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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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Namespaces | |
| namespace | nasdaq |
| Namespace alias for SoupBinTCP protocol. | |
| namespace | net |
| namespace | delegate_detail |
| namespace | constants |
Classes | |
| struct | Connection |
| class | Delegate |
| Multi-signature delegate (callback) container. More... | |
| struct | Event |
| Generic synchronization event. More... | |
| struct | HRClock |
| High-resolution monotonic clock. More... | |
| struct | cmp_traits |
| Comparison traits for buy/sell sides. More... | |
| struct | cmp_traits< 'B'> |
| Comparison traits specialization for buy side ('B'). More... | |
| struct | cmp_traits< 'S'> |
| Comparison traits specialization for sell side ('S'). More... | |
| struct | DefaultBookTraits |
| Default traits for order book. More... | |
| struct | LevelUpdateEvent |
| Book level update event. More... | |
| class | Aggregator |
| Order book price level aggregator. More... | |
Typedefs | |
| using | UDPConnection = Connection<net::UDPSocket> |
| using | AutoEvent = Event<true> |
| Auto-reset event type alias. | |
| using | ManualEvent = Event<false> |
| Manual-reset event type alias. | |
| struct b2bits::Connection |
| class b2bits::MessageCacheT |
| struct b2bits::cmp_traits |
Comparison traits for buy/sell sides.
Primary template (undefined - must be specialized for specific sides).
| Side | Side character ('B' for buy, 'S' for sell) |
| struct b2bits::cmp_traits< 'B'> |
Comparison traits specialization for buy side ('B').
For buy side, higher prices are better (bid side).
| Class Members | ||
|---|---|---|
| typedef less< void > | GreaterComparer std::less<void> | Buy side: lower prices are "greater". |
| typedef greater< void > | LessComparer std::greater<void> | Buy side: higher prices are "less". |
| struct b2bits::cmp_traits< 'S'> |
Comparison traits specialization for sell side ('S').
For sell side, lower prices are better (ask/offer side).
| Class Members | ||
|---|---|---|
| typedef greater< void > | GreaterComparer std::greater<void> | Sell side: higher prices are "greater". |
| typedef less< void > | LessComparer std::less<void> | Sell side: lower prices are "less". |
| using b2bits::AutoEvent = Event<true> |
Auto-reset event type alias.
An event that automatically resets to non-signaled state after waking one waiting thread. Ideal for:
| using b2bits::ManualEvent = Event<false> |
Manual-reset event type alias.
An event that remains signaled until explicitly reset, waking all waiting threads. Ideal for:
| using b2bits::UDPConnection = Connection<net::UDPSocket> |