itch5trades.cpp File Reference

This program reads a raw ITCH-5.0 file and prints out the trade messages into an ASCII (though potentially compressed) file. More...

#include <jb/itch5/process_iostream.hpp>
#include <jb/fileio.hpp>
#include <jb/log.hpp>
#include <stdexcept>

Go to the source code of this file.

Functions
int	main (int argc, char *argv[])

Detailed Description

This program reads a raw ITCH-5.0 file and prints out the trade messages into an ASCII (though potentially compressed) file.

Definition in file itch5trades.cpp.

Function Documentation

main()

int main	(	int	argc,
		char *	argv[]
	)

Definition at line 95 of file itch5trades.cpp.

References jb::itch5::char_list_field< V >::as_int(), jb::itch5::unknown_message::buf(), jb::itch5::trade_message::buy_sell_indicator, jb::itch5::unknown_message::count(), jb::usage::exit_status(), jb::itch5::trade_message::header, jb::log::init(), JB_LOG, jb::itch5::trade_message::match_number, jb::itch5::unknown_message::offset(), jb::open_input_file(), jb::open_output_file(), jb::itch5::trade_message::order_reference_number, jb::itch5::trade_message::price, jb::itch5::process_iostream(), jb::itch5::trade_message::shares, jb::itch5::trade_message::stock, jb::itch5::message_header::timestamp, and jb::itch5::timestamp::ts.