Namespaces | Classes | Typedefs | Functions | Variables
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  atomic_count
 Atomic count class - consider using interlocked functions. More...
 
struct  BoolConvertor
 Converts boolean to/from a string. More...
 
class  BoolField
 Field that contains a boolean value. More...
 
struct  CharConvertor
 Converts character to/from a string. More...
 
class  CharField
 Field that contains a character value. More...
 
struct  CheckSumConvertor
 Converts checksum to/from a string. More...
 
class  CheckSumField
 Field that contains a checksum value. More...
 
struct  ConfigError
 Application is not configured correctly More...
 
class  ConnectorWrapper
 Handles events from SocketMonitor for client connections. More...
 
class  DatabaseConnectionID
 
class  DatabaseConnectionPool
 
class  DataDictionary
 Represents a data dictionary for a version of FIX. More...
 
struct  DataDictionaryNotFound
 DataDictionary not found for BeginString or ApplVerID. More...
 
class  DataDictionaryProvider
 Queries for DataDictionary based on appropriate version of FIX. More...
 
struct  DateTime
 
class  Dictionary
 For storage and retrieval of key/value pairs. More...
 
class  DOMAttributes
 Interface that represents attribute from underlying XML parser. More...
 
class  DOMDocument
 Interface that represents document of underlying XML parser. More...
 
class  DOMNode
 Interface that represents node from underlying XML parser. More...
 
struct  DoNotSend
 Indicates user does not want to send a message. More...
 
struct  DoubleConvertor
 Converts double to/from a string. More...
 
class  DoubleField
 Field that contains a double value. More...
 
struct  DuplicateFieldNumber
 Field shows up twice in the message. More...
 
struct  EmptyConvertor
 Empty converter is a no-op. More...
 
class  Event
 Portable implementation of an event/conditional mutex. More...
 
struct  Exception
 Base QuickFIX exception type. More...
 
class  FieldBase
 Base representation of all Field classes. More...
 
struct  FieldConvertError
 Unable to convert field into its native format. More...
 
class  FieldMap
 Stores and organizes a collection of Fields. More...
 
struct  FieldNotFound
 Field not found inside a message. More...
 
class  FileLog
 File based implementation of Log. More...
 
class  FileLogFactory
 Creates a file based implementation of Log. More...
 
class  FileStore
 File based implementation of MessageStore. More...
 
class  FileStoreFactory
 Creates a file based implementation of MessageStore. More...
 
class  Group
 Base class for all FIX repeating groups. More...
 
struct  group_order
 Sorts fields in correct group order. More...
 
class  Header
 
struct  header_order
 Sorts fields in correct header order. 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...
 
struct  IncorrectDataFormat
 Field has a badly formatted value. More...
 
struct  IncorrectMessageStructure
 Message is not structured correctly. More...
 
struct  IncorrectTagValue
 Field has a value that is out of range. More...
 
class  Initiator
 Base for classes which act as an initiator for establishing connections. More...
 
struct  IntConvertor
 Converts integer to/from a string. More...
 
class  IntField
 Field that contains an integer value. More...
 
struct  InvalidMessage
 Not a recognizable message. More...
 
struct  InvalidMessageType
 Not a known message type. More...
 
struct  InvalidTagNumber
 Tag number does not exist in specification. More...
 
struct  IOException
 IO Error. More...
 
class  LocalDate
 Date only represented in local time. More...
 
class  LocalTimeOnly
 Time only represented in local time. More...
 
class  LocalTimeStamp
 Date and Time represented in local time. More...
 
class  Locker
 Locks/Unlocks a mutex using RAII. More...
 
class  Log
 This interface must be implemented to log messages and events. More...
 
class  LogFactory
 This interface must be implemented to create a Log. More...
 
class  MemoryStore
 Memory based implementation of MessageStore. More...
 
class  MemoryStoreFactory
 Creates a memory based implementation of MessageStore. More...
 
class  Message
 Base class for all FIX messages. More...
 
struct  message_order
 Sorts fields in header, normal, or trailer order. More...
 
class  MessageCracker
 Takes in a generic Message and produces an object that represents its specific version and message type. More...
 
struct  MessageParseError
 Unable to parse message. More...
 
class  MessageStore
 This interface must be implemented to store and retrieve messages and sequence numbers. More...
 
class  MessageStoreExceptionWrapper
 
class  MessageStoreFactory
 This interface must be implemented to create a MessageStore. More...
 
class  MessageStoreFactoryExceptionWrapper
 
class  Mutex
 Portable implementation of a mutex. More...
 
struct  NoTagValue
 Field exists in message without a value. More...
 
class  NullApplication
 An empty implementation of an Application. More...
 
class  NullLog
 Null implementation of Log. More...
 
class  NullStore
 Null implementation of MessageStore. More...
 
class  NullStoreFactory
 Null implementation of MessageStore. More...
 
class  Parser
 Parses FIX messages off an input stream. More...
 
class  PUGIXML_DOMAttributes
 XML attribute as represented by pugixml. More...
 
class  PUGIXML_DOMDocument
 XML document as represented by pugixml. More...
 
class  PUGIXML_DOMNode
 XML node as represented by pugixml. More...
 
class  Queue
 A thread safe monitored queue. More...
 
struct  RejectLogon
 User wants to reject permission to logon. More...
 
struct  RepeatedTag
 Repeated tag not part of repeating group. More...
 
struct  RepeatingGroupCountMismatch
 Repeated group count not equal to actual count. More...
 
struct  RequiredTagMissing
 Required field is not in message. More...
 
class  Responder
 Interface implements sending on and disconnecting a transport. More...
 
class  ReverseLocker
 Does the opposite of the Locker to ensure mutex ends up in a locked state. More...
 
struct  RuntimeError
 Application encountered serious error during runtime More...
 
class  ScreenLog
 Screen based implementation of Log. More...
 
class  ScreenLogFactory
 Creates a screen based implementation of Log. More...
 
class  ServerWrapper
 Handles events from SocketMonitor for server connections. 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...
 
struct  SessionNotFound
 Session cannot be found for specified action. 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  shared_array
 Shared array with atomic reference count. More...
 
class  SocketAcceptor
 Socket implementation of Acceptor. More...
 
struct  SocketCloseFailed
 Socket close operation failed. More...
 
class  SocketConnection
 Encapsulates a socket file descriptor (single-threaded). More...
 
class  SocketConnector
 Connects sockets to remote ports and addresses. More...
 
struct  SocketException
 Socket Error. More...
 
struct  SocketInfo
 Information about listening socket. More...
 
class  SocketInitiator
 Socket implementation of Initiator. More...
 
class  SocketMonitor
 Monitors events on a collection of sockets. More...
 
struct  SocketRecvFailed
 Socket recv operation failed. More...
 
struct  SocketSendFailed
 Socket send operation failed. More...
 
class  SocketServer
 Listens for and accepts incoming socket connections on a port. More...
 
class  StringField
 MSC doesn't support partial template specialization so we have this. 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...
 
struct  TagNotDefinedForMessage
 Field does not belong to message. More...
 
struct  TagOutOfOrder
 Tag is not in the correct order. 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...
 
class  Trailer
 
struct  trailer_order
 Sorts fields in correct trailer order. More...
 
struct  UnsupportedMessageType
 Message type not supported by application. More...
 
struct  UnsupportedVersion
 Version of FIX is not supported. More...
 
class  UtcDate
 Date only represented in UTC. More...
 
struct  UtcDateConvertor
 Converts a UtcDate to/from a string. More...
 
class  UtcDateField
 Field that contains a UTC date value. More...
 
class  UtcTimeOnly
 Time only represented in UTC. More...
 
struct  UtcTimeOnlyConvertor
 Converts a UtcTimeOnly to/from a string. More...
 
class  UtcTimeOnlyField
 Field that contains a UTC time value. More...
 
class  UtcTimeStamp
 Date and Time represented in UTC. More...
 
struct  UtcTimeStampConvertor
 Converts a UtcTimeStamp to/from a string. More...
 
class  UtcTimeStampField
 Field that contains a UTC time stamp value. More...
 

Typedefs

typedef SmartPtr< DOMAttributesDOMAttributesPtr
 
typedef SmartPtr< DOMNodeDOMNodePtr
 
typedef SmartPtr< DOMDocumentDOMDocumentPtr
 
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 int signed_int
 
typedef unsigned int unsigned_int
 
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 std::less< int > normal_order
 
typedef void *() THREAD_START_ROUTINE(void *)
 
typedef pthread_t thread_id
 

Functions

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)
 
void swap (FieldBase &lhs, FieldBase &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 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)
 
static double_conversion::DoubleToStringConverter g_dtoa_converter (double_conversion::DoubleToStringConverter::NO_FLAGS, "INF", "NAN", 'e', -DoubleConvertor::SIGNIFICANT_DIGITS, DoubleConvertor::SIGNIFICANT_DIGITS, DoubleConvertor::SIGNIFICANT_DIGITS - 1, 0)
 
static double_conversion::StringToDoubleConverter g_atod_converter (double_conversion::StringToDoubleConverter::NO_FLAGS, std::numeric_limits< double >::quiet_NaN(), std::numeric_limits< double >::quiet_NaN(), "INF", "NAN")
 
int number_of_symbols_in (const signed_int value)
 
char * integer_to_string (char *buf, const size_t len, signed_int t)
 
char * integer_to_string_padded (char *buf, const size_t len, signed_int t, 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::string resolveEnvVars (const std::string &str)
 
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_bind (int socket, const char *hostname, int port)
 
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)
 
ssize_t socket_recv (int s, char *buf, size_t length)
 
ssize_t socket_send (int s, const char *msg, size_t 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 const char digit_pairs [201]
 
static const int PRECISION_FACTOR [10] = {1000000000, 100000000, 10000000, 1000000, 100000, 10000, 1000, 100, 10, 1}
 Date and Time stored as a Julian day number and number of nanoseconds since midnight.
 
