Apama Capital Markets Foundation  10.3.0.0
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BBA Processing API

Functions

AP_MDM_API void AP_MDM_SetBBAData (AP_MDM_Interface *md, const char *subKey, AP_float64 bidPrice, AP_int64 bidQty, AP_float64 askPrice, AP_int64 askQty)
 

Detailed Description

BBA Processing API

Function Documentation

AP_MDM_API void AP_MDM_SetBBAData ( AP_MDM_Interface md,
const char *  subKey,
AP_float64  bidPrice,
AP_int64  bidQty,
AP_float64  askPrice,
AP_int64  askQty 
)

Set the BBA Data to send at the next commit.

Parameters
mdThe AP_MDM_Interface to use for this BBA Data.
subKeyThe subscription key this BBA Data is for.
bidPriceThe bid price as an AP_float64 for this update.
bidQtyThe bid quantity as a AP_int64 for this update.
askPriceThe ask price as a float for this update.
askQtyThe ask quantity as a AP_int64 for this update.
See also
AP_MDM_SubscriptionCommit