data.cpp File Reference

#include "jb/itch5/testing/data.hpp"
#include <jb/itch5/protocol_constants.hpp>
#include <jb/itch5/timestamp.hpp>
#include <sstream>
#include <stdexcept>

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.
	jb::itch5::testing
	Functions used in testing jb::itch5 entities.

Macros
#define	JB_ITCH5_TEST_HEADER
	A convenient sequence of bytes to test messages. More...

Functions
std::chrono::nanoseconds	jb::itch5::testing::expected_ts ()
	Return the expected timestamp for all the test messages. More...
std::pair< char const *, std::size_t >	jb::itch5::testing::message_header ()
std::pair< char const *, std::size_t >	jb::itch5::testing::add_order ()
std::pair< char const *, std::size_t >	jb::itch5::testing::add_order_mpid ()
std::pair< char const *, std::size_t >	jb::itch5::testing::broken_trade ()
std::pair< char const *, std::size_t >	jb::itch5::testing::cross_trade ()
std::pair< char const *, std::size_t >	jb::itch5::testing::ipo_quoting_period_update ()
std::pair< char const *, std::size_t >	jb::itch5::testing::market_participant_position ()
std::pair< char const *, std::size_t >	jb::itch5::testing::mwcb_breach ()
std::pair< char const *, std::size_t >	jb::itch5::testing::mwcb_decline_level ()
std::pair< char const *, std::size_t >	jb::itch5::testing::net_order_imbalance_indicator ()
std::pair< char const *, std::size_t >	jb::itch5::testing::order_cancel ()
std::pair< char const *, std::size_t >	jb::itch5::testing::order_delete ()
std::pair< char const *, std::size_t >	jb::itch5::testing::order_executed ()
std::pair< char const *, std::size_t >	jb::itch5::testing::order_executed_price ()
std::pair< char const *, std::size_t >	jb::itch5::testing::order_replace ()
std::pair< char const *, std::size_t >	jb::itch5::testing::reg_sho_restriction ()
std::pair< char const *, std::size_t >	jb::itch5::testing::stock_directory ()
std::pair< char const *, std::size_t >	jb::itch5::testing::stock_trading_action ()
std::pair< char const *, std::size_t >	jb::itch5::testing::system_event ()
std::pair< char const *, std::size_t >	jb::itch5::testing::trade ()
std::vector< char >	jb::itch5::testing::create_message (int message_type, jb::itch5::timestamp ts, std::size_t total_size)
	Generate test messages with a more-or-less valid header. More...

Macro Definition Documentation

JB_ITCH5_TEST_HEADER

#define JB_ITCH5_TEST_HEADER

Value:

"\x00\x00"                 /* Stock Locate    (0) */                         \
  "\x00\x01"                 /* Tracking Number (1) */                         \
  "\x25\xCA\x5F\xF4\x23\x15" /* Timestamp       (11:32:30.123456789) */

A convenient sequence of bytes to test messages.

Definition at line 14 of file data.cpp.

Referenced by jb::itch5::testing::add_order(), jb::itch5::testing::add_order_mpid(), jb::itch5::testing::broken_trade(), jb::itch5::testing::cross_trade(), jb::itch5::testing::ipo_quoting_period_update(), jb::itch5::testing::market_participant_position(), jb::itch5::testing::message_header(), jb::itch5::testing::mwcb_breach(), jb::itch5::testing::mwcb_decline_level(), jb::itch5::testing::net_order_imbalance_indicator(), jb::itch5::testing::order_cancel(), jb::itch5::testing::order_delete(), jb::itch5::testing::order_executed(), jb::itch5::testing::order_executed_price(), jb::itch5::testing::order_replace(), jb::itch5::testing::reg_sho_restriction(), jb::itch5::testing::stock_directory(), jb::itch5::testing::stock_trading_action(), jb::itch5::testing::system_event(), and jb::itch5::testing::trade().