S : String I : Integer U : Unsigned Integer List for all field ID( 1) S(31) [Symbol ] 商品代碼 ID( 93) S(11) [ExchangeName ] 交易所別 ID( 94) S(11) [ContractName ] 契約代碼 ID( 95) S(17) [ContractDate ] 契約日期 ID( 96) I( 2) [Quote Bias ] 時差 ID( 97) U( 4) [Quote Date(Dec) ] 日期 ID( 98) U( 4) [Quote Time(Dec) ] 時間 ID( 2) U( 3) [TPP ] TicksPerPoint ID( 3) S(11) [TickSize ] TickSize ID( 4) U( 4) [ExpiryDate ] 到期日 ID( 5) U( 4) [LastTradeDate ] 最後交易日 ID( 6) S(21) [Open ] 開盤價 ID( 8) S(21) [High ] 最高價 ID( 10) S(21) [Low ] 最低價 ID( 12) S(21) [Close ] 收盤價 ID( 14) S(21) [Reference ] 參考價 ID( 16) U( 4) [Price Time by GMT ] 報價時間 ID( 17) U( 4) [Tick Time by GMT ] 明細時間 ID( 18) S(21) [Bid ] 買價 ID( 19) U( 4) [BidVol ] 買量 ID( 20) S(21) [Offer ] 賣價 ID( 21) U( 4) [OfferVol ] 賣量 ID( 22) S(21) [Last ] 現價 ID( 23) U( 4) [LastVol ] 現量 ID( 25) U( 4) [RFQ ] RFQ Volume ID( 27) U( 4) [TotalVol ] 總量 ID( 99) U( 3) [TickCount ] 成交筆 ID( 30) S(21) [LimitUp ] 漲停價 ID( 32) S(21) [LimitDown ] 跌停價 ID( 34) S(21) [ExecutionUp ] ExecutionUp ID( 36) S(21) [ExecutionDown ] ExecutionDown ID( 40) S(21) [ImpliedBid ] ImpliedBid ID( 41) U( 4) [ImpliedBidVol ] ImpliedBidVol ID( 42) S(21) [ImpliedOffer ] ImpliedOffer ID( 43) U( 4) [ImpliedOfferVol ] ImpliedOfferVol ID( 44) S(21) [IndBid ] IndBid ID( 45) U( 4) [IndBidVol ] IndBidVol ID( 46) S(21) [IndOffer ] IndOffer ID( 47) U( 4) [IndOfferVol ] IndOfferVol ID( 50) S(21) [CurrStl ] CurrStl ID( 51) U( 4) [CurrStlVol ] CurrStlVol ID( 52) S(21) [SODStl ] SODStl ID( 53) U( 4) [SODStlVol ] SODStlVol ID( 54) S(21) [NewStl ] NewStl ID( 55) U( 4) [NewStlVol ] NewStlVol ID(100) S(21) [Bid01 ] 買價01 ID(101) U( 4) [Bid01Vol ] 買量01 ID(102) S(21) [Bid02 ] 買價02 ID(103) U( 4) [Bid02Vol ] 買量02 ID(104) S(21) [Bid03 ] 買價03 ID(105) U( 4) [Bid03Vol ] 買量03 ID(106) S(21) [Bid04 ] 買價04 ID(107) U( 4) [Bid04Vol ] 買量04 ID(108) S(21) [Bid05 ] 買價05 ID(109) U( 4) [Bid05Vol ] 買量05 ID(110) S(21) [Bid06 ] 買價06 ID(111) U( 4) [Bid06Vol ] 買量06 ID(112) S(21) [Bid07 ] 買價07 ID(113) U( 4) [Bid07Vol ] 買量07 ID(114) S(21) [Bid08 ] 買價08 ID(115) U( 4) [Bid08Vol ] 買量08 ID(116) S(21) [Bid09 ] 買價09 ID(117) U( 4) [Bid09Vol ] 買量09 ID(118) S(21) [Bid10 ] 買價10 ID(119) U( 4) [Bid10Vol ] 買量10 ID(200) S(21) [Offer01 ] 賣價01 ID(201) U( 4) [Offer01Vol ] 賣量01 ID(202) S(21) [Offer02 ] 賣價02 ID(203) U( 4) [Offer02Vol ] 賣量02 ID(204) S(21) [Offer03 ] 賣價03 ID(205) U( 4) [Offer03Vol ] 賣量03 ID(206) S(21) [Offer04 ] 賣價04 ID(207) U( 4) [Offer04Vol ] 賣量04 ID(208) S(21) [Offer05 ] 賣價05 ID(209) U( 4) [Offer05Vol ] 賣量05 ID(210) S(21) [Offer06 ] 賣價06 ID(211) U( 4) [Offer06Vol ] 賣量06 ID(212) S(21) [Offer07 ] 賣價07 ID(213) U( 4) [Offer07Vol ] 賣量07 ID(214) S(21) [Offer08 ] 賣價08 ID(215) U( 4) [Offer08Vol ] 賣量08 ID(216) S(21) [Offer09 ] 賣價09 ID(217) U( 4) [Offer09Vol ] 賣量09 ID(218) S(21) [Offer10 ] 賣價10 ID(219) U( 4) [Offer10Vol ] 賣量10Sum of All Field Length = 1060 