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_CONNECT_SOURCE_HOST [] = "SocketConnectSourceHost"
 
const char SOCKET_CONNECT_SOURCE_PORT [] = "SocketConnectSourcePort"
 
const char SOCKET_NODELAY [] = "SocketNodelay"
 
const char SOCKET_SEND_BUFFER_SIZE [] = "SocketSendBufferSize"
 
const char SOCKET_RECEIVE_BUFFER_SIZE [] = "SocketReceiveBufferSize"
 
const char RECONNECT_INTERVAL [] = "ReconnectInterval"
 
const char VALIDATE_LENGTH_AND_CHECKSUM [] = "ValidateLengthAndChecksum"
 
const char VALIDATE_FIELDS_OUT_OF_ORDER [] = "ValidateFieldsOutOfOrder"
 
const char VALIDATE_FIELDS_HAVE_VALUES [] = "ValidateFieldsHaveValues"
 
const char VALIDATE_USER_DEFINED_FIELDS [] = "ValidateUserDefinedFields"
 
const char ALLOW_UNKNOWN_MSG_FIELDS [] = "AllowUnknownMsgFields"
 
const char PRESERVE_MESSAGE_FIELDS_ORDER [] = "PreserveMessageFieldsOrder"
 
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 TIMESTAMP_PRECISION [] = "TimestampPrecision"
 
const char HTTP_ACCEPT_PORT [] = "HttpAcceptPort"
 
const char PERSIST_MESSAGES [] = "PersistMessages"
 
const char SERVER_CERT_FILE [] = "ServerCertificateFile"
 
const char SERVER_CERT_KEY_FILE [] = "ServerCertificateKeyFile"
 
const char CLIENT_CERT_FILE [] = "ClientCertificateFile"
 
const char CLIENT_CERT_KEY_FILE [] = "ClientCertificateKeyFile"
 
const char CERT_AUTH_FILE [] = "CertificationAuthoritiesFile"
 
const char CERT_AUTH_DIR [] = "CertificationAuthoritiesDirectory"
 
const char CRL_FILE [] = "CertificateRevocationListFile"
 
const char CRL_DIR [] = "CertificateRevocationListDirectory"
 
const char VERIFY_LEVEL [] = "CertificateVerifyLevel"
 
const char SSL_PROTOCOL [] = "SSLProtocol"
 
const char SSL_CIPHER_SUITE [] = "SSLCipherSuite"
 
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

◆ AMT

typedef double FIX::AMT

Definition at line 879 of file FieldTypes.h.

◆ AMT_CONVERTOR

Definition at line 688 of file FieldConvertors.h.

◆ AmtField

Definition at line 544 of file Field.h.

◆ BOOLEAN

typedef bool FIX::BOOLEAN

Definition at line 887 of file FieldTypes.h.

◆ BOOLEAN_CONVERTOR

Definition at line 696 of file FieldConvertors.h.

◆ CHAR

typedef char FIX::CHAR

Definition at line 876 of file FieldTypes.h.

◆ CHAR_CONVERTOR

Definition at line 685 of file FieldConvertors.h.

◆ CHECKSUM_CONVERTOR

Definition at line 714 of file FieldConvertors.h.

◆ COUNTRY

typedef std::string FIX::COUNTRY

Definition at line 901 of file FieldTypes.h.

◆ COUNTRY_CONVERTOR

Definition at line 709 of file FieldConvertors.h.

◆ CountryField

Definition at line 563 of file Field.h.

◆ CURRENCY

typedef std::string FIX::CURRENCY

Definition at line 881 of file FieldTypes.h.

◆ CURRENCY_CONVERTOR

Definition at line 690 of file FieldConvertors.h.

◆ CurrencyField

Definition at line 546 of file Field.h.

◆ DATA

typedef std::string FIX::DATA

Definition at line 889 of file FieldTypes.h.

◆ DATA_CONVERTOR

Definition at line 698 of file FieldConvertors.h.

◆ DataField

Definition at line 552 of file Field.h.

◆ DAYOFMONTH

typedef std::string FIX::DAYOFMONTH

Definition at line 893 of file FieldTypes.h.

◆ DAYOFMONTH_CONVERTOR

Definition at line 702 of file FieldConvertors.h.

◆ DayOfMonthField

Definition at line 557 of file Field.h.

◆ DOMAttributesPtr

Definition at line 45 of file DOMDocument.h.

◆ DOMDocumentPtr

Definition at line 73 of file DOMDocument.h.

◆ DOMNodePtr

Definition at line 59 of file DOMDocument.h.

◆ EXCHANGE

typedef std::string FIX::EXCHANGE

Definition at line 885 of file FieldTypes.h.

◆ EXCHANGE_CONVERTOR

Definition at line 694 of file FieldConvertors.h.

◆ ExchangeField

Definition at line 550 of file Field.h.

◆ FLOAT

typedef double FIX::FLOAT

Definition at line 890 of file FieldTypes.h.

◆ FLOAT_CONVERTOR

Definition at line 699 of file FieldConvertors.h.

◆ FloatField

Definition at line 553 of file Field.h.

◆ INT

typedef int FIX::INT

Definition at line 878 of file FieldTypes.h.

◆ INT_CONVERTOR

Definition at line 687 of file FieldConvertors.h.

◆ LANGUAGE

typedef std::string FIX::LANGUAGE

Definition at line 905 of file FieldTypes.h.

◆ LANGUAGE_CONVERTOR

Definition at line 713 of file FieldConvertors.h.

◆ LENGTH

typedef int FIX::LENGTH

Definition at line 900 of file FieldTypes.h.

◆ LENGTH_CONVERTOR

Definition at line 708 of file FieldConvertors.h.

◆ LengthField

Definition at line 559 of file Field.h.

◆ LOCALMKTDATE

typedef std::string FIX::LOCALMKTDATE

Definition at line 888 of file FieldTypes.h.

◆ LOCALMKTDATE_CONVERTOR

Definition at line 697 of file FieldConvertors.h.

◆ LocalMktDateField

Definition at line 551 of file Field.h.

◆ MonthField

Definition at line 555 of file Field.h.

◆ MONTHYEAR

typedef std::string FIX::MONTHYEAR

Definition at line 892 of file FieldTypes.h.

◆ MONTHYEAR_CONVERTOR

Definition at line 701 of file FieldConvertors.h.

◆ MonthYearField

Definition at line 556 of file Field.h.

◆ MULTIPLECHARVALUE

typedef std::string FIX::MULTIPLECHARVALUE

Definition at line 884 of file FieldTypes.h.

◆ MULTIPLECHARVALUE_CONVERTOR

Definition at line 693 of file FieldConvertors.h.

◆ MultipleCharValueField

Definition at line 549 of file Field.h.

◆ MULTIPLESTRINGVALUE

typedef std::string FIX::MULTIPLESTRINGVALUE

Definition at line 883 of file FieldTypes.h.

◆ MULTIPLESTRINGVALUE_CONVERTOR

Definition at line 692 of file FieldConvertors.h.

◆ MultipleStringValueField

Definition at line 548 of file Field.h.

◆ MULTIPLEVALUESTRING

typedef std::string FIX::MULTIPLEVALUESTRING

Definition at line 882 of file FieldTypes.h.

◆ MULTIPLEVALUESTRING_CONVERTOR

Definition at line 691 of file FieldConvertors.h.

◆ MultipleValueStringField

Definition at line 547 of file Field.h.

◆ normal_order

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

Definition at line 105 of file MessageSorters.h.

◆ NUMINGROUP

typedef int FIX::NUMINGROUP

Definition at line 897 of file FieldTypes.h.

◆ NUMINGROUP_CONVERTOR

Definition at line 705 of file FieldConvertors.h.

◆ NumInGroupField

Definition at line 560 of file Field.h.

◆ PERCENTAGE

typedef double FIX::PERCENTAGE

Definition at line 898 of file FieldTypes.h.

◆ PERCENTAGE_CONVERTOR

Definition at line 706 of file FieldConvertors.h.

◆ PercentageField

Definition at line 562 of file Field.h.

◆ PRICE

typedef double FIX::PRICE

Definition at line 877 of file FieldTypes.h.

◆ PRICE_CONVERTOR

Definition at line 686 of file FieldConvertors.h.

◆ PriceField

Definition at line 543 of file Field.h.

◆ PRICEOFFSET

typedef double FIX::PRICEOFFSET

Definition at line 891 of file FieldTypes.h.

◆ PRICEOFFSET_CONVERTOR

Definition at line 700 of file FieldConvertors.h.

◆ PriceOffsetField

Definition at line 554 of file Field.h.

◆ QTY

typedef double FIX::QTY

Definition at line 880 of file FieldTypes.h.

◆ QTY_CONVERTOR

Definition at line 689 of file FieldConvertors.h.

◆ QtyField

Definition at line 545 of file Field.h.

◆ SEQNUM

typedef int FIX::SEQNUM

Definition at line 899 of file FieldTypes.h.

◆ SEQNUM_CONVERTOR

Definition at line 707 of file FieldConvertors.h.

◆ SeqNumField

Definition at line 561 of file Field.h.

◆ signed_int

typedef int FIX::signed_int

Definition at line 43 of file FieldConvertors.h.

◆ STRING

typedef std::string FIX::STRING

Definition at line 875 of file FieldTypes.h.

◆ STRING_CONVERTOR

Definition at line 684 of file FieldConvertors.h.

◆ StringConvertor

Definition at line 148 of file FieldConvertors.h.

◆ thread_id

typedef pthread_t FIX::thread_id

Definition at line 190 of file Utility.h.

◆ THREAD_START_ROUTINE

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

Definition at line 183 of file Utility.h.

◆ TZTIMEONLY

typedef std::string FIX::TZTIMEONLY

Definition at line 902 of file FieldTypes.h.

◆ TZTIMEONLY_CONVERTOR

Definition at line 710 of file FieldConvertors.h.

◆ TzTimeOnlyField

Definition at line 564 of file Field.h.

◆ TZTIMESTAMP

typedef std::string FIX::TZTIMESTAMP

Definition at line 903 of file FieldTypes.h.

◆ TZTIMESTAMP_CONVERTOR

Definition at line 711 of file FieldConvertors.h.

