All OnixS C++ FIX Engine classes are located in the OnixS::FIX namespace. Public API is gathered in the
"OnixS/FIXEngine.h" - the primary header file for inclusion.
The typical way of using C++ FIX Engine is as follows:
- Initialize the Engine.
- Create the Session object.
- Establish the FIX session as Initiator or Acceptor.
- Send and receive application-level FIX messages.
- Disconnect the session.
- Shutdown the Engine.