Data Consumers

This project uses a modular consumer architecture to handle incoming decoded packets.

Consumer Types

• RTS Consumer: Aggregates packets into regular time intervals (e.g., 10s) and emits snapshot matrices.
• IRTS Consumer: Appends best bid/offer and trade events into an HDF5 packet table stream.

Module Design

All consumers inherit from io::base::consumer_t, and implement:

```cpp virtual void trade_report(...); virtual void quote_update(...); virtual void begin_day(...); virtual void end_day(...); ````

For implementation details, see src/consumers.hpp.

Reference Protocols

This design maps to:

• IEX TOPS Specification v164 (PDF)
• IEX DEEP Specification v105 (PDF)