bbalouki-itch

A High-Performance C++ library for parsing the ITCH 5.0 protocol.

Run the following Vcpkg command to install the port.

vcpkg install bbalouki-itch

itch provides CMake targets:

find_package(itch CONFIG REQUIRED)
target_link_libraries(main PRIVATE itch::itch)

• bbalouki-itch[arrow]≥v1.6.4#0

  All

  Enable Apache Arrow / Parquet columnar export

  Feature Dependencies

  • arrow

    All

    • arrow[parquet]
      All
• bbalouki-itch[python]≥v1.6.4#0

  native

  Build the pybind11 Python bindings

  Feature Dependencies

  • pybind11

    All

• vcpkg-cmake

  All
• vcpkg-cmake-config

  All