OnixS C++ B3 Binary UMDF Market Data Handler  1.3.0
API documentation
MessageSerialization.h
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20 
21 #pragma once
22 
23 #include <string>
24 
26 
27 
29 
30 // Market Data Serialization.
31 
32 /// Serializes into a string.
34 void
35 toStr(
36  std::string& str,
37  const SequenceReset_1& obj);
38 
39 
40 /// Serializes into a string.
41 inline
42 std::string
44  const SequenceReset_1& obj)
45 {
46  std::string str;
47 
48  toStr(str, obj);
49 
50  return str;
51 }
52 
53 /// Serializes into a stream.
54 inline
55 std::ostream&
57  std::ostream& stream,
58  const SequenceReset_1& obj)
59 {
60  std::string str;
61 
62  toStr(str, obj);
63 
64  return stream << str;
65 }
66 
67 inline std::string SequenceReset_1::toString() const
68 {
69  return toStr(*this);
70 }
71 /// Serializes the object into FIX presentation.
73 void
74 toFix(
75  std::string& str,
76  const SequenceReset_1& obj);
77 
78 
79 /// Serializes into a string.
81 void
82 toStr(
83  std::string& str,
84  const Sequence_2& obj);
85 
86 
87 /// Serializes into a string.
88 inline std::string toStr(const Sequence_2& obj)
89 {
90  std::string str;
91 
92  toStr(str, obj);
93 
94  return str;
95 }
96 
97 /// Serializes into a stream.
98 inline
99 std::ostream&
101  std::ostream& stream,
102  const Sequence_2& obj)
103 {
104  std::string str;
105 
106  toStr(str, obj);
107 
108  return stream << str;
109 }
110 
111 inline std::string Sequence_2::toString() const
112 {
113  return toStr(*this);
114 }
115 /// Serializes the object into FIX presentation.
117 void
118 toFix(
119  std::string& str,
120  const Sequence_2& obj);
121 
122 
123 /// Serializes into a string.
125 void
126 toStr(
127  std::string& str,
128  const EmptyBook_9& obj);
129 
130 
131 /// Serializes into a string.
132 inline std::string toStr(const EmptyBook_9& obj)
133 {
134  std::string str;
135 
136  toStr(str, obj);
137 
138  return str;
139 }
140 
141 /// Serializes into a stream.
142 inline
143 std::ostream&
145  std::ostream& stream,
146  const EmptyBook_9& obj)
147 {
148  std::string str;
149 
150  toStr(str, obj);
151 
152  return stream << str;
153 }
154 
155 inline std::string EmptyBook_9::toString() const
156 {
157  return toStr(*this);
158 }
159 /// Serializes the object into FIX presentation.
161 void
162 toFix(
163  std::string& str,
164  const EmptyBook_9& obj);
165 
166 
167 /// Serializes into a string.
169 void
170 toStr(
171  std::string& str,
172  const ChannelReset_11& obj);
173 
174 
175 /// Serializes into a string.
176 inline
177 std::string
179  const ChannelReset_11& obj)
180 {
181  std::string str;
182 
183  toStr(str, obj);
184 
185  return str;
186 }
187 
188 /// Serializes into a stream.
189 inline
190 std::ostream&
192  std::ostream& stream,
193  const ChannelReset_11& obj)
194 {
195  std::string str;
196 
197  toStr(str, obj);
198 
199  return stream << str;
200 }
201 
202 inline std::string ChannelReset_11::toString() const
203 {
204  return toStr(*this);
205 }
206 /// Serializes the object into FIX presentation.
208 void
209 toFix(
210  std::string& str,
211  const ChannelReset_11& obj);
212 
213 
214 /// Serializes into a string.
216 void
217 toStr(
218  std::string& str,
219  const SecurityStatus_3& obj);
220 
221 
222 /// Serializes into a string.
223 inline
224 std::string
226  const SecurityStatus_3& obj)
227 {
228  std::string str;
229 
230  toStr(str, obj);
231 
232  return str;
233 }
234 
235 /// Serializes into a stream.
