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FIX Namespace Reference

Namespaces

namespace  FIELD
namespace  TYPE

Classes

class  Acceptor
 Base for classes which act as an acceptor for incoming connections. More...
class  Application
 This interface must be implemented to define what your FIX application does. More...
class  SynchronizedApplication
 This is a special implementation of the Application interface that takes in another Application interface and synchronizes all of its callbacks. More...
class  NullApplication
 An empty implementation of an Application. More...
class  CallStack
 Keeps track of callstacks for multiple threads. More...
class  DatabaseConnectionID
class  DatabaseConnectionPool
class  DataDictionary
 Represents a data dictionary for a version of FIX. More...
class  DataDictionaryProvider
 Queries for DataDictionary based on appropriate version of FIX. More...
class  Dictionary
 For storage and retrieval of key/value pairs. More...
class  DOMAttributes
 Interface that represents attribute from underlying XML parser. More...
class  DOMNode
 Interface that represents node from underlying XML parser. More...
class  DOMDocument
 Interface that represents document of underlying XML parser. More...
class  Event
 Portable implementation of an event/conditional mutex. More...
struct  Exception
 Base QuickFIX exception type. More...
struct  DataDictionaryNotFound
 DataDictionary not found for BeginString or ApplVerID. More...
struct  FieldNotFound
 Field not found inside a message. More...
struct  FieldConvertError
 Unable to convert field into its native format. More...
struct  MessageParseError
 Unable to parse message. More...
struct  InvalidMessage
 Not a recognizable message. More...
struct  ConfigError
 Application is not configured correctly More...
struct  RuntimeError
 Application encountered serious error during runtime More...
struct  InvalidTagNumber
 Tag number does not exist in specification. More...
struct  RequiredTagMissing
 Required field is not in message. More...
struct  TagNotDefinedForMessage
 Field does not belong to message. More...
struct  NoTagValue
 Field exists in message without a value. More...
struct  IncorrectTagValue
 Field has a value that is out of range. More...
struct  IncorrectDataFormat
 Field has a badly formatted value. More...
struct  IncorrectMessageStructure
 Message is not structured correctly. More...
struct  DuplicateFieldNumber
 Field shows up twice in the message. More...
struct  InvalidMessageType
 Not a known message type. More...
struct  UnsupportedMessageType
 Message type not supported by application. More...
struct  UnsupportedVersion
 Version of FIX is not supported. More...
struct  TagOutOfOrder
 Tag is not in the correct order. More...
struct  RepeatedTag
 Repeated tag not part of repeating group. More...
struct  RepeatingGroupCountMismatch
 Repeated group count not equal to actual count. More...
struct  DoNotSend
 Indicates user does not want to send a message. More...
struct  RejectLogon
 User wants to reject permission to logon. More...
struct  SessionNotFound
 Session cannot be found for specified action. More...
struct  IOException
 IO Error. More...
struct  SocketException
 Socket Error. More...
struct  SocketSendFailed
 Socket send operation failed. More...
struct  SocketRecvFailed
 Socket recv operation failed. More...
struct  SocketCloseFailed
 Socket close operation failed. More...
class  FieldBase
 Base representation of all Field classes. More...
class  StringField
 MSC doesn't support partial template specialization so we have this. More...
class  CharField
 Field that contains a character value. More...
class  DoubleField
 Field that contains a double value. More...
class  IntField
 Field that contains an integer value. More...
class  BoolField
 Field that contains a boolean value. More...
class  UtcTimeStampField
 Field that contains a UTC time stamp value. More...
class  UtcDateField
 Field that contains a UTC date value. More...
class  UtcTimeOnlyField
 Field that contains a UTC time value. More...
class  CheckSumField
 Field that contains a checksum value. More...
struct  EmptyConvertor
 Empty convertor is a no-op. More...
struct  IntConvertor
 Converts integer to/from a string. More...
struct  CheckSumConvertor
 Converts checksum to/from a string. More...
struct  DoubleConvertor
 Converts double to/from a string. More...
struct  CharConvertor
 Converts character to/from a string. More...
struct  BoolConvertor
 Converts boolean to/from a string. More...
struct  UtcTimeStampConvertor
 Converts a UtcTimeStamp to/from a string. More...
struct  UtcTimeOnlyConvertor
 Converts a UtcTimeOnly to/from a string. More...
struct  UtcDateConvertor
 Converts a UtcDate to/from a string. More...
class  FieldMap
 Stores and organizes a collection of Fields. More...
struct  DateTime
 Date and Time stored as a Julian day number and number of milliseconds since midnight. More...
class  UtcTimeStamp
 Date and Time represented in UTC. More...
class  LocalTimeStamp
 Date and Time represented in local time. More...
class  UtcTimeOnly
 Time only represented in UTC. More...
class  LocalTimeOnly
 Time only represented in local time. More...
class  UtcDate
 Date only represented in UTC. More...
class  LocalDate
 Date only represented in local time. More...
class  FileLogFactory
 Creates a file based implementation of Log. More...
class  FileLog
 File based implementation of Log. More...
class  FileStoreFactory
 Creates a file based implementation of MessageStore. More...
class  FileStore
 File based implementation of MessageStore. More...
class  Group
 Base class for all FIX repeating groups. More...
class  HttpConnection
 Encapsulates a HTTP socket file descriptor. More...
class  HttpMessage
 HTTP Message that implemented GET functionality. More...
class  HttpParser
 Parses HTTP messages off an input stream. More...
class  HttpServer
 Basic HTTP Server. More...
class  Initiator
 Base for classes which act as an initiator for establishing connections. More...
class  LIBXML_DOMAttributes
 XML attribute as represented by libxml. More...
class  LIBXML_DOMNode
 XML node as represented by libxml. More...
class  LIBXML_DOMDocument
 XML document as represented by libxml. More...
class  LogFactory
 This interface must be implemented to create a Log. More...
class  ScreenLogFactory
 Creates a screen based implementation of Log. More...
class  Log
 This interface must be implemented to log messages and events. More...
class  NullLog
 Null implementation of Log. More...
class  ScreenLog
 Screen based implementation of Log. More...
class  Message
 Base class for all FIX messages. More...
class  MessageCracker
 Takes in a generic Message and produces an object that represents its specific version and message type. More...
struct  header_order
 Sorts fields in correct header order. More...
struct  trailer_order
 Sorts fields in correct trailer order. More...
struct  group_order
 Sorts fields in correct group order. More...
struct  message_order
 Sorts fields in header, normal, or trailer order. More...
class  MessageStoreFactory
 This interface must be implemented to create a MessageStore. More...
class  MemoryStoreFactory
 Creates a memory based implementation of MessageStore. More...
class  MessageStore
 This interface must be implemented to store and retrieve messages and sequence numbers. More...
class  MemoryStore
 Memory based implementation of MessageStore. More...
class  MessageStoreFactoryExceptionWrapper
class  MessageStoreExceptionWrapper
class  MSXML_DOMAttributes
 XML attribute as represented by msxml. More...
class  MSXML_DOMNode
 XML node as represented by msxml. More...
class  MSXML_DOMDocument
 XML document as represented by msxml. More...
class  Mutex
 Portable implementation of a mutex. More...
class  Locker
 Locks/Unlocks a mutex using RAII. More...
class  ReverseLocker
 Does the opposite of the Locker to ensure mutex ends up in a locked state. More...
class  NullStoreFactory
 Null implementation of MessageStore. More...
class  NullStore
 Null implementation of MessageStore. More...
class  Parser
 Parses FIX messages off an input stream. More...
class  Queue
 A thread safe monitored queue. More...
class  Responder
 Interface implements sending on and disconnecting a transport. More...
class  Session
 Maintains the state and implements the logic of a FIX session. More...
class  SessionFactory
 Responsible for creating Session objects. More...
class  SessionID
 Unique session id consists of BeginString, SenderCompID and TargetCompID. More...
class  SessionSettings
 Container for setting dictionaries mapped to sessions. More...
class  SessionState
 Maintains all of state for the Session class. More...
class  Settings
 Internal representation of QuickFIX configuration settings. More...
class  SocketAcceptor
 Socket implementation of Acceptor. More...
class  SocketConnection
 Encapsulates a socket file descriptor (single-threaded). More...
class  ConnectorWrapper
 Handles events from SocketMonitor for client connections. More...
class  SocketConnector
 Connects sockets to remote ports and addresses. More...
class  SocketInitiator
 Socket implementation of Initiator. More...
class  SocketMonitor
 Monitors events on a collection of sockets. More...
class  ServerWrapper
 Handles events from SocketMonitor for server connections. More...
struct  SocketInfo
 Information about listening socket. More...
class  SocketServer
 Listens for and accepts incoming socket connections on a port. More...
class  ThreadedSocketAcceptor
 Threaded Socket implementation of Acceptor. More...
class  ThreadedSocketConnection
 Encapsulates a socket file descriptor (multi-threaded). More...
class  ThreadedSocketInitiator
 Threaded Socket implementation of Initiator. More...
class  TimeRange
 Keeps track of when session is active. More...

