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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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Message adapter template. More...
Message adapter template.
Combines a protocol-specific header (MoldUDP64 or SoupBinTCP) with an ITCH message type to create a complete wire-format message.
| Protocol | Protocol header type (MessageBlock, SequencedData, etc.) |
| M | ITCH message type |
#include <nasdaq/common/Types.h>
Public Member Functions | |
| MsgT (UInt16 length=sizeof(MsgT)) | |
| Construct a message with protocol header. | |
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inline |
Construct a message with protocol header.
Initializes the protocol header with the specified length and sets the message type field from the message's Type constant.
| length | Total message length (defaults to sizeof(MsgT)) |