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;
};