OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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Serialization.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 <string>
24
26
28
29// Market Data Serialization.
30
33void toStr(std::string& str, AggressorFlag::Enum value);
34
36inline std::string toStr(AggressorFlag::Enum value)
37{
38 std::string str;
39
40 toStr(str, value);
41
42 return str;
43}
44
46inline void toFix(std::string& str, AggressorFlag::Enum value)
47{
48 toStr(str, static_cast<AggressorFlag::Base>(value));
49}
50
53void toStr(std::string& str, AggressorSide::Enum value);
54
56inline std::string toStr(AggressorSide::Enum value)
57{
58 std::string str;
59
60 toStr(str, value);
61
62 return str;
63}
64
66inline void toFix(std::string& str, AggressorSide::Enum value)
67{
68 toStr(str, static_cast<AggressorSide::Base>(value));
69}
70
73void toStr(std::string& str, EventType::Enum value);
74
76inline std::string toStr(EventType::Enum value)
77{
78 std::string str;
79
80 toStr(str, value);
81
82 return str;
83}
84
86inline void toFix(std::string& str, EventType::Enum value)
87{
88 toStr(str, static_cast<EventType::Base>(value));
89}
90
93void toStr(std::string& str, HaltReason::Enum value);
94
96inline std::string toStr(HaltReason::Enum value)
97{
98 std::string str;
99
100 toStr(str, value);
101
102 return str;
103}
104
106inline void toFix(std::string& str, HaltReason::Enum value)
107{
108 toStr(str, static_cast<HaltReason::Base>(value));
109}
110
113void toStr(std::string& str, LegSide::Enum value);
114
116inline std::string toStr(LegSide::Enum value)
117{
118 std::string str;
119
120 toStr(str, value);
121
122 return str;
123}
124
126inline void toFix(std::string& str, LegSide::Enum value)
127{
128 toStr(str, static_cast<LegSide::Base>(value));
129}
130
133void toStr(std::string& str, EntryType::Enum value);
134
136inline std::string toStr(EntryType::Enum value)
137{
138 std::string str;
139
140 toStr(str, value);
141
142 return str;
143}
144
146inline void toFix(std::string& str, EntryType::Enum value)
147{
148 toStr(str, static_cast<EntryType::Base>(value));
149}
150
153void toStr(std::string& str, EntryTypeBook::Enum value);
154
156inline std::string toStr(EntryTypeBook::Enum value)
157{
158 std::string str;
159
160 toStr(str, value);
161
162 return str;
163}
164
166inline void toFix(std::string& str, EntryTypeBook::Enum value)
167{
168 toStr(str, static_cast<EntryTypeBook::Base>(value));
169}
170
173void toStr(std::string& str, EntryTypeDailyStatistics::Enum value);
174
176inline std::string toStr(EntryTypeDailyStatistics::Enum value)
177{
178 std::string str;
179
180 toStr(str, value);
181
182 return str;
183}
184
186inline void toFix(std::string& str, EntryTypeDailyStatistics::Enum value)
187{
188 toStr(str, static_cast<EntryTypeDailyStatistics::Base>(value));
189}
190
193void toStr(std::string& str, EntryTypeStatistics::Enum value);
194
196inline std::string toStr(EntryTypeStatistics::Enum value)
197{
198 std::string str;
199
200 toStr(str, value);
201
202 return str;
203}
204
206inline void toFix(std::string& str, EntryTypeStatistics::Enum value)
207{
208 toStr(str, static_cast<EntryTypeStatistics::Base>(value));
209}
210
213void toStr(std::string& str, UpdateAction::Enum value);
214
216inline std::string toStr(UpdateAction::Enum value)
217{
218 std::string str;
219
220 toStr(str, value);
221
222 return str;
223}
224
226inline void toFix(std::string& str, UpdateAction::Enum value)
227{
228 toStr(str, static_cast<UpdateAction::Base>(value));
229}
230
233void toStr(std::string& str, MoneyOrPar::Enum value);
234
236inline std::string toStr(MoneyOrPar::Enum value)
237{
238 std::string str;
239
240 toStr(str, value);
241
242 return str;
243}
244
246inline void toFix(std::string& str, MoneyOrPar::Enum value)
247{
248 toStr(str, static_cast<MoneyOrPar::Base>(value));
249}
250