236 inline
237 std::ostream&
239  std::ostream& stream,
240  const SecurityStatus_3& obj)
241 {
242  std::string str;
243 
244  toStr(str, obj);
245 
246  return stream << str;
247 }
248 
249 inline std::string SecurityStatus_3::toString() const
250 {
251  return toStr(*this);
252 }
253 /// Serializes the object into FIX presentation.
255 void
256 toFix(
257  std::string& str,
258  const SecurityStatus_3& obj);
259 
260 
261 /// Serializes into a string.
263 void
264 toStr(
265  std::string& str,
266  const SecurityGroupPhase_10& obj);
267 
268 
269 /// Serializes into a string.
270 inline
271 std::string
273  const SecurityGroupPhase_10& obj)
274 {
275  std::string str;
276 
277  toStr(str, obj);
278 
279  return str;
280 }
281 
282 /// Serializes into a stream.
283 inline
284 std::ostream&
286  std::ostream& stream,
287  const SecurityGroupPhase_10& obj)
288 {
289  std::string str;
290 
291  toStr(str, obj);
292 
293  return stream << str;
294 }
295 
296 inline std::string SecurityGroupPhase_10::toString() const
297 {
298  return toStr(*this);
299 }
300 /// Serializes the object into FIX presentation.
302 void
303 toFix(
304  std::string& str,
305  const SecurityGroupPhase_10& obj);
306 
307 
308 /// Serializes into a string.
310 void
311 toStr(
312  std::string& str,
313  const SecurityDefinition_12& obj);
314 
315 
316 /// Serializes into a string.
317 inline
318 std::string
320  const SecurityDefinition_12& obj)
321 {
322  std::string str;
323 
324  toStr(str, obj);
325 
326  return str;
327 }
328 
329 /// Serializes into a stream.
330 inline
331 std::ostream&
333  std::ostream& stream,
334  const SecurityDefinition_12& obj)
335 {
336  std::string str;
337 
338  toStr(str, obj);
339 
340  return stream << str;
341 }
342 
343 inline std::string SecurityDefinition_12::toString() const
344 {
345  return toStr(*this);
346 }
347 /// Serializes the object into FIX presentation.
349 void
350 toFix(
351  std::string& str,
352  const SecurityDefinition_12& obj);
353 
354 
355 /// Serializes into a string.
357 void
358 toStr(
359  std::string& str,
361 
362 /// Serializes into a string.
363 inline
364 std::string
367 {
368  std::string str;
369 
370  toStr(str, obj);
371 
372  return str;
373 }
374 
375 /// Serializes into a stream.
376 inline
377 std::ostream&
379  std::ostream& stream,
381 {
382  std::string str;
383 
384  toStr(str, obj);
385 
386  return stream << str;
387 }
388 
389 /// Serializes into a string.
391 void
392 toStr(
393  std::string& str,
395 
396 /// Serializes into a string.
397 inline
398 std::string
401 {
402  std::string str;
403 
404  toStr(str, obj);
405 
406  return str;
407 }
408 
409 /// Serializes into a stream.
410 inline
411 std::ostream&
413  std::ostream& stream,
415 {
416  std::string str;
417 
418  toStr(str, obj);
419 
420  return stream << str;
421 }
422 
423 /// Serializes into a string.
425 void
426 toStr(
427  std::string& str,
429 
430 /// Serializes into a string.
431 inline
432 std::string
435 {
436  std::string str;
437 
438  toStr(str, obj);
439 
440  return str;
441 }
442 
443 /// Serializes into a stream.
444 inline
445 std::ostream&
447  std::ostream& stream,
449 {
450  std::string str;
451 
452  toStr(str, obj);
453 
454  return stream << str;
455 }
456 
457 /// Serializes into a string.
459 void
460 toStr(
461  std::string& str,
462  const News_5& obj);
463 
464 
465 /// Serializes into a string.
466 inline std::string toStr(const News_5& obj)
467 {
468  std::string str;
469 
470  toStr(str, obj);
471 
472  return str;
473 }
474 
475 /// Serializes into a stream.
