annhoo::AHSnapshot Struct Reference

Contains data defined for snapshot. More...

#include <ah_md_common.h>

Public Attributes
AHDataHeader	header
char	MDStreamID [4]
union {
int64_t   OrigTime
int64_t   TradeTime
};
uint16_t	ChannelNo
char	InstrumentStatus [2]
char	TradingPhaseCode [4]
char	SecurityID [8]
int64_t	BidPrice [10]
int64_t	AskPrice [10]
int64_t	BidVolume [10]
int64_t	AskVolume [10]
int64_t	PrevClosePx
int64_t	OpenPx
int64_t	HighPx
int64_t	LowPx
int64_t	LastPx
int64_t	ClosePx
int64_t	NumTrades
int64_t	TotalVolumeTrade
int64_t	TotalValueTrade
int64_t	TotalBidQty
int64_t	WeightedAvgBidPx
int64_t	TotalOfferQty
int64_t	WeightedAvgOfferPx
int64_t	IOPV
int64_t	LPV
int64_t	UpperLimitPrice
int64_t	LowerLimitPrice
int64_t	OpenInterest
int64_t	LastSubPrevClosePrice
int64_t	LastSubPrevLastPrice

Detailed Description

Contains data defined for snapshot.

Definition at line 67 of file ah_md_common.h.

Member Data Documentation

int64_t annhoo::AHSnapshot::AskPrice[10]

十档申卖价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 81 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::AskVolume[10]

十档申卖量

Definition at line 83 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::BidPrice[10]

十档申买价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 80 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::BidVolume[10]

十档申买量

Definition at line 82 of file ah_md_common.h.

uint16_t annhoo::AHSnapshot::ChannelNo

深市频道代码, 沪市缺失

Definition at line 75 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::ClosePx

收盘价, 深市缺失, 沪市除以1000后为分

Definition at line 89 of file ah_md_common.h.

AHDataHeader annhoo::AHSnapshot::header

Command header, MsgType: 111, MsgType: 514

Definition at line 68 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::HighPx

最高价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 86 of file ah_md_common.h.

char annhoo::AHSnapshot::InstrumentStatus[2]

沪市当前品种交易状态， 深市缺失

Definition at line 76 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::IOPV

基金实时参考净值

Definition at line 99 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::LastPx

最新价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 88 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::LastSubPrevClosePrice

升跌一, 沪市缺失

Definition at line 105 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::LastSubPrevLastPrice

升跌二, 沪市缺失

Definition at line 106 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::LowerLimitPrice

跌停价, 深市除以10000后为分, 沪市缺失

Definition at line 103 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::LowPx

最低价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 87 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::LPV

基金 T-1 日净值, 沪市缺失

Definition at line 101 of file ah_md_common.h.

char annhoo::AHSnapshot::MDStreamID[4]

深市行情类别，沪市缺失

Definition at line 69 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::NumTrades

成交笔数

Definition at line 90 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::OpenInterest

合约持仓量, 沪市缺失

Definition at line 104 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::OpenPx

今开盘, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 85 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::OrigTime

深市数据生成时间

Definition at line 71 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::PrevClosePx

昨收价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 84 of file ah_md_common.h.

char annhoo::AHSnapshot::SecurityID[8]

证券代码, format: 'xxxxxx '(end with two spaces)

Definition at line 78 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::TotalBidQty

委托买入总量

Definition at line 94 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::TotalOfferQty

委托卖出总量

Definition at line 96 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::TotalValueTrade

成交总金额

Definition at line 92 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::TotalVolumeTrade

成交总量

Definition at line 91 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::TradeTime

沪市成交时间

Definition at line 72 of file ah_md_common.h.

char annhoo::AHSnapshot::TradingPhaseCode[4]

当前产品状态

Definition at line 77 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::UpperLimitPrice

涨停价, 深市除以10000后为分, 沪市缺失

Definition at line 102 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::WeightedAvgBidPx

加权平均委托买入价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 95 of file ah_md_common.h.

int64_t annhoo::AHSnapshot::WeightedAvgOfferPx

加权平均委托卖出价, 深市除以10000后为分, 沪市除以1000后为分

Definition at line 97 of file ah_md_common.h.

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The documentation for this struct was generated from the following file:

• /home/weizh/2023/annhoo_md_sdk_sf/include/annhoo_md_sdk/ah_md_common.h