itch_handler.h File Reference

NASDAQ ITCH handler definition. More...

#include "utility/endian.h"
#include "utility/iostream.h"
#include <vector>
#include "itch_handler.inl"

Go to the source code of this file.

Classes
struct	CppTrader::ITCH::SystemEventMessage
	System Event Message. More...
struct	CppTrader::ITCH::StockDirectoryMessage
	Stock Directory Message. More...
struct	CppTrader::ITCH::StockTradingActionMessage
	Stock Trading Action Message. More...
struct	CppTrader::ITCH::RegSHOMessage
	Reg SHO Short Sale Price Test Restricted Indicator Message. More...
struct	CppTrader::ITCH::MarketParticipantPositionMessage
	Market Participant Position Message. More...
struct	CppTrader::ITCH::MWCBDeclineMessage
	MWCB Decline Level Message. More...
struct	CppTrader::ITCH::MWCBStatusMessage
	MWCB Status Message. More...
struct	CppTrader::ITCH::IPOQuotingMessage
	IPO Quoting Period Update Message. More...
struct	CppTrader::ITCH::AddOrderMessage
	Add Order Message. More...
struct	CppTrader::ITCH::AddOrderMPIDMessage
	Add Order with MPID Attribution Message. More...
struct	CppTrader::ITCH::OrderExecutedMessage
	Order Executed Message. More...
struct	CppTrader::ITCH::OrderExecutedWithPriceMessage
	Order Executed With Price Message. More...
struct	CppTrader::ITCH::OrderCancelMessage
	Order Cancel Message. More...
struct	CppTrader::ITCH::OrderDeleteMessage
	Order Delete Message. More...
struct	CppTrader::ITCH::OrderReplaceMessage
	Order Replace Message. More...
struct	CppTrader::ITCH::TradeMessage
	Trade Message. More...
struct	CppTrader::ITCH::CrossTradeMessage
	Cross Trade Message. More...
struct	CppTrader::ITCH::BrokenTradeMessage
	Broken Trade Message. More...
struct	CppTrader::ITCH::NOIIMessage
	Net Order Imbalance Indicator (NOII) Message. More...
struct	CppTrader::ITCH::RPIIMessage
	Retail Price Improvement Indicator (RPII) Message. More...
struct	CppTrader::ITCH::LULDAuctionCollarMessage
	Limit Up – Limit Down (LULD) Auction Collar Message. More...
struct	CppTrader::ITCH::UnknownMessage
	Unknown message. More...
class	CppTrader::ITCH::ITCHHandler
	NASDAQ ITCH handler class. More...

Namespaces
	CppTrader
	C++ Trader project definitions.
	CppTrader::ITCH
	ITCH protocol definitions.

Detailed Description

NASDAQ ITCH handler definition.

Author

Ivan Shynkarenka

Date

21.07.2017

Copyright

MIT License

Definition in file itch_handler.h.