Typedefs

typedef std::auto_ptr
< DOMAttributes
DOMAttributesPtr
typedef std::auto_ptr< DOMNodeDOMNodePtr
typedef std::auto_ptr
< DOMDocument
DOMDocumentPtr
typedef DoubleField PriceField
typedef DoubleField AmtField
typedef DoubleField QtyField
typedef StringField CurrencyField
typedef StringField MultipleValueStringField
typedef StringField MultipleStringValueField
typedef StringField MultipleCharValueField
typedef StringField ExchangeField
typedef StringField LocalMktDateField
typedef StringField DataField
typedef DoubleField FloatField
typedef DoubleField PriceOffsetField
typedef StringField MonthField
typedef StringField MonthYearField
typedef StringField DayOfMonthField
typedef UtcDateField UtcDateOnlyField
typedef IntField LengthField
typedef IntField NumInGroupField
typedef IntField SeqNumField
typedef DoubleField PercentageField
typedef StringField CountryField
typedef StringField TzTimeOnlyField
typedef StringField TzTimeStampField
typedef EmptyConvertor StringConvertor
typedef UtcDateConvertor UtcDateOnlyConvertor
typedef StringConvertor STRING_CONVERTOR
typedef CharConvertor CHAR_CONVERTOR
typedef DoubleConvertor PRICE_CONVERTOR
typedef IntConvertor INT_CONVERTOR
typedef DoubleConvertor AMT_CONVERTOR
typedef DoubleConvertor QTY_CONVERTOR
typedef StringConvertor CURRENCY_CONVERTOR
typedef StringConvertor MULTIPLEVALUESTRING_CONVERTOR
typedef StringConvertor MULTIPLESTRINGVALUE_CONVERTOR
typedef StringConvertor MULTIPLECHARVALUE_CONVERTOR
typedef StringConvertor EXCHANGE_CONVERTOR
typedef UtcTimeStampConvertor UTCTIMESTAMP_CONVERTOR
typedef BoolConvertor BOOLEAN_CONVERTOR
typedef StringConvertor LOCALMKTDATE_CONVERTOR
typedef StringConvertor DATA_CONVERTOR
typedef DoubleConvertor FLOAT_CONVERTOR
typedef DoubleConvertor PRICEOFFSET_CONVERTOR
typedef StringConvertor MONTHYEAR_CONVERTOR
typedef StringConvertor DAYOFMONTH_CONVERTOR
typedef UtcDateConvertor UTCDATE_CONVERTOR
typedef UtcTimeOnlyConvertor UTCTIMEONLY_CONVERTOR
typedef IntConvertor NUMINGROUP_CONVERTOR
typedef DoubleConvertor PERCENTAGE_CONVERTOR
typedef IntConvertor SEQNUM_CONVERTOR
typedef IntConvertor LENGTH_CONVERTOR
typedef StringConvertor COUNTRY_CONVERTOR
typedef StringConvertor TZTIMEONLY_CONVERTOR
typedef StringConvertor TZTIMESTAMP_CONVERTOR
typedef StringConvertor XMLDATA_CONVERTOR
typedef StringConvertor LANGUAGE_CONVERTOR
typedef CheckSumConvertor CHECKSUM_CONVERTOR
typedef UtcDate UtcDateOnly
typedef std::string STRING
typedef char CHAR
typedef double PRICE
typedef int INT
typedef double AMT
typedef double QTY
typedef std::string CURRENCY
typedef std::string MULTIPLEVALUESTRING
typedef std::string MULTIPLESTRINGVALUE
typedef std::string MULTIPLECHARVALUE
typedef std::string EXCHANGE
typedef UtcTimeStamp UTCTIMESTAMP
typedef bool BOOLEAN
typedef std::string LOCALMKTDATE
typedef std::string DATA
typedef double FLOAT
typedef double PRICEOFFSET
typedef std::string MONTHYEAR
typedef std::string DAYOFMONTH
typedef UtcDate UTCDATE
typedef UtcDateOnly UTCDATEONLY
typedef UtcTimeOnly UTCTIMEONLY
typedef int NUMINGROUP
typedef double PERCENTAGE
typedef int SEQNUM
typedef int LENGTH
typedef std::string COUNTRY
typedef std::string TZTIMEONLY
typedef std::string TZTIMESTAMP
typedef std::string XMLDATA
typedef std::string LANGUAGE
typedef FieldMap Header
typedef FieldMap Trailer
typedef std::less< int > normal_order
typedef void *( THREAD_START_ROUTINE )(void *)
typedef pthread_t thread_id

