47 static const Accessor self_;
67 static const Accessor self_;
92 :
Message(message, Accessor::self())
114 static const Accessor self_;
123 :
Message(message, Accessor::self())
145 static const Accessor self_;
154 :
Message(message, Accessor::self())
176 static const Accessor self_;
185 :
Message(message, Accessor::self())
207 static const Accessor self_;
216 :
Message(message, Accessor::self())
238 static const Accessor self_;
258 static const Accessor self_;
283 :
Message(message, Accessor::self())
305 static const Accessor self_;
325 static const Accessor self_;
350 :
Message(message, Accessor::self())
372 static const Accessor self_;
392 static const Accessor self_;
428 static const Accessor self_;
453 :
Message(message, Accessor::self())
475 static const Accessor self_;
495 static const Accessor self_;
520 :
Message(message, Accessor::self())
542 static const Accessor self_;
562 static const Accessor self_;
598 static const Accessor self_;
623 :
Message(message, Accessor::self())
645 static const Accessor self_;
665 static const Accessor self_;
690 :
Message(message, Accessor::self())
712 static const Accessor self_;
732 static const Accessor self_;
757 :
Message(message, Accessor::self())
779 static const Accessor self_;
799 static const Accessor self_;
824 :
Message(message, Accessor::self())
846 static const Accessor self_;
866 static const Accessor self_;
891 :
Message(message, Accessor::self())
913 static const Accessor self_;
933 static const Accessor self_;
958 :
Message(message, Accessor::self())
980 static const Accessor self_;
1000 static const Accessor self_;
1036 static const Accessor self_;
1072 static const Accessor self_;
1108 static const Accessor self_;
1133 :
Message(message, Accessor::self())
1155 static const Accessor self_;
1175 static const Accessor self_;
1211 static const Accessor self_;
1247 static const Accessor self_;
1283 static const Accessor self_;
1319 static const Accessor self_;
1355 static const Accessor self_;
1380 :
Message(message, Accessor::self())
1402 static const Accessor self_;
1422 static const Accessor self_;
1458 static const Accessor self_;
1494 static const Accessor self_;
1530 static const Accessor self_;
1566 static const Accessor self_;
1591 :
Message(message, Accessor::self())
1613 static const Accessor self_;
1633 static const Accessor self_;
1669 static const Accessor self_;
1705 static const Accessor self_;
1741 static const Accessor self_;
1766 :
Message(message, Accessor::self())
1788 static const Accessor self_;
1808 static const Accessor self_;
1844 static const Accessor self_;
1880 static const Accessor self_;
1916 static const Accessor self_;
1952 static const Accessor self_;
1977 :
Message(message, Accessor::self())
1999 static const Accessor self_;
2019 static const Accessor self_;
2055 static const Accessor self_;
2080 :
Message(message, Accessor::self())
2102 static const Accessor self_;
2122 static const Accessor self_;
2158 static const Accessor self_;
2183 :
Message(message, Accessor::self())
2205 static const Accessor self_;
2225 static const Accessor self_;
2250 :
Message(message, Accessor::self())
2272 static const Accessor self_;
2292 static const Accessor self_;
2317 :
Message(message, Accessor::self())
2339 static const Accessor self_;
2359 static const Accessor self_;
2384 :
Message(message, Accessor::self())
2406 static const Accessor self_;
2415 :
Message(message, Accessor::self())
2437 static const Accessor self_;
2446 :
Message(message, Accessor::self())
2468 static const Accessor self_;
2477 :
Message(message, Accessor::self())
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
#define ONIXS_CMEMDH_LTWT
#define ONIXS_CMEMDHFIX_NAMESPACE_END
#define ONIXS_CMEMDH_LTWT_STRUCT_DECL(name)
#define ONIXS_CMEMDH_EXPORTED
#define ONIXS_CMEMDH_OVERRIDE
Encapsulates services for manipulating SBE-encoded messages.
AdminHeartbeat12(const Binary &message)
Base::AdminHeartbeat12 Binary
AdminHeartbeat410(const Binary &message)
Base::AdminHeartbeat410 Binary
AdminLogin15(const Binary &message)
Base::AdminLogin15 Binary
Base::AdminLogin408 Binary
AdminLogin408(const Binary &message)
Base::AdminLogout16 Binary
AdminLogout16(const Binary &message)
AdminLogout409(const Binary &message)
Base::AdminLogout409 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
Base::ChannelReset4 Binary
ChannelReset4(const Binary &message)
Represents the field in the FIX message.
