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

Helpers for converting raw ITCH nanoseconds-past-midnight timestamps into absolute time points and human-readable strings. More...

#include <chrono>
#include <cstdint>
#include <format>
#include <string>
+ Include dependency graph for time.hpp:

Go to the source code of this file.

Namespaces

namespace  itch
 

Typedefs

using itch::ItchTimePoint = std::chrono::sys_time< std::chrono::nanoseconds >
 A system-clock time point at nanosecond resolution.
 

Functions

constexpr auto itch::to_time_point (std::chrono::year_month_day session_date, std::uint64_t nanos_past_midnight) noexcept -> ItchTimePoint
 Combines a session date with an ITCH timestamp into a time point.
 
auto itch::format_timestamp (std::uint64_t nanos_past_midnight) -> std::string
 Formats a raw ITCH timestamp as a time-of-day string.
 
auto itch::format_time_point (std::chrono::year_month_day session_date, std::uint64_t nanos_past_midnight) -> std::string
 Formats a session date plus an ITCH timestamp as a full date-time.
 

Detailed Description

Helpers for converting raw ITCH nanoseconds-past-midnight timestamps into absolute time points and human-readable strings.

ITCH timestamps carry no date or time-zone of their own, so every conversion here takes the session date as an explicit parameter and performs no time-zone adjustment.

Author
Bertin Balouki SIMYELI

Definition in file time.hpp.