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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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CSV output sink for parsed ITCH messages. More...
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Classes | |
| class | itch::io::CsvSink |
| Writes parsed ITCH messages to a CSV stream as a flat, normalized table. More... | |
Namespaces | |
| namespace | itch |
| namespace | itch::io |
CSV output sink for parsed ITCH messages.
CsvSink is the dependency-free, universal output format: it flattens the heterogeneous ITCH message set into one wide, normalized row schema suitable for quick inspection and legacy tooling.
Definition in file csv_sink.hpp.