Struct DepthMarketData 

pub struct DepthMarketData {

    pub instrument_id: String,
    pub exchange_id: String,
    pub last_price: f64,
    pub volume: f64,
    pub turnover: f64,
    pub open_interest: f64,
    pub upper_limit_price: f64,
    pub lower_limit_price: f64,
    pub open_price: f64,
    pub highest_price: f64,
    pub lowest_price: f64,
    pub pre_close_price: f64,
    pub bid_price1: f64,
    pub bid_price2: f64,
    pub bid_price3: f64,
    pub bid_price4: f64,
    pub bid_price5: f64,
    pub ask_price1: f64,
    pub ask_price2: f64,
    pub ask_price3: f64,
    pub ask_price4: f64,
    pub ask_price5: f64,
    pub bid_volume1: f64,
    pub bid_volume2: f64,
    pub bid_volume3: f64,
    pub bid_volume4: f64,
    pub bid_volume5: f64,
    pub ask_volume1: f64,
    pub ask_volume2: f64,
    pub ask_volume3: f64,
    pub ask_volume4: f64,
    pub ask_volume5: f64,
    pub update_time: String,
    pub update_millisec: i64,
    pub trading_day: String,
    pub action_day: String,
}

深度行情行(CThostFtdcDepthMarketDataField 窄面;md onRtnDepthMarketData 336 处实际取用字段)。

原稿取用:InstrumentID/Volume/Turnover/OpenInterest/LastPrice/UpperLimitPrice/ LowerLimitPrice/OpenPrice/HighestPrice/LowestPrice/PreClosePrice/BidPrice1..5/ AskPrice1..5/BidVolume1..5/AskVolume1..5/UpdateTime/UpdateMillisec/ActionDay。

Fields

instrument_id: String

合约代码(CTP InstrumentID,不带交易所)

exchange_id: String

交易所代码(0.12.0 D-XFALLBACK 新增的镜像字段)。

原稿不读这个字段(它用合约表查交易所),所以这是本数据面比原稿多的 一个字段 —— 记档偏差见 DESIGN D-XFALLBACK。

存在的唯一理由:合约不在册时,没有它就判不出交易所,只能把整条行情丢掉。 柜台的 CThostFtdcDepthMarketDataField 本来就带 ExchangeID,读它是 取用既有事实,不是猜。

last_price: f64

最新价(MAX_FLOAT 表全停板,原稿 331 行 adjust_price 归零处理)

volume: f64

当日累计成交量

turnover: f64

当日累计成交额

open_interest: f64

持仓量

upper_limit_price: f64

涨停价

lower_limit_price: f64

跌停价

open_price: f64

今开

highest_price: f64

最高

lowest_price: f64

最低

pre_close_price: f64

昨收

bid_price1: f64

买一价..买五价(MAX_FLOAT 时 adjust_price 归零)

bid_price2: f64

买二价

bid_price3: f64

买三价

bid_price4: f64

买四价

bid_price5: f64

买五价

ask_price1: f64

卖一价

ask_price2: f64

卖二价

ask_price3: f64

卖三价

ask_price4: f64

卖四价

ask_price5: f64

卖五价

bid_volume1: f64

买一量

bid_volume2: f64

买二量

bid_volume3: f64

买三量

bid_volume4: f64

买四量

bid_volume5: f64

买五量

ask_volume1: f64

卖一量

ask_volume2: f64

卖二量

ask_volume3: f64

卖三量

ask_volume4: f64

卖四量

ask_volume5: f64

卖五量

update_time: String

更新时间(“HH:MM:SS”)

update_millisec: i64

更新毫秒段

trading_day: String

交易日(“YYYYMMDD”;报文 TradingDay 原值,业务日的权威来源。记档偏差: 原稿不读该字段,这是从 DepthMarketData 上岸的唯一新字段,见 DESIGN D-TZ)

action_day: String

行动日(“YYYYMMDD”)

Trait Implementations

impl Clone for DepthMarketData

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DepthMarketData

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for DepthMarketData

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for DepthMarketData

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for DepthMarketData