OnixS C++ B3 Binary UMDF Market Data Handler  1.4.2
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 QuantityBand_21& obj);
695 
696 
697 /// Serializes into a string.
698 inline
699 std::string
701  const QuantityBand_21& obj)
702 {
703  std::string str;
704 
705  toStr(str, obj);
706 
707  return str;
708 }
709 
710 /// Serializes into a stream.
711 inline
712 std::ostream&
714  std::ostream& stream,
715  const QuantityBand_21& obj)
716 {
717  std::string str;
718 
719  toStr(str, obj);
720 
721  return stream << str;
722 }
723 
724 inline std::string QuantityBand_21::toString() const
725 {
726  return toStr(*this);
727 }
728 /// Serializes the object into FIX presentation.
730 void
731 toFix(
732  std::string& str,
733  const QuantityBand_21& obj);
734 
735 
736 /// Serializes into a string.
738 void
739 toStr(
740  std::string& str,
741  const PriceBand_22& obj);
742 
743 
744 /// Serializes into a string.
745 inline std::string toStr(const PriceBand_22& 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 PriceBand_22& obj)
760 {
761  std::string str;
762 
763  toStr(str, obj);
764 
765  return stream << str;
766 }
767 
768 inline std::string PriceBand_22::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 PriceBand_22& obj);
778 
779 
780 /// Serializes into a string.
782 void
783 toStr(
784  std::string& str,
785  const HighPrice_24& obj);
786 
787 
788 /// Serializes into a string.
789 inline std::string toStr(const HighPrice_24& 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 HighPrice_24& obj)
804 {
805  std::string str;
806 
807  toStr(str, obj);
808 
809  return stream << str;
810 }
811 
812 inline std::string HighPrice_24::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 HighPrice_24& obj);
822 
823 
824 /// Serializes into a string.
826 void
827 toStr(
828  std::string& str,
829  const LowPrice_25& obj);
830 
831 
832 /// Serializes into a string.
833 inline std::string toStr(const LowPrice_25& 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 LowPrice_25& obj)
848 {
849  std::string str;
850 
851  toStr(str, obj);
852 
853  return stream << str;
854 }
855 
856 inline std::string LowPrice_25::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 LowPrice_25& obj);
866 
867 
868 /// Serializes into a string.
870 void
871 toStr(
872  std::string& str,
873  const LastTradePrice_27& obj);
874 
875 
876 /// Serializes into a string.
877 inline
878 std::string
880  const LastTradePrice_27& obj)
881 {
882  std::string str;
883 
884  toStr(str, obj);
885 
886  return str;
887 }
888 
889 /// Serializes into a stream.
890 inline
891 std::ostream&
893  std::ostream& stream,
894  const LastTradePrice_27& obj)
895 {
896  std::string str;
897 
898  toStr(str, obj);
899 
900  return stream << str;
901 }
902 
903 inline std::string LastTradePrice_27::toString() const
904 {
905  return toStr(*this);
906 }
907 /// Serializes the object into FIX presentation.
909 void
910 toFix(
911  std::string& str,
912  const LastTradePrice_27& obj);
913 
914 
915 /// Serializes into a string.
917 void
918 toStr(
919  std::string& str,
920  const SettlementPrice_28& obj);
921 
922 
923 /// Serializes into a string.
924 inline
925 std::string
927  const SettlementPrice_28& obj)
928 {
929  std::string str;
930 
931  toStr(str, obj);
932 
933  return str;
934 }
935 
936 /// Serializes into a stream.
937 inline
938 std::ostream&
940  std::ostream& stream,
941  const SettlementPrice_28& obj)
942 {
943  std::string str;
944 
945  toStr(str, obj);
946 
947  return stream << str;
948 }
949 
950 inline std::string SettlementPrice_28::toString() const
951 {
952  return toStr(*this);
953 }
954 /// Serializes the object into FIX presentation.
956 void
957 toFix(
958  std::string& str,
959  const SettlementPrice_28& obj);
960 
961 
962 /// Serializes into a string.
964 void
965 toStr(
966  std::string& str,
967  const OpenInterest_29& obj);
968 
969 
970 /// Serializes into a string.
971 inline
972 std::string
974  const OpenInterest_29& obj)
975 {
976  std::string str;
977 
978  toStr(str, obj);
979 
980  return str;
981 }
982 
983 /// Serializes into a stream.
984 inline
985 std::ostream&
987  std::ostream& stream,
988  const OpenInterest_29& obj)
989 {
990  std::string str;
991 
992  toStr(str, obj);
993 
994  return stream << str;
995 }
996 
997 inline std::string OpenInterest_29::toString() const
998 {
999  return toStr(*this);
1000 }
1001 /// Serializes the object into FIX presentation.
1003 void
1004 toFix(
1005  std::string& str,
1006  const OpenInterest_29& obj);
1007 
1008 
1009 /// Serializes into a string.
1011 void
1012 toStr(
1013  std::string& str,
1014  const SnapshotFullRefresh_Header_30& obj);
1015 
1016 
1017 /// Serializes into a string.
