# encoding: UTF-8 structDict = {} #////////////////////////////////////////////////////////////////////// #@company shanghai liber information Technology Co.,Ltd #@file SecurityFtdcL2MDUserApiStruct.h #@brief 定义业务数据结构 #////////////////////////////////////////////////////////////////////// #响应信息 CSecurityFtdcRspInfoField = {} #错误代码 CSecurityFtdcRspInfoField["ErrorID"] = "int" #错误信息 CSecurityFtdcRspInfoField["ErrorMsg"] = "string" structDict['CSecurityFtdcRspInfoField'] = CSecurityFtdcRspInfoField #用户登录信息 CSecurityFtdcUserLoginField = {} #交易日 CSecurityFtdcUserLoginField["TradingDay"] = "string" #经纪公司代码 CSecurityFtdcUserLoginField["BrokerID"] = "string" #用户代码 CSecurityFtdcUserLoginField["UserID"] = "string" #密码 CSecurityFtdcUserLoginField["Password"] = "string" #行情数据等级 CSecurityFtdcUserLoginField["DataLevel"] = "string" structDict['CSecurityFtdcUserLoginField'] = CSecurityFtdcUserLoginField #用户登出信息 CSecurityFtdcUserLogoutField = {} #经纪公司代码 CSecurityFtdcUserLogoutField["BrokerID"] = "string" #用户代码 CSecurityFtdcUserLogoutField["UserID"] = "string" structDict['CSecurityFtdcUserLogoutField'] = CSecurityFtdcUserLogoutField #指定的合约 CSecurityFtdcSpecificInstrumentField = {} #合约代码 CSecurityFtdcSpecificInstrumentField["InstrumentID"] = "string" #交易所代码 CSecurityFtdcSpecificInstrumentField["ExchangeID"] = "string" structDict['CSecurityFtdcSpecificInstrumentField'] = CSecurityFtdcSpecificInstrumentField #Level2行情 CSecurityFtdcL2MarketDataField = {} #交易日 CSecurityFtdcL2MarketDataField["TradingDay"] = "string" #时间戳 CSecurityFtdcL2MarketDataField["TimeStamp"] = "string" #交易所代码 CSecurityFtdcL2MarketDataField["ExchangeID"] = "string" #合约代码 CSecurityFtdcL2MarketDataField["InstrumentID"] = "string" #昨收盘价 CSecurityFtdcL2MarketDataField["PreClosePrice"] = "float" #今开盘价 CSecurityFtdcL2MarketDataField["OpenPrice"] = "float" #收盘价 CSecurityFtdcL2MarketDataField["ClosePrice"] = "float" #净值估值 CSecurityFtdcL2MarketDataField["IOPV"] = "float" #到期收益率 CSecurityFtdcL2MarketDataField["YieldToMaturity"] = "float" #最高价 CSecurityFtdcL2MarketDataField["HighPrice"] = "float" #最低价 CSecurityFtdcL2MarketDataField["LowPrice"] = "float" #最新价 CSecurityFtdcL2MarketDataField["LastPrice"] = "float" #成交笔数 CSecurityFtdcL2MarketDataField["TradeCount"] = "int" #成交总量 CSecurityFtdcL2MarketDataField["TotalTradeVolume"] = "float" #成交总金额 CSecurityFtdcL2MarketDataField["TotalTradeValue"] = "float" #委托买入总量 CSecurityFtdcL2MarketDataField["TotalBidVolume"] = "float" #加权平均委买价 CSecurityFtdcL2MarketDataField["WeightedAvgBidPrice"] = "float" #债券加权平均委买价 CSecurityFtdcL2MarketDataField["AltWeightedAvgBidPrice"] = "float" #委托卖出总量 CSecurityFtdcL2MarketDataField["TotalOfferVolume"] = "float" #加权平均委卖价 CSecurityFtdcL2MarketDataField["WeightedAvgOfferPrice"] = "float" #债券加权平均委卖价格 CSecurityFtdcL2MarketDataField["AltWeightedAvgOfferPrice"] = "float" #买价深度 CSecurityFtdcL2MarketDataField["BidPriceLevel"] = "int" #卖价深度 CSecurityFtdcL2MarketDataField["OfferPriceLevel"] = "int" #申买价一 