JayBeams
0.1
Another project to have fun coding.
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#include <jb/itch5/char_list_field.hpp>
Go to the source code of this file.
Namespaces | |
jb | |
The top-level namespace for the JayBeams library. | |
jb::itch5 | |
Contains classes and functions to parse NASDAQ ITCH-5.0 messages, more information about ITCH-5.0 can be found at: http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/NQTVITCHSpecification.pdf. | |
Typedefs | |
typedef char_list_field< u 'O', u 'C', u 'H', u 'I'> | jb::itch5::cross_type_t |
Represent the 'Cross Type' field on 'Cross Trade' and 'Net Order Imbalance Indicator' messages. More... | |