Field field(Tag tag) const override
Returns field by its tag.
GroupEntry(const GroupEntrySource &binary, const GroupEntryAccessor &accessor)
Full-initialized instances are constructed through descendants.
Implements a FIX repeating group over the SBE-encoded binary data.
Group(const GroupEntriesSource &binary, const GroupEntryAccessor &accessor)
Initializes the instance over the binary data.
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
friend struct OrderIDEntries
OrderIDEntry(const BinaryEntry &entry)
Binary::OrderIDEntry BinaryEntry
Base::IncrementalRefreshBook46 Binary
IncrementalRefreshBook46(const Binary &message)
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
friend struct OrderIDEntries
OrderIDEntry(const BinaryEntry &entry)
Binary::OrderIDEntry BinaryEntry
IncrementalRefreshBookLongQty64(const Binary &message)
Base::IncrementalRefreshBookLongQty64 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
IncrementalRefreshDailyStatistics49(const Binary &message)
Base::IncrementalRefreshDailyStatistics49 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
IncrementalRefreshLimitsBanding50(const Binary &message)
Base::IncrementalRefreshLimitsBanding50 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
IncrementalRefreshOrderBook47(const Binary &message)
Base::IncrementalRefreshOrderBook47 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
Base::IncrementalRefreshSessionStatistics51 Binary
IncrementalRefreshSessionStatistics51(const Binary &message)
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
IncrementalRefreshSessionStatisticsLongQty67(const Binary &message)
Base::IncrementalRefreshSessionStatisticsLongQty67 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
friend struct OrderIDEntries
OrderIDEntry(const BinaryEntry &entry)
Binary::OrderIDEntry BinaryEntry
IncrementalRefreshTradeSummary48(const Binary &message)
Base::IncrementalRefreshTradeSummary48 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
friend struct OrderIDEntries
OrderIDEntry(const BinaryEntry &entry)
Binary::OrderIDEntry BinaryEntry
Base::IncrementalRefreshTradeSummaryLongQty65 Binary
IncrementalRefreshTradeSummaryLongQty65(const Binary &message)
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
IncrementalRefreshVolume37(const Binary &message)
Base::IncrementalRefreshVolume37 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
Base::IncrementalRefreshVolumeLongQty66 Binary
IncrementalRefreshVolumeLongQty66(const Binary &message)
Binary::EventsEntry BinaryEntry
EventsEntry(const BinaryEntry &entry)
FeedTypesEntry(const BinaryEntry &entry)
Binary::FeedTypesEntry BinaryEntry
Binary::InstAttribEntry BinaryEntry
InstAttribEntry(const BinaryEntry &entry)
LotTypeRulesEntry(const BinaryEntry &entry)
Binary::LotTypeRulesEntry BinaryEntry
friend struct LotTypeRules
Binary::TradingSessionsEntry BinaryEntry
friend struct TradingSessions
TradingSessionsEntry(const BinaryEntry &entry)
Base::InstrumentDefinitionFX63 Binary
InstrumentDefinitionFX63(const Binary &message)
Binary::EventsEntry BinaryEntry
EventsEntry(const BinaryEntry &entry)
FeedTypesEntry(const BinaryEntry &entry)
Binary::FeedTypesEntry BinaryEntry
Binary::InstAttribEntry BinaryEntry
InstAttribEntry(const BinaryEntry &entry)
LotTypeRulesEntry(const BinaryEntry &entry)
Binary::LotTypeRulesEntry BinaryEntry
friend struct LotTypeRules
