- Generated by
1.16.1
|
ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
|
| Nb2bits | |
| Nnasdaq | Namespace alias for SoupBinTCP protocol |
| Nitch50 | |
| CItchSettings | ITCH 5.0 specific session settings |
| CSettings | Combined settings for ITCH 5.0 session |
| CSession | ITCH 5.0 Market Data Session |
| CEOP | End-of-packet marker type |
| CSessionHandlers | Fluent interface wrapper for ITCH 5.0 Session event handling |
| CBookTraits | Type traits for order book aggregation |
| CInstrument | Represents a single trading instrument and its order book |
| COrder | Represents a single order in the order book |
| COrderbookDirectory | |
| CCombinationOrderbookDirectory | |
| CSystemEvent | |
| COrderBookState | |
| CAddOrder | |
| COrderExecuted | |
| COrderExecutedWithPrice | |
| COrderCancelMessage | |
| COrderReplace | |
| CTrade | |
| CExecutionDone | |
| CInformation | |
| CBrokenTrade | |
| CVolumeUpdate | |
| CEndOfSnapshot | |
| Nmoldudp64 | |
| CSettings | MoldUDP64 session settings |
| CSession | MoldUDP64 session manager |
| CUDPPacket | MoldUDP64 packet parser and message iterator |
| CSequencerImpl | MoldUDP64 sequencer implementation traits and operations |
| CTraits | Type traits for the sequencer |
| CPacketHeader | MoldUDP64 packet header |
| CRequestPacket | Compile-time validation of PacketHeader wire format size |
| CMessageBlock | Compile-time validation of RequestPacket wire format size |
| Nsoupbintcp | |
| CSettings | SoupBinTCP session settings |
| CPacketHeader | SoupBinTCP packet header |
| CDebugPacket | Debug packet ('+') |
| CLoginAccepted | Login accepted packet ('A') |
| CLoginReject | Login reject packet ('J') |
| CSequencedData | Sequenced data packet ('S') |
| CServerHeartbeat | Server heartbeat packet ('H') |
| CEndOfSession | End of session packet ('Z') |
| CLoginRequest | Login request packet ('L') |
| CUnsequencedData | Unsequenced data packet ('U') |
| CClientHeartbeat | Client heartbeat packet ('R') |
| CLogoutRequest | Logout request packet ('O') |
| CMessageHeader | Base class for all NASDAQ protocol messages |
| CMsgT | Message adapter template |
| CMessageBlock | Compile-time validation of RequestPacket wire format size |
| CSequencedData | Sequenced data packet ('S') |
| CUnsequencedData | Unsequenced data packet ('U') |
| Nnet | |
| CEndpoint | Generic network endpoint (IP address and port) |
| CUdpEndpoint | UDP-specific endpoint with local binding address |
| Ndelegate_detail | |
| CLCH | Linear class hierarchy node (recursive case) |
| CLCH< T > | Linear class hierarchy node (base case) |
| CArgsPack | Type list wrapper for function arguments |
| CCallbackPtr | Type-erased callback storage |
| CMakePtr | Metafunction to create CallbackPtr from function signature |
| CMakePtr< R(Args...)> | Specialization of MakePtr for function types |
| CCallbacks | Metafunction to create callbacks hierarchy from signatures |
| CInvoker | Invoker utility for dispatching calls to handler objects |
| CForEach | Recursively assign handler to all callbacks in hierarchy |
| CForEach< void > | ForEach specialization for base case (void parent) |
| CDelete | Sentinel type for handler destruction |
| CConnection | |
| CMessageCacheT | |
| CDelegate | Multi-signature delegate (callback) container |
| CEvent | Generic synchronization event |
| CHRClock | High-resolution monotonic clock |
| Ccmp_traits | Comparison traits for buy/sell sides |
| Ccmp_traits< 'B'> | Comparison traits specialization for buy side ('B') |
| Ccmp_traits< 'S'> | Comparison traits specialization for sell side ('S') |
| CDefaultBookTraits | Default traits for order book |
| CLevelUpdateEvent | Book level update event |
| CAggregator | Order book price level aggregator |
1.16.1