Functions

std::ostream & operator<< (std::ostream &ostream, const CallStack::Method &method)
bool operator== (const CallStack::Method &rhs, const CallStack::Method &lhs)
bool operator< (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs)
bool operator== (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs)
bool operator!= (const DatabaseConnectionID &lhs, const DatabaseConnectionID &rhs)
std::ostream & operator<< (std::ostream &stream, const FieldBase &field)
bool operator< (const StringField &lhs, const char *rhs)
bool operator< (const char *lhs, const StringField &rhs)
bool operator> (const StringField &lhs, const char *rhs)
bool operator> (const char *lhs, const StringField &rhs)
bool operator== (const StringField &lhs, const char *rhs)
bool operator== (const char *lhs, const StringField &rhs)
bool operator!= (const StringField &lhs, const char *rhs)
bool operator!= (const char *lhs, const StringField &rhs)
bool operator<= (const StringField &lhs, const char *rhs)
bool operator<= (const char *lhs, const StringField &rhs)
bool operator>= (const StringField &lhs, const char *rhs)
bool operator>= (const char *lhs, const StringField &rhs)
bool operator< (const StringField &lhs, const std::string &rhs)
bool operator< (const std::string &lhs, const StringField &rhs)
bool operator> (const StringField &lhs, const std::string &rhs)
bool operator> (const std::string &lhs, const StringField &rhs)
bool operator== (const StringField &lhs, const std::string &rhs)
bool operator== (const std::string &lhs, const StringField &rhs)
bool operator!= (const StringField &lhs, const std::string &rhs)
bool operator!= (const std::string &lhs, const StringField &rhs)
bool operator<= (const StringField &lhs, const std::string &rhs)
bool operator<= (const std::string &lhs, const StringField &rhs)
bool operator>= (const StringField &lhs, const std::string &rhs)
bool operator>= (const std::string &lhs, const StringField &rhs)
template<class T >
char * integer_to_string (char *buf, const size_t len, T t)
template<class T >
char * integer_to_string_padded (char *buf, const size_t len, T t, const size_t width=0, const char paddingChar= '0')
bool operator== (const DateTime &lhs, const DateTime &rhs)
bool operator!= (const DateTime &lhs, const DateTime &rhs)
bool operator< (const DateTime &lhs, const DateTime &rhs)
bool operator> (const DateTime &lhs, const DateTime &rhs)
bool operator<= (const DateTime &lhs, const DateTime &rhs)
bool operator>= (const DateTime &lhs, const DateTime &rhs)
int operator- (const DateTime &lhs, const DateTime &rhs)
 Calculate the difference between two DateTime values and return the result as a number of seconds.
std::ostream & operator<< (std::ostream &stream, const HttpMessage &message)
std::ostream & operator<< (std::ostream &stream, const Message &message)
MsgType identifyType (const std::string &message) throw ( MessageParseError )
 Parse the type of a message from a string.
bool operator< (const SessionID &lhs, const SessionID &rhs)
bool operator== (const SessionID &lhs, const SessionID &rhs)
bool operator!= (const SessionID &lhs, const SessionID &rhs)
std::ostream & operator<< (std::ostream &stream, const SessionID &sessionID)
std::istream & operator>> (std::istream &stream, SessionID &sessionID)
std::istream & operator>> (std::istream &stream, SessionSettings &s) throw ( ConfigError )
std::ostream & operator<< (std::ostream &stream, const SessionSettings &s)
bool isComment (const std::string &line)
bool isSection (const std::string &line)
std::string splitSection (const std::string &line)
bool isKeyValue (const std::string &line)
std::pair< std::string,
std::string > 
splitKeyValue (const std::string &line)
std::istream & operator>> (std::istream &stream, Settings &s)
void string_replace (const std::string &oldValue, const std::string &newValue, std::string &value)
std::string string_toUpper (const std::string &value)
std::string string_toLower (const std::string &value)
std::string string_strip (const std::string &value)
void socket_init ()
void socket_term ()
int socket_createAcceptor (int port, bool reuse)
int socket_createConnector ()
int socket_connect (int socket, const char *address, int port)
int socket_accept (int s)
int socket_send (int s, const char *msg, int length)
void socket_close (int s)
bool socket_fionread (int s, int &bytes)
bool socket_disconnected (int s)
int socket_setsockopt (int s, int opt)
int socket_setsockopt (int s, int opt, int optval)
int socket_getsockopt (int s, int opt, int &optval)
int socket_fcntl (int s, int opt, int arg)
int socket_getfcntlflag (int s, int arg)
int socket_setfcntlflag (int s, int arg)
void socket_setnonblock (int socket)
bool socket_isValid (int socket)
bool socket_isBad (int s)
void socket_invalidate (int &socket)
short socket_hostport (int socket)
const char * socket_hostname (int socket)
const char * socket_hostname (const char *name)
const char * socket_peername (int socket)
std::pair< int, int > socket_createpair ()
tm time_gmtime (const time_t *t)
tm time_localtime (const time_t *t)
bool thread_spawn (THREAD_START_ROUTINE func, void *var, thread_id &thread)
bool thread_spawn (THREAD_START_ROUTINE func, void *var)
void thread_join (thread_id thread)
void thread_detach (thread_id thread)
thread_id thread_self ()
void process_sleep (double s)
std::string file_separator ()
void file_mkdir (const char *path)
FILE * file_fopen (const char *path, const char *mode)
void file_fclose (FILE *file)
bool file_exists (const char *path)
void file_unlink (const char *path)
int file_rename (const char *oldpath, const char *newpath)
std::string file_appendpath (const std::string &path, const std::string &file)

Variables

static int const headerOrder []
const char BEGINSTRING [] = "BeginString"
const char SENDERCOMPID [] = "SenderCompID"
const char TARGETCOMPID [] = "TargetCompID"
const char SESSION_QUALIFIER [] = "SessionQualifier"
const char DEFAULT_APPLVERID [] = "DefaultApplVerID"
const char CONNECTION_TYPE [] = "ConnectionType"
const char USE_DATA_DICTIONARY [] = "UseDataDictionary"
const char SEND_RESETSEQNUMFLAG [] = "SendResetSeqNumFlag"
const char SEND_REDUNDANT_RESENDREQUESTS [] = "SendRedundantResendRequests"
const char DATA_DICTIONARY [] = "DataDictionary"
const char TRANSPORT_DATA_DICTIONARY [] = "TransportDataDictionary"
const char APP_DATA_DICTIONARY [] = "AppDataDictionary"
const char USE_LOCAL_TIME [] = "UseLocalTime"
const char START_TIME [] = "StartTime"
const char END_TIME [] = "EndTime"
const char START_DAY [] = "StartDay"
const char END_DAY [] = "EndDay"
const char LOGON_TIME [] = "LogonTime"
const char LOGOUT_TIME [] = "LogoutTime"
const char LOGON_DAY [] = "LogonDay"
const char LOGOUT_DAY [] = "LogoutDay"
const char CHECK_COMPID [] = "CheckCompID"
const char CHECK_LATENCY [] = "CheckLatency"
const char MAX_LATENCY [] = "MaxLatency"
const char HEARTBTINT [] = "HeartBtInt"
const char SOCKET_ACCEPT_PORT [] = "SocketAcceptPort"
const char SOCKET_REUSE_ADDRESS [] = "SocketReuseAddress"
const char SOCKET_CONNECT_HOST [] = "SocketConnectHost"
const char SOCKET_CONNECT_PORT [] = "SocketConnectPort"
const char SOCKET_NODELAY [] = "SocketNodelay"
const char SOCKET_SEND_BUFFER_SIZE [] = "SendBufferSize"
const char SOCKET_RECEIVE_BUFFER_SIZE [] = "ReceiveBufferSize"
const char RECONNECT_INTERVAL [] = "ReconnectInterval"
const char VALIDATE_FIELDS_OUT_OF_ORDER [] = "ValidateFieldsOutOfOrder"
const char VALIDATE_FIELDS_HAVE_VALUES [] = "ValidateFieldsHaveValues"
const char VALIDATE_USER_DEFINED_FIELDS [] = "ValidateUserDefinedFields"
const char LOGON_TIMEOUT [] = "LogonTimeout"
const char LOGOUT_TIMEOUT [] = "LogoutTimeout"
const char FILE_STORE_PATH [] = "FileStorePath"
const char MYSQL_STORE_USECONNECTIONPOOL [] = "MySQLStoreUseConnectionPool"
const char MYSQL_STORE_DATABASE [] = "MySQLStoreDatabase"
const char MYSQL_STORE_USER [] = "MySQLStoreUser"
const char MYSQL_STORE_PASSWORD [] = "MySQLStorePassword"
const char MYSQL_STORE_HOST [] = "MySQLStoreHost"
const char MYSQL_STORE_PORT [] = "MySQLStorePort"
const char POSTGRESQL_STORE_USECONNECTIONPOOL [] = "PostgreSQLStoreUseConnectionPool"
const char POSTGRESQL_STORE_DATABASE [] = "PostgreSQLStoreDatabase"
const char POSTGRESQL_STORE_USER [] = "PostgreSQLStoreUser"
const char POSTGRESQL_STORE_PASSWORD [] = "PostgreSQLStorePassword"
const char POSTGRESQL_STORE_HOST [] = "PostgreSQLStoreHost"
const char POSTGRESQL_STORE_PORT [] = "PostgreSQLStorePort"
const char ODBC_STORE_USER [] = "OdbcStoreUser"
const char ODBC_STORE_PASSWORD [] = "OdbcStorePassword"
const char ODBC_STORE_CONNECTION_STRING [] = "OdbcStoreConnectionString"
const char FILE_LOG_PATH [] = "FileLogPath"
const char FILE_LOG_BACKUP_PATH [] = "FileLogBackupPath"
const char SCREEN_LOG_SHOW_INCOMING [] = "ScreenLogShowIncoming"
const char SCREEN_LOG_SHOW_OUTGOING [] = "ScreenLogShowOutgoing"
const char SCREEN_LOG_SHOW_EVENTS [] = "ScreenLogShowEvents"
const char MYSQL_LOG_USECONNECTIONPOOL [] = "MySQLLogUseConnectionPool"
const char MYSQL_LOG_DATABASE [] = "MySQLLogDatabase"
const char MYSQL_LOG_USER [] = "MySQLLogUser"
const char MYSQL_LOG_PASSWORD [] = "MySQLLogPassword"
const char MYSQL_LOG_HOST [] = "MySQLLogHost"
const char MYSQL_LOG_PORT [] = "MySQLLogPort"
const char MYSQL_LOG_INCOMING_TABLE [] = "MySQLLogIncomingTable"
const char MYSQL_LOG_OUTGOING_TABLE [] = "MySQLLogOutgoingTable"
const char MYSQL_LOG_EVENT_TABLE [] = "MySQLLogEventTable"
const char POSTGRESQL_LOG_USECONNECTIONPOOL [] = "PostgreSQLLogUseConnectionPool"
const char POSTGRESQL_LOG_DATABASE [] = "PostgreSQLLogDatabase"
const char POSTGRESQL_LOG_USER [] = "PostgreSQLLogUser"
const char POSTGRESQL_LOG_PASSWORD [] = "PostgreSQLLogPassword"
const char POSTGRESQL_LOG_HOST [] = "PostgreSQLLogHost"
const char POSTGRESQL_LOG_PORT [] = "PostgreSQLLogPort"
const char POSTGRESQL_LOG_INCOMING_TABLE [] = "PostgreSQLLogIncomingTable"
const char POSTGRESQL_LOG_OUTGOING_TABLE [] = "PostgreSQLLogOutgoingTable"
const char POSTGRESQL_LOG_EVENT_TABLE [] = "PostgreSQLLogEventTable"
const char ODBC_LOG_USER [] = "OdbcLogUser"
const char ODBC_LOG_PASSWORD [] = "OdbcLogPassword"
const char ODBC_LOG_CONNECTION_STRING [] = "OdbcLogConnectionString"
const char ODBC_LOG_INCOMING_TABLE [] = "OdbcLogIncomingTable"
const char ODBC_LOG_OUTGOING_TABLE [] = "OdbcLogOutgoingTable"
const char ODBC_LOG_EVENT_TABLE [] = "OdbcLogEventTable"
const char RESET_ON_LOGON [] = "ResetOnLogon"
const char RESET_ON_LOGOUT [] = "ResetOnLogout"
const char RESET_ON_DISCONNECT [] = "ResetOnDisconnect"
const char REFRESH_ON_LOGON [] = "RefreshOnLogon"
const char MILLISECONDS_IN_TIMESTAMP [] = "MillisecondsInTimeStamp"
const char HTTP_ACCEPT_PORT [] = "HttpAcceptPort"
const char PERSIST_MESSAGES [] = "PersistMessages"
const char BeginString_FIXT11 [] = "FIXT.1.1"
const char BeginString_FIX50 [] = "FIX.5.0"
const char BeginString_FIX44 [] = "FIX.4.4"
const char BeginString_FIX43 [] = "FIX.4.3"
const char BeginString_FIX42 [] = "FIX.4.2"
const char BeginString_FIX41 [] = "FIX.4.1"
const char BeginString_FIX40 [] = "FIX.4.0"
const char SessionRejectReason_INVALID_TAG_NUMBER_TEXT [] = "Invalid tag number"
const char SessionRejectReason_REQUIRED_TAG_MISSING_TEXT [] = "Required tag missing"
const char SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE_TEXT [] = "Tag not defined for this message type"
const char SessionRejectReason_UNDEFINED_TAG_TEXT [] = "Undefined Tag"
const char SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE_TEXT [] = "Tag specified without a value"
const char SessionRejectReason_VALUE_IS_INCORRECT_TEXT [] = "Value is incorrect (out of range) for this tag"
const char SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE_TEXT [] = "Incorrect data format for value"
const char SessionRejectReason_DECRYPTION_PROBLEM_TEXT [] = "Decryption problem"
const char SessionRejectReason_SIGNATURE_PROBLEM_TEXT [] = "Signature problem"
const char SessionRejectReason_COMPID_PROBLEM_TEXT [] = "CompID problem"
const char SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM_TEXT [] = "SendingTime accuracy problem"
const char SessionRejectReason_INVALID_MSGTYPE_TEXT [] = "Invalid MsgType"
const char SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE_TEXT [] = "Tag appears more than once"
const char SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER_TEXT [] = "Tag specified out of required order"
const char SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP_TEXT [] = "Incorrect NumInGroup count for repeating group"
const char BusinessRejectReason_OTHER_TEXT [] = "Other"
const char BusinessRejectReason_UNKNOWN_ID_TEXT [] = "Unknown ID"
const char BusinessRejectReason_UNKNOWN_SECURITY_TEXT [] = "Unknown Security"
const char BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE_TEXT [] = "Unsupported Message Type"
const char BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT [] = "Application Not Available"
const char BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING_TEXT [] = "Conditionally Required Field Missing"
const char BusinessRejectReason_NOT_AUTHORIZED_TEXT [] = "Not Authorized"
const char BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME_TEXT [] = "Deliver to firm not available at this time"

