 |
Libannhoo_md_sdk
1.6.1
for index, tick(entrust and trade), and snapshot with solar flare
|
|
Libannhoo_md_sdk
1.6.1
for index, tick(entrust and trade), and snapshot with solar flare
|
Public Attributes | |
| AHDataHeader | header |
| union { | |
| char MDStreamID [4] | |
| uint16_t OrderIndex | |
| uint16_t TradeIndex | |
| }; | |
| union { | |
| uint16_t ChannelNo | |
| uint16_t Channel | |
| uint16_t TradeChannel | |
| }; | |
| union { | |
| char Side | |
| char OrderBSFlag | |
| char TradeBSFlag | |
| }; | |
| union { | |
| char OrdType | |
| char OrderType | |
| char ExecType | |
| }; | |
| union { | |
| int64_t ApplSeqNum | |
| int64_t BizIndex | |
| }; | |
| char | SecurityID [8] |
| union { | |
| int64_t Price | |
| int64_t OrderPrice | |
| int64_t LastPx | |
| int64_t TradePrice | |
| }; | |
| union { | |
| int64_t OrderQty | |
| int64_t Balance | |
| int64_t LastQty | |
| int64_t TradeQty | |
| }; | |
| union { | |
| int64_t TransactTime | |
| int64_t OrderTime | |
| int64_t TradeTime | |
| }; | |
| union { | |
| int64_t OrderNO | |
| int64_t BidApplSeqNum | |
| int64_t TradeBuyNo | |
| }; | |
| union { | |
| int64_t OfferApplSeqNum | |
| int64_t TradeSellNo | |
| }; | |
| int64_t | TradeMony |
Definition at line 114 of file ah_md_common.h.
| int64_t annhoo::AHTick::ApplSeqNum |
深市时，消息记录号从 1 开始计数
Definition at line 141 of file ah_md_common.h.
| int64_t annhoo::AHTick::Balance |
沪市委托数量
Definition at line 156 of file ah_md_common.h.
| int64_t annhoo::AHTick::BidApplSeqNum |
深市成交, 买方委托索引从 1 开始计数，0 表示无对应委托
Definition at line 169 of file ah_md_common.h.
| int64_t annhoo::AHTick::BizIndex |
沪市时，业务序列号与竞价逐笔成交消息合并后的连续编号，从 1 开始，按Channel 连续
Definition at line 142 of file ah_md_common.h.
| uint16_t annhoo::AHTick::Channel |
沪市委托通道
Definition at line 124 of file ah_md_common.h.
| uint16_t annhoo::AHTick::ChannelNo |
深市频道代码
Definition at line 123 of file ah_md_common.h.
| char annhoo::AHTick::ExecType |
深市成交时订单类型时：4=撤销，F=成交
Definition at line 137 of file ah_md_common.h.
| AHDataHeader annhoo::AHTick::header |
Command header
Definition at line 115 of file ah_md_common.h.
| int64_t annhoo::AHTick::LastPx |
深市成交价格
Definition at line 150 of file ah_md_common.h.
| int64_t annhoo::AHTick::LastQty |
深市成交数量
Definition at line 157 of file ah_md_common.h.
| char annhoo::AHTick::MDStreamID[4] |
深市的行情类别
Definition at line 117 of file ah_md_common.h.
| int64_t annhoo::AHTick::OfferApplSeqNum |
深市成交, 卖方委托索引从 1 开始计数，0 表示无对应委托
Definition at line 174 of file ah_md_common.h.
| char annhoo::AHTick::OrderBSFlag |
沪市委托时为：B-买单， S-卖单
Definition at line 130 of file ah_md_common.h.
| uint16_t annhoo::AHTick::OrderIndex |
沪市的委托序号，从1开始，按channel连续
Definition at line 118 of file ah_md_common.h.
| int64_t annhoo::AHTick::OrderNO |
沪市委托原始订单号
Definition at line 168 of file ah_md_common.h.
| int64_t annhoo::AHTick::OrderPrice |
沪市委托价格
Definition at line 149 of file ah_md_common.h.
| int64_t annhoo::AHTick::OrderQty |
深市委托数量
Definition at line 155 of file ah_md_common.h.
| int64_t annhoo::AHTick::OrderTime |
沪市委托时间
Definition at line 163 of file ah_md_common.h.
| char annhoo::AHTick::OrderType |
沪市委托时订单类型时：A=新增委托订单，D=删除委托订单; 沪市成交缺失
Definition at line 136 of file ah_md_common.h.
| char annhoo::AHTick::OrdType |
深市委托时订单类型时：1=市价，2=限价，U=本方最优
Definition at line 135 of file ah_md_common.h.
| int64_t annhoo::AHTick::Price |
深市委托价格
Definition at line 148 of file ah_md_common.h.
| char annhoo::AHTick::SecurityID[8] |
证券代码
Definition at line 145 of file ah_md_common.h.
| char annhoo::AHTick::Side |
深市委托时为买卖方向: 1-买, 2-卖, G-借入 F-出借, 深市成交缺失
Definition at line 129 of file ah_md_common.h.
| char annhoo::AHTick::TradeBSFlag |
沪市成交为：B-外盘主动买，S-内盘主动卖，N-未知
Definition at line 131 of file ah_md_common.h.
| int64_t annhoo::AHTick::TradeBuyNo |
沪市成交, 买方订单号
Definition at line 170 of file ah_md_common.h.
| uint16_t annhoo::AHTick::TradeChannel |
沪市成交通道
Definition at line 125 of file ah_md_common.h.
| uint16_t annhoo::AHTick::TradeIndex |
沪市的成交序号，从1开始，按channel连续
Definition at line 119 of file ah_md_common.h.
| int64_t annhoo::AHTick::TradeMony |
深市缺失，沪市成交金额
Definition at line 178 of file ah_md_common.h.
| int64_t annhoo::AHTick::TradePrice |
沪市成交价格
Definition at line 151 of file ah_md_common.h.
| int64_t annhoo::AHTick::TradeQty |
沪市成交数量
Definition at line 158 of file ah_md_common.h.
| int64_t annhoo::AHTick::TradeSellNo |
沪市成交, 卖方订单号
Definition at line 175 of file ah_md_common.h.
| int64_t annhoo::AHTick::TradeTime |
沪市成交时间
Definition at line 164 of file ah_md_common.h.
| int64_t annhoo::AHTick::TransactTime |
深市委托/成交时间
Definition at line 162 of file ah_md_common.h.
