行情 DLL 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;
};

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;
};