Typedef Documentation

typedef double FIX::AMT

Definition at line 630 of file FieldTypes.h.

Definition at line 635 of file FieldConvertors.h.

Definition at line 435 of file Field.h.

typedef bool FIX::BOOLEAN

Definition at line 638 of file FieldTypes.h.

Definition at line 643 of file FieldConvertors.h.

typedef char FIX::CHAR

Definition at line 627 of file FieldTypes.h.

Definition at line 632 of file FieldConvertors.h.

Definition at line 661 of file FieldConvertors.h.

typedef std::string FIX::COUNTRY

Definition at line 652 of file FieldTypes.h.

Definition at line 656 of file FieldConvertors.h.

Definition at line 454 of file Field.h.

typedef std::string FIX::CURRENCY

Definition at line 632 of file FieldTypes.h.

Definition at line 637 of file FieldConvertors.h.

Definition at line 437 of file Field.h.

typedef std::string FIX::DATA

Definition at line 640 of file FieldTypes.h.

Definition at line 645 of file FieldConvertors.h.

Definition at line 443 of file Field.h.

typedef std::string FIX::DAYOFMONTH

Definition at line 644 of file FieldTypes.h.

Definition at line 649 of file FieldConvertors.h.

Definition at line 448 of file Field.h.

typedef std::auto_ptr<DOMAttributes> FIX::DOMAttributesPtr

Definition at line 43 of file DOMDocument.h.

typedef std::auto_ptr<DOMDocument> FIX::DOMDocumentPtr

Definition at line 71 of file DOMDocument.h.

typedef std::auto_ptr<DOMNode> FIX::DOMNodePtr

Definition at line 57 of file DOMDocument.h.

typedef std::string FIX::EXCHANGE

Definition at line 636 of file FieldTypes.h.

Definition at line 641 of file FieldConvertors.h.

Definition at line 441 of file Field.h.

typedef double FIX::FLOAT

Definition at line 641 of file FieldTypes.h.

Definition at line 646 of file FieldConvertors.h.

Definition at line 444 of file Field.h.

Definition at line 41 of file Message.h.

typedef int FIX::INT

Definition at line 629 of file FieldTypes.h.

Definition at line 634 of file FieldConvertors.h.

typedef std::string FIX::LANGUAGE

Definition at line 656 of file FieldTypes.h.

Definition at line 660 of file FieldConvertors.h.

typedef int FIX::LENGTH

Definition at line 651 of file FieldTypes.h.

Definition at line 655 of file FieldConvertors.h.

Definition at line 450 of file Field.h.

typedef std::string FIX::LOCALMKTDATE

Definition at line 639 of file FieldTypes.h.

Definition at line 644 of file FieldConvertors.h.

Definition at line 442 of file Field.h.

Definition at line 446 of file Field.h.

typedef std::string FIX::MONTHYEAR

Definition at line 643 of file FieldTypes.h.

Definition at line 648 of file FieldConvertors.h.

Definition at line 447 of file Field.h.

typedef std::string FIX::MULTIPLECHARVALUE

Definition at line 635 of file FieldTypes.h.

Definition at line 640 of file FieldConvertors.h.

Definition at line 440 of file Field.h.

typedef std::string FIX::MULTIPLESTRINGVALUE

Definition at line 634 of file FieldTypes.h.

Definition at line 639 of file FieldConvertors.h.

Definition at line 439 of file Field.h.

typedef std::string FIX::MULTIPLEVALUESTRING

Definition at line 633 of file FieldTypes.h.

Definition at line 638 of file FieldConvertors.h.

Definition at line 438 of file Field.h.

typedef std::less< int > FIX::normal_order

Definition at line 104 of file MessageSorters.h.

typedef int FIX::NUMINGROUP

Definition at line 648 of file FieldTypes.h.

Definition at line 652 of file FieldConvertors.h.

Definition at line 451 of file Field.h.

typedef double FIX::PERCENTAGE

Definition at line 649 of file FieldTypes.h.

