price_col.Equals(schema_info.volume_col, StringComparison.OrdinalIgnoreCase) ||
+             schema_info.price_col.Equals(schema_info.timestamp_col, StringComparison.OrdinalIgnoreCase) ||
+             schema_info.volume_col.Equals(schema_info.timestamp_col, StringComparison.OrdinalIgnoreCase))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo columns must be distinct.");
+         }
+      }
+   }
+
+}
@@ -0,0 +1,58 @@
+namespace BlueOrb.Internal;
+
+using BCG;
+
+using System;
+using System.Linq;
+
+[DataStreamUserRespresentation("TestStream")]
+public class TestStream : ViewStream {
+   public TestStream() {
+      var rs = new BlueOrb.Operators.Core.LiteralStream("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc");
+      mySetRealSource(rs);
+   }
+}
+
+[DataStreamUserRespresentation("OpsStream")]
+public class OpsStream : ViewStream {
+   public OpsStream() {
+   }
+
+   protected override void myOnFirstSubscriber() {
+      IBlueTableSchema schema = new BlueTableSchema("Ops");
+      schema = schema.add_column(System.TypeCode.Int32, "id");
+      schema = schema.add_column(System.TypeCode.String, "op");
+      schema = schema.add_column(System.TypeCode.String, "namespace");
+      schema = schema.add_column(System.TypeCode.String, "assembly_name");
+      schema = schema.add_column(System.TypeCode.String, "constructor");
+      var loaded_streams = PrimitiveManager.instance.get_loaded_streams();
+      BlueTable rv = new BlueTable(schema);
+      foreach (var kv in loaded_streams.OrderBy(kv => kv.Key, StringComparer.OrdinalIgnoreCase)) {
+         string sn = kv.Key;
+         Type t = kv.Value;
+         string ns = t.Namespace ?? string.Empty;
+         string assembly_name = t.Assembly.GetName().Name ?? string.Empty;
+         var constructors = t.GetConstructors()
+            .OrderBy(c => c.GetParameters().Length)
+            .ThenBy(c => c.ToString());
+         if (!constructors.Any()) {
+            IBlueRow r = new BlueRow(schema, rv.Count, sn, ns, assembly_name, "(no public constructor)");
+            rv.addRow(r);
+            continue;
+         }
+         foreach (var ctor in constructors) {
+            var parameters = ctor.GetParameters();
+            string constructor = $"{t.Name}({string.Join(", ", parameters.Select(p => p.ParameterType.Name))})";
+            IBlueRow r = new BlueRow(schema, rv.Count, sn, ns, assembly_name, constructor);
+            rv.addRow(r);
+         }
+      }
+      myFireEvent(new DataPacket(rv, rv, new BlueTable(schema)));
+   }
+
+   protected override void myOnLastSubscriber() {
+      base.myOnLastSubscriber();
+   }
+
+
+}
@@ -0,0 +1,218 @@
+// namespace Bts.DataStreamTests;
+
+// using BCG;
+
+// using BlueOrb.Operators.Core;
+
+// [TestFixture]
+// public class BarBuilderStreamTests {
+//    static readonly DateTime T0 = new(2026, 1, 1, 0, 0, 0, DateTimeKind.Utc);
+
+//    [Test]
+//    public void TimeBars_FromTrades_AcrossBoundary() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TIME", 60, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0.AddSeconds(10), "BTCUSD", 100, 2));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(20), "BTCUSD", 101, 3));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddMinutes(1).AddSeconds(5), "BTCUSD", 99, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 4, T0.AddMinutes(2), "BTCUSD", 102, 1));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(2));
+//       AssertBar(rows[0], 100, 101, 100, 101, 5, 2, 100.6, false);
+//       AssertBar(rows[1], 99, 99, 99, 99, 1, 1, 99, false);
+//    }
+
+//    [Test]
+//    public void TimeBars_FromBboMid_VolumeIsZero() {
+//       var schema = BboSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TIME", 60, "mid", "none");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(BboRow(schema, 1, T0.AddSeconds(0), "ETHUSD", 99, 101));
+//       driver.Reset(sent);
+//       sent.Add(BboRow(schema, 2, T0.AddSeconds(30), "ETHUSD", 101, 103));
+//       driver.Reset(sent);
+//       sent.Add(BboRow(schema, 3, T0.AddMinutes(1).AddSeconds(1), "ETHUSD", 100, 104));
+//       driver.Reset(sent);
+//       sent.Add(BboRow(schema, 4, T0.AddMinutes(2), "ETHUSD", 100, 102));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(2));
+//       AssertBar(rows[0], 100, 102, 100, 102, 0, 2, 102, false);
+//       AssertBar(rows[1], 102, 102, 102, 102, 0, 1, 102, false);
+//    }
+
+//    [Test]
+//    public void TickBars_CloseExactlyOnNEvents() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TICK", 3, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "NQ", 10, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "NQ", 11, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "NQ", 9, 1));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(1));
+//       AssertBar(rows[0], 10, 11, 9, 9, 3, 3, 10, false);
+//    }
+
+//    [Test]
+//    public void VolumeBars_CloseOnThreshold() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "VOLUME", 10, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "ES", 100, 3));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "ES", 120, 4));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "ES", 110, 5));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(1));
+//       AssertBar(rows[0], 100, 120, 100, 110, 12, 3, (100 * 3 + 120 * 4 + 110 * 5) / 12.0, false);
+//    }
+
+//    [Test]
+//    public void DollarBars_CloseOnThreshold() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "DOLLAR", 1000, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "CL", 100, 3));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "CL", 120, 4));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "CL", 110, 3));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(1));
+//       AssertBar(rows[0], 100, 120, 100, 110, 10, 3, 111, false);
+//    }
+
+//    [Test]
+//    public void Validation_VolumeOnBboOnly_Throws() {
+//       var schema = BboSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "VOLUME", 10, "mid", "trade_size");
+
+//       var row = BboRow(schema, 1, T0, "BTCUSD", 99, 101);
+//       Assert.Throws<ArgumentException>(() => {
+//          using var _ = SubscribeNoOp(bars);
+//          driver.Reset(row);
+//       });
+//    }
+
+//    [Test]
+//    public void EmitForming_EmitsFormingAndFinal() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TICK", 2, "trade_price", "trade_size", emit_forming: true);
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "MNQ", 10, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "MNQ", 12, 1));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(3));
+//       Assert.That(rows[0].get<bool>("is_forming"), Is.True);
+//       Assert.That(rows[1].get<bool>("is_forming"), Is.True);
+//       Assert.That(rows[2].get<bool>("is_forming"), Is.False);
+//       AssertBar(rows[2], 10, 12, 10, 12, 2, 2, 11, false);
+//    }
+
+//    static IDisposable SubscribeNoOp(ViewStream stream) {
+//       DataStream.ChangeDelegate d = _ => { };
+//       stream.onChange += d;
+//       return new Subscription(() => stream.onChange -= d);
+//    }
+
+//    static List<IBlueRow> CaptureAddedRows(ViewStream stream) {
+//       var rows = new List<IBlueRow>();
+//       stream.onChange += o => {
+//          var dp = (IDataPacket)o;
+//          foreach (IBlueRow r in dp.addedRows) {
+//             rows.Add(new BlueRow(r));
+//          }
+//       };
+//       return rows;
+//    }
+
+//    static BlueTableSchema TradeSchema() =>
+//       new(
+//          new[] {
+//             new ColumnInfo("id", 0, typeof(int)),
+//             new ColumnInfo("ts_event", 1, typeof(string)),
+//             new ColumnInfo("contract", 2, typeof(string)),
+//             new ColumnInfo("trade_price", 3, typeof(double)),
+//             new ColumnInfo("trade_size", 4, typeof(double)),
+//          },
+//          "trade_events"
+//       );
+
+//    static BlueTableSchema BboSchema() =>
+//       new(
+//          new[] {
+//             new ColumnInfo("id", 0, typeof(int)),
+//             new ColumnInfo("ts_event", 1, typeof(string)),
+//             new ColumnInfo("contract", 2, typeof(string)),
+//             new ColumnInfo("bid_price", 3, typeof(double)),
+//             new ColumnInfo("ask_price", 4, typeof(double)),
+//          },
+//          "bbo_events"
+//       );
+
+//    static IBlueRow TradeRow(IBlueTableSchema schema, int id, DateTime ts, string contract, double px, double sz) =>
+//       new BlueRow(schema, id, ts.ToString("O"), contract, px, sz);
+
+//    static IBlueRow BboRow(IBlueTableSchema schema, int id, DateTime ts, string contract, double bid, double ask) =>
+//       new BlueRow(schema, id, ts.ToString("O"), contract, bid, ask);
+
+//    static void AssertBar(
+//       IBlueRow r,
+//       double open,
+//       double high,
+//       double low,
+//       double close,
+//       double volume,
+//       int tradeCount,
+//       double vwap,
+//       bool isForming
+//    ) {
+//       Assert.That(r.get<double>("open"), Is.EqualTo(open).Within(1e-9));
+//       Assert.That(r.get<double>("high"), Is.EqualTo(high).Within(1e-9));
+//       Assert.That(r.get<double>("low"), Is.EqualTo(low).Within(1e-9));
+//       Assert.That(r.get<double>("close"), Is.EqualTo(close).Within(1e-9));
+//       Assert.That(r.get<double>("volume"), Is.EqualTo(volume).Within(1e-9));
+//       Assert.That(r.get<int>("trade_count"), Is.EqualTo(tradeCount));
+//       Assert.That(r.get<double>("vwap"), Is.EqualTo(vwap).Within(1e-9));
+//       Assert.That(r.get<bool>("is_forming"), Is.EqualTo(isForming));
+//    }
+
+//    sealed class Subscription : IDisposable {
+//       readonly Action _dispose;
+//       public Subscription(Action dispose) => _dispose = dispose;
+//       public void Dispose() => _dispose();
+//    }
+// }
@@ -109,8 +109,7 @@ struct ExecutionGatewayProvider::PImpl {
         return make_gw<ICEExecutionGateway>(conn, conn, *l, o);
      case api::VENUE_GLBX:
         if (conn.use_ilink3()) {
-            return make_gw<ilink3::GLBXiLink3ExecutionGateway>(
-                conn, conn, *l, o);
+            make_gw<ilink3::GLBXiLink3ExecutionGateway>(conn, conn, *l, o);
         }
         return make_gw<GLBXExecutionGateway>(conn, conn, *l, o);
      case api::VENUE_DERIBIT:
@@ -29,6 +29,7 @@ using std::vector;
 struct OnixsGlbxSubscription::PImpl {
   GlbxMarketDataConfig config;
   shared_ptr<IDGenerator> sec_id_store;
+   shared_ptr<IMarketDataListener> listener;

