Classes | |
| class | FDElement |
| Defines interface to FixDictionary Element. More... | |
| class | FDPath |
| FDPath is used for selecting location specified element in FixDictionary. FDPath is parametrized with string that match to following rules:. More... | |
| struct | FDTypeInfo |
| FixDictionary TypeInfo structure. More... | |
| class | FixDictionaryFactory |
| class | FixDictionary |
| Implements the core FixDictionary object. FixDictionary has following structure:. More... | |
| class | EnumValuesDescription |
| Represents enumeration of values. More... | |
| class | BlocksHolderDescription |
| Contains FIX BlocksHolder description. More... | |
| class | DictionaryDescription |
| Contains FIX Dictionary description. More... | |
| class | BaseProtocolDescription |
| Contains FIX Protocol description. More... | |
| class | ProtocolDescription |
| Represents FIX protocol description structure. More... | |
| class | MessageDescription |
| Contains FIX Message description. More... | |
| class | GroupDescription |
| Contains FIX Message's Repeating Group description. More... | |
| class | BlockDescription |
| Contains FIX Message's Blockref description. More... | |
| class | BlockRefDescription |
| Represents BlockRef description structure. More... | |
| class | FieldDescription |
| Contains FIX Field description. More... | |
| class | FixDictionaryException |
| Base class for all FixDictionary exceptions. More... | |
| class | FixDictionaryLoadProtocolException |
| Exception for signaling about errors during Protocol loading. More... | |
| class | FixDictionaryInconsistentElementClassException |
| Exception for signaling about errors during Protocol loading. More... | |
| class | InapplicableCondReqExpressionException |
| Exception for signaling about invalid Conditional Required Expression. More... | |
| class | NotSupported |
| Exception for signaling about operation or method is not supported. More... | |
| class | NullArgumentException |
| Exception for signaling about argument is null pointer. More... | |
| class | InvalidValidatorException |
| Exception for signaling about invalid validator. More... | |
| class | InvalidValueException |
| Exception for signaling about invalid value. More... | |
| class | InvalidParent |
| Exception for signaling about invalid parent. More... | |
| class | InvalidRelation |
| Exception for signaling about invalid relation. More... | |
| class | InvalidXml |
| Exception for signaling about invalid XML. More... | |
| class | CannotModify |
| Cannot modify FixDictionary after start(). More... | |
| struct | SearchParams |
| struct | Validator |
| The interface for the Field Content Validator. More... | |
Namespaces | |
| namespace | Helpers |
| Helpers namespace. | |
Typedefs | |
| typedef std::list< std::pair < std::string, std::string > > | EnumValues |
| typedef std::vector< FDElement * > | FDElements |
| Type definition for FixDictionary elements collection. | |
| typedef std::vector< std::string > | TypeNames |
| Type definitions for Type Names collection. | |
| typedef std::list< FDTypeInfo * > | FDTypeInfos |
| Type definitions for FDTypeInfo collection. | |
| typedef FieldDescription * | FieldDescriptionPtr |
| Type definitions for Field Description smart pointer. | |
| typedef BlockDescription * | BlockDescriptionPtr |
| Type definitions for Block Description smart pointer. | |
|
typedef std::auto_ptr < GroupDescription > | GroupDescriptionPtr |
| Type definitions for Group Description smart pointer. | |
|
typedef std::auto_ptr < MessageDescription > | MessageDescriptionPtr |
| Type definitions for Message Description smart pointer. | |
|
typedef std::auto_ptr < BaseProtocolDescription > | BaseProtocolDescriptionPtr |
| Type definitions for Protocol Description smart pointer. | |
| typedef FDTypeInfo * | FDTypeInfoPtr |
| Type definitions for Type Description smart pointer. | |
| typedef EnumValues * | EnumValuesPtr |
| Pointer to the EnumValues. | |
Enumerations | |
| enum | FixDataType { FDT_INITIAL, FDT_INT, FDT_BEGIN = FDT_INT, FDT_LENGTH, FDT_NUM_IN_GROUP, FDT_SEQ_NUM, FDT_TAG_NUM, FDT_DAY_OF_MONTH, FDT_FLOAT, FDT_QTY, FDT_PRICE, FDT_PRICE_OFFSET, FDT_AMT, FDT_PERCENTAGE, FDT_CHAR, FDT_BOOLEAN, FDT_STRING, FDT_MULTIPLE_VALUE_STRING, FDT_COUNTRY, FDT_CURRENCY, FDT_EXCHANGE, FDT_MONTH_YEAR, FDT_MONTH_YEAR_4_4, FDT_UTC_TIMESTAMP_4_0, FDT_UTC_TIMESTAMP, FDT_UTC_TIME_ONLY, FDT_UTC_DATE_ONLY, FDT_LOCAL_MKT_DATE, FDT_DATA, FDT_MULTIPLE_CHAR_VALUE, FDT_T_Z_TIME_ONLY, FDT_T_Z_TIMESTAMP, FDT_PATTERN, FDT_TENOR, FDT_RESERVED_1_0_0_PLUS, FDT_RESERVED_1_0_0_0_PLUS, FDT_RESERVED_4_0_0_0_PLUS, FDT_END } |
| Declaration of FIX DataType as its described in FIX 4.4 specification. More... | |
| enum | SearchCriterion { SEARCH_FLAT, SEARCH_SHALLOW, SEARCH_DEEP } |
| enum | RequirementCriterion { REQUIRED, NOT_REQUIRED, COND_REQUIRED, MISSING } |
| typedef std::list<std::pair<std::string, std::string> > Fixopaedia::EnumValues |
Type definition for possible values of Enumeration. Pair has format: <Value_of_enum : Value's_description>.