253void toStr(std::string& str, OpenCloseSettlFlag::Enum value);
254
256inline std::string toStr(OpenCloseSettlFlag::Enum value)
257{
258 std::string str;
259
260 toStr(str, value);
261
262 return str;
263}
264
266inline void toFix(std::string& str, OpenCloseSettlFlag::Enum value)
267{
268 toStr(str, static_cast<OpenCloseSettlFlag::Base>(value));
269}
270
273void toStr(std::string& str, OrderUpdateAction::Enum value);
274
276inline std::string toStr(OrderUpdateAction::Enum value)
277{
278 std::string str;
279
280 toStr(str, value);
281
282 return str;
283}
284
286inline void toFix(std::string& str, OrderUpdateAction::Enum value)
287{
288 toStr(str, static_cast<OrderUpdateAction::Base>(value));
289}
290
293void toStr(std::string& str, PriceSource::Enum value);
294
296inline std::string toStr(PriceSource::Enum value)
297{
298 std::string str;
299
300 toStr(str, value);
301
302 return str;
303}
304
306inline void toFix(std::string& str, PriceSource::Enum value)
307{
308 toStr(str, static_cast<PriceSource::Base>(value));
309}
310
313void toStr(std::string& str, PutOrCall::Enum value);
314
316inline std::string toStr(PutOrCall::Enum value)
317{
318 std::string str;
319
320 toStr(str, value);
321
322 return str;
323}
324
326inline void toFix(std::string& str, PutOrCall::Enum value)
327{
328 toStr(str, static_cast<PutOrCall::Base>(value));
329}
330
333void toStr(std::string& str, RepoSubType::Enum value);
334
336inline std::string toStr(RepoSubType::Enum value)
337{
338 std::string str;
339
340 toStr(str, value);
341
342 return str;
343}
344
346inline void toFix(std::string& str, RepoSubType::Enum value)
347{
348 toStr(str, static_cast<RepoSubType::Base>(value));
349}
350
353void toStr(std::string& str, SecurityAltIDSource::Enum value);
354
356inline std::string toStr(SecurityAltIDSource::Enum value)
357{
358 std::string str;
359
360 toStr(str, value);
361
362 return str;
363}
364
366inline void toFix(std::string& str, SecurityAltIDSource::Enum value)
367{
368 toStr(str, static_cast<SecurityAltIDSource::Base>(value));
369}
370
373void toStr(std::string& str, SecurityTradingEvent::Enum value);
374
376inline std::string toStr(SecurityTradingEvent::Enum value)
377{
378 std::string str;
379
380 toStr(str, value);
381
382 return str;
383}
384
386inline void toFix(std::string& str, SecurityTradingEvent::Enum value)
387{
388 toStr(str, static_cast<SecurityTradingEvent::Base>(value));
389}
390
393void toStr(std::string& str, SecurityTradingStatus::Enum value);
394
396inline std::string toStr(SecurityTradingStatus::Enum value)
397{
398 std::string str;
399
400 toStr(str, value);
401
402 return str;
403}
404
406inline void toFix(std::string& str, SecurityTradingStatus::Enum value)
407{
408 toStr(str, static_cast<SecurityTradingStatus::Base>(value));
409}
410
413void toStr(std::string& str, SecurityUpdateAction::Enum value);
414
416inline std::string toStr(SecurityUpdateAction::Enum value)
417{
418 std::string str;
419
420 toStr(str, value);
421
422 return str;
423}
424
426inline void toFix(std::string& str, SecurityUpdateAction::Enum value)
427{
428 toStr(str, static_cast<SecurityUpdateAction::Base>(value));
429}
430
433void toStr(std::string& str, Side::Enum value);
434
436inline std::string toStr(Side::Enum value)
437{
438 std::string str;
439
440 toStr(str, value);
441
442 return str;
443}
444
446inline void toFix(std::string& str, Side::Enum value)
447{
448 toStr(str, static_cast<Side::Base>(value));
449}
450
453void toStr(std::string& str, WorkupTradingStatus::Enum value);
454
456inline std::string toStr(WorkupTradingStatus::Enum value)
457{
458 std::string str;
459
460 toStr(str, value);
461
462 return str;
463}
464
466inline void toFix(std::string& str, WorkupTradingStatus::Enum value)
467{
468 toStr(str, static_cast<WorkupTradingStatus::Base>(value));
469}
470
473void toStr(std::string& str, InstAttribValue set);
474
476inline std::string toStr(InstAttribValue set)
477{