◆ TzTimeStampField

Definition at line 565 of file Field.h.

◆ unsigned_int

typedef unsigned int FIX::unsigned_int

Definition at line 44 of file FieldConvertors.h.

◆ UTCDATE

Definition at line 894 of file FieldTypes.h.

◆ UTCDATE_CONVERTOR

Definition at line 703 of file FieldConvertors.h.

◆ UtcDateOnly

Definition at line 873 of file FieldTypes.h.

◆ UTCDATEONLY

Definition at line 895 of file FieldTypes.h.

◆ UtcDateOnlyConvertor

Definition at line 682 of file FieldConvertors.h.

◆ UtcDateOnlyField

Definition at line 558 of file Field.h.

◆ UTCTIMEONLY

Definition at line 896 of file FieldTypes.h.

◆ UTCTIMEONLY_CONVERTOR

Definition at line 704 of file FieldConvertors.h.

◆ UTCTIMESTAMP

Definition at line 886 of file FieldTypes.h.

◆ UTCTIMESTAMP_CONVERTOR

Definition at line 695 of file FieldConvertors.h.

◆ XMLDATA

typedef std::string FIX::XMLDATA

Definition at line 904 of file FieldTypes.h.

◆ XMLDATA_CONVERTOR

Definition at line 712 of file FieldConvertors.h.

Function Documentation

◆ file_appendpath()

std::string FIX::file_appendpath ( const std::string &  path,
const std::string &  file 
)

Definition at line 551 of file Utility.cpp.

552{
553 const char last = path[path.size()-1];
554 if( last == '/' || last == '\\' )
555 return std::string(path) + file;
556 else
557 return std::string(path) + file_separator() + file;
558}
std::string file_separator()
Definition Utility.cpp:480

References file_separator().

Referenced by FIX::FileStore::FileStore(), and FIX::FileLog::init().

◆ file_exists()

bool FIX::file_exists ( const char *  path)

Definition at line 525 of file Utility.cpp.

526{
527 std::ifstream stream;
528 stream.open( path, std::ios_base::in );
529 if( stream.is_open() )
530 {
531 stream.close();
532 return true;
533 }
534 return false;
535}

◆ file_fclose()

void FIX::file_fclose ( FILE *  file)

Definition at line 520 of file Utility.cpp.

521{
522 fclose( file );
523}

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

◆ file_fopen()

FILE * FIX::file_fopen ( const char *  path,
const char *  mode 
)

Definition at line 509 of file Utility.cpp.

510{
511#if( _MSC_VER >= 1400 )
512 FILE* result = 0;
513 fopen_s( &result, path, mode );
514 return result;
515#else
516 return fopen( path, mode );
517#endif
518}

Referenced by FIX::FileLog::backup(), FIX::FileStore::open(), and FIX::FileStore::populateCache().

◆ file_mkdir()

void FIX::file_mkdir ( const char *  path)

Definition at line 489 of file Utility.cpp.

490{
491 int length = (int)strlen( path );
492 std::string createPath = "";
493
494 for( const char* pos = path; (pos - path) <= length; ++pos )
495 {
496 createPath += *pos;
497 if( *pos == '/' || *pos == '\\' || (pos - path) == length )
498 {
499 #ifdef _MSC_VER
500 _mkdir( createPath.c_str() );
501 #else
502 // use umask to override rwx for all
503 mkdir( createPath.c_str(), 0777 );
504 #endif
505 }
506 }
507}

Referenced by FIX::FileStore::FileStore(), and FIX::FileLog::init().

◆ file_rename()

int FIX::file_rename ( const char *  oldpath,
const char *  newpath 
)

Definition at line 546 of file Utility.cpp.

547{
548 return rename( oldpath, newpath );
549}

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

◆ file_separator()

std::string FIX::file_separator ( )

Definition at line 480 of file Utility.cpp.

481{
482#ifdef _MSC_VER
483 return "\\";
484#else
485 return "/";
486#endif
487}

Referenced by file_appendpath().

◆ file_unlink()

void FIX::file_unlink ( const char *  path)

Definition at line 537 of file Utility.cpp.

538{
539#ifdef _MSC_VER
540 _unlink( path );
541#else
542 unlink( path );
543#endif
544}

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

◆ g_atod_converter()

static double_conversion::StringToDoubleConverter FIX::g_atod_converter ( double_conversion::StringToDoubleConverter::NO_FLAGS  ,
std::numeric_limits< double >  ::quiet_NaN(),
std::numeric_limits< double >  ::quiet_NaN(),
"INF"  ,
"NAN"   
)
static

◆ g_dtoa_converter()

static double_conversion::DoubleToStringConverter FIX::g_dtoa_converter ( double_conversion::DoubleToStringConverter::NO_FLAGS  ,
"INF"  ,
"NAN"  ,
'e'  ,
-DoubleConvertor::SIGNIFICANT_DIGITS  ,
DoubleConvertor::SIGNIFICANT_DIGITS  ,
DoubleConvertor::SIGNIFICANT_DIGITS 1,
 
)
static

◆ identifyType()

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

Parse the type of a message from a string.

Definition at line 417 of file Message.h.

419{
420 std::string::size_type pos = message.find( "\001" "35=" );
421 if ( pos == std::string::npos ) throw MessageParseError();
422
423 std::string::size_type startValue = pos + 4;
424 std::string::size_type soh = message.find_first_of( '\001', startValue );
425 if ( soh == std::string::npos ) throw MessageParseError();
426
427 std::string value = message.substr( startValue, soh - startValue );
428 return MsgType( value );
429}
Unable to parse message.
Definition Exceptions.h:74

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

◆ integer_to_string()

char * FIX::integer_to_string ( char *  buf,
const size_t  len,
signed_int  t 
)
inline

Definition at line 99 of file FieldConvertors.h.

100{
101 const bool isNegative = t < 0;
102 char* p = buf + len;
103
104 unsigned_int number = UNSIGNED_VALUE_OF( t );
105
106 while( number > 99 )
107 {
108 unsigned_int pos = number % 100;
109 number /= 100;
110
111 *--p = digit_pairs[2 * pos + 1];
112 *--p = digit_pairs[2 * pos];
113 }
114
115 if( number > 9 )
116 {
117 *--p = digit_pairs[2 * number + 1];
118 *--p = digit_pairs[2 * number];
119 }
120 else
121 {
122 *--p = '0' + char(number);
123 }
124
125 if( isNegative )
126 *--p = '-';
127
128 return p;
129}
#define UNSIGNED_VALUE_OF(x)
unsigned int unsigned_int
static const char digit_pairs[201]

References digit_pairs, and UNSIGNED_VALUE_OF.

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

◆ integer_to_string_padded()

char * FIX::integer_to_string_padded ( char *  buf,
const size_t  len,
signed_int  t,
const char  paddingChar = '0' 
)
inline

Definition at line 131 of file FieldConvertors.h.

134{
135 char* p = integer_to_string( buf, len, t );
136 while( p > buf )
137 *--p = paddingChar;
138 return p;
139}
char * integer_to_string(char *buf, const size_t len, signed_int t)

References integer_to_string().

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

◆ isComment()

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

Definition at line 31 of file Settings.cpp.

32{
33 if( line.size() == 0 )
34 return false;
35
36 return line[0] == '#';
37}

◆ isKeyValue()

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

Definition at line 52 of file Settings.cpp.

53{
54 return line.find( '=' ) != std::string::npos;
55}

◆ isSection()

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

Definition at line 39 of file Settings.cpp.

40{
41 if( line.size() == 0 )
42 return false;
43
44 return line[0] == '[' && line[line.size()-1] == ']';
45}

◆ number_of_symbols_in()

int FIX::number_of_symbols_in ( const signed_int  value)
inline

Definition at line 51 of file FieldConvertors.h.

52{
53 unsigned_int number = UNSIGNED_VALUE_OF( value );
54
55 int symbols = 0;
56
57 while( number > 9999 )
58 {
59 symbols += 4;
60 number /= 10000;
61 }
62
63 // small tweak to make comparison times consistent
64 // always 2 comparisons instead of [1 - 4]
65 if( number > 99 )
66 {
67 if( number > 999 )
68 symbols += 4;
69 else
70 symbols += 3;
71 }
72 else
73 {
74 if( number > 9 )
75 symbols += 2;
76 else
77 symbols += 1;
78 }
79
80 if( value < 0 )
81 symbols += 1;
82
83 return symbols;
84}

References UNSIGNED_VALUE_OF.

Referenced by FIX::FieldBase::encodeTo().

◆ operator!=() [1/6]

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

Definition at line 326 of file Field.h.

327 { return lhs != rhs.getValue(); }
const std::string & getValue() const
Definition Field.h:268

◆ operator!=() [2/6]

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

Definition at line 99 of file DatabaseConnectionID.h.

100{
101 return !( lhs == rhs );
102}

◆ operator!=() [3/6]

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

Definition at line 147 of file SessionID.h.

148{
149 return !( lhs == rhs );
150}

◆ operator!=() [4/6]

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

Definition at line 351 of file Field.h.

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

◆ operator!=() [5/6]

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

Definition at line 324 of file Field.h.

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

◆ operator!=() [6/6]

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

Definition at line 349 of file Field.h.

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

◆ operator<() [1/6]

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

Definition at line 314 of file Field.h.

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

◆ operator<() [2/6]

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

Definition at line 66 of file DatabaseConnectionID.h.

67{
68 if ( lhs.m_database < rhs.m_database )
69 return true;
70 else if ( rhs.m_database < lhs.m_database )
71 return false;
72 else if ( lhs.m_user < rhs.m_user )
73 return true;
74 else if ( rhs.m_user < lhs.m_user )
75 return false;
76 else if ( lhs.m_password < rhs.m_password )
77 return true;
78 else if ( rhs.m_password < lhs.m_password )
79 return false;
80 else if ( lhs.m_host < rhs.m_host )
81 return true;
82 else if ( rhs.m_host < lhs.m_host )
83 return false;
84 else if ( lhs.m_port < rhs.m_port )
85 return true;
86 else if ( rhs.m_port < lhs.m_port )
87 return false;
88 else
89 return false;
90}

◆ operator<() [3/6]

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

Definition at line 137 of file SessionID.h.

