process_iostream.hpp File Reference

#include <jb/itch5/process_iostream_mlist.hpp>
#include <jb/itch5/add_order_message.hpp>
#include <jb/itch5/add_order_mpid_message.hpp>
#include <jb/itch5/broken_trade_message.hpp>
#include <jb/itch5/cross_trade_message.hpp>
#include <jb/itch5/ipo_quoting_period_update_message.hpp>
#include <jb/itch5/market_participant_position_message.hpp>
#include <jb/itch5/mwcb_breach_message.hpp>
#include <jb/itch5/mwcb_decline_level_message.hpp>
#include <jb/itch5/net_order_imbalance_indicator_message.hpp>
#include <jb/itch5/order_cancel_message.hpp>
#include <jb/itch5/order_delete_message.hpp>
#include <jb/itch5/order_executed_message.hpp>
#include <jb/itch5/order_executed_price_message.hpp>
#include <jb/itch5/order_replace_message.hpp>
#include <jb/itch5/reg_sho_restriction_message.hpp>
#include <jb/itch5/stock_directory_message.hpp>
#include <jb/itch5/stock_trading_action_message.hpp>
#include <jb/itch5/system_event_message.hpp>
#include <jb/itch5/trade_message.hpp>
#include <jb/itch5/unknown_message.hpp>

Go to the source code of this file.

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.

Macros
#define	KNOWN_ITCH5_MESSAGES

Functions
template<typename message_handler >
void	jb::itch5::process_iostream (std::istream &in, message_handler &handler)
	Process an iostream of ITCH-5.0 messages. More...

Macro Definition Documentation

KNOWN_ITCH5_MESSAGES

#define KNOWN_ITCH5_MESSAGES

Value:

jb::itch5::add_order_message, jb::itch5::add_order_mpid_message,             \
      jb::itch5::broken_trade_message, jb::itch5::cross_trade_message,         \
      jb::itch5::ipo_quoting_period_update_message,                            \
      jb::itch5::market_participant_position_message,                          \
      jb::itch5::mwcb_breach_message, jb::itch5::mwcb_decline_level_message,   \
      jb::itch5::net_order_imbalance_indicator_message,                        \
      jb::itch5::order_cancel_message, jb::itch5::order_delete_message,        \
      jb::itch5::order_executed_message,                                       \
      jb::itch5::order_executed_price_message,                                 \
      jb::itch5::order_replace_message,                                        \
      jb::itch5::reg_sho_restriction_message,                                  \
      jb::itch5::stock_directory_message,                                      \
      jb::itch5::stock_trading_action_message,                                 \
      jb::itch5::system_event_message, jb::itch5::trade_message

Definition at line 30 of file process_iostream.hpp.