ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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b2bits::Aggregator< _Traits, _Side > Member List

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 typedefb2bits::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) constb2bits::Aggregator< _Traits, _Side >inline
PriceType typedefb2bits::Aggregator< _Traits, _Side >
QtyType typedefb2bits::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 typedefb2bits::Aggregator< _Traits, _Side >
Traits typedefb2bits::Aggregator< _Traits, _Side >