itchcpp/csv__sink_8hpp_source.html

#pragma once


#include <cstdint>

#include <ostream>


#include "itch/io/sink.hpp"

#include "itch/messages.hpp"


namespace itch::io {


class CsvSink : public MessageSink {

   public:

    explicit CsvSink(std::ostream& out, bool write_header = true);


    auto write(const Message& message) -> void override;


    auto flush() -> void override;


    [[nodiscard]] auto rows_written() const noexcept -> std::uint64_t { return m_rows_written; }


   private:

    std::ostream& m_out;

    std::uint64_t m_rows_written {0};

};


}  // namespace itch::io


itch::io::CsvSink
Writes parsed ITCH messages to a CSV stream as a flat, normalized table.
Definition csv_sink.hpp:30

itch::io::CsvSink::write
auto write(const Message &message) -> void override
Writes one message as a CSV row.
Definition csv_sink.cpp:122

itch::io::CsvSink::rows_written
auto rows_written() const noexcept -> std::uint64_t
The number of rows written so far.
Definition csv_sink.hpp:50

itch::io::CsvSink::flush
auto flush() -> void override
Flushes the underlying stream.
Definition csv_sink.cpp:142

itch::io::MessageSink
A generic streaming sink for parsed ITCH messages.
Definition sink.hpp:21

messages.hpp
Defines every ITCH 5.0 message struct, the Message variant, and the stream-printing helpers used to f...

itch::io
Definition csv_sink.hpp:18

itch::Message
std::variant< SystemEventMessage, StockDirectoryMessage, StockTradingActionMessage, RegSHOMessage, MarketParticipantPositionMessage, MWCBDeclineLevelMessage, MWCBStatusMessage, IPOQuotingPeriodUpdateMessage, LULDAuctionCollarMessage, OperationalHaltMessage, AddOrderMessage, AddOrderMPIDAttributionMessage, OrderExecutedMessage, OrderExecutedWithPriceMessage, OrderCancelMessage, OrderDeleteMessage, OrderReplaceMessage, NonCrossTradeMessage, CrossTradeMessage, BrokenTradeMessage, NOIIMessage, RetailPriceImprovementIndicatorMessage, DLCRMessage > Message
A variant able to hold any one of the ITCH 5.0 message structs.
Definition messages.hpp:483

sink.hpp
Abstract streaming sink interface for parsed ITCH messages.