ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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Class Hierarchy
This inheritance list is sorted roughly, but not completely, alphabetically:
[detail level 123]
 Cb2bits::Aggregator< _Traits, _Side >Order book price level aggregator
 CArgs...
 Cb2bits::delegate_detail::LCH< Args... >
 Cb2bits::delegate_detail::ArgsPack< T, Args >Type list wrapper for function arguments
 Cb2bits::nasdaq::itch50::BookTraitsType traits for order book aggregation
 Cb2bits::delegate_detail::CallbackPtr< R, Args >Type-erased callback storage
 Cb2bits::delegate_detail::Callbacks< Args >Metafunction to create callbacks hierarchy from signatures
 Cb2bits::cmp_traits< Side >Comparison traits for buy/sell sides
 Cb2bits::cmp_traits< 'B'>Comparison traits specialization for buy side ('B')
 Cb2bits::cmp_traits< 'S'>Comparison traits specialization for sell side ('S')
 Cb2bits::Connection< Sock >
 Cb2bits::DefaultBookTraitsDefault traits for order book
 Cb2bits::Delegate< Fs >Multi-signature delegate (callback) container
 Cb2bits::delegate_detail::DeleteSentinel type for handler destruction
 Cb2bits::net::EndpointGeneric network endpoint (IP address and port)
 Cb2bits::net::UdpEndpointUDP-specific endpoint with local binding address
 Cb2bits::nasdaq::itch50::Session::EOPEnd-of-packet marker type
 Cb2bits::Event< Auto >Generic synchronization event
 Cb2bits::delegate_detail::ForEach< Callbacks >Recursively assign handler to all callbacks in hierarchy
 Cb2bits::delegate_detail::ForEach< void >ForEach specialization for base case (void parent)
 Cb2bits::HRClockHigh-resolution monotonic clock
 Cb2bits::nasdaq::itch50::InstrumentRepresents a single trading instrument and its order book
 Cb2bits::delegate_detail::InvokerInvoker utility for dispatching calls to handler objects
 Cb2bits::nasdaq::itch50::ItchSettingsITCH 5.0 specific session settings
 Cb2bits::nasdaq::itch50::SettingsCombined settings for ITCH 5.0 session
 Cb2bits::LevelUpdateEvent< Traits >Book level update event
 CM
 Cb2bits::nasdaq::MsgT< MessageBlock, M >
 Cb2bits::nasdaq::MsgT< SequencedData, M >
 Cb2bits::nasdaq::MsgT< UnsequencedData, M >
 Cb2bits::nasdaq::MsgT< Protocol, M >Message adapter template
 Cb2bits::delegate_detail::MakePtr< T >Metafunction to create CallbackPtr from function signature
 Cb2bits::delegate_detail::MakePtr< R(Args...)>Specialization of MakePtr for function types
 Cb2bits::nasdaq::MessageBlockCompile-time validation of RequestPacket wire format size
 Cb2bits::nasdaq::MsgT< MessageBlock, M >
 Cb2bits::nasdaq::moldudp64::MessageBlockCompile-time validation of RequestPacket wire format size
 Cb2bits::nasdaq::MsgT< MessageBlock, M >
 Cb2bits::MessageCacheT< Traits >
 Cb2bits::nasdaq::MessageHeaderBase class for all NASDAQ protocol messages
 Cb2bits::nasdaq::itch50::AddOrder
 Cb2bits::nasdaq::itch50::BrokenTrade
 Cb2bits::nasdaq::itch50::CombinationOrderbookDirectory
 Cb2bits::nasdaq::itch50::EndOfSnapshot
 Cb2bits::nasdaq::itch50::ExecutionDone
 Cb2bits::nasdaq::itch50::Information
 Cb2bits::nasdaq::itch50::OrderBookState
 Cb2bits::nasdaq::itch50::OrderCancelMessage
 Cb2bits::nasdaq::itch50::OrderExecuted
 Cb2bits::nasdaq::itch50::OrderExecutedWithPrice
 Cb2bits::nasdaq::itch50::OrderReplace
 Cb2bits::nasdaq::itch50::OrderbookDirectory
 Cb2bits::nasdaq::itch50::SystemEvent
 Cb2bits::nasdaq::itch50::Trade
 Cb2bits::nasdaq::itch50::VolumeUpdate
 Cb2bits::nasdaq::itch50::Instrument::OrderRepresents a single order in the order book
 Cb2bits::nasdaq::moldudp64::PacketHeaderMoldUDP64 packet header
 Cb2bits::nasdaq::soupbintcp::PacketHeaderSoupBinTCP packet header
 Cb2bits::nasdaq::soupbintcp::ClientHeartbeatClient heartbeat packet ('R')
 Cb2bits::nasdaq::soupbintcp::DebugPacketDebug packet ('+')
 Cb2bits::nasdaq::soupbintcp::EndOfSessionEnd of session packet ('Z')
 Cb2bits::nasdaq::soupbintcp::LoginAcceptedLogin accepted packet ('A')
 Cb2bits::nasdaq::soupbintcp::LoginRejectLogin reject packet ('J')
 Cb2bits::nasdaq::soupbintcp::LoginRequestLogin request packet ('L')
 Cb2bits::nasdaq::soupbintcp::LogoutRequestLogout request packet ('O')
 Cb2bits::nasdaq::soupbintcp::SequencedDataSequenced data packet ('S')
 Cb2bits::nasdaq::MsgT< SequencedData, M >
 Cb2bits::nasdaq::soupbintcp::ServerHeartbeatServer heartbeat packet ('H')
 Cb2bits::nasdaq::soupbintcp::UnsequencedDataUnsequenced data packet ('U')
 Cb2bits::nasdaq::MsgT< UnsequencedData, M >
 CProtocol
 Cb2bits::nasdaq::MsgT< Protocol, M >Message adapter template
 Cb2bits::nasdaq::moldudp64::RequestPacketCompile-time validation of PacketHeader wire format size
 Cb2bits::nasdaq::moldudp64::SequencerImplMoldUDP64 sequencer implementation traits and operations
 Cb2bits::nasdaq::moldudp64::SessionMoldUDP64 session manager
 Cb2bits::nasdaq::itch50::SessionITCH 5.0 Market Data Session
 Cb2bits::nasdaq::itch50::SessionHandlersFluent interface wrapper for ITCH 5.0 Session event handling
 Cb2bits::nasdaq::moldudp64::SettingsMoldUDP64 session settings
 Cb2bits::nasdaq::itch50::SettingsCombined settings for ITCH 5.0 session
 Cb2bits::nasdaq::soupbintcp::SettingsSoupBinTCP session settings
 CT
 Cb2bits::delegate_detail::LCH< T >Linear class hierarchy node (base case)
 Cb2bits::delegate_detail::LCH< T, Args >Linear class hierarchy node (recursive case)
 Cb2bits::delegate_detail::LCH< T >Linear class hierarchy node (base case)
 Cb2bits::nasdaq::moldudp64::SequencerImpl::TraitsType traits for the sequencer
 Ctypename MakePtr::type...
 Cb2bits::delegate_detail::LCH< typename MakePtr< Args >::type... >
 Cb2bits::nasdaq::moldudp64::UDPPacketMoldUDP64 packet parser and message iterator