Namespace OnixS.Fix
Classes
ByteBuffer
Byte sequence.
Dictionary
Dictionary of a FIX Protocol Specification.
Engine
FIX Engine.
EngineErrorEventArgs
Error event arguments.
EngineException
The exception that is thrown when a non-fatal error occurs in the FIX Engine.
EngineSettings
The FIX Engine configuration settings.
EngineSettings.Default
Default EngineSettings values.
EngineSettings.Key
Key names that can be used to load EngineSettings from a configuration file.
EngineSslSettings
FIX Engine SSL settings. Used by default by SSL-enabled FIX sessions.
EngineWarningEventArgs
Warning event arguments.
FieldSet
Collection of Fields.
FlatGroupReader
Repeating Group Reader for a Flat Message.
FlatMessage
FIX Protocol Message as a sequence of 'tag=value' pairs.
Group
FIX Repeating Group.
GroupInstance
Single FIX Repeating Group entry.
InboundMessageEventArgs
Inbound message event arguments.
IncomingTelecommunicationLinkEventArgs
IncomingTelecommunicationLink event arguments.
KnownSerializedFieldKeys
Message
FIX message.
MessageEventArgs
Message event arguments.
MessageMemoryPool
Message memory pool.
MessageMemoryPoolSettings
Message memory pool settings.
MessageResendingEventArgs
MessageResending event arguments.
MessageSendingEventArgs
MessageSending event arguments.
ProtocolVersionExtensions
ProtocolVersionHelper
ProxySettings
Proxy settings.
SerializedMessage
Pre-serialized message representation.
Session
A FIX Session. It is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. A single FIX session can exist across multiple sequential (not concurrent) physical connections. A FIX Connection is comprised of three parts: logon, message exchange, and logout. A FIX Session is comprised of one or more FIX Connections, meaning that a FIX Session spans multiple logins. Parties can connect and disconnect multiple times while maintaining a single FIX session. Connecting parties must bi-laterally agree as to when sessions are to be started/stopped based upon individual system and time zone requirements. Resetting the inbound and outbound sequence numbers back to 1, for whatever reason, constitutes the beginning of a new FIX session.
SessionErrorEventArgs
Error event arguments.
SessionId
SessionStateChangeEventArgs
StateChanged event arguments.
SessionWarningEventArgs
Warning event arguments.
SslSettings
Contains SSL connection parameters.
UnknownIncomingConnectionEventArgs
UnknownIncomingConnection event arguments.
Structs
CertificateValidationArgs
An object that contains the information about the pre-validated certificate and corresponding data.
Field
Message field.
FieldSet.FieldEnumerator
FlatMessage.FieldIterator
Group.GroupInstanceEnumerator
HighResolutionTimeSpan
HighResolutionTimestamp
PortRange
TCP Port range.
SerializedFieldKey
SerializedFieldRef
A temporary reference to a field in the SerializedMessage instance.
Note: The reference is valid only while manipulating it's field value. If another message field is updated, the reference may become invalid. References also are invalidated when the SerializedMessage instance is sent to the counterparty via Send(SerializedMessage) method/>.
Interfaces
IFieldSet
Collection of Fields.
IMessage
Generic FIX Message.
ISession
A FIX Session. It is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. A single FIX session can exist across multiple sequential (not concurrent) physical connections. A FIX Connection is comprised of three parts: logon, message exchange, and logout. A FIX Session is comprised of one or more FIX Connections, meaning that a FIX Session spans multiple logins. Parties can connect and disconnect multiple times while maintaining a single FIX session. Connecting parties must bi-laterally agree as to when sessions are to be started/stopped based upon individual system and time zone requirements. Resetting the inbound and outbound sequence numbers back to 1, for whatever reason, constitutes the beginning of a new FIX session.
ITimestampProvider
Timestamp provider interface.
Enums
EncryptionMethod
FIX Connection Encryption Method.
Engine.State
Engine state.
EngineErrorReason
Engine error reason.
EngineWarningReason
Engine warning reason.
FixStringFormat
Collection of flags which affect the way FIX message is converted to string representation.
MessageMode
Message mode.
MessageValidationFlags
Message validation flags.
ProtocolVersion
Financial Interface eXchange (FIX) protocol version.
ProxyType
Proxy type.
RemoteCertificateNameMismatchOption
SessionErrorReason
Session error reason.
SessionRole
SessionInternal role.
SessionState
Session's state.
SessionStorageType
Session storage type.
SessionWarningReason
Session warning reason.
TimeSpanFormat
TimestampFormat
Delegates
BytesReceivedEventHandler
RemoteCertificateValidationCallback
Represents the method that will handle a remote certificate validation callback during an SSL handshake.