478 std::string str;
479
480 toStr(str, set);
481
482 return str;
483}
484
486inline void toFix(std::string& str, InstAttribValue set)
487{
488 toStr(str, set.bits());
489}
490
493void toStr(std::string& str, MatchEventIndicator set);
494
496inline std::string toStr(MatchEventIndicator set)
497{
498 std::string str;
499
500 toStr(str, set);
501
502 return str;
503}
504
506inline void toFix(std::string& str, MatchEventIndicator set)
507{
508 toStr(str, set.bits());
509}
510
513void toStr(std::string& str, SettlPriceType set);
514
516inline std::string toStr(SettlPriceType set)
517{
518 std::string str;
519
520 toStr(str, set);
521
522 return str;
523}
524
526inline void toFix(std::string& str, SettlPriceType set)
527{
528 toStr(str, set.bits());
529}
530
533void toStr(std::string& str, const MaturityMonthYear& obj);
534
536inline std::string toStr(const MaturityMonthYear& obj)
537{
538 std::string str;
539
540 toStr(str, obj);
541
542 return str;
543}
544
547void toStr(std::string& str, const GroupSize& obj);
548
550inline std::string toStr(const GroupSize& obj)
551{
552 std::string str;
553
554 toStr(str, obj);
555
556 return str;
557}
558
561void toStr(std::string& str, const GroupSize8Byte& obj);
562
564inline std::string toStr(const GroupSize8Byte& obj)
565{
566 std::string str;
567
568 toStr(str, obj);
569
570 return str;
571}
572
575void toStr(std::string& str, const GroupSizeEncoding& obj);
576
578inline std::string toStr(const GroupSizeEncoding& obj)
579{
580 std::string str;
581
582 toStr(str, obj);
583
584 return str;
585}
586
589void toStr(std::string& str, const MessageHeader& obj);
590
592inline std::string toStr(const MessageHeader& obj)
593{
594 std::string str;
595
596 toStr(str, obj);
597
598 return str;
599}
600
603void toStr(std::string& str, const InstrumentDefinitionFixedIncome57& obj);
604
606inline std::string toStr(const InstrumentDefinitionFixedIncome57& obj)
607{
608 std::string str;
609
610 toStr(str, obj);
611
612 return str;
613}
614
617void toFix(std::string& str, const InstrumentDefinitionFixedIncome57& obj);
618
621void toStr(std::string& str, const ChannelReset4& obj);
622
624inline std::string toStr(const ChannelReset4& obj)
625{
626 std::string str;
627
628 toStr(str, obj);
629
630 return str;
631}
632
635void toFix(std::string& str, const ChannelReset4& obj);
636
639void toStr(std::string& str, const AdminHeartbeat12& obj);
640
642inline std::string toStr(const AdminHeartbeat12& obj)
643{
644 std::string str;
645
646 toStr(str, obj);
647
648 return str;
649}
650
653void toFix(std::string& str, const AdminHeartbeat12& obj);
654
657void toStr(std::string& str, const AdminLogin15& obj);
658
660inline std::string toStr(const AdminLogin15& obj)
661{
662 std::string str;
663
664 toStr(str, obj);
665
666 return str;
667}
668
671void toFix(std::string& str, const AdminLogin15& obj);
672
675void toStr(std::string& str, const AdminLogout16& obj);
676
678inline std::string toStr(const AdminLogout16& obj)
679{
680 std::string str;
681
682 toStr(str, obj);
683
684 return str;
685}
686
689void toFix(std::string& str, const AdminLogout16& obj);
690
693void toStr(std::string& str, const AdminLogin408& obj);
694
696inline std::string toStr(const AdminLogin408& obj)
697{
698 std::string str;
699
700 toStr(str, obj);
701
702 return str;
703}
704
707void toFix(std::string& str, const AdminLogin408& obj);
708
711void toStr(std::string& str, const AdminLogout409& obj);
712
714inline std::string toStr(const AdminLogout409& obj)
715{
716 std::string str;
717
718 toStr(str, obj);
719
720 return str;
721}
722
725void toFix(std::string& str, const AdminLogout409& obj);
726
729void toStr(std::string& str, const AdminHeartbeat410& obj);
730
732inline std::string toStr(const AdminHeartbeat410& obj)
733{
734 std::string str;
735
736 toStr(str, obj);
737
738 return str;
739}
740
743void toFix(std::string& str, const AdminHeartbeat410& obj);
