B2BITS FIX Antenna C++ Programmer's Guide

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Table of Contents

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Release Notes Change Log License agreement Backgrounder About FIX About FIX messages About FIX sessions About FIX 5.0 About FAST Installation & Uninstallation Requirements & Compatibility Installation instruction Install license Package structure description Samples descriptions Uninstallation instructions Quick Start Engine initialization Creation of session-acceptor Creation of session-initiator Creating new order Sending order Processing incoming message Closing session Full sample CME Quick start Engine initialization MDApplication creation Subscribing and unsubscribing Processing incoming marketdata: Releasing resources Full sample		Basic Concepts Main components Engine description Sessions Manager Session description Unregistered acceptors Application description Message description Repeating Groups description FIX Session Acceptor Creating FIX session acceptor Unregistered acceptors Reconnect Disconnect Release resources Send message FIX Session Initiator Creating FIX session initiator Establish connection Custom Logon message Reconnect Disconnect Release resources Send message FIX Session Persistent session Transient session Session state Sequence number handling Late delivery vs rejecting Events Message validation		FIX Message Creating FIX message Get field Set field Remove field Repeating group User defined fields Copy message Release message Message validation FIX Message Object Model Create Access fields Repeating groups Release Combine flat and object model Send object message Protocol customization quick start FIX Dictionaries included in FIX Antenna package Dictionaries setup Creating protocol customization Creating sessions Full sample Old format FIX messages format in run-time Basic concept FIX Dictionary FIXPath FAST support Preface Create FIX-over-FAST Session Establish connection Message processing Send message		Platform Specific Notes Microsoft Windows Linux Recovery Backup connection Store-and-forward Gap fill Fail-over Remote administration Description Supported commands Creating administrative session Implementing custom administrative commands Registering custom administrative application Benchmarks Configuration Common parameters Monitoring parameters Other Topics Statistics Log files Encryption SSL Error handling FAQ Troubleshooting