476 inline
477 std::ostream&
479  std::ostream& stream,
480  const News_5& obj)
481 {
482  std::string str;
483 
484  toStr(str, obj);
485 
486  return stream << str;
487 }
488 
489 inline std::string News_5::toString() const
490 {
491  return toStr(*this);
492 }
493 /// Serializes the object into FIX presentation.
495 void
496 toFix(
497  std::string& str,
498  const News_5& obj);
499 
500 
501 /// Serializes into a string.
503 void
504 toStr(
505  std::string& str,
506  const OpeningPrice_15& obj);
507 
508 
509 /// Serializes into a string.
510 inline
511 std::string
513  const OpeningPrice_15& obj)
514 {
515  std::string str;
516 
517  toStr(str, obj);
518 
519  return str;
520 }
521 
522 /// Serializes into a stream.
523 inline
524 std::ostream&
526  std::ostream& stream,
527  const OpeningPrice_15& obj)
528 {
529  std::string str;
530 
531  toStr(str, obj);
532 
533  return stream << str;
534 }
535 
536 inline std::string OpeningPrice_15::toString() const
537 {
538  return toStr(*this);
539 }
540 /// Serializes the object into FIX presentation.
542 void
543 toFix(
544  std::string& str,
545  const OpeningPrice_15& obj);
546 
547 
548 /// Serializes into a string.
550 void
551 toStr(
552  std::string& str,
553  const TheoreticalOpeningPrice_16& obj);
554 
555 
556 /// Serializes into a string.
557 inline
558 std::string
560  const TheoreticalOpeningPrice_16& obj)
561 {
562  std::string str;
563 
564  toStr(str, obj);
565 
566  return str;
567 }
568 
569 /// Serializes into a stream.
570 inline
571 std::ostream&
573  std::ostream& stream,
574  const TheoreticalOpeningPrice_16& obj)
575 {
576  std::string str;
577 
578  toStr(str, obj);
579 
580  return stream << str;
581 }
582 
583 inline std::string TheoreticalOpeningPrice_16::toString() const
584 {
585  return toStr(*this);
586 }
587 /// Serializes the object into FIX presentation.
589 void
590 toFix(
591  std::string& str,
592  const TheoreticalOpeningPrice_16& obj);
593 
594 
595 /// Serializes into a string.
597 void
598 toStr(
599  std::string& str,
600  const ClosingPrice_17& obj);
601 
602 
603 /// Serializes into a string.
604 inline
605 std::string
607  const ClosingPrice_17& obj)
608 {
609  std::string str;
610 
611  toStr(str, obj);
612 
613  return str;
614 }
615 
616 /// Serializes into a stream.
617 inline
618 std::ostream&
620  std::ostream& stream,
621  const ClosingPrice_17& obj)
622 {
623  std::string str;
624 
625  toStr(str, obj);
626 
627  return stream << str;
628 }
629 
630 inline std::string ClosingPrice_17::toString() const
631 {
632  return toStr(*this);
633 }
634 /// Serializes the object into FIX presentation.
636 void
637 toFix(
638  std::string& str,
639  const ClosingPrice_17& obj);
640 
641 
642 /// Serializes into a string.
644 void
645 toStr(
646  std::string& str,
647  const AuctionImbalance_19& obj);
648 
649 
650 /// Serializes into a string.
651 inline
652 std::string
654  const AuctionImbalance_19& obj)
655 {
656  std::string str;
657 
658  toStr(str, obj);
659 
660  return str;
661 }
662 
663 /// Serializes into a stream.
664 inline
665 std::ostream&
667  std::ostream& stream,
668  const AuctionImbalance_19& obj)
669 {
670  std::string str;
671 
672  toStr(str, obj);
673 
674  return stream << str;
675 }
676 
677 inline std::string AuctionImbalance_19::toString() const
678 {
679  return toStr(*this);
680 }
681 /// Serializes the object into FIX presentation.
