791 lines
25 KiB
Python
791 lines
25 KiB
Python
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# encoding: UTF-8
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structDict = {}
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#//////////////////////////////////////////////////////////////////////
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#@company shanghai liber information Technology Co.,Ltd
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#@file SecurityFtdcL2MDUserApiStruct.h
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#@brief 定义业务数据结构
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#//////////////////////////////////////////////////////////////////////
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#响应信息
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CSecurityFtdcRspInfoField = {}
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#错误代码
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CSecurityFtdcRspInfoField["ErrorID"] = "int"
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#错误信息
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CSecurityFtdcRspInfoField["ErrorMsg"] = "string"
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structDict['CSecurityFtdcRspInfoField'] = CSecurityFtdcRspInfoField
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#用户登录信息
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CSecurityFtdcUserLoginField = {}
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#交易日
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CSecurityFtdcUserLoginField["TradingDay"] = "string"
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#经纪公司代码
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CSecurityFtdcUserLoginField["BrokerID"] = "string"
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#用户代码
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CSecurityFtdcUserLoginField["UserID"] = "string"
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#密码
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CSecurityFtdcUserLoginField["Password"] = "string"
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#行情数据等级
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CSecurityFtdcUserLoginField["DataLevel"] = "string"
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structDict['CSecurityFtdcUserLoginField'] = CSecurityFtdcUserLoginField
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#用户登出信息
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CSecurityFtdcUserLogoutField = {}
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#经纪公司代码
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CSecurityFtdcUserLogoutField["BrokerID"] = "string"
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#用户代码
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CSecurityFtdcUserLogoutField["UserID"] = "string"
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structDict['CSecurityFtdcUserLogoutField'] = CSecurityFtdcUserLogoutField
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#指定的合约
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CSecurityFtdcSpecificInstrumentField = {}
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#合约代码
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CSecurityFtdcSpecificInstrumentField["InstrumentID"] = "string"
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#交易所代码
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CSecurityFtdcSpecificInstrumentField["ExchangeID"] = "string"
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structDict['CSecurityFtdcSpecificInstrumentField'] = CSecurityFtdcSpecificInstrumentField
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#Level2行情
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CSecurityFtdcL2MarketDataField = {}
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#交易日
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CSecurityFtdcL2MarketDataField["TradingDay"] = "string"
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#时间戳
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CSecurityFtdcL2MarketDataField["TimeStamp"] = "string"
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#交易所代码
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CSecurityFtdcL2MarketDataField["ExchangeID"] = "string"
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#合约代码
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CSecurityFtdcL2MarketDataField["InstrumentID"] = "string"
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#昨收盘价
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CSecurityFtdcL2MarketDataField["PreClosePrice"] = "float"
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#今开盘价
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CSecurityFtdcL2MarketDataField["OpenPrice"] = "float"
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#收盘价
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CSecurityFtdcL2MarketDataField["ClosePrice"] = "float"
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#净值估值
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CSecurityFtdcL2MarketDataField["IOPV"] = "float"
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#到期收益率