Definition at line 653 of file FieldConvertors.h.

Definition at line 453 of file Field.h.

typedef double FIX::PRICE

Definition at line 628 of file FieldTypes.h.

Definition at line 633 of file FieldConvertors.h.

Definition at line 434 of file Field.h.

typedef double FIX::PRICEOFFSET

Definition at line 642 of file FieldTypes.h.

Definition at line 647 of file FieldConvertors.h.

Definition at line 445 of file Field.h.

typedef double FIX::QTY

Definition at line 631 of file FieldTypes.h.

Definition at line 636 of file FieldConvertors.h.

Definition at line 436 of file Field.h.

typedef int FIX::SEQNUM

Definition at line 650 of file FieldTypes.h.

Definition at line 654 of file FieldConvertors.h.

Definition at line 452 of file Field.h.

typedef std::string FIX::STRING

Definition at line 626 of file FieldTypes.h.

Definition at line 631 of file FieldConvertors.h.

Definition at line 121 of file FieldConvertors.h.

typedef pthread_t FIX::thread_id

Definition at line 149 of file Utility.h.

typedef void*( FIX::THREAD_START_ROUTINE)(void *)

Definition at line 142 of file Utility.h.

Definition at line 42 of file Message.h.

typedef std::string FIX::TZTIMEONLY

Definition at line 653 of file FieldTypes.h.

Definition at line 657 of file FieldConvertors.h.

Definition at line 455 of file Field.h.

typedef std::string FIX::TZTIMESTAMP

Definition at line 654 of file FieldTypes.h.

Definition at line 658 of file FieldConvertors.h.

Definition at line 456 of file Field.h.

Definition at line 645 of file FieldTypes.h.

Definition at line 650 of file FieldConvertors.h.

Definition at line 646 of file FieldTypes.h.

Definition at line 624 of file FieldTypes.h.

Definition at line 629 of file FieldConvertors.h.

Definition at line 449 of file Field.h.

Definition at line 647 of file FieldTypes.h.

Definition at line 651 of file FieldConvertors.h.

Definition at line 637 of file FieldTypes.h.

Definition at line 642 of file FieldConvertors.h.

typedef std::string FIX::XMLDATA

Definition at line 655 of file FieldTypes.h.

Definition at line 659 of file FieldConvertors.h.


Function Documentation

std::string FIX::file_appendpath ( const std::string &  path,
const std::string &  file 
)
bool FIX::file_exists ( const char *  path  ) 
void FIX::file_fclose ( FILE *  file  ) 

Referenced by FIX::FileLog::backup().

FILE * FIX::file_fopen ( const char *  path,
const char *  mode 
)
void FIX::file_mkdir ( const char *  path  ) 
int FIX::file_rename ( const char *  oldpath,
const char *  newpath 
)

Referenced by FIX::FileLog::backup().

std::string FIX::file_separator (  ) 
void FIX::file_unlink ( const char *  path  ) 

Referenced by FIX::FileStore::open().

MsgType FIX::identifyType ( const std::string &  message  )  throw ( MessageParseError ) [inline]

Parse the type of a message from a string.

Definition at line 378 of file Message.h.

Referenced by FIX::Session::next().

00380 {
00381   std::string::size_type pos = message.find( "\00135=" );
00382   if ( pos == std::string::npos ) throw MessageParseError();
00383 
00384   std::string::size_type startValue = pos + 4;
00385   std::string::size_type soh = message.find_first_of( '\001', startValue );
00386   if ( soh == std::string::npos ) throw MessageParseError();
00387 
00388   std::string value = message.substr( startValue, soh - startValue );
00389   return MsgType( value );
00390 }

template<class T >
char* FIX::integer_to_string ( char *  buf,
const size_t  len,
t 
) [inline]

Definition at line 37 of file FieldConvertors.h.

Referenced by FIX::IntConvertor::convert(), and integer_to_string_padded().

00038 {
00039   const bool isNegative = t < 0;
00040   char* p = buf + len;
00041 
00042   *--p = '\0';
00043 
00044   if( isNegative )
00045   {
00046     if( t == (std::numeric_limits<T>::min)() )
00047     {
00048       *--p = '0' + (char)((10-t%10)%10);
00049       t/=10;
00050     }
00051     t = -t;
00052     do
00053     {
00054       *--p = '0' + (char)(t % 10);
00055       t /= 10;
00056     } while (t > 0);
00057     *--p = '-';
00058   }
00059   else
00060   {
00061     do
00062     {
00063       *--p = '0' + (char)(t % 10);
00064       t /= 10;
00065     } while( t > 0 );
00066   }
00067   return p;
00068 }

template<class T >
char* FIX::integer_to_string_padded ( char *  buf,
const size_t  len,
t,
const size_t  width = 0,
const char  paddingChar = '0' 
) [inline]

Definition at line 72 of file FieldConvertors.h.

References integer_to_string().

Referenced by FIX::UtcDateConvertor::convert(), FIX::UtcTimeOnlyConvertor::convert(), FIX::UtcTimeStampConvertor::convert(), and FIX::CheckSumConvertor::convert().

00075 {
00076   if( !width ) return integer_to_string( buf, len, t );
00077 
00078   const bool isNegative = t < 0;
00079   char* p = buf + len;
00080 
00081   *--p = '\0';
00082 
00083   if( isNegative )
00084   {
00085     if( t == (std::numeric_limits<T>::min)() )
00086     {
00087       *--p = '0' + (char)(( 10 -t % 10 ) % 10);
00088       t/=10;
00089     }
00090     t=-t;
00091     do
00092     {
00093       *--p = '0' + (char)(t % 10);
00094       t /= 10;
00095     } while (t > 0);
00096     if( p > buf )
00097       *--p = '-';
00098   }
00099   else
00100   {
00101     do
00102     {
00103       *--p = '0' + (char)(t % 10);
00104       t /= 10;
00105     } while( t > 0 );
00106   }
00107   const char* stop_p = buf + len - width - 1;
00108   if( stop_p < buf ) stop_p = buf;
00109   while( p > stop_p )
00110     *--p = paddingChar;
00111   return p;
00112 }

bool FIX::isComment ( const std::string &  line  ) 

Definition at line 31 of file Settings.cpp.

00032 {
00033   if( line.size() == 0 )
00034     return false;
00035 
00036   return line[0] == '#';
00037 }

bool FIX::isKeyValue ( const std::string &  line  ) 

Definition at line 52 of file Settings.cpp.

00053 {
00054   return line.find( '=' ) != std::string::npos;
00055 }

bool FIX::isSection ( const std::string &  line  ) 

Definition at line 39 of file Settings.cpp.

00040 {
00041   if( line.size() == 0 )
00042     return false;
00043 
00044   return line[0] == '[' && line[line.size()-1] == ']';
00045 }

bool FIX::operator!= ( const SessionID &  lhs,
const SessionID &  rhs 
) [inline]

Definition at line 147 of file SessionID.h.

00148 {
00149   return !( lhs == rhs );
00150 }

bool FIX::operator!= ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 242 of file Field.h.

References FIX::StringField::getValue().

00243   { return lhs != rhs.getValue(); }

bool FIX::operator!= ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 240 of file Field.h.

References FIX::StringField::getValue().

00241   { return lhs.getValue() != rhs; }

bool FIX::operator!= ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 217 of file Field.h.

References FIX::StringField::getValue().

00218   { return lhs != rhs.getValue(); }

bool FIX::operator!= ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 215 of file Field.h.

References FIX::StringField::getValue().

00216   { return lhs.getValue() != rhs; }

bool FIX::operator!= ( const DatabaseConnectionID &  lhs,
const DatabaseConnectionID &  rhs 
) [inline]

Definition at line 99 of file DatabaseConnectionID.h.

00100 {
00101   return !( lhs == rhs );
00102 }

bool FIX::operator< ( const SessionID &  lhs,
const SessionID &  rhs 
) [inline]

Definition at line 137 of file SessionID.h.

References FIX::SessionID::toStringFrozen().

00138 {
00139   return lhs.toStringFrozen() < rhs.toStringFrozen();
00140 }

bool FIX::operator< ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 230 of file Field.h.

