sse_hpf_bond_tree结构体 参考

成员变量
sse_hpf_head	m_head
unsigned int	m_channel_num
unsigned int	m_quote_update_time
char	m_symbol [SSE_SYMBOL_LEN]
unsigned char	m_security_type
unsigned long long	m_tick_index
unsigned int	m_pre_close_price
unsigned int	m_open_price
unsigned int	m_day_high_price
unsigned int	m_day_low_price
unsigned int	m_last_price
unsigned int	m_today_close_price
unsigned char	m_instrument_status
unsigned char	m_reserved_0 [7]
unsigned int	m_total_trade_num
unsigned long long	m_total_quantity
unsigned long long	m_total_value
unsigned long long	m_total_bid_quantity
unsigned int	m_total_bid_weighted_avg_price
unsigned long long	m_total_ask_quantity
int	m_total_ask_weighted_avg_price
unsigned char	m_reserved_1 [4]
unsigned char	m_bid_depth
unsigned char	m_ask_depth
unsigned char	m_reserved_2 [2]
sse_lev2_tree_price_quantity_unit	m_bid_unit [SSE_LEV2_DEPTH]
sse_lev2_tree_price_quantity_unit	m_ask_unit [SSE_LEV2_DEPTH]

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该结构体的文档由以下文件生成:

• sse_hpf_define.h