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CSecurityFtdcL2MarketDataField["YieldToMaturity"] = "float"
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#最高价
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CSecurityFtdcL2MarketDataField["HighPrice"] = "float"
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#最低价
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CSecurityFtdcL2MarketDataField["LowPrice"] = "float"
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#最新价
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CSecurityFtdcL2MarketDataField["LastPrice"] = "float"
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#成交笔数
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CSecurityFtdcL2MarketDataField["TradeCount"] = "int"
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#成交总量
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CSecurityFtdcL2MarketDataField["TotalTradeVolume"] = "float"
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#成交总金额
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CSecurityFtdcL2MarketDataField["TotalTradeValue"] = "float"
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#委托买入总量
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CSecurityFtdcL2MarketDataField["TotalBidVolume"] = "float"
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#加权平均委买价
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CSecurityFtdcL2MarketDataField["WeightedAvgBidPrice"] = "float"
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#债券加权平均委买价
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CSecurityFtdcL2MarketDataField["AltWeightedAvgBidPrice"] = "float"
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#委托卖出总量
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CSecurityFtdcL2MarketDataField["TotalOfferVolume"] = "float"
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#加权平均委卖价
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CSecurityFtdcL2MarketDataField["WeightedAvgOfferPrice"] = "float"
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#债券加权平均委卖价格
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CSecurityFtdcL2MarketDataField["AltWeightedAvgOfferPrice"] = "float"
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#买价深度
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CSecurityFtdcL2MarketDataField["BidPriceLevel"] = "int"
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#卖价深度
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CSecurityFtdcL2MarketDataField["OfferPriceLevel"] = "int"
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#申买价一
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CSecurityFtdcL2MarketDataField["BidPrice1"] = "float"
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#申买量一
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CSecurityFtdcL2MarketDataField["BidVolume1"] = "int"
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#实际买总委托笔数一
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CSecurityFtdcL2MarketDataField["BidCount1"] = "int"
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#申买价二
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CSecurityFtdcL2MarketDataField["BidPrice2"] = "float"
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#申买量二
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CSecurityFtdcL2MarketDataField["BidVolume2"] = "int"
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#实际买总委托笔数二
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CSecurityFtdcL2MarketDataField["BidCount2"] = "int"
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#申买价三
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CSecurityFtdcL2MarketDataField["BidPrice3"] = "float"
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#申买量三
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CSecurityFtdcL2MarketDataField["BidVolume3"] = "int"
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#实际买总委托笔数三
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CSecurityFtdcL2MarketDataField["BidCount3"] = "int"
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#申买价四
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CSecurityFtdcL2MarketDataField["BidPrice4"] = "float"
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#申买量四
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CSecurityFtdcL2MarketDataField["BidVolume4"] = "int"
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#实际买总委托笔数四
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CSecurityFtdcL2MarketDataField["BidCount4"] = "int"
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#申买价五
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CSecurityFtdcL2MarketDataField["BidPrice5"] = "float"
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#申买量五
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CSecurityFtdcL2MarketDataField["BidVolume5"] = "int"
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#实际买总委托笔数五
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CSecurityFtdcL2MarketDataField["BidCount5"] = "int"
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#申买价六
