張貼日期：Jan 04, 2011 11:2:3 PM
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10
Sum of All Field Length = 1060
更新的欄位資資訊請參考:
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