ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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b2bits::nasdaq::itch50::Instrument Member List

This is the complete list of members for b2bits::nasdaq::itch50::Instrument, including all inherited members.

apply(const OrderbookDirectory &msg)b2bits::nasdaq::itch50::Instrumentinline
apply(const SystemEvent &msg)b2bits::nasdaq::itch50::Instrumentinline
apply(const OrderBookState &msg)b2bits::nasdaq::itch50::Instrumentinline
apply(const VolumeUpdate &msg)b2bits::nasdaq::itch50::Instrumentinline
BookLevelUpdate typedefb2bits::nasdaq::itch50::Instrument
clear()b2bits::nasdaq::itch50::Instrumentinline
get_cookie() const noexceptb2bits::nasdaq::itch50::Instrumentinline
get_id() const noexceptb2bits::nasdaq::itch50::Instrumentinline
get_order_book_state() const noexceptb2bits::nasdaq::itch50::Instrumentinline
get_orderbook_directory() const noexceptb2bits::nasdaq::itch50::Instrumentinline
get_orderbook_id() const noexceptb2bits::nasdaq::itch50::Instrumentinline
get_qty_multiplier() constb2bits::nasdaq::itch50::Instrumentinline
get_system_event() const noexceptb2bits::nasdaq::itch50::Instrumentinline
get_volume_update() const noexceptb2bits::nasdaq::itch50::Instrumentinline
Instrument(std::int32_t session_id, const OrderbookDirectory *directory, std::uint16_t market_depth, std::any &&cookie=std::any{})b2bits::nasdaq::itch50::Instrumentinline
mmm_enabled() const noexceptb2bits::nasdaq::itch50::Instrumentinline
OrderMap typedefb2bits::nasdaq::itch50::Instrument
play_book(Handler &&handler)b2bits::nasdaq::itch50::Instrument
play_orders(Handler &&handler)b2bits::nasdaq::itch50::Instrument
process(Handler &&h, std::uint64_t sn, const AddOrder *msg, bool)b2bits::nasdaq::itch50::Instrument
process(Handler &&h, std::uint64_t sn, const OrderExecuted *msg, bool)b2bits::nasdaq::itch50::Instrument
process(Handler &&h, std::uint64_t sn, const OrderExecutedWithPrice *msg, bool)b2bits::nasdaq::itch50::Instrument
process(Handler &&h, std::uint64_t sn, const OrderCancelMessage *msg, bool)b2bits::nasdaq::itch50::Instrument
process(Handler &&h, std::uint64_t sn, const OrderReplace *msg, bool)b2bits::nasdaq::itch50::Instrument
process_order_executed(Handler &&h, std::uint64_t sn, const M *msg, bool mode_aggregated)b2bits::nasdaq::itch50::Instrument