Table of Contents

Namespace StockSharp.Fix.Native

Classes

BaseFixReader

Data reader base class.

BaseFixWriter

The base class of the recorder.

BinaryFixReader

The reader of data recorded in the binary FIX protocol format (FAST).

BinaryFixWriter

The data recorder which records in the binary FIX protocol format (FAST).

CashMargin

Identifies whether an order is a margin order or a non-margin order.

CommType
CxlRejResponseTo
DialectSource<TInterfaceType, TAsmHolder>

Dialect source.

ExecType
ExecutionReport

Execution report.

Extensions

FIX/FAST extension methods.

FastPMap

FAST Presence Map.

FixBase

Data reader/writer base class.

FixExtendedMessages

FIX extended messages codes.

FixMessages

FIX messages codes.

FixTimeInForce
HandlInst
MDEntryType
MDReqRejReason
MDUpdateAction

Actions.

MassCancelRequestType
MassCancelResponse
OrdStatus
OrdType
Party

Party.

PartyIDSource
PosAmtType
PosType
PositionEffect

Indicates whether the resulting position after a trade should be an opening position or closing position.

QuoteCondition

Space-delimited list of conditions describing a quote.

SecurityIDSource
SecurityStatus

Security status.

SecurityType
Side
SubscriptionRequestType
TextFixReader

The reader of data recorded in the text FIX protocol format.

TextFixWriter

The data recorder which records in the text FIX protocol format.

TickDirection

Ticks side.

TimeInForce
Urgency

Urgency.

Structs

MDEntry

The market data string.

ScaledNumber

Scaled numbers, like floating point numbers are represented as a mantissa and an exponent.

Interfaces

IFixReader

The interface describing the reader of data recorded in the FIX protocol format.

IFixWriter

The interface describing the recorder of data in the FIX protocol format.

Enums

AccountType
ApplReqType
ApplVerId
AsciiSymbols

ASCII symbols.

CxlRejReason
EncryptMethod

Encryption methods.

ExecRestatementReason

Code to identify reason for an ExecutionReport message sent with ExecType=Restated or used when communicating an unsolicited cancel.

FixTags

FIX protocol tags.

MDUpdateType
MassCancelRejectReason
MassStatusReqType
PartyRole
PosQtyStatus
PosReqResult
PosReqStatus
PosReqType
Product

Indicates the type of product the security is associated with.

PutOrCall

Option types.

QuoteCancelType

Quotes cancel types.

QuoteType
SecurityListRequestType
SecurityRequestResult
SecurityRequestType
SecurityResponseType
TradSesStatus

Session states.

TradSesStatusRejReason

Session state request error message.

TrdRegTimestampType
UserRequestType
UserStatus

The user request states.