ASPEN_TICK

Purpose

Identifies information about a single tick for a particular instrument.

Structure

typedef struct tick_struct

{

   ASPEN_PRICE      price;

   ASPEN_VOLUME     volume;

   ASPEN_TIME       time;

   ASPEN_BATE       bate;

   ASPEN_TICK_FLAGS flags;

}ASPEN_TICK;

Fields

price

price contains the price reported for the tick. A variable of the ASPEN_PRICE data type must be used to hold a price.

volume

volume contains the volume associated with the tick. A variable of the ASPEN_VOLUME data type must be used to hold a volume.

time

time gives the absolute time at which the tick was reported. A variable of the ASPEN_TIME data type must be used to hold a time.

bate

bate describes the bate code for the tick. A variable of the ASPEN_BATE data type must be used to hold a bate.

flags

flags is an ASPEN_TICK_FLAGS structure containing additional modifiers describing the tick-type.

See Also

ASPEN_BATE

ASPEN_GetExchangeInfo

ASPEN_GetInstrumentInfo

ASPEN_GetTickHistory

ASPEN_INSTRUMENT

ASPEN_PRICE

ASPEN_ReplaceTicks

ASPEN_REPLACETICKS_INPUT

ASPEN_TICK_FLAGS

ASPEN_TICK_FLAGS

ASPEN_TIME

ASPEN_VOLUME

Price Values

Volume Values