OnixS C++ CME Audit Trail Generator  3.4.0
API documentation
Getting Started

Prerequisites

The OnixS CME Audit Trail Generator library depends on the OnixS C++ FIX Engine library. To start using the OnixS CME Audit Trail Generator library, it is required to download the OnixS C++ FIX Engine and extract headers and libraries to the corresponding include and lib directories of the OnixS CME Audit Trail Generator install directory.

All classes of the OnixS CME Audit Trail Generator are encapsulated into the OnixS::CME::Trading namespace.

How to use generator?

The typical way of using the OnixS CME Audit Trail Generator is:

Example

The following C++ code snippet illustrates basic usage of the OnixS CME Audit Trail Generator.

OnixS::FIX::EngineSettings settings;
settings.listenPort(-1);
settings.dictionaryFile("CmeTradingFixDialect.xml");
settings.licenseStore("../../license");
OnixS::FIX::Engine::init(settings);
// Default time is 4:45 CST - 9:45 UTC
unsigned int hour = 9;
unsigned int minute = 45;
OnixS::FIX::Timestamp cmeTradeDayStartTimeUtc(1U, Month::January, 1U, hour, minute, 0);
OnixS::CME::Trading::AuditTrailGenerator generator("Sender-CME-FIX_4_2_2016111808291264111111.summary", cmeTradeDayStartTimeUtc);
generator.generate();