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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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Classes | |
| struct | Settings |
| MoldUDP64 session settings. More... | |
| class | Session |
| MoldUDP64 session manager. More... | |
| class | UDPPacket |
| MoldUDP64 packet parser and message iterator. More... | |
| struct | SequencerImpl |
| MoldUDP64 sequencer implementation traits and operations. More... | |
| class | PacketHeader |
| MoldUDP64 packet header. More... | |
| class | RequestPacket |
| Compile-time validation of PacketHeader wire format size. More... | |
| class | MessageBlock |
| Compile-time validation of RequestPacket wire format size. More... | |
Typedefs | |
| using | MessageCache = b2bits::MessageCacheT<CacheTraits> |
| using | Sequencer = b2bits::Sequencer<SequencerImpl> |
| MoldUDP64 message sequencer. | |
Functions | |
| std::ostream & | operator<< (std::ostream &os, const Settings &) |
| Stream output operator for Settings. | |
Variables | |
| constexpr UInt16 | EOS_COUNT = 0xFFFF |
| Special count value indicating end of session. | |
| using b2bits::nasdaq::moldudp64::MessageCache = b2bits::MessageCacheT<CacheTraits> |
| using b2bits::nasdaq::moldudp64::Sequencer = b2bits::Sequencer<SequencerImpl> |
MoldUDP64 message sequencer.
Type alias for the generic Sequencer specialized for MoldUDP64 protocol. The sequencer provides:
The sequencer maintains a sliding window of sequence numbers and buffers messages that arrive out of order. When gaps are detected, the application can request recovery from the MoldUDP64 server.
| std::ostream & b2bits::nasdaq::moldudp64::operator<< | ( | std::ostream & | os, |
| const Settings & | ) |
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constexpr |
Special count value indicating end of session.