#include <quote_sse_define.h>

Public 成员函数
	EMQSseBondSnap ()

成员变量
EMQSseHead	m_head
	包头

unsigned int	m_quote_update_time
	行情更新时间,格式如：HHMMSSsss（千分之一秒）HH=00-23, MM=00-59, SS=00-59(秒) sss=000-999(千分之一秒) 如 143025002 表示 14:30:25.002

unsigned char	m_reserved_0 [4]
	保留字段

char	m_symbol [SSE_SYMBOL_LEN]
	合约

unsigned char	m_security_type
	证券类型

unsigned char	m_sub_security_type
	证券子类型

unsigned char	m_reserved_1 [3]
	保留字段

unsigned int	m_pre_close_price
	昨收盘价，实际值需要除以 1000

unsigned int	m_open_price
	开盘价，实际值需要除以 1000

unsigned int	m_day_high_price
	最高价，实际值需要除以 1000

unsigned int	m_day_low_price
	最低价，实际值需要除以 1000

unsigned int	m_last_price
	最新价，实际值需要除以 1000

unsigned int	m_today_close_price
	收盘价，实际值需要除以 1000

unsigned char	m_instrument_status
	当前品种交易状态

unsigned char	m_reserved_2 [3]
	保留字段

unsigned int	m_total_trade_num
	总成交笔数

unsigned long long	m_total_quantity
	总成交量，实际值需要除以 1000

unsigned long long	m_total_value
	总成交金额，实际值需要除以 100000

unsigned long long	m_total_bid_quantity
	委托买入数量，实际值需要除以 1000

unsigned int	m_total_bid_weighted_avg_price
	加权平均委托买入价格，实际值需要除以 1000

unsigned long long	m_total_ask_quantity
	委托卖出总量，实际值需要除以 1000

unsigned int	m_total_ask_weighted_avg_price
	加权平均委托卖价格，实际值需要除以 1000

unsigned int	m_withdraw_bid_num
	买入撤单笔数

unsigned long long	m_withdraw_bid_amount
	买入撤单数量实际值需要除以 1000

unsigned long long	m_withdraw_bid_price
	买入撤单金额实际值需要除以 100000

unsigned int	m_withdraw_ask_num
	卖出撤单笔数

unsigned long long	m_withdraw_ask_amount
	卖出撤单数量实际值需要除以 1000

unsigned long long	m_withdraw_ask_price
	卖出撤单金额实际值需要除以 100000

unsigned int	m_total_bid_num
	买入总笔数

unsigned int	m_total_ask_num
	卖出总笔数

unsigned int	m_bid_trade_max_duration
	买入委托成交最大等待时间

unsigned int	m_ask_trade_max_duration
	卖出委托成交最大等待时间

unsigned char	m_bid_depth
	申买档位数

unsigned char	m_ask_depth
	申卖档位数

unsigned char	m_reserved_3 [6]
	保留字段

EMQSseL2BondPriceQuantityUnit	m_bid_unit [SSE_LEV2_DEPTH]
	申买信息

EMQSseL2BondPriceQuantityUnit	m_ask_unit [SSE_LEV2_DEPTH]
	申卖信息

构造及析构函数说明

◆ EMQSseBondSnap()

EMQSseBondSnap ( )

inline

结构体成员变量说明

◆ m_ask_depth

unsigned char m_ask_depth

申卖档位数

◆ m_ask_trade_max_duration

unsigned int m_ask_trade_max_duration

卖出委托成交最大等待时间

◆ m_ask_unit

EMQSseL2BondPriceQuantityUnit m_ask_unit[SSE_LEV2_DEPTH]

申卖信息

◆ m_bid_depth

unsigned char m_bid_depth

申买档位数

◆ m_bid_trade_max_duration

unsigned int m_bid_trade_max_duration

买入委托成交最大等待时间

◆ m_bid_unit

EMQSseL2BondPriceQuantityUnit m_bid_unit[SSE_LEV2_DEPTH]

申买信息

◆ m_day_high_price

unsigned int m_day_high_price

最高价，实际值需要除以 1000

◆ m_day_low_price

unsigned int m_day_low_price

最低价，实际值需要除以 1000

◆ m_head

EMQSseHead m_head

包头

◆ m_instrument_status

unsigned char m_instrument_status

当前品种交易状态

0:其他 1:启动 2:开市集合竞价 3:连续自动撮合 4:停牌 6:闭市，自动计算闭市价格 7:交易结束 8:产品未上市

◆ m_last_price

unsigned int m_last_price

最新价，实际值需要除以 1000

◆ m_open_price

unsigned int m_open_price

开盘价，实际值需要除以 1000

◆ m_pre_close_price

unsigned int m_pre_close_price

昨收盘价，实际值需要除以 1000

◆ m_quote_update_time

unsigned int m_quote_update_time

行情更新时间,格式如：HHMMSSsss（千分之一秒）HH=00-23, MM=00-59, SS=00-59(秒) sss=000-999(千分之一秒) 如 143025002 表示 14:30:25.002

