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ITCHCPP 1.6.0
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
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Single source of truth for the ITCH 5.0 wire layout metadata shared by the eager parser, the zero-copy overlay, and the encoder. More...
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Namespaces | |
| namespace | itch |
| namespace | itch::detail |
Functions | |
| template<typename Visitor > | |
| constexpr auto | itch::detail::for_each_message_type (Visitor &&visitor) -> void |
Invokes visitor.template operator()<MsgType>(type_byte) once for each ITCH 5.0 message type, in a fixed order. | |
Variables | |
| constexpr std::size_t | itch::detail::TIMESTAMP_STRUCT_PADDING = sizeof(std::uint64_t) - 6 |
| The on-wire ITCH timestamp is 48 bits (6 bytes), but every message struct stores it in a 64-bit field, so each struct is exactly two bytes wider than its encoding. | |
| template<typename MsgType > | |
| constexpr std::size_t | itch::detail::WIRE_SIZE = sizeof(MsgType) - TIMESTAMP_STRUCT_PADDING |
| The exact on-wire size, in bytes, of a fully formed message of type T. | |
Single source of truth for the ITCH 5.0 wire layout metadata shared by the eager parser, the zero-copy overlay, and the encoder.
Keeping the per-type wire size and the canonical list of message types in one place means the dispatch table, the overlay accessors, and the writer can never drift apart from one another.
Definition in file wire.hpp.