ITCH 5.0 Market Data Handler
1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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Class Index
A
|
B
|
C
|
D
|
E
|
F
|
H
|
I
|
L
|
M
|
O
|
P
|
R
|
S
|
T
|
U
|
V
A
AddOrder
(
b2bits::nasdaq::itch50
)
Aggregator
(
b2bits
)
ArgsPack
(
b2bits::delegate_detail
)
B
BookTraits
(
b2bits::nasdaq::itch50
)
BrokenTrade
(
b2bits::nasdaq::itch50
)
C
CallbackPtr
(
b2bits::delegate_detail
)
Callbacks
(
b2bits::delegate_detail
)
ClientHeartbeat
(
b2bits::nasdaq::soupbintcp
)
cmp_traits
(
b2bits
)
cmp_traits< 'B'>
(
b2bits
)
cmp_traits< 'S'>
(
b2bits
)
CombinationOrderbookDirectory
(
b2bits::nasdaq::itch50
)
Connection
(
b2bits
)
D
DebugPacket
(
b2bits::nasdaq::soupbintcp
)
DefaultBookTraits
(
b2bits
)
Delegate
(
b2bits
)
Delete
(
b2bits::delegate_detail
)
E
EndOfSession
(
b2bits::nasdaq::soupbintcp
)
EndOfSnapshot
(
b2bits::nasdaq::itch50
)
Endpoint
(
b2bits::net
)
Session::EOP
(
b2bits::nasdaq::itch50
)
Event
(
b2bits
)
ExecutionDone
(
b2bits::nasdaq::itch50
)
F
ForEach
(
b2bits::delegate_detail
)
ForEach< void >
(
b2bits::delegate_detail
)
H
HRClock
(
b2bits
)
I
Information
(
b2bits::nasdaq::itch50
)
Instrument
(
b2bits::nasdaq::itch50
)
Invoker
(
b2bits::delegate_detail
)
ItchSettings
(
b2bits::nasdaq::itch50
)
L
LCH
(
b2bits::delegate_detail
)
LCH< T >
(
b2bits::delegate_detail
)
LevelUpdateEvent
(
b2bits
)
LoginAccepted
(
b2bits::nasdaq::soupbintcp
)
LoginReject
(
b2bits::nasdaq::soupbintcp
)
LoginRequest
(
b2bits::nasdaq::soupbintcp
)
LogoutRequest
(
b2bits::nasdaq::soupbintcp
)
M
MakePtr
(
b2bits::delegate_detail
)
MakePtr< R(Args...)>
(
b2bits::delegate_detail
)
MessageBlock
(
b2bits::nasdaq
)
MessageBlock
(
b2bits::nasdaq::moldudp64
)
MessageCacheT
(
b2bits
)
MessageHeader
(
b2bits::nasdaq
)
MsgT
(
b2bits::nasdaq
)
O
Instrument::Order
(
b2bits::nasdaq::itch50
)
OrderbookDirectory
(
b2bits::nasdaq::itch50
)
OrderBookState
(
b2bits::nasdaq::itch50
)
OrderCancelMessage
(
b2bits::nasdaq::itch50
)
OrderExecuted
(
b2bits::nasdaq::itch50
)
OrderExecutedWithPrice
(
b2bits::nasdaq::itch50
)
OrderReplace
(
b2bits::nasdaq::itch50
)
P
PacketHeader
(
b2bits::nasdaq::moldudp64
)
PacketHeader
(
b2bits::nasdaq::soupbintcp
)
R
RequestPacket
(
b2bits::nasdaq::moldudp64
)
S
SequencedData
(
b2bits::nasdaq
)
SequencedData
(
b2bits::nasdaq::soupbintcp
)
SequencerImpl
(
b2bits::nasdaq::moldudp64
)
ServerHeartbeat
(
b2bits::nasdaq::soupbintcp
)
Session
(
b2bits::nasdaq::itch50
)
Session
(
b2bits::nasdaq::moldudp64
)
SessionHandlers
(
b2bits::nasdaq::itch50
)
Settings
(
b2bits::nasdaq::itch50
)
Settings
(
b2bits::nasdaq::moldudp64
)
Settings
(
b2bits::nasdaq::soupbintcp
)
SystemEvent
(
b2bits::nasdaq::itch50
)
T
Trade
(
b2bits::nasdaq::itch50
)
SequencerImpl::Traits
(
b2bits::nasdaq::moldudp64
)
U
UdpEndpoint
(
b2bits::net
)
UDPPacket
(
b2bits::nasdaq::moldudp64
)
UnsequencedData
(
b2bits::nasdaq::soupbintcp
)
UnsequencedData
(
b2bits::nasdaq
)
V
VolumeUpdate
(
b2bits::nasdaq::itch50
)
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