ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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src Directory Reference

Directories

 
impl
 
net

Files

 
Aggregator.h
 Order book price level aggregator.
 
Constants.h
 Common constants and conversion utilities.
 
Delegate.h
 Multi-signature type-safe delegate implementation.
 
Event.h
 Thread synchronization event primitives.
 
HRClock.h
 High-resolution clock for precise time measurements.