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

md	The AP_MDM_Interface to use for this BBA Data.
subKey	The subscription key this BBA Data is for.
bidPrice	The bid price as an AP_float64 for this update.
bidQty	The bid quantity as a AP_int64 for this update.
askPrice	The ask price as a float for this update.
askQty	The ask quantity as a AP_int64 for this update.