   PImpl(shared_ptr<IDGenerator> sec_id_store, GlbxMarketDataConfig config)
       : config(std::move(config)), sec_id_store(std::move(sec_id_store)) {}
@@ -66,7 +67,8 @@ struct OnixsGlbxSubscription::PImpl {
             FMT_JOIN(symbols, ", "));
         vector<shared_ptr<IMDPlatform>> platforms;
         auto main = std::make_shared<MDP3Main>();
-         main->start({symbols.begin(), symbols.end()}, nullptr, nullptr);
+         main->start(
+             {symbols.begin(), symbols.end()}, nullptr, nullptr, listener);
         platforms.emplace_back(std::move(main));
         dispatcher = &utils::Dispatcher::current();
         heartbeat_timer.emplace(*dispatcher, 250, [&]() {
@@ -107,9 +109,10 @@ OnixsGlbxSubscription::OnixsGlbxSubscription(
 OnixsGlbxSubscription::~OnixsGlbxSubscription() = default;

 void OnixsGlbxSubscription::start(
-    shared_ptr<IMarketDataListener> /*listener*/) {
+    shared_ptr<IMarketDataListener> listener) {
   std::atomic_thread_fence(std::memory_order_release);
   bts_assert(!me_->dispatcher_thread.joinable());
+   me_->listener = std::move(listener);
   me_->dispatcher_thread = std::thread{[&]() { me_->run(); }};
 }