1018 inline
1019 std::string
1021  const SnapshotFullRefresh_Header_30& obj)
1022 {
1023  std::string str;
1024 
1025  toStr(str, obj);
1026 
1027  return str;
1028 }
1029 
1030 /// Serializes into a stream.
1031 inline
1032 std::ostream&
1034  std::ostream& stream,
1035  const SnapshotFullRefresh_Header_30& obj)
1036 {
1037  std::string str;
1038 
1039  toStr(str, obj);
1040 
1041  return stream << str;
1042 }
1043 
1044 inline std::string SnapshotFullRefresh_Header_30::toString() const
1045 {
1046  return toStr(*this);
1047 }
1048 /// Serializes the object into FIX presentation.
1050 void
1051 toFix(
1052  std::string& str,
1053  const SnapshotFullRefresh_Header_30& obj);
1054 
1055 
1056 /// Serializes into a string.
1058 void
1059 toStr(
1060  std::string& str,
1061  const Order_MBO_50& obj);
1062 
1063 
1064 /// Serializes into a string.
1065 inline std::string toStr(const Order_MBO_50& 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 Order_MBO_50& obj)
1080 {
1081  std::string str;
1082 
1083  toStr(str, obj);
1084 
1085  return stream << str;
1086 }
1087 
1088 inline std::string Order_MBO_50::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 Order_MBO_50& obj);
1098 
1099 
1100 /// Serializes into a string.
1102 void
1103 toStr(
1104  std::string& str,
1105  const DeleteOrder_MBO_51& obj);
1106 
1107 
1108 /// Serializes into a string.
1109 inline
1110 std::string
1112  const DeleteOrder_MBO_51& obj)
1113 {
1114  std::string str;
1115 
1116  toStr(str, obj);
1117 
1118  return str;
1119 }
1120 
1121 /// Serializes into a stream.
1122 inline
1123 std::ostream&
1125  std::ostream& stream,
1126  const DeleteOrder_MBO_51& obj)
1127 {
1128  std::string str;
1129 
1130  toStr(str, obj);
1131 
1132  return stream << str;
1133 }
1134 
1135 inline std::string DeleteOrder_MBO_51::toString() const
1136 {
1137  return toStr(*this);
1138 }
1139 /// Serializes the object into FIX presentation.
1141 void
1142 toFix(
1143  std::string& str,
1144  const DeleteOrder_MBO_51& obj);
1145 
1146 
1147 /// Serializes into a string.
1149 void
1150 toStr(
1151  std::string& str,
1152  const MassDeleteOrders_MBO_52& obj);
1153 
1154 
1155 /// Serializes into a string.
1156 inline
1157 std::string
1159  const MassDeleteOrders_MBO_52& obj)
1160 {
1161  std::string str;
1162 
1163  toStr(str, obj);
1164 
1165  return str;
1166 }
1167 
1168 /// Serializes into a stream.
1169 inline
1170 std::ostream&
1172  std::ostream& stream,
1173  const MassDeleteOrders_MBO_52& obj)
1174 {
1175  std::string str;
1176 
1177  toStr(str, obj);
1178 
1179  return stream << str;
1180 }
1181 
1182 inline std::string MassDeleteOrders_MBO_52::toString() const
1183 {
1184  return toStr(*this);
1185 }
1186 /// Serializes the object into FIX presentation.
1188 void
1189 toFix(
1190  std::string& str,
1191  const MassDeleteOrders_MBO_52& obj);
1192 
1193 
1194 /// Serializes into a string.
1196 void
1197 toStr(
1198  std::string& str,
1199  const Trade_53& obj);
1200 
1201 
1202 /// Serializes into a string.
1203 inline std::string toStr(const Trade_53& 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 Trade_53& obj)
1218 {
1219  std::string str;
1220 
1221  toStr(str, obj);
1222 
1223  return stream << str;
1224 }
1225 
1226 inline std::string Trade_53::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 Trade_53& obj);
1236 
1237 
1238 /// Serializes into a string.
1240 void
1241 toStr(
1242  std::string& str,
1243  const ForwardTrade_54& obj);
1244 
1245 
1246 /// Serializes into a string.
1247 inline
1248 std::string
1250  const ForwardTrade_54& obj)
1251 {
1252  std::string str;
1253 
1254  toStr(str, obj);
1255 
1256  return str;
1257 }
1258 
1259 /// Serializes into a stream.
1260 inline
1261 std::ostream&
1263  std::ostream& stream,
1264  const ForwardTrade_54& obj)
1265 {
1266  std::string str;
1267 
1268  toStr(str, obj);
1269 
1270  return stream << str;
1271 }
1272 
1273 inline std::string ForwardTrade_54::toString() const
1274 {
1275  return toStr(*this);
1276 }
1277 /// Serializes the object into FIX presentation.
1279 void
1280 toFix(
1281  std::string& str,
1282  const ForwardTrade_54& obj);
1283 
1284 
1285 /// Serializes into a string.
1287 void
1288 toStr(
1289  std::string& str,
1290  const ExecutionSummary_55& obj);
1291 
1292 
1293 /// Serializes into a string.
1294 inline
1295 std::string
1297  const ExecutionSummary_55& obj)
1298 {
1299  std::string str;
1300 
1301  toStr(str, obj);
1302 
1303  return str;
1304 }
1305 
1306 /// Serializes into a stream.
1307 inline
1308 std::ostream&
1310  std::ostream& stream,
1311  const ExecutionSummary_55& obj)
1312 {
1313  std::string str;
1314 
1315  toStr(str, obj);
1316 
1317  return stream << str;
1318 }
1319 
1320 inline std::string ExecutionSummary_55::toString() const
1321 {
1322  return toStr(*this);
1323 }
1324 /// Serializes the object into FIX presentation.
1326 void
1327 toFix(
1328  std::string& str,
1329  const ExecutionSummary_55& obj);
1330 
1331 
1332 /// Serializes into a string.
1334 void
1335 toStr(
1336  std::string& str,
1337  const ExecutionStatistics_56& obj);
1338 
1339 
1340 /// Serializes into a string.
1341 inline
1342 std::string
1344  const ExecutionStatistics_56& obj)
1345 {
1346  std::string str;
1347 
1348  toStr(str, obj);
1349 
1350  return str;
1351 }
1352 
1353 /// Serializes into a stream.
1354 inline
1355 std::ostream&
1357  std::ostream& stream,
1358  const ExecutionStatistics_56& obj)
1359 {
1360  std::string str;
1361 
1362  toStr(str, obj);
1363 
1364  return stream << str;
1365 }
1366 
1367 inline std::string ExecutionStatistics_56::toString() const
1368 {
1369  return toStr(*this);
1370 }
1371 /// Serializes the object into FIX presentation.
1373 void
1374 toFix(
1375  std::string& str,
1376  const ExecutionStatistics_56& obj);
1377 
1378 
1379 /// Serializes into a string.
1381 void
1382 toStr(
1383  std::string& str,
1384  const TradeBust_57& obj);
1385 
1386 
1387 /// Serializes into a string.
1388 inline std::string toStr(const TradeBust_57& 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 TradeBust_57& obj)
1403 {
1404  std::string str;
1405 
1406  toStr(str, obj);
1407 
1408  return stream << str;
1409 }
1410 
1411 inline std::string TradeBust_57::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 TradeBust_57& obj);
1421 
1422 
1423 /// Serializes into a string.
1425 void
1426 toStr(
1427  std::string& str,
1429 
1430 
1431 /// Serializes into a string.
1432 inline
1433 std::string
1436 {
1437  std::string str;
1438 
1439  toStr(str, obj);
1440 
1441  return str;
1442 }
1443 
1444 /// Serializes into a stream.
1445 inline
1446 std::ostream&
1448  std::ostream& stream,
1450 {
1451  std::string str;
1452 
1453  toStr(str, obj);
1454 
1455  return stream << str;
1456 }
1457 
1458 inline std::string SnapshotFullRefresh_Orders_MBO_71::toString() const
1459 {
1460  return toStr(*this);
1461 }
1462 /// Serializes the object into FIX presentation.
1464 void
1465 toFix(
1466  std::string& str,
1468 
1469 
1470 /// Serializes into a string.
1472 void
1473 toStr(
1474  std::string& str,
1476 
1477 /// Serializes into a string.
1478 inline
1479 std::string
1482 {
1483  std::string str;
1484 
1485  toStr(str, obj);
1486 
1487  return str;
1488 }
1489 
1490 /// Serializes into a stream.
1491 inline
1492 std::ostream&
1494  std::ostream& stream,
1496 {
1497  std::string str;
1498 
1499  toStr(str, obj);
1500 
1501  return stream << str;
1502 }
1503 
The theoretical opening price is also sent on this block and is calculated and updated based on the o...
Definition: Messages.h:3150
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:2524
Carries auction imbalance information, indicating the remaining quantity and to which side (buyer or ...
Definition: Messages.h:3712
Carries the summary information about opening trading session events per market data stream...
Definition: Messages.h:2868
Summary information about closing trading sessions per market data stream..
Definition: Messages.h:3425
Total number of contracts in a commodity or options market that are still open..
Definition: Messages.h:5697
#define ONIXS_B3_UMDF_MD_EXPORTED
Definition: ABI.h:37
Disseminates the creation or modification of a new order..
Definition: Messages.h:6214
The lowest price traded for the security in the trading session..
Definition: Messages.h:4796
Header for the snapshot of a single instrument.
Definition: Messages.h:5959
The highest price traded for the security in the trading session..
Definition: Messages.h:4541
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:5051
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:5404
Relays execution summary information on one instrument..
Definition: Messages.h:7719
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:8007
Disseminates the deletion of a new order..
Definition: Messages.h:6519
#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:8591
Relays trade information on one Forward instrument.
Definition: Messages.h:7367
Relays trade information on one instrument..
Definition: Messages.h:7038
Specifies the number of the application ID occurrences (number of channels).
Definition: Messages.h:1567
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:8303