138{
139 return lhs.toStringFrozen() < rhs.toStringFrozen();
140}
const std::string & toStringFrozen() const
Definition SessionID.h:71

◆ operator<() [4/6]

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

Definition at line 339 of file Field.h.

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

◆ operator<() [5/6]

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

Definition at line 312 of file Field.h.

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

◆ operator<() [6/6]

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

Definition at line 337 of file Field.h.

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

◆ operator<<() [1/5]

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

Definition at line 242 of file Field.h.

244{
245 stream << field.getString();
246 return stream;
247}
const std::string & getString() const
Get the string representation of the fields value.
Definition Field.h:152

◆ operator<<() [2/5]

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

Definition at line 124 of file HttpMessage.h.

126{
127 std::string str;
128 stream << message.toString( str );
129 return stream;
130}
std::string toString() const
Get a string representation of the message.

◆ operator<<() [3/5]

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

Definition at line 408 of file Message.h.

410{
411 std::string str;
412 stream << message.toString( str );
413 return stream;
414}
std::string toString(int beginStringField=FIELD::BeginString, int bodyLengthField=FIELD::BodyLength, int checkSumField=FIELD::CheckSum) const
Get a string representation of the message.
Definition Message.cpp:236

◆ operator<<() [4/5]

std::ostream & FIX::operator<< ( std::ostream &  stream,
const SessionID sessionID 
)
inline

Definition at line 152 of file SessionID.h.

154{
155 stream << sessionID.toStringFrozen();
156 return stream;
157}

◆ operator<<() [5/5]

std::ostream & FIX::operator<< ( std::ostream &  stream,
const SessionSettings s 
)

Definition at line 89 of file SessionSettings.cpp.

90{
91 const Dictionary& defaults = s.m_defaults;
92 if( defaults.size() )
93 {
94 stream << "[DEFAULT]" << std::endl;
96 for( i = defaults.begin(); i != defaults.end(); ++i )
97 stream << i->first << "=" << i->second << std::endl;
98 stream << std::endl;
99 }
100
101 std::set<SessionID> sessions = s.getSessions();
102 std::set<SessionID>::iterator i;
103 for( i = sessions.begin(); i != sessions.end(); ++i )
104 {
105 stream << "[SESSION]" << std::endl;
106 const Dictionary& section = s.get( *i );
107 if( !section.size() ) continue;
108
109 Dictionary::iterator i;
110 for( i = section.begin(); i != section.end(); ++i )
111 {
112 if( defaults.has(i->first) && defaults.getString(i->first) == i->second )
113 continue;
114 stream << i->first << "=" << i->second << std::endl;
115 }
116 stream << std::endl;
117 }
118
119 return stream;
120}
For storage and retrieval of key/value pairs.
Definition Dictionary.h:37
Data::const_iterator iterator
Definition Dictionary.h:44
iterator begin() const
Definition Dictionary.h:84
size_t size() const
Return the number of key/value pairs.
Definition Dictionary.h:50
bool has(const std::string &) const
Check if the dictionary contains a value for key.
std::string getString(const std::string &, bool capitalize=false) const
Get a value as a string.
iterator end() const
Definition Dictionary.h:85
std::set< SessionID > getSessions() const
const Dictionary & get(const SessionID &) const
Get a dictionary for a session.

◆ operator<=() [1/4]

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

Definition at line 330 of file Field.h.

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

◆ operator<=() [2/4]

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

Definition at line 355 of file Field.h.

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

◆ operator<=() [3/4]

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

Definition at line 328 of file Field.h.

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

◆ operator<=() [4/4]

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

Definition at line 353 of file Field.h.

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

◆ operator==() [1/6]

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

Definition at line 322 of file Field.h.

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

◆ operator==() [2/6]

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

Definition at line 91 of file DatabaseConnectionID.h.

92{
93 return ( ( lhs.m_database == rhs.m_database ) &&
94 ( lhs.m_user == rhs.m_user ) &&
95 ( lhs.m_password == rhs.m_password ) &&
96 ( lhs.m_host == rhs.m_host ) &&
97 ( lhs.m_port == rhs.m_port ));
98}

◆ operator==() [3/6]

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

Definition at line 142 of file SessionID.h.

143{
144 return lhs.toStringFrozen() == rhs.toStringFrozen();
145}

◆ operator==() [4/6]

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

Definition at line 347 of file Field.h.

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

◆ operator==() [5/6]

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

Definition at line 320 of file Field.h.

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

◆ operator==() [6/6]

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

Definition at line 345 of file Field.h.

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

◆ operator>() [1/4]

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

Definition at line 318 of file Field.h.

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

◆ operator>() [2/4]

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

Definition at line 343 of file Field.h.

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

◆ operator>() [3/4]

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

Definition at line 316 of file Field.h.

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

◆ operator>() [4/4]

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

Definition at line 341 of file Field.h.

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

◆ operator>=() [1/4]

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

Definition at line 334 of file Field.h.

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

◆ operator>=() [2/4]

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

Definition at line 359 of file Field.h.

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

◆ operator>=() [3/4]

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

Definition at line 332 of file Field.h.

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

◆ operator>=() [4/4]

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

Definition at line 357 of file Field.h.

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

◆ operator>>() [1/3]

std::istream & FIX::operator>> ( std::istream &  stream,
SessionID sessionID 
)
inline

Definition at line 159 of file SessionID.h.

161{
162 std::string str;
163 stream >> str;
164 sessionID.fromString( str );
165 return stream;
166}
void fromString(const std::string &str)
Build from string representation of SessionID.
Definition SessionID.h:77

◆ operator>>() [2/3]

std::istream & FIX::operator>> ( std::istream &  stream,
SessionSettings s 
)
throw (ConfigError
)

Definition at line 50 of file SessionSettings.cpp.

52{
53 Settings settings(s.m_resolveEnvVars);
54 stream >> settings;
55
56 Settings::Sections section;
57
58 section = settings.get( "DEFAULT" );
59 Dictionary def;
60 if ( section.size() )
61 def = section[ 0 ];
62 s.set( def );
63
64 section = settings.get( "SESSION" );
65 Settings::Sections::size_type session;
66 Dictionary dict;
67
68 for ( session = 0; session < section.size(); ++session )
69 {
70 dict = section[ session ];
71 dict.merge( def );
72
73 BeginString beginString
74 ( dict.getString( BEGINSTRING ) );
75 SenderCompID senderCompID
76 ( dict.getString( SENDERCOMPID ) );
77 TargetCompID targetCompID
78 ( dict.getString( TARGETCOMPID ) );
79
80 std::string sessionQualifier;
81 if( dict.has( SESSION_QUALIFIER ) )
82 sessionQualifier = dict.getString( SESSION_QUALIFIER );
83 SessionID sessionID( beginString, senderCompID, targetCompID, sessionQualifier );
84 s.set( sessionID, dict );
85 }
86 return stream;
87}
void merge(const Dictionary &)
Merge two dictionaries.
Unique session id consists of BeginString, SenderCompID and TargetCompID.
Definition SessionID.h:31
void set(const SessionID &, Dictionary)
Set a dictionary for a session.
Internal representation of QuickFIX configuration settings.
Definition Settings.h:39
std::vector< Dictionary > Sections
Definition Settings.h:43

◆ operator>>() [3/3]

std::istream & FIX::operator>> ( std::istream &  stream,
Settings s 
)

Definition at line 134 of file Settings.cpp.

135{
136 char buffer[1024];
137 std::string line;
138 Settings::Sections::iterator section = s.m_sections.end();;
139
140 while( stream.getline(buffer, sizeof(buffer)) )
141 {
142 line = string_strip( buffer );
143 if( isComment(line) )
144 {
145 continue;
146 }
147 else if( isSection(line) )
148 {
149 section = s.m_sections.insert( s.m_sections.end(), Dictionary(splitSection(line)) );
150 }
151 else if( isKeyValue(line) )
152 {
153 std::pair<std::string, std::string> keyValue = splitKeyValue( line );
154 if( section == s.m_sections.end() )
155 continue;
156 (*section).setString( keyValue.first, s.m_resolveEnvVars ? resolveEnvVars(keyValue.second) : keyValue.second );
157 }
158 }
159 return stream;
160}
bool m_resolveEnvVars
Definition Settings.h:50
Sections m_sections
Definition Settings.h:49
std::string string_strip(const std::string &value)
Definition Utility.cpp:67
bool isComment(const std::string &line)
Definition Settings.cpp:31
std::string resolveEnvVars(const std::string &str)
Definition Settings.cpp:65
std::pair< std::string, std::string > splitKeyValue(const std::string &line)
Definition Settings.cpp:57
bool isKeyValue(const std::string &line)
Definition Settings.cpp:52

◆ process_sleep()

void FIX::process_sleep ( double  s)

Definition at line 466 of file Utility.cpp.

467{
468#ifdef _MSC_VER
469 Sleep( (long)(s * 1000) );
470#else
471 timespec time, remainder;
472 double intpart;
473 time.tv_nsec = (long)(modf(s, &intpart) * 1e9);
474 time.tv_sec = (int)intpart;
475 while( nanosleep(&time, &remainder) == -1 )
476 time = remainder;
477#endif
478}

Referenced by FIX::ThreadedSocketInitiator::onStart(), FIX::ThreadedSocketConnection::setSession(), FIX::SocketMonitor::sleepIfEmpty(), FIX::Acceptor::stop(), and FIX::Initiator::stop().

◆ resolveEnvVars()

std::string FIX::resolveEnvVars ( const std::string &  str)

Definition at line 65 of file Settings.cpp.