@@ -12,6 +12,8 @@ struct SecurityData {
       : id(id), handle(h), mbo_state(h), electronic_volume(0) {}
   uint32_t id; // exchange id
   MDProducerHandle handle;
+   // Exception for now: MBO still maintains per-security working state locally
+   // in MDP3Listener until GMDL grows equivalent MBO support.
   MBOWorkingState mbo_state;
   uint32_t electronic_volume;
 };
@@ -1,347 +1,428 @@
-#include "MDP3Listener.h"
-#include "spark/config/protos/market_data.pb.h"
-#include "spark/md/protos/co2.pb.h"
-#include "spark/utils/datetime.h"
-#include "spark/utils/helper_macros.h"
-#include <vector>
-
-using namespace std;
-using namespace bts::co2;
-
-namespace bts {
-namespace md {
-
-MDP3Listener::MDP3Listener(
-    CMESecurityIndex &index,
-    MDProducer &producer,
-    MBOWriter *mbo,
-    const std::vector<MDProducerChannel> channels,
-    TradeSummarySignalDispatcher *trade_summary_dispatcher)
-    : _index(index), _producer(producer),
-      _verbose_ticker(config::get<CMEOptions>().verbose_ticker()),
-      _packet_arrived(), _latest_sequence(0),
-      // _settlement_recorder(settles),
-      _symbol_filter_storage(), _symbol_filter(), _channels(channels),
-      _concurrency_monitor(0), _book_updates(), _mbo(mbo),
-      _trade_summary_dispatcher(trade_summary_dispatcher) {
-   _book_updates.reserve(32);
-}
-
-MDP3Listener::~MDP3Listener() {}
-
-//
-// Warnings/Errors
-void MDP3Listener::onError(onixs::Handler &, const onixs::ErrorArgs &error) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onError", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   LOG(md, Warn, "OnixS Error: {} - {}", error.description(), error.source());
-}
-void MDP3Listener::onWarning(
-    onixs::Handler &, const onixs::WarningArgs &warning) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onWarning", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   LOG(md, Warn, "OnixS Warn: {} - {}", warning.description(),
-       warning.source());
-}
-void MDP3Listener::onInstrumentRecovery(onixs::Handler &h) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onInstrumentRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   LOG(md, Info, "Beginning security definition recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onEndOfInstrumentRecovery(
-    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfInstrumentRecovery",
-       _latest_sequence, (uint16_t)_latest_sequence, 0);
-   LOG(md, Info, "Finished Security definition recovery for channel {}",
-       h.settings().channel());
-}
-
-//
-// Gap Recovery
-void MDP3Listener::onMarketRecovery(onixs::Handler &h) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onMarketRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
-   for (auto &c : _channels) {
-      c.gap();
-   }
-   LOG(md, Info, "Beginning market recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onEndOfMarketRecovery(
-    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfMarketRecovery",
-       _latest_sequence, (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_OK);
-   LOG(md, Info, "Finished market recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onTcpRecovery(onixs::Handler &h) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onTcpRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
-   LOG(md, Info, "Beginning tcp recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onEndOfTcpRecovery(
-    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfTcpRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_OK);
-   LOG(md, Info, "Finished tcp recovery for channel {}",
-       h.settings().channel());
-}
-
-//
-// Mark the start/end of a packet
-void MDP3Listener::onPacket(onixs::Handler &, const onixs::PacketArgs &args) {
-   // Mark the arrival of the packet
-   _packet_arrived = TimeStamp::now();
-   auto seq = args.seqNumber();
-   if (!_book_updates.empty()) {
-      if (_latest_sequence != seq) {
-         LOG(md, Error,
-             "Expected sequence {} got {} did not flush {} book updates.",
-             _latest_sequence, seq, _book_updates.size());
-      }
-   }
-   _latest_sequence = seq;
-   auto onixs_zero = args.receiveTime().sinceEpoch();
-   auto onixs_now = OnixS::CME::MDH::UtcWatch::now().sinceEpoch();
-
-   // needed for clang compilation
-   UNUSED(onixs_zero);
-   UNUSED(onixs_now);
-   // was needed for clang compilation
-
-   tracepoint(
-       bts_trace, trace_order, (char *)"onPacket", _latest_sequence,
-       (uint16_t)_latest_sequence, onixs_now - onixs_zero);
-}
-void MDP3Listener::onEndOfPacket(onixs::Handler &, const onixs::PacketArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfPacket.begin", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   flush_books();
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfPacket.end", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-}
-
-//
-// Book updates
-
-void MDP3Listener::onBookUpdate(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::DirectBook &book) {
-   onBookUpdate<COCONUT_MAX_DEPTH>(sec, book, book_type_direct);
-}
-
-void MDP3Listener::onBookUpdate(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::ImpliedBook &book) {
-   onBookUpdate<COCONUT_MAX_IMPLIED_DEPTH>(sec, book, book_type_implied);
-}
-
-void MDP3Listener::onBookUpdate(
-    onixs::Handler &, const onixs::Security &, const onixs::MboBook &) {
-#if 0
-   if (_mbo) {
-      auto data = _index.get_security(sec.id());
-      if (data == nullptr) return;
-      auto key = data->handle.key();
-      if (key == invalid_security_key) return;
-      auto* snapshot = _mbo->allocate_snapshot();
-      // copy from onixs book
-      for (const auto& bid : book.bids()) {
-         snapshot->bids.push_back({ ExchangeOrderKey(bid.id()), convert_price(bid.price(), 0), bid.quantity() });
-      }
-      for (const auto& ask : book.offers()) {
-         snapshot->asks.push_back({ ExchangeOrderKey(ask.id()), convert_price(ask.price(),0), ask.quantity() });
-      }
-      _mbo->validate_snapshot(sec.id(), SecurityKey(key), snapshot);
-   }
-#endif
-}
-
-//
-// Trades
-// Called from onTradeSummary and onTradeRecovery, ends up calling
-// MDProducerHandle::add_trade
-void on_trade(
-    SecurityData *data,
-    const onixs::Decimal &price,
-    int size,
-    onixs::AggressorSide::Enum agside,
-    const onixs::Timestamp &onixs_date) {
-   auto ts = utils::TimeStamp::now();
-   PriceSize ps = pricesize_of_price_size(
-       price, data->handle.security().display_factor, size);
-   auto date = ll_of_timestamp(onixs_date);
-   data->handle.add_trade(
-       ts, ps, date, map_aggressor(agside), data->electronic_volume + size);
-}
-
-//
-// RFQ
-void MDP3Listener::onQuoteRequest(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::QuoteRequest39RelatedSymArgs &arg) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onQuoteRequest", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   auto *data = _index.get_security(sec.id());
-   if (data != nullptr) {
-      auto ts = utils::TimeStamp::now();
-
-      co2::QuoteRequestMessage message;
-      message.set_key(data->handle.key());
-
-      auto time = ll_of_timestamp(arg.message().transactTime());
-      message.set_time(time);
-
-      onixs::StrRef id = arg.message().quoteReqId();
-      message.set_request_id(id.items(), id.size());
-
-      // https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Request+for+Quote
-      int8_t side;
-      if (arg.entry().side(side)) {
-         switch (side) {
-         case 1: // buy
-         case '1':
-            message.set_side(co2::QuoteRequestMessage::BUY);
-            break;
-         case 2: // sell
-         case '2':
-            message.set_side(co2::QuoteRequestMessage::SELL);
-            break;
-         case 8: // cross
-         case '8':
-            message.set_side(co2::QuoteRequestMessage::CROSS);
-            break;
-         }
-      }
-
-      message.set_tradable(arg.entry().quoteType() == 1);
-
-      int32_t size;
-      if (arg.entry().orderQty(size)) {
-         message.set_size(size);
-      }
-
-      data->handle.add_rfq(ts, message);
-   }
-}
-
-//
-// Volume
-void MDP3Listener::onElectronicVolume(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::Volume37Args &args) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onElectronicVolume.volume",
-       _latest_sequence, (uint16_t)_latest_sequence, 0);
-   auto *data = _index.get_security(sec.id());
-   if (data != nullptr) {
-      bts_assert_d(args.entry().entryType().value() == 'e');
-      bts_assert_d(
-          args.entry().updateAction() == onixs::UpdateAction::New ||
-          args.entry().updateAction() == onixs::UpdateAction::Change);
-      data->electronic_volume = args.entry().entrySize();
-   }
-}
-
-//
-// Non-onixs calls
-
-void MDP3Listener::add_filter_symbol(const std::string &symbol) {
-   LOG(md, Info, "MDP3Listener::add_filter_symbol symbol: {}", symbol);
-   _symbol_filter_storage.push_back(symbol);
-   _symbol_filter.clear();
-   for (const auto &str : _symbol_filter_storage) {
-      _symbol_filter.insert(onixs::StrRef(str.c_str(), str.size()));
-   }
-}
-
-void MDP3Listener::heartbeat() {
-   for (auto &c : _channels) {
-      c.heartbeat();
-   }
-}
-
-// Called by MDP3Main::prepare_listener as part of pre-load. Also called by
-// MDP3Listener::onFuture, onOption and onSpread
-void MDP3Listener::add_security(
-    const FixedSecurity &security, co2::TradingStatus status) {
-   bts_assert(security.numeric_id != 0);
-   // Set up the shared memory for this security
-   auto handle = _producer.add_security(security);
-   // Add it to the index so it can receive messages
-   _index.add_security(security.numeric_id, handle);
-
-   handle.update_exchange_status(utils::TimeStamp::now(), status);
-}
-
-// Private functions
-
-void MDP3Listener::flush_books() {
-   // This is called at the end of the packet
-   // Write all book updates to shared memory and reset for the next packet
-   for (auto &entry : _book_updates) {
-      uint32_t sequence = _latest_sequence;
-      if (entry.type_flags == book_type_direct) {
-         entry.handle.update_direct(
-             _packet_arrived, entry.bids.first, entry.asks.first, sequence);
-      } else if (entry.type_flags == book_type_implied) {
-         entry.handle.update_implied(
-             _packet_arrived, entry.bids.second, entry.asks.second, sequence);
-      } else if (entry.type_flags == book_type_both) {
-         entry.handle.update_books(
-             _packet_arrived, entry.bids.first, entry.asks.first,
-             entry.bids.second, entry.asks.second, sequence);
-      }
-   }
-   // Reset pending updates
-   _book_updates.clear();
-}
-
-void MDP3Listener::update_all_status(CoconutSecurityStatus status) {
-   _index.walk_security_list(
-       [=](SecurityData &data) { data.handle.set_status(status); });
-}
-
-void MDP3Listener::update_group_exchange_status(
-    const onixs::StrRef &group, co2::TradingStatus status) {
-   _index.walk_security_list([=](SecurityData &data) {
-      if (data.handle.security().alt_symbol() == group) {
-         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
-      }
-   });
-}
-void MDP3Listener::update_asset_exchange_status(
-    const onixs::StrRef &asset, co2::TradingStatus status) {
-   _index.walk_security_list([=](SecurityData &data) {
-      if (data.handle.security().symbol() == asset) {
-         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
-      }
-   });
-}
-
-md::MDP3Listener::BookData::BookData(MDProducerHandle &handle)
-    : handle(handle), type_flags(0), bids(), asks() {}
-
-} // namespace md
-} // namespace bts
+#include "MDP3Listener.h"
+#include "spark/config/protos/market_data.pb.h"
+#include "spark/domain/Book.h"
+#include "spark/domain/Security.h"
+#include "spark/domain/TradeRecord.h"
+#include "spark/md/protos/co2.pb.h"
+#include "spark/utils/datetime.h"
+#include "spark/utils/helper_macros.h"
+#include <vector>
+
+using namespace std;
+using namespace bts::co2;
+
+namespace bts {
+namespace md {
+
+namespace {
+
+domain::AggressorSide to_domain_aggressor(onixs::AggressorSide::Enum agside) {
+   switch (agside) {
+   case onixs::AggressorSide::Buy:
+      return domain::AggressorSide::Buy;
+   case onixs::AggressorSide::Sell:
+      return domain::AggressorSide::Sell;
+   default:
+      return domain::AggressorSide::None;
+   }
+}
+
+domain::Price to_domain_price(const PriceSize &ps) {
+   if (ps.is_nan()) {
+      return domain::Price::nan();
+   }
+   return domain::Price::from_double(ps.price());
+}
+
+domain::BookLevel to_domain_book_level(const PriceSize &ps) {
+   if (ps.is_nan() || ps.size() == 0) {
+      return domain::BookLevel::empty();
+   }
+   domain::BookLevel level;
+   level.price = to_domain_price(ps);
+   level.total_quantity = domain::Quantity(ps.size());
+   level.direct_quantity = domain::Quantity(ps.direct_size());
+   return level;
+}
+
+void copy_book_side(
