data.hpp File Reference

#include <chrono>
#include <cstddef>
#include <utility>
#include <vector>

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.

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...