66{
67 std::string resultStr;
68 size_t actPos = 0;
69 size_t sourceLen = str.length();
70
71 while (actPos < sourceLen)
72 {
73 char c = str[actPos++];
74 if (actPos < sourceLen)
75 {
76 // escape character
77 if (c == '\\')
78 {
79 c = str[actPos++];
80 switch (c)
81 {
82 case 't' : resultStr.append(1, '\t'); break;
83 case 'r' : resultStr.append(1, '\r'); break;
84 case 'n' : resultStr.append(1, '\n'); break;
85 default :
86 resultStr.append(1, c);
87 break;
88 }
89 continue;
90 }
91
92 // variable substitution
93 if (c == '$')
94 {
95 bool inBraces = false;
96 c = str[actPos++];
97 if ((c == '(') || (c == '{'))
98 {
99 c = str[actPos++];
100 inBraces = true;
101 }
102
103 // actPos now points at start of var name
104 if (actPos >= sourceLen)
105 break;
106 std::string varName;
107 while ( (actPos <= sourceLen) )
108 {
109 varName.append(1, c); // this must be done before overwriting c
110 c = str[actPos++];
111 if (std::strchr(" /:;,.=\"'?#+*()[]{}$&%\t\n", c))
112 break;
113 }
114 if (inBraces && (actPos <= sourceLen) && ((c == ')') || (c == '}')))
115 ;
116 else
117 --actPos;
118 // varName contains the name of the variable,
119 // actPos points to first char _after_ variable
120 const char *varValue = 0;
121 if (!varName.empty() && (0 != (varValue = getenv(varName.c_str()))))
122 resultStr.append(varValue);
123 continue;
124 }
125 }
126
127 // nothing special, just copy
128 resultStr.append(1, c);
129 }
130
131 return resultStr;
132}

◆ socket_accept()

int FIX::socket_accept ( int  s)

Definition at line 164 of file Utility.cpp.

165{
166 if ( !socket_isValid( s ) ) return -1;
167 return accept( s, 0, 0 );
168}
bool socket_isValid(int socket)
Definition Utility.cpp:277

References socket_isValid().

Referenced by FIX::SocketServer::accept(), socket_createpair(), and FIX::ThreadedSocketAcceptor::socketAcceptorThread().

◆ socket_bind()

int FIX::socket_bind ( int  socket,
const char *  hostname,
int  port 
)

Definition at line 103 of file Utility.cpp.

104{
105 sockaddr_in address;
106 socklen_t socklen;
107
108 address.sin_family = PF_INET;
109 address.sin_port = htons( port );
110 if ( !hostname || !*hostname )
111 address.sin_addr.s_addr = INADDR_ANY;
112 else
113 address.sin_addr.s_addr = inet_addr( hostname );
114 socklen = sizeof( address );
115
116 return bind( socket, reinterpret_cast < sockaddr* > ( &address ),
117 socklen );
118}

Referenced by FIX::ThreadedSocketConnection::connect(), and FIX::SocketConnector::connect().

◆ socket_close()

void FIX::socket_close ( int  s)

◆ socket_connect()

int FIX::socket_connect ( int  socket,
const char *  address,
int  port 
)

Definition at line 148 of file Utility.cpp.

149{
150 const char* hostname = socket_hostname( address );
151 if( hostname == 0 ) return -1;
152
153 sockaddr_in addr;
154 addr.sin_family = PF_INET;
155 addr.sin_port = htons( port );
156 addr.sin_addr.s_addr = inet_addr( hostname );
157
158 int result = connect( socket, reinterpret_cast < sockaddr* > ( &addr ),
159 sizeof( addr ) );
160
161 return result;
162}
const char * socket_hostname(int socket)
Definition Utility.cpp:314

References socket_hostname().

Referenced by FIX::ThreadedSocketConnection::connect(), FIX::SocketConnector::connect(), and socket_createpair().

◆ socket_createAcceptor()

int FIX::socket_createAcceptor ( int  port,
bool  reuse 
)

Definition at line 120 of file Utility.cpp.

121{
122 int socket = ::socket( PF_INET, SOCK_STREAM, 0 );
123 if ( socket < 0 ) return -1;
124
125 sockaddr_in address;
126 socklen_t socklen;
127
128 address.sin_family = PF_INET;
129 address.sin_port = htons( port );
130 address.sin_addr.s_addr = INADDR_ANY;
131 socklen = sizeof( address );
132 if( reuse )
133 socket_setsockopt( socket, SO_REUSEADDR );
134
135 int result = bind( socket, reinterpret_cast < sockaddr* > ( &address ),
136 socklen );
137 if ( result < 0 ) return -1;
138 result = listen( socket, SOMAXCONN );
139 if ( result < 0 ) return -1;
140 return socket;
141}
int socket_setsockopt(int s, int opt)
Definition Utility.cpp:208

References socket_setsockopt().

Referenced by FIX::SocketServer::add(), FIX::ThreadedSocketAcceptor::onInitialize(), and socket_createpair().

◆ socket_createConnector()

int FIX::socket_createConnector ( )

Definition at line 143 of file Utility.cpp.

144{
145 return ::socket( PF_INET, SOCK_STREAM, IPPROTO_TCP );
146}

Referenced by FIX::SocketConnector::connect(), FIX::ThreadedSocketInitiator::doConnect(), and socket_createpair().

◆ socket_createpair()

std::pair< int, int > FIX::socket_createpair ( )

Definition at line 366 of file Utility.cpp.

367{
368#ifdef _MSC_VER
369 int acceptor = socket_createAcceptor(0, true);
370 const char* host = socket_hostname( acceptor );
371 short port = socket_hostport( acceptor );
372 int client = socket_createConnector();
373 socket_connect( client, "localhost", port );
374 int server = socket_accept( acceptor );
375 socket_close(acceptor);
376 return std::pair<int, int>( client, server );
377#else
378 int pair[2];
379 socketpair( AF_UNIX, SOCK_STREAM, 0, pair );
380 return std::pair<int, int>( pair[0], pair[1] );
381#endif
382}
int socket_accept(int s)
Definition Utility.cpp:164
int socket_createConnector()
Definition Utility.cpp:143
short socket_hostport(int socket)
Definition Utility.cpp:304
void socket_close(int s)
Definition Utility.cpp:180
int socket_connect(int socket, const char *address, int port)
Definition Utility.cpp:148
int socket_createAcceptor(int port, bool reuse)
Definition Utility.cpp:120

References socket_accept(), socket_close(), socket_connect(), socket_createAcceptor(), socket_createConnector(), socket_hostname(), and socket_hostport().

Referenced by FIX::SocketMonitor::SocketMonitor().

◆ socket_disconnected()

bool FIX::socket_disconnected ( int  s)

Definition at line 202 of file Utility.cpp.

203{
204 char byte;
205 return ::recv (s, &byte, sizeof (byte), MSG_PEEK) <= 0;
206}

◆ socket_fcntl()

int FIX::socket_fcntl ( int  s,
int  opt,
int  arg 
)

Definition at line 250 of file Utility.cpp.

251{
252 return ::fcntl( s, opt, arg );
253}

Referenced by socket_getfcntlflag(), and socket_setfcntlflag().

◆ socket_fionread()

bool FIX::socket_fionread ( int  s,
int &  bytes 
)

Definition at line 190 of file Utility.cpp.

191{
192 bytes = 0;
193#if defined(_MSC_VER)
194 return ::ioctlsocket( s, FIONREAD, &( ( unsigned long& ) bytes ) ) == 0;
195#elif defined(USING_STREAMS)
196 return ::ioctl( s, I_NREAD, &bytes ) >= 0;
197#else
198 return ::ioctl( s, FIONREAD, &bytes ) == 0;
199#endif
200}

◆ socket_getfcntlflag()

int FIX::socket_getfcntlflag ( int  s,
int  arg 
)

Definition at line 255 of file Utility.cpp.

256{
257 return socket_fcntl( s, F_GETFL, arg );
258}
int socket_fcntl(int s, int opt, int arg)
Definition Utility.cpp:250

References socket_fcntl().

Referenced by socket_setfcntlflag().

◆ socket_getsockopt()

int FIX::socket_getsockopt ( int  s,
int  opt,
int &  optval 
)

Definition at line 233 of file Utility.cpp.

234{
235 int level = SOL_SOCKET;
236 if( opt == TCP_NODELAY )
237 level = IPPROTO_TCP;
238
239#ifdef _MSC_VER
240 int length = sizeof(int);
241#else
242 socklen_t length = sizeof(socklen_t);
243#endif
244
245 return ::getsockopt( s, level, opt,
246 ( char* ) & optval, & length );
247}

Referenced by FIX::ThreadedSocketAcceptor::socketAcceptorThread().

◆ socket_hostname() [1/2]

const char * FIX::socket_hostname ( const char *  name)

Definition at line 324 of file Utility.cpp.

325{
326 struct hostent* host_ptr = 0;
327 struct in_addr** paddr;
328 struct in_addr saddr;
329
330#if( GETHOSTBYNAME_R_INPUTS_RESULT || GETHOSTBYNAME_R_RETURNS_RESULT )
331 hostent host;
332 char buf[1024];
333 int error;
334#endif
335
336 saddr.s_addr = inet_addr( name );
337 if ( saddr.s_addr != ( unsigned ) - 1 ) return name;
338
339#if GETHOSTBYNAME_R_INPUTS_RESULT
340 gethostbyname_r( name, &host, buf, sizeof(buf), &host_ptr, &error );
341#elif GETHOSTBYNAME_R_RETURNS_RESULT
342 host_ptr = gethostbyname_r( name, &host, buf, sizeof(buf), &error );
343#else
344 host_ptr = gethostbyname( name );
345#endif
346
347 if ( host_ptr == 0 ) return 0;
348
349 paddr = ( struct in_addr ** ) host_ptr->h_addr_list;
350 return inet_ntoa( **paddr );
351}

◆ socket_hostname() [2/2]

const char * FIX::socket_hostname ( int  socket)

Definition at line 314 of file Utility.cpp.

315{
316 struct sockaddr_in addr;
317 socklen_t len = sizeof(addr);
318 if( getsockname(socket, (struct sockaddr*)&addr, &len) < 0 )
319 return 0;
320
321 return inet_ntoa( addr.sin_addr );
322}

Referenced by socket_connect(), and socket_createpair().

