JayBeams  0.1
Another project to have fun coding.
message_header.cpp
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2 
3 #include <cctype>
4 #include <iostream>
5 
6 std::ostream& jb::itch5::operator<<(std::ostream& os, message_header const& x) {
7  if (std::isprint(x.message_type)) {
8  os << "message_type=" << static_cast<char>(x.message_type);
9  } else {
10  os << "message_type=.(" << x.message_type << ")";
11  }
12  return os << ",stock_locate=" << x.stock_locate
13  << ",tracking_number=" << x.tracking_number
14  << ",timestamp=" << x.timestamp;
15 }
Define the header common to all ITCH 5.0 messages.
int stock_locate
The stock locate number.
std::ostream & operator<<(std::ostream &os, add_order_message const &x)
Streaming operator for jb::itch5::add_order_message.
int tracking_number
The "Tracking Number", a field designed for "internal NASDAQ purposes".
int message_type
The type of message.
jb::itch5::timestamp timestamp
The message timestamp, in nanoseconds since midnight.