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REF: Standardize Nasdaq TotalView-ITCH
1 parent 25c84d9 commit 8c75bdb

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3 files changed

+6
-6
lines changed

3 files changed

+6
-6
lines changed

include/databento/constants.hpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -34,7 +34,7 @@ static constexpr auto kDbeqBasic = "DBEQ.BASIC";
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static constexpr auto kGlbxMdp3 = "GLBX.MDP3";
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// The dataset code for OPRA.PILLAR.
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static constexpr auto kOpraPillar = "OPRA.PILLAR";
37-
// The dataset code for Nasdaq TotalView ITCH.
37+
// The dataset code for Nasdaq TotalView-ITCH.
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static constexpr auto kXnasItch = "XNAS.ITCH";
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} // namespace dataset
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} // namespace databento

include/databento/publishers.hpp

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -155,11 +155,11 @@ enum class Dataset : std::uint16_t {
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enum class Publisher : std::uint16_t {
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// CME Globex MDP 3.0
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GlbxMdp3Glbx = 1,
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// Nasdaq TotalView ITCH
158+
// Nasdaq TotalView-ITCH
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XnasItchXnas = 2,
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// Nasdaq BX TotalView ITCH
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// Nasdaq BX TotalView-ITCH
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XbosItchXbos = 3,
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// Nasdaq PSX TotalView ITCH
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// Nasdaq PSX TotalView-ITCH
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XpsxItchXpsx = 4,
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// Cboe BZX Depth Pitch
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BatsPitchBats = 5,

test/src/historical_tests.cpp

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -292,7 +292,7 @@ TEST_F(HistoricalTests, TestMetadataListPublishers) {
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{{"publisher_id", 2},
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{"dataset", "XNAS.ITCH"},
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{"venue", "XNAS"},
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{"description", "Nasdaq TotalView ITCH"}},
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{"description", "Nasdaq TotalView-ITCH"}},
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};
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mock_server_.MockGetJson("/v0/metadata.list_publishers", kResp);
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const auto port = mock_server_.ListenOnThread();
@@ -304,7 +304,7 @@ TEST_F(HistoricalTests, TestMetadataListPublishers) {
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const auto glbx_exp =
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PublisherDetail{1, "GLBX.MDP3", "GLBX", "CME Globex MDP 3.0"};
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const auto xnas_exp =
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PublisherDetail{2, "XNAS.ITCH", "XNAS", "Nasdaq TotalView ITCH"};
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PublisherDetail{2, "XNAS.ITCH", "XNAS", "Nasdaq TotalView-ITCH"};
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EXPECT_EQ(res[0], glbx_exp);
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EXPECT_EQ(res[1], xnas_exp);
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}

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