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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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Apache Arrow / Parquet columnar export. More...
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Apache Arrow / Parquet columnar export.
This header is only meaningful when the library is built with -DITCH_WITH_ARROW=ON (Arrow and Parquet provided via vcpkg). When the option is off the class is not compiled, keeping the core dependency-free. The export turns a feed into a columnar table that drops straight into pandas, Polars, DuckDB, and Spark pipelines.
Definition in file arrow_export.hpp.