683 void
684 toFix(
685  std::string& str,
686  const AuctionImbalance_19& obj);
687 
688 
689 /// Serializes into a string.
691 void
692 toStr(
693  std::string& str,
694  const PriceBand_20& obj);
695 
696 
697 /// Serializes into a string.
698 inline std::string toStr(const PriceBand_20& obj)
699 {
700  std::string str;
701 
702  toStr(str, obj);
703 
704  return str;
705 }
706 
707 /// Serializes into a stream.
708 inline
709 std::ostream&
711  std::ostream& stream,
712  const PriceBand_20& obj)
713 {
714  std::string str;
715 
716  toStr(str, obj);
717 
718  return stream << str;
719 }
720 
721 inline std::string PriceBand_20::toString() const
722 {
723  return toStr(*this);
724 }
725 /// Serializes the object into FIX presentation.
727 void
728 toFix(
729  std::string& str,
730  const PriceBand_20& obj);
731 
732 
733 /// Serializes into a string.
735 void
736 toStr(
737  std::string& str,
738  const QuantityBand_21& obj);
739 
740 
741 /// Serializes into a string.
742 inline
743 std::string
745  const QuantityBand_21& obj)
746 {
747  std::string str;
748 
749  toStr(str, obj);
750 
751  return str;
752 }
753 
754 /// Serializes into a stream.
755 inline
756 std::ostream&
758  std::ostream& stream,
759  const QuantityBand_21& obj)
760 {
761  std::string str;
762 
763  toStr(str, obj);
764 
765  return stream << str;
766 }
767 
768 inline std::string QuantityBand_21::toString() const
769 {
770  return toStr(*this);
771 }
772 /// Serializes the object into FIX presentation.
774 void
775 toFix(
776  std::string& str,
777  const QuantityBand_21& obj);
778 
779 
780 /// Serializes into a string.
782 void
783 toStr(
784  std::string& str,
785  const PriceBand_22& obj);
786 
787 
788 /// Serializes into a string.
789 inline std::string toStr(const PriceBand_22& obj)
790 {
791  std::string str;
792 
793  toStr(str, obj);
794 
795  return str;
796 }
797 
798 /// Serializes into a stream.
799 inline
800 std::ostream&
802  std::ostream& stream,
803  const PriceBand_22& obj)
804 {
805  std::string str;
806 
807  toStr(str, obj);
808 
809  return stream << str;
810 }
811 
812 inline std::string PriceBand_22::toString() const
813 {
814  return toStr(*this);
815 }
816 /// Serializes the object into FIX presentation.
818 void
819 toFix(
820  std::string& str,
821  const PriceBand_22& obj);
822 
823 
824 /// Serializes into a string.
826 void
827 toStr(
828  std::string& str,
829  const HighPrice_24& obj);
830 
831 
832 /// Serializes into a string.
833 inline std::string toStr(const HighPrice_24& obj)
834 {
835  std::string str;
836 
837  toStr(str, obj);
838 
839  return str;
840 }
841 
842 /// Serializes into a stream.
843 inline
844 std::ostream&
846  std::ostream& stream,
847  const HighPrice_24& obj)
848 {
849  std::string str;
850 
851  toStr(str, obj);
852 
853  return stream << str;
854 }
855 
856 inline std::string HighPrice_24::toString() const
857 {
858  return toStr(*this);
859 }
860 /// Serializes the object into FIX presentation.
862 void
863 toFix(
864  std::string& str,
865  const HighPrice_24& obj);
866 
867 
868 /// Serializes into a string.
870 void
871 toStr(
872  std::string& str,
873  const LowPrice_25& obj);
874 
875 
876 /// Serializes into a string.
877 inline std::string toStr(const LowPrice_25& obj)
878 {
879  std::string str;
880 
881  toStr(str, obj);
882 
883  return str;
884 }
885 
886 /// Serializes into a stream.