References FIX::StringField::getValue().

00231   { return lhs < rhs.getValue(); }

bool FIX::operator< ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 228 of file Field.h.

References FIX::StringField::getValue().

00229   { return lhs.getValue() < rhs; }

bool FIX::operator< ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 205 of file Field.h.

References FIX::StringField::getValue().

00206   { return lhs < rhs.getValue(); }

bool FIX::operator< ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 203 of file Field.h.

References FIX::StringField::getValue().

00204   { return lhs.getValue() < rhs; }

bool FIX::operator< ( const DatabaseConnectionID &  lhs,
const DatabaseConnectionID &  rhs 
) [inline]

Definition at line 66 of file DatabaseConnectionID.h.

References FIX::DatabaseConnectionID::m_database, FIX::DatabaseConnectionID::m_host, FIX::DatabaseConnectionID::m_password, FIX::DatabaseConnectionID::m_port, and FIX::DatabaseConnectionID::m_user.

00067 {
00068   if ( lhs.m_database < rhs.m_database )
00069     return true;
00070   else if ( rhs.m_database < lhs.m_database )
00071     return false;
00072   else if ( lhs.m_user < rhs.m_user )
00073     return true;
00074   else if ( rhs.m_user < lhs.m_user )
00075     return false;
00076   else if ( lhs.m_password < rhs.m_password )
00077     return true;
00078   else if ( rhs.m_password < lhs.m_password )
00079     return false;
00080   else if ( lhs.m_host < rhs.m_host )
00081     return true;
00082   else if ( rhs.m_host < lhs.m_host )
00083     return false;
00084   else if ( lhs.m_port < rhs.m_port )
00085     return true;
00086   else if ( rhs.m_port < lhs.m_port )
00087     return false;
00088   else
00089     return false;
00090 }

std::ostream & FIX::operator<< ( std::ostream &  stream,
const SessionSettings &  s 
)
std::ostream& FIX::operator<< ( std::ostream &  stream,
const SessionID &  sessionID 
) [inline]

Definition at line 153 of file SessionID.h.

00154 {
00155   stream << sessionID.toStringFrozen();
00156   return stream;
00157 }

std::ostream& FIX::operator<< ( std::ostream &  stream,
const Message &  message 
) [inline]

Definition at line 370 of file Message.h.

00371 {
00372   std::string str;
00373   stream << message.toString( str );
00374   return stream;
00375 }

std::ostream& FIX::operator<< ( std::ostream &  stream,
const HttpMessage &  message 
) [inline]

Definition at line 125 of file HttpMessage.h.

00126 {
00127   std::string str;
00128   stream << message.toString( str );
00129   return stream;
00130 }

std::ostream& FIX::operator<< ( std::ostream &  stream,
const FieldBase &  field 
) [inline]

Definition at line 139 of file Field.h.

00140 {
00141   stream << field.getString();
00142   return stream;
00143 }

std::ostream& FIX::operator<< ( std::ostream &  ostream,
const CallStack::Method &  method 
) [inline]

Definition at line 114 of file CallStack.h.

00115 {
00116   return ostream
00117          << method.name.c_str()
00118          << "(" << method.file.c_str() << ":" << method.line << ")";
00119 }

bool FIX::operator<= ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 246 of file Field.h.

References FIX::StringField::getValue().

00247   { return lhs <= rhs.getValue(); }

bool FIX::operator<= ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 244 of file Field.h.

References FIX::StringField::getValue().

00245   { return lhs.getValue() <= rhs; }

bool FIX::operator<= ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 221 of file Field.h.

References FIX::StringField::getValue().

00222   { return lhs <= rhs.getValue(); }

bool FIX::operator<= ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 219 of file Field.h.

References FIX::StringField::getValue().

00220   { return lhs.getValue() <= rhs; }

bool FIX::operator== ( const SessionID &  lhs,
const SessionID &  rhs 
) [inline]

Definition at line 142 of file SessionID.h.

References FIX::SessionID::toStringFrozen().

00143 {
00144   return lhs.toStringFrozen() == rhs.toStringFrozen();
00145 }

bool FIX::operator== ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 238 of file Field.h.

References FIX::StringField::getValue().

00239   { return lhs == rhs.getValue(); }

bool FIX::operator== ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 236 of file Field.h.

References FIX::StringField::getValue().

00237   { return lhs.getValue() == rhs; }

bool FIX::operator== ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 213 of file Field.h.

References FIX::StringField::getValue().

00214   { return lhs == rhs.getValue(); }

bool FIX::operator== ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 211 of file Field.h.

References FIX::StringField::getValue().

00212   { return lhs.getValue() == rhs; }

bool FIX::operator== ( const DatabaseConnectionID &  lhs,
const DatabaseConnectionID &  rhs 
) [inline]

Definition at line 91 of file DatabaseConnectionID.h.

References FIX::DatabaseConnectionID::m_database, FIX::DatabaseConnectionID::m_host, FIX::DatabaseConnectionID::m_password, FIX::DatabaseConnectionID::m_port, and FIX::DatabaseConnectionID::m_user.

00092 {
00093   return ( ( lhs.m_database == rhs.m_database ) &&
00094            ( lhs.m_user == rhs.m_user ) &&
00095            ( lhs.m_password == rhs.m_password ) &&
00096            ( lhs.m_host == rhs.m_host ) &&
00097            ( lhs.m_port == rhs.m_port ));
00098 }

bool FIX::operator== ( const CallStack::Method &  rhs,
const CallStack::Method &  lhs 
) [inline]

Definition at line 121 of file CallStack.h.

References FIX::CallStack::Method::file, FIX::CallStack::Method::line, and FIX::CallStack::Method::name.

00122 {
00123   return lhs.name == rhs.name
00124          && lhs.file == rhs.file
00125          && lhs.line == rhs.line;
00126 }

bool FIX::operator> ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 234 of file Field.h.

References FIX::StringField::getValue().

00235   { return lhs > rhs.getValue(); }

bool FIX::operator> ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 232 of file Field.h.

References FIX::StringField::getValue().

00233   { return lhs.getValue() > rhs; }

bool FIX::operator> ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 209 of file Field.h.

References FIX::StringField::getValue().

00210   { return lhs > rhs.getValue(); }

bool FIX::operator> ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 207 of file Field.h.

References FIX::StringField::getValue().

00208   { return lhs.getValue() > rhs; }

bool FIX::operator>= ( const std::string &  lhs,
const StringField &  rhs 
) [inline]

Definition at line 250 of file Field.h.

References FIX::StringField::getValue().

00251   { return lhs >= rhs.getValue(); }

bool FIX::operator>= ( const StringField &  lhs,
const std::string &  rhs 
) [inline]

Definition at line 248 of file Field.h.

References FIX::StringField::getValue().

00249   { return lhs.getValue() >= rhs; }

bool FIX::operator>= ( const char *  lhs,
const StringField &  rhs 
) [inline]

Definition at line 225 of file Field.h.

References FIX::StringField::getValue().

00226   { return lhs >= rhs.getValue(); }

bool FIX::operator>= ( const StringField &  lhs,
const char *  rhs 
) [inline]

Definition at line 223 of file Field.h.

References FIX::StringField::getValue().

00224   { return lhs.getValue() >= rhs; }

std::istream & FIX::operator>> ( std::istream &  stream,
Settings &  s 
)
std::istream & FIX::operator>> ( std::istream &  stream,
SessionSettings &  s 
) throw ( ConfigError )
std::istream& FIX::operator>> ( std::istream &  stream,
SessionID &  sessionID 
) [inline]

Definition at line 160 of file SessionID.h.