+    const std::array<PriceSize, COCONUT_MAX_DEPTH> &from,
+    domain::BookSide &to) {
+   for (size_t i = 0; i < std::min(from.size(), to.size()); ++i) {
+      to[i] = to_domain_book_level(from[i]);
+   }
+}
+
+} // namespace
+
+MDP3Listener::MDP3Listener(
+    CMESecurityIndex &index,
+    MDProducer &producer,
+    MBOWriter *mbo,
+    const std::vector<MDProducerChannel> channels,
+    TradeSummarySignalDispatcher *trade_summary_dispatcher,
+    std::shared_ptr<IMarketDataListener> market_data_listener)
+    : _index(index), _producer(producer),
+      _verbose_ticker(config::get<CMEOptions>().verbose_ticker()),
+      _packet_arrived(), _latest_sequence(0),
+      // _settlement_recorder(settles),
+      _symbol_filter_storage(), _symbol_filter(), _channels(channels),
+      _concurrency_monitor(0), _book_updates(), _mbo(mbo),
+      _trade_summary_dispatcher(trade_summary_dispatcher),
+      _market_data_listener(std::move(market_data_listener)) {
+   _book_updates.reserve(32);
+}
+
+MDP3Listener::~MDP3Listener() {}
+
+//
+// Warnings/Errors
+void MDP3Listener::onError(onixs::Handler &, const onixs::ErrorArgs &error) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onError", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   LOG(md, Warn, "OnixS Error: {} - {}", error.description(), error.source());
+}
+void MDP3Listener::onWarning(
+    onixs::Handler &, const onixs::WarningArgs &warning) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onWarning", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   LOG(md, Warn, "OnixS Warn: {} - {}", warning.description(),
+       warning.source());
+}
+void MDP3Listener::onInstrumentRecovery(onixs::Handler &h) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onInstrumentRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   LOG(md, Info, "Beginning security definition recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onEndOfInstrumentRecovery(
+    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfInstrumentRecovery",
+       _latest_sequence, (uint16_t)_latest_sequence, 0);
+   LOG(md, Info, "Finished Security definition recovery for channel {}",
+       h.settings().channel());
+}
+
+//
+// Gap Recovery
+void MDP3Listener::onMarketRecovery(onixs::Handler &h) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onMarketRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
+   for (auto &c : _channels) {
+      c.gap();
+   }
+   LOG(md, Info, "Beginning market recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onEndOfMarketRecovery(
+    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfMarketRecovery",
+       _latest_sequence, (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_OK);
+   LOG(md, Info, "Finished market recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onTcpRecovery(onixs::Handler &h) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onTcpRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
+   LOG(md, Info, "Beginning tcp recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onEndOfTcpRecovery(
+    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfTcpRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_OK);
+   LOG(md, Info, "Finished tcp recovery for channel {}",
+       h.settings().channel());
+}
+
+//
+// Mark the start/end of a packet
+void MDP3Listener::onPacket(onixs::Handler &, const onixs::PacketArgs &args) {
+   // Mark the arrival of the packet
+   _packet_arrived = TimeStamp::now();
+   auto seq = args.seqNumber();
+   if (!_book_updates.empty()) {
+      if (_latest_sequence != seq) {
+         LOG(md, Error,
+             "Expected sequence {} got {} did not flush {} book updates.",
+             _latest_sequence, seq, _book_updates.size());
+      }
+   }
+   _latest_sequence = seq;
+   auto onixs_zero = args.receiveTime().sinceEpoch();
+   auto onixs_now = OnixS::CME::MDH::UtcWatch::now().sinceEpoch();
+
+   // needed for clang compilation
+   UNUSED(onixs_zero);
+   UNUSED(onixs_now);
+   // was needed for clang compilation
+
+   tracepoint(
+       bts_trace, trace_order, (char *)"onPacket", _latest_sequence,
+       (uint16_t)_latest_sequence, onixs_now - onixs_zero);
+}
+void MDP3Listener::onEndOfPacket(onixs::Handler &, const onixs::PacketArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfPacket.begin", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   flush_books();
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfPacket.end", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+}
+
+//
+// Book updates
+
+void MDP3Listener::onBookUpdate(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::DirectBook &book) {
+   onBookUpdate<COCONUT_MAX_DEPTH>(sec, book, book_type_direct);
+}
+
+void MDP3Listener::onBookUpdate(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::ImpliedBook &book) {
+   onBookUpdate<COCONUT_MAX_IMPLIED_DEPTH>(sec, book, book_type_implied);
+}
+
+void MDP3Listener::onBookUpdate(
+    onixs::Handler &, const onixs::Security &, const onixs::MboBook &) {
+#if 0
+   if (_mbo) {
+      auto data = _index.get_security(sec.id());
+      if (data == nullptr) return;
+      auto key = data->handle.key();
+      if (key == invalid_security_key) return;
+      auto* snapshot = _mbo->allocate_snapshot();
+      // copy from onixs book
+      for (const auto& bid : book.bids()) {
+         snapshot->bids.push_back({ ExchangeOrderKey(bid.id()), convert_price(bid.price(), 0), bid.quantity() });
+      }
+      for (const auto& ask : book.offers()) {
+         snapshot->asks.push_back({ ExchangeOrderKey(ask.id()), convert_price(ask.price(),0), ask.quantity() });
+      }
+      _mbo->validate_snapshot(sec.id(), SecurityKey(key), snapshot);
+   }
+#endif
+}
+
+//
+// Trades
+// Called from onTradeSummary and onTradeRecovery, ends up calling
+// MDProducerHandle::add_trade
+void on_trade(
+    SecurityData *data,
+    const onixs::Decimal &price,
+    int size,
+    onixs::AggressorSide::Enum agside,
+    const onixs::Timestamp &onixs_date,
+    IMarketDataListener *market_data_listener) {
+   auto ts = utils::TimeStamp::now();
+   PriceSize ps = pricesize_of_price_size(
+       price, data->handle.security().display_factor, size);
+   if (market_data_listener != nullptr) {
+      domain::TradeRecord trade;
+      trade.sec_id = domain::SecurityID(data->handle.key());
+      trade.time_stamp = core::TimeStamp::now();
+      trade.agg_side = to_domain_aggressor(agside);
+      trade.trade_quantity = domain::Quantity(size);
+      trade.trade_price = to_domain_price(ps);
+      std::vector<domain::TradeRecord const *> trades{&trade};
+      // GMDL!!
+      market_data_listener->on_trades(trades);
+      return;
+   }
+   auto date = ll_of_timestamp(onixs_date);
+   data->handle.add_trade(
+       ts, ps, date, map_aggressor(agside), data->electronic_volume + size);
+}
+
+//
+// RFQ
+void MDP3Listener::onQuoteRequest(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::QuoteRequest39RelatedSymArgs &arg) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onQuoteRequest", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   auto *data = _index.get_security(sec.id());
+   if (data != nullptr) {
+      auto ts = utils::TimeStamp::now();
+
+      co2::QuoteRequestMessage message;
+      message.set_key(data->handle.key());
+
+      auto time = ll_of_timestamp(arg.message().transactTime());
+      message.set_time(time);
+
+      onixs::StrRef id = arg.message().quoteReqId();
+      message.set_request_id(id.items(), id.size());
+
+      // https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Request+for+Quote
+      int8_t side;
+      if (arg.entry().side(side)) {
+         switch (side) {
+         case 1: // buy
+         case '1':
+            message.set_side(co2::QuoteRequestMessage::BUY);
+            break;
+         case 2: // sell
+         case '2':
+            message.set_side(co2::QuoteRequestMessage::SELL);
+            break;
+         case 8: // cross
+         case '8':
+            message.set_side(co2::QuoteRequestMessage::CROSS);
+            break;
+         }
+      }
+
+      message.set_tradable(arg.entry().quoteType() == 1);
+
+      int32_t size;
+      if (arg.entry().orderQty(size)) {
+         message.set_size(size);
+      }
+
+      data->handle.add_rfq(ts, message);
+   }
+}
+
+//
+// Volume
+void MDP3Listener::onElectronicVolume(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::Volume37Args &args) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onElectronicVolume.volume",
+       _latest_sequence, (uint16_t)_latest_sequence, 0);
+   auto *data = _index.get_security(sec.id());
+   if (data != nullptr) {
+      bts_assert_d(args.entry().entryType().value() == 'e');
+      bts_assert_d(
+          args.entry().updateAction() == onixs::UpdateAction::New ||
+          args.entry().updateAction() == onixs::UpdateAction::Change);
+      data->electronic_volume = args.entry().entrySize();
+   }
+}
+
+//
+// Non-onixs calls
+
+domain::Book MDP3Listener::to_domain_book(const BookData &entry) const {
+   domain::Book book = domain::Book::empty(domain::SecurityID(entry.handle.key()));
+   copy_book_side(entry.bids.first, book.bids());
+   copy_book_side(entry.asks.first, book.asks());
+   return book;
+}
+
+void MDP3Listener::add_filter_symbol(const std::string &symbol) {
+   LOG(md, Info, "MDP3Listener::add_filter_symbol symbol: {}", symbol);
+   _symbol_filter_storage.push_back(symbol);
+   _symbol_filter.clear();
+   for (const auto &str : _symbol_filter_storage) {
+      _symbol_filter.insert(onixs::StrRef(str.c_str(), str.size()));
+   }
+}
+
+void MDP3Listener::heartbeat() {
+   for (auto &c : _channels) {
+      c.heartbeat();
+   }
+}
+
+// Called by MDP3Main::prepare_listener as part of pre-load. Also called by
+// MDP3Listener::onFuture, onOption and onSpread
+void MDP3Listener::add_security(
+    const FixedSecurity &security, co2::TradingStatus status) {
+   LOG(md, Info, "MDP3Listener::add_security id: {}", security.numeric_id);
+   bts_assert(security.numeric_id != 0);
+   // Set up the shared memory for this security
+   auto handle = _producer.add_security(security);
+   // Add it to the index so it can receive messages
+   _index.add_security(security.numeric_id, handle);
+
+   if (_market_data_listener != nullptr) {
+      domain::Security domain_security(convert_security(security));
+      std::vector<domain::Security const *> securities{&domain_security};
+      // GMDL!!
+      _market_data_listener->on_securities(securities);
+   }
+
+   handle.update_exchange_status(utils::TimeStamp::now(), status);
+}
+
+// Private functions
+
+void MDP3Listener::flush_books() {
+   // This is called at the end of the packet
+   // Write all book updates to shared memory and reset for the next packet
+   for (auto &entry : _book_updates) {
+      uint32_t sequence = _latest_sequence;
+      if (_market_data_listener != nullptr) {
+         if (entry.type_flags & book_type_direct) {
+            // GMDL!!
+            _market_data_listener->on_book(to_domain_book(entry), _packet_arrived);
+         }
+         continue;
+      }
+      if (entry.type_flags == book_type_direct) {
+         entry.handle.update_direct(
+             _packet_arrived, entry.bids.first, entry.asks.first, sequence);
+      } else if (entry.type_flags == book_type_implied) {
+         entry.handle.update_implied(
+             _packet_arrived, entry.bids.second, entry.asks.second, sequence);
+      } else if (entry.type_flags == book_type_both) {
+         entry.handle.update_books(
+             _packet_arrived, entry.bids.first, entry.asks.first,
+             entry.bids.second, entry.asks.second, sequence);
+      }
+   }
+   // Reset pending updates
+   _book_updates.clear();
+}
+
+void MDP3Listener::update_all_status(CoconutSecurityStatus status) {
+   _index.walk_security_list(
+       [=](SecurityData &data) { data.handle.set_status(status); });
+}
+
+void MDP3Listener::update_group_exchange_status(
+    const onixs::StrRef &group, co2::TradingStatus status) {
+   _index.walk_security_list([=](SecurityData &data) {
+      if (data.handle.security().alt_symbol() == group) {
+         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
+      }
+   });
+}
+void MDP3Listener::update_asset_exchange_status(
+    const onixs::StrRef &asset, co2::TradingStatus status) {
+   _index.walk_security_list([=](SecurityData &data) {
+      if (data.handle.security().symbol() == asset) {
+         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
+      }
+   });
+}
+
+md::MDP3Listener::BookData::BookData(MDProducerHandle &handle)
+    : handle(handle), type_flags(0), bids(), asks() {}
+
+} // namespace md
+} // namespace bts
@@ -1,4 +1,5 @@
 #include "MDP3Main.h"
+#include "ScriptedMdp3Feeder.h"
 #include "spark/config/config.h"
 #include "spark/config/protos/market_data.pb.h"
 #include "spark/config/protos/system_config.pb.h"
@@ -16,6 +17,8 @@
 #include "sparkd/md/onixs/OnixsUtils.h"

 #include <boost/filesystem.hpp>
+#include <thread>
+#include <chrono>
 #include <memory>
 #include <set>
 #include <sstream>
@@ -40,6 +43,8 @@ struct MDP3Main::PImpl {
   std::map<std::string, std::unique_ptr<onixs::Handler>> handlers;
   std::vector<std::unique_ptr<MDP3Listener>> listeners;
   std::vector<std::unique_ptr<onixs::TcpRecoveryService>> recovery;
+   std::atomic<bool> scripted_running{false};
+   std::thread scripted_thread;
   PImpl()
       : index(), recorder(
                      nullptr,
@@ -53,7 +58,12 @@ struct MDP3Main::PImpl {
 MDP3Main::MDP3Main()
    : me_(std::make_unique<PImpl>()) {}

-MDP3Main::~MDP3Main() = default;
+MDP3Main::~MDP3Main() {
+   me_->scripted_running = false;
+   if (me_->scripted_thread.joinable()) {
+      me_->scripted_thread.join();
+   }
+}

 const CmeChannelConfig channel_settings_for(const string &id) {
   const auto &config = config::get<CMEOptions>();
@@ -178,7 +188,8 @@ onixs::SessionSettings session_settings_for_channel(
 void MDP3Main::start(
    const std::vector<UserSymbol> &symbols,
    MBOWriter *mbo,
-    TradeSummarySignalDispatcher *tssd) {
+    TradeSummarySignalDispatcher *tssd,
+    std::shared_ptr<IMarketDataListener> market_data_listener) {
   std::ostringstream oss;
   for (const auto &us : symbols) {
      oss << us << " ";
@@ -191,7 +202,8 @@ void MDP3Main::start(
   me_->engines = create_feed_engines(channels);
   for (const auto &channel : channels) {
      unique_ptr<onixs::Handler> phandler = prepare_handler(channel.id, mbo);
-      me_->listeners.push_back(prepare_listener(*phandler, channel, mbo, tssd));
+      me_->listeners.push_back(prepare_listener(
+          *phandler, channel, mbo, tssd, market_data_listener));
      me_->handlers.insert(std::make_pair(channel.id, std::move(phandler)));
      std::stringstream symstr;
      for (const auto &sym : channel.symbols) {
@@ -210,6 +222,98 @@ void MDP3Main::start(
   LOG(md, Info, "** CME MDP3 Publisher started **");
 }

+void MDP3Main::start_scripted(
+    const std::vector<UserSymbol> &symbols,
+    MBOWriter *mbo,
+    TradeSummarySignalDispatcher *tssd,
+    std::shared_ptr<IMarketDataListener> market_data_listener) {
+   std::ostringstream oss;
+   for (const auto &us : symbols) {
+      oss << us << " ";
+   }
+   LOG(md, Info, "MDP3Main::start_scripted symbols: {}", oss.str());
+
+   const auto &channels = parse_channels(symbols);
+   if (channels.empty()) {
+      LOG(md, Warn, "MDP3Main::start_scripted found no CME channels");
+      return;
+   }
+
+   auto channel_it = std::find_if(
+       channels.begin(), channels.end(), [](const CMEChannel &channel) {
+          return std::any_of(
+              channel.symbols.begin(), channel.symbols.end(),
+              [](const UserSymbol &symbol) {
+                 return symbol.symbol() == "ES" &&
+                        symbol.type() == api::SECURITYTYPE_FUTURE;
+              });
+       });
+   if (channel_it == channels.end()) {
+      channel_it = channels.begin();
+      LOG(md, Warn,
+          "MDP3Main::start_scripted did not find an ES future channel; using channel {}",
+          channel_it->id);
+   }
+
+   const auto &channel = *channel_it;
+   std::vector<MDProducerChannel> producer_channels;
+   for (const auto &symbol : channel.symbols) {
+      producer_channels.push_back(me_->producer.get_channel(
+          symbol.symbol().c_str(), symbol.type(), symbol.exchange()));
+   }
+
+   auto listener = std::make_unique<MDP3Listener>(
+       me_->index, me_->producer, mbo, producer_channels, tssd,
+       market_data_listener);
+   for (const auto &symbol : channel.symbols) {
+      listener->add_filter_symbol(symbol.symbol());
+   }
+
+   ScriptedMdp3Feeder feeder(*listener);
+   feeder.publish_hard_coded_values();
+
+   me_->scripted_running = false;
+   if (me_->scripted_thread.joinable()) {
+      me_->scripted_thread.join();
+   }
+   me_->scripted_running = true;
+   auto *listener_ptr = listener.get();
+   me_->scripted_thread = std::thread([this, listener_ptr]() {
+      ScriptedMdp3Feeder loop_feeder(*listener_ptr);
+      std::uint32_t sequence = 2;
+      int tick_offset = 0;
+      int tick_direction = -1;
+      while (me_->scripted_running.load()) {
+         std::this_thread::sleep_for(std::chrono::seconds(1));
+         if (!me_->scripted_running.load()) {
+            break;
+         }
+
+         tick_offset += tick_direction;
+         if (tick_offset <= -10) {
+            tick_offset = -10;
+            tick_direction = 1;
+         } else if (tick_offset >= 0) {
+            tick_offset = 0;
+            tick_direction = -1;
+         }
+
+         loop_feeder.publish_hard_coded_direct_book(
+             sequence++, 0.25 * tick_offset);
+      }
+   });
+
+   std::stringstream symstr;
+   for (const auto &sym : channel.symbols) {
+      symstr << sym.symbol() << "-" << SecurityType_Name(sym.type()) << " ";
+   }
+   LOG(md, Info, "CME: Initialized scripted channel {} ({})", channel.id,
+       symstr.str());
+   me_->listeners.push_back(std::move(listener));
+
+   LOG(md, Info, "** CME MDP3 Scripted Publisher started **");
+}
+
 void MDP3Main::send_heartbeats() {
   for (const auto &listener : me_->listeners) {
      listener->heartbeat();
@@ -386,7 +490,8 @@ unique_ptr<MDP3Listener> MDP3Main::prepare_listener(
    onixs::Handler &handler,
    const CMEChannel &channel,
    MBOWriter *mbo,
-    TradeSummarySignalDispatcher *trade_summary_dispatcher) {
+    TradeSummarySignalDispatcher *trade_summary_dispatcher,
+    std::shared_ptr<IMarketDataListener> market_data_listener) {
   LOG(md, Info, "MDP3Main::prepare_listener channel: {}", channel);
   // We need to get a handler to the producer channels so we can produce
   // heartbeats
@@ -398,7 +503,7 @@ unique_ptr<MDP3Listener> MDP3Main::prepare_listener(

   unique_ptr<MDP3Listener> listener(new MDP3Listener(
       me_->index, me_->producer, mbo, producer_channels,
-       trade_summary_dispatcher));
+       trade_summary_dispatcher, std::move(market_data_listener)));
   for (auto &symbol : channel.symbols) {
      listener->add_filter_symbol(symbol.symbol());
   }
@@ -2,13 +2,16 @@

 #include "CMESecurityIndex.h"
 #include "MDP3Listener.h"
+#include "spark/md/IMarketDataListener.h"
 #include "spark/md/coconut2.h"
 #include "spark/utils/bts_no_copy.h"
 #include "onixs.h"
 #include "sparkd/md/platforms/IMDPlatform.h"

+#include <atomic>
 #include <map>
 #include <memory>
+#include <thread>
 #include <vector>

 namespace bts {
@@ -37,7 +40,13 @@ class MDP3Main : public IMDPlatform {
   void start(
       const std::vector<UserSymbol> &symbols,
       MBOWriter *mbo,
-       TradeSummarySignalDispatcher *tssd);
+       TradeSummarySignalDispatcher *tssd,
+       std::shared_ptr<IMarketDataListener> market_data_listener = nullptr);
+   void start_scripted(
+       const std::vector<UserSymbol> &symbols,
+       MBOWriter *mbo,
+       TradeSummarySignalDispatcher *tssd,
+       std::shared_ptr<IMarketDataListener> market_data_listener = nullptr);
   void send_heartbeats() override;

   void initialize(const std::string &license_store);
@@ -47,7 +56,8 @@ class MDP3Main : public IMDPlatform {
       onixs::Handler &handler,
       const CMEChannel &channel,
       MBOWriter *,
-       TradeSummarySignalDispatcher *);
+       TradeSummarySignalDispatcher *,
+       std::shared_ptr<IMarketDataListener> market_data_listener = nullptr);

