charles-cooper / itch-order-book

Fast implementation of an ITCH order book

charles-cooper/itch-order-book Issues

sorting order of m_bids and m_asks
Closed a year ago1
Recommended Speed Improvements
Closed 2 years ago6
"Uh oh bad code 74"
Closed 3 years ago
Ask levels in reverse order?
Closed 4 years ago2
Missing file ?
Closed 5 years ago2
Document ITCH version, add link to sample file
Closed 6 years ago2
Replace hard tabs with soft tabs
Closed 7 years ago1
evaluation order of function arguments is not defined
Closed 7 years ago1
cannot build
Closed 7 years ago1