Protocol.h File Reference

Defines constants and enumerations for the FIX protocol. More...

#include <string_view>

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Namespaces
namespace	fix

Enumerations
enum class	fix::MDEntryType : char {   fix::Bid = '0' ,   fix::Offer = '1' ,   fix::Trade = '2' }
	Defines the type of market data entry (Tag 269). More...
enum class	fix::MDUpdateAction : char {   fix::New = '0' ,   fix::Change = '1' ,   fix::Delete = '2' }
	Defines the update action for a market data entry (Tag 279). More...

Variables
constexpr std::string_view	fix::FIX_BEGIN_STRING = "FIX.4.4"
	The BeginString field (Tag 8) for FIX protocol version.
constexpr int	fix::MARKET_DEPTH_FULL_BOOK = 0
	Market Depth (Tag 264) for Full Book.
constexpr int	fix::MARKET_DEPTH_TOP_OF_BOOK = 1
	Market Depth (Tag 264) for Top of Book.
constexpr char	fix::MSG_TYPE_BUSINESS_MESSAGE_REJECT = 'j'
	Message Type (Tag 35) for Business Message Reject.
constexpr char	fix::MSG_TYPE_EXECUTION_REPORT = '8'
	Message Type (Tag 35) for Execution Report.
constexpr char	fix::MSG_TYPE_MARKET_DATA_INCREMENTAL_REFRESH = 'X'
	Message Type (Tag 35) for Market Data Incremental Refresh.
constexpr char	fix::MSG_TYPE_MARKET_DATA_REQUEST = 'V'
	Message Type (Tag 35) for Market Data Request.
constexpr char	fix::MSG_TYPE_MARKET_DATA_SNAPSHOT_FULL_REFRESH = 'W'
	Message Type (Tag 35) for Market Data Snapshot Full Refresh.
constexpr char	fix::MSG_TYPE_NEW_ORDER_SINGLE = 'D'
	Message Type (Tag 35) for New Order Single.
constexpr char	fix::MSG_TYPE_ORDER_CANCEL_REPLACE_REQUEST = 'G'
	Message Type (Tag 35) for Order Cancel Replace Request.
constexpr char	fix::MSG_TYPE_ORDER_CANCEL_REQUEST = 'F'
	Message Type (Tag 35) for Order Cancel Request.
constexpr char	fix::MSG_TYPE_REJECT = '3'
	Message Type (Tag 35) for Reject.
constexpr char	fix::ORDER_SIDE_BUY = '1'
	Order Side (Tag 54) for Buy.
constexpr char	fix::ORDER_SIDE_SELL = '2'
	Order Side (Tag 54) for Sell.
constexpr char	fix::ORDER_STATUS_CANCELED = '4'
	Order Status (Tag 39) for Canceled order.
constexpr char	fix::ORDER_STATUS_FILLED = '2'
	Order Status (Tag 39) for Filled order.
constexpr char	fix::ORDER_STATUS_NEW = '0'
	Order Status (Tag 39) for New order.
constexpr char	fix::ORDER_STATUS_PARTIALLY_FILLED = '1'
	Order Status (Tag 39) for Partially Filled order.
constexpr char	fix::ORDER_STATUS_REJECTED = '8'
	Order Status (Tag 39) for Rejected order.
constexpr char	fix::ORDER_TYPE_LIMIT = '2'
	Order Type (Tag 40) for Limit order.
constexpr char	fix::ORDER_TYPE_MARKET = '1'
	Order Type (Tag 40) for Market order.
constexpr char	fix::SOH = '\x01'
	Start of Header (SOH) character, used as a field delimiter in FIX messages.
constexpr char	fix::SUBSCRIPTION_REQUEST_TYPE_SNAPSHOT = '0'
	Subscription Request Type (Tag 263) for Snapshot.
constexpr char	fix::SUBSCRIPTION_REQUEST_TYPE_SNAPSHOT_AND_UPDATES = '1'
	Subscription Request Type (Tag 263) for Snapshot and Updates.
constexpr char	fix::SUBSCRIPTION_REQUEST_TYPE_UNSUBSCRIBE = '2'
	Subscription Request Type (Tag 263) for Unsubscribe.
constexpr char	fix::TIME_IN_FORCE_DAY = '0'
	Time In Force (Tag 59) for Day order.
constexpr char	fix::TIME_IN_FORCE_FOK = '3'
	Time In Force (Tag 59) for Fill Or Kill (FOK) order.
constexpr char	fix::TIME_IN_FORCE_GTC = '1'
	Time In Force (Tag 59) for Good Till Cancel (GTC) order.
constexpr char	fix::TIME_IN_FORCE_IOC = '2'
	Time In Force (Tag 59) for Immediate Or Cancel (IOC) order.

Detailed Description

Defines constants and enumerations for the FIX protocol.

This file contains various character and string constants used in the FIX protocol, such as SOH delimiter, message types, order sides, order types, and order statuses.