tape.hpp File Reference

A normalized trade record and callback type for consuming the ITCH trade tape. More...

#include <cstdint>
#include <functional>
#include <string>
#include "itch/price.hpp"

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Classes
struct	itch::Trade
	A single execution extracted from the feed (the "trade tape"). More...

Namespaces
namespace	itch

Typedefs
using	itch::TradeCallback = std::function< void(const Trade &)>
	Callback invoked for each extracted trade.

Detailed Description

A normalized trade record and callback type for consuming the ITCH trade tape.

Execution-related ITCH message types are heterogeneous in shape; this header defines the single, flattened Trade record that callers consume instead of switching over the raw message variant themselves.

Author

Bertin Balouki SIMYELI

Definition in file tape.hpp.