更新的欄位資資訊請參考: Feed-Server行情導入介面與Feed-API PATS結構定義與欄位Tag代碼對照: typedef struct { PriceDetailStruct Bid;//#18,#19 PriceDetailStruct Offer;//#20,#21 PriceDetailStruct ImpliedBid;//#40,#41 PriceDetailStruct ImpliedOffer;//#42,#43 PriceDetailStruct RFQ;//#25 PriceDetailStruct Last0;//#22,#23 PriceDetailStruct Last1; PriceDetailStruct Last2; PriceDetailStruct Last3; PriceDetailStruct Last4; PriceDetailStruct Last5; PriceDetailStruct Last6; PriceDetailStruct Last7; PriceDetailStruct Last8; PriceDetailStruct Last9; PriceDetailStruct Last10; PriceDetailStruct Last11; PriceDetailStruct Last12; PriceDetailStruct Last13; PriceDetailStruct Last14; PriceDetailStruct Last15; PriceDetailStruct Last16; PriceDetailStruct Last17; PriceDetailStruct Last18; PriceDetailStruct Last19; PriceDetailStruct Total;//#27 PriceDetailStruct High;//#8 PriceDetailStruct Low;//#10 PriceDetailStruct Opening;//#6 PriceDetailStruct Closing;//12 PriceDetailStruct BidDOM0;//#100,#101 PriceDetailStruct BidDOM1;//#102,#103 PriceDetailStruct BidDOM2;//#104,#105 PriceDetailStruct BidDOM3;//#106,#107 PriceDetailStruct BidDOM4;//#108,#109 PriceDetailStruct BidDOM5;//#110,#111 PriceDetailStruct BidDOM6;//#112,#113 PriceDetailStruct BidDOM7;//#114,#115 PriceDetailStruct BidDOM8;//#116,#117 PriceDetailStruct BidDOM9;//#118,#119 PriceDetailStruct BidDOM10; PriceDetailStruct BidDOM11; PriceDetailStruct BidDOM12; PriceDetailStruct BidDOM13; PriceDetailStruct BidDOM14; PriceDetailStruct BidDOM15; PriceDetailStruct BidDOM16; PriceDetailStruct BidDOM17; PriceDetailStruct BidDOM18; PriceDetailStruct BidDOM19; PriceDetailStruct OfferDOM0;//#200,#201 PriceDetailStruct OfferDOM1;//#202,#203 PriceDetailStruct OfferDOM2;//#204,#205 PriceDetailStruct OfferDOM3;//#206,#207 PriceDetailStruct OfferDOM4;//#208,#209 PriceDetailStruct OfferDOM5;//#210,#211 PriceDetailStruct OfferDOM6;//#212,#213 PriceDetailStruct OfferDOM7;//#214,#215 PriceDetailStruct OfferDOM8;//#216,#217 PriceDetailStruct OfferDOM9;//#218,#219 PriceDetailStruct OfferDOM10; PriceDetailStruct OfferDOM11; PriceDetailStruct OfferDOM12; PriceDetailStruct OfferDOM13; PriceDetailStruct OfferDOM14; PriceDetailStruct OfferDOM15; PriceDetailStruct OfferDOM16; PriceDetailStruct OfferDOM17; PriceDetailStruct OfferDOM18; PriceDetailStruct OfferDOM19; PriceDetailStruct LimitUp;//#30 PriceDetailStruct LimitDown;//#32 PriceDetailStruct ExecutionUp;//#34 PriceDetailStruct ExecutionDown;//#36 PriceDetailStruct ReferencePrice;//#14 PriceDetailStruct pvCurrStl;//#50,#51 PriceDetailStruct pvSODStl;//#52,#53 PriceDetailStruct pvNewStl;//#54,#55 PriceDetailStruct pvIndBid;//#44,#45 PriceDetailStruct pvIndOffer;//#46,#47 INT Status; INT ChangeMask; INT PriceStatus; } PriceStruct, FAR *PriceStructPtr; 如果已有一個原本使用PATS's API的系統, 也可以採用 fake PATS API 的解決方案 |
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