ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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arrow_export.hpp File Reference

Apache Arrow / Parquet columnar export. More...

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Detailed Description

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.

Author
Bertin Balouki SIMYELI

Definition in file arrow_export.hpp.