OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
Loading...
Searching...
No Matches
Accessors.h
Go to the documentation of this file.
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
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:70
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition Bootstrap.h:71
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:171
Sequence of tag-value pairs preserving order of pairs and allowing presence of multiple tag-value pai...
MatchEventIndicator type.
Definition Fields.h:931
Provides efficient way of accessing text-based values without copying content of the text being refer...
Definition String.h:42
Represents time point without time-zone information.
Definition Time.h:388
const Tag SecurityGroup
Definition Tags.h:145
StrRef securityGroup(const MultiContainer &message)
Retrieves security group field value assuming the given message represents a security definition.
Definition Accessors.h:57
UInt32 Tag
The type whose values are used to locate fields in the FIX-like messages.
Definition Tag.h:29
StrRef asset(const MultiContainer &message)
Retrieves asset field value assuming the given message represents a security definition.
Definition Accessors.h:75
SecurityId securityId(const MultiContainer &message)
Extracts security id from the given tag-value container.
Definition Accessors.h:41
void bookDepths(const MultiContainer &, MbpBookDepth &, MbpBookDepth &)
Retrieves depths of direct and implied books assuming the given message represents a security definit...
StrRef symbol(const MultiContainer &message)
Retrieves symbol field value assuming the given message represents a security definition.
Definition Accessors.h:66
Timestamp timestamp(const MultiContainer &, Tag)
Retrieves last update time field value.
MatchEventIndicator matchEventIndicator(const MultiContainer &)
Retrieves match event indicator bits.
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())
Finds a tag-value entry in the given collection by the given tag and returns its value component.
bool value(Number &number, const MultiContainer &container, Tag tag)
Finds a tag-value entry in the given collection by the given tag and returns its value component tran...
SecurityUpdateAction::Enum securityUpdateAction(const MultiContainer &)
Retrieves security update action field value assuming the given container represents a security defin...
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