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ITCH data feed handler

By Rajib Chy
8:19 AM 11/27/2021
Language => C++

About ITCH

ITCH is the revolutionary Nasdaq outbound protocol.
ITCH is a direct data-feed protocol such as TCP (Transmission Control Protocol) or UDP (User Datagram Protocol). ITCH makes it possible for subscribers to track the status of each order from the time it is first entered until the time it is either executed or canceled.

This message type designed accordingly ITCH v5.0

NQTVITCH Specification

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ITCH data feed handler

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  • C++ 100.0%