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REF: Standardize Nasdaq TotalView-ITCH
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cjdsellers committed Nov 21, 2023
1 parent 25c84d9 commit 8c75bdb
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Showing 3 changed files with 6 additions and 6 deletions.
2 changes: 1 addition & 1 deletion include/databento/constants.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,7 @@ static constexpr auto kDbeqBasic = "DBEQ.BASIC";
static constexpr auto kGlbxMdp3 = "GLBX.MDP3";
// The dataset code for OPRA.PILLAR.
static constexpr auto kOpraPillar = "OPRA.PILLAR";
// The dataset code for Nasdaq TotalView ITCH.
// The dataset code for Nasdaq TotalView-ITCH.
static constexpr auto kXnasItch = "XNAS.ITCH";
} // namespace dataset
} // namespace databento
6 changes: 3 additions & 3 deletions include/databento/publishers.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -155,11 +155,11 @@ enum class Dataset : std::uint16_t {
enum class Publisher : std::uint16_t {
// CME Globex MDP 3.0
GlbxMdp3Glbx = 1,
// Nasdaq TotalView ITCH
// Nasdaq TotalView-ITCH
XnasItchXnas = 2,
// Nasdaq BX TotalView ITCH
// Nasdaq BX TotalView-ITCH
XbosItchXbos = 3,
// Nasdaq PSX TotalView ITCH
// Nasdaq PSX TotalView-ITCH
XpsxItchXpsx = 4,
// Cboe BZX Depth Pitch
BatsPitchBats = 5,
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4 changes: 2 additions & 2 deletions test/src/historical_tests.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -292,7 +292,7 @@ TEST_F(HistoricalTests, TestMetadataListPublishers) {
{{"publisher_id", 2},
{"dataset", "XNAS.ITCH"},
{"venue", "XNAS"},
{"description", "Nasdaq TotalView ITCH"}},
{"description", "Nasdaq TotalView-ITCH"}},
};
mock_server_.MockGetJson("/v0/metadata.list_publishers", kResp);
const auto port = mock_server_.ListenOnThread();
Expand All @@ -304,7 +304,7 @@ TEST_F(HistoricalTests, TestMetadataListPublishers) {
const auto glbx_exp =
PublisherDetail{1, "GLBX.MDP3", "GLBX", "CME Globex MDP 3.0"};
const auto xnas_exp =
PublisherDetail{2, "XNAS.ITCH", "XNAS", "Nasdaq TotalView ITCH"};
PublisherDetail{2, "XNAS.ITCH", "XNAS", "Nasdaq TotalView-ITCH"};
EXPECT_EQ(res[0], glbx_exp);
EXPECT_EQ(res[1], xnas_exp);
}
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