Key Features How To Use Compilation Credit License
- Convert C++ quickfix messages to FIXML
- Convert a FIXML messages to a C++ quickfix messages
The code below shows how to convert a C++ quickfix message to its FIXML representation.
fixml2fix_converter converter (fix_filename, xsd_schema);
NewOrderSingle fix_message;
// set FIX messages fields
// ...
// ...
converter.fix2fixml(fix_message, str);The conversion from a FIXML message to its equivalent C++ quickfix message can be done using the same converter type fixml2fix_converter
string str =
" <Order ID='ClOrdID_123'>"
" <Pty ID='partyid_111'>"
" </Pty>"
" <Instrmt Sym='Symbol_234'>"
" </Instrmt>"
" </Order>"
;
FIX::Message fix_msg;
converter.fixml2fix(str, fix_msg);MIT