744
747void toStr(std::string& str, const InstrumentDefinitionFuture54& obj);
748
750inline std::string toStr(const InstrumentDefinitionFuture54& obj)
751{
752 std::string str;
753
754 toStr(str, obj);
755
756 return str;
757}
758
761void toFix(std::string& str, const InstrumentDefinitionFuture54& obj);
762
765void toStr(std::string& str, const InstrumentDefinitionSpread56& obj);
766
768inline std::string toStr(const InstrumentDefinitionSpread56& obj)
769{
770 std::string str;
771
772 toStr(str, obj);
773
774 return str;
775}
776
779void toFix(std::string& str, const InstrumentDefinitionSpread56& obj);
780
783void toStr(std::string& str, const SecurityStatus30& obj);
784
786inline std::string toStr(const SecurityStatus30& obj)
787{
788 std::string str;
789
790 toStr(str, obj);
791
792 return str;
793}
794
797void toFix(std::string& str, const SecurityStatus30& obj);
798
801void toStr(std::string& str, const IncrementalRefreshBook46& obj);
802
804inline std::string toStr(const IncrementalRefreshBook46& obj)
805{
806 std::string str;
807
808 toStr(str, obj);
809
810 return str;
811}
812
815void toFix(std::string& str, const IncrementalRefreshBook46& obj);
816
819void toStr(std::string& str, const IncrementalRefreshDailyStatistics49& obj);
820
822inline std::string toStr(const IncrementalRefreshDailyStatistics49& obj)
823{
824 std::string str;
825
826 toStr(str, obj);
827
828 return str;
829}
830
833void toFix(std::string& str, const IncrementalRefreshDailyStatistics49& obj);
834
837void toStr(std::string& str, const IncrementalRefreshLimitsBanding50& obj);
838
840inline std::string toStr(const IncrementalRefreshLimitsBanding50& obj)
841{
842 std::string str;
843
844 toStr(str, obj);
845
846 return str;
847}
848
851void toFix(std::string& str, const IncrementalRefreshLimitsBanding50& obj);
852
855void toStr(std::string& str, const IncrementalRefreshSessionStatistics51& obj);
856
858inline std::string toStr(const IncrementalRefreshSessionStatistics51& obj)
859{
860 std::string str;
861
862 toStr(str, obj);
863
864 return str;
865}
866
869void toFix(std::string& str, const IncrementalRefreshSessionStatistics51& obj);
870
873void toStr(std::string& str, const IncrementalRefreshVolume37& obj);
874
876inline std::string toStr(const IncrementalRefreshVolume37& obj)
877{
878 std::string str;
879
880 toStr(str, obj);
881
882 return str;
883}
884
887void toFix(std::string& str, const IncrementalRefreshVolume37& obj);
888
891void toStr(std::string& str, const SnapshotFullRefresh52& obj);
892
894inline std::string toStr(const SnapshotFullRefresh52& obj)
895{
896 std::string str;
897
898 toStr(str, obj);
899
900 return str;
901}
902
905void toFix(std::string& str, const SnapshotFullRefresh52& obj);
906
909void toStr(std::string& str, const QuoteRequest39& obj);
910
912inline std::string toStr(const QuoteRequest39& obj)
913{
914 std::string str;
915
916 toStr(str, obj);
917
918 return str;
919}
920
923void toFix(std::string& str, const QuoteRequest39& obj);
924
927void toStr(std::string& str, const InstrumentDefinitionOption55& obj);
928
930inline std::string toStr(const InstrumentDefinitionOption55& obj)
931{
932 std::string str;
933
934 toStr(str, obj);
935
936 return str;
937}
938
941void toFix(std::string& str, const InstrumentDefinitionOption55& obj);
942
945void toStr(std::string& str, const IncrementalRefreshTradeSummary48& obj);
946
948inline std::string toStr(const IncrementalRefreshTradeSummary48& obj)
949{
950 std::string str;
951
952 toStr(str, obj);
953
954 return str;
955}
956
959void toFix(std::string& str, const IncrementalRefreshTradeSummary48& obj);
960
963void toStr(std::string& str, const IncrementalRefreshOrderBook47& obj);
964
966inline std::string toStr(const IncrementalRefreshOrderBook47& obj)
967{
968 std::string str;
969
970 toStr(str, obj);
971
972 return str;
973}
974
977void toFix(std::string& str, const IncrementalRefreshOrderBook47& obj);
