quote_defaults.hpp File Reference

#include <jb/itch5/price_field.hpp>

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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.

Typedefs
using	jb::itch5::half_quote = std::pair< price4_t, int >
	A simple representation for price + quantity. More...

Functions
price4_t	jb::itch5::empty_bid_price ()
	convenient value to represent an empty bid limit price More...
price4_t	jb::itch5::empty_offer_price ()
	convenient value to represent an empty offer limit price More...
half_quote	jb::itch5::empty_bid ()
	The value used to represent an empty bid. More...
half_quote	jb::itch5::empty_offer ()
	The value used to represent an empty offer. More...