OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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OnixS::CME::MDH::Messaging::FIX Namespace Reference

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  FieldAccessor
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 UInt32 Tag
typedef SbeGroupEntry< MessageSizeGroupEntrySource
typedef SbeGroupEntries< GroupEntrySource, MessageSize, MessageSize, MessageSizeGroupEntriesSource
typedef std::vector< TagValueTagValues
typedef TagValues::iterator TagValueIterator
typedef TagValues::const_iterator TagValueConstIterator

Functions

bool operator== (const Field &ref, const std::string &str)
bool operator!= (const Field &ref, const std::string &str)
bool operator== (const std::string &str, const Field &ref)
bool operator!= (const std::string &str, const Field &ref)
bool operator== (const Field &ref, const char *str)
bool operator!= (const Field &ref, const char *str)
bool operator== (const char *str, const Field &ref)
bool operator!= (const char *str, const Field &ref)
std::ostream & operator<< (std::ostream &stream, const Field &field)
void toStr (std::string &str, const Message &message)
std::string toStr (const Message &message)
std::ostream & operator<< (std::ostream &stream, const Message &msg)
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)

Typedef Documentation

◆ GroupEntriesSource

◆ GroupEntrySource

Definition at line 499 of file Message.h.

◆ Tag

typedef UInt32 Tag

The type whose values are used to locate fields in tag-based 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 111 of file MultiContainer.h.

◆ TagValueIterator

typedef TagValues::iterator TagValueIterator

Iterator over the tag-value sequence.

Definition at line 108 of file MultiContainer.h.

◆ TagValues

typedef std::vector<TagValue> TagValues

Sequence of tag-value pairs.

Definition at line 105 of file MultiContainer.h.

Function Documentation

◆ operator!=() [1/4]

bool operator!= ( const char * str,
const Field & ref )
inline

Definition at line 359 of file Field.h.

◆ operator!=() [2/4]

bool operator!= ( const Field & ref,
const char * str )
inline

Definition at line 349 of file Field.h.

◆ operator!=() [3/4]

bool operator!= ( const Field & ref,
const std::string & str )
inline

Definition at line 329 of file Field.h.

◆ operator!=() [4/4]

bool operator!= ( const std::string & str,
const Field & ref )
inline

Definition at line 339 of file Field.h.

◆ operator<<() [1/2]

std::ostream & operator<< ( std::ostream & stream,
const Field & field )
inline

Serializes into the given stream.

Definition at line 365 of file Field.h.

◆ operator<<() [2/2]

std::ostream & operator<< ( std::ostream & stream,
const Message & msg )
inline

Serializes into a stream.

Definition at line 823 of file Message.h.

◆ operator==() [1/4]

bool operator== ( const char * str,
const Field & ref )
inline

Definition at line 354 of file Field.h.

◆ operator==() [2/4]

bool operator== ( const Field & ref,
const char * str )
inline

Definition at line 344 of file Field.h.

◆ operator==() [3/4]

bool operator== ( const Field & ref,
const std::string & str )
inline

Definition at line 324 of file Field.h.

◆ operator==() [4/4]

bool operator== ( const std::string & str,
const Field & ref )
inline

Definition at line 334 of file Field.h.

◆ toStr() [1/6]

std::string toStr ( const Message & message)
inline

Serializes into tag=value format.

Definition at line 813 of file Message.h.

◆ toStr() [2/6]

std::string toStr ( const MultiContainer & container)
inline

Serializes the given tag-value pair.

Definition at line 323 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 into a tag=value format.

Definition at line 807 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 289 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 266 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 304 of file MultiContainer.h.