class CompactData(CStruct): exchange = CUChar() token = CUInt() ltp = CUInt() change = CUInt() exchange_time_stamp = CUInt() volume = CUInt()
class SnapQuote(CStruct): exchange = CUChar() token = CUInt() buyers = CArray(5, CUInt) bid_prices = CArray(5, CUInt) bid_quantities = CArray(5, CUInt) sellers = CArray(5, CUInt) ask_prices = CArray(5, CUInt) ask_quantities = CArray(5, CUInt) exchange_time_stamp = CUInt()
class FullSnapQuote(CStruct): exchange = CUChar() token = CUInt() buyers = CArray(5, CUInt) bid_prices = CArray(5, CUInt) bid_quantities = CArray(5, CUInt) sellers = CArray(5, CUInt) ask_prices = CArray(5, CUInt) ask_quantities = CArray(5, CUInt) atp = CUInt() open = CUInt() high = CUInt() low = CUInt() close = CUInt() total_buy_quantity = CULong() total_sell_quantity = CULong() volume = CUInt()
class MarketData(CStruct): exchange = CUChar() token = CUInt() ltp = CUInt() ltt = CUInt() ltq = CUInt() volume = CUInt() best_bid_price = CUInt() best_bid_quantity = CUInt() best_ask_price = CUInt() best_ask_quantity = CUInt() total_buy_quantity = CULong() total_sell_quantity = CULong() atp = CUInt() exchange_time_stamp = CUInt() open = CUInt() high = CUInt() low = CUInt() close = CUInt() yearly_high = CUInt() yearly_low = CUInt()
class ExchangeMessage(CStruct): exchange = CUChar() length = CUShort() message = CString(length = "length") exchange_time_stamp = CUInt()
class OpenInterest(CStruct): exchange = CUChar() token = CUInt() current_open_interest = CUChar() initial_open_interest = CUChar() exchange_time_stamp = CUInt()
class DPR(CStruct): exchange = CUChar() token = CUInt() exchange_time_stamp = CUInt() high = CUInt() low = CUInt()