InstrumentDefinitionFixedIncome57(const Binary &message)
Base::InstrumentDefinitionFixedIncome57 Binary
Binary::EventsEntry BinaryEntry
EventsEntry(const BinaryEntry &entry)
FeedTypesEntry(const BinaryEntry &entry)
Binary::FeedTypesEntry BinaryEntry
Binary::InstAttribEntry BinaryEntry
InstAttribEntry(const BinaryEntry &entry)
LotTypeRulesEntry(const BinaryEntry &entry)
Binary::LotTypeRulesEntry BinaryEntry
friend struct LotTypeRules
InstrumentDefinitionFuture54(const Binary &message)
Base::InstrumentDefinitionFuture54 Binary
Binary::EventsEntry BinaryEntry
EventsEntry(const BinaryEntry &entry)
FeedTypesEntry(const BinaryEntry &entry)
Binary::FeedTypesEntry BinaryEntry
Binary::InstAttribEntry BinaryEntry
InstAttribEntry(const BinaryEntry &entry)
LotTypeRulesEntry(const BinaryEntry &entry)
Binary::LotTypeRulesEntry BinaryEntry
friend struct LotTypeRules
RelatedInstrumentsEntry(const BinaryEntry &entry)
Binary::RelatedInstrumentsEntry BinaryEntry
friend struct RelatedInstruments
UnderlyingsEntry(const BinaryEntry &entry)
Binary::UnderlyingsEntry BinaryEntry
friend struct Underlyings
InstrumentDefinitionOption55(const Binary &message)
Base::InstrumentDefinitionOption55 Binary
Binary::EventsEntry BinaryEntry
EventsEntry(const BinaryEntry &entry)
FeedTypesEntry(const BinaryEntry &entry)
Binary::FeedTypesEntry BinaryEntry
Binary::InstAttribEntry BinaryEntry
InstAttribEntry(const BinaryEntry &entry)
LegsEntry(const BinaryEntry &entry)
Binary::LegsEntry BinaryEntry
LotTypeRulesEntry(const BinaryEntry &entry)
Binary::LotTypeRulesEntry BinaryEntry
friend struct LotTypeRules
InstrumentDefinitionSpread56(const Binary &message)
Base::InstrumentDefinitionSpread56 Binary
Field field(Tag tag) const override
Returns a field by its tag.
Message(const BinaryMessage &binary, const MessageAccessor &accessor)
Initializes the instance from the SBE-encoded message.
Group group(Tag tag) const
Accesses a repeating group by its tag.
StrRef type() const
FIX message type.
void toFix(std::string &str) const
Builds the FIX (tag=value) representation.
Binary::RelatedSymEntry BinaryEntry
RelatedSymEntry(const BinaryEntry &entry)
QuoteRequest39(const Binary &message)
Base::QuoteRequest39 Binary
SecurityStatus30(const Binary &message)
Base::SecurityStatus30 Binary
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
Base::SnapshotFullRefresh52 Binary
SnapshotFullRefresh52(const Binary &message)
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
Base::SnapshotFullRefreshLongQty69 Binary
SnapshotFullRefreshLongQty69(const Binary &message)
Binary::Entry BinaryEntry
Entry(const BinaryEntry &entry)
SnapshotFullRefreshOrderBook53(const Binary &message)
Base::SnapshotFullRefreshOrderBook53 Binary
Provides efficient way of accessing text-based values without copying content of the text being refer...
UInt32 Tag
The type whose values are used to locate fields in the FIX-like messages.
BinaryGroupEntry< MessageSize > GroupEntrySource
static StrRef fixType()
FIX message type.
static StrRef fixType()
FIX message type.
static StrRef fixType()
FIX message type.
static StrRef fixType()
FIX message type.
static StrRef fixType()
FIX message type.
static StrRef fixType()
FIX message type.
Number of entries in Market Data message.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Provides FIX-like access to the fields stored in a SBE-encoded repeating group.