◆ socket_hostport()

short FIX::socket_hostport ( int  socket)

Definition at line 304 of file Utility.cpp.

305{
306 struct sockaddr_in addr;
307 socklen_t len = sizeof(addr);
308 if( getsockname(socket, (struct sockaddr*)&addr, &len) < 0 )
309 return 0;
310
311 return ntohs( addr.sin_port );
312}

Referenced by socket_createpair().

◆ socket_init()

void FIX::socket_init ( )

Definition at line 81 of file Utility.cpp.

82{
83#ifdef _MSC_VER
84 WORD version = MAKEWORD( 2, 2 );
85 WSADATA data;
86 WSAStartup( version, &data );
87#else
88 struct sigaction sa;
89 sa.sa_handler = SIG_IGN;
90 sigemptyset( &sa.sa_mask );
91 sa.sa_flags = 0;
92 sigaction( SIGPIPE, &sa, 0 );
93#endif
94}

Referenced by FIX::SocketMonitor::SocketMonitor(), FIX::ThreadedSocketAcceptor::ThreadedSocketAcceptor(), FIX::ThreadedSocketAcceptor::ThreadedSocketAcceptor(), FIX::ThreadedSocketInitiator::ThreadedSocketInitiator(), and FIX::ThreadedSocketInitiator::ThreadedSocketInitiator().

◆ socket_invalidate()

void FIX::socket_invalidate ( int &  socket)

Definition at line 295 of file Utility.cpp.

296{
297#ifdef _MSC_VER
298 socket = INVALID_SOCKET;
299#else
300 socket = -1;
301#endif
302}

Referenced by FIX::SocketServer::close().

◆ socket_isBad()

bool FIX::socket_isBad ( int  s)

Definition at line 287 of file Utility.cpp.

288{
289 struct stat buf;
290 fstat( s, &buf );
291 return errno == EBADF;
292}

◆ socket_isValid()

bool FIX::socket_isValid ( int  socket)

Definition at line 277 of file Utility.cpp.

278{
279#ifdef _MSC_VER
280 return socket != INVALID_SOCKET;
281#else
282 return socket >= 0;
283#endif
284}

Referenced by FIX::SocketServer::block(), FIX::HttpServer::onConnect(), FIX::SocketAcceptor::onConnect(), and socket_accept().

◆ socket_peername()

const char * FIX::socket_peername ( int  socket)

Definition at line 353 of file Utility.cpp.

354{
355 struct sockaddr_in addr;
356 socklen_t len = sizeof(addr);
357 if( getpeername( socket, (struct sockaddr*)&addr, &len ) < 0 )
358 return "UNKNOWN";
359 char* result = inet_ntoa( addr.sin_addr );
360 if( result )
361 return result;
362 else
363 return "UNKNOWN";
364}

Referenced by FIX::SocketAcceptor::onConnect(), and FIX::ThreadedSocketAcceptor::socketAcceptorThread().

◆ socket_recv()

ssize_t FIX::socket_recv ( int  s,
char *  buf,
size_t  length 
)

Definition at line 170 of file Utility.cpp.

171{
172 return recv( s, buf, length, 0 );
173}

Referenced by FIX::SocketMonitor::processReadSet(), FIX::HttpConnection::read(), FIX::ThreadedSocketConnection::read(), and FIX::SocketConnection::readFromSocket().

◆ socket_send()

ssize_t FIX::socket_send ( int  s,
const char *  msg,
size_t  length 
)

Definition at line 175 of file Utility.cpp.

176{
177 return send( s, msg, length, 0 );
178}

Referenced by FIX::SocketConnection::processQueue(), FIX::HttpConnection::send(), FIX::ThreadedSocketConnection::send(), and FIX::SocketMonitor::signal().

◆ socket_setfcntlflag()

int FIX::socket_setfcntlflag ( int  s,
int  arg 
)

Definition at line 260 of file Utility.cpp.

261{
262 int oldValue = socket_getfcntlflag( s, arg );
263 oldValue |= arg;
264 return socket_fcntl( s, F_SETFL, arg );
265}
int socket_getfcntlflag(int s, int arg)
Definition Utility.cpp:255

References socket_fcntl(), and socket_getfcntlflag().

Referenced by socket_setnonblock().

◆ socket_setnonblock()

void FIX::socket_setnonblock ( int  socket)

Definition at line 268 of file Utility.cpp.

269{
270#ifdef _MSC_VER
271 u_long opt = 1;
272 ::ioctlsocket( socket, FIONBIO, &opt );
273#else
274 socket_setfcntlflag( socket, O_NONBLOCK );
275#endif
276}
int socket_setfcntlflag(int s, int arg)
Definition Utility.cpp:260

References socket_setfcntlflag().

Referenced by FIX::SocketMonitor::addConnect(), FIX::SocketMonitor::addRead(), FIX::SocketMonitor::addWrite(), and FIX::SocketMonitor::SocketMonitor().

◆ socket_setsockopt() [1/2]

int FIX::socket_setsockopt ( int  s,
int  opt 
)

◆ socket_setsockopt() [2/2]

int FIX::socket_setsockopt ( int  s,
int  opt,
int  optval 
)

Definition at line 218 of file Utility.cpp.

219{
220 int level = SOL_SOCKET;
221 if( opt == TCP_NODELAY )
222 level = IPPROTO_TCP;
223
224#ifdef _MSC_VER
225 return ::setsockopt( s, level, opt,
226 ( char* ) & optval, sizeof( optval ) );
227#else
228 return ::setsockopt( s, level, opt,
229 &optval, sizeof( optval ) );
230#endif
231}

◆ socket_term()

void FIX::socket_term ( )

Definition at line 96 of file Utility.cpp.

97{
98#ifdef _MSC_VER
99 WSACleanup();
100#endif
101}

Referenced by FIX::SocketMonitor::~SocketMonitor(), FIX::ThreadedSocketAcceptor::~ThreadedSocketAcceptor(), and FIX::ThreadedSocketInitiator::~ThreadedSocketInitiator().

◆ splitKeyValue()

std::pair< std::string, std::string > FIX::splitKeyValue ( const std::string &  line)

Definition at line 57 of file Settings.cpp.

58{
59 size_t equals = line.find( '=' );
60 std::string key = std::string( line, 0, equals );
61 std::string value = std::string( line, equals + 1, std::string::npos );
62 return std::pair<std::string, std::string>( key, value );
63}

◆ splitSection()

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

Definition at line 47 of file Settings.cpp.

48{
49 return string_strip(std::string( line, 1, line.size() - 2 ));
50}

References string_strip().

◆ string_replace()

void FIX::string_replace ( const std::string &  oldValue,
const std::string &  newValue,
std::string &  value 
)

Definition at line 40 of file Utility.cpp.

43{
44 for( std::string::size_type pos = value.find(oldValue);
45 pos != std::string::npos;
46 pos = value.find(oldValue, pos) )
47 {
48 value.replace( pos, oldValue.size(), newValue );
49 pos += newValue.size();
50 }
51}

◆ string_strip()

std::string FIX::string_strip ( const std::string &  value)

Definition at line 67 of file Utility.cpp.

68{
69 if( !value.size() )
70 return value;
71
72 size_t startPos = value.find_first_not_of(" \t\r\n");
73 size_t endPos = value.find_last_not_of(" \t\r\n");
74
75 if( startPos == std::string::npos )
76 return value;
77
78 return std::string( value, startPos, endPos - startPos + 1 );
79}

Referenced by FIX::Dictionary::setBool(), FIX::Dictionary::setDouble(), FIX::Dictionary::setInt(), FIX::Dictionary::setString(), and splitSection().

◆ string_toLower()

std::string FIX::string_toLower ( const std::string &  value)

Definition at line 60 of file Utility.cpp.

61{
62 std::string copy = value;
63 std::transform( copy.begin(), copy.end(), copy.begin(), tolower );
64 return copy;
65}

◆ string_toUpper()

std::string FIX::string_toUpper ( const std::string &  value)

Definition at line 53 of file Utility.cpp.

54{
55 std::string copy = value;
56 std::transform( copy.begin(), copy.end(), copy.begin(), toupper );
57 return copy;
58}

Referenced by FIX::Dictionary::getString(), FIX::Dictionary::has(), FIX::SessionFactory::processFixtDataDictionaries(), FIX::Dictionary::setBool(), FIX::Dictionary::setDouble(), FIX::Dictionary::setInt(), and FIX::Dictionary::setString().

◆ swap()

void FIX::swap ( FieldBase lhs,
FieldBase rhs 
)
inline

Definition at line 249 of file Field.h.

250{
251 lhs.swap( rhs );
252}
void swap(FieldBase &rhs)
Definition Field.h:115

References FIX::FieldBase::swap().

◆ thread_detach()

void FIX::thread_detach ( thread_id  thread)

Definition at line 447 of file Utility.cpp.

448{
449#ifdef _MSC_VER
450 CloseHandle((HANDLE)thread);
451#else
452 pthread_t t = thread;
453 pthread_detach( t );
454#endif
455}

Referenced by FIX::ThreadedSocketAcceptor::removeThread(), and FIX::ThreadedSocketInitiator::removeThread().

◆ thread_join()

void FIX::thread_join ( thread_id  thread)

Definition at line 437 of file Utility.cpp.

438{
439#ifdef _MSC_VER
440 WaitForSingleObject( ( void* ) thread, INFINITE );
441 CloseHandle((HANDLE)thread);
442#else
443 pthread_join( ( pthread_t ) thread, 0 );
444#endif
445}

Referenced by FIX::ThreadedSocketAcceptor::onStop(), FIX::ThreadedSocketInitiator::onStop(), FIX::HttpServer::stop(), FIX::Acceptor::stop(), and FIX::Initiator::stop().

◆ thread_self()

thread_id FIX::thread_self ( )

Definition at line 457 of file Utility.cpp.

