ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
Loading...
Searching...
No Matches
Messages.h File Reference
#include <iosfwd>
#include <nasdaq/common/Types.h>

Classes

struct  b2bits::nasdaq::itch50::OrderbookDirectory
struct  b2bits::nasdaq::itch50::CombinationOrderbookDirectory
struct  b2bits::nasdaq::itch50::SystemEvent
struct  b2bits::nasdaq::itch50::OrderBookState
struct  b2bits::nasdaq::itch50::AddOrder
struct  b2bits::nasdaq::itch50::OrderExecuted
struct  b2bits::nasdaq::itch50::OrderExecutedWithPrice
struct  b2bits::nasdaq::itch50::OrderCancelMessage
struct  b2bits::nasdaq::itch50::OrderReplace
struct  b2bits::nasdaq::itch50::Trade
struct  b2bits::nasdaq::itch50::ExecutionDone
struct  b2bits::nasdaq::itch50::Information
struct  b2bits::nasdaq::itch50::BrokenTrade
struct  b2bits::nasdaq::itch50::VolumeUpdate
struct  b2bits::nasdaq::itch50::EndOfSnapshot

Namespaces

namespace  b2bits
namespace  b2bits::nasdaq
 Namespace alias for SoupBinTCP protocol.
namespace  b2bits::nasdaq::itch50

