JayBeams
0.1
Another project to have fun coding.
jb
itch5
itch5 Directory Reference
Directories
directory
testing
Files
file
add_order_message.cpp
[code]
file
add_order_message.hpp
[code]
file
add_order_mpid_message.cpp
[code]
file
add_order_mpid_message.hpp
[code]
file
array_based_order_book.cpp
[code]
file
array_based_order_book.hpp
[code]
file
base_decoders.cpp
[code]
file
base_decoders.hpp
[code]
file
base_encoders.hpp
[code]
file
bm_order_book.cpp
[code]
This is a benchmark for
jb::itch5::array_based_order_book
and
jb::itch5::map_based_order_book
.
file
broken_trade_message.cpp
[code]
file
broken_trade_message.hpp
[code]
file
buy_sell_indicator.hpp
[code]
file
char_list_field.hpp
[code]
file
char_list_validator.cpp
[code]
file
char_list_validator.hpp
[code]
file
check_offset.cpp
[code]
file
check_offset.hpp
[code]
file
compute_book.hpp
[code]
file
cross_trade_message.cpp
[code]
file
cross_trade_message.hpp
[code]
file
cross_type.hpp
[code]
file
decoder.hpp
[code]
file
encoder.hpp
[code]
file
generate_inside.hpp
[code]
file
ipo_quoting_period_update_message.cpp
[code]
file
ipo_quoting_period_update_message.hpp
[code]
file
make_socket_udp_common.hpp
[code]
file
make_socket_udp_recv.hpp
[code]
file
make_socket_udp_send.hpp
[code]
file
map_based_order_book.hpp
[code]
file
market_participant_position_message.cpp
[code]
file
market_participant_position_message.hpp
[code]
file
message_header.cpp
[code]
file
message_header.hpp
[code]
file
mold2inside.cpp
[code]
This program receives MoldUDP64 packets containing ITCH-5.0 messges and generates the inside quotes in an ASCII (though potentially compressed) file.
file
mold_udp_channel.cpp
[code]
file
mold_udp_channel.hpp
[code]
file
mold_udp_pacer.hpp
[code]
file
mold_udp_pacer_config.cpp
[code]
file
mold_udp_pacer_config.hpp
[code]
file
mold_udp_protocol_constants.hpp
[code]
file
moldfeedhandler.cpp
[code]
A Feed Handler for the ITCH-5.x protocol over MoldUDP.
file
moldreplay.cpp
[code]
A program to replay raw ITCH-5.x files as MoldUDP packets.
file
mpid_field.hpp
[code]
file
mwcb_breach_message.cpp
[code]
file
mwcb_breach_message.hpp
[code]
file
mwcb_decline_level_message.cpp
[code]
file
mwcb_decline_level_message.hpp
[code]
file
net_order_imbalance_indicator_message.cpp
[code]
file
net_order_imbalance_indicator_message.hpp
[code]
file
noop_validator.hpp
[code]
file
order_book.hpp
[code]
file
order_cancel_message.cpp
[code]
file
order_cancel_message.hpp
[code]
file
order_delete_message.cpp
[code]
file
order_delete_message.hpp
[code]
file
order_executed_message.cpp
[code]
file
order_executed_message.hpp
[code]
file
order_executed_price_message.cpp
[code]
file
order_executed_price_message.hpp
[code]
file
order_replace_message.cpp
[code]
file
order_replace_message.hpp
[code]
file
price_field.hpp
[code]
file
price_levels.hpp
[code]
file
process_buffer_mlist.hpp
[code]
file
process_iostream.hpp
[code]
file
process_iostream_mlist.hpp
[code]
file
protocol_constants.hpp
[code]
file
quote_defaults.hpp
[code]
file
reg_sho_restriction_message.cpp
[code]
file
reg_sho_restriction_message.hpp
[code]
file
seconds_field.cpp
[code]
file
seconds_field.hpp
[code]
file
short_string_field.hpp
[code]
file
static_digits.hpp
[code]
file
stock_directory_message.cpp
[code]
file
stock_directory_message.hpp
[code]
file
stock_field.hpp
[code]
file
stock_trading_action_message.cpp
[code]
file
stock_trading_action_message.hpp
[code]
file
system_event_message.cpp
[code]
file
system_event_message.hpp
[code]
file
timestamp.cpp
[code]
file
timestamp.hpp
[code]
file
trade_message.cpp
[code]
file
trade_message.hpp
[code]
file
udp_config_common.cpp
[code]
file
udp_config_common.hpp
[code]
file
udp_receiver_config.cpp
[code]
file
udp_receiver_config.hpp
[code]
file
udp_sender_config.cpp
[code]
file
udp_sender_config.hpp
[code]
file
unknown_message.hpp
[code]
file
ut_add_order_message.cpp
[code]
file
ut_add_order_mpid_message.cpp
[code]
file
ut_array_based_order_book.cpp
[code]
file
ut_base_decoders.cpp
[code]
file
ut_base_encoders.cpp
[code]
file
ut_broken_trade_message.cpp
[code]
file
ut_char_list_field.cpp
[code]
file
ut_char_list_validator.cpp
[code]
file
ut_check_offset.cpp
[code]
file
ut_compute_book.cpp
[code]
file
ut_cross_trade_message.cpp
[code]
file
ut_cross_type.cpp
[code]
file
ut_generate_inside.cpp
[code]
file
ut_ipo_quoting_period_update_message.cpp
[code]
file
ut_make_socket_udp_common.cpp
[code]
file
ut_make_socket_udp_recv.cpp
[code]
file
ut_make_socket_udp_send.cpp
[code]
file
ut_map_based_order_book.cpp
[code]
file
ut_market_participant_position_message.cpp
[code]
file
ut_message_header.cpp
[code]
file
ut_mold_udp_channel.cpp
[code]
file
ut_mold_udp_pacer.cpp
[code]
file
ut_mold_udp_pacer_config.cpp
[code]
file
ut_mwcb_breach_message.cpp
[code]
file
ut_mwcb_decline_level_message.cpp
[code]
file
ut_net_order_imbalance_indicator_message.cpp
[code]
file
ut_order_book.cpp
[code]
file
ut_order_cancel_message.cpp
[code]
file
ut_order_delete_message.cpp
[code]
file
ut_order_executed_message.cpp
[code]
file
ut_order_executed_price_message.cpp
[code]
file
ut_order_replace_message.cpp
[code]
file
ut_price_field.cpp
[code]
file
ut_price_levels.cpp
[code]
file
ut_process_buffer_mlist.cpp
[code]
file
ut_process_iostream_mlist.cpp
[code]
file
ut_reg_sho_restriction_message.cpp
[code]
file
ut_seconds_field.cpp
[code]
file
ut_short_string_field.cpp
[code]
file
ut_static_digits.cpp
[code]
file
ut_stock_directory_message.cpp
[code]
file
ut_stock_trading_action_message.cpp
[code]
file
ut_system_event_message.cpp
[code]
file
ut_timestamp.cpp
[code]
file
ut_trade_message.cpp
[code]
file
ut_udp_receiver_config.cpp
[code]
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