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CSecurityFtdcL2MarketDataField["BidPrice6"] = "float"
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#申买量六
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CSecurityFtdcL2MarketDataField["BidVolume6"] = "int"
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#实际买总委托笔数六
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CSecurityFtdcL2MarketDataField["BidCount6"] = "int"
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#申买价七
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CSecurityFtdcL2MarketDataField["BidPrice7"] = "float"
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#申买量七
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CSecurityFtdcL2MarketDataField["BidVolume7"] = "int"
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#实际买总委托笔数七
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CSecurityFtdcL2MarketDataField["BidCount7"] = "int"
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#申买价八
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CSecurityFtdcL2MarketDataField["BidPrice8"] = "float"
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#申买量八
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CSecurityFtdcL2MarketDataField["BidVolume8"] = "int"
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#实际买总委托笔数八
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CSecurityFtdcL2MarketDataField["BidCount8"] = "int"
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#申买价九
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CSecurityFtdcL2MarketDataField["BidPrice9"] = "float"
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#申买量九
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CSecurityFtdcL2MarketDataField["BidVolume9"] = "int"
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#实际买总委托笔数九
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CSecurityFtdcL2MarketDataField["BidCount9"] = "int"
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#申买价十
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CSecurityFtdcL2MarketDataField["BidPriceA"] = "float"
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#申买量十
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CSecurityFtdcL2MarketDataField["BidVolumeA"] = "int"
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#实际买总委托笔数十
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CSecurityFtdcL2MarketDataField["BidCountA"] = "int"
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#申卖价一
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CSecurityFtdcL2MarketDataField["OfferPrice1"] = "float"
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#申卖量一
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CSecurityFtdcL2MarketDataField["OfferVolume1"] = "int"
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#实际卖总委托笔数一
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CSecurityFtdcL2MarketDataField["OfferCount1"] = "int"
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#申卖价二
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CSecurityFtdcL2MarketDataField["OfferPrice2"] = "float"
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#申卖量二
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CSecurityFtdcL2MarketDataField["OfferVolume2"] = "int"
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#实际卖总委托笔数二
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CSecurityFtdcL2MarketDataField["OfferCount2"] = "int"
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#申卖价三
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CSecurityFtdcL2MarketDataField["OfferPrice3"] = "float"
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#申卖量三
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CSecurityFtdcL2MarketDataField["OfferVolume3"] = "int"
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#实际卖总委托笔数三
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CSecurityFtdcL2MarketDataField["OfferCount3"] = "int"
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#申卖价四
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CSecurityFtdcL2MarketDataField["OfferPrice4"] = "float"
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#申卖量四
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CSecurityFtdcL2MarketDataField["OfferVolume4"] = "int"
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#实际卖总委托笔数四
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CSecurityFtdcL2MarketDataField["OfferCount4"] = "int"
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#申卖价五
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CSecurityFtdcL2MarketDataField["OfferPrice5"] = "float"
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#申卖量五
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CSecurityFtdcL2MarketDataField["OfferVolume5"] = "int"
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#实际卖总委托笔数五
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CSecurityFtdcL2MarketDataField["OfferCount5"] = "int"
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#申卖价六
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CSecurityFtdcL2MarketDataField["OfferPrice6"] = "float"
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#申卖量六