458{
459#ifdef _MSC_VER
460 return (unsigned)GetCurrentThread();
461#else
462 return pthread_self();
463#endif
464}

◆ thread_spawn() [1/2]

bool FIX::thread_spawn ( THREAD_START_ROUTINE  func,
void *  var 
)

Definition at line 431 of file Utility.cpp.

432{
433 thread_id thread = 0;
434 return thread_spawn( func, var, thread );
435}
pthread_t thread_id
Definition Utility.h:190
bool thread_spawn(THREAD_START_ROUTINE func, void *var, thread_id &thread)
Definition Utility.cpp:416

References thread_spawn().

◆ thread_spawn() [2/2]

bool FIX::thread_spawn ( THREAD_START_ROUTINE  func,
void *  var,
thread_id thread 
)

Definition at line 416 of file Utility.cpp.

417{
418#ifdef _MSC_VER
419 thread_id result = 0;
420 unsigned int id = 0;
421 result = _beginthreadex( NULL, 0, func, var, 0, &id );
422 if ( result == 0 ) return false;
423#else
424 thread_id result = 0;
425 if( pthread_create( &result, 0, func, var ) != 0 ) return false;
426#endif
427 thread = result;
428 return true;
429}

Referenced by FIX::ThreadedSocketInitiator::doConnect(), FIX::ThreadedSocketAcceptor::onStart(), FIX::ThreadedSocketAcceptor::socketAcceptorThread(), FIX::Acceptor::start(), FIX::HttpServer::start(), FIX::Initiator::start(), and thread_spawn().

◆ time_gmtime()

tm FIX::time_gmtime ( const time_t *  t)

Definition at line 384 of file Utility.cpp.

385{
386#ifdef _MSC_VER
387 #if( _MSC_VER >= 1400 )
388 tm result;
389 gmtime_s( &result, t );
390 return result;
391 #else
392 return *gmtime( t );
393 #endif
394#else
395 tm result;
396 return *gmtime_r( t, &result );
397#endif
398}

Referenced by FIX::DateTime::fromUtcTimeT(), and FIX::DateTime::fromUtcTimeT().

◆ time_localtime()

tm FIX::time_localtime ( const time_t *  t)

Definition at line 400 of file Utility.cpp.

401{
402#ifdef _MSC_VER
403 #if( _MSC_VER >= 1400 )
404 tm result;
405 localtime_s( &result, t );
406 return result;
407 #else
408 return *localtime( t );
409 #endif
410#else
411 tm result;
412 return *localtime_r( t, &result );
413#endif
414}

Referenced by FIX::DateTime::fromLocalTimeT(), and FIX::DateTime::fromLocalTimeT().

Variable Documentation

◆ ALLOW_UNKNOWN_MSG_FIELDS

const char FIX::ALLOW_UNKNOWN_MSG_FIELDS[] = "AllowUnknownMsgFields"

Definition at line 76 of file SessionSettings.h.

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

◆ APP_DATA_DICTIONARY

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

Definition at line 48 of file SessionSettings.h.

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

◆ BEGINSTRING

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

Definition at line 37 of file SessionSettings.h.

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

◆ BeginString_FIX40

const char FIX::BeginString_FIX40[] = "FIX.4.0"

◆ BeginString_FIX41

const char FIX::BeginString_FIX41[] = "FIX.4.1"

◆ BeginString_FIX42

const char FIX::BeginString_FIX42[] = "FIX.4.2"

◆ BeginString_FIX43

const char FIX::BeginString_FIX43[] = "FIX.4.3"

◆ BeginString_FIX44

const char FIX::BeginString_FIX44[] = "FIX.4.4"

◆ BeginString_FIX50

const char FIX::BeginString_FIX50[] = "FIX.5.0"

Definition at line 31 of file Values.h.

Referenced by FIX::Message::toApplVerID(), and FIX::Message::toBeginString().

◆ BeginString_FIXT11

const char FIX::BeginString_FIXT11[] = "FIXT.1.1"

◆ BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT

const char FIX::BusinessRejectReason_APPLICATION_NOT_AVAILABLE_TEXT[] = "Application Not Available"

Definition at line 57 of file Values.h.

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

◆ BusinessRejectReason_CONDITIONALLY_REQUIRED_FIELD_MISSING_TEXT

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().

◆ BusinessRejectReason_DELIVERTO_FIRM_NOT_AVAILABLE_AT_THIS_TIME_TEXT

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().

◆ BusinessRejectReason_NOT_AUTHORIZED_TEXT

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

Definition at line 59 of file Values.h.

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

◆ BusinessRejectReason_OTHER_TEXT

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

Definition at line 53 of file Values.h.

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

◆ BusinessRejectReason_UNKNOWN_ID_TEXT

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

Definition at line 54 of file Values.h.

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

◆ BusinessRejectReason_UNKNOWN_SECURITY_TEXT

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

Definition at line 55 of file Values.h.

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

◆ BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE_TEXT

const char FIX::BusinessRejectReason_UNSUPPORTED_MESSAGE_TYPE_TEXT[] = "Unsupported Message Type"

Definition at line 56 of file Values.h.

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

◆ CERT_AUTH_DIR

const char FIX::CERT_AUTH_DIR[] = "CertificationAuthoritiesDirectory"

Definition at line 138 of file SessionSettings.h.

◆ CERT_AUTH_FILE

const char FIX::CERT_AUTH_FILE[] = "CertificationAuthoritiesFile"

Definition at line 137 of file SessionSettings.h.

◆ CHECK_COMPID

const char FIX::CHECK_COMPID[] = "CheckCompID"

◆ CHECK_LATENCY

const char FIX::CHECK_LATENCY[] = "CheckLatency"

◆ CLIENT_CERT_FILE

const char FIX::CLIENT_CERT_FILE[] = "ClientCertificateFile"

Definition at line 135 of file SessionSettings.h.

◆ CLIENT_CERT_KEY_FILE

const char FIX::CLIENT_CERT_KEY_FILE[] = "ClientCertificateKeyFile"

Definition at line 136 of file SessionSettings.h.

◆ CONNECTION_TYPE

const char FIX::CONNECTION_TYPE[] = "ConnectionType"

◆ CRL_DIR

const char FIX::CRL_DIR[] = "CertificateRevocationListDirectory"

Definition at line 140 of file SessionSettings.h.

◆ CRL_FILE

const char FIX::CRL_FILE[] = "CertificateRevocationListFile"

Definition at line 139 of file SessionSettings.h.

◆ DATA_DICTIONARY

const char FIX::DATA_DICTIONARY[] = "DataDictionary"

Definition at line 46 of file SessionSettings.h.

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

◆ DEFAULT_APPLVERID

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

◆ digit_pairs

const char FIX::digit_pairs[201]
static
Initial value:
= {
"00010203040506070809"
"10111213141516171819"
"20212223242526272829"
"30313233343536373839"
"40414243444546474849"
"50515253545556575859"
"60616263646566676869"
"70717273747576777879"
"80818283848586878889"
"90919293949596979899"
}

Definition at line 86 of file FieldConvertors.h.

86 {
87 "00010203040506070809"
88 "10111213141516171819"
89 "20212223242526272829"
90 "30313233343536373839"
91 "40414243444546474849"
92 "50515253545556575859"
93 "60616263646566676869"
94 "70717273747576777879"
95 "80818283848586878889"
96 "90919293949596979899"
97};

Referenced by integer_to_string().

◆ END_DAY

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

Definition at line 53 of file SessionSettings.h.

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

◆ END_TIME

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

Definition at line 51 of file SessionSettings.h.

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

◆ FILE_LOG_BACKUP_PATH

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

Definition at line 97 of file SessionSettings.h.

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

◆ FILE_LOG_PATH

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

Definition at line 96 of file SessionSettings.h.

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

◆ FILE_STORE_PATH

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

Definition at line 80 of file SessionSettings.h.

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

◆ headerOrder

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

Definition at line 34 of file Message.cpp.

35{
36 FIELD::BeginString,
37 FIELD::BodyLength,
38 FIELD::MsgType
39};

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

◆ HEARTBTINT

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

Definition at line 61 of file SessionSettings.h.

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

◆ HTTP_ACCEPT_PORT

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

◆ LOGON_DAY

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

Definition at line 56 of file SessionSettings.h.

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

◆ LOGON_TIME

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

Definition at line 54 of file SessionSettings.h.

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

◆ LOGON_TIMEOUT

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

◆ LOGOUT_DAY

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

Definition at line 57 of file SessionSettings.h.

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

◆ LOGOUT_TIME

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

Definition at line 55 of file SessionSettings.h.

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

◆ LOGOUT_TIMEOUT

const char FIX::LOGOUT_TIMEOUT[] = "LogoutTimeout"

◆ MAX_LATENCY

const char FIX::MAX_LATENCY[] = "MaxLatency"

◆ MILLISECONDS_IN_TIMESTAMP

const char FIX::MILLISECONDS_IN_TIMESTAMP[] = "MillisecondsInTimeStamp"

◆ MYSQL_LOG_DATABASE

const char FIX::MYSQL_LOG_DATABASE[] = "MySQLLogDatabase"

Definition at line 102 of file SessionSettings.h.

◆ MYSQL_LOG_EVENT_TABLE

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

Definition at line 109 of file SessionSettings.h.

◆ MYSQL_LOG_HOST

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

Definition at line 105 of file SessionSettings.h.

◆ MYSQL_LOG_INCOMING_TABLE

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

Definition at line 107 of file SessionSettings.h.

◆ MYSQL_LOG_OUTGOING_TABLE

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

Definition at line 108 of file SessionSettings.h.

◆ MYSQL_LOG_PASSWORD

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

Definition at line 104 of file SessionSettings.h.

◆ MYSQL_LOG_PORT

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

Definition at line 106 of file SessionSettings.h.

◆ MYSQL_LOG_USECONNECTIONPOOL

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

Definition at line 101 of file SessionSettings.h.

◆ MYSQL_LOG_USER

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

Definition at line 103 of file SessionSettings.h.

◆ MYSQL_STORE_DATABASE

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

Definition at line 82 of file SessionSettings.h.

