b2bits::nasdaq::itch50::ItchSettings Struct Reference

ITCH 5.0 specific session settings. More...

Detailed Description

ITCH 5.0 specific session settings.

Contains configuration parameters specific to ITCH 5.0 protocol, including instrument filtering, order book depth, and recovery settings.

#include <nasdaq/itch50/Session.h>

Inheritance diagram for b2bits::nasdaq::itch50::ItchSettings:

Public Attributes
std::string	instruments_file_
	Path to instruments configuration file for filtering.
bool	aggregated_mode_ = false
	Enable aggregated order book mode (price level aggregation).
soupbintcp::Settings	ss_settings_
	SoupBinTCP session settings for TCP connectivity.
std::uint16_t	market_depth_ = 10
	Maximum depth of order book to maintain (number of price levels).
std::uint32_t	recovery_timeout_ = 15
	Recovery timeout in seconds before giving up on message recovery.

Member Data Documentation

aggregated_mode_

bool b2bits::nasdaq::itch50::ItchSettings::aggregated_mode_ = false

Enable aggregated order book mode (price level aggregation).

instruments_file_

std::string b2bits::nasdaq::itch50::ItchSettings::instruments_file_

Path to instruments configuration file for filtering.

market_depth_

std::uint16_t b2bits::nasdaq::itch50::ItchSettings::market_depth_ = 10

Maximum depth of order book to maintain (number of price levels).

recovery_timeout_

std::uint32_t b2bits::nasdaq::itch50::ItchSettings::recovery_timeout_ = 15

Recovery timeout in seconds before giving up on message recovery.

ss_settings_

soupbintcp::Settings b2bits::nasdaq::itch50::ItchSettings::ss_settings_

SoupBinTCP session settings for TCP connectivity.

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The documentation for this struct was generated from the following file:

• nasdaq/itch50/Session.h