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CSecurityFtdcL2MarketDataField["OfferVolume6"] = "int"
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#实际卖总委托笔数六
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CSecurityFtdcL2MarketDataField["OfferCount6"] = "int"
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#申卖价七
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CSecurityFtdcL2MarketDataField["OfferPrice7"] = "float"
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#申卖量七
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CSecurityFtdcL2MarketDataField["OfferVolume7"] = "int"
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#实际卖总委托笔数七
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CSecurityFtdcL2MarketDataField["OfferCount7"] = "int"
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#申卖价八
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CSecurityFtdcL2MarketDataField["OfferPrice8"] = "float"
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#申卖量八
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CSecurityFtdcL2MarketDataField["OfferVolume8"] = "int"
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#实际卖总委托笔数八
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CSecurityFtdcL2MarketDataField["OfferCount8"] = "int"
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#申卖价九
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CSecurityFtdcL2MarketDataField["OfferPrice9"] = "float"
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#申卖量九
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CSecurityFtdcL2MarketDataField["OfferVolume9"] = "int"
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#实际卖总委托笔数九
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CSecurityFtdcL2MarketDataField["OfferCount9"] = "int"
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#申卖价十
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CSecurityFtdcL2MarketDataField["OfferPriceA"] = "float"
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#申卖量十
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CSecurityFtdcL2MarketDataField["OfferVolumeA"] = "int"
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#实际卖总委托笔数十
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CSecurityFtdcL2MarketDataField["OfferCountA"] = "int"
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structDict['CSecurityFtdcL2MarketDataField'] = CSecurityFtdcL2MarketDataField
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#Level2行情更新时间属性
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CSecurityFtdcL2UpdateTimeField = {}
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#交易日
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CSecurityFtdcL2UpdateTimeField["TradingDay"] = "string"
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#时间戳
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CSecurityFtdcL2UpdateTimeField["TimeStamp"] = "string"
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#交易所代码
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CSecurityFtdcL2UpdateTimeField["ExchangeID"] = "string"
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#合约代码
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CSecurityFtdcL2UpdateTimeField["InstrumentID"] = "string"
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structDict['CSecurityFtdcL2UpdateTimeField'] = CSecurityFtdcL2UpdateTimeField
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#Level2行情静态属性
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CSecurityFtdcL2StaticField = {}
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#昨收盘价
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CSecurityFtdcL2StaticField["PreClosePrice"] = "float"
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#今开盘价
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CSecurityFtdcL2StaticField["OpenPrice"] = "float"
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#收盘价
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CSecurityFtdcL2StaticField["ClosePrice"] = "float"
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#净值估值
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CSecurityFtdcL2StaticField["IOPV"] = "float"
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#到期收益率
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CSecurityFtdcL2StaticField["YieldToMaturity"] = "float"
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structDict['CSecurityFtdcL2StaticField'] = CSecurityFtdcL2StaticField
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#Level2行情价格区间属性
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CSecurityFtdcL2PriceIntervalField = {}
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#最高价
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CSecurityFtdcL2PriceIntervalField["HighPrice"] = "float"
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#最低价
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CSecurityFtdcL2PriceIntervalField["LowPrice"] = "float"
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structDict['CSecurityFtdcL2PriceIntervalField'] = CSecurityFtdcL2PriceIntervalField