 private:
   struct PImpl;
@@ -0,0 +1,188 @@
+#include "ScriptedMdp3Feeder.h"
+
+#include "spark/api/domain/Venue.pb.h"
+#include "spark/api/domain/SecurityType.pb.h"
+#include "spark/md/IntPrice.h"
+#include "spark/md/common.h"
+
+#include <OnixS/CME/MDH/DirectBook.h>
+#include <OnixS/CME/MDH/Handler.h>
+#include <OnixS/CME/MDH/HandlerSettings.h>
+#include <OnixS/CME/MDH/Packet.h>
+#include <OnixS/CME/MDH/Security.h>
+
+#include <cmath>
+#include <memory>
+
+namespace bts::md {
+
+namespace {
+
+constexpr std::uint32_t scripted_exchange_security_id = 1000001;
+
+class ScriptedSecurity : public onixs::Security {
+ public:
+   explicit ScriptedSecurity(uint32_t id) : onixs::Security(id) {}
+
+   using onixs::Security::asset;
+   using onixs::Security::group;
+   using onixs::Security::symbol;
+
+   void sequence(std::uint32_t value) { seqNumber(value); }
+};
+
+struct ScriptedPacketHeader {
+   onixs::SequenceNumber seqNumber = 0;
+   onixs::Timestamp sendingTime;
+};
+
+PriceSize make_level(double price, float size) {
+   if (size == 0) {
+      return PriceSize();
+   }
+   return PriceSize(IntPrice_from_double<7>(price), size);
+}
+
+onixs::Decimal to_onixs_decimal(const PriceSize &level) {
+   // MDP3Listener applies the security display_factor when converting OnixS
+   // prices, so the scripted price must be expressed in pre-display-factor
+   // exchange units here. For ES with display_factor=-2, 7000.00 becomes
+   // mantissa 700000 with exponent 0.
+   return onixs::Decimal(
+       static_cast<onixs::Decimal::Mantissa>(std::llround(level.price() * 100.0)),
+       0);
+}
+
+using DirectBookPtr = std::unique_ptr<onixs::DirectBook, void (*)(onixs::DirectBook *)>;
+
+DirectBookPtr make_direct_book(const ScriptedMdp3Feeder::DirectBookUpdate &update) {
+   DirectBookPtr book(
+       onixs::DirectBookFactory::construct(COCONUT_MAX_DEPTH),
+       &onixs::DirectBookFactory::destruct);
+   std::size_t bid_depth = 0;
+   std::size_t ask_depth = 0;
+   while (bid_depth < update.bids.size() && !update.bids[bid_depth].is_nan() &&
+          update.bids[bid_depth].size() != 0) {
+      ++bid_depth;
+   }
+   while (ask_depth < update.asks.size() && !update.asks[ask_depth].is_nan() &&
+          update.asks[ask_depth].size() != 0) {
+      ++ask_depth;
+   }
+   book->depth(static_cast<onixs::MbpBookDepth>(std::max(bid_depth, ask_depth)));
+   book->bids().resize(static_cast<onixs::MbpBookDepth>(bid_depth));
+   book->offers().resize(static_cast<onixs::MbpBookDepth>(ask_depth));
+   for (std::size_t i = 0; i < bid_depth; ++i) {
+      book->bids()[i] = onixs::DirectPriceLevel(
+          to_onixs_decimal(update.bids[i]),
+          static_cast<int>(update.bids[i].size()),
+          1);
+   }
+   for (std::size_t i = 0; i < ask_depth; ++i) {
+      book->offers()[i] = onixs::DirectPriceLevel(
+          to_onixs_decimal(update.asks[i]),
+          static_cast<int>(update.asks[i].size()),
+          1);
+   }
+   return book;
+}
+
+onixs::Handler &scripted_handler() {
+   static onixs::HandlerSettings settings;
+   static bool initialized = false;
+   if (!initialized) {
+      settings.channel(1);
+      initialized = true;
+   }
+   static onixs::Handler handler(settings);
+   return handler;
+}
+
+ScriptedSecurity &scripted_security() {
+   static ScriptedSecurity security(scripted_exchange_security_id);
+   static bool initialized = false;
+   if (!initialized) {
+      security.symbol(onixs::StrRef("ESM6", 4));
+      security.group(onixs::StrRef("ES", 2));
+      security.asset(onixs::StrRef("ES", 2));
+      initialized = true;
+   }
+   return security;
+}
+
+} // namespace
+
+ScriptedMdp3Feeder::ScriptedMdp3Feeder(MDP3Listener &listener)
+    : _listener(listener) {}
+
+void ScriptedMdp3Feeder::publish_hard_coded_future() const {
+   FixedFutureSecurity security;
+   fill_hard_coded_future(security);
+   _listener.add_security(security, co2::TRADINGSTATUS_NORMAL);
+}
+
+void ScriptedMdp3Feeder::publish_hard_coded_direct_book() const {
+   publish_hard_coded_direct_book(1, 0.0);
+}
+
+void ScriptedMdp3Feeder::publish_hard_coded_direct_book(
+    std::uint32_t sequence, double mid_price_shift) const {
+   const auto update = hard_coded_direct_book(sequence, mid_price_shift);
+   auto book = make_direct_book(update);
+   auto &handler = scripted_handler();
+   auto &security = scripted_security();
+   security.sequence(sequence);
+
+   ScriptedPacketHeader packet_header;
+   packet_header.seqNumber = sequence;
+   onixs::PacketArgs packet(&packet_header, sizeof(packet_header));
+   packet.receiveTime(onixs::Timestamp(update.packet_time.to_uint64()));
+
+   _listener.onPacket(handler, packet);
+   _listener.onBookUpdate(handler, security, *book);
+   _listener.onEndOfPacket(handler, packet);
+}
+
+void ScriptedMdp3Feeder::publish_hard_coded_values() const {
+   publish_hard_coded_future();
+   publish_hard_coded_direct_book();
+}
+
+void ScriptedMdp3Feeder::fill_hard_coded_future(FixedFutureSecurity &security) {
+   security.key = invalid_security_key;
+   security.numeric_id = scripted_exchange_security_id;
+   security.type = api::SECURITYTYPE_FUTURE;
+   security.exchange = api::Venue::VENUE_GLBX;
+   security.symbol("ES");
+   security.alt_symbol("ES");
+   security.security_desc("ESM6");
+   security.currency("USD");
+   security.display_factor = -2;
+   security.low_tick = 25.0;
+   security.high_tick = 25.0;
+   security.price_break = 0.0;
+   security.cash_per_point = 50.0;
+   security.expiration_year = 2026;
+   security.expiration_month = 6;
+   security.expiration_day = 19;
+}
+
+ScriptedMdp3Feeder::DirectBookUpdate
+ScriptedMdp3Feeder::hard_coded_direct_book(
+    std::uint32_t sequence, double mid_price_shift) {
+   DirectBookUpdate update;
+   const double best_bid = 7000.0 + mid_price_shift;
+   const double best_ask = 7001.0 + mid_price_shift;
+   update.exchange_security_id = scripted_exchange_security_id;
+   update.bids[0] = make_level(best_bid, 10);
+   update.bids[1] = make_level(best_bid - 0.25, 10);
+   update.bids[2] = make_level(best_bid - 0.50, 10);
+   update.asks[0] = make_level(best_ask, 10);
+   update.asks[1] = make_level(best_ask + 0.25, 10);
+   update.asks[2] = make_level(best_ask + 0.50, 10);
+   update.packet_time = utils::TimeStamp::now();
+   update.sequence = sequence;
+   return update;
+}
+
+} // namespace bts::md
@@ -0,0 +1,39 @@
+#pragma once
+
+#include "MDP3Listener.h"
+#include "spark/md/PriceSize.h"
+#include "spark/utils/TimeStamp.h"
+
+#include <array>
+#include <cstdint>
+
+
+namespace bts::md {
+
+class ScriptedMdp3Feeder {
+ public:
+   struct DirectBookUpdate {
+      uint32_t exchange_security_id = 0;
+      std::array<PriceSize, COCONUT_MAX_DEPTH> bids = {};
+      std::array<PriceSize, COCONUT_MAX_DEPTH> asks = {};
+      utils::TimeStamp packet_time = utils::TimeStamp::now();
+      uint32_t sequence = 1;
+   };
+
+   explicit ScriptedMdp3Feeder(MDP3Listener &listener);
+
+   void publish_hard_coded_future() const;
+   void publish_hard_coded_direct_book() const;
+   void publish_hard_coded_direct_book(std::uint32_t sequence,
+                                       double mid_price_shift) const;
+   void publish_hard_coded_values() const;
+
+   static void fill_hard_coded_future(FixedFutureSecurity &security);
+   static DirectBookUpdate hard_coded_direct_book(
+       std::uint32_t sequence = 1, double mid_price_shift = 0.0);
+
+ private:
+   MDP3Listener &_listener;
+};
+
+} // namespace bts::md
@@ -254,7 +254,7 @@ namespace mbts.spark {
         add_col(
            Columns.Price,
            DefaultColumnHeaders.Price,
-            r => _get_row(r).security.spec_or_default().format(r.fill.LastPrice),
+            r => _get_row(r).security.spec_or_default().format(r.fill.AvgPrice),
            new DoubleMinMax<FillTuple>(r => r.fill.LastPrice),
            DataGridFilterKnownTemplates.DoubleMinMax,
            fs => fs.price,
@@ -40,10 +40,7 @@ namespace Spark.Api.Orders {
      ) {
         _order_service = order_service;
         var scheduler = ThreadPoolScheduler.Instance;
-         if(interval is not null)
-            logger.Information("originally OrdersClient polling interval {0}", interval);
-         interval = TimeSpan.FromMilliseconds(1);
-         logger.Information("OrdersClient polling interval {0}", interval);
+         interval ??= TimeSpan.FromSeconds(0.1);
         var bootstraps = new DisposableBuilder();

         positions = position_service.subscribei_position_data().Table().Cache();
@@ -30,6 +30,5 @@ OrdermanCfg {
 	    poll: false 
      hosted_actor: "*"
    }
-    fallback_cust_order_handling_inst: "Y"
  }
 }
@@ -10,7 +10,6 @@
 #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"
@@ -98,8 +97,7 @@ 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), gave_up_permanently(false),
-         send_batch(), recv_batch(),
+         is_on(false), has_replayed(false), send_batch(), recv_batch(),
         connection_attempts(0), perf_log(l) {
      send_batch.reserve(1024);
      recv_batch.reserve(1024);
@@ -118,7 +116,6 @@ 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;
@@ -332,11 +329,6 @@ 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;
@@ -354,18 +346,10 @@ 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);
@@ -373,10 +357,6 @@ 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);
@@ -396,28 +376,17 @@ 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;

