2317 lines
79 KiB
Python
2317 lines
79 KiB
Python
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# encoding: UTF-8
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structDict = {}
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#//////////////////////////////////////////////////////////////////////
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#@company shanghai liber information Technology Co.,Ltd
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#@file SecurityFtdcUserApiStruct.h
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#@brief 定义业务数据结构
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#//////////////////////////////////////////////////////////////////////
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#响应信息
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CSecurityFtdcRspInfoField = {}
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#错误代码
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CSecurityFtdcRspInfoField["ErrorID"] = "int"
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#错误信息
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CSecurityFtdcRspInfoField["ErrorMsg"] = "string"
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structDict['CSecurityFtdcRspInfoField'] = CSecurityFtdcRspInfoField
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#交易所
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CSecurityFtdcExchangeField = {}
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#交易所代码
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CSecurityFtdcExchangeField["ExchangeID"] = "string"
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#交易所名称
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CSecurityFtdcExchangeField["ExchangeName"] = "string"
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#交易所属性
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CSecurityFtdcExchangeField["ExchangeProperty"] = "string"
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structDict['CSecurityFtdcExchangeField'] = CSecurityFtdcExchangeField
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#产品
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CSecurityFtdcProductField = {}
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#产品代码
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CSecurityFtdcProductField["ProductID"] = "string"
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#产品名称
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CSecurityFtdcProductField["ProductName"] = "string"
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#交易所代码
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CSecurityFtdcProductField["ExchangeID"] = "string"
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#产品类型
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CSecurityFtdcProductField["ProductClass"] = "string"
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#合约数量乘数
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CSecurityFtdcProductField["VolumeMultiple"] = "int"
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#最小变动价位
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CSecurityFtdcProductField["PriceTick"] = "float"
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#市价单最大下单量
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CSecurityFtdcProductField["MaxMarketOrderVolume"] = "int"
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#市价单最小下单量
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CSecurityFtdcProductField["MinMarketOrderVolume"] = "int"
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#限价单最大下单量
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CSecurityFtdcProductField["MaxLimitOrderVolume"] = "int"
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#限价单最小下单量
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CSecurityFtdcProductField["MinLimitOrderVolume"] = "int"
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#持仓类型
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CSecurityFtdcProductField["PositionType"] = "string"
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#持仓日期类型
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CSecurityFtdcProductField["PositionDateType"] = "string"
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#ETF最小交易单位
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CSecurityFtdcProductField["EFTMinTradeVolume"] = "int"
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structDict['CSecurityFtdcProductField'] = CSecurityFtdcProductField
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#合约
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CSecurityFtdcInstrumentField = {}
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#合约代码
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CSecurityFtdcInstrumentField["InstrumentID"] = "string"
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#交易所代码
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CSecurityFtdcInstrumentField["ExchangeID"] = "string"
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#合约名称
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CSecurityFtdcInstrumentField["InstrumentName"] = "string"
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#合约在交易所的代码
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CSecurityFtdcInstrumentField["ExchangeInstID"] = "string"
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#产品代码
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CSecurityFtdcInstrumentField["ProductID"] = "string"
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#产品类型
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CSecurityFtdcInstrumentField["ProductClass"] = "string"
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#交割年份
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CSecurityFtdcInstrumentField["DeliveryYear"] = "int"
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#交割月
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CSecurityFtdcInstrumentField["DeliveryMonth"] = "int"
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#市价单最大下单量
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CSecurityFtdcInstrumentField["MaxMarketOrderVolume"] = "int"
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#市价单最小下单量
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CSecurityFtdcInstrumentField["MinMarketOrderVolume"] = "int"
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#限价单最大下单量
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CSecurityFtdcInstrumentField["MaxLimitOrderVolume"] = "int"
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#限价单最小下单量
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CSecurityFtdcInstrumentField["MinLimitOrderVolume"] = "int"
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#合约数量乘数
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CSecurityFtdcInstrumentField["VolumeMultiple"] = "int"
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#最小变动价位
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CSecurityFtdcInstrumentField["PriceTick"] = "float"
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#创建日
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CSecurityFtdcInstrumentField["CreateDate"] = "string"
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#上市日
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CSecurityFtdcInstrumentField["OpenDate"] = "string"
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#到期日
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CSecurityFtdcInstrumentField["ExpireDate"] = "string"
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#开始交割日
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CSecurityFtdcInstrumentField["StartDelivDate"] = "string"
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#结束交割日
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CSecurityFtdcInstrumentField["EndDelivDate"] = "string"
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#合约生命周期状态
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CSecurityFtdcInstrumentField["InstLifePhase"