예제 #1
0
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()
예제 #2
0
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()