ASPEN_DOM_SNAPSHOT_NOTICE

Purpose

When the application receives an ASPEN_DomSnapshotNotice, the AspenEvent() function receives a pointer to this structure.

Structure

typedef struct

{

    ASPEN_INUM           inum;

    short                bidDepth;

    short                askDepth;

    ASPEN_DOM_ELEMENT    bidSet[MAX_DOM_DEPTH];

    ASPEN_DOM_ELEMENT    askSet[MAX_DOM_DEPTH];

}ASPEN_DOM_SNAPSHOT_NOTICE;

Fields

inum

The instrument number of the instrument to which the update applies.

bidDepth

The actual number of bids available. This number will never be greater than MAX_DOM_LENGTH.

askDepth

The actual number of asks available. This number will never be greater than MAX_DOM_LENGTH.

bidSet[]

An ASPEN_DOM_ELEMENT array of bid depth.

askSet[]

An ASPEN_DOM_ELEMENT array of ask depth.

See Also

ASPEN_WatchDepthOfMarket

ASPEN_DOM_ELEMENT

ASPEN_WATCH_DOM

ASPEN_SERVER_EVENT_NOTICES

ASPEN_SERVICES

MAX_DOM_LENGTH

ASPEN_DomSnapshotNotice