price_levels.hpp File Reference

#include <jb/itch5/price_field.hpp>
#include <stdexcept>

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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.

Functions
template<typename price_field_t >
std::size_t	jb::itch5::price_levels (price_field_t lo, price_field_t hi)
	Compute the number of price levels between two prices. More...
template<typename price_field_t >
auto	jb::itch5::level_to_price (typename price_field_t::wire_type const p_level)
	Compute the absolute price of a price level. More...