What's the best way to store the following message into a data structure for easy access?
The above consists of key/value pairs of the following:
The tricky part is the keys F, G and H. F indicates the number of items in a group whose item consists of G and H.
For example if F=3, there are three items in this group: Item 1: G=1, H=10 Item 2: G=2, H=20 Item 3: G=3, H=30
In the above example, each item consists of two key/pair values: G and H. I would like the data structure to be flexible such that it can handle if the item increases its key/pair values. As much as possible, I would like to maintain the order it appears in the string.
UPDATE: I would like to store the key/value pairs as strings even though the value often appears as float or other data type, like a map.
May not be what you're looking for, but I'd simply recommend using QuickFIX (quickfixengine.org), which is a very high quality C++ FIX library. It has the type "FIX::Message" which does everything you're looking for, I believe.