定义行情业务数据结构更多...

#include <cstdint>
#include <cinttypes>
#include "emt_quote_data_type.h"
#include "sse_hpf_define.h"
#include "sze_hpf_define.h"

结构体
struct	_EMTSpecificTickerStruct
	指定的合约更多...

struct	_EMTIndexDataStruct
	指数行情结构体更多...

struct	_EMTMarketDataFundExData
	基金额外数据结构体更多...

struct	_EMTMarketDataBondExData
	债券额外数据结构体更多...

struct	_EMTMarketDataWarrantExData
	权证额外数据更多...

struct	_EMTMarketDataOptionExData
	期权额外数据更多...

struct	_EMTMarketDataHkExData
	港股通额外扩展数据更多...

struct	_EMTMarketDataBJGZExData
	北交所股转额外扩展数据更多...

struct	_EMTMarketDataStruct
	快照行情结构体更多...

struct	_EMTQuoteStaticInfo
	股票行情静态信息更多...

struct	_EMTTickerPriceInfo
	最新价更多...

struct	_EMTHKStaticInfo
	港股静态信息数据更多...

struct	_EMTBJGZStaticInfo
	股转静态信息数据更多...

struct	_EMTRebuildData
	逐笔重建数据更多...

struct	_EMTRebuildRespData

struct	_EMTRspInfoStruct
	响应错误结构体更多...

宏定义
#define	__EMT_MARKETDATA_H__ extern "C" _declspec(dllimport)

#define	MAX_LEVEL_NUM 10

#define	MAX_LEVEL_ORDERS_NUM 50

#define	EMQ_ERR_MSG_LEN 124

类型定义
using	EMTSpecificTickerStruct = _EMTSpecificTickerStruct

using	EMTIndexDataStruct = _EMTIndexDataStruct

using	EMTMarketDataFundExData = _EMTMarketDataFundExData

using	EMTMarketDataBondExData = _EMTMarketDataBondExData

using	EMTMarketDataWarrantExData = _EMTMarketDataWarrantExData

using	EMTMarketDataOptionExData = _EMTMarketDataOptionExData

using	EMTMarketDataHkExData = _EMTMarketDataHkExData

using	EMTMarketDataBJGZExData = _EMTMarketDataBJGZExData

using	EMTMarketDataStruct = _EMTMarketDataStruct

using	EMTQuoteStaticInfo = _EMTQuoteStaticInfo

using	EMTQuoteFullInfo = _EMTQuoteFullInfo { EMQ_EXCHANGE_TYPE exchange_id
	股票行情全量静态信息

using	EMTTickerPriceInfo = _EMTTickerPriceInfo

using	EMTHKStaticInfo = _EMTHKStaticInfo

using	EMTBJGZStaticInfo = _EMTBJGZStaticInfo

using	EMTRebuildData = _EMTRebuildData

using	EMTRebuildRespData = _EMTRebuildRespData

using	EMTRspInfoStruct = _EMTRspInfoStruct

变量
char	ticker [EMQ_TICKER_LEN]
	证券代码

char	ticker_name [EMQ_TICKER_NAME_LEN]
	证券名称

EMQ_SECURITY_TYPE	security_type
	合约详细类型

EMQ_QUALIFICATION_TYPE	ticker_qualification_class
	合约适当性类别

bool	is_registration
	是否注册制(仅适用创业板股票，创新企业股票及存托凭证)

bool	is_VIE
	是否具有协议控制架构(仅适用创业板股票，创新企业股票及存托凭证)

bool	is_noprofit
	是否尚未盈利(仅适用创业板股票，创新企业股票及存托凭证)

bool	is_weighted_voting_rights
	是否存在投票权差异(仅适用创业板股票，创新企业股票及存托凭证)

bool	is_have_price_limit
	是否有涨跌幅限制(注：不提供具体幅度，可通过涨跌停价和昨收价来计算幅度)

double	upper_limit_price
	涨停价（仅在有涨跌幅限制时有效）

double	lower_limit_price
	跌停价（仅在有涨跌幅限制时有效）

double	pre_close_price
	昨收价

double	price_tick
	价格最小变动价位

int32_t	bid_qty_upper_limit
	限价买委托数量上限

int32_t	bid_qty_lower_limit
	限价买委托数量下限

int32_t	bid_qty_unit
	限价买数量单位

int32_t	ask_qty_upper_limit
	限价卖委托数量上限

int32_t	ask_qty_lower_limit
	限价卖委托数量下限

int32_t	ask_qty_unit
	限价卖数量单位

int32_t	market_bid_qty_upper_limit
	市价买委托数量上限

int32_t	market_bid_qty_lower_limit
	市价买委托数量下限

int32_t	market_bid_qty_unit
	市价买数量单位

int32_t	market_ask_qty_upper_limit
	市价卖委托数量上限

int32_t	market_ask_qty_lower_limit
	市价卖委托数量下限

int32_t	market_ask_qty_unit
	市价卖数量单位

uint64_t	unknown [4]
	保留字段

详细描述

定义行情业务数据结构

作者: 东方财富证券股份有限公司

宏定义说明

◆ __EMT_MARKETDATA_H__

#define __EMT_MARKETDATA_H__ extern "C" _declspec(dllimport)

