JayBeams  0.1
Another project to have fun coding.
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]