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.

Classes

Functions

Detailed Description

Function Documentation

◆ operator<<() [1/22]

◆ operator<<() [2/22]

◆ operator<<() [3/22]

◆ operator<<() [4/22]

◆ operator<<() [5/22]

◆ operator<<() [6/22]

◆ operator<<() [7/22]

◆ operator<<() [8/22]

◆ operator<<() [9/22]

◆ operator<<() [10/22]

◆ operator<<() [11/22]

◆ operator<<() [12/22]

◆ operator<<() [13/22]

◆ operator<<() [14/22]

◆ operator<<() [15/22]

◆ operator<<() [16/22]

◆ operator<<() [17/22]

◆ operator<<() [18/22]

◆ operator<<() [19/22]

◆ operator<<() [20/22]

◆ operator<<() [21/22]

◆ operator<<() [22/22]