ITCHCPP 1.6.1
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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indicators.hpp File Reference

Compile-time lookup tables translating ITCH single- and multi-character indicator codes into human-readable descriptions. More...

#include <algorithm>
#include <array>
#include <optional>
#include <string_view>
#include <utility>
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Classes

class  itch::indicators::FrozenMap< KeyType, Size >
 An immutable, compile-time lookup table from a key to a description. More...
 

Namespaces

namespace  itch
 
namespace  itch::indicators
 

Functions

template<typename KeyType , std::size_t Size>
 itch::indicators::FrozenMap (std::array< std::pair< KeyType, std::string_view >, Size >) -> FrozenMap< KeyType, Size >
 Deduces FrozenMap's template arguments from a brace-initialized array of key/description pairs.
 

Variables

constexpr FrozenMap itch::indicators::SYSTEM_EVENT_CODES
 
constexpr FrozenMap itch::indicators::MARKET_CATEGORY
 
constexpr FrozenMap itch::indicators::FINANCIAL_STATUS_INDICATOR
 
constexpr FrozenMap itch::indicators::ISSUE_CLASSIFICATION_VALUES
 
constexpr FrozenMap itch::indicators::ISSUE_SUB_TYPE_VALUES
 
constexpr FrozenMap itch::indicators::TRADING_ACTION_REASON_CODES
 
constexpr FrozenMap itch::indicators::TRADING_STATES
 
constexpr FrozenMap itch::indicators::MARKET_MAKER_MODE
 
constexpr FrozenMap itch::indicators::MARKET_PARTICIPANT_STATE
 
constexpr FrozenMap itch::indicators::PRICE_VARIATION_INDICATOR
 

Detailed Description

Compile-time lookup tables translating ITCH single- and multi-character indicator codes into human-readable descriptions.

These tables back the enum-like character fields scattered across the ITCH message definitions (system events, market categories, financial status, trading actions, and so on), giving callers a fast, allocation-free way to render a wire code as descriptive text.

Author
Bertin Balouki SIMYELI

Definition in file indicators.hpp.