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ITCHCPP 1.6.1
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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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. | |