978
981void toStr(std::string& str, const SnapshotFullRefreshOrderBook53& obj);
982
984inline std::string toStr(const SnapshotFullRefreshOrderBook53& obj)
985{
986 std::string str;
987
988 toStr(str, obj);
989
990 return str;
991}
992
995void toFix(std::string& str, const SnapshotFullRefreshOrderBook53& obj);
996
999void toStr(std::string& str, const InstrumentDefinitionFX63& obj);
1000
1002inline std::string toStr(const InstrumentDefinitionFX63& obj)
1003{
1004 std::string str;
1005
1006 toStr(str, obj);
1007
1008 return str;
1009}
1010
1013void toFix(std::string& str, const InstrumentDefinitionFX63& obj);
1014
1017void toStr(std::string& str, const IncrementalRefreshBookLongQty64& obj);
1018
1020inline std::string toStr(const IncrementalRefreshBookLongQty64& obj)
1021{
1022 std::string str;
1023
1024 toStr(str, obj);
1025
1026 return str;
1027}
1028
1031void toFix(std::string& str, const IncrementalRefreshBookLongQty64& obj);
1032
1035void toStr(std::string& str, const IncrementalRefreshTradeSummaryLongQty65& obj);
1036
1039{
1040 std::string str;
1041
1042 toStr(str, obj);
1043
1044 return str;
1045}
1046
1049void toFix(std::string& str, const IncrementalRefreshTradeSummaryLongQty65& obj);
1050
1053void toStr(std::string& str, const IncrementalRefreshVolumeLongQty66& obj);
1054
1056inline std::string toStr(const IncrementalRefreshVolumeLongQty66& obj)
1057{
1058 std::string str;
1059
1060 toStr(str, obj);
1061
1062 return str;
1063}
1064
1067void toFix(std::string& str, const IncrementalRefreshVolumeLongQty66& obj);
1068
1071void toStr(std::string& str, const IncrementalRefreshSessionStatisticsLongQty67& obj);
1072
1075{
1076 std::string str;
1077
1078 toStr(str, obj);
1079
1080 return str;
1081}
1082
1085void toFix(std::string& str, const IncrementalRefreshSessionStatisticsLongQty67& obj);
1086
1089void toStr(std::string& str, const SnapshotFullRefreshLongQty69& obj);
1090
1092inline std::string toStr(const SnapshotFullRefreshLongQty69& obj)
1093{
1094 std::string str;
1095
1096 toStr(str, obj);
1097
1098 return str;
1099}
1100
1103void toFix(std::string& str, const SnapshotFullRefreshLongQty69& obj);
1104
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:67
#define ONIXS_CMEMDH_NAMESPACE_END
Definition Bootstrap.h:68
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:171
8 Byte aligned repeating group dimensions.
Definition Composites.h:265
Repeating group dimensions.
Definition Composites.h:308
Repeating group dimensions.
Definition Composites.h:221
InstAttribValue type.
Definition Fields.h:740
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:915
MatchEventIndicator type.
Definition Fields.h:931
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:986
Template ID and length of message root.
Definition Composites.h:358
SettlPriceType type.
Definition Fields.h:1002
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:1045
void toFix(std::string &str, AggressorFlag::Enum value)
Serializes object into FIX presentation.
void toStr(std::string &, BookState::Enum)
Serializes book state value into a string.
MDIncrementalRefreshBookLongQty.
Definition Messages.h:6741
MDIncrementalRefreshDailyStatistics.
Definition Messages.h:3299
MDIncrementalRefreshLimitsBanding.
Definition Messages.h:3485
MDIncrementalRefreshOrderBook.
Definition Messages.h:5506
MDIncrementalRefreshSessionStatistics.
Definition Messages.h:3651
MDIncrementalRefreshSessionStatisticsLongQty.
Definition Messages.h:7397
MDIncrementalRefreshTradeSummary.
Definition Messages.h:5264
MDIncrementalRefreshTradeSummaryLongQty.
Definition Messages.h:7010
MDIncrementalRefreshVolumeLongQty.
Definition Messages.h:7252
MDInstrumentDefinitionFixedIncome.
Definition Messages.h:33
MDInstrumentDefinitionFuture.
Definition Messages.h:1295
MDInstrumentDefinitionOption.
Definition Messages.h:4407
MDInstrumentDefinitionSpread.
Definition Messages.h:2057