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ITCHCPP 1.6.1
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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This is the complete list of members for itch::analytics::Twap, including all inherited members.
| add(StandardPrice price, std::uint64_t timestamp) -> void | itch::analytics::Twap | inline |
| reset() noexcept -> void | itch::analytics::Twap | inline |
| value() const -> double | itch::analytics::Twap | inline |