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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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The extension point for adding new ITCH-like venues/protocol versions alongside NASDAQ TotalView-ITCH 5.0. More...
Include dependency graph for venue.hpp:Go to the source code of this file.
Classes | |
| struct | itch::venue::Nasdaq50 |
| The concrete policy for NASDAQ TotalView-ITCH 5.0 (the only venue implemented today). More... | |
Namespaces | |
| namespace | itch |
| namespace | itch::venue |
Concepts | |
| concept | itch::venue::VenuePolicy |
| Concept describing a venue/protocol policy. | |
The extension point for adding new ITCH-like venues/protocol versions alongside NASDAQ TotalView-ITCH 5.0.
Defines the VenuePolicy concept that a venue policy type must satisfy, and Nasdaq50, the concrete policy for the only protocol this library implements today.
Definition in file venue.hpp.