OnixS C++ CME Market Data Handler  5.4.0
API documentation
OnixS::CME::MDH::FIX Namespace Reference

Namespaces

 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  IncrementalRefreshDailyStatistics49
 
class  IncrementalRefreshLimitsBanding50
 
class  IncrementalRefreshOrderBook47
 
class  IncrementalRefreshSessionStatistics51
 
class  IncrementalRefreshTradeSummary48
 
class  IncrementalRefreshVolume37
 
class  InstrumentDefinitionFixedIncome57
 
class  InstrumentDefinitionFuture54
 
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  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< MessageSizeGroupEntrySource
 
typedef BinaryGroupEntries< GroupEntrySource, MessageSize, MessageSize, MessageSizeGroupEntriesSource
 
typedef std::vector< TagValueTagValues
 
typedef TagValues::iterator TagValueIterator
 
typedef TagValues::const_iterator TagValueConstIterator
 
typedef UInt32 Tag
 
typedef MessageArgs< MultiContainerMultiContainerArgs
 

Functions

ONIXS_CMEMDH_EXPORTED 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)
 
ONIXS_CMEMDH_EXPORTED SecurityUpdateAction::Enum securityUpdateAction (const MultiContainer &)
 
ONIXS_CMEMDH_EXPORTED void bookDepths (const MultiContainer &, MbpBookDepth &, MbpBookDepth &)
 
ONIXS_CMEMDH_EXPORTED MatchEventIndicator matchEventIndicator (const MultiContainer &)
 
ONIXS_CMEMDH_EXPORTED Timestamp timestamp (const MultiContainer &, Tag)
 
void toStr (std::string &str, const Message &message)
 
std::string toStr (const Message &message)
 
ONIXS_CMEMDH_EXPORTED 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())
 
ONIXS_CMEMDH_EXPORTED void toStr (std::string &, const MultiContainer &)
 
std::string toStr (const MultiContainer &container)
 
void throwBadConversion (const Char *typeName)
 

Typedef Documentation

Definition at line 47 of file Message.h.

MessageArgs template instantiation for a FIX multi-container.

Definition at line 219 of file MarketDataListener.h.

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.

typedef TagValues::const_iterator TagValueConstIterator

Constant iterator over the tag-value sequence.

Definition at line 133 of file MultiContainer.h.

typedef TagValues::iterator TagValueIterator

Iterator over the tag-value sequence.

Definition at line 128 of file MultiContainer.h.

typedef std::vector<TagValue> TagValues

Sequence of tag-value pairs.

Definition at line 123 of file MultiContainer.h.

Function Documentation

StrRef OnixS::CME::MDH::FIX::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 109 of file Accessors.h.

ONIXS_CMEMDH_EXPORTED void OnixS::CME::MDH::FIX::bookDepths ( const MultiContainer ,
MbpBookDepth ,
MbpBookDepth  
)

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

ONIXS_CMEMDH_EXPORTED MatchEventIndicator OnixS::CME::MDH::FIX::matchEventIndicator ( const MultiContainer )

Retrieves match event indicator bits.

Returns an empty bitset if indicator is absent.

StrRef OnixS::CME::MDH::FIX::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 74 of file Accessors.h.

SecurityId OnixS::CME::MDH::FIX::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 48 of file Accessors.h.

ONIXS_CMEMDH_EXPORTED SecurityUpdateAction::Enum OnixS::CME::MDH::FIX::securityUpdateAction ( const MultiContainer )

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

StrRef OnixS::CME::MDH::FIX::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 91 of file Accessors.h.

void OnixS::CME::MDH::FIX::throwBadConversion ( const Char typeName)
inline

Definition at line 1234 of file ValueConverters.h.

ONIXS_CMEMDH_EXPORTED void OnixS::CME::MDH::FIX::throwFieldConversionFailure ( const Char field,
const Char target 
)

Raises exception explaining field value conversion failure.

ONIXS_CMEMDH_EXPORTED Timestamp OnixS::CME::MDH::FIX::timestamp ( const MultiContainer ,
Tag   
)

Retrieves last update time field value.

ONIXS_CMEMDH_EXPORTED void OnixS::CME::MDH::FIX::toStr ( std::string &  ,
const TagValue  
)

Serializes the given tag-value pair.

std::string OnixS::CME::MDH::FIX::toStr ( const TagValue tagValue)
inline

Serializes the given tag-value pair.

Definition at line 108 of file MultiContainer.h.

void OnixS::CME::MDH::FIX::toStr ( std::string &  str,
const Message message 
)
inline

Serializes FIX message into tag=value format.

Definition at line 379 of file Message.h.

std::string OnixS::CME::MDH::FIX::toStr ( const Message message)
inline

Serializes FIX message into tag=value format.

Definition at line 389 of file Message.h.

ONIXS_CMEMDH_EXPORTED void OnixS::CME::MDH::FIX::toStr ( std::string &  ,
const MultiContainer  
)

Serializes the given tag-value pair.

std::string OnixS::CME::MDH::FIX::toStr ( const MultiContainer container)
inline

Serializes the given tag-value pair.

Definition at line 458 of file MultiContainer.h.

bool OnixS::CME::MDH::FIX::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 387 of file MultiContainer.h.

MultiContainer::Value OnixS::CME::MDH::FIX::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 354 of file MultiContainer.h.

bool OnixS::CME::MDH::FIX::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 419 of file MultiContainer.h.