OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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Accessors.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
25
28
31
33
35ONIXS_CONFLATEDUDP_EXPORTED
36void
38(
39 const Char* field,
40 const Char* target
41);
42
46inline
49 const MultiContainer& message)
50{
52
53 if (!value(
55 message,
57 {
59 (
60 "SecurityID(48)",
61 "number"
62 );
63 }
64
65 return securityId;
66}
67
72inline
75 const MultiContainer& message)
76{
77 return
79 (
80 message,
82 );
83}
84
89inline
92 const
93 MultiContainer& message)
94{
95 return
97 (
98 message,
100 );
101}
102
107inline
108StrRef
110 const
111 MultiContainer& message)
112{
113 return
115 (
116 message,
118 );
119}
120
123ONIXS_CONFLATEDUDP_EXPORTED
126 const MultiContainer&);
127
130ONIXS_CONFLATEDUDP_EXPORTED
131void
133 const MultiContainer&,
134 MbpBookDepth&);
135
139ONIXS_CONFLATEDUDP_EXPORTED
142 const MultiContainer&);
143
145ONIXS_CONFLATEDUDP_EXPORTED
148 const MultiContainer&,
149 Tag);
150
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:161
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
Definition Bootstrap.h:165
Represents time point without time-zone information.
Definition Time.h:472
StrRef securityGroup(const MultiContainer &message)
Definition Accessors.h:74
StrRef asset(const MultiContainer &message)
Definition Accessors.h:109
SecurityId securityId(const MultiContainer &message)
Definition Accessors.h:48
ONIXS_CONFLATEDUDP_EXPORTED void bookDepths(const MultiContainer &, MbpBookDepth &)
StrRef symbol(const MultiContainer &message)
Definition Accessors.h:91
ONIXS_CONFLATEDUDP_EXPORTED Timestamp timestamp(const MultiContainer &, Tag)
Retrieves last update time field value.
ONIXS_CONFLATEDUDP_EXPORTED MatchEventIndicator matchEventIndicator(const MultiContainer &)
ONIXS_CONFLATEDUDP_EXPORTED SecurityUpdateAction::Enum securityUpdateAction(const MultiContainer &)
ONIXS_CONFLATEDUDP_EXPORTED void throwFieldConversionFailure(const Char *field, const Char *target)
Raises exception explaining field value conversion failure.
MultiContainer::Value valueOrDefault(const MultiContainer &container, Tag tag, const MultiContainer::Value &defaultValue=MultiContainer::Value())
bool value(Number &number, const MultiContainer &container, Tag tag)
UInt8 MbpBookDepth
Market by price order book depth type.
char Char
Character type alias.
Definition String.h:36
Int32 SecurityId
Unique security identifier.
Definition Domain.h:31