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ITCHCPP 1.6.1
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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The fixed 20-byte header that prefixes every MoldUDP64 downstream packet. More...
#include <moldudp64.hpp>
Public Member Functions | |
| auto | session_view () const -> std::string_view |
| The session id as a view with trailing padding removed. | |
| auto | is_heartbeat () const noexcept -> bool |
A heartbeat carries no message blocks (message_count == 0). | |
| auto | is_end_of_session () const noexcept -> bool |
End-of-session is signalled by the sentinel message_count. | |
Public Attributes | |
| std::array< char, 10 > | session {} |
| Session id, space padded. | |
| std::uint64_t | sequence_number {0} |
| Sequence of the first message block. | |
| std::uint16_t | message_count {0} |
| Number of message blocks in the packet. | |
Static Public Attributes | |
| static constexpr std::uint16_t | END_OF_SESSION = 0xFFFF |
Sentinel message_count indicating an end-of-session packet. | |
The fixed 20-byte header that prefixes every MoldUDP64 downstream packet.
MoldUDP64 is the lightweight UDP multicast framing NASDAQ uses to disseminate live market data. Each datagram carries a session identifier, the sequence number of the first message it contains, and a count of the message blocks that follow. The message blocks themselves are length-prefixed exactly like a raw ITCH stream, so once the header is stripped the remainder feeds straight into the ordinary Parser framing loop.
Definition at line 34 of file moldudp64.hpp.
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inline |
The session id as a view with trailing padding removed.
Definition at line 44 of file moldudp64.hpp.
References session.
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inlinenoexcept |
A heartbeat carries no message blocks (message_count == 0).
Definition at line 54 of file moldudp64.hpp.
References message_count.
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inlinenoexcept |
End-of-session is signalled by the sentinel message_count.
Definition at line 58 of file moldudp64.hpp.
References END_OF_SESSION, and message_count.
| std::array<char, 10> itch::transport::MoldUdp64Header::session {} |
Session id, space padded.
Definition at line 35 of file moldudp64.hpp.
Referenced by session_view().
| std::uint64_t itch::transport::MoldUdp64Header::sequence_number {0} |
Sequence of the first message block.
Definition at line 36 of file moldudp64.hpp.
| std::uint16_t itch::transport::MoldUdp64Header::message_count {0} |
Number of message blocks in the packet.
Definition at line 37 of file moldudp64.hpp.
Referenced by is_end_of_session(), and is_heartbeat().
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staticconstexpr |
Sentinel message_count indicating an end-of-session packet.
Definition at line 40 of file moldudp64.hpp.
Referenced by is_end_of_session().