ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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File List
Here is a list of all files with brief descriptions:
[detail level 1234]
 
core
 
src
 
impl
 
Delegate.h
Implementation details for multi-signature Delegate
 
net
 
Endpoint.h
Network endpoint definitions for TCP and UDP connections
 
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
 
Declares.h
Platform-specific API export/import declarations
 
docs
 
nasdaq
 
common
 
Types.h
Common types and definitions for NASDAQ protocols
 
itch50
 
impl
 
Instrument.h
 
Instrument.h
ITCH 5.0 Instrument and Order Book Management
 
Messages.h
 
Session.h
ITCH 5.0 Market Data Session implementation
 
SessionHandlers.h
 
moldudp64
 
Messages.h
MoldUDP64 Protocol Message Definitions
 
Packet.h
MoldUDP64 Packet Parser
 
Sequencer.h
MoldUDP64 Message Sequencer
 
Session.h
MoldUDP64 Session Management
 
soupbintcp
 
Messages.h
SoupBinTCP Protocol Message Definitions
 
Settings.h
SoupBinTCP Session settings