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;
};

ICEQryInvestorPositionDetailField

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

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;
	///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

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;
};

ICEInputCombActionField

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

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

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

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

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;
};