CSecurityFtdcL2MarketDataField["BidPrice1"] = "float" #申买量一 CSecurityFtdcL2MarketDataField["BidVolume1"] = "int" #实际买总委托笔数一 CSecurityFtdcL2MarketDataField["BidCount1"] = "int" #申买价二 CSecurityFtdcL2MarketDataField["BidPrice2"] = "float" #申买量二 CSecurityFtdcL2MarketDataField["BidVolume2"] = "int" #实际买总委托笔数二 CSecurityFtdcL2MarketDataField["BidCount2"] = "int" #申买价三 CSecurityFtdcL2MarketDataField["BidPrice3"] = "float" #申买量三 CSecurityFtdcL2MarketDataField["BidVolume3"] = "int" #实际买总委托笔数三 CSecurityFtdcL2MarketDataField["BidCount3"] = "int" #申买价四 CSecurityFtdcL2MarketDataField["BidPrice4"] = "float" #申买量四 CSecurityFtdcL2MarketDataField["BidVolume4"] = "int" #实际买总委托笔数四 CSecurityFtdcL2MarketDataField["BidCount4"] = "int" #申买价五 CSecurityFtdcL2MarketDataField["BidPrice5"] = "float" #申买量五 CSecurityFtdcL2MarketDataField["BidVolume5"] = "int" #实际买总委托笔数五 CSecurityFtdcL2MarketDataField["BidCount5"] = "int" #申买价六 CSecurityFtdcL2MarketDataField["BidPrice6"] = "float" #申买量六 CSecurityFtdcL2MarketDataField["BidVolume6"] = "int" #实际买总委托笔数六 CSecurityFtdcL2MarketDataField["BidCount6"] = "int" #申买价七 CSecurityFtdcL2MarketDataField["BidPrice7"] = "float" #申买量七 CSecurityFtdcL2MarketDataField["BidVolume7"] = "int" #实际买总委托笔数七 CSecurityFtdcL2MarketDataField["BidCount7"] = "int" #申买价八 CSecurityFtdcL2MarketDataField["BidPrice8"] = "float" #申买量八 CSecurityFtdcL2MarketDataField["BidVolume8"] = "int" #实际买总委托笔数八 CSecurityFtdcL2MarketDataField["BidCount8"] = "int" #申买价九 CSecurityFtdcL2MarketDataField["BidPrice9"] = "float" #申买量九 CSecurityFtdcL2MarketDataField["BidVolume9"] = "int" #实际买总委托笔数九 CSecurityFtdcL2MarketDataField["BidCount9"] = "int" #申买价十 CSecurityFtdcL2MarketDataField["BidPriceA"] = "float" #申买量十 CSecurityFtdcL2MarketDataField["BidVolumeA"] = "int" #实际买总委托笔数十 CSecurityFtdcL2MarketDataField["BidCountA"] = "int" #申卖价一 CSecurityFtdcL2MarketDataField["OfferPrice1"] = "float" #申卖量一 CSecurityFtdcL2MarketDataField["OfferVolume1"] = "int" #实际卖总委托笔数一 CSecurityFtdcL2MarketDataField["OfferCount1"] = "int" #申卖价二 CSecurityFtdcL2MarketDataField["OfferPrice2"] = "float" #申卖量二 CSecurityFtdcL2MarketDataField["OfferVolume2"] = "int" #实际卖总委托笔数二 CSecurityFtdcL2MarketDataField["OfferCount2"] = "int" #申卖价三 CSecurityFtdcL2MarketDataField["OfferPrice3"] = "float" #申卖量三 CSecurityFtdcL2MarketDataField["OfferVolume3"] = "int" #实际卖总委托笔数三 CSecurityFtdcL2MarketDataField["OfferCount3"] = "int" #申卖价四 CSecurityFtdcL2MarketDataField["OfferPrice4"] = "float" #申卖量四 CSecurityFtdcL2MarketDataField["OfferVolume4"] = "int" #实际卖总委托笔数四 CSecurityFtdcL2MarketDataField["OfferCount4"] = "int" #申卖价五 CSecurityFtdcL2MarketDataField["OfferPrice5"] = "float" #申卖量五 CSecurityFtdcL2MarketDataField["OfferVolume5"] = "int" #实际卖总委托笔数五 CSecurityFtdcL2MarketDataField["OfferCount5"] = "int" #申卖价六 CSecurityFtdcL2MarketDataField["OfferPrice6"] = "float" #申卖量六 CSecurityFtdcL2MarketDataField["OfferVolume6"] = "int" #实际卖总委托笔数六 CSecurityFtdcL2MarketDataField["OfferCount6"] = "int" #申卖价七 