日线文件以"代号"+"股票代码"+".day"命名，代号为"sh"或"sz"，股票代码6位，一个记录32个字节。

以深发展1997年1月2日的数据为例：
00000000h: 36 B8 30 01 72 06 00 00 86 06 00 00 60 06 00 00 ;
00000010h: 72 06 00 00 77 69 D4 4C 68 FE 66 00 74 06 00 00 ;

以下是分解
00000000h:|36 B8 30 01|72 06 00 00|86 06 00 00|60 06 00 00|;
[36 B8 30 01] = 0x0130B836 = 19970102        日期[unsigned long]
[72 06 00 00] = 0x00000672 = 1650/100 = 16.50    开盘[unsigned long]
[86 06 00 00] = 0x00000686 = 1670/100 = 16.70    最高[unsigned long]
[60 06 00 00] = 0x00000660 = 1632/100 = 16.32    最低[unsigned long]
00000010h:|72 06 00 00|77 69 D4 4C|68 FE 66 00|74 06 00 00|;
[72 06 00 00] = 0x00000672 = 1650/100 = 16.50    收盘[unsigned long]
[77 69 D4 4C] = 0x4CD46977 = 111365048.0    成交额[float]
[68 FE 66 00] = 0x0066FE68 = 6749800        成交量[unsigned long]
[74 06 00 00] = 0x00000674 = 1652/100 = 16.52    上日收盘[unsigned long](保留)

1-4字节 Date:LongInt; //日期
　　 5-8字节 OPen:LongInt; //开盘*100(元)
9-12字节 High:LongInt; //最高价*100(元)

13-16字节 Low:LongInt; //最低价*100(元)
　　 17-20字节 Close:LongInt; //收盘*100(元)
　　　　
　　 21-24字节 single; //Amount
25-28字节 Volume:LongInt; //Volume 成交量(股)
29-32字节 // Reserved

#include
#include
#include
using namespace std;

struct TDSData_Day
{
    unsigned long date;             //日期
    unsigned long open;             //开盘价，单位：分
    unsigned long high;             //最高价，单位：分
    unsigned long low;              //最低价，单位：分
    unsigned long close;            //收盘价，单位：分
    float amount;                   //交易金额，单位：元
    unsigned long vol;              //成交量，单位：股
    int reserv;                     //保留，有时用来保存上一交易日收盘价
};

void showData(TDSData_Day data)
{
     cout << "日  期:" << data.date << endl;
     cout << "开盘价:" << setw(8) << setprecision(2) << data.open / 100.0 << " 元\t";
     cout << "最高价:" << setw(8) << data.high / 100.0 << " 元\t";
     cout << "最低价:" << setw(8) << data.low / 100.0 << " 元\t";
     cout << "收盘价:" << setw(8) << data.close / 100.0 << " 元\t" <<endl;
     cout << "成交额:" << setw(12) << fixed << setprecision(0) << data.amount << " 元" <<endl;
     cout << "成交量:" << setw(12) << data.vol << " 股" <<endl;
     cout << "昨收盘:" << setw(8) << setprecision(2) << data.reserv/100.0 << " 元" <<endl;
}

int main()
{
    TDSData_Day myIn;
    cout << "文件读出测试" << endl;
   
    ifstream fin;
    const char* fname = "D:\\new_dgzq\\Vipdoc\\sz\\lday\\sz000001.day";
    fname ="sz000001.day";
    fin.open(fname,ios::binary | ios::in);
    for(int i = 0; i < 5; i++)
    {
            fin.read(reinterpret_cast(&myIn), sizeof(TDSData_Day));
            showData(myIn);
    }
    fin.close();
    fname ="sz000002.day";
    fin.open(fname,ios::binary | ios::in);
    for(int i = 0; i < 5; i++)
    {
            fin.read(reinterpret_cast(&myIn), sizeof(TDSData_Day));
            showData(myIn);
    }
    fin.close();

    cout << "Done!";
    return 0;
}