Namespaces
namespace	Tags

Classes
class	AdminHeartbeat12
class	AdminHeartbeat410
class	AdminLogin15
class	AdminLogin408
class	AdminLogout16
class	AdminLogout409
class	ChannelReset4
struct	CharConverter
struct	DecimalConverter
class	Field
struct	FieldSet
class	Group
class	GroupEntry
struct	GroupEntryAccessor
class	IncrementalRefreshBook46
class	IncrementalRefreshBookLongQty64
class	IncrementalRefreshDailyStatistics49
class	IncrementalRefreshLimitsBanding50
class	IncrementalRefreshOrderBook47
class	IncrementalRefreshSessionStatistics51
class	IncrementalRefreshSessionStatisticsLongQty67
class	IncrementalRefreshTradeSummary48
class	IncrementalRefreshTradeSummaryLongQty65
class	IncrementalRefreshVolume37
class	IncrementalRefreshVolumeLongQty66
class	InstrumentDefinitionFixedIncome57
class	InstrumentDefinitionFuture54
class	InstrumentDefinitionFX63
class	InstrumentDefinitionOption55
class	InstrumentDefinitionSpread56
struct	Int16Converter
struct	Int32Converter
struct	Int64Converter
struct	Int8Converter
class	IntegerConverter
struct	MaturityMonthYearConverter
class	Message
struct	MessageAccessor
class	MessageArgs
class	MessageListener
class	MultiContainer
struct	NullConverter
class	QuoteRequest39
class	SecurityStatus30
class	SnapshotFullRefresh52
class	SnapshotFullRefreshLongQty69
class	SnapshotFullRefreshOrderBook53
struct	StrRefConverter
class	TagValue
class	TagValueSelectionIterator
class	TagValueSelector
struct	TimestampConverter
struct	UInt16Converter
struct	UInt32Converter
struct	UInt64Converter
struct	UInt8Converter
class	ValueContainer
struct	ValueConversion
struct	ValueConversionTraits
struct	ValueConversionTraits< BitSet, ValueKinds::Bits >
struct	ValueConversionTraits< Enumeration, ValueKinds::Enumeration >
struct	ValueConverter
class	ValueKind
struct	ValueKinds

Typedefs
typedef BinaryGroupEntry< MessageSize >	GroupEntrySource
typedef BinaryGroupEntries< GroupEntrySource, MessageSize, MessageSize, MessageSize >	GroupEntriesSource
typedef std::vector< TagValue >	TagValues
typedef TagValues::iterator	TagValueIterator
typedef TagValues::const_iterator	TagValueConstIterator
typedef UInt32	Tag
typedef MessageArgs< MultiContainer >	MultiContainerArgs

Functions
void	throwFieldConversionFailure (const Char field, const Char target)
SecurityId	securityId (const MultiContainer &message)
StrRef	securityGroup (const MultiContainer &message)
StrRef	symbol (const MultiContainer &message)
StrRef	asset (const MultiContainer &message)
SecurityUpdateAction::Enum	securityUpdateAction (const MultiContainer &)
void	bookDepths (const MultiContainer &, MbpBookDepth &, MbpBookDepth &)
MatchEventIndicator	matchEventIndicator (const MultiContainer &)
Timestamp	timestamp (const MultiContainer &, Tag)
void	toStr (std::string &str, const Message &message)
std::string	toStr (const Message &message)
void	toStr (std::string &, const TagValue &)
std::string	toStr (const TagValue &tagValue)
MultiContainer::Value	valueOrDefault (const MultiContainer &container, Tag tag, const MultiContainer::Value &defaultValue=MultiContainer::Value())
template<class Number>
bool	value (Number &number, const MultiContainer &container, Tag tag)
template<class Number>
bool	valueOrDefault (Number &number, const MultiContainer &container, Tag tag, Number defaultValue=Number())
void	toStr (std::string &, const MultiContainer &)
std::string	toStr (const MultiContainer &container)
void	throwBadConversion (const Char *typeName)

Typedef Documentation

◆ GroupEntriesSource

typedef BinaryGroupEntries<GroupEntrySource, MessageSize, MessageSize, MessageSize> GroupEntriesSource

Definition at line 127 of file Message.h.

◆ GroupEntrySource

typedef BinaryGroupEntry<MessageSize> GroupEntrySource

Definition at line 45 of file Message.h.

◆ MultiContainerArgs

typedef MessageArgs<MultiContainer> MultiContainerArgs

MessageArgs template instantiation for a FIX multi-container.

Definition at line 193 of file MarketDataListener.h.

◆ Tag

typedef UInt32 Tag

The type whose values are used to locate fields in the FIX-like messages.

Definition at line 29 of file Tag.h.

◆ TagValueConstIterator

typedef TagValues::const_iterator TagValueConstIterator

Constant iterator over the tag-value sequence.

Definition at line 113 of file MultiContainer.h.

