itch Directory Reference

Directory dependency graph for itch:

Directories
	analytics
	book
	detail
	io
	transport

Files
	encoder.hpp
	Serializes parsed ITCH messages back to valid wire bytes.
	indicators.hpp
	Compile-time lookup tables translating ITCH single- and multi-character indicator codes into human-readable descriptions.
	messages.hpp
	Defines every ITCH 5.0 message struct, the Message variant, and the stream-printing helpers used to format them.
	order_book.hpp
	An in-memory limit order book reconstructed from a stream of parsed ITCH 5.0 messages.
	overlay.hpp
	Zero-copy typed views over raw ITCH message frames.
	parser.hpp
	Public parsing interface for NASDAQ TotalView-ITCH 5.0 feeds, plus the low-level byte-unpacking utilities that back it.
	price.hpp
	Strongly typed, fixed-point price representation for ITCH price fields.
	replay.hpp
	A timestamp-paced replay engine for previously captured ITCH streams.
	tape.hpp
	A normalized trade record and callback type for consuming the ITCH trade tape.
	time.hpp
	Helpers for converting raw ITCH nanoseconds-past-midnight timestamps into absolute time points and human-readable strings.
	venue.hpp
	The extension point for adding new ITCH-like venues/protocol versions alongside NASDAQ TotalView-ITCH 5.0.