887 inline
888 std::ostream&
890  std::ostream& stream,
891  const LowPrice_25& obj)
892 {
893  std::string str;
894 
895  toStr(str, obj);
896 
897  return stream << str;
898 }
899 
900 inline std::string LowPrice_25::toString() const
901 {
902  return toStr(*this);
903 }
904 /// Serializes the object into FIX presentation.
906 void
907 toFix(
908  std::string& str,
909  const LowPrice_25& obj);
910 
911 
912 /// Serializes into a string.
914 void
915 toStr(
916  std::string& str,
917  const LastTradePrice_27& obj);
918 
919 
920 /// Serializes into a string.
921 inline
922 std::string
924  const LastTradePrice_27& obj)
925 {
926  std::string str;
927 
928  toStr(str, obj);
929 
930  return str;
931 }
932 
933 /// Serializes into a stream.
934 inline
935 std::ostream&
937  std::ostream& stream,
938  const LastTradePrice_27& obj)
939 {
940  std::string str;
941 
942  toStr(str, obj);
943 
944  return stream << str;
945 }
946 
947 inline std::string LastTradePrice_27::toString() const
948 {
949  return toStr(*this);
950 }
951 /// Serializes the object into FIX presentation.
953 void
954 toFix(
955  std::string& str,
956  const LastTradePrice_27& obj);
957 
958 
959 /// Serializes into a string.
961 void
962 toStr(
963  std::string& str,
964  const SettlementPrice_28& obj);
965 
966 
967 /// Serializes into a string.
968 inline
969 std::string
971  const SettlementPrice_28& obj)
972 {
973  std::string str;
974 
975  toStr(str, obj);
976 
977  return str;
978 }
979 
980 /// Serializes into a stream.
981 inline
982 std::ostream&
984  std::ostream& stream,
985  const SettlementPrice_28& obj)
986 {
987  std::string str;
988 
989  toStr(str, obj);
990 
991  return stream << str;
992 }
993 
994 inline std::string SettlementPrice_28::toString() const
995 {
996  return toStr(*this);
997 }
998 /// Serializes the object into FIX presentation.
1000 void
1001 toFix(
1002  std::string& str,
1003  const SettlementPrice_28& obj);
1004 
1005 
1006 /// Serializes into a string.
1008 void
1009 toStr(
1010  std::string& str,
1011  const OpenInterest_29& obj);
1012 
1013 
1014 /// Serializes into a string.
1015 inline
1016 std::string
1018  const OpenInterest_29& obj)
1019 {
1020  std::string str;
1021 
1022  toStr(str, obj);
1023 
1024  return str;
1025 }
1026 
1027 /// Serializes into a stream.
1028 inline
1029 std::ostream&
1031  std::ostream& stream,
1032  const OpenInterest_29& obj)
1033 {
1034  std::string str;
1035 
1036  toStr(str, obj);
1037 
1038  return stream << str;
1039 }
1040 
1041 inline std::string OpenInterest_29::toString() const
1042 {
1043  return toStr(*this);
1044 }
1045 /// Serializes the object into FIX presentation.
1047 void
1048 toFix(
1049  std::string& str,
1050  const OpenInterest_29& obj);
1051 
1052 
1053 /// Serializes into a string.
1055 void
1056 toStr(
1057  std::string& str,
1058  const SnapshotFullRefresh_Header_30& obj);
1059 
1060 
1061 /// Serializes into a string.
1062 inline
1063 std::string
1065  const SnapshotFullRefresh_Header_30& obj)
1066 {
1067  std::string str;
1068 
1069  toStr(str, obj);
1070 
1071  return str;
1072 }
1073 
1074 /// Serializes into a stream.
1075 inline
1076 std::ostream&
1078  std::ostream& stream,
1079  const SnapshotFullRefresh_Header_30& obj)
1080 {
1081  std::string str;
1082 
1083  toStr(str, obj);
1084 
1085  return stream << str;
1086 }
1087 
1088 inline std::string SnapshotFullRefresh_Header_30::toString() const
1089 {
1090  return toStr(*this);
1091 }
1092 /// Serializes the object into FIX presentation.
