ITCH 5.0 Market Data Handler
1.0.0
NASDAQ ITCH 5.0 Market Data Feed Handler
Loading...
Searching...
No Matches
Here is a list of all namespace members with links to the namespace documentation for each member:
- a -
AutoEvent :
b2bits
- b -
Boolean :
b2bits::nasdaq::itch50
- c -
calculate_multiplier() :
b2bits::constants::detail
calculate_ratio() :
b2bits::nasdaq
clear() :
b2bits::delegate_detail
- e -
EOS_COUNT :
b2bits::nasdaq::moldudp64
Event :
b2bits::nasdaq::itch50
EventCode :
b2bits::nasdaq::itch50
EventReason :
b2bits::nasdaq::itch50
- i -
INVALID_COUPON_RATE :
b2bits::constants
is_assigned() :
b2bits::delegate_detail
is_invocable() :
b2bits::delegate_detail
IssuedAsBenchmark :
b2bits::nasdaq::itch50
- l -
LegSide :
b2bits::nasdaq::itch50
- m -
ManualEvent :
b2bits
message_switch() :
b2bits::nasdaq::itch50
message_to_string() :
b2bits::nasdaq::itch50
MessageCache :
b2bits::nasdaq::moldudp64
- n -
num_price_decimals() :
b2bits::constants::detail
- o -
operator<<() :
b2bits::nasdaq::itch50
,
b2bits::nasdaq::moldudp64
,
b2bits::nasdaq
OrderbookID :
b2bits::nasdaq
OrderType :
b2bits::nasdaq::itch50
- p -
Price :
b2bits::nasdaq
PRICE_FRACTION_100 :
b2bits::constants
PRICE_FRACTION_256 :
b2bits::constants
PRICE_FRACTION_50000 :
b2bits::constants
PRICE_FRACTION_512 :
b2bits::constants
PriceType :
b2bits::nasdaq::itch50
Product :
b2bits::nasdaq::itch50
ProductSubtype :
b2bits::nasdaq::itch50
- r -
RejectReasonCode :
b2bits::nasdaq::soupbintcp
- s -
SBE_PRICE_MULTIPLIER :
b2bits::constants
SBE_QTY_MULTIPLIER :
b2bits::constants
SCHEMA_VERSION_STR :
b2bits::nasdaq::itch50
SecurityEventCode :
b2bits::nasdaq::itch50
Seqnum :
b2bits::nasdaq::itch50
SequencedMessage :
b2bits::nasdaq
Sequencer :
b2bits::nasdaq::moldudp64
Side :
b2bits::nasdaq
- t -
TimeInForce :
b2bits::nasdaq::itch50
to_sbe_price_mantissa() :
b2bits::constants::detail
to_sbe_qty_mantissa() :
b2bits::constants::detail
to_string() :
b2bits::nasdaq::itch50
,
b2bits::nasdaq::soupbintcp
,
b2bits::nasdaq
TradingFeatures :
b2bits::nasdaq::itch50
- u -
UDPConnection :
b2bits
UDPMessage :
b2bits::nasdaq
UNDERLYING_PRODUCT_GOVERNMENT :
b2bits::constants
UnsequencedMessage :
b2bits::nasdaq
- v -
validate_num_price_decimals() :
b2bits::constants::detail
- z -
ZERO_PRICE :
b2bits::nasdaq
Generated by
1.16.1