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
OrderIDEntries(const BinaryEntries &group)
Binary::OrderIDEntries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
OrderIDEntries(const BinaryEntries &group)
Binary::OrderIDEntries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
OrderIDEntries(const BinaryEntries &group)
Binary::OrderIDEntries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
OrderIDEntries(const BinaryEntries &group)
Binary::OrderIDEntries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Binary::Events BinaryEntries
Events(const BinaryEntries &group)
Binary::FeedTypes BinaryEntries
FeedTypes(const BinaryEntries &group)
Binary::InstAttrib BinaryEntries
InstAttrib(const BinaryEntries &group)
Binary::LotTypeRules BinaryEntries
LotTypeRules(const BinaryEntries &group)
TradingSessions(const BinaryEntries &group)
Binary::TradingSessions BinaryEntries
Binary::Events BinaryEntries
Events(const BinaryEntries &group)
Binary::FeedTypes BinaryEntries
FeedTypes(const BinaryEntries &group)
Binary::InstAttrib BinaryEntries
InstAttrib(const BinaryEntries &group)
Binary::LotTypeRules BinaryEntries
LotTypeRules(const BinaryEntries &group)
Binary::Events BinaryEntries
Events(const BinaryEntries &group)
Binary::FeedTypes BinaryEntries
FeedTypes(const BinaryEntries &group)
Binary::InstAttrib BinaryEntries
InstAttrib(const BinaryEntries &group)
Binary::LotTypeRules BinaryEntries
LotTypeRules(const BinaryEntries &group)
Binary::Events BinaryEntries
Events(const BinaryEntries &group)
Binary::FeedTypes BinaryEntries
FeedTypes(const BinaryEntries &group)
Binary::InstAttrib BinaryEntries
InstAttrib(const BinaryEntries &group)
Binary::LotTypeRules BinaryEntries
LotTypeRules(const BinaryEntries &group)
Binary::Underlyings BinaryEntries
Underlyings(const BinaryEntries &group)
Binary::Events BinaryEntries
Events(const BinaryEntries &group)
Binary::FeedTypes BinaryEntries
FeedTypes(const BinaryEntries &group)
Binary::InstAttrib BinaryEntries
InstAttrib(const BinaryEntries &group)
Legs(const BinaryEntries &group)
Binary::Legs BinaryEntries
Binary::LotTypeRules BinaryEntries
LotTypeRules(const BinaryEntries &group)
Implements FIX-like services for the SBE-encoded message.
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Entries(const BinaryEntries &group)
Binary::Entries BinaryEntries
Number of entries in Market Data message.
Number of OrderID entries.
MDIncrementalRefreshBook.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Number of entries in Market Data message.
Number of OrderID entries.
MDIncrementalRefreshBookLongQty.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Number of entries in Market Data message.
MDIncrementalRefreshDailyStatistics.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
MDIncrementalRefreshLimitsBanding.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
MDIncrementalRefreshOrderBook.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
MDIncrementalRefreshSessionStatistics.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
MDIncrementalRefreshSessionStatisticsLongQty.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of Trade Summary entries.
Number of OrderID entries.
MDIncrementalRefreshTradeSummary.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Number of Trade Summary entries.
Number of OrderID and LastQty entries in Trade Summary message.
MDIncrementalRefreshTradeSummaryLongQty.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Number of entries in Market Data message.
MDIncrementalRefreshVolume.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
MDIncrementalRefreshVolumeLongQty.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of EventType entries.
Number of FeedType entries.
Number of InstrAttribType entries.
Number of LotTypeRules entries.
Number of scheduled Trading Dates.
MDInstrumentDefinitionFX.
static StrRef fixType()
FIX message type.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
BinaryGroup< TradingSessionsEntry, GroupSize, MessageSize > TradingSessions
Repeating group containing TradingSessionsEntry entries.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Number of repeating EventType entries.
Number of repeating FeedType repeating group entries.
Number of repeating InstrAttribType entries.
MDInstrumentDefinitionFixedIncome.
static StrRef fixType()
FIX message type.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Number of repeating EventType entries.
Number of repeating FeedType entries.
Number of repeating InstrAttribType entries.
MDInstrumentDefinitionFuture.
static StrRef fixType()
FIX message type.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Number of EventType entries.
Number of FeedType entries.
Number of InstrAttribType entries.
Number of related instruments group.
Number of underlying instruments.
MDInstrumentDefinitionOption.
static StrRef fixType()
FIX message type.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
BinaryGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
Repeating group containing RelatedInstrumentsEntry entries.
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Number of repeating EventType entries.
Number of FeedType entries.
Number of InstrAttribType entries.
MDInstrumentDefinitionSpread.
static StrRef fixType()
FIX message type.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
Indicates the number of repeating symbols specified.
static StrRef fixType()
FIX message type.
BinaryGroup< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
static StrRef fixType()
FIX message type.
Number of entries in Market Data message.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
SnapshotFullRefreshLongQty.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
SnapshotFullRefreshOrderBook.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.