net_order_imbalance_indicator_message.hpp File Reference

#include <jb/itch5/cross_type.hpp>
#include <jb/itch5/message_header.hpp>
#include <jb/itch5/price_field.hpp>
#include <jb/itch5/stock_field.hpp>

Go to the source code of this file.

Classes
struct	jb::itch5::net_order_imbalance_indicator_message
	Represent an 'Net Order Imbalance Indicator' message in the ITCH-5.0 protocol. More...
struct	jb::itch5::decoder< V, net_order_imbalance_indicator_message >
	Specialize decoder for a jb::itch5::net_order_imbalance_indicator_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 'B', u 'S', u 'N', u 'O'>	jb::itch5::imbalance_direction_t
	Represent the 'Imbalance Direction' field in the 'Net order Imbalance Indicator' message. More...
typedef char_list_field< u 'L', u '1', u '2', u '3', u '4', u '5', u '6', u '7', u '8', u '9', u 'A', u 'B', u 'C', u' '>	jb::itch5::price_variation_indicator_t
	Represent the 'Price Variation Indicator' field in the 'Net Order Imbalance Indicator' message. More...

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