Crate itch5 

Zero-copy parser for the Nasdaq TotalView-ITCH 5.0 binary protocol.

ITCH 5.0 is Nasdaq’s real-time market data feed. It encodes every order book event — adds, cancels, executions, replacements — plus market-wide events and cross-trade notifications as compact fixed-length binary messages, each prefixed with a 2-byte big-endian length.

Quick start

Implement MessageHandler for the message types you care about, then hand your bytes to Parser:

use std::ops::ControlFlow;
use itch5::{MessageHandler, Parser, messages::TradeMessage};

#[derive(Default)]
struct TradeCounter { count: u64 }

impl MessageHandler for TradeCounter {
    fn on_trade_message(&mut self, _msg: &TradeMessage) -> ControlFlow<()> {
        self.count += 1;
        ControlFlow::Continue(())
    }
}

let data: &[u8] = &[]; // replace with real feed bytes
let mut handler = TradeCounter::default();
Parser::new(data).parse_stream(&mut handler).unwrap();

Return ControlFlow::Break(()) from any handler method to stop early.

Wire format

┌──────────────────────┬───────────────────────────┐
│  2 B (big-endian)    │  N bytes (message body)   │
│  message length      │  tag + fixed-width fields  │
└──────────────────────┴───────────────────────────┘

All message structs are #[repr(C, packed)] and implement zerocopy::FromBytes, so parsing is a bounds-checked pointer cast — no heap allocation, no copying.

Modules

messages

Definitions for types defined by the protocol plus some helper structs e.g., Symbol See docs on each struct for description or see the official protocol spec.

Structs

Parser

Streaming ITCH 5.0 parser over a byte slice.

Enums

ParseError

Traits

MessageHandler

Visitor called by Parser for each decoded ITCH 5.0 message.

Functions

parse_one

Parse a single ITCH 5.0 framed message from buf.