◆ MYSQL_STORE_HOST

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

Definition at line 85 of file SessionSettings.h.

◆ MYSQL_STORE_PASSWORD

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

Definition at line 84 of file SessionSettings.h.

◆ MYSQL_STORE_PORT

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

Definition at line 86 of file SessionSettings.h.

◆ MYSQL_STORE_USECONNECTIONPOOL

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

Definition at line 81 of file SessionSettings.h.

◆ MYSQL_STORE_USER

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

Definition at line 83 of file SessionSettings.h.

◆ ODBC_LOG_CONNECTION_STRING

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

Definition at line 121 of file SessionSettings.h.

◆ ODBC_LOG_EVENT_TABLE

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

Definition at line 124 of file SessionSettings.h.

◆ ODBC_LOG_INCOMING_TABLE

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

Definition at line 122 of file SessionSettings.h.

◆ ODBC_LOG_OUTGOING_TABLE

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

Definition at line 123 of file SessionSettings.h.

◆ ODBC_LOG_PASSWORD

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

Definition at line 120 of file SessionSettings.h.

◆ ODBC_LOG_USER

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

Definition at line 119 of file SessionSettings.h.

◆ ODBC_STORE_CONNECTION_STRING

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

Definition at line 95 of file SessionSettings.h.

◆ ODBC_STORE_PASSWORD

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

Definition at line 94 of file SessionSettings.h.

◆ ODBC_STORE_USER

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

Definition at line 93 of file SessionSettings.h.

◆ PERSIST_MESSAGES

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

◆ POSTGRESQL_LOG_DATABASE

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

Definition at line 111 of file SessionSettings.h.

◆ POSTGRESQL_LOG_EVENT_TABLE

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

Definition at line 118 of file SessionSettings.h.

◆ POSTGRESQL_LOG_HOST

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

Definition at line 114 of file SessionSettings.h.

◆ POSTGRESQL_LOG_INCOMING_TABLE

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

Definition at line 116 of file SessionSettings.h.

◆ POSTGRESQL_LOG_OUTGOING_TABLE

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

Definition at line 117 of file SessionSettings.h.

◆ POSTGRESQL_LOG_PASSWORD

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

Definition at line 113 of file SessionSettings.h.

◆ POSTGRESQL_LOG_PORT

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

Definition at line 115 of file SessionSettings.h.

◆ POSTGRESQL_LOG_USECONNECTIONPOOL

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

Definition at line 110 of file SessionSettings.h.

◆ POSTGRESQL_LOG_USER

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

Definition at line 112 of file SessionSettings.h.

◆ POSTGRESQL_STORE_DATABASE

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

Definition at line 88 of file SessionSettings.h.

◆ POSTGRESQL_STORE_HOST

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

Definition at line 91 of file SessionSettings.h.

◆ POSTGRESQL_STORE_PASSWORD

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

Definition at line 90 of file SessionSettings.h.

◆ POSTGRESQL_STORE_PORT

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

Definition at line 92 of file SessionSettings.h.

◆ POSTGRESQL_STORE_USECONNECTIONPOOL

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

Definition at line 87 of file SessionSettings.h.

◆ POSTGRESQL_STORE_USER

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

Definition at line 89 of file SessionSettings.h.

◆ PRESERVE_MESSAGE_FIELDS_ORDER

const char FIX::PRESERVE_MESSAGE_FIELDS_ORDER[] = "PreserveMessageFieldsOrder"

Definition at line 77 of file SessionSettings.h.

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

◆ RECONNECT_INTERVAL

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

◆ REFRESH_ON_LOGON

const char FIX::REFRESH_ON_LOGON[] = "RefreshOnLogon"

◆ RESET_ON_DISCONNECT

const char FIX::RESET_ON_DISCONNECT[] = "ResetOnDisconnect"

◆ RESET_ON_LOGON

const char FIX::RESET_ON_LOGON[] = "ResetOnLogon"

◆ RESET_ON_LOGOUT

const char FIX::RESET_ON_LOGOUT[] = "ResetOnLogout"

◆ SCREEN_LOG_SHOW_EVENTS

const char FIX::SCREEN_LOG_SHOW_EVENTS[] = "ScreenLogShowEvents"

Definition at line 100 of file SessionSettings.h.

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

◆ SCREEN_LOG_SHOW_INCOMING

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

Definition at line 98 of file SessionSettings.h.

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

◆ SCREEN_LOG_SHOW_OUTGOING

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

Definition at line 99 of file SessionSettings.h.

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

◆ SEND_REDUNDANT_RESENDREQUESTS

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

◆ SEND_RESETSEQNUMFLAG

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

Definition at line 44 of file SessionSettings.h.

◆ SENDERCOMPID

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

Definition at line 38 of file SessionSettings.h.

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

◆ SERVER_CERT_FILE

const char FIX::SERVER_CERT_FILE[] = "ServerCertificateFile"

Definition at line 133 of file SessionSettings.h.

◆ SERVER_CERT_KEY_FILE

const char FIX::SERVER_CERT_KEY_FILE[] = "ServerCertificateKeyFile"

Definition at line 134 of file SessionSettings.h.

◆ SESSION_QUALIFIER

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

Definition at line 40 of file SessionSettings.h.

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

◆ SessionRejectReason_COMPID_PROBLEM_TEXT

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

Definition at line 47 of file Values.h.

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

◆ SessionRejectReason_DECRYPTION_PROBLEM_TEXT

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

Definition at line 45 of file Values.h.

◆ SessionRejectReason_INCORRECT_DATA_FORMAT_FOR_VALUE_TEXT

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().

◆ SessionRejectReason_INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP_TEXT

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().

◆ SessionRejectReason_INVALID_MSGTYPE_TEXT

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

Definition at line 49 of file Values.h.

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

◆ SessionRejectReason_INVALID_TAG_NUMBER_TEXT

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

Definition at line 38 of file Values.h.

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

◆ SessionRejectReason_REQUIRED_TAG_MISSING_TEXT

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

Definition at line 39 of file Values.h.

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

◆ SessionRejectReason_SENDINGTIME_ACCURACY_PROBLEM_TEXT

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

Definition at line 48 of file Values.h.

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

◆ SessionRejectReason_SIGNATURE_PROBLEM_TEXT

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

Definition at line 46 of file Values.h.

◆ SessionRejectReason_TAG_APPEARS_MORE_THAN_ONCE_TEXT

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().

◆ SessionRejectReason_TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE_TEXT

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().

◆ SessionRejectReason_TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER_TEXT

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().

◆ SessionRejectReason_TAG_SPECIFIED_WITHOUT_A_VALUE_TEXT

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().

◆ SessionRejectReason_UNDEFINED_TAG_TEXT

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

Definition at line 41 of file Values.h.

◆ SessionRejectReason_VALUE_IS_INCORRECT_TEXT

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().

◆ SOCKET_ACCEPT_PORT

const char FIX::SOCKET_ACCEPT_PORT[] = "SocketAcceptPort"

◆ SOCKET_CONNECT_HOST

const char FIX::SOCKET_CONNECT_HOST[] = "SocketConnectHost"

◆ SOCKET_CONNECT_PORT

const char FIX::SOCKET_CONNECT_PORT[] = "SocketConnectPort"

◆ SOCKET_CONNECT_SOURCE_HOST

const char FIX::SOCKET_CONNECT_SOURCE_HOST[] = "SocketConnectSourceHost"

◆ SOCKET_CONNECT_SOURCE_PORT

const char FIX::SOCKET_CONNECT_SOURCE_PORT[] = "SocketConnectSourcePort"

◆ SOCKET_NODELAY

const char FIX::SOCKET_NODELAY[] = "SocketNodelay"

◆ SOCKET_RECEIVE_BUFFER_SIZE

const char FIX::SOCKET_RECEIVE_BUFFER_SIZE[] = "SocketReceiveBufferSize"

◆ SOCKET_REUSE_ADDRESS

const char FIX::SOCKET_REUSE_ADDRESS[] = "SocketReuseAddress"

◆ SOCKET_SEND_BUFFER_SIZE

const char FIX::SOCKET_SEND_BUFFER_SIZE[] = "SocketSendBufferSize"

◆ SSL_CIPHER_SUITE

const char FIX::SSL_CIPHER_SUITE[] = "SSLCipherSuite"

Definition at line 216 of file SessionSettings.h.

◆ SSL_PROTOCOL

const char FIX::SSL_PROTOCOL[] = "SSLProtocol"

Definition at line 186 of file SessionSettings.h.

◆ START_DAY

const char FIX::START_DAY[] = "StartDay"

Definition at line 52 of file SessionSettings.h.

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

◆ START_TIME

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

Definition at line 50 of file SessionSettings.h.

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

◆ TARGETCOMPID

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

Definition at line 39 of file SessionSettings.h.

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

◆ TIMESTAMP_PRECISION

const char FIX::TIMESTAMP_PRECISION[] = "TimestampPrecision"

Definition at line 130 of file SessionSettings.h.

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

◆ TRANSPORT_DATA_DICTIONARY

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

Definition at line 47 of file SessionSettings.h.

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

◆ USE_DATA_DICTIONARY

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

Definition at line 43 of file SessionSettings.h.

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

◆ USE_LOCAL_TIME

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

Definition at line 49 of file SessionSettings.h.

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

◆ VALIDATE_FIELDS_HAVE_VALUES

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

Definition at line 74 of file SessionSettings.h.

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

◆ VALIDATE_FIELDS_OUT_OF_ORDER

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

Definition at line 73 of file SessionSettings.h.

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

◆ VALIDATE_LENGTH_AND_CHECKSUM

const char FIX::VALIDATE_LENGTH_AND_CHECKSUM[] = "ValidateLengthAndChecksum"

Definition at line 72 of file SessionSettings.h.

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

◆ VALIDATE_USER_DEFINED_FIELDS

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

Definition at line 75 of file SessionSettings.h.

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

◆ VERIFY_LEVEL

const char FIX::VERIFY_LEVEL[] = "CertificateVerifyLevel"

Definition at line 141 of file SessionSettings.h.


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