OnixS C++ CME MDP Premium Market Data Handler 5.10.3
Users' manual and 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
23#include <OnixS/CME/MDH/ABI.h>
24
27
33
35
39
44{
46
47 if (!value(securityId, message, Messaging::FIX::Tags::SecurityId))
48 {
49 throwFieldConversionFailure("SecurityID(48)", "number");
50 }
51
52 return securityId;
53}
54
60{
61 return valueOrDefault(message, Messaging::FIX::Tags::SecurityGroup);
62}
63
69{
70 return valueOrDefault(message, Messaging::FIX::Tags::Symbol);
71}
72
78{
79 return valueOrDefault(message, Messaging::FIX::Tags::Asset);
80}
81
86
91
97
101
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:54
#define ONIXS_CMEMDH_NAMESPACE_END
Definition Bootstrap.h:55
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:148
The time point without the time-zone information.
Definition Time.h:455
char Char
Character type alias.
Definition String.h:30
std::basic_string_view< Char > StrRef
Definition StrRef.h:46
Messaging::Int32 SecurityId
Unique security identifier.
Definition Domain.h:31
SecurityId securityId(const Messaging::FIX::MultiContainer &message)
Definition Accessors.h:43
Messaging::StrRef symbol(const Messaging::FIX::MultiContainer &message)
Definition Accessors.h:68
Messaging::MatchEventIndicator matchEventIndicator(const Messaging::FIX::MultiContainer &)
Messaging::Timestamp timestamp(const Messaging::FIX::MultiContainer &, Messaging::FIX::Tag)
Retrieves last update time field value.
void throwFieldConversionFailure(const Messaging::Char *field, const Messaging::Char *target)
Raises exception explaining field value conversion failure.
Messaging::SecurityUpdateAction::Enum securityUpdateAction(const Messaging::FIX::MultiContainer &)
Messaging::StrRef asset(const Messaging::FIX::MultiContainer &message)
Definition Accessors.h:77
void bookDepths(const Messaging::FIX::MultiContainer &, MbpBookDepth &, MbpBookDepth &)
Messaging::UInt8 MbpBookDepth
Market by price order book depth type.
Messaging::StrRef securityGroup(const Messaging::FIX::MultiContainer &message)
Definition Accessors.h:59