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

SoupBinTCP Protocol Message Definitions. More...

Detailed Description

SoupBinTCP Protocol Message Definitions.

This file defines all message types for the SoupBinTCP protocol, NASDAQ's TCP-based protocol for reliable point-to-point message delivery. SoupBinTCP is used for session management, login/authentication, and reliable data transfer with sequence numbering.

The protocol supports:

  • Session establishment and authentication
  • Sequenced and unsequenced data delivery
  • Heartbeat mechanism for connection monitoring
  • Graceful session termination

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/soupbintcp.pdf
#include <nasdaq/Types.h>

Classes

class  b2bits::nasdaq::soupbintcp::PacketHeader
 SoupBinTCP packet header. More...
class  b2bits::nasdaq::soupbintcp::DebugPacket
 Debug packet ('+'). More...
class  b2bits::nasdaq::soupbintcp::LoginAccepted
 Login accepted packet ('A'). More...
class  b2bits::nasdaq::soupbintcp::LoginReject
 Login reject packet ('J'). More...
class  b2bits::nasdaq::soupbintcp::SequencedData
 Sequenced data packet ('S'). More...
class  b2bits::nasdaq::soupbintcp::ServerHeartbeat
 Server heartbeat packet ('H'). More...
class  b2bits::nasdaq::soupbintcp::EndOfSession
 End of session packet ('Z'). More...
class  b2bits::nasdaq::soupbintcp::LoginRequest
 Login request packet ('L'). More...
class  b2bits::nasdaq::soupbintcp::UnsequencedData
 Unsequenced data packet ('U'). More...
class  b2bits::nasdaq::soupbintcp::ClientHeartbeat
 Client heartbeat packet ('R'). More...
class  b2bits::nasdaq::soupbintcp::LogoutRequest
 Logout request packet ('O'). More...

Namespaces

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

Enumerations

enum struct  b2bits::nasdaq::soupbintcp::RejectReasonCode : char { b2bits::nasdaq::soupbintcp::NotAuthorized = 'A' , b2bits::nasdaq::soupbintcp::SessionUnavailable = 'S' }
 Login rejection reason codes. More...

Functions

static std::string_view b2bits::nasdaq::soupbintcp::to_string (RejectReasonCode v)
 Convert RejectReasonCode to string representation.