Class List

Here are the classes, structs, unions and interfaces with brief descriptions:

[detail level 123]

NCppTrader	C++ Trader project definitions
NMatching	Matching engine definitions
CFastHash	Fast hash helper
CLevel	Price level
CLevelNode	Price level node
CLevelUpdate	Price level update
CMarketHandler	Market handler class
CMarketManager	Market manager
COrder	Order
COrderNode	Order node
COrderBook	Order book
CSymbol	Symbol
NITCH	ITCH protocol definitions
CSystemEventMessage	System Event Message
CStockDirectoryMessage	Stock Directory Message
CStockTradingActionMessage	Stock Trading Action Message
CRegSHOMessage	Reg SHO Short Sale Price Test Restricted Indicator Message
CMarketParticipantPositionMessage	Market Participant Position Message
CMWCBDeclineMessage	MWCB Decline Level Message
CMWCBStatusMessage	MWCB Status Message
CIPOQuotingMessage	IPO Quoting Period Update Message
CAddOrderMessage	Add Order Message
CAddOrderMPIDMessage	Add Order with MPID Attribution Message
COrderExecutedMessage	Order Executed Message
COrderExecutedWithPriceMessage	Order Executed With Price Message
COrderCancelMessage	Order Cancel Message
COrderDeleteMessage	Order Delete Message
COrderReplaceMessage	Order Replace Message
CTradeMessage	Trade Message
CCrossTradeMessage	Cross Trade Message
CBrokenTradeMessage	Broken Trade Message
CNOIIMessage	Net Order Imbalance Indicator (NOII) Message
CRPIIMessage	Retail Price Improvement Indicator (RPII) Message
CLULDAuctionCollarMessage	Limit Up – Limit Down (LULD) Auction Collar Message
CUnknownMessage	Unknown message
CITCHHandler	NASDAQ ITCH handler class