@@ -461,46 +430,27 @@ 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 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);
+         LOG(Jetfix, Info, "Pause period ended for jetfix connection {}",
+             me->cfg.name());
         me->session_info = std::make_unique<SessionInfo>();
+
         me->session_info->store.reset(me->make_store(me->cfg));
-         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) {
+
+         if (me->session_info->store->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 for {} before reconnect",
-                   msgs_to_replay.size(), me->cfg.name());
+               LOG(Jetfix, Warn, "Replaying {} FIX msgs",
+                   msgs_to_replay.size());
               me->observer.replay(msgs_to_replay);
               me->has_replayed = true;
            }
@@ -508,20 +458,14 @@ 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. 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());
+                   "times. Giving up permanently. You must bounce "
+                   "the server to recover.",
+                   me->cfg.name());
               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,
@@ -545,18 +489,11 @@ 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 {}. ({}/{}) "
-                   "Will retry after {} seconds.",
+                   "Failed to connect to exchange for {}. ({}/{}) ",
                   me->cfg.name(), me->connection_attempts,
-                   me->cfg.max_connection_attempts(),
-                   me->cfg.seconds_to_pause());
+                   me->cfg.max_connection_attempts());
            }
         } 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();
         }
@@ -579,12 +516,6 @@ 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);
@@ -114,15 +114,6 @@ 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,
@@ -54,6 +54,7 @@
 #include <google/protobuf/timestamp.pb.h>
 #include <google/protobuf/util/time_util.h>
 #include <memory>
+#include <mutex>
 #include <optional>
 #include <sstream>
 #include <string>
@@ -295,6 +296,7 @@ struct GeneralMarketDataListener::PImpl {
   // (a flag is used to tell if bts::domain::SecurityID can be used as bts id
   // as well)
   std::unordered_map<bts::domain::SecurityID, uint64_t> cc_sec_id_map = {};
+   std::mutex callback_mutex;
   MDArray bids = {};
   MDArray asks = {};
   IncrementalBookData inc_book_data = {};
@@ -387,10 +389,13 @@ GeneralMarketDataListener::~GeneralMarketDataListener() {}

 void GeneralMarketDataListener::on_securities(
    const std::vector<domain::Security const *> &complete_security_list) {
+   std::lock_guard<std::mutex> lock(me->callback_mutex);
   LOG_SECURITIES_EVENT(Info, complete_security_list.size());
   for (auto s_ptr : complete_security_list) {
      const domain::Security &sec = *s_ptr;
      CCSecSearchResult search_result = _find_sec(sec, true);
+      LOG(md, Info, "GeneralMarketDataListener::on_securities bef: {} after: {} key: {}", search_result.existed_before, 
+         search_result.exists_now, search_result.key);
      if (search_result.existed_before) {
         LOG_SECURITY(
             Warn, sec.venue(), sec.type(), sec.desc(), *sec.id(), 0,
@@ -424,6 +429,7 @@ void GeneralMarketDataListener::on_security_state(

 void GeneralMarketDataListener::on_security_statistics(
    const domain::SecurityMarketDataStatistics &sec_stats) {
+   std::lock_guard<std::mutex> lock(me->callback_mutex);
   auto handle = _find_handle(sec_stats.security_id);
   bts_assert_msgf(
       handle != nullptr,
@@ -442,6 +448,7 @@ void GeneralMarketDataListener::on_security_statistics(

 void GeneralMarketDataListener::on_book(
    const bts::domain::Book &book, std::optional<utils::TimeStamp> time) {
+   std::lock_guard<std::mutex> lock(me->callback_mutex);
   LOG_BOOK(Diag, book, BookLog_Status::PROCESSING);
   // in case this is called externally in conjunction iwth inc book udpates
   me->inc_book_data.overwrite_book(book);
@@ -450,6 +457,7 @@ void GeneralMarketDataListener::on_book(

 void GeneralMarketDataListener::on_book_increment(
    const IMarketDataListener::BookOp &book_op) {
+   std::lock_guard<std::mutex> lock(me->callback_mutex);
   LOG_BOOK_OP(Diag, book_op, BookOpLog_Status::PROCESSING);
   if (!me->inc_book_data.update_incremental(book_op)) {
      return;
@@ -488,6 +496,7 @@ co2::AggressorSide try_fill_agg_side(
 }
 void GeneralMarketDataListener::on_trades(
    const std::vector<domain::TradeRecord const *> &trades) {
+   std::lock_guard<std::mutex> lock(me->callback_mutex);
   utils::Stopwatch sw;
   for (auto tp : trades) {
      sw.lap();
@@ -630,6 +639,8 @@ SecurityIndexData *GeneralMarketDataListener::_find_handle(
 void GeneralMarketDataListener::_add_future(const bts::domain::Security &sec) {
   bts_assert(sec.type() == SEC_TYPE(FUTURE));
   auto search_result = _find_sec(sec, false);
+   LOG(md, Info, "GeneralMarketDataListener::_add_future bef: {} after: {} key: {}", search_result.existed_before, 
+         search_result.exists_now, search_result.key);
   bts_assert(search_result.existed_before);
   FixedFutureSecurity ff_sec;
   _copy_security_common(sec, search_result.key, ff_sec);
@@ -706,6 +717,7 @@ void GeneralMarketDataListener::_add_spot(const bts::domain::Security &sec) {

 void GeneralMarketDataListener::_commit_security(const FixedSecurity &sec) {
   // Set up the shared memory for this security
+   LOG(md, Info, "GeneralMarketDataListener::_commit_security numeric_id: {}", sec.numeric_id);
   bts_assert(sec.numeric_id != 0);
   auto handle = me->md_producer.add_security(sec);
   // Add it to the index so it can receive messages
@@ -174,7 +174,7 @@ MDProducerImpl &MDProducer::get_producer(
 MDProducerHandle MDProducer::add_security(const FixedSecurity &security) {
   bts_assert_d(strlen(security.symbol()) > 0);
   bts_assert(security.size >= sizeof(FixedSecurity));
-   LOG(md, Diag, "MDProducer::add_security desc:{} key: {} num_id: {}",
+   LOG(md, Info, "MDProducer::add_security desc:{} key: {} num_id: {}",
       std::string(security.security_desc()), security.key,
       security.numeric_id);
   std::lock_guard<std::mutex> lock(*_mutex);
@@ -395,9 +395,14 @@ void SimExecutionGateway::send_msgs(
       bts::os::get_thread_id(), bts::os::get_thread_name(), msg_vec.size());
   for (auto &m : msg_vec) {
      auto mtype = msg_type(m);
-      LOG(OrderMan, Info,
-          "SimExecutionGateway::send_msgs tid: {} tname: {} m_type: {}",
-          bts::os::get_thread_id(), bts::os::get_thread_name(), mtype);
+      std::visit(
+          [&](auto const &typed_msg) {
+             LOG(OrderMan, Info,
+                 "SimExecutionGateway::send_msgs tid: {} tname: {} m_type: {} msg: {}",
+                 bts::os::get_thread_id(), bts::os::get_thread_name(), mtype,
+                 typed_msg);
+          },
+          m);
      me->buffered_order_ops.push(m);
   }
 }
@@ -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("IL3GW_rprts", 1024*2, 100), _exe_parser(cfg, db), _retransmit() {
+      _msg_count(0), _time(), _pool(), _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);
@@ -179,10 +179,15 @@ uint64_t IL3GW::send_party_details(const api::orderman::RoutingRecord &route) {
   using namespace iLinkBinary;

   auto msg = _buffer.frame<PartyDetailsDefinitionRequest518>(
-       // 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());
+       // 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());
   msg.partyDetailsListReqID(0);
   msg.sendingTimeEpoch(_time.now());
   msg.listUpdateAction(ListUpdAct::Add);
@@ -632,13 +637,8 @@ void IL3GW::handle(
   handle_common(msg);
 }
 void IL3GW::handle(const iLinkBinary::BusinessReject521 &msg) {
-   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());
+   LOG(iLink3, Error, "Business Reject: {} '{}'.", msg.businessRejectReason(),
+       string{translate_business_reject_reason(msg.businessRejectReason())});
   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
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -32,7 +32,7 @@ public:
    {
        GiveUp = static_cast<char>(71),
        SGXoffset = static_cast<char>(83),
-        NULL_VALUE = static_cast<char>(0)
+        NULL_VALUE = static_cast<char>(0x00)
    };

    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>(0): return NULL_VALUE;
+            case static_cast<char>(0x00): return NULL_VALUE;
        }

        throw std::runtime_error("unknown value for enum CmtaGiveUpCD [E103]");
@@ -1,75 +0,0 @@
-/* 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
@@ -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>(0)
+        NULL_VALUE = static_cast<char>(48)
    };

    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>(0): return NULL_VALUE;
+            case static_cast<char>(48): return NULL_VALUE;
        }

        throw std::runtime_error("unknown value for enum CustOrdHandlInst [E103]");
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static const char *lengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -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>(0)
+        NULL_VALUE = static_cast<char>(48)
    };

    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>(0): return NULL_VALUE;
+            case static_cast<char>(48): return NULL_VALUE;
        }

        throw std::runtime_error("unknown value for enum DKReason [E103]");
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static const char *mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    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 9;
+        return 6;
    }

    SBE_NODISCARD bool mantissaInActingVersion() SBE_NOEXCEPT
@@ -255,7 +255,7 @@ public:

    SBE_NODISCARD std::int64_t mantissa() const SBE_NOEXCEPT
    {
-        if (m_actingVersion < 9)
+        if (m_actingVersion < 6)
        {
            return INT64_C(9223372036854775807);
        }
@@ -288,7 +288,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t exponentSinceVersion() SBE_NOEXCEPT
    {
-        return 9;
+        return 6;
    }

    SBE_NODISCARD bool exponentInActingVersion() SBE_NOEXCEPT
@@ -330,7 +330,7 @@ public:

