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ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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| 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 |