00161 {
00162   std::string str;
00163   stream >> str;
00164   sessionID.fromString( str );
00165   return stream;
00166 }

void FIX::process_sleep ( double  s  ) 
int FIX::socket_accept ( int  s  ) 
void FIX::socket_close ( int  s  ) 
int FIX::socket_connect ( int  socket,
const char *  address,
int  port 
)
int FIX::socket_createAcceptor ( int  port,
bool  reuse 
)
int FIX::socket_createConnector (  ) 
std::pair< int, int > FIX::socket_createpair (  ) 
bool FIX::socket_disconnected ( int  s  ) 
int FIX::socket_fcntl ( int  s,
int  opt,
int  arg 
)
bool FIX::socket_fionread ( int  s,
int &  bytes 
)
int FIX::socket_getfcntlflag ( int  s,
int  arg 
)
int FIX::socket_getsockopt ( int  s,
int  opt,
int &  optval 
)
const char * FIX::socket_hostname ( const char *  name  ) 
const char * FIX::socket_hostname ( int  socket  ) 
short FIX::socket_hostport ( int  socket  ) 
void FIX::socket_init (  ) 
void FIX::socket_invalidate ( int &  socket  ) 
bool FIX::socket_isBad ( int  s  ) 
bool FIX::socket_isValid ( int  socket  ) 
const char * FIX::socket_peername ( int  socket  ) 
int FIX::socket_send ( int  s,
const char *  msg,
int  length 
)
int FIX::socket_setfcntlflag ( int  s,
int  arg 
)
void FIX::socket_setnonblock ( int  socket  ) 
int FIX::socket_setsockopt ( int  s,
int  opt,
int  optval 
)
int FIX::socket_setsockopt ( int  s,
int  opt 
)
void FIX::socket_term (  ) 
std::pair<std::string, std::string> FIX::splitKeyValue ( const std::string &  line  ) 

Definition at line 57 of file Settings.cpp.

00058 {
00059   int equals = line.find( '=' );
00060   std::string key = std::string( line, 0, equals );
00061   std::string value = std::string( line, equals + 1, std::string::npos );
00062   return std::pair<std::string, std::string>( key, value );
00063 }

std::string FIX::splitSection ( const std::string &  line  ) 

Definition at line 47 of file Settings.cpp.

References string_strip().

00048 {
00049   return string_strip(std::string( line, 1, line.size() - 2 ));
00050 }

void FIX::string_replace ( const std::string &  oldValue,
const std::string &  newValue,
std::string &  value 
)
std::string FIX::string_strip ( const std::string &  value  ) 
std::string FIX::string_toLower ( const std::string &  value  ) 
std::string FIX::string_toUpper ( const std::string &  value  ) 
void FIX::thread_detach ( thread_id  thread  ) 
void FIX::thread_join ( thread_id  thread  ) 
thread_id FIX::thread_self (  ) 
bool FIX::thread_spawn ( THREAD_START_ROUTINE  func,
void *  var 
)
bool FIX::thread_spawn ( THREAD_START_ROUTINE  func,
void *  var,
thread_id &  thread 
)
tm FIX::time_gmtime ( const time_t *  t  ) 
tm FIX::time_localtime ( const time_t *  t  ) 

Variable Documentation

const char FIX::APP_DATA_DICTIONARY[] = "AppDataDictionary"

Definition at line 48 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixtDataDictionaries().

const char FIX::BEGINSTRING[] = "BeginString"

Definition at line 37 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set(), and FIX::SessionSettings::validate().

const char FIX::BeginString_FIX40[] = "FIX.4.0"
const char FIX::BeginString_FIX41[] = "FIX.4.1"
const char FIX::BeginString_FIX42[] = "FIX.4.2"
const char FIX::BeginString_FIX43[] = "FIX.4.3"
const char FIX::BeginString_FIX44[] = "FIX.4.4"
const char FIX::BeginString_FIX50[] = "FIX.5.0"
const char FIX::BeginString_FIXT11[] = "FIXT.1.1"
const char FIX::BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT[] = "Application Not Available"

Definition at line 57 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING_TEXT[] = "Conditionally Required Field Missing"

Definition at line 58 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME_TEXT[] = "Deliver to firm not available at this time"

Definition at line 60 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_NOT_AUTHORIZED_TEXT[] = "Not Authorized"

Definition at line 59 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_OTHER_TEXT[] = "Other"

Definition at line 53 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_UNKNOWN_ID_TEXT[] = "Unknown ID"

Definition at line 54 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::BusinessRejectReason_UNKNOWN_SECURITY_TEXT[] = "Unknown Security"

Definition at line 55 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

Definition at line 56 of file Values.h.

Referenced by FIX::Session::generateBusinessReject().

const char FIX::CHECK_COMPID[] = "CheckCompID"
const char FIX::CHECK_LATENCY[] = "CheckLatency"
const char FIX::CONNECTION_TYPE[] = "ConnectionType"
const char FIX::DATA_DICTIONARY[] = "DataDictionary"

Definition at line 46 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixDataDictionary().

const char FIX::DEFAULT_APPLVERID[] = "DefaultApplVerID"
const char FIX::END_DAY[] = "EndDay"

Definition at line 53 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::END_TIME[] = "EndTime"

Definition at line 51 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::FILE_LOG_BACKUP_PATH[] = "FileLogBackupPath"

Definition at line 92 of file SessionSettings.h.

Referenced by FIX::FileLogFactory::create().

const char FIX::FILE_LOG_PATH[] = "FileLogPath"

Definition at line 91 of file SessionSettings.h.

Referenced by FIX::FileLogFactory::create().

const char FIX::FILE_STORE_PATH[] = "FileStorePath"

Definition at line 75 of file SessionSettings.h.

Referenced by FIX::FileStoreFactory::create().

int const FIX::headerOrder[] [static]
Initial value:
  {
    FIELD::BeginString,
    FIELD::BodyLength,
    FIELD::MsgType
  }

Definition at line 44 of file Message.h.

Referenced by FIX::Message::setString(), and FIX::Message::setStringHeader().

const char FIX::HEARTBTINT[] = "HeartBtInt"

Definition at line 61 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::HTTP_ACCEPT_PORT[] = "HttpAcceptPort"
const char FIX::LOGON_DAY[] = "LogonDay"

Definition at line 56 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGON_TIME[] = "LogonTime"

Definition at line 54 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGON_TIMEOUT[] = "LogonTimeout"
const char FIX::LOGOUT_DAY[] = "LogoutDay"

Definition at line 57 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGOUT_TIME[] = "LogoutTime"

Definition at line 55 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::LOGOUT_TIMEOUT[] = "LogoutTimeout"
const char FIX::MAX_LATENCY[] = "MaxLatency"
const char FIX::MILLISECONDS_IN_TIMESTAMP[] = "MillisecondsInTimeStamp"
const char FIX::MYSQL_LOG_DATABASE[] = "MySQLLogDatabase"

Definition at line 97 of file SessionSettings.h.

const char FIX::MYSQL_LOG_EVENT_TABLE[] = "MySQLLogEventTable"

Definition at line 104 of file SessionSettings.h.

const char FIX::MYSQL_LOG_HOST[] = "MySQLLogHost"

Definition at line 100 of file SessionSettings.h.

const char FIX::MYSQL_LOG_INCOMING_TABLE[] = "MySQLLogIncomingTable"

Definition at line 102 of file SessionSettings.h.

const char FIX::MYSQL_LOG_OUTGOING_TABLE[] = "MySQLLogOutgoingTable"

Definition at line 103 of file SessionSettings.h.

const char FIX::MYSQL_LOG_PASSWORD[] = "MySQLLogPassword"

Definition at line 99 of file SessionSettings.h.

const char FIX::MYSQL_LOG_PORT[] = "MySQLLogPort"

Definition at line 101 of file SessionSettings.h.

const char FIX::MYSQL_LOG_USECONNECTIONPOOL[] = "MySQLLogUseConnectionPool"

Definition at line 96 of file SessionSettings.h.

const char FIX::MYSQL_LOG_USER[] = "MySQLLogUser"

Definition at line 98 of file SessionSettings.h.

const char FIX::MYSQL_STORE_DATABASE[] = "MySQLStoreDatabase"

Definition at line 77 of file SessionSettings.h.

const char FIX::MYSQL_STORE_HOST[] = "MySQLStoreHost"

Definition at line 80 of file SessionSettings.h.

const char FIX::MYSQL_STORE_PASSWORD[] = "MySQLStorePassword"

Definition at line 79 of file SessionSettings.h.

const char FIX::MYSQL_STORE_PORT[] = "MySQLStorePort"

Definition at line 81 of file SessionSettings.h.

