generate_inside.hpp File Reference

#include <jb/itch5/compute_book.hpp>
#include <jb/offline_feed_statistics.hpp>
#include <iostream>

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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.

Functions
template<typename duration_t , typename book_type >
bool	jb::itch5::record_latency_stats (jb::offline_feed_statistics &stats, jb::itch5::message_header const &header, jb::itch5::order_book< book_type > const &book, jb::itch5::book_update const &update, duration_t processing_latency)
	Determine if this event changes the inside, if so, record the statistics. More...
template<typename duration_t , typename book_type >
bool	jb::itch5::generate_inside (jb::offline_feed_statistics &stats, std::ostream &out, jb::itch5::message_header const &header, jb::itch5::order_book< book_type > const &book, jb::itch5::book_update const &update, duration_t processing_latency)
	Determine if this event changes the inside, if so, record the statistics and output the result. More...