market_participant_position_message.hpp File Reference

#include <jb/itch5/char_list_field.hpp>
#include <jb/itch5/message_header.hpp>
#include <jb/itch5/mpid_field.hpp>
#include <jb/itch5/stock_field.hpp>

Go to the source code of this file.

Classes
struct	jb::itch5::market_participant_position_message
	Represent a 'Market Participant Position' message in the ITCH-5.0 protocol. More...
struct	jb::itch5::decoder< V, market_participant_position_message >
	Specialize decoder for a jb::itch5::market_participant_position_message. More...

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.

Typedefs
typedef char_list_field< u 'Y', u 'N'>	jb::itch5::primary_market_maker_t
	Represent the 'Primary Market Maker' field on a 'Market Participant Position' message. More...
typedef char_list_field< u 'N', u 'P', u 'S', u 'R', u 'L' >	jb::itch5::market_maker_mode_t
	Represent the 'Market Maker Mode' field in a 'Market Participant Position' message. More...
typedef char_list_field< u 'A', u 'E', u 'W', u 'S', u 'D' >	jb::itch5::market_participant_state_t
	Represent the 'Market Participant State' field in a 'Market Participant Position' message. More...

Functions
std::ostream &	jb::itch5::operator<< (std::ostream &os, market_participant_position_message const &x)
	Streaming operator for jb::itch5::market_participant_position_message. More...