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()
