High Frequency FIX Parser
C++ library for high frequency messaging with the Financial Information Exchange (FIX) protocol.
include Directory Reference

Files

 hffix.hpp
 The High Frequency FIX Parser Library. Repository at http://github.com/jamesdbrock/hffix.
 
 hffix_fields.hpp
 The hffix_fields.hpp file is generated by the fixspec/spec-parse-fields Haskell program from the FIX Protocol specification documents in the fixspec/ directory.