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ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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This is the complete list of members for b2bits::Aggregator< _Traits, _Side >, including all inherited members.
| add_order(Handler &&handler, PriceType price, QtyType qty, Timestamp timestamp=0) | b2bits::Aggregator< _Traits, _Side > | inline |
| Aggregator(std::uint16_t depth=5) | b2bits::Aggregator< _Traits, _Side > | inline |
| clear() | b2bits::Aggregator< _Traits, _Side > | inline |
| CounterType typedef | b2bits::Aggregator< _Traits, _Side > | |
| modify(Handler &&handler, PriceType old_price, PriceType new_price, QtyType old_qty, QtyType new_qty, Timestamp timestamp=0) | b2bits::Aggregator< _Traits, _Side > | inline |
| play(Handler &&handler) const | b2bits::Aggregator< _Traits, _Side > | inline |
| PriceType typedef | b2bits::Aggregator< _Traits, _Side > | |
| QtyType typedef | b2bits::Aggregator< _Traits, _Side > | |
| reduce_qty(Handler &&handler, PriceType price, QtyType qty, bool order_removed, Timestamp timestamp=0) | b2bits::Aggregator< _Traits, _Side > | inline |
| reset() | b2bits::Aggregator< _Traits, _Side > | inline |
| Timestamp typedef | b2bits::Aggregator< _Traits, _Side > | |
| Traits typedef | b2bits::Aggregator< _Traits, _Side > |