◆ m_reserved_0

unsigned char m_reserved_0[4]

保留字段

◆ m_reserved_1

unsigned char m_reserved_1[3]

保留字段

◆ m_reserved_2

unsigned char m_reserved_2[3]

保留字段

◆ m_reserved_3

unsigned char m_reserved_3[6]

保留字段

◆ m_security_type

unsigned char m_security_type

证券类型

证券类型证券子类型 0 指数 0 指数 255 未分类 1 股票 0 主板 1 2 创业板 3 B股 4 H股 5 科创板 255 未分类 2 基金 248 LOF基金 249 ETF基金 255 未分类 3 债券 248 国债 249 可转债 255 未分类 4 回购 248 国债回购 255 未分类 9 期权 248 股票期权 249 ETF期权 255 未分类 10 其他

◆ m_sub_security_type

unsigned char m_sub_security_type

证券子类型

◆ m_symbol

char m_symbol[SSE_SYMBOL_LEN]

合约

◆ m_today_close_price

unsigned int m_today_close_price

收盘价，实际值需要除以 1000

◆ m_total_ask_num

unsigned int m_total_ask_num

卖出总笔数

◆ m_total_ask_quantity

unsigned long long m_total_ask_quantity

委托卖出总量，实际值需要除以 1000

◆ m_total_ask_weighted_avg_price

unsigned int m_total_ask_weighted_avg_price

加权平均委托卖价格，实际值需要除以 1000

◆ m_total_bid_num

unsigned int m_total_bid_num

买入总笔数

◆ m_total_bid_quantity

unsigned long long m_total_bid_quantity

委托买入数量，实际值需要除以 1000

◆ m_total_bid_weighted_avg_price

unsigned int m_total_bid_weighted_avg_price

加权平均委托买入价格，实际值需要除以 1000

◆ m_total_quantity

unsigned long long m_total_quantity

总成交量，实际值需要除以 1000

◆ m_total_trade_num

unsigned int m_total_trade_num

总成交笔数

◆ m_total_value

unsigned long long m_total_value

总成交金额，实际值需要除以 100000

◆ m_withdraw_ask_amount

unsigned long long m_withdraw_ask_amount

卖出撤单数量实际值需要除以 1000

◆ m_withdraw_ask_num

unsigned int m_withdraw_ask_num

卖出撤单笔数

◆ m_withdraw_ask_price

unsigned long long m_withdraw_ask_price

卖出撤单金额实际值需要除以 100000

◆ m_withdraw_bid_amount

unsigned long long m_withdraw_bid_amount

买入撤单数量实际值需要除以 1000

◆ m_withdraw_bid_num

unsigned int m_withdraw_bid_num

买入撤单笔数

◆ m_withdraw_bid_price

unsigned long long m_withdraw_bid_price

买入撤单金额实际值需要除以 100000

该结构体的文档由以下文件生成:

include/quote_sse_define.h

Public 成员函数

成员变量

构造及析构函数说明

◆ EMQSseBondSnap()

结构体成员变量说明

◆ m_ask_depth

◆ m_ask_trade_max_duration

◆ m_ask_unit

◆ m_bid_depth

◆ m_bid_trade_max_duration

◆ m_bid_unit

◆ m_day_high_price

◆ m_day_low_price

◆ m_head

◆ m_instrument_status

◆ m_last_price

◆ m_open_price

◆ m_pre_close_price

◆ m_quote_update_time

◆ m_reserved_0

◆ m_reserved_1

◆ m_reserved_2

◆ m_reserved_3

◆ m_security_type

◆ m_sub_security_type

◆ m_symbol

◆ m_today_close_price

◆ m_total_ask_num

◆ m_total_ask_quantity

◆ m_total_ask_weighted_avg_price

◆ m_total_bid_num

◆ m_total_bid_quantity

◆ m_total_bid_weighted_avg_price

◆ m_total_quantity

◆ m_total_trade_num

◆ m_total_value

◆ m_withdraw_ask_amount

◆ m_withdraw_ask_num

◆ m_withdraw_ask_price

◆ m_withdraw_bid_amount

◆ m_withdraw_bid_num

◆ m_withdraw_bid_price