# 交易 DLL data struct ## **ICEInputOrderField** ```csharp struct ICEInputOrderField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///报单价格条件 ICEOrderPriceTypeType OrderPriceType; ///买卖方向 ICEDirectionType Direction; ///组合开平标志 ICECombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 ICECombHedgeFlagType CombHedgeFlag; ///价格 ICEPriceType LimitPrice; ///数量 ICEVolumeType VolumeTotalOriginal; ///有效期类型 ICETimeConditionType TimeCondition; ///止损价 ICEPriceType StopPrice; ///报单引用 ICEOrderRefType OrderRef; ///成交量类型 ICEVolumeConditionType VolumeCondition; }; ``` ## **ICEInputOrderActionField** ```csharp struct ICEInputOrderActionField { ///操作标志 ICEActionFlagType ActionFlag; ///价格 ICEPriceType LimitPrice; ///数量变化 ICEVolumeType VolumeChange; ///报单引用 ICEOrderRefType OrderRef; ///TCore 报单编号 ICEOrderSysIDType ReportID; }; ``` ## **ICEQryOrderField** ```csharp struct ICEQryOrderField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///交易所代码 ICEExchangeIDType ExchangeID; ///报单编号 ICEOrderSysIDType OrderSysID; }; ``` ## **ICEQryInvestorPositionField** ```csharp struct ICEQryInvestorPositionField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///交易所代码 ICEExchangeIDType ExchangeID; }; ``` ## ICEQryInvestorPositionDetailField ```csharp struct ICEQryInvestorPositionDetailField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///交易所代码 ICEExchangeIDType ExchangeID; }; ``` ## ICEQryTradingAccountField ```csharp struct ICEQryTradingAccountField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///币种代码 ICECurrencyIDType CurrencyID; }; ``` ## ICEQryInstrumentField ```csharp struct ICEQryInstrumentField { ///合约代码 ICEInstrumentIDType InstrumentID; ///交易所代码 ICEExchangeIDType ExchangeID; ///合约在交易所的代码 ICEExchangeInstIDType ExchangeInstID; }; ``` ## ICERspInfoField ```csharp struct ICERspInfoField { ///错误代码 ICEErrorIDType ErrorID; ///错误信息 ICEErrorMsgType ErrorMsg; }; ``` ## **ICERspUserLoginField** ```csharp struct ICERspUserLoginField { ///登录成功时间 ICETimeType LoginTime; ///经纪公司代码 ICEBrokerIDType BrokerID; ///用户代码 ICEUserIDType UserID; ///交易系统名称 ICESystemNameType SystemName; }; ``` ## ICEUserLogoutField ```csharp struct ICEUserLogoutField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///用户代码 ICEUserIDType UserID; }; ``` ## **ICEInputOrderField** ```csharp struct ICEInputOrderField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///报单价格条件 ICEOrderPriceTypeType OrderPriceType; ///买卖方向 ICEDirectionType Direction; ///组合开平标志 ICECombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 ICECombHedgeFlagType CombHedgeFlag; ///价格 ICEPriceType LimitPrice; ///数量 ICEVolumeType VolumeTotalOriginal; ///有效期类型 ICETimeConditionType TimeCondition; ///止损价 ICEPriceType StopPrice; ///报单引用 ICEOrderRefType OrderRef; }; ``` ## ICEInputOrderActionField ```csharp struct ICEInputOrderActionField { ///操作标志 ICEActionFlagType ActionFlag; ///价格 ICEPriceType LimitPrice; ///数量变化 ICEVolumeType VolumeChange; ///报单引用 ICEOrderRefType OrderRef; ///TCore 报单编号 ICEOrderSysIDType ReportID; }; ``` ## ICEOrderField ```csharp struct ICEOrderField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///用户代码 ICEUserIDType UserID; ///报单价格条件 ICEOrderPriceTypeType OrderPriceType; ///买卖方向 ICEDirectionType Direction; ///组合开平标志 ICECombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 ICECombHedgeFlagType CombHedgeFlag; ///价格 ICEPriceType LimitPrice; ///数量 ICEVolumeType