CppTrader  1.0.4.0
C++ Trader
Classes | Functions
CppTrader::ITCH Namespace Reference

ITCH protocol definitions. More...

Classes

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

Functions

template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const SystemEventMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const StockDirectoryMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const StockTradingActionMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const RegSHOMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const MarketParticipantPositionMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const MWCBDeclineMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const MWCBStatusMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const IPOQuotingMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const AddOrderMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const AddOrderMPIDMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const OrderExecutedMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const OrderExecutedWithPriceMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const OrderCancelMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const OrderDeleteMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const OrderReplaceMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const TradeMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const CrossTradeMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const BrokenTradeMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const NOIIMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const RPIIMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const LULDAuctionCollarMessage &message)
 
template<class TOutputStream >
TOutputStream & operator<< (TOutputStream &stream, const UnknownMessage &message)
 

Detailed Description

ITCH protocol definitions.

Function Documentation

◆ operator<<() [1/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const AddOrderMessage &  message 
)
inline

Definition at line 135 of file itch_handler.inl.

◆ operator<<() [2/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const AddOrderMPIDMessage &  message 
)
inline

Definition at line 151 of file itch_handler.inl.

◆ operator<<() [3/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const BrokenTradeMessage &  message 
)
inline

Definition at line 271 of file itch_handler.inl.

◆ operator<<() [4/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const CrossTradeMessage &  message 
)
inline

Definition at line 255 of file itch_handler.inl.

◆ operator<<() [5/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const IPOQuotingMessage &  message 
)
inline

Definition at line 120 of file itch_handler.inl.

◆ operator<<() [6/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const LULDAuctionCollarMessage &  message 
)
inline

Definition at line 316 of file itch_handler.inl.

◆ operator<<() [7/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const MarketParticipantPositionMessage &  message 
)
inline

Definition at line 78 of file itch_handler.inl.

◆ operator<<() [8/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const MWCBDeclineMessage &  message 
)
inline

Definition at line 94 of file itch_handler.inl.

◆ operator<<() [9/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const MWCBStatusMessage &  message 
)
inline

Definition at line 108 of file itch_handler.inl.

◆ operator<<() [10/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const NOIIMessage &  message 
)
inline

Definition at line 283 of file itch_handler.inl.

◆ operator<<() [11/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const OrderCancelMessage &  message 
)
inline

Definition at line 198 of file itch_handler.inl.

◆ operator<<() [12/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const OrderDeleteMessage &  message 
)
inline

Definition at line 211 of file itch_handler.inl.

◆ operator<<() [13/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const OrderExecutedMessage &  message 
)
inline

Definition at line 168 of file itch_handler.inl.

◆ operator<<() [14/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const OrderExecutedWithPriceMessage &  message 
)
inline

Definition at line 182 of file itch_handler.inl.

◆ operator<<() [15/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const OrderReplaceMessage &  message 
)
inline

Definition at line 223 of file itch_handler.inl.

◆ operator<<() [16/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const RegSHOMessage &  message 
)
inline

Definition at line 65 of file itch_handler.inl.

◆ operator<<() [17/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const RPIIMessage &  message 
)
inline

Definition at line 303 of file itch_handler.inl.

◆ operator<<() [18/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const StockDirectoryMessage &  message 
)
inline

Definition at line 25 of file itch_handler.inl.

◆ operator<<() [19/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const StockTradingActionMessage &  message 
)
inline

Definition at line 50 of file itch_handler.inl.

◆ operator<<() [20/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const SystemEventMessage &  message 
)
inline

Definition at line 13 of file itch_handler.inl.

◆ operator<<() [21/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const TradeMessage &  message 
)
inline

Definition at line 238 of file itch_handler.inl.

◆ operator<<() [22/22]

template<class TOutputStream >
TOutputStream& CppTrader::ITCH::operator<< ( TOutputStream &  stream,
const UnknownMessage &  message 
)
inline

Definition at line 332 of file itch_handler.inl.

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