parser.hpp File Reference

Public parsing interface for NASDAQ TotalView-ITCH 5.0 feeds, plus the low-level byte-unpacking utilities that back it. More...

#include <algorithm>
#include <array>
#include <bit>
#include <concepts>
#include <cstddef>
#include <cstdint>
#include <functional>
#include <istream>
#include <optional>
#include <span>
#include <vector>
#include <version>
#include "itch/messages.hpp"

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Classes
class	itch::Parser
	A high-performance parser for the NASDAQ TotalView-ITCH 5.0 protocol. More...

Namespaces
namespace	itch
namespace	itch::utils

Typedefs
using	itch::MessageCallback = std::function< void(const Message &)>
	The signature for the callback function used in streaming parse methods.
using	itch::ErrorCallback = std::function< void(ParseError, char)>
	The signature for the optional diagnostics callback.

Enumerations
enum class	itch::ParseError { itch::truncated , itch::unknown_type , itch::size_mismatch }
	Categories of recoverable problems encountered while framing a feed. More...

Detailed Description

Public parsing interface for NASDAQ TotalView-ITCH 5.0 feeds, plus the low-level byte-unpacking utilities that back it.

Parser frames and decodes a raw ITCH byte stream into the Message variant defined in itch/messages.hpp, offering both throwing and non-throwing (std::expected-based) entry points over buffers, spans, and streams. The itch::utils helpers underneath handle endianness conversion and fixed-width field extraction, and are also reused by the encoder.

Author

Bertin Balouki SIMYELI

Definition in file parser.hpp.