The SDK exposes the FIX-like messaging subsystem to provide a uniform technique to deal with SBE messages. This subsystem represents an additional layer between the SBE messages and user code. It allows users to achieve much higher tolerance to changes in SBE messaging by providing access to market data in the FIX-like (tag=value) way.
The subsystem classes are located in the
OnixS::CME::MDH::FIX namespace. The following files must be included in the target project:
OnixS/CME/MDH/FIX/Tags.hcontains tags which are used as FIX field labels.
OnixS/CME/MDH/FIX/Messages.hcontains FIX-like message definitions.
Every FIX-like message wrapper contains a constructor which allows creating an object from the corresponding message:
The SDK provides the ability to subscribe to market data-related notifications and obtain incoming market data wrapped into FIX containers instead of receiving SBE messages directly via the OnixS::CME::MDH::FIX::MessageListener class. The user code must inherit from the given class and register the instance as the listener to market data. See Event listeners for more information concerning how to get subscribed to market data events.
The following example shows how to access market data fields and groups using the FIX-like messaging subsystem: