两个字段确定一支股票：股票市场和股票代码

市场类型

• 未知市场
• 港股
• 港期货(目前是恒指的当月、下月期货行情)
• 美股
• 沪股
• 深股

订阅类型

• 基础报价
• 摆盘
• 逐笔
• 分时
• 日K
• 5分K
• 15分K
• 30分K
• 60分K
• 1分K
• 周K
• 月K
• 经纪队列
• 季K
• 年K
• 3分K
• 委托明细

Security - 证券标识

message Security
{
        required int32 market = 1; //QotMarket,股票市场
        required string code = 2; //股票代码
}

KLine - K线数据点

message KLine
{
        required string time = 1; //时间戳字符串
        required bool isBlank = 2; //是否是空内容的点,若为ture则只有时间信息
        optional double highPrice = 3; //最高价
        optional double openPrice = 4; //开盘价
        optional double lowPrice = 5; //最低价
        optional double closePrice = 6; //收盘价
        optional double lastClosePrice = 7; //昨收价
        optional int64 volume = 8; //成交量
        optional double turnover = 9; //成交额
        optional double turnoverRate = 10; //换手率（该字段为百分比字段，展示为小数表示）
        optional double pe = 11; //市盈率
        optional double changeRate = 12; //涨跌幅（该字段为百分比字段，默认不展示%，如20实际对应20%，如20实际对应20%）
        optional double timestamp = 13; //时间戳
}

Ticker - 逐笔成交

message Ticker
{
        required string time = 1; //时间字符串
        required int64 sequence = 2; // 唯一标识
        required int32 dir = 3; //TickerDirection, 买卖方向
        required double price = 4; //价格
        required int64 volume = 5; //成交量
        required double turnover = 6; //成交额
        optional double recvTime = 7; //收到推送数据的本地时间戳，用于定位延迟
        optional int32 type = 8; //TickerType, 逐笔类型
        optional int32 typeSign = 9; //逐笔类型符号
        optional int32 pushDataType = 10; //用于区分推送情况，仅推送时有该字段
        optional double timestamp = 11; //时间戳
}

OrderBook - 买卖十档摆盘

message OrderBook
{
        required double price = 1; //委托价格
        required int64 volume = 2; //委托数量
        required int32 orederCount = 3; //委托订单个数
}

Rehab - 复权信息

message Rehab
{
        required string time = 1; //时间字符串
        required int64 companyActFlag = 2; //公司行动(CompanyAct)组合标志位,指定某些字段值是否有效
        required double fwdFactorA = 3; //前复权因子A
        required double fwdFactorB = 4; //前复权因子B
        required double bwdFactorA = 5; //后复权因子A
        required double bwdFactorB = 6; //后复权因子B
        optional int32 splitBase = 7; //拆股(例如，1拆5，Base为1，Ert为5)
        optional int32 splitErt = 8;
        optional int32 joinBase = 9; //合股(例如，50合1，Base为50，Ert为1)
        optional int32 joinErt = 10;
        optional int32 bonusBase = 11; //送股(例如，10送3, Base为10,Ert为3)
        optional int32 bonusErt = 12;
        optional int32 transferBase = 13; //转赠股(例如，10转3, Base为10,Ert为3)
        optional int32 transferErt = 14;
        optional int32 allotBase = 15; //配股(例如，10送2, 配股价为6.3元, Base为10, Ert为2, Price为6.3)
        optional int32 allotErt = 16;
        optional double allotPrice = 17;
        optional int32 addBase = 18; //增发股(例如，10送2, 增发股价为6.3元, Base为10, Ert为2, Price为6.3)
        optional int32 addErt = 19;
        optional double addPrice = 20;
        optional double dividend = 21; //现金分红(例如，每10股派现0.5元,则该字段值为0.05)
        optional double spDividend = 22; //特别股息(例如，每10股派特别股息0.5元,则该字段值为0.05)
        optional double timestamp = 23; //时间戳
}

QotRight - 行情权限

enum QotRight
{
        QotRight_Unknow = 0; //未知
        QotRight_Bmp = 1; //Bmp，无法订阅
        QotRight_Level1 = 2; //Level1
        QotRight_Level2 = 3; //Level2
}

RehabType - K线复权类型

enum RehabType
{
        RehabType_None = 0; //不复权
        RehabType_Forward = 1; //前复权
        RehabType_Backward = 2; //后复权
}

KLType - K线类型

 //枚举值兼容旧协议定义
 //新类型季K,年K,3分K暂时没有支持历史K线
enum KLType
{
        KLType_1Min = 1; //1分K
        KLType_Day = 2; //日K
        KLType_Week = 3; //周K
        KLType_Month = 4; //月K
        KLType_Year = 5; //年K
        KLType_5Min = 6; //5分K
        KLType_15Min = 7; //15分K
        KLType_30Min = 8; //30分K
        KLType_60Min = 9; //60分K
        KLType_3Min = 10; //3分K
        KLType_Quarter = 11; //季K
}

KLFields - K线数据字段

enum KLFields
{
        KLFields_High = 1; //最高价
        KLFields_Open = 2; //开盘价
        KLFields_Low = 4; //最低价
        KLFields_Close = 8; //收盘价
        KLFields_LastClose = 16; //昨收价
        KLFields_Volume = 32; //成交量
        KLFields_Turnover = 64; //成交额
        KLFields_TurnoverRate = 128; //换手率
        KLFields_PE = 256; //市盈率
        KLFields_ChangeRate = 512; //涨跌幅
}