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#Level2行情基本信息
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CSecurityFtdcL2BaseField = {}
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#最新价
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CSecurityFtdcL2BaseField["LastPrice"] = "float"
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structDict['CSecurityFtdcL2BaseField'] = CSecurityFtdcL2BaseField
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#Level2成交信息
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CSecurityFtdcL2TradedField = {}
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#成交笔数
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CSecurityFtdcL2TradedField["TradeCount"] = "int"
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#成交总量
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CSecurityFtdcL2TradedField["TotalTradeVolume"] = "float"
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#成交总金额
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CSecurityFtdcL2TradedField["TotalTradeValue"] = "float"
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structDict['CSecurityFtdcL2TradedField'] = CSecurityFtdcL2TradedField
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#Level2行情数据属性
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CSecurityFtdcL2DataLevelField = {}
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#价格
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CSecurityFtdcL2DataLevelField["Price"] = "float"
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#数量
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CSecurityFtdcL2DataLevelField["Volume"] = "int"
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#实际总委托笔数
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CSecurityFtdcL2DataLevelField["Count"] = "int"
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structDict['CSecurityFtdcL2DataLevelField'] = CSecurityFtdcL2DataLevelField
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#Level2委买信息
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CSecurityFtdcL2BidOrderField = {}
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#委托买入总量
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CSecurityFtdcL2BidOrderField["TotalBidVolume"] = "float"
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#加权平均委买价
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CSecurityFtdcL2BidOrderField["WeightedAvgBidPrice"] = "float"
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#债券加权平均委买价
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CSecurityFtdcL2BidOrderField["AltWeightedAvgBidPrice"] = "float"
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structDict['CSecurityFtdcL2BidOrderField'] = CSecurityFtdcL2BidOrderField
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||
|
|
|
||
|
|
|
||
|
|
#Level2委卖信息
|
||
|
|
CSecurityFtdcL2OfferOrderField = {}
|
||
|
|
#委托卖出总量
|
||
|
|
CSecurityFtdcL2OfferOrderField["TotalOfferVolume"] = "float"
|
||
|
|
#加权平均委卖价
|
||
|
|
CSecurityFtdcL2OfferOrderField["WeightedAvgOfferPrice"] = "float"
|
||
|
|
#债券加权平均委卖价格
|
||
|
|
CSecurityFtdcL2OfferOrderField["AltWeightedAvgOfferPrice"] = "float"
|
||
|
|
structDict['CSecurityFtdcL2OfferOrderField'] = CSecurityFtdcL2OfferOrderField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2价格深度属性
|
||
|
|
CSecurityFtdcL2PriceLevelField = {}
|
||
|
|
#买价深度
|
||
|
|
CSecurityFtdcL2PriceLevelField["BidPriceLevel"] = "int"
|
||
|
|
#卖价深度
|
||
|
|
CSecurityFtdcL2PriceLevelField["OfferPriceLevel"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2PriceLevelField'] = CSecurityFtdcL2PriceLevelField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买一属性
|
||
|
|
CSecurityFtdcL2Bid1Field = {}
|
||
|
|
#申买价一
|
||
|
|
CSecurityFtdcL2Bid1Field["BidPrice1"] = "float"
|
||
|
|
#申买量一
|
||
|
|
CSecurityFtdcL2Bid1Field["BidVolume1"] = "int"
|
||
|
|
#实际买总委托笔数一
|
||
|
|
CSecurityFtdcL2Bid1Field["BidCount1"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid1Field'] = CSecurityFtdcL2Bid1Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖一属性
|
||
|
|
CSecurityFtdcL2Offer1Field = {}
|
||
|
|
#申卖价一
|
||
|
|
CSecurityFtdcL2Offer1Field["OfferPrice1"] = "float"
|
||
|
|
#申卖量一
|
||
|
|
CSecurityFtdcL2Offer1Field["OfferVolume1"] = "int"
|
||
|
|
#实际卖总委托笔数一
|
||
|
|
CSecurityFtdcL2Offer1Field["OfferCount1"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer1Field'] = CSecurityFtdcL2Offer1Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买二属性
|
||
|
|
CSecurityFtdcL2Bid2Field = {}
|
||
|
|
#申买价二
|
||
|
|
CSecurityFtdcL2Bid2Field["BidPrice2"] = "float"
|
||
|
|
#申买量二
|
||
|
|
CSecurityFtdcL2Bid2Field["BidVolume2"] = "int"
|
||
|
|
#实际买总委托笔数二
|
||
|
|
CSecurityFtdcL2Bid2Field["BidCount2"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid2Field'] = CSecurityFtdcL2Bid2Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖二属性
|
||
|
|
CSecurityFtdcL2Offer2Field = {}
|
||
|
|
#申卖价二
|
||
|
|
CSecurityFtdcL2Offer2Field["OfferPrice2"] = "float"
|
||
|
|
#申卖量二
|
||
|
|
CSecurityFtdcL2Offer2Field["OfferVolume2"] = "int"
|
||
|
|
#实际卖总委托笔数二
|
||
|
|
CSecurityFtdcL2Offer2Field["OfferCount2"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer2Field'] = CSecurityFtdcL2Offer2Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买三属性
|
||
|
|
CSecurityFtdcL2Bid3Field = {}
|
||
|
|
#申买价三
|
||
|
|
CSecurityFtdcL2Bid3Field["BidPrice3"] = "float"
|
||
|
|
#申买量三
|
||
|
|
CSecurityFtdcL2Bid3Field["BidVolume3"] = "int"
|
||
|
|
#实际买总委托笔数三
|
||
|
|
CSecurityFtdcL2Bid3Field["BidCount3"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid3Field'] = CSecurityFtdcL2Bid3Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖三属性
|
||
|
|
CSecurityFtdcL2Offer3Field = {}
|
||
|
|
#申卖价三
|
||
|
|
CSecurityFtdcL2Offer3Field["OfferPrice3"] = "float"
|
||
|
|
#申卖量三
|
||
|
|
CSecurityFtdcL2Offer3Field["OfferVolume3"] = "int"
|
||
|
|
#实际卖总委托笔数三
|
||
|
|
CSecurityFtdcL2Offer3Field["OfferCount3"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer3Field'] = CSecurityFtdcL2Offer3Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买四属性
|
||
|
|
CSecurityFtdcL2Bid4Field = {}
|
||
|
|
#申买价四
|
||
|
|
CSecurityFtdcL2Bid4Field["BidPrice4"] = "float"
|
||
|
|
#申买量四
|
||
|
|
CSecurityFtdcL2Bid4Field["BidVolume4"] = "int"
|
||
|
|
#实际买总委托笔数四
|
||
|
|
CSecurityFtdcL2Bid4Field["BidCount4"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid4Field'] = CSecurityFtdcL2Bid4Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖四属性
|
||
|
|
CSecurityFtdcL2Offer4Field = {}
|
||
|
|
#申卖价四
|
||
|
|
CSecurityFtdcL2Offer4Field["OfferPrice4"] = "float"
|
||
|
|
#申卖量四
|
||
|
|
CSecurityFtdcL2Offer4Field["OfferVolume4"] = "int"
|
||
|
|
#实际卖总委托笔数四
|
||
|
|
CSecurityFtdcL2Offer4Field["OfferCount4"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer4Field'] = CSecurityFtdcL2Offer4Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买五属性
|
||
|
|
CSecurityFtdcL2Bid5Field = {}
|
||
|
|
#申买价五
|
||
|
|
CSecurityFtdcL2Bid5Field["BidPrice5"] = "float"
|
||
|
|
#申买量五
|
||
|
|
CSecurityFtdcL2Bid5Field["BidVolume5"] = "int"
|
||
|
|
#实际买总委托笔数五
|
||
|
|
CSecurityFtdcL2Bid5Field["BidCount5"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid5Field'] = CSecurityFtdcL2Bid5Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖五属性
|
||
|
|
CSecurityFtdcL2Offer5Field = {}
|
||
|
|
#申卖价五
|
||
|
|
CSecurityFtdcL2Offer5Field["OfferPrice5"] = "float"
|
||
|
|
#申卖量五
|
||
|
|
CSecurityFtdcL2Offer5Field["OfferVolume5"] = "int"
|
||
|
|
#实际卖总委托笔数五
|
||
|
|
CSecurityFtdcL2Offer5Field["OfferCount5"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer5Field'] = CSecurityFtdcL2Offer5Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买六属性
|
||
|
|
CSecurityFtdcL2Bid6Field = {}
|
||
|
|
#申买价六
|
||
|
|
CSecurityFtdcL2Bid6Field["BidPrice6"] = "float"
|
||
|
|
#申买量六
|
||
|
|
CSecurityFtdcL2Bid6Field["BidVolume6"] = "int"
|
||
|
|
#实际买总委托笔数六
|
||
|
|
CSecurityFtdcL2Bid6Field["BidCount6"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid6Field'] = CSecurityFtdcL2Bid6Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖六属性
|
||
|
|
CSecurityFtdcL2Offer6Field = {}
|
||
|
|
#申卖价六
|
||
|
|
CSecurityFtdcL2Offer6Field["OfferPrice6"] = "float"
|
||
|
|
#申卖量六
|
||
|
|
CSecurityFtdcL2Offer6Field["OfferVolume6"] = "int"
|
||
|
|
#实际卖总委托笔数六
|
||
|
|
CSecurityFtdcL2Offer6Field["OfferCount6"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer6Field'] = CSecurityFtdcL2Offer6Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买七属性
|
||
|
|
CSecurityFtdcL2Bid7Field = {}
|
||
|
|
#申买价七
|
||
|
|
CSecurityFtdcL2Bid7Field["BidPrice7"] = "float"
|
||
|
|
#申买量七
|
||
|
|
CSecurityFtdcL2Bid7Field["BidVolume7"] = "int"
|
||
|
|
#实际买总委托笔数七
|
||
|
|
CSecurityFtdcL2Bid7Field["BidCount7"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid7Field'] = CSecurityFtdcL2Bid7Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖七属性
|
||
|
|
CSecurityFtdcL2Offer7Field = {}
|
||
|
|
#申卖价七
|
||
|
|
CSecurityFtdcL2Offer7Field["OfferPrice7"] = "float"
|
||
|
|
#申卖量七
|
||
|
|
CSecurityFtdcL2Offer7Field["OfferVolume7"] = "int"
|
||
|
|
#实际卖总委托笔数七
|
||
|
|
CSecurityFtdcL2Offer7Field["OfferCount7"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer7Field'] = CSecurityFtdcL2Offer7Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买八属性
|
||
|
|
CSecurityFtdcL2Bid8Field = {}
|
||
|
|
#申买价八
|
||
|
|
CSecurityFtdcL2Bid8Field["BidPrice8"] = "float"
|
||
|
|
#申买量八
|
||
|
|
CSecurityFtdcL2Bid8Field["BidVolume8"] = "int"
|
||
|
|
#实际买总委托笔数八
|
||
|
|
CSecurityFtdcL2Bid8Field["BidCount8"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid8Field'] = CSecurityFtdcL2Bid8Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖八属性
|
||
|
|
CSecurityFtdcL2Offer8Field = {}
|
||
|
|
#申卖价八
|
||
|
|
CSecurityFtdcL2Offer8Field["OfferPrice8"] = "float"
|
||
|
|
#申卖量八
|
||
|
|
CSecurityFtdcL2Offer8Field["OfferVolume8"] = "int"
|
||
|
|
#实际卖总委托笔数八
|
||
|
|
CSecurityFtdcL2Offer8Field["OfferCount8"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer8Field'] = CSecurityFtdcL2Offer8Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买九属性
|
||
|
|
CSecurityFtdcL2Bid9Field = {}
|
||
|
|
#申买价九
|
||
|
|
CSecurityFtdcL2Bid9Field["BidPrice9"] = "float"
|
||
|
|
#申买量九
|
||
|
|
CSecurityFtdcL2Bid9Field["BidVolume9"] = "int"
|
||
|
|
#实际买总委托笔数九
|
||
|
|
CSecurityFtdcL2Bid9Field["BidCount9"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Bid9Field'] = CSecurityFtdcL2Bid9Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖九属性
|
||
|
|
CSecurityFtdcL2Offer9Field = {}
|
||
|
|
#申卖价九
|
||
|
|
CSecurityFtdcL2Offer9Field["OfferPrice9"] = "float"
|
||
|
|
#申卖量九
|
||
|
|
CSecurityFtdcL2Offer9Field["OfferVolume9"] = "int"
|
||
|
|
#实际卖总委托笔数九
|
||
|
|
CSecurityFtdcL2Offer9Field["OfferCount9"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2Offer9Field'] = CSecurityFtdcL2Offer9Field
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买十属性
|
||
|
|
CSecurityFtdcL2BidAField = {}
|
||
|
|
#申买价十
|
||
|
|
CSecurityFtdcL2BidAField["BidPriceA"] = "float"
|
||
|
|
#申买量十
|
||
|
|
CSecurityFtdcL2BidAField["BidVolumeA"] = "int"
|
||
|
|
#实际买总委托笔数十
|
||
|
|
CSecurityFtdcL2BidAField["BidCountA"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2BidAField'] = CSecurityFtdcL2BidAField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖十属性
|
||
|
|
CSecurityFtdcL2OfferAField = {}
|
||
|
|
#申卖价十
|
||
|
|
CSecurityFtdcL2OfferAField["OfferPriceA"] = "float"
|
||
|
|
#申卖量十
|
||
|
|
CSecurityFtdcL2OfferAField["OfferVolumeA"] = "int"
|
||
|
|
#实际卖总委托笔数十
|
||
|
|
CSecurityFtdcL2OfferAField["OfferCountA"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2OfferAField'] = CSecurityFtdcL2OfferAField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申买属性
|
||
|
|
CSecurityFtdcL2BidField = {}
|
||
|
|
#申买价一
|
||
|
|
CSecurityFtdcL2BidField["BidPrice1"] = "float"
|
||
|
|
#申买量一
|
||
|
|
CSecurityFtdcL2BidField["BidVolume1"] = "int"
|
||
|
|
#实际买总委托笔数一
|
||
|
|
CSecurityFtdcL2BidField["BidCount1"] = "int"
|
||
|
|
#申买价二
|
||
|
|
CSecurityFtdcL2BidField["BidPrice2"] = "float"
|
||
|
|
#申买量二
|
||
|
|
CSecurityFtdcL2BidField["BidVolume2"] = "int"
|
||
|
|
#实际买总委托笔数二
|
||
|
|
CSecurityFtdcL2BidField["BidCount2"] = "int"
|
||
|
|
#申买价三
|
||
|
|
CSecurityFtdcL2BidField["BidPrice3"] = "float"
|
||
|
|
#申买量三
|
||
|
|
CSecurityFtdcL2BidField["BidVolume3"] = "int"
|
||
|
|
#实际买总委托笔数三
|
||
|
|
CSecurityFtdcL2BidField["BidCount3"] = "int"
|
||
|
|
#申买价四
|
||
|
|
CSecurityFtdcL2BidField["BidPrice4"] = "float"
|
||
|
|
#申买量四
|
||
|
|
CSecurityFtdcL2BidField["BidVolume4"] = "int"
|
||
|
|
#实际买总委托笔数四
|
||
|
|
CSecurityFtdcL2BidField["BidCount4"] = "int"
|
||
|
|
#申买价五
|
||
|
|
CSecurityFtdcL2BidField["BidPrice5"] = "float"
|
||
|
|
#申买量五
|
||
|
|
CSecurityFtdcL2BidField["BidVolume5"] = "int"
|
||
|
|
#实际买总委托笔数五
|
||
|
|
CSecurityFtdcL2BidField["BidCount5"] = "int"
|
||
|
|
#申买价六
|
||
|
|
CSecurityFtdcL2BidField["BidPrice6"] = "float"
|
||
|
|
#申买量六
|
||
|
|
CSecurityFtdcL2BidField["BidVolume6"] = "int"
|
||
|
|
#实际买总委托笔数六
|
||
|
|
CSecurityFtdcL2BidField["BidCount6"] = "int"
|
||
|
|
#申买价七
|
||
|
|
CSecurityFtdcL2BidField["BidPrice7"] = "float"
|
||
|
|
#申买量七
|
||
|
|
CSecurityFtdcL2BidField["BidVolume7"] = "int"
|
||
|
|
#实际买总委托笔数七
|
||
|
|
CSecurityFtdcL2BidField["BidCount7"] = "int"
|
||
|
|
#申买价八
|
||
|
|
CSecurityFtdcL2BidField["BidPrice8"] = "float"
|
||
|
|
#申买量八
|
||
|
|
CSecurityFtdcL2BidField["BidVolume8"] = "int"
|
||
|
|
#实际买总委托笔数八
|
||
|
|
CSecurityFtdcL2BidField["BidCount8"] = "int"
|
||
|
|
#申买价九
|
||
|
|
CSecurityFtdcL2BidField["BidPrice9"] = "float"
|
||
|
|
#申买量九
|
||
|
|
CSecurityFtdcL2BidField["BidVolume9"] = "int"
|
||
|
|
#实际买总委托笔数九
|
||
|
|
CSecurityFtdcL2BidField["BidCount9"] = "int"
|
||
|
|
#申买价十
|
||
|
|
CSecurityFtdcL2BidField["BidPriceA"] = "float"
|
||
|
|
#申买量十
|
||
|
|
CSecurityFtdcL2BidField["BidVolumeA"] = "int"
|
||
|
|
#实际买总委托笔数十
|
||
|
|
CSecurityFtdcL2BidField["BidCountA"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2BidField'] = CSecurityFtdcL2BidField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情申卖属性
|
||
|
|
CSecurityFtdcL2OfferField = {}
|
||
|
|
#申卖价一
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice1"] = "float"
|
||
|
|
#申卖量一
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume1"] = "int"
|
||
|
|
#实际卖总委托笔数一
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount1"] = "int"
|
||
|
|
#申卖价二
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice2"] = "float"
|
||
|
|
#申卖量二
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume2"] = "int"
|
||
|
|
#实际卖总委托笔数二
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount2"] = "int"
|
||
|
|
#申卖价三
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice3"] = "float"
|
||
|
|
#申卖量三
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume3"] = "int"
|
||
|
|
#实际卖总委托笔数三
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount3"] = "int"
|
||
|
|
#申卖价四
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice4"] = "float"
|
||
|
|
#申卖量四
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume4"] = "int"
|
||
|
|
#实际卖总委托笔数四
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount4"] = "int"
|
||
|
|
#申卖价五
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice5"] = "float"
|
||
|
|
#申卖量五
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume5"] = "int"
|
||
|
|
#实际卖总委托笔数五
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount5"] = "int"
|
||
|
|
#申卖价六
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice6"] = "float"
|
||
|
|
#申卖量六
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume6"] = "int"
|
||
|
|
#实际卖总委托笔数六
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount6"] = "int"
|
||
|
|
#申卖价七
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice7"] = "float"
|
||
|
|
#申卖量七
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume7"] = "int"
|
||
|
|
#实际卖总委托笔数七
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount7"] = "int"
|
||
|
|
#申卖价八
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice8"] = "float"
|
||
|
|
#申卖量八
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume8"] = "int"
|
||
|
|
#实际卖总委托笔数八
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount8"] = "int"
|
||
|
|
#申卖价九
|
||
|
|
CSecurityFtdcL2OfferField["OfferPrice9"] = "float"
|
||
|
|
#申卖量九
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolume9"] = "int"
|
||
|
|
#实际卖总委托笔数九
|
||
|
|
CSecurityFtdcL2OfferField["OfferCount9"] = "int"
|
||
|
|
#申卖价十
|
||
|
|
CSecurityFtdcL2OfferField["OfferPriceA"] = "float"
|
||
|
|
#申卖量十
|
||
|
|
CSecurityFtdcL2OfferField["OfferVolumeA"] = "int"
|
||
|
|
#实际卖总委托笔数十
|
||
|
|
CSecurityFtdcL2OfferField["OfferCountA"] = "int"
|
||
|
|
structDict['CSecurityFtdcL2OfferField'] = CSecurityFtdcL2OfferField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2指数行情
|
||
|
|
CSecurityFtdcL2IndexField = {}
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcL2IndexField["TradingDay"] = "string"
|
||
|
|
#行情时间（秒）
|
||
|
|
CSecurityFtdcL2IndexField["TimeStamp"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcL2IndexField["ExchangeID"] = "string"
|
||
|
|
#指数代码
|
||
|
|
CSecurityFtdcL2IndexField["InstrumentID"] = "string"
|
||
|
|
#前收盘指数
|
||
|
|
CSecurityFtdcL2IndexField["PreCloseIndex"] = "float"
|
||
|
|
#今开盘指数
|
||
|
|
CSecurityFtdcL2IndexField["OpenIndex"] = "float"
|
||
|
|
#今日收盘指数
|
||
|
|
CSecurityFtdcL2IndexField["CloseIndex"] = "float"
|
||
|
|
#最高指数
|
||
|
|
CSecurityFtdcL2IndexField["HighIndex"] = "float"
|
||
|
|
#最低指数
|
||
|
|
CSecurityFtdcL2IndexField["LowIndex"] = "float"
|
||
|
|
#最新指数
|
||
|
|
CSecurityFtdcL2IndexField["LastIndex"] = "float"
|
||
|
|
#参与计算相应指数的成交金额（元）
|
||
|
|
CSecurityFtdcL2IndexField["TurnOver"] = "float"
|
||
|
|
#参与计算相应指数的交易数量（手）
|
||
|
|
CSecurityFtdcL2IndexField["TotalVolume"] = "float"
|
||
|
|
structDict['CSecurityFtdcL2IndexField'] = CSecurityFtdcL2IndexField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2行情用户信息
|
||
|
|
CSecurityFtdcL2UserInfoField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcL2UserInfoField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcL2UserInfoField["UserID"] = "string"
|
||
|
|
#用户名称
|
||
|
|
CSecurityFtdcL2UserInfoField["UserName"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcL2UserInfoField["Password"] = "string"
|
||
|
|
#行情数据等级
|
||
|
|
CSecurityFtdcL2UserInfoField["DataLevel"] = "string"
|
||
|
|
structDict['CSecurityFtdcL2UserInfoField'] = CSecurityFtdcL2UserInfoField
|
||
|
|
|
||
|
|
|
||
|
|
#UDP组播组信息
|
||
|
|
CSecurityFtdcMulticastGroupInfoField = {}
|
||
|
|
#组播组IP地址
|
||
|
|
CSecurityFtdcMulticastGroupInfoField["GroupIP"] = "string"
|
||
|
|
#组播组IP端口
|
||
|
|
CSecurityFtdcMulticastGroupInfoField["GroupPort"] = "int"
|
||
|
|
#源地址
|
||
|
|
CSecurityFtdcMulticastGroupInfoField["SourceIP"] = "string"
|
||
|
|
structDict['CSecurityFtdcMulticastGroupInfoField'] = CSecurityFtdcMulticastGroupInfoField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2逐笔委托
|
||
|
|
CSecurityFtdcL2OrderField = {}
|
||
|
|
#委托组
|
||
|
|
CSecurityFtdcL2OrderField["OrderGroupID"] = "int"
|
||
|
|
#委托序号
|
||
|
|
CSecurityFtdcL2OrderField["OrderIndex"] = "int"
|
||
|
|
#委托时间（秒）
|
||
|
|
CSecurityFtdcL2OrderField["OrderTime"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcL2OrderField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcL2OrderField["InstrumentID"] = "string"
|
||
|
|
#委托价格
|
||
|
|
CSecurityFtdcL2OrderField["Price"] = "float"
|
||
|
|
#委托数量
|
||
|
|
CSecurityFtdcL2OrderField["Volume"] = "int"
|
||
|
|
#报单类型
|
||
|
|
CSecurityFtdcL2OrderField["OrderKind"] = "string"
|
||
|
|
#功能码
|
||
|
|
CSecurityFtdcL2OrderField["FunctionCode"] = "string"
|
||
|
|
structDict['CSecurityFtdcL2OrderField'] = CSecurityFtdcL2OrderField
|
||
|
|
|
||
|
|
|
||
|
|
#Level2逐笔成交
|
||
|
|
CSecurityFtdcL2TradeField = {}
|
||
|
|
#成交组
|
||
|
|
CSecurityFtdcL2TradeField["TradeGroupID"] = "int"
|
||
|
|
#成交序号
|
||
|
|
CSecurityFtdcL2TradeField["TradeIndex"] = "int"
|
||
|
|
#买方委托序号
|
||
|
|
CSecurityFtdcL2TradeField["BuyIndex"] = "int"
|
||
|
|
#卖方委托序号
|
||
|
|
CSecurityFtdcL2TradeField["SellIndex"] = "int"
|
||
|
|
#成交时间（秒）
|
||
|
|
CSecurityFtdcL2TradeField["TradeTime"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcL2TradeField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcL2TradeField["InstrumentID"] = "string"
|
||
|
|
#成交价格
|
||
|
|
CSecurityFtdcL2TradeField["Price"] = "float"
|
||
|
|
#成交数量
|
||
|
|
CSecurityFtdcL2TradeField["Volume"] = "int"
|
||
|
|
#报单类型
|
||
|
|
CSecurityFtdcL2TradeField["OrderKind"] = "string"
|
||
|
|
#功能码
|
||
|
|
CSecurityFtdcL2TradeField["FunctionCode"] = "string"
|
||
|
|
structDict['CSecurityFtdcL2TradeField'] = CSecurityFtdcL2TradeField
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|