Enumerations

enum struct  b2bits::nasdaq::itch50::OrderType : char { b2bits::nasdaq::itch50::Market = 'M' , b2bits::nasdaq::itch50::Limit = 'L' , b2bits::nasdaq::itch50::StopLimit = 'S' }
enum struct  b2bits::nasdaq::itch50::TimeInForce : char { b2bits::nasdaq::itch50::Day = 'D' , b2bits::nasdaq::itch50::GoodTillCancel = 'G' , b2bits::nasdaq::itch50::ImmediateOrCancel = 'I' , b2bits::nasdaq::itch50::FillOrKill = 'F' }
enum struct  b2bits::nasdaq::itch50::Product : UInt8 {
  b2bits::nasdaq::itch50::USTreasury = 1 , b2bits::nasdaq::itch50::USTreasuryBills = 2 , b2bits::nasdaq::itch50::Reserved = 3 , b2bits::nasdaq::itch50::TIPS = 4 ,
  b2bits::nasdaq::itch50::AgencyBond = 5 , b2bits::nasdaq::itch50::CorporateBond = 6 , b2bits::nasdaq::itch50::MunicipalBond = 7
}
enum struct  b2bits::nasdaq::itch50::ProductSubtype : UInt8 {
  b2bits::nasdaq::itch50::Benchmark = 1 , b2bits::nasdaq::itch50::OffTheRun = 2 , b2bits::nasdaq::itch50::WI = 3 , b2bits::nasdaq::itch50::Callable = 4 ,
  b2bits::nasdaq::itch50::NonCallable = 5
}
enum struct  b2bits::nasdaq::itch50::PriceType : char { b2bits::nasdaq::itch50::PercentageOfPar = 'D' , b2bits::nasdaq::itch50::Yield = 'Y' , b2bits::nasdaq::itch50::YieldSpread = 'B' , b2bits::nasdaq::itch50::BasisPoints = 'P' }
enum struct  b2bits::nasdaq::itch50::IssuedAsBenchmark : UInt16 {
  b2bits::nasdaq::itch50::Y2 = 102 , b2bits::nasdaq::itch50::Y3 = 103 , b2bits::nasdaq::itch50::Y5 = 105 , b2bits::nasdaq::itch50::Y7 = 107 ,
  b2bits::nasdaq::itch50::Y10 = 110 , b2bits::nasdaq::itch50::Y20 = 120 , b2bits::nasdaq::itch50::Y30 = 130 , b2bits::nasdaq::itch50::M1 = 1 ,
  b2bits::nasdaq::itch50::M2 = 2 , b2bits::nasdaq::itch50::M3 = 3 , b2bits::nasdaq::itch50::M4 = 4 , b2bits::nasdaq::itch50::M6 = 6 ,
  b2bits::nasdaq::itch50::M12 = 12
}
enum struct  b2bits::nasdaq::itch50::EventCode : char {
  b2bits::nasdaq::itch50::StartOfMessages = 'O' , b2bits::nasdaq::itch50::StartOfTradingHours = 'Q' , b2bits::nasdaq::itch50::EndOfTradingHours = 'M' , b2bits::nasdaq::itch50::EndOfMessages = 'C' ,
  b2bits::nasdaq::itch50::StartOfMMMTradingHours = 'A' , b2bits::nasdaq::itch50::EndOfMMMTradingHours = 'a' , b2bits::nasdaq::itch50::StartOfPostTrading = 'P' , b2bits::nasdaq::itch50::EndOfPostTrading = 'p'
}
enum struct  b2bits::nasdaq::itch50::EventReason : char {
  b2bits::nasdaq::itch50::Holiday = 'I' , b2bits::nasdaq::itch50::Break = 'A' , b2bits::nasdaq::itch50::Resumption = 'B' , b2bits::nasdaq::itch50::EarlyClose = 'H' ,
  b2bits::nasdaq::itch50::Regular = 'R' , b2bits::nasdaq::itch50::SystemMaintenance = 'S'
}
enum struct  b2bits::nasdaq::itch50::SecurityEventCode : char {
  b2bits::nasdaq::itch50::Enabled = 'O' , b2bits::nasdaq::itch50::Disabled = 'M' , b2bits::nasdaq::itch50::Halted = 'H' , b2bits::nasdaq::itch50::MMMEnabled = 'A' ,
  b2bits::nasdaq::itch50::MMMHalted = 'a' , b2bits::nasdaq::itch50::MMMCrossNotActive = 'F' , b2bits::nasdaq::itch50::MMMCrossReactivated = 'f' , b2bits::nasdaq::itch50::PreOpen = 'P' ,
  b2bits::nasdaq::itch50::PreClose = 'C'
}
enum struct  b2bits::nasdaq::itch50::Boolean : char { b2bits::nasdaq::itch50::Yes = 'Y' , b2bits::nasdaq::itch50::No = 'N' }
enum struct  b2bits::nasdaq::itch50::LegSide : char { b2bits::nasdaq::itch50::AsDefined = 'B' , b2bits::nasdaq::itch50::Opposite = 'C' }
enum struct  b2bits::nasdaq::itch50::TradingFeatures : UInt16 {
  b2bits::nasdaq::itch50::Reserved1 = UInt16(1) << 0 , b2bits::nasdaq::itch50::IndicativeMarketsSupported = UInt16(1) << 2 , b2bits::nasdaq::itch50::Reserved8 = UInt16(1) << 3 , b2bits::nasdaq::itch50::MMMEnabled = UInt16(1) << 13 ,
  b2bits::nasdaq::itch50::NonTradableSecurity = UInt16(1) << 14 , b2bits::nasdaq::itch50::TestSecurity = UInt16(1) << 15
}

Functions

std::string_view b2bits::nasdaq::itch50::to_string (OrderType v)
std::string_view b2bits::nasdaq::itch50::to_string (TimeInForce v)
std::string_view b2bits::nasdaq::itch50::to_string (Product v)
std::string_view b2bits::nasdaq::itch50::to_string (ProductSubtype v)
std::string_view b2bits::nasdaq::itch50::to_string (PriceType v)
std::string_view b2bits::nasdaq::itch50::to_string (IssuedAsBenchmark v)
std::string_view b2bits::nasdaq::itch50::to_string (EventCode v)
std::string_view b2bits::nasdaq::itch50::to_string (EventReason v)
std::string_view b2bits::nasdaq::itch50::to_string (SecurityEventCode v)
std::string_view b2bits::nasdaq::itch50::to_string (Boolean v)
std::string_view b2bits::nasdaq::itch50::to_string (LegSide v)

Variables

static constexpr const char * b2bits::nasdaq::itch50::SCHEMA_VERSION_STR = "Revision 5.0,15-Mar-2024"