const char FIX::MYSQL_STORE_USECONNECTIONPOOL[] = "MySQLStoreUseConnectionPool"

Definition at line 76 of file SessionSettings.h.

const char FIX::MYSQL_STORE_USER[] = "MySQLStoreUser"

Definition at line 78 of file SessionSettings.h.

const char FIX::ODBC_LOG_CONNECTION_STRING[] = "OdbcLogConnectionString"

Definition at line 116 of file SessionSettings.h.

const char FIX::ODBC_LOG_EVENT_TABLE[] = "OdbcLogEventTable"

Definition at line 119 of file SessionSettings.h.

const char FIX::ODBC_LOG_INCOMING_TABLE[] = "OdbcLogIncomingTable"

Definition at line 117 of file SessionSettings.h.

const char FIX::ODBC_LOG_OUTGOING_TABLE[] = "OdbcLogOutgoingTable"

Definition at line 118 of file SessionSettings.h.

const char FIX::ODBC_LOG_PASSWORD[] = "OdbcLogPassword"

Definition at line 115 of file SessionSettings.h.

const char FIX::ODBC_LOG_USER[] = "OdbcLogUser"

Definition at line 114 of file SessionSettings.h.

const char FIX::ODBC_STORE_CONNECTION_STRING[] = "OdbcStoreConnectionString"

Definition at line 90 of file SessionSettings.h.

const char FIX::ODBC_STORE_PASSWORD[] = "OdbcStorePassword"

Definition at line 89 of file SessionSettings.h.

const char FIX::ODBC_STORE_USER[] = "OdbcStoreUser"

Definition at line 88 of file SessionSettings.h.

const char FIX::PERSIST_MESSAGES[] = "PersistMessages"
const char FIX::POSTGRESQL_LOG_DATABASE[] = "PostgreSQLLogDatabase"

Definition at line 106 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_EVENT_TABLE[] = "PostgreSQLLogEventTable"

Definition at line 113 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_HOST[] = "PostgreSQLLogHost"

Definition at line 109 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_INCOMING_TABLE[] = "PostgreSQLLogIncomingTable"

Definition at line 111 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_OUTGOING_TABLE[] = "PostgreSQLLogOutgoingTable"

Definition at line 112 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_PASSWORD[] = "PostgreSQLLogPassword"

Definition at line 108 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_PORT[] = "PostgreSQLLogPort"

Definition at line 110 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_USECONNECTIONPOOL[] = "PostgreSQLLogUseConnectionPool"

Definition at line 105 of file SessionSettings.h.

const char FIX::POSTGRESQL_LOG_USER[] = "PostgreSQLLogUser"

Definition at line 107 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_DATABASE[] = "PostgreSQLStoreDatabase"

Definition at line 83 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_HOST[] = "PostgreSQLStoreHost"

Definition at line 86 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_PASSWORD[] = "PostgreSQLStorePassword"

Definition at line 85 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_PORT[] = "PostgreSQLStorePort"

Definition at line 87 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_USECONNECTIONPOOL[] = "PostgreSQLStoreUseConnectionPool"

Definition at line 82 of file SessionSettings.h.

const char FIX::POSTGRESQL_STORE_USER[] = "PostgreSQLStoreUser"

Definition at line 84 of file SessionSettings.h.

const char FIX::RECONNECT_INTERVAL[] = "ReconnectInterval"

Definition at line 69 of file SessionSettings.h.

Referenced by FIX::SocketInitiator::onConfigure().

const char FIX::REFRESH_ON_LOGON[] = "RefreshOnLogon"
const char FIX::RESET_ON_DISCONNECT[] = "ResetOnDisconnect"
const char FIX::RESET_ON_LOGON[] = "ResetOnLogon"
const char FIX::RESET_ON_LOGOUT[] = "ResetOnLogout"
const char FIX::SCREEN_LOG_SHOW_EVENTS[] = "ScreenLogShowEvents"

Definition at line 95 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const char FIX::SCREEN_LOG_SHOW_INCOMING[] = "ScreenLogShowIncoming"

Definition at line 93 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const char FIX::SCREEN_LOG_SHOW_OUTGOING[] = "ScreenLogShowOutgoing"

Definition at line 94 of file SessionSettings.h.

Referenced by FIX::ScreenLogFactory::init().

const char FIX::SEND_REDUNDANT_RESENDREQUESTS[] = "SendRedundantResendRequests"
const char FIX::SEND_RESETSEQNUMFLAG[] = "SendResetSeqNumFlag"

Definition at line 44 of file SessionSettings.h.

const char FIX::SENDERCOMPID[] = "SenderCompID"

Definition at line 38 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set().

const char FIX::SESSION_QUALIFIER[] = "SessionQualifier"

Definition at line 40 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::SessionRejectReason_COMPID_PROBLEM_TEXT[] = "CompID problem"

Definition at line 47 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_DECRYPTION_PROBLEM_TEXT[] = "Decryption problem"

Definition at line 45 of file Values.h.

const char FIX::SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE_TEXT[] = "Incorrect data format for value"

Definition at line 44 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP_TEXT[] = "Incorrect NumInGroup count for repeating group"

Definition at line 52 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_INVALID_MSGTYPE_TEXT[] = "Invalid MsgType"

Definition at line 49 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_INVALID_TAG_NUMBER_TEXT[] = "Invalid tag number"

Definition at line 38 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_REQUIRED_TAG_MISSING_TEXT[] = "Required tag missing"

Definition at line 39 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM_TEXT[] = "SendingTime accuracy problem"

Definition at line 48 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_SIGNATURE_PROBLEM_TEXT[] = "Signature problem"

Definition at line 46 of file Values.h.

const char FIX::SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE_TEXT[] = "Tag appears more than once"

Definition at line 50 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE_TEXT[] = "Tag not defined for this message type"

Definition at line 40 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER_TEXT[] = "Tag specified out of required order"

Definition at line 51 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE_TEXT[] = "Tag specified without a value"

Definition at line 42 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SessionRejectReason_UNDEFINED_TAG_TEXT[] = "Undefined Tag"

Definition at line 41 of file Values.h.

const char FIX::SessionRejectReason_VALUE_IS_INCORRECT_TEXT[] = "Value is incorrect (out of range) for this tag"

Definition at line 43 of file Values.h.

Referenced by FIX::Session::generateReject().

const char FIX::SOCKET_ACCEPT_PORT[] = "SocketAcceptPort"
const char FIX::SOCKET_CONNECT_HOST[] = "SocketConnectHost"
const char FIX::SOCKET_CONNECT_PORT[] = "SocketConnectPort"
const char FIX::SOCKET_NODELAY[] = "SocketNodelay"
const char FIX::SOCKET_RECEIVE_BUFFER_SIZE[] = "ReceiveBufferSize"
const char FIX::SOCKET_REUSE_ADDRESS[] = "SocketReuseAddress"
const char FIX::SOCKET_SEND_BUFFER_SIZE[] = "SendBufferSize"
const char FIX::START_DAY[] = "StartDay"

Definition at line 52 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::START_TIME[] = "StartTime"

Definition at line 50 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::TARGETCOMPID[] = "TargetCompID"

Definition at line 39 of file SessionSettings.h.

Referenced by FIX::SessionSettings::set().

const char FIX::TRANSPORT_DATA_DICTIONARY[] = "TransportDataDictionary"

Definition at line 47 of file SessionSettings.h.

Referenced by FIX::SessionFactory::processFixtDataDictionaries().

const char FIX::USE_DATA_DICTIONARY[] = "UseDataDictionary"

Definition at line 43 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::USE_LOCAL_TIME[] = "UseLocalTime"

Definition at line 49 of file SessionSettings.h.

Referenced by FIX::SessionFactory::create().

const char FIX::VALIDATE_FIELDS_HAVE_VALUES[] = "ValidateFieldsHaveValues"

Definition at line 71 of file SessionSettings.h.

const char FIX::VALIDATE_FIELDS_OUT_OF_ORDER[] = "ValidateFieldsOutOfOrder"

Definition at line 70 of file SessionSettings.h.

const char FIX::VALIDATE_USER_DEFINED_FIELDS[] = "ValidateUserDefinedFields"

Definition at line 72 of file SessionSettings.h.


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