JayBeams
0.1
Another project to have fun coding.
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#include <jb/itch5/encoder.hpp>
#include <jb/itch5/message_header.hpp>
#include <jb/itch5/mold_udp_pacer_config.hpp>
#include <jb/itch5/mold_udp_protocol_constants.hpp>
#include <jb/itch5/short_string_field.hpp>
#include <jb/itch5/unknown_message.hpp>
#include <jb/assert_throw.hpp>
#include <boost/asio/buffer.hpp>
Go to the source code of this file.
Classes | |
class | jb::itch5::mold_udp_pacer< clock_type > |
Send a sequence of raw ITCH-5.x messages as MoldUDP64 packets, trying to match the original time interval between messages. 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. | |