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Purpose |
Hold data necessary to insert a tick for an existing financial instrument in the Server database. |
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Structure |
typedef struct { ASPEN_INUM inum; ASPEN_PRICE price; ASPEN_BATE bate; ASPEN_TIME time; ASPEN_VOLUME tkvol; }ASPEN_PUTTICK_INPUT; |
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Fields |
inum inum is the instrument number whose information has been updated on the Aspen Server. A variable of the ASPEN_INUM data type must be used to hold the instrument number. See page 70, ASPEN_GetInstrumentNumber, for more information.
price Price of the instrument associated with this tick. A variable of the ASPEN_PRICE data type must be used to hold a price.
bate Bate code for this tick. A variable of the ASPEN_BATE data type must be used to hold a bate.
time Time associated with this tick. A variable of the ASPEN_TIME data type must be used to hold a time.
No tick may be created prior to the current time. A new tick may not be created with a time earlier than the last tick reported for this instrument.
A new tick may also not be created in the future. If time is set to ASPEN_REAL_TIME the tick time will be set to the time the Server processes the request. This is the recommended value.
tkvol Trading volume of this tick. A variable of the ASPEN_VOLUME data type must be used to hold a trade volume. |
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See Also |
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