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Xlight API用户手册 v1.5.1.2
Xlight极速柜台接口文档
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Xlight API用户手册 v1.5.1.2
Xlight极速柜台接口文档
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上交所L1快照行情 更多...
#include <xlt_quote_struct.h>
成员变量 | |
| uint8_t | security_type |
| 证券类型 | |
| uint64_t | sending_time |
| 交易所发送时间，格式：YYYYMMDDHHmmSSsss | |
| uint8_t | trad_ses_mode |
| 交易盘交易模式 | |
| uint32_t | trade_date |
| 交易日期 (YYYYMMDD) | |
| uint32_t | last_update_time |
| 最后更新时间 (HHMMSSsss) | |
| char | md_stream_id [6] |
| 行情类别，字符串，带'\0' | |
| char | security_code [CONST_STR_SECURITY_CODE_LEN] |
| 证券代码，字符串，带'\0' | |
| uint64_t | prev_close_px |
| 昨收盘，放大100000倍 | |
| uint64_t | total_volume_traded |
| 成交数量 | |
| uint64_t | num_trades |
| 成交笔数 | |
| uint64_t | total_value_traded |
| 成交金额，放大100倍 | |
| char | trading_phase_code [9] |
| 实时阶段及标志，字符串，带'\0' | |
| uint64_t | last_px |
| 最新成交价，放大100000倍 | |
| uint64_t | open_px |
| 今开盘价，放大100000倍 | |
| uint64_t | close_px |
| 今收盘价，放大100000倍 | |
| uint64_t | settle_px |
| 今结算价，放大100000倍 | |
| uint64_t | high_px |
| 当日最高成交价，放大100000倍 | |
| uint64_t | low_px |
| 当日最低成交价，放大100000倍 | |
| uint64_t | iopv |
| IOPV，放大100000倍 | |
| uint64_t | pre_iopv |
| 前一日IOPV，放大100000倍 | |
| uint64_t | option_ref_px |
| 期权动态参考价，放大100000倍 | |
| uint64_t | option_notional_amount |
| 期权虚拟匹配数量 | |
| uint64_t | pre_settle_px |
| 昨日结算价，放大100000倍 | |
| uint64_t | option_open_qty |
| 期权总持仓量 | |
| uint64_t | bid_px [5] |
| 买入委托价，放大100000倍 | |
| uint64_t | bid_volume [5] |
| 买入委托量 | |
| uint64_t | offer_px [5] |
| 卖出委托价，放大100000倍 | |
| uint64_t | offer_volume [5] |
| 卖出委托量 | |
上交所L1快照行情
1.11.0