commas.hpp

#include <boost/preprocessor.hpp>

// the magic

#define MAGIC_PLACEHOLDER_FILLER_0(X, Y) ((X, Y)) MAGIC_PLACEHOLDER_FILLER_1
#define MAGIC_PLACEHOLDER_FILLER_1(X, Y) ((X, Y)) MAGIC_PLACEHOLDER_FILLER_0
#define MAGIC_PLACEHOLDER_FILLER_0_END
#define MAGIC_PLACEHOLDER_FILLER_1_END

// example usage

#define MAGIC2(Z, N, ARGS)                                                     \
    { BOOST_PP_REMOVE_PARENS (BOOST_PP_SEQ_ELEM (N, ARGS)) }

#define MAGIC(EXPRS)                                                           \
    BOOST_PP_ENUM (BOOST_PP_SEQ_SIZE (BOOST_PP_VARIADIC_SEQ_TO_SEQ (EXPRS)),   \
                   MAGIC2,                                                     \
                   BOOST_PP_CAT (MAGIC_PLACEHOLDER_FILLER_0 EXPRS, _END))

MAGIC ((42, "security") (101, "price") (102, "volume"))