VolumeTotalOriginal; ///有效期类型 ICETimeConditionType TimeCondition; ///止损价 ICEPriceType StopPrice; ///交易所代码 ICEExchangeIDType ExchangeID; ///交易日 ICEDateType TradingDay; ///报单编号 ICEOrderSysIDType OrderSysID; ///报单状态 ICEOrderStatusType OrderStatus; ///今成交数量 ICEVolumeType VolumeTraded; ///剩余数量 ICEVolumeType VolumeTotal; ///报单日期 ICEDateType InsertDate; ///委托时间 ICETimeType InsertTime; ///状态信息 ICEErrorMsgType StatusMsg; ///报单引用 ICEOrderRefType OrderRef; ///成交量类型 ICEVolumeConditionType VolumeCondition; ///报单提交状态 ICEOrderSubmitStatusType OrderSubmitStatus; ///合约在交易所的代码 ICEExchangeInstIDType ExchangeInstID; ///TCore 报单编号 ICEOrderSysIDType ReportID; }; ``` ## ICETradeField ```csharp struct ICETradeField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///用户代码 ICEUserIDType UserID; ///交易所代码 ICEExchangeIDType ExchangeID; ///买卖方向 ICEDirectionType Direction; ///报单编号 ICEOrderSysIDType OrderSysID; ///开平标志 ICEOffsetFlagType OffsetFlag; ///价格 ICEPriceType Price; ///数量 ICEVolumeType Volume; ///成交日期 ICEDateType TradeDate; ///成交时间 ICETimeType TradeTime; ///报单引用 ICEOrderRefType OrderRef; ///合约在交易所的代码 ICEExchangeInstIDType ExchangeInstID; ///TCore 报单编号 ICEOrderSysIDType ReportID; }; ``` ## ICEInvestorPositionField ```csharp struct ICEInvestorPositionField { ///合约代码 ICEInstrumentIDType InstrumentID; ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///持仓多空方向 ICEPosiDirectionType PosiDirection; ///上日持仓 ICEVolumeType YdPosition; ///今日持仓 ICEVolumeType Position; ///多头冻结 ICEVolumeType LongFrozen; ///空头冻结 ICEVolumeType ShortFrozen; ///多仓冻结金额 ICEMoneyType LongFrozenAmount; ///空仓冻结金额 ICEMoneyType ShortFrozenAmount; ///开仓量 ICEVolumeType OpenVolume; ///平仓量 ICEVolumeType CloseVolume; ///开仓金额 ICEMoneyType OpenAmount; ///平仓金额 ICEMoneyType CloseAmount; ///持仓成本 ICEMoneyType PositionCost; ///上次占用的保证金 ICEMoneyType PreMargin; ///占用的保证金 ICEMoneyType UseMargin; ///冻结的保证金 ICEMoneyType FrozenMargin; ///冻结的资金 ICEMoneyType FrozenCash; ///资金差额 ICEMoneyType CashIn; ///手续费 ICEMoneyType Commission; ///平仓盈亏 ICEMoneyType CloseProfit; ///上次结算价 ICEPriceType PreSettlementPrice; ///本次结算价 ICEPriceType SettlementPrice; ///开仓成本 ICEMoneyType OpenCost; ///组合成交形成的持仓 ICEVolumeType CombPosition; ///组合多头冻结 ICEVolumeType CombLongFrozen; ///组合空头冻结 ICEVolumeType CombShortFrozen; ///逐日盯市平仓盈亏 ICEMoneyType CloseProfitByDate; ///逐笔对冲平仓盈亏 ICEMoneyType CloseProfitByTrade; ///今日持仓 ICEVolumeType TodayPosition; ///保证金率 ICERatioType MarginRateByMoney; ///保证金率(按手数) ICERatioType MarginRateByVolume; ///执行冻结 ICEVolumeType StrikeFrozen; ///执行冻结金额 ICEMoneyType StrikeFrozenAmount; ///放弃执行冻结 ICEVolumeType AbandonFrozen; ///交易所代码 ICEExchangeIDType ExchangeID; ///多头持仓数量 ICEVolumeType SumLongQty; ///空头持仓数量 ICEVolumeType SumShortQty; ///多头今日持仓 ICEVolumeType TodayLongQty; ///空头今日持仓 ICEVolumeType TodayShortQty; ///多头昨日持仓 ICEVolumeType YdLongQty; ///空头昨日持仓 ICEVolumeType YdShortQty; ///多头可平仓量 ICEVolumeType LongAvailable; ///空头可平仓量 ICEVolumeType ShortAvailable; ///成本均价 ICEMoneyType AvgPrice; ///开仓价 ICEMoneyType OpenPrice; ///多头成本均价 ICEMoneyType LongAvgPrice; ///空头成本均价 ICEMoneyType ShortAvgPrice; ///多头开仓均价 ICEMoneyType LongOpenPrice; ///空头开仓均价 ICEMoneyType ShortOpenPrice; ///逐日浮动盈亏 ICEMoneyType FloatProfitByDate; ///逐笔浮动盈亏 ICEMoneyType FloatProfitByTrade; ///多逐日浮动盈亏 ICEMoneyType LongFloatProfitByDate; ///空逐日浮动盈亏 ICEMoneyType ShortFloatProfitByDate; ///多逐笔浮动盈亏 ICEMoneyType LongFloatProfitByTrade; ///空逐笔浮动盈亏 ICEMoneyType