CSecurityFtdcL2MarketDataField["OfferPrice7"] = "float" #申卖量七 CSecurityFtdcL2MarketDataField["OfferVolume7"] = "int" #实际卖总委托笔数七 CSecurityFtdcL2MarketDataField["OfferCount7"] = "int" #申卖价八 CSecurityFtdcL2MarketDataField["OfferPrice8"] = "float" #申卖量八 CSecurityFtdcL2MarketDataField["OfferVolume8"] = "int" #实际卖总委托笔数八 CSecurityFtdcL2MarketDataField["OfferCount8"] = "int" #申卖价九 CSecurityFtdcL2MarketDataField["OfferPrice9"] = "float" #申卖量九 CSecurityFtdcL2MarketDataField["OfferVolume9"] = "int" #实际卖总委托笔数九 CSecurityFtdcL2MarketDataField["OfferCount9"] = "int" #申卖价十 CSecurityFtdcL2MarketDataField["OfferPriceA"] = "float" #申卖量十 CSecurityFtdcL2MarketDataField["OfferVolumeA"] = "int" #实际卖总委托笔数十 CSecurityFtdcL2MarketDataField["OfferCountA"] = "int" structDict['CSecurityFtdcL2MarketDataField'] = CSecurityFtdcL2MarketDataField #Level2行情更新时间属性 CSecurityFtdcL2UpdateTimeField = {} #交易日 CSecurityFtdcL2UpdateTimeField["TradingDay"] = "string" #时间戳 CSecurityFtdcL2UpdateTimeField["TimeStamp"] = "string" #交易所代码 CSecurityFtdcL2UpdateTimeField["ExchangeID"] = "string" #合约代码 CSecurityFtdcL2UpdateTimeField["InstrumentID"] = "string" structDict['CSecurityFtdcL2UpdateTimeField'] = CSecurityFtdcL2UpdateTimeField #Level2行情静态属性 CSecurityFtdcL2StaticField = {} #昨收盘价 CSecurityFtdcL2StaticField["PreClosePrice"] = "float" #今开盘价 CSecurityFtdcL2StaticField["OpenPrice"] = "float" #收盘价 CSecurityFtdcL2StaticField["ClosePrice"] = "float" #净值估值 CSecurityFtdcL2StaticField["IOPV"] = "float" #到期收益率 CSecurityFtdcL2StaticField["YieldToMaturity"] = "float" structDict['CSecurityFtdcL2StaticField'] = CSecurityFtdcL2StaticField #Level2行情价格区间属性 CSecurityFtdcL2PriceIntervalField = {} #最高价 CSecurityFtdcL2PriceIntervalField["HighPrice"] = "float" #最低价 CSecurityFtdcL2PriceIntervalField["LowPrice"] = "float" structDict['CSecurityFtdcL2PriceIntervalField'] = CSecurityFtdcL2PriceIntervalField #Level2行情基本信息 CSecurityFtdcL2BaseField = {} #最新价 CSecurityFtdcL2BaseField["LastPrice"] = "float" structDict['CSecurityFtdcL2BaseField'] = CSecurityFtdcL2BaseField #Level2成交信息 CSecurityFtdcL2TradedField = {} #成交笔数 CSecurityFtdcL2TradedField["TradeCount"] = "int" #成交总量 CSecurityFtdcL2TradedField["TotalTradeVolume"] = "float" #成交总金额 CSecurityFtdcL2TradedField["TotalTradeValue"] = "float" structDict['CSecurityFtdcL2TradedField'] = CSecurityFtdcL2TradedField #Level2行情数据属性 CSecurityFtdcL2DataLevelField = {} #价格 CSecurityFtdcL2DataLevelField["Price"] = "float" #数量 CSecurityFtdcL2DataLevelField["Volume"] = "int" #实际总委托笔数 CSecurityFtdcL2DataLevelField["Count"] = "int" structDict['CSecurityFtdcL2DataLevelField'] = CSecurityFtdcL2DataLevelField #Level2委买信息 CSecurityFtdcL2BidOrderField = {} #委托买入总量 CSecurityFtdcL2BidOrderField["TotalBidVolume"] = "float" #加权平均委买价 CSecurityFtdcL2BidOrderField["WeightedAvgBidPrice"] = "float" #债券加权平均委买价 CSecurityFtdcL2BidOrderField["AltWeightedAvgBidPrice"] = "float" structDict['CSecurityFtdcL2BidOrderField'] = CSecurityFtdcL2BidOrderField #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