double bestBidPx = mds.getBidPrices()[0];
double bestBidQ = mds.getBidSizes()[0];
rawWriter.write(seriesId, mds.getTimeStamp(), "BID", bestBidPx);
rawWriter.write(seriesId, mds.getTimeStamp(), "BIDQUANTITY",
bestBidQ);
if (log.isDebugEnabled())
log.debug("Wrote " + seriesId + ", " + mds.getTimeStamp()
+ ", " + bestBidPx +", "+ bestBidQ);
rawWriter.write(seriesId, mds.getTimeStamp(), "BID_"+i, mds.getBidPrices()[i]);
rawWriter.write(seriesId, mds.getTimeStamp(), "BIDQUANTITY_"+i, mds.getBidSizes()[i]);
double bestAskPx = mds.getAskPrices()[0];
double bestAskQ = mds.getAskSizes()[0];
rawWriter.write(seriesId, mds.getTimeStamp(), "ASK", bestAskPx);
rawWriter.write(seriesId, mds.getTimeStamp(), "ASKQUANTITY",
bestAskQ);
log.debug("Wrote " + seriesId + ", " + mds.getTimeStamp()
+ ", " + bestAskPx +", "+ bestAskQ);
rawWriter.write(seriesId, mds.getTimeStamp(), "ASK_"+i, mds.getAskPrices()[i]);
rawWriter.write(seriesId, mds.getTimeStamp(), "ASKQUANTITY_"+i, mds.getAskSizes()[i]);