ShortFloatProfitByTrade; ///当日盈亏 ICEMoneyType TodayProfit; ///市值权益 ICEMoneyType MarketPrice; ///持仓Delta ICEGreeksType PosDelta; ///Delta ICEGreeksType Delta; ///1%Gamma ICEGreeksType Gamma; ///Theta ICEGreeksType Theta; ///Vega ICEGreeksType Vega; ///Rho ICEGreeksType Rho; ///Charm ICEGreeksType Charm; ///Vanna ICEGreeksType Vanna; ///Vomma ICEGreeksType Vomma; ///Speed ICEGreeksType Speed; ///Zomma ICEGreeksType Zomma; ///时间价值 ICEGreeksType TimeValue; ///损益 ICEMoneyType PNL; ///理论损益 ICEMoneyType TheoPNL; ///组合类型 ICECombinationTypeType CombinationType; }; ``` ## ICETradingAccountField ```csharp struct ICETradingAccountField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者账号 ICEAccountIDType AccountID; ///上次质押金额 ICEMoneyType PreMortgage; ///上次信用额度 ICEMoneyType PreCredit; ///上次存款额 ICEMoneyType PreDeposit; ///上次结算准备金 ICEMoneyType PreBalance; ///上次占用的保证金 ICEMoneyType PreMargin; ///利息基数 ICEMoneyType InterestBase; ///利息收入 ICEMoneyType Interest; ///入金金额 ICEMoneyType Deposit; ///出金金额 ICEMoneyType Withdraw; ///冻结的保证金 ICEMoneyType FrozenMargin; ///冻结的资金 ICEMoneyType FrozenCash; ///冻结的手续费 ICEMoneyType FrozenCommission; ///当前保证金总额 ICEMoneyType CurrMargin; ///资金差额 ICEMoneyType CashIn; ///手续费 ICEMoneyType Commission; ///平仓盈亏 ICEMoneyType CloseProfit; ///持仓盈亏 ICEMoneyType PositionProfit; ///期货结算准备金 ICEMoneyType Balance; ///可用资金 ICEMoneyType Available; ///可取资金 ICEMoneyType WithdrawQuota; ///基本准备金 ICEMoneyType Reserve; ///信用额度 ICEMoneyType Credit; ///质押金额 ICEMoneyType Mortgage; ///交易所保证金 ICEMoneyType ExchangeMargin; ///投资者交割保证金 ICEMoneyType DeliveryMargin; ///交易所交割保证金 ICEMoneyType ExchangeDeliveryMargin; ///保底期货结算准备金 ICEMoneyType ReserveBalance; ///币种代码 ICECurrencyIDType CurrencyID; ///上次货币质入金额 ICEMoneyType PreFundMortgageIn; ///上次货币质出金额 ICEMoneyType PreFundMortgageOut; ///货币质入金额 ICEMoneyType FundMortgageIn; ///货币质出金额 ICEMoneyType FundMortgageOut; ///货币质押余额 ICEMoneyType FundMortgageAvailable; ///可质押货币金额 ICEMoneyType MortgageableFund; ///特殊产品占用保证金 ICEMoneyType SpecProductMargin; ///特殊产品冻结保证金 ICEMoneyType SpecProductFrozenMargin; ///特殊产品手续费 ICEMoneyType SpecProductCommission; ///特殊产品冻结手续费 ICEMoneyType SpecProductFrozenCommission; ///特殊产品持仓盈亏 ICEMoneyType SpecProductPositionProfit; ///特殊产品平仓盈亏 ICEMoneyType SpecProductCloseProfit; ///根据持仓盈亏算法计算的特殊产品持仓盈亏 ICEMoneyType SpecProductPositionProfitByAlg; ///特殊产品交易所保证金 ICEMoneyType SpecProductExchangeMargin; }; ``` ## ICEOrderField ```csharp struct ICEOrderField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///用户代码 ICEUserIDType UserID; ///报单价格条件 ICEOrderPriceTypeType OrderPriceType; ///买卖方向 ICEDirectionType Direction; ///组合开平标志 ICECombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 ICECombHedgeFlagType CombHedgeFlag; ///价格 ICEPriceType LimitPrice; ///数量 ICEVolumeType VolumeTotalOriginal; ///有效期类型 ICETimeConditionType TimeCondition; ///止损价 ICEPriceType StopPrice; ///交易所代码 ICEExchangeIDType ExchangeID; ///交易日 ICEDateType TradingDay; ///报单编号 ICEOrderSysIDType OrderSysID; ///报单状态 ICEOrderStatusType OrderStatus; ///今成交数量 ICEVolumeType VolumeTraded; ///剩余数量 ICEVolumeType VolumeTotal; ///报单日期 ICEDateType InsertDate; ///委托时间 ICETimeType InsertTime; ///状态信息 ICEErrorMsgType StatusMsg; ///报单引用 ICEOrderRefType OrderRef; ///成交量类型 ICEVolumeConditionType VolumeCondition; ///报单提交状态 ICEOrderSubmitStatusType OrderSubmitStatus; ///合约在交易所的代码 ICEExchangeInstIDType ExchangeInstID; ///TCore 报单编号 ICEOrderSysIDType