1094 void
1095 toFix(
1096  std::string& str,
1097  const SnapshotFullRefresh_Header_30& obj);
1098 
1099 
1100 /// Serializes into a string.
1102 void
1103 toStr(
1104  std::string& str,
1105  const Order_MBO_50& obj);
1106 
1107 
1108 /// Serializes into a string.
1109 inline std::string toStr(const Order_MBO_50& obj)
1110 {
1111  std::string str;
1112 
1113  toStr(str, obj);
1114 
1115  return str;
1116 }
1117 
1118 /// Serializes into a stream.
1119 inline
1120 std::ostream&
1122  std::ostream& stream,
1123  const Order_MBO_50& obj)
1124 {
1125  std::string str;
1126 
1127  toStr(str, obj);
1128 
1129  return stream << str;
1130 }
1131 
1132 inline std::string Order_MBO_50::toString() const
1133 {
1134  return toStr(*this);
1135 }
1136 /// Serializes the object into FIX presentation.
1138 void
1139 toFix(
1140  std::string& str,
1141  const Order_MBO_50& obj);
1142 
1143 
1144 /// Serializes into a string.
1146 void
1147 toStr(
1148  std::string& str,
1149  const DeleteOrder_MBO_51& obj);
1150 
1151 
1152 /// Serializes into a string.
1153 inline
1154 std::string
1156  const DeleteOrder_MBO_51& obj)
1157 {
1158  std::string str;
1159 
1160  toStr(str, obj);
1161 
1162  return str;
1163 }
1164 
1165 /// Serializes into a stream.
1166 inline
1167 std::ostream&
1169  std::ostream& stream,
1170  const DeleteOrder_MBO_51& obj)
1171 {
1172  std::string str;
1173 
1174  toStr(str, obj);
1175 
1176  return stream << str;
1177 }
1178 
1179 inline std::string DeleteOrder_MBO_51::toString() const
1180 {
1181  return toStr(*this);
1182 }
1183 /// Serializes the object into FIX presentation.
1185 void
1186 toFix(
1187  std::string& str,
1188  const DeleteOrder_MBO_51& obj);
1189 
1190 
1191 /// Serializes into a string.
1193 void
1194 toStr(
1195  std::string& str,
1196  const MassDeleteOrders_MBO_52& obj);
1197 
1198 
1199 /// Serializes into a string.
1200 inline
1201 std::string
1203  const MassDeleteOrders_MBO_52& obj)
1204 {
1205  std::string str;
1206 
1207  toStr(str, obj);
1208 
1209  return str;
1210 }
1211 
1212 /// Serializes into a stream.
1213 inline
1214 std::ostream&
1216  std::ostream& stream,
1217  const MassDeleteOrders_MBO_52& obj)
1218 {
1219  std::string str;
1220 
1221  toStr(str, obj);
1222 
1223  return stream << str;
1224 }
1225 
1226 inline std::string MassDeleteOrders_MBO_52::toString() const
1227 {
1228  return toStr(*this);
1229 }
1230 /// Serializes the object into FIX presentation.
1232 void
1233 toFix(
1234  std::string& str,
1235  const MassDeleteOrders_MBO_52& obj);
1236 
1237 
1238 /// Serializes into a string.
1240 void
1241 toStr(
1242  std::string& str,
1243  const Trade_53& obj);
1244 
1245 
1246 /// Serializes into a string.
1247 inline std::string toStr(const Trade_53& obj)
1248 {
1249  std::string str;
1250 
1251  toStr(str, obj);
1252 
1253  return str;
1254 }
1255 
1256 /// Serializes into a stream.
1257 inline
1258 std::ostream&
1260  std::ostream& stream,
1261  const Trade_53& obj)
1262 {
1263  std::string str;
1264 
1265  toStr(str, obj);
1266 
1267  return stream << str;
1268 }
1269 
1270 inline std::string Trade_53::toString() const
1271 {
1272  return toStr(*this);
1273 }
1274 /// Serializes the object into FIX presentation.
1276 void
1277 toFix(
1278  std::string& str,
1279  const Trade_53& obj);
1280 
1281 
1282 /// Serializes into a string.
