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;
};