Excel RTD 持仓
持仓以 RTD导入Excel
在咏春大师2的实时持仓功能中，使用右键菜单“复制RTD标签”选择“复制当前合约RTD标签”或者“复制全部合约RTD标签”。
以管理员身份运行Excel，粘贴已复制的RTD标签内容即可完成持仓资料串接
Excel 持仓 RTD 标签
可依据格式于Excel自行键入RTD 标签。格式为=RTD("irtdq",,"Position","Symbol","Account","Field")，当中Symbol为合约代码、Account为交易帐号、Field为栏位代码，其余为固定字。 ex.=RTD("irtdq",,"Position","TC.O.SSE.510050.202012.P.2.85","1999_2-0001221","Quantity")
持仓Fields列表与说明
|
Field
|
说明
|
|
Account
|
交易账号
|
|
Instrument
|
合约名称
|
|
Description
|
合约描述
|
|
SymbolType
|
合约类型
|
|
Exchange
|
交易所
|
|
Quantity
|
净仓数量
|
|
SumLongQty
|
多仓数量
|
|
SumShortQty
|
空仓数量
|
|
TodayQty
|
今仓数量
|
|
TodayLongQty
|
今多仓数量
|
|
TodayShortQty
|
今空仓数量
|
|
YesterdayQuantity
|
昨仓数量
|
|
YdLongQty
|
昨多仓数量
|
|
YdShortQty
|
昨空仓数量
|
|
Covered
|
备兑仓数量
|
|
LongAvailable
|
多仓可平仓量
|
|
ShortAvailable
|
空仓可平仓量
|
|
AveragePrice
|
持仓均价
|
|
OpenPrice
|
开仓均价
|
|
LongAvgPrice
|
多仓均价
|
|
ShortAvgPrice
|
空仓均价
|
|
FloatProfitByDate
|
逐日浮动盈亏
|
|
FloatProfitByDatePercent
|
逐日浮动盈亏%
|
|
FloatProfitByTrade
|
逐笔浮动盈亏
|
|
FloatProfitByTradePercent
|
逐笔浮动盈亏%
|
|
MarketPrice
|
市值
|
|
Last
|
最新价
|
|
PercentChange
|
涨跌幅
|
|
Bid
|
买价
|
|
Ask
|
卖价
|
|
BidQty
|
买量
|
|
AskQty
|
卖量
|
|
UsedMargin
|
占用保证金
|
|
FrozenMargin
|
冻结保证金
|
|
Commission
|
手续费
|
|
OpenVolume
|
开仓量
|
|
CloseVolume
|
平仓量
|
|
OpenAmount
|
今日开仓金额(市值)
|
|
CloseAmount
|
今日平仓金额(市值)
|
|
CloseProfitByDate
|
逐日平仓盈亏
|
|
CloseProfitByTrade
|
逐笔平仓盈亏
|
|
TodayProfit
|
估算当日盈亏
|
|
TodayBuyQty
|
买成
|
|
TodaySellQty
|
卖成
|
|
TodayTotalQty
|
今成
|
|
TodayNetQty
|
净成
|
|
Currency
|
币别
|
|
TransactionTime
|
更新时间
|
|
LongOpenPrice
|
多头开仓均价
|
|
ShortOpenPrice
|
空头开仓均价
|
|
HedgeFlag
|
投机套保标志
(1:投机 2:套利 3:套保 4:备兑)
|
|
PosDelta
|
持仓Delta
|
|
$Delta
|
$Delta
|
|
$Gamma
|
1%$Gamma
|
|
$Theta
|
$Theta
|
|
$Vega
|
$Vega
|
|
$Rho
|
$Rho
|
|
$Charm
|
$Charm
|
|
$Vanna
|
$Vanna
|
|
$Vomma
|
$Vomma
|
|
$Speed
|
$Speed
|
|
$Zomma
|
$Zomma
|
|
PosTimeValue
|
$时间价值
|
|
PNL
|
估算当日盈亏
|
|
TheoPNL
|
估算理论盈亏
|
Excel 总持仓监控 RTD 标签
可依据格式于Excel自行键入RTD Tag。格式为=RTD("IRTDQ",,"PositionTracker","Symbol","Account","Month","Filed") ，当中Symbol为部位合约标的、Account为交易帐号，空白代表所有帐号、Month为月份，Total代表全部月份、Field为栏位代码，其余为固定字。 ex.=RTD("IRTDQ",,"PositionTracker","TC.S.SSE.510050","1999_2-0046048","Total","$Delta") ex.=RTD("IRTDQ",,"PositionTracker","TC.S.SSE.510050","","202009","$Gamma")
总持仓监控Fields列表与说明
|
Field
|
说明 |
|
$Delta
|
$Delta
|
|
Td$Delta
|
当日交易$Delta
|
|
Yd$Delta
|
昨仓$Delta
|
|
$Gamma
|
1%$Gamma
|
|
Td$Gamma
|
当日交易1%$Gamma
|
|
Yd$Gamma
|
昨仓1%$Gamma
|
|
$Theta
|
$Theta
|
|
Td$Theta
|
当日交易$Theta
|
|
Yd$Theta
|
昨仓$Theta
|
|
$Vega
|
$Vega
|
|
Td$Vega
|
当日交易$Vega
|
|
Yd$Vega
|
昨仓$Vega
|
|
$Rho
|
$Rho
|
|
Td$Rho
|
当日交易$Rho
|
|
Yd$Rho
|
昨仓$Rho
|
|
TimeValue
|
时间价值
|
|
PnL
|
PnL
|
|
TdPnL
|
当日交易PnL
|
|
YdPnL
|
昨仓PnL
|
|
TheoPnL
|
理论PnL
|
|
TdTheoPnL
|
当日交易理论PnL
|
|
YdTheoPnL
|
昨仓理论PnL
|
|
FloatPnL
|
浮动PnL
|
|
ClosePnL
|
平仓PnL
|
|
CallOI
|
Call未平仓量 |
|
PutOI
|
Put未平仓量 |
|
LongOI
|
|
|
ShortOI
|
|
|
TdOpenQty
|
当日交易开仓手数
|
|
TdCloseQty
|
当日交易平仓手数
|
|
BSFill
|
当日交易 买卖净成交
|