◆ TagValueIterator

typedef TagValues::iterator TagValueIterator

Iterator over the tag-value sequence.

Definition at line 110 of file MultiContainer.h.

◆ TagValues

typedef std::vector<TagValue> TagValues

Sequence of tag-value pairs.

Definition at line 107 of file MultiContainer.h.

Function Documentation

◆ asset()

StrRef asset ( const MultiContainer & message )

inline

Retrieves asset field value assuming the given message represents a security definition.

Returns an empty ref if the field is absent.

Definition at line 75 of file Accessors.h.

◆ bookDepths()

void bookDepths	(	const MultiContainer &	,
		MbpBookDepth &	,
		MbpBookDepth &	)

Retrieves depths of direct and implied books assuming the given message represents a security definition.

◆ matchEventIndicator()

MatchEventIndicator matchEventIndicator ( const MultiContainer & )

Retrieves match event indicator bits.

Returns an empty bitset if indicator is absent.

◆ securityGroup()

StrRef securityGroup ( const MultiContainer & message )

inline

Retrieves security group field value assuming the given message represents a security definition.

Returns an empty ref if the field is absent.

Definition at line 57 of file Accessors.h.

◆ securityId()

SecurityId securityId ( const MultiContainer & message )

inline

Extracts security id from the given tag-value container.

Throws an exception if security identifier is not a number.

Definition at line 41 of file Accessors.h.

◆ securityUpdateAction()

SecurityUpdateAction::Enum securityUpdateAction ( const MultiContainer & )

Retrieves security update action field value assuming the given container represents a security definition.

◆ symbol()

StrRef symbol ( const MultiContainer & message )

inline

Retrieves symbol field value assuming the given message represents a security definition.

Returns an empty ref if the field is absent.

Definition at line 66 of file Accessors.h.

◆ throwBadConversion()

void throwBadConversion ( const Char * typeName )

inline

Definition at line 884 of file ValueConverters.h.

◆ throwFieldConversionFailure()

void throwFieldConversionFailure	(	const Char *	field,
		const Char *	target )

Raises exception explaining field value conversion failure.

◆ timestamp()

Timestamp timestamp	(	const MultiContainer &	,
		Tag	)

Retrieves last update time field value.

◆ toStr() [1/6]

std::string toStr ( const Message & message )

inline

Serializes FIX message into tag=value format.

Definition at line 324 of file Message.h.

◆ toStr() [2/6]

std::string toStr ( const MultiContainer & container )

inline

Serializes the given tag-value pair.

Definition at line 333 of file MultiContainer.h.

◆ toStr() [3/6]

std::string toStr ( const TagValue & tagValue )

inline

Serializes the given tag-value pair.

Definition at line 95 of file MultiContainer.h.

◆ toStr() [4/6]

void toStr	(	std::string &	,
		const MultiContainer &	)

Serializes the given tag-value pair.

◆ toStr() [5/6]

void toStr	(	std::string &	,
		const TagValue &	)

Serializes the given tag-value pair.

◆ toStr() [6/6]

void toStr	(	std::string &	str,
		const Message &	message )

inline

Serializes FIX message into tag=value format.

Definition at line 318 of file Message.h.

◆ value()

template<class Number>

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 transformed into a number.

Throws an exception if a value is either absent or can't be transformed into a number of the given type.

Definition at line 297 of file MultiContainer.h.

◆ valueOrDefault() [1/2]

MultiContainer::Value valueOrDefault	(	const MultiContainer &	container,
		Tag	tag,
		const MultiContainer::Value &	defaultValue = MultiContainer::Value() )

inline

Finds a tag-value entry in the given collection by the given tag and returns its value component.

Definition at line 274 of file MultiContainer.h.

◆ valueOrDefault() [2/2]

template<class Number>

bool valueOrDefault	(	Number &	number,
		const MultiContainer &	container,
		Tag	tag,
		Number	defaultValue = Number() )

Finds a tag-value entry in the given collection by the given tag and returns its value component transformed into a number of the given type.

If value is absent, then returns the default one. If value is found, but can't be transformed into a number, then an exception is trown.

Definition at line 312 of file MultiContainer.h.

Namespaces

Classes

Typedefs

Functions

Typedef Documentation

◆ GroupEntriesSource

◆ GroupEntrySource

◆ MultiContainerArgs

◆ Tag

◆ TagValueConstIterator

◆ TagValueIterator

◆ TagValues

Function Documentation

◆ asset()

◆ bookDepths()

◆ matchEventIndicator()

◆ securityGroup()

◆ securityId()

◆ securityUpdateAction()

◆ symbol()

◆ throwBadConversion()

◆ throwFieldConversionFailure()

◆ timestamp()

◆ toStr() [1/6]

◆ toStr() [2/6]

◆ toStr() [3/6]

◆ toStr() [4/6]

◆ toStr() [5/6]

◆ toStr() [6/6]

◆ value()

◆ valueOrDefault() [1/2]

◆ valueOrDefault() [2/2]