1284 void
1285 toStr(
1286  std::string& str,
1287  const ForwardTrade_54& obj);
1288 
1289 
1290 /// Serializes into a string.
1291 inline
1292 std::string
1294  const ForwardTrade_54& obj)
1295 {
1296  std::string str;
1297 
1298  toStr(str, obj);
1299 
1300  return str;
1301 }
1302 
1303 /// Serializes into a stream.
1304 inline
1305 std::ostream&
1307  std::ostream& stream,
1308  const ForwardTrade_54& obj)
1309 {
1310  std::string str;
1311 
1312  toStr(str, obj);
1313 
1314  return stream << str;
1315 }
1316 
1317 inline std::string ForwardTrade_54::toString() const
1318 {
1319  return toStr(*this);
1320 }
1321 /// Serializes the object into FIX presentation.
1323 void
1324 toFix(
1325  std::string& str,
1326  const ForwardTrade_54& obj);
1327 
1328 
1329 /// Serializes into a string.
1331 void
1332 toStr(
1333  std::string& str,
1334  const ExecutionSummary_55& obj);
1335 
1336 
1337 /// Serializes into a string.
1338 inline
1339 std::string
1341  const ExecutionSummary_55& obj)
1342 {
1343  std::string str;
1344 
1345  toStr(str, obj);
1346 
1347  return str;
1348 }
1349 
1350 /// Serializes into a stream.
1351 inline
1352 std::ostream&
1354  std::ostream& stream,
1355  const ExecutionSummary_55& obj)
1356 {
1357  std::string str;
1358 
1359  toStr(str, obj);
1360 
1361  return stream << str;
1362 }
1363 
1364 inline std::string ExecutionSummary_55::toString() const
1365 {
1366  return toStr(*this);
1367 }
1368 /// Serializes the object into FIX presentation.
1370 void
1371 toFix(
1372  std::string& str,
1373  const ExecutionSummary_55& obj);
1374 
1375 
1376 /// Serializes into a string.
1378 void
1379 toStr(
1380  std::string& str,
1381  const ExecutionStatistics_56& obj);
1382 
1383 
1384 /// Serializes into a string.
1385 inline
1386 std::string
1388  const ExecutionStatistics_56& obj)
1389 {
1390  std::string str;
1391 
1392  toStr(str, obj);
1393 
1394  return str;
1395 }
1396 
1397 /// Serializes into a stream.
1398 inline
1399 std::ostream&
1401  std::ostream& stream,
1402  const ExecutionStatistics_56& obj)
1403 {
1404  std::string str;
1405 
1406  toStr(str, obj);
1407 
1408  return stream << str;
1409 }
1410 
1411 inline std::string ExecutionStatistics_56::toString() const
1412 {
1413  return toStr(*this);
1414 }
1415 /// Serializes the object into FIX presentation.
1417 void
1418 toFix(
1419  std::string& str,
1420  const ExecutionStatistics_56& obj);
1421 
1422 
1423 /// Serializes into a string.
1425 void
1426 toStr(
1427  std::string& str,
1428  const TradeBust_57& obj);
1429 
1430 
1431 /// Serializes into a string.
1432 inline std::string toStr(const TradeBust_57& obj)
1433 {
1434  std::string str;
1435 
1436  toStr(str, obj);
1437 
1438  return str;
1439 }
1440 
1441 /// Serializes into a stream.
1442 inline
1443 std::ostream&
1445  std::ostream& stream,
1446  const TradeBust_57& obj)
1447 {
1448  std::string str;
1449 
1450  toStr(str, obj);
1451 
1452  return stream << str;
1453 }
1454 
1455 inline std::string TradeBust_57::toString() const
1456 {
1457  return toStr(*this);
1458 }
1459 /// Serializes the object into FIX presentation.
1461 void
1462 toFix(
1463  std::string& str,
1464  const TradeBust_57& obj);
1465 
1466 
1467 /// Serializes into a string.
1469 void
1470 toStr(
1471  std::string& str,
1473 
1474 
1475 /// Serializes into a string.
1476 inline
1477 std::string
1480 {
1481  std::string str;
1482 
1483  toStr(str, obj);
1484 
1485  return str;
1486 }
1487 
1488 /// Serializes into a stream.
1489 inline
1490 std::ostream&
1492  std::ostream& stream,
1494 {
1495  std::string str;
1496 
1497  toStr(str, obj);
1498 
1499  return stream << str;
1500 }
1501 
1502 inline std::string SnapshotFullRefresh_Orders_MBO_71::toString() const
1503 {
1504  return toStr(*this);
1505 }
1506 /// Serializes the object into FIX presentation.
1508 void
1509 toFix(
1510  std::string& str,
1512 
1513 
1514 /// Serializes into a string.
1516 void
1517 toStr(
1518  std::string& str,
1520 
1521 /// Serializes into a string.
1522 inline
1523 std::string
1526 {
1527  std::string str;
1528 
1529  toStr(str, obj);
1530 
1531  return str;
1532 }
1533 
1534 /// Serializes into a stream.
1535 inline
1536 std::ostream&
1538  std::ostream& stream,
1540 {
1541  std::string str;
1542 
1543  toStr(str, obj);
1544 
1545  return stream << str;
1546 }
1547 
The theoretical opening price is also sent on this block and is calculated and updated based on the o...
Definition: Messages.h:3138
Used to reset the incremental stream or indicate the loop on instrument definition or snapshot recove...
Definition: Messages.h:34
Conveys market information of B3 market surveillance notifications and news produced by agencies...
Definition: Messages.h:2512
Carries auction imbalance information, indicating the remaining quantity and to which side (buyer or ...
Definition: Messages.h:3700
Carries the summary information about opening trading session events per market data stream...
Definition: Messages.h:2856
Summary information about closing trading sessions per market data stream..
Definition: Messages.h:3413
Total number of contracts in a commodity or options market that are still open..
Definition: Messages.h:5995
#define ONIXS_B3_UMDF_MD_EXPORTED
Definition: ABI.h:37
Disseminates the creation or modification of a new order..
Definition: Messages.h:6512
The lowest price traded for the security in the trading session..
Definition: Messages.h:5094
Header for the snapshot of a single instrument.
Definition: Messages.h:6257
The highest price traded for the security in the trading session..
Definition: Messages.h:4839
Market Data Incremental Refresh - Empty Book.
Definition: Messages.h:360
ONIXS_B3_UMDF_MD_API void toFix(std::string &str, const SnapshotFullRefresh_Orders_MBO_71 &obj)
Serializes the object into FIX presentation.
std::ostream & operator<<(std::ostream &stream, const SnapshotFullRefresh_Orders_MBO_71::Entry &obj)
Serializes into a stream.
The latest price traded for the security in the trading session..
Definition: Messages.h:5349
Channel Reset (remove all instruments, empty all books and statistics).
Definition: Messages.h:585
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_END
Definition: ABI.h:151
Settlement price or the previous day’s adjusted closing price..
Definition: Messages.h:5702
Relays execution summary information on one instrument..
Definition: Messages.h:8016
std::string toStr(const SnapshotFullRefresh_Orders_MBO_71::Entry &obj)
Serializes into a string.
Relays execution summary statistics information on one instrument..
Definition: Messages.h:8303
Disseminates the deletion of a new order..
Definition: Messages.h:6817
#define ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_BEGIN
Definition: ABI.h:146
Partial list of orders for the snapshot of a single instrument..
Definition: Messages.h:8887
Relays trade information on one Forward instrument.
Definition: Messages.h:7664
Relays trade information on one instrument..
Definition: Messages.h:7336
Specifies the number of the application ID occurrences (number of channels).
Definition: Messages.h:1569
Sent in incremental, snapshot and instrument list feeds in periods of no activity..
Definition: Messages.h:196
Relays trade bust (trade reversal) information on one instrument..
Definition: Messages.h:8599