High Frequency FIX Parser
C++ library for high frequency messaging with the Financial Information Exchange (FIX) protocol.
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▼ include | |
hffix.hpp | The High Frequency FIX Parser Library. Repository at http://github.com/jamesdbrock/hffix |
hffix_fields.hpp | Generated by the fixspec/spec-parse-fields Haskell program from the FIX Protocol specification documents in the fixspec/ directory |