ITCH 5.0 Market Data Handler 1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
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Messages.h File Reference

MoldUDP64 Protocol Message Definitions. More...

Detailed Description

MoldUDP64 Protocol Message Definitions.

This file defines the message structures for the MoldUDP64 protocol, a NASDAQ proprietary protocol for reliable multicast message delivery. MoldUDP64 provides sequenced message delivery over UDP with support for gap detection and recovery via request/response mechanism.

All structures use network byte order (big-endian) and are packed to match the wire format exactly.

See also
https://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/moldudp64.pdf
#include <nasdaq/Types.h>

Classes

class  b2bits::nasdaq::moldudp64::PacketHeader
 MoldUDP64 packet header. More...
class  b2bits::nasdaq::moldudp64::RequestPacket
 Compile-time validation of PacketHeader wire format size. More...
class  b2bits::nasdaq::moldudp64::MessageBlock
 Compile-time validation of RequestPacket wire format size. More...

Namespaces

namespace  b2bits
namespace  b2bits::nasdaq
 Namespace alias for SoupBinTCP protocol.
namespace  b2bits::nasdaq::moldudp64

Variables

constexpr UInt16 b2bits::nasdaq::moldudp64::EOS_COUNT = 0xFFFF
 Special count value indicating end of session.