Writes parsed ITCH messages to a CSV stream as a flat, normalized table. More...

#include <csv_sink.hpp>

Inheritance diagram for itch::io::CsvSink:

Public Member Functions
	CsvSink (std::ostream &out, bool write_header=true)
	Constructs a sink writing to `out`, emitting the header row unless `write_header` is false (useful when appending to an existing file).

auto	write (const Message &message) -> void override
	Writes one message as a CSV row.

auto	flush () -> void override
	Flushes the underlying stream.

auto	rows_written () const noexcept -> std::uint64_t
	The number of rows written so far.

Public Member Functions inherited from itch::io::MessageSink
	MessageSink ()=default
	Default-constructs an empty sink.

	MessageSink (const MessageSink &)=default
	Copy-constructs a sink.

	MessageSink (MessageSink &&) noexcept=default
	Move-constructs a sink.

auto	operator= (const MessageSink &) -> MessageSink &=default
	Copy-assigns a sink.

auto	operator= (MessageSink &&) noexcept -> MessageSink &=default
	Move-assigns a sink.

virtual	~MessageSink ()=default
	Virtual destructor for safe polymorphic destruction.

Detailed Description

Writes parsed ITCH messages to a CSV stream as a flat, normalized table.

ITCH messages are heterogeneous, so the sink flattens them into one wide row schema sharing the common header plus the most frequently used per-type fields. Fields a given message does not carry are left blank. This is the universal, dependency-free output for quick inspection and legacy tooling; for columnar analytics use the Arrow/Parquet exporter instead.

Columns: message_type,timestamp,stock_locate,tracking_number,symbol, reference_number,side,shares,price,match_number,printable,extra.

Definition at line 30 of file csv_sink.hpp.

Constructor & Destructor Documentation

◆ CsvSink()

itch::io::CsvSink::CsvSink	(	std::ostream &	out,
		bool	write_header = `true`
	)

explicit

Constructs a sink writing to out, emitting the header row unless write_header is false (useful when appending to an existing file).

Parameters

out	Output stream the CSV rows are written to.
write_header	Whether to emit the CSV header row on construction.

Definition at line 115 of file csv_sink.cpp.

Member Function Documentation

◆ write()

auto itch::io::CsvSink::write ( const Message & message ) -> void

overridevirtual

Writes one message as a CSV row.

Parameters

message The parsed message to write.

Implements itch::io::MessageSink.

Definition at line 122 of file csv_sink.cpp.

◆ flush()

auto itch::io::CsvSink::flush ( ) -> void

overridevirtual

Flushes the underlying stream.

Reimplemented from itch::io::MessageSink.

Definition at line 142 of file csv_sink.cpp.

◆ rows_written()

auto itch::io::CsvSink::rows_written ( ) const -> std::uint64_t

inlinenoexcept

The number of rows written so far.

Returns: The count of rows written since construction.

Definition at line 50 of file csv_sink.hpp.

The documentation for this class was generated from the following files: