senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
8b6838c338
vnpy/vn.archive/vn.lts_old/ltsl2/SecurityFtdcL2MDUserApiStruct.h

787 lines
18 KiB
C
Raw Normal View History

添加对LTS柜台L2行情API的支持
2015-03-30 03:18:38 +00:00
/////////////////////////////////////////////////////////////////////////
///@company shanghai liber information Technology Co.,Ltd
///@file SecurityFtdcL2MDUserApiStruct.h
///@brief <20><><EFBFBD><EFBFBD>ҵ<EFBFBD><D2B5><EFBFBD><EFBFBD><EFBFBD>ݽṹ
/////////////////////////////////////////////////////////////////////////
#if !defined(SECURITY_L2MD_FTDCSTRUCT_H)
#define SECURITY_L2MD_FTDCSTRUCT_H
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "SecurityFtdcL2MDUserApiDataType.h"
_LTS_NS_BEGIN_
///<2F><>Ӧ<EFBFBD><D3A6>Ϣ
struct CSecurityFtdcRspInfoField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcErrorIDType ErrorID;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϣ
TSecurityFtdcErrorMsgType ErrorMsg;
};
///<2F>û<EFBFBD><C3BB><EFBFBD>¼<EFBFBD><C2BC>Ϣ
struct CSecurityFtdcUserLoginField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcDateType TradingDay;
///<2F><><EFBFBD>͹<EFBFBD>˾<EFBFBD><CBBE><EFBFBD><EFBFBD>
TSecurityFtdcBrokerIDType BrokerID;
///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcUserIDType UserID;
///<2F><><EFBFBD><EFBFBD>
TSecurityFtdcPasswordType Password;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ݵȼ<DDB5>
TSecurityFtdcDataLevelType DataLevel;
};
///<2F>û<EFBFBD><C3BB>dz<EFBFBD><C7B3><EFBFBD>Ϣ
struct CSecurityFtdcUserLogoutField
{
///<2F><><EFBFBD>͹<EFBFBD>˾<EFBFBD><CBBE><EFBFBD><EFBFBD>
TSecurityFtdcBrokerIDType BrokerID;
///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcUserIDType UserID;
};
///ָ<><D6B8><EFBFBD>ĺ<EFBFBD>Լ
struct CSecurityFtdcSpecificInstrumentField
{
///<2F><>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
TSecurityFtdcInstrumentIDType InstrumentID;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcExchangeIDType ExchangeID;
};
///Level2<6C><32><EFBFBD><EFBFBD>
struct CSecurityFtdcL2MarketDataField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcDateType TradingDay;
///ʱ<><CAB1><EFBFBD><EFBFBD>
TSecurityFtdcTimeType TimeStamp;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcExchangeIDType ExchangeID;
///<2F><>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
TSecurityFtdcInstrumentIDType InstrumentID;
///<2F><><EFBFBD><EFBFBD><EFBFBD>̼<EFBFBD>
TSecurityFtdcPriceType PreClosePrice;
///<2F><><EFBFBD><EFBFBD><EFBFBD>̼<EFBFBD>
TSecurityFtdcPriceType OpenPrice;
///<2F><><EFBFBD>̼<EFBFBD>
TSecurityFtdcPriceType ClosePrice;
///<2F><>ֵ<EFBFBD><D6B5>ֵ
TSecurityFtdcPriceType IOPV;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcRatioType YieldToMaturity;
///<2F><><EFBFBD>߼<EFBFBD>
TSecurityFtdcPriceType HighPrice;
///<2F><><EFBFBD>ͼ<EFBFBD>
TSecurityFtdcPriceType LowPrice;
///<2F><><EFBFBD>¼<EFBFBD>
TSecurityFtdcPriceType LastPrice;
///<2F>ɽ<EFBFBD><C9BD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType TradeCount;
///<2F>ɽ<EFBFBD><C9BD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcLargeVolumeType TotalTradeVolume;
///<2F>ɽ<EFBFBD><C9BD>ܽ<EFBFBD><DCBD><EFBFBD>
TSecurityFtdcMoneyType TotalTradeValue;
///ί<><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcLargeVolumeType TotalBidVolume;
///<2F><>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD>
TSecurityFtdcPriceType WeightedAvgBidPrice;
///ծȯ<D5AE><C8AF>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD>
TSecurityFtdcPriceType AltWeightedAvgBidPrice;
///ί<><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcLargeVolumeType TotalOfferVolume;
///<2F><>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD>
TSecurityFtdcPriceType WeightedAvgOfferPrice;
///ծȯ<D5AE><C8AF>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD>۸<EFBFBD>
TSecurityFtdcPriceType AltWeightedAvgOfferPrice;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceLevelType BidPriceLevel;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceLevelType OfferPriceLevel;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcPriceType BidPrice1;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcVolumeType BidVolume1;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>һ
TSecurityFtdcVolumeType BidCount1;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۶<EFBFBD>
TSecurityFtdcPriceType BidPrice2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume2;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume3;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume4;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume5;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume6;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice7;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume7;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount7;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۰<EFBFBD>
TSecurityFtdcPriceType BidPrice8;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume8;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount8;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۾<EFBFBD>
TSecurityFtdcPriceType BidPrice9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume9;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcPriceType BidPriceA;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcVolumeType BidVolumeA;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>ʮ
TSecurityFtdcVolumeType BidCountA;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcPriceType OfferPrice1;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcVolumeType OfferVolume1;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>һ
TSecurityFtdcVolumeType OfferCount1;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۶<EFBFBD>
TSecurityFtdcPriceType OfferPrice2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume2;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume3;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume4;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume5;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume6;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice7;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume7;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount7;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۰<EFBFBD>
TSecurityFtdcPriceType OfferPrice8;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume8;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount8;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۾<EFBFBD>
TSecurityFtdcPriceType OfferPrice9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume9;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcPriceType OfferPriceA;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcVolumeType OfferVolumeA;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>ʮ
TSecurityFtdcVolumeType OfferCountA;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʱ<EFBFBD><CAB1><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2UpdateTimeField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcDateType TradingDay;
///ʱ<><CAB1><EFBFBD><EFBFBD>
TSecurityFtdcTimeType TimeStamp;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcExchangeIDType ExchangeID;
///<2F><>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
TSecurityFtdcInstrumentIDType InstrumentID;
};
///Level2<6C><32><EFBFBD>龲̬<E9BEB2><CCAC><EFBFBD><EFBFBD>
struct CSecurityFtdcL2StaticField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD>̼<EFBFBD>
TSecurityFtdcPriceType PreClosePrice;
///<2F><><EFBFBD><EFBFBD><EFBFBD>̼<EFBFBD>
TSecurityFtdcPriceType OpenPrice;
///<2F><><EFBFBD>̼<EFBFBD>
TSecurityFtdcPriceType ClosePrice;
///<2F><>ֵ<EFBFBD><D6B5>ֵ
TSecurityFtdcPriceType IOPV;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcRatioType YieldToMaturity;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD>۸<EFBFBD><DBB8><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2PriceIntervalField
{
///<2F><><EFBFBD>߼<EFBFBD>
TSecurityFtdcPriceType HighPrice;
///<2F><><EFBFBD>ͼ<EFBFBD>
TSecurityFtdcPriceType LowPrice;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ϣ
struct CSecurityFtdcL2BaseField
{
///<2F><><EFBFBD>¼<EFBFBD>
TSecurityFtdcPriceType LastPrice;
};
///Level2<6C>ɽ<EFBFBD><C9BD><EFBFBD>Ϣ
struct CSecurityFtdcL2TradedField
{
///<2F>ɽ<EFBFBD><C9BD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType TradeCount;
///<2F>ɽ<EFBFBD><C9BD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcLargeVolumeType TotalTradeVolume;
///<2F>ɽ<EFBFBD><C9BD>ܽ<EFBFBD><DCBD><EFBFBD>
TSecurityFtdcMoneyType TotalTradeValue;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2DataLevelField
{
///<2F>۸<EFBFBD>
TSecurityFtdcPriceType Price;
///<2F><><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType Volume;
///ʵ<><CAB5><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>
TSecurityFtdcVolumeType Count;
};
///Level2ί<32><CEAF><EFBFBD><EFBFBD>Ϣ
struct CSecurityFtdcL2BidOrderField
{
///ί<><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcLargeVolumeType TotalBidVolume;
///<2F><>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD>
TSecurityFtdcPriceType WeightedAvgBidPrice;
///ծȯ<D5AE><C8AF>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD>
TSecurityFtdcPriceType AltWeightedAvgBidPrice;
};
///Level2ί<32><CEAF><EFBFBD><EFBFBD>Ϣ
struct CSecurityFtdcL2OfferOrderField
{
///ί<><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcLargeVolumeType TotalOfferVolume;
///<2F><>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD>
TSecurityFtdcPriceType WeightedAvgOfferPrice;
///ծȯ<D5AE><C8AF>Ȩƽ<C8A8><C6BD>ί<EFBFBD><CEAF><EFBFBD>۸<EFBFBD>
TSecurityFtdcPriceType AltWeightedAvgOfferPrice;
};
///Level2<6C>۸<EFBFBD><DBB8><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2PriceLevelField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceLevelType BidPriceLevel;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceLevelType OfferPriceLevel;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ<EFBFBD><D2BB><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid1Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcPriceType BidPrice1;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcVolumeType BidVolume1;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>һ
TSecurityFtdcVolumeType BidCount1;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ<EFBFBD><D2BB><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer1Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcPriceType OfferPrice1;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcVolumeType OfferVolume1;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>һ
TSecurityFtdcVolumeType OfferCount1;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid2Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD>۶<EFBFBD>
TSecurityFtdcPriceType BidPrice2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume2;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount2;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer2Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD>۶<EFBFBD>
TSecurityFtdcPriceType OfferPrice2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume2;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount2;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid3Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume3;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount3;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer3Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume3;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount3;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid4Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume4;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount4;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer4Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume4;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount4;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid5Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume5;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount5;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer5Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume5;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount5;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid6Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume6;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount6;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer6Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume6;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount6;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid7Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice7;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume7;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount7;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer7Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice7;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume7;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount7;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid8Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD>۰<EFBFBD>
TSecurityFtdcPriceType BidPrice8;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume8;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount8;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer8Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD>۰<EFBFBD>
TSecurityFtdcPriceType OfferPrice8;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume8;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount8;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Bid9Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD>۾<EFBFBD>
TSecurityFtdcPriceType BidPrice9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume9;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount9;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2Offer9Field
{
///<2F><><EFBFBD><EFBFBD><EFBFBD>۾<EFBFBD>
TSecurityFtdcPriceType OfferPrice9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume9;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount9;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ<EFBFBD><CAAE><EFBFBD><EFBFBD>
struct CSecurityFtdcL2BidAField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcPriceType BidPriceA;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcVolumeType BidVolumeA;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>ʮ
TSecurityFtdcVolumeType BidCountA;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ<EFBFBD><CAAE><EFBFBD><EFBFBD>
struct CSecurityFtdcL2OfferAField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcPriceType OfferPriceA;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcVolumeType OfferVolumeA;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>ʮ
TSecurityFtdcVolumeType OfferCountA;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2BidField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcPriceType BidPrice1;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcVolumeType BidVolume1;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>һ
TSecurityFtdcVolumeType BidCount1;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۶<EFBFBD>
TSecurityFtdcPriceType BidPrice2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume2;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume3;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume4;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume5;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume6;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType BidPrice7;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume7;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount7;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۰<EFBFBD>
TSecurityFtdcPriceType BidPrice8;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume8;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount8;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۾<EFBFBD>
TSecurityFtdcPriceType BidPrice9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidVolume9;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType BidCount9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcPriceType BidPriceA;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcVolumeType BidVolumeA;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>ʮ
TSecurityFtdcVolumeType BidCountA;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2OfferField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcPriceType OfferPrice1;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>һ
TSecurityFtdcVolumeType OfferVolume1;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>һ
TSecurityFtdcVolumeType OfferCount1;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۶<EFBFBD>
TSecurityFtdcPriceType OfferPrice2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume2;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount2;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume3;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount3;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume4;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount4;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume5;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount5;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume6;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount6;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcPriceType OfferPrice7;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume7;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount7;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۰<EFBFBD>
TSecurityFtdcPriceType OfferPrice8;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume8;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount8;
///<2F><><EFBFBD><EFBFBD><EFBFBD>۾<EFBFBD>
TSecurityFtdcPriceType OfferPrice9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferVolume9;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType OfferCount9;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcPriceType OfferPriceA;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ʮ
TSecurityFtdcVolumeType OfferVolumeA;
///ʵ<><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ί<EFBFBD>б<EFBFBD><D0B1><EFBFBD>ʮ
TSecurityFtdcVolumeType OfferCountA;
};
///Level2ָ<32><D6B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
struct CSecurityFtdcL2IndexField
{
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcDateType TradingDay;
///<2F><><EFBFBD><EFBFBD>ʱ<EFBFBD>䣨<EFBFBD>룩
TSecurityFtdcTimeType TimeStamp;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcExchangeIDType ExchangeID;
///ָ<><D6B8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcInstrumentIDType InstrumentID;
///ǰ<><C7B0><EFBFBD><EFBFBD>ָ<EFBFBD><D6B8>
TSecurityFtdcIndexType PreCloseIndex;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ָ<EFBFBD><D6B8>
TSecurityFtdcIndexType OpenIndex;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ָ<EFBFBD><D6B8>
TSecurityFtdcIndexType CloseIndex;
///<2F><><EFBFBD><EFBFBD>ָ<EFBFBD><D6B8>
TSecurityFtdcIndexType HighIndex;
///<2F><><EFBFBD><EFBFBD>ָ<EFBFBD><D6B8>
TSecurityFtdcIndexType LowIndex;
///<2F><><EFBFBD><EFBFBD>ָ<EFBFBD><D6B8>
TSecurityFtdcIndexType LastIndex;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧָ<D3A6><D6B8><EFBFBD>ijɽ<C4B3><C9BD><EFBFBD><EFBFBD>Ԫ<EEA3A8><D4AA>
TSecurityFtdcMoneyType TurnOver;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧָ<D3A6><D6B8><EFBFBD>Ľ<EFBFBD><C4BD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>֣<EFBFBD>
TSecurityFtdcLargeVolumeType TotalVolume;
};
///Level2<6C><32><EFBFBD><EFBFBD><EFBFBD>û<EFBFBD><C3BB><EFBFBD>Ϣ
struct CSecurityFtdcL2UserInfoField
{
///<2F><><EFBFBD>͹<EFBFBD>˾<EFBFBD><CBBE><EFBFBD><EFBFBD>
TSecurityFtdcBrokerIDType BrokerID;
///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcUserIDType UserID;
///<2F>û<EFBFBD><C3BB><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcUserNameType UserName;
///<2F><><EFBFBD><EFBFBD>
TSecurityFtdcPasswordType Password;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ݵȼ<DDB5>
TSecurityFtdcDataLevelType DataLevel;
};
///UDP<44>鲥<EFBFBD><E9B2A5><EFBFBD><EFBFBD>Ϣ
struct CSecurityFtdcMulticastGroupInfoField
{
///<2F>鲥<EFBFBD><E9B2A5>IP<49><50>ַ
TSecurityFtdcIPAddressType GroupIP;
///<2F>鲥<EFBFBD><E9B2A5>IP<49>˿<EFBFBD>
TSecurityFtdcIPPortType GroupPort;
///Դ<><D4B4>ַ
TSecurityFtdcIPAddressType SourceIP;
};
///Level2<6C><32><EFBFBD><EFBFBD>ί<EFBFBD><CEAF>
struct CSecurityFtdcL2OrderField
{
///ί<><CEAF><EFBFBD><EFBFBD>
TSecurityFtdcGroupIDType OrderGroupID;
///ί<><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcGroupNoType OrderIndex;
///ί<><CEAF>ʱ<EFBFBD>䣨<EFBFBD>룩
TSecurityFtdcTimeType OrderTime;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcExchangeIDType ExchangeID;
///<2F><>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
TSecurityFtdcInstrumentIDType InstrumentID;
///ί<>м۸<D0BC>
TSecurityFtdcPriceType Price;
///ί<><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType Volume;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcOrderKindType OrderKind;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcFunctionCodeType FunctionCode;
};
///Level2<6C><32><EFBFBD>ʳɽ<CAB3>
struct CSecurityFtdcL2TradeField
{
///<2F>ɽ<EFBFBD><C9BD><EFBFBD>
TSecurityFtdcGroupIDType TradeGroupID;
///<2F>ɽ<EFBFBD><C9BD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcGroupNoType TradeIndex;
///<2F><><EFBFBD><EFBFBD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcGroupNoType BuyIndex;
///<2F><><EFBFBD><EFBFBD>ί<EFBFBD><CEAF><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcGroupNoType SellIndex;
///<2F>ɽ<EFBFBD>ʱ<EFBFBD>䣨<EFBFBD>룩
TSecurityFtdcTimeType TradeTime;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcExchangeIDType ExchangeID;
///<2F><>Լ<EFBFBD><D4BC><EFBFBD><EFBFBD>
TSecurityFtdcInstrumentIDType InstrumentID;
///<2F>ɽ<EFBFBD><C9BD>۸<EFBFBD>
TSecurityFtdcPriceType Price;
///<2F>ɽ<EFBFBD><C9BD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcVolumeType Volume;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcOrderKindType OrderKind;
///<2F><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
TSecurityFtdcFunctionCodeType FunctionCode;
};
_LTS_NS_END_
#endif
Reference in New Issue Copy Permalink