itch::indicators Namespace Reference

Classes
class	FrozenMap
	An immutable, compile-time lookup table from a key to a description. More...

Functions
template<typename KeyType , std::size_t Size>
	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	SYSTEM_EVENT_CODES
constexpr FrozenMap	MARKET_CATEGORY
constexpr FrozenMap	FINANCIAL_STATUS_INDICATOR
constexpr FrozenMap	ISSUE_CLASSIFICATION_VALUES
constexpr FrozenMap	ISSUE_SUB_TYPE_VALUES
constexpr FrozenMap	TRADING_ACTION_REASON_CODES
constexpr FrozenMap	TRADING_STATES
constexpr FrozenMap	MARKET_MAKER_MODE
constexpr FrozenMap	MARKET_PARTICIPANT_STATE
constexpr FrozenMap	PRICE_VARIATION_INDICATOR

Function Documentation

FrozenMap()

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.

Template Parameters

KeyType	The key type (char for single-letter codes, or std::string_view for multi-character codes).
Size	The number of entries.

Variable Documentation

SYSTEM_EVENT_CODES

constexpr FrozenMap itch::indicators::SYSTEM_EVENT_CODES

inlineconstexpr

Initial value:

{std::to_array<std::pair<char, std::string_view>>({
    {'O', "Start of Messages"},
    {'S', "Start of System hours"},
    {'Q', "Start of Market hours"},
    {'M', "End of Market hours"},
    {'E', "End of System hours"},
    {'C', "End of Messages"},
})}

Definition at line 85 of file indicators.hpp.

MARKET_CATEGORY

constexpr FrozenMap itch::indicators::MARKET_CATEGORY

inlineconstexpr

Initial value:

{std::to_array<std::pair<char, std::string_view>>({
    {'N', "NYSE"},
    {'A', "AMEX"},
    {'P', "Arca"},
    {'Q', "NASDAQ Global Select"},
    {'G', "NASDAQ Global Market"},
    {'S', "NASDAQ Capital Market"},
    {'Z', "BATS"},
    {'V', "Investors Exchange"},
    {' ', "Not available"},
})}

Definition at line 94 of file indicators.hpp.

FINANCIAL_STATUS_INDICATOR

constexpr FrozenMap itch::indicators::FINANCIAL_STATUS_INDICATOR

inlineconstexpr

Initial value:

{
    std::to_array<std::pair<char, std::string_view>>({
        {'D', "Deficient"},
        {'E', "Delinquent"},
        {'Q', "Bankrupt"},
        {'S', "Suspended"},
        {'G', "Deficient and Bankrupt"},
        {'H', "Deficient and Delinquent"},
        {'J', "Delinquent and Bankrupt"},
        {'K', "Deficient, Delinquent and Bankrupt"},
        {'C', "Creations and/or Redemptions Suspended for Exchange Traded Product"},
        {'N', "Normal (Default): Issuer is NOT Deficient, Delinquent, or Bankrupt"},
        {' ', "Not available. Firms should refer to SIAC feeds for code if needed"},
    })
}

Definition at line 106 of file indicators.hpp.

ISSUE_CLASSIFICATION_VALUES

constexpr FrozenMap itch::indicators::ISSUE_CLASSIFICATION_VALUES

inlineconstexpr

Initial value:

{
    std::to_array<std::pair<char, std::string_view>>({
        {'A', "American Depositary Share"},
        {'B', "Bond"},
        {'C', "Common Stock"},
        {'F', "Depository Receipt"},
        {'I', "144A"},
        {'L', "Limited Partnership"},
        {'N', "Notes"},
        {'O', "Ordinary Share"},
        {'P', "Preferred Stock"},
        {'Q', "Other Securities"},
        {'R', "Right"},
        {'S', "Shares of Beneficial Interest"},
        {'T', "Convertible Debenture"},
        {'U', "Unit"},
        {'V', "Units/Beneficial Interest"},
        {'W', "Warrant"},
    })
}

Definition at line 122 of file indicators.hpp.

ISSUE_SUB_TYPE_VALUES

constexpr FrozenMap itch::indicators::ISSUE_SUB_TYPE_VALUES

inlineconstexpr

Definition at line 143 of file indicators.hpp.

TRADING_ACTION_REASON_CODES

constexpr FrozenMap itch::indicators::TRADING_ACTION_REASON_CODES

inlineconstexpr

Definition at line 206 of file indicators.hpp.

TRADING_STATES

constexpr FrozenMap itch::indicators::TRADING_STATES

inlineconstexpr

Initial value:

{std::to_array<std::pair<char, std::string_view>>({
    {'H', "Halted across all U.S. equity markets / SROs"},
    {'P', "Paused across all U.S. equity markets / SROs"},
    {'Q', "Quotation only period for cross-SRO halt or pause"},
    {'T', "Trading on NASDAQ"},
})}

Definition at line 245 of file indicators.hpp.

MARKET_MAKER_MODE

constexpr FrozenMap itch::indicators::MARKET_MAKER_MODE

inlineconstexpr

Initial value:

{std::to_array<std::pair<char, std::string_view>>({
    {'N', "Normal"},
    {'P', "Passive"},
    {'S', "Syndicate"},
    {'R', "Pre-syndicate"},
    {'L', "Penalty"},
})}

Definition at line 252 of file indicators.hpp.

MARKET_PARTICIPANT_STATE

constexpr FrozenMap itch::indicators::MARKET_PARTICIPANT_STATE

inlineconstexpr

Initial value:

{
    std::to_array<std::pair<char, std::string_view>>({
        {'A', "Active"},
        {'E', "Excused"},
        {'W', "Withdrawn"},
        {'S', "Suspended"},
        {'D', "Deleted"},
    })
}

Definition at line 260 of file indicators.hpp.

PRICE_VARIATION_INDICATOR

constexpr FrozenMap itch::indicators::PRICE_VARIATION_INDICATOR

inlineconstexpr

Initial value:

{
    std::to_array<std::pair<char, std::string_view>>({
        {'L', "Less than 1%"},
        {'1', "1 to 1.99%"},
        {'2', "2 to 2.99%"},
        {'3', "3 to 3.99%"},
        {'4', "4 to 4.99%"},
        {'5', "5 to 5.99%"},
        {'6', "6 to 6.99%"},
        {'7', "7 to 7.99%"},
        {'8', "8 to 8.99%"},
        {'9', "9 to 9.99%"},
        {'A', "10 to 19.99%"},
        {'B', "20 to 29.99%"},
        {'C', "30% or greater"},
        {' ', "Cannot be calculated"},
    })
}

Definition at line 270 of file indicators.hpp.