行情字典 data struct

ICEDepthMarketDataField

struct ICEDepthMarketDataField
{
  ///交易日
  ICEDateType TradingDay;
  ///合约代码
  ICEInstrumentIDType InstrumentID;
  ///交易所代码
  ICEExchangeIDType ExchangeID;
  ///最新价
  ICEPriceType LastPrice;
  ///昨收盘
  ICEPriceType PreClosePrice;
  ///昨持仓量
  ICELargeVolumeType PreOpenInterest;
  ///今开盘
  ICEPriceType OpenPrice;
  ///最高价
  ICEPriceType HighestPrice;
  ///最低价
  ICEPriceType LowestPrice;
  ///数量
  ICEVolumeType Volume;
  ///持仓量
  ICELargeVolumeType OpenInterest;
  ///今收盘
  ICEPriceType ClosePrice;
  ///涨停价
  ICEPriceType UpperLimitPrice;
  ///跌停价
  ICEPriceType LowerLimitPrice;
  ///申买价一
  ICEPriceType BidPrice1;
  ///申买量一
  ICEVolumeType BidVolume1;
  ///申卖价一
  ICEPriceType AskPrice1;
  ///申卖量一
  ICEVolumeType AskVolume1;
  ///申买价二
  ICEPriceType BidPrice2;
  ///申买量二
  ICEVolumeType BidVolume2;
  ///申卖价二
  ICEPriceType AskPrice2;
  ///申卖量二
  ICEVolumeType AskVolume2;
  ///申买价三
  ICEPriceType BidPrice3;
  ///申买量三
  ICEVolumeType BidVolume3;
  ///申卖价三
  ICEPriceType AskPrice3;
  ///申卖量三
  ICEVolumeType AskVolume3;
  ///申买价四
  ICEPriceType BidPrice4;
  ///申买量四
  ICEVolumeType BidVolume4;
  ///申卖价四
  ICEPriceType AskPrice4;
  ///申卖量四
  ICEVolumeType AskVolume4;
  ///申买价五
  ICEPriceType BidPrice5;
  ///申买量五
  ICEVolumeType BidVolume5;
  ///申卖价五
  ICEPriceType AskPrice5;
  ///申卖量五
  ICEVolumeType AskVolume5;
  ///业务日期
  ICEDateType ActionDay;
  ///上次结算价
  ICEPriceType PreSettlementPrice;
  ///成交金额
  ICEMoneyType Turnover;
  ///本次结算价
  ICEPriceType SettlementPrice;
  ///最后修改时间
  ICETimeType UpdateTime;
  ///合约在交易所的代码
  ICEExchangeInstIDType ExchangeInstID;
  ///合约交易状态
  ICEInstrumentStatusType InstrumentStatus;
};

ICEGreeksDataField

struct ICEGreeksDataField
{
  ///合约代码
  ICEInstrumentIDType InstrumentID;
  ///交易日
  ICEDateType TradingDay;
  ///最后修改时间
  ICETimeType UpdateTime;
  ///IV
  ICEGreeksType ImpVol;
  ///昨日IV
  ICEGreeksType PreImpVol;
  ///YCloseImpVol
  ICEGreeksType YCloseImpVol;
  ///BIV
  ICEGreeksType BIV;
  ///SIV
  ICEGreeksType SIV;
  ///FIV
  ICEGreeksType FIV;
  ///MIV
  ICEGreeksType MIV;
  ///CPIV
  ICEGreeksType CPIV;
  ///YFIV
  ICEGreeksType YFIV;
  ///10DCIV
  ICEGreeksType CIV10D;
  ///10DPIV
  ICEGreeksType PIV10D;
  ///25DCIV
  ICEGreeksType CIV25D;
  ///25DPIV
  ICEGreeksType PIV25D;
  ///25FCIV
  ICEGreeksType FCIV25;
  ///25FPIV
  ICEGreeksType FPIV25;
  ///10DYdCIV
  ICEGreeksType YdCIV10D;
  ///10DYdPIV
  ICEGreeksType YdPIV10D;
  ///25DYdCIV
  ICEGreeksType YdCIV25D;
  ///25DYdPIV
  ICEGreeksType YdPIV25D;
  ///25FYdCIV
  ICEGreeksType YdCIV25F;
  ///25FYdPIV
  ICEGreeksType YdPIV25F;
};