Declaration of FIX DataType as its described in FIX 4.4 specification.
| FDT_INITIAL | Initial value. |
| FDT_INT |
int: Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999").
|
| FDT_BEGIN | first valid type |
| FDT_LENGTH |
int field representing the length in bytes.
|
| FDT_NUM_IN_GROUP |
int field representing the number of entries in a repeating group.
|
| FDT_SEQ_NUM |
int field representing a message sequence number.
|
| FDT_TAG_NUM |
int field representing a field's tag number when using FIX "Tag=Value" syntax.
|
| FDT_DAY_OF_MONTH | int field representing a day during a particular month (values 1-31). |
| FDT_FLOAT |
float: Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties.
|
| FDT_QTY | float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). |
| FDT_PRICE |
float field representing a price.
|
| FDT_PRICE_OFFSET |
float field representing a price offset, which can be mathematically added to a "Price".
|
| FDT_AMT | float field typically representing a Price times a Qty. |
| FDT_PERCENTAGE |
float field representing a percentage (e.g. .05 represents 5% and .9525 represents 95.25%).
|
| FDT_CHAR | char: Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). |
| FDT_BOOLEAN |
Boolean: a char field containing one of two values:
|
| FDT_STRING | String: Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstatt != Morstatt). |
| FDT_MULTIPLE_VALUE_STRING | String field containing one or more space delimited values. |
| FDT_COUNTRY | String field representing a country using ISO 3166 Country code (2 character) values. |
| FDT_CURRENCY | String field representing a currency type using ISO 4217 Currency code (3 character) values. |
| FDT_EXCHANGE | String field representing a market or exchange using ISO 10383 Exchange Codes - Market Identifier Code (MIC). |
| FDT_MONTH_YEAR | String field representing month of a year in YYYYMM format. Valid values: YYYY = /< 0000-9999, MM = 01-12. |
| FDT_MONTH_YEAR_4_4 |
String field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats:
|
| FDT_UTC_TIMESTAMP |
Time/date combination represented in UTC (Universal Time Coordinated, also known as GMT) in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required. Valid values:
|
| FDT_UTC_TIME_ONLY |
Time-only represented in UTC (Universal Time Coordinated, also known as GMT) in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values:
|
| FDT_UTC_DATE_ONLY |
Date represented in UTC (Universal Time Coordinated, also known as GMT) in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values:
|
| FDT_LOCAL_MKT_DATE |
Date of Local Market (vs. UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX protocol. Valid values:
|
| FDT_DATA |
Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character.
|
| FDT_MULTIPLE_CHAR_VALUE | String field (see definition of “String” above) containing one or more SINGLE character space delimited values. |
| FDT_T_Z_TIME_ONLY | The time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time. Format is HH:MM[:SS][.sss][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, sss = milliseconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. Example: 07:39Z is 07:39 UTC Example: 02:39-05 is five hours behind UTC, thus Eastern Time Example: 15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time Example: 13:09+05:30 is 5.5 hours ahead of UTC, India time |
| FDT_T_Z_TIMESTAMP | The time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601. Format is YYYYMMDD-HH:MM:SS[.sss][Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, sss = milliseconds, hh = 01-12 offset hours, mm = 00-59 offset minutes Example: 20060901-07:39Z is 07:39 UTC on 1st of September 2006 Example: 20060901-02:39-05 is five hours behind UTC, thus Eastern Time on 1st of September 2006 Example: 20060901-15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006 Example: 20060901-13:09+05:30 is 5.5 hours ahead of UTC, India time on 1st of September 2006 |
| FDT_PATTERN | A "pattern" data type is used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). |
| FDT_TENOR | The Tenor pattern is used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = FX tenor expression for "days", e.g. "D5" to express 5 days, where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3" to express 3 months, where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13" to express 13 weeks, where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1" to express 1 year, where "x" is any integer > 0 |
| FDT_RESERVED_1_0_0_PLUS | The Reserved100Plus pattern is used to allow additional billaterally agreed upon enumerations to be defined for the field by using enumeration values starting at "100" and above. |
| FDT_RESERVED_1_0_0_0_PLUS | The Reserved1000Plus pattern is used to allow additional billaterally agreed upon enumerations to be defined for the field by using enumeration values starting at "1000" and above. |
| FDT_RESERVED_4_0_0_0_PLUS | The Reserved4000Plus pattern is used to allow additional billaterally agreed upon enumerations to be defined for the field by using enumeration values starting at "4000" and above. |
| FDT_END | Not valid type. |
Declares selectors for defining requirement of FixDictionary Element.
| REQUIRED | FixDictionary Element is required. |
| NOT_REQUIRED | FixDictionary Element is not required. |
| COND_REQUIRED | FixDictionary Element is conditionally required. |
| MISSING | FixDictionary Element is specified in FIX protocol but removed for given dialect. |
1.5.6