◆ EMQ_ERR_MSG_LEN

#define EMQ_ERR_MSG_LEN 124

◆ MAX_LEVEL_NUM

#define MAX_LEVEL_NUM 10

◆ MAX_LEVEL_ORDERS_NUM

#define MAX_LEVEL_ORDERS_NUM 50

类型定义说明

◆ EMTBJGZStaticInfo

using EMTBJGZStaticInfo = _EMTBJGZStaticInfo

◆ EMTHKStaticInfo

using EMTHKStaticInfo = _EMTHKStaticInfo

◆ EMTIndexDataStruct

using EMTIndexDataStruct = _EMTIndexDataStruct

◆ EMTMarketDataBJGZExData

using EMTMarketDataBJGZExData = _EMTMarketDataBJGZExData

◆ EMTMarketDataBondExData

using EMTMarketDataBondExData = _EMTMarketDataBondExData

◆ EMTMarketDataFundExData

using EMTMarketDataFundExData = _EMTMarketDataFundExData

◆ EMTMarketDataHkExData

using EMTMarketDataHkExData = _EMTMarketDataHkExData

◆ EMTMarketDataOptionExData

using EMTMarketDataOptionExData = _EMTMarketDataOptionExData

◆ EMTMarketDataStruct

using EMTMarketDataStruct = _EMTMarketDataStruct

◆ EMTMarketDataWarrantExData

using EMTMarketDataWarrantExData = _EMTMarketDataWarrantExData

◆ EMTQuoteFullInfo

using EMTQuoteFullInfo = _EMTQuoteFullInfo { EMQ_EXCHANGE_TYPE exchange_id

股票行情全量静态信息

◆ EMTQuoteStaticInfo

using EMTQuoteStaticInfo = _EMTQuoteStaticInfo

◆ EMTRebuildData

using EMTRebuildData = _EMTRebuildData

◆ EMTRebuildRespData

using EMTRebuildRespData = _EMTRebuildRespData

◆ EMTRspInfoStruct

using EMTRspInfoStruct = _EMTRspInfoStruct

◆ EMTSpecificTickerStruct

using EMTSpecificTickerStruct = _EMTSpecificTickerStruct

◆ EMTTickerPriceInfo

using EMTTickerPriceInfo = _EMTTickerPriceInfo

变量说明

◆ ask_qty_lower_limit

int32_t ask_qty_lower_limit

限价卖委托数量下限

◆ ask_qty_unit

int32_t ask_qty_unit

限价卖数量单位

◆ ask_qty_upper_limit

int32_t ask_qty_upper_limit

限价卖委托数量上限

◆ bid_qty_lower_limit

int32_t bid_qty_lower_limit

限价买委托数量下限

◆ bid_qty_unit

int32_t bid_qty_unit

限价买数量单位

◆ bid_qty_upper_limit

int32_t bid_qty_upper_limit

限价买委托数量上限

◆ is_have_price_limit

bool is_have_price_limit

是否有涨跌幅限制(注：不提供具体幅度，可通过涨跌停价和昨收价来计算幅度)

◆ is_noprofit

bool is_noprofit

是否尚未盈利(仅适用创业板股票，创新企业股票及存托凭证)

◆ is_registration

bool is_registration

是否注册制(仅适用创业板股票，创新企业股票及存托凭证)

◆ is_VIE

bool is_VIE

是否具有协议控制架构(仅适用创业板股票，创新企业股票及存托凭证)

◆ is_weighted_voting_rights

bool is_weighted_voting_rights

是否存在投票权差异(仅适用创业板股票，创新企业股票及存托凭证)

◆ lower_limit_price

double lower_limit_price

跌停价（仅在有涨跌幅限制时有效）

◆ market_ask_qty_lower_limit

int32_t market_ask_qty_lower_limit

市价卖委托数量下限

◆ market_ask_qty_unit

int32_t market_ask_qty_unit

市价卖数量单位

◆ market_ask_qty_upper_limit

int32_t market_ask_qty_upper_limit

市价卖委托数量上限

◆ market_bid_qty_lower_limit

int32_t market_bid_qty_lower_limit

市价买委托数量下限

◆ market_bid_qty_unit

int32_t market_bid_qty_unit

市价买数量单位

◆ market_bid_qty_upper_limit

int32_t market_bid_qty_upper_limit

市价买委托数量上限

◆ pre_close_price

double pre_close_price

昨收价

◆ price_tick

double price_tick

价格最小变动价位

◆ security_type

EMQ_SECURITY_TYPE security_type

合约详细类型

◆ ticker

char ticker[EMQ_TICKER_LEN]

证券代码

◆ ticker_name

char ticker_name[EMQ_TICKER_NAME_LEN]

证券名称

◆ ticker_qualification_class

EMQ_QUALIFICATION_TYPE ticker_qualification_class

合约适当性类别

◆ unknown

uint64_t unknown[4]

保留字段

◆ upper_limit_price

double upper_limit_price

涨停价（仅在有涨跌幅限制时有效）

结构体

宏定义

类型定义

变量