md.proto

package jzs.msg.md;

message AskBid {
    //required uint32    level = 1;
    repeated  double  bidPrice = 1;
    repeated uint32   bidVolume  = 2;
    repeated double   askPrice = 3;
    repeated uint32   askVolume = 4;
};
        
message QuoteStatic {
    required uint32 date  = 1;
    required uint32 tradeday = 2;
    required double uplimit = 3;
    required double downlimit = 4;  

    required int64  preinterest = 5;
    required double preclose = 6;
    required double presettle = 7;
    required double predelta = 8;
};

message MarketQuoteExData {
    optional double rsi_turnover = 1;  
    optional double rsi_roc = 2;       
    optional double rop_found = 3;     
};

message MarketQuote {

    required uint32 jzcode = 1;
    optional string symbol = 2;
    required uint32 time = 3;

    required double open = 4;
    required double high = 5;
    required double low = 6;
    required double last = 7;
    
    required int64  volume = 8;
    required double turnover = 9;
    required int64 interest = 10;    
    
    required double close = 11;
    required double settle = 12;
    required double delta = 13;
    
    required AskBid ab = 14;
    required QuoteStatic qs = 15;
    
    //int ntrade; // STK - L2 trade nums for the last trade px
    required double iopv = 16;
    
    required double avgbidpx = 17;
    required int64 totbidvol = 18;

    required double avgaskpx = 19;
    required int64 totaskvol = 20;
    
    //bool isbid;  // no userable 
    optional int32 quoteage = 21; 

    optional MarketQuoteExData ext = 22;
    optional double vwap = 23;
};

enum MarketDataType{
    MD_STK_L1 = 1;
    MD_STK_L2 = 2;
    MD_FUT_L1 = 3;
    MD_FUT_L2 = 4;
};

message MarketDataInd {
    required MarketDataType type = 1;
    optional MarketQuote    stk = 2;
    optional MarketQuote    fut = 3;
};