ReportID; }; ``` ## ICETradeField ```csharp struct ICETradeField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///用户代码 ICEUserIDType UserID; ///交易所代码 ICEExchangeIDType ExchangeID; ///买卖方向 ICEDirectionType Direction; ///报单编号 ICEOrderSysIDType OrderSysID; ///开平标志 ICEOffsetFlagType OffsetFlag; ///价格 ICEPriceType Price; ///数量 ICEVolumeType Volume; ///成交日期 ICEDateType TradeDate; ///成交时间 ICETimeType TradeTime; ///报单引用 ICEOrderRefType OrderRef; ///合约在交易所的代码 ICEExchangeInstIDType ExchangeInstID; ///TCore 报单编号 ICEOrderSysIDType ReportID; }; ``` ## ICEInstrumentField ```csharp struct ICEInstrumentField { ///合约代码 ICEInstrumentIDType InstrumentID; ///交易所代码 ICEExchangeIDType ExchangeID; ///合约名称 ICEInstrumentNameType InstrumentName; ///期权类型 ICEOptionsTypeType OptionsType; ///到期日 ICEDateType ExpireDate; ///合约数量乘数 ICEVolumeMultipleType VolumeMultiple; ///合约在交易所的代码 ICEExchangeInstIDType ExchangeInstID; ///合约标识码 ICEInstrumentCodeType InstrumentCode; ///执行价 ICEPriceType StrikePrice; ///基础商品代码 ICEInstrumentIDType UnderlyingInstrID; }; ``` ## ICEInvestorPositionDetailField ```csharp struct ICEInvestorPositionDetailField { ///合约代码 ICEInstrumentIDType InstrumentID; ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///买卖 ICEDirectionType Direction; ///开仓日期 ICEDateType OpenDate; ///数量 ICEVolumeType Volume; ///开仓价 ICEPriceType OpenPrice; ///交易所代码 ICEExchangeIDType ExchangeID; ///逐日盯市平仓盈亏 ICEMoneyType CloseProfitByDate; // /逐笔对冲平仓盈亏 ICEMoneyType CloseProfitByTrade; ///逐日盯市持仓盈亏 ICEMoneyType PositionProfitByDate; ///逐笔对冲持仓盈亏 ICEMoneyType PositionProfitByTrade; ///保证金率 ICERatioType MarginRateByMoney; ///保证金率(按手数) ICERatioType MarginRateByVolume; ///昨结算价 ICEPriceType LastSettlementPrice; ///结算价 ICEPriceType SettlementPrice; ///平仓量 ICEVolumeType CloseVolume; }; ``` ## **ICEInputCombActionField** ```csharp struct ICEInputCombActionField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType Instrum entID; ///买卖方向 ICEDirectionType Direction; ///数量 ICEVolumeType Volume; ///组合指令方向 ICECombDirectionType CombDirection; ///组合类型 ICECombinationTypeType CombinationType; }; ``` ## **ICEQryCombActionField** ```cpp struct ICEQryCombActionField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///交易所代码 ICEExchangeIDType ExchangeID; }; ``` ## ICECombActionField ```cpp struct ICECombActionField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///买卖方向 ICEDirectionType Direction; ///数量 ICEVolumeType Volume; ///组合指令方向 ICECombDirectionType CombDirection; ///本地申请组合编号 ICEOrderLocalIDType ActionLocalID; ///交易所代码 ICEExchangeIDType ExchangeID; ///组合状态 ICEOrderActionStatusType ActionStatus; ///交易日 ICEDateType TradingDay;//Unsupported ///组合编号 ICETradeIDType ComTradeID; ///组合类型 ICECombinationTypeType CombinationType; }; ``` ## **ICEInputCombActionField** ```cpp struct ICEInputCombActionField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType Instrum entID; ///买卖方向 ICEDirectionType Direction; ///数量 ICEVolumeType Volume; ///组合指令方向 ICECombDirectionType CombDirection; ///组合类型 ICECombinationTypeType CombinationType; }; ``` ## **ICEQryCombActionField** ```cpp struct ICEQryCombActionField { ///经纪公司代码 ICEBrokerIDType BrokerID; ///投资者代码 ICEInvestorIDType InvestorID; ///合约代码 ICEInstrumentIDType InstrumentID; ///交易所代码 ICEExchangeIDType ExchangeID; }; ``` --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. 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