交易 DLL data struct

ICEInputOrderField

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

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

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

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;
};

ICEQryTradingAccountField

struct ICEQryTradingAccountField
{
///经纪公司代码
ICEBrokerIDType BrokerID;
///投资者代码
ICEInvestorIDType InvestorID;
///币种代码
ICECurrencyIDType CurrencyID;
};

ICEQryInstrumentField

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

struct ICERspInfoField
{
///错误代码
ICEErrorIDType ErrorID;
///错误信息
ICEErrorMsgType ErrorMsg;
};

ICERspUserLoginField

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

struct ICEUserLogoutField
{
///经纪公司代码
ICEBrokerIDType BrokerID;
///用户代码
ICEUserIDType UserID;
};

ICEInputOrderField

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

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

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

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

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;
///开仓冻结金额
ICEMoneyType LongFrozenAmount;
///开仓冻结金额
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;
///平仓金额
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;
///保证金率
ICERatioType MarginRateByMoney;
///保证金率(按手数)
ICERatioType MarginRateByVolume;
///冻结金额
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;
///今日持仓
ICEVolumeType TodayPosition;
};

ICETradingAccountField

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

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

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

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

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;
};