Various pieces for NASDAQ ITCH, OUCH, and SoupBinTCP

Simple header-only C++ objects for NASDAQ ITCH 5.0 protocol

Take a peek in the itch.h header file for details.

There is a constructor if you want to create a blank object, and a constructor where you pass in a char pointer that contains the record.

There are getters and setters for int and string. Below is a brief example. See test directory for more examples:

    itch::system_event msg;
    msg.set_int(msg.STOCK_LOCATE, 1);
    msg.set_int(msg.TRACKING_NUMBER, 2);
    msg.set_int(msg.TIMESTAMP, 6);
    msg.set_string(msg.EVENT_CODE, "O");
    int timestamp = msg.get_int(msg.TIMESTAMP); // should equal 6

or if you're the client taking in a feed:

    char message_type = network.peek_byte();
    if (message_type == 'S')
    {
        char* record = network.read_bytes(itch::SYSTEM_EVENT_LEN);
        itch::system_event msg(record);
        int timestamp = msg.get_int(msg.TIMESTAMP);
        // more code goes here
    }

Simple header-only C++ objects for NASDAQ OUCH protocol

• follows the same format as the ITCH protocol above (see ouch.h)

Also included

• SoupBinTCP protocol (not header-only, see soupbintcp.h and the related .cpp files for the implementation)

TODO:

• Test each object for their length
• Test each object for their prefix
• Test each field of each object for setting and retrieval