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High Frequency FIX Parser
C++ library for high frequency messaging with the Financial Information Exchange (FIX) protocol.
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| ▼Nhffix | Namespace for all types and functions of High Frequency FIX Parser |
| Cfield | A FIX field for hffix::message_reader, with tag and hffix::field_value |
| Cfield_value | FIX field value for hffix::message_reader |
| Cmessage_reader | One FIX message for reading |
| Cmessage_reader_const_iterator | The iterator type for hffix::message_reader. Typedef'd as hffix::message_reader::const_iterator |
| Cmessage_writer | One FIX message for writing |
| Ctag_equal | A predicate constructed with a FIX tag which returns true if the tag of the hffix::field passed to the predicate is equal |