    SBE_NODISCARD std::int8_t exponent() const SBE_NOEXCEPT
    {
-        if (m_actingVersion < 9)
+        if (m_actingVersion < 6)
        {
            return static_cast<std::int8_t>(127);
        }
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(39);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(38);
    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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(39);
+        return static_cast<std::uint16_t>(38);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -970,82 +968,6 @@ 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)
@@ -1098,10 +1020,6 @@ friend std::basic_ostream<CharT, Traits> & operator << (
    builder << R"("SplitMsg": )";
    builder << '"' << writer.splitMsg() << '"';

-    builder << ", ";
-    builder << R"("EnvironmentIndicator": )";
-    builder << +writer.environmentIndicator();
-
    builder << '}';

    return builder;
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(73);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(72);
    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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(73);
+        return static_cast<std::uint16_t>(72);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -963,82 +961,6 @@ 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)
@@ -1084,10 +1006,6 @@ friend std::basic_ostream<CharT, Traits> & operator << (
    builder << R"("SplitMsg": )";
    builder << '"' << writer.splitMsg() << '"';

-    builder << ", ";
-    builder << R"("EnvironmentIndicator": )";
-    builder << +writer.environmentIndicator();
-
    builder << '}';

    return builder;
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    ExecInst &clear()
@@ -32,7 +32,7 @@ public:
    {
        Aggressive = static_cast<char>(65),
        Passive = static_cast<char>(80),
-        NULL_VALUE = static_cast<char>(0)
+        NULL_VALUE = static_cast<char>(0x00)
    };

    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>(0): return NULL_VALUE;
+            case static_cast<char>(0x00): return NULL_VALUE;
        }

        throw std::runtime_error("unknown value for enum ExecMode [E103]");
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(266);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(222);
    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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(266);
+        return static_cast<std::uint16_t>(222);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -3112,7 +3110,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -3159,7 +3157,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -3249,313 +3247,6 @@ 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:
@@ -4948,7 +4639,7 @@ public:
        {
            switch (metaAttribute)
            {
-                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::SEMANTIC_TYPE: return "int";
                case MetaAttribute::PRESENCE: return "required";
                default: return "";
            }
@@ -4995,7 +4686,7 @@ public:
        {
            switch (metaAttribute)
            {
-                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::SEMANTIC_TYPE: return "int";
                case MetaAttribute::PRESENCE: return "required";
                default: return "";
            }
@@ -5352,15 +5043,6 @@ 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;
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(227);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(187);
    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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(227);
+        return static_cast<std::uint16_t>(187);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2965,237 +2963,6 @@ 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:
@@ -5611,11 +5378,6 @@ 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;
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(236);
+    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>(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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(236);
+        return static_cast<std::uint16_t>(196);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2546,7 +2544,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -2593,7 +2591,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -2636,237 +2634,6 @@ 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:
@@ -3564,11 +3331,11 @@ public:
            m_buffer = buffer;
            m_bufferLength = bufferLength;
            GroupSize dimensions(buffer, *pos, bufferLength, actingVersion);
-            dimensions.blockLength(static_cast<std::uint16_t>(45));
+            dimensions.blockLength(static_cast<std::uint16_t>(27));
            dimensions.numInGroup(static_cast<std::uint8_t>(count));
            m_index = 0;
            m_count = count;
-            m_blockLength = 45;
+            m_blockLength = 27;
            m_actingVersion = actingVersion;
            m_initialPosition = *pos;
            m_positionPtr = pos;
@@ -3582,7 +3349,7 @@ public:

        static SBE_CONSTEXPR std::uint64_t sbeBlockLength() SBE_NOEXCEPT
        {
-            return 45;
+            return 27;
        }

        SBE_NODISCARD std::uint64_t sbePosition() const SBE_NOEXCEPT
@@ -4255,100 +4022,6 @@ 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)
@@ -4382,28 +4055,6 @@ 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;
@@ -4609,11 +4260,6 @@ friend std::basic_ostream<CharT, Traits> & operator << (
        builder << "{}";
    }

-    builder << ", ";
-    builder << R"("ExecRefID": )";
-    builder << '"' <<
-        writer.getExecRefIDAsJsonEscapedString().c_str() << '"';
-
    builder << ", ";
    {
        bool atLeastOne = false;
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -4096,7 +4094,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -4143,7 +4141,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -5719,7 +5717,7 @@ public:
        {
            switch (metaAttribute)
            {
-                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::SEMANTIC_TYPE: return "int";
                case MetaAttribute::PRESENCE: return "required";
                default: return "";
            }
@@ -5766,7 +5764,7 @@ public:
        {
            switch (metaAttribute)
            {
-                case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+                case MetaAttribute::SEMANTIC_TYPE: return "int";
                case MetaAttribute::PRESENCE: return "required";
                default: return "";
            }
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2762,7 +2760,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -2809,7 +2807,7 @@ public:
    {
        switch (metaAttribute)
        {
-            case MetaAttribute::SEMANTIC_TYPE: return "Qty";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
            case MetaAttribute::PRESENCE: return "required";
            default: return "";
        }
@@ -3549,11 +3547,11 @@ public:
            m_buffer = buffer;
            m_bufferLength = bufferLength;
            GroupSize dimensions(buffer, *pos, bufferLength, actingVersion);
-            dimensions.blockLength(static_cast<std::uint16_t>(41));
+            dimensions.blockLength(static_cast<std::uint16_t>(23));
            dimensions.numInGroup(static_cast<std::uint8_t>(count));
            m_index = 0;
            m_count = count;
-            m_blockLength = 41;
+            m_blockLength = 23;
            m_actingVersion = actingVersion;
            m_initialPosition = *pos;
            m_positionPtr = pos;
@@ -3567,7 +3565,7 @@ public:

        static SBE_CONSTEXPR std::uint64_t sbeBlockLength() SBE_NOEXCEPT
        {
-            return 41;
+            return 23;
        }

        SBE_NODISCARD std::uint64_t sbePosition() const SBE_NOEXCEPT
@@ -4164,100 +4162,6 @@ 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)
@@ -4287,28 +4191,6 @@ 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;
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static const char *blockLengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -32,7 +32,7 @@ public:
    {
        Limit = static_cast<char>(50),
        StopLimit = static_cast<char>(52),
-        NULL_VALUE = static_cast<char>(0)
+        NULL_VALUE = static_cast<char>(48)
    };

    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>(0): return NULL_VALUE;
+            case static_cast<char>(48): return NULL_VALUE;
        }

        throw std::runtime_error("unknown value for enum MassActionOrdTyp [E103]");
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(352);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(351);
    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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(352);
+        return static_cast<std::uint16_t>(351);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -2346,79 +2344,6 @@ 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:
@@ -3045,10 +2970,6 @@ friend std::basic_ostream<CharT, Traits> & operator << (
    builder << R"("QuoteEntryOpen": )";
    builder << '"' << writer.quoteEntryOpen() << '"';

-    builder << ", ";
-    builder << R"("QuoteEntryControl": )";
-    builder << '"' << writer.quoteEntryControl() << '"';
-
    builder << ", ";
    {
        bool atLeastOne = false;
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static const char *yearMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static const char *blockLengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(69);
+    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>(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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(69);
+        return static_cast<std::uint16_t>(68);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -892,82 +890,6 @@ 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)
@@ -1009,10 +931,6 @@ friend std::basic_ostream<CharT, Traits> & operator << (
    builder << R"("SplitMsg": )";
    builder << '"' << writer.splitMsg() << '"';

-    builder << ", ";
-    builder << R"("EnvironmentIndicator": )";
-    builder << +writer.environmentIndicator();
-
    builder << '}';

    return builder;
@@ -127,9 +127,7 @@
 #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"
@@ -167,10 +165,10 @@ private:
    }

 public:
-    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(33);
+    static const std::uint16_t SBE_BLOCK_LENGTH = static_cast<std::uint16_t>(32);
    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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -224,7 +222,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(33);
+        return static_cast<std::uint16_t>(32);
    }

    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t sbeBlockAndHeaderLength() SBE_NOEXCEPT
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -953,82 +951,6 @@ 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)
@@ -1256,10 +1178,6 @@ 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 << '"' <<
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -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>(0)
+        NULL_VALUE = static_cast<char>(48)
    };

    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>(0): return NULL_VALUE;
+            case static_cast<char>(48): return NULL_VALUE;
        }

        throw std::runtime_error("unknown value for enum OrderType [E103]");
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static const char *mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -194,7 +194,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static const char *mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
@@ -127,9 +127,7 @@
 #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"
@@ -170,7 +168,7 @@ 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>(9);
+    static const std::uint16_t SBE_SCHEMA_VERSION = static_cast<std::uint16_t>(8);

    enum MetaAttribute
    {
@@ -244,7 +242,7 @@ public:

    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
    {
-        return static_cast<std::uint16_t>(9);
+        return static_cast<std::uint16_t>(8);
    }

    SBE_NODISCARD static SBE_CONSTEXPR const char *sbeSemanticType() SBE_NOEXCEPT
Author	SHA1	Message	Date
Taha Afzal	6e0a92fd65	Adding logs to CME MD	2026-06-15 00:38:02 -04:00
Taha	a9c4173b02	Position cols in TC2 work again now	2026-05-06 14:32:36 -04:00
Taha Afzal	7c99fe90de	Sim execution works with live cme md now	2026-04-23 03:43:12 +00:00
Taha Afzal	feff24bf10	Sim execution works with live cme md now	2026-04-23 03:41:42 +00:00
				`@@ -0,0 +1 @@`
				`r=TimeSeriesStream(ReplayFutureLiveBBOStream("ES"))`