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.
The typical way of using the OnixS CME Audit Trail Generator is:
CmeTradingFixDialect.xml
.OnixS::CME::Trading::AuditTrailGenerator
class.OnixS::CME::Trading::AuditTrailGenerator::generate
to generate a report.The following C++ code snippet illustrates basic usage of the OnixS CME Audit Trail Generator.