Combined settings for ITCH 5.0 session. More...

Detailed Description

Combined settings for ITCH 5.0 session.

Inherits from both ItchSettings (ITCH-specific) and moldudp64::Settings (transport-specific) to provide complete session configuration.

#include <nasdaq/itch50/Session.h>

Inheritance diagram for b2bits::nasdaq::itch50::Settings:

Additional Inherited Members
Public Attributes inherited from b2bits::nasdaq::itch50::ItchSettings
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.
Public Attributes inherited from b2bits::nasdaq::moldudp64::Settings
net::UdpEndpoint	feed_a_
	Primary multicast feed endpoint (IP:Port).
net::UdpEndpoint	feed_b_
	Secondary/backup multicast feed endpoint (IP:Port).
net::UdpEndpoint	replay_
	Unicast recovery/replay endpoint (IP:Port).
SequencerParams	seq_params_
	Message sequencer configuration.
std::uint32_t	hb_timeout_ = 3000
	Heartbeat timeout in milliseconds (link down detection).
std::uint32_t	recovery_attempts_interval_ = 60
	Interval between recovery attempts in seconds.
std::uint32_t	udp_recv_buffer_size_ = 0
	UDP receive buffer size in KB (0 = system default).

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

Additional Inherited Members