ASPEN_DOM_ELEMENT

Purpose

This structure contains the essential elements of a price used in evaluating depth of market. This structure holds prices on both bids and asks.

Structure

typedef struct

{

    ASPEN_PRICE     price;

    ASPEN_VOLUME    volume;

    char            marketMaker[5];

    short           timeMSM;

} ASPEN_DOM_ELEMENT;

Fields

price

An ASPEN_PRICE.

volume

The volume at that price.

marketMaker

A char array containing the most recent market maker.

timeMSM

The time, expressed in minutes since midnight.

See Also

ASPEN_WatchDepthOfMarket

ASPEN_DOM_SNAPSHOT_NOTICE

ASPEN_WATCH_DOM

ASPEN_SERVER_EVENT_NOTICES

ASPEN_SERVICES

MAX_DOM_LENGTH

ASPEN_DomSnapshotNotice