jb::mktdata::detail Namespace Reference

Classes
struct	levels_name
	Define the message name for a inside feed with N levels. More...
struct	levels_name< 1 >
	Specialize for N == 1. More...
struct	levels_name< 4 >
	Specialize for N == 4. More...
struct	levels_name< 8 >
	Specialize for N == 8. More...

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Class Documentation

jb::mktdata::detail::levels_name

struct jb::mktdata::detail::levels_name

template<std::size_t N>
struct jb::mktdata::detail::levels_name< N >

Define the message name for a inside feed with N levels.

JayBeams assigns a name (implemented as a 16-bit identifier) to each message. Messages that represent the top N levels of a market are named differently depending on how many levels they have. This class defines the names for each supported level.

Template Parameters

N	the number of levels.

Definition at line 21 of file levels_name.hpp.