ITCHCPP 1.6.1
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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book Directory Reference
+ Directory dependency graph for book:

Files

 book_manager.hpp
 Full-market order book manager that fans out ITCH messages to per-symbol L3Book instances.
 
 l3_book.hpp
 Single-symbol, order-level (L3) limit order book with allocation-light internals.
 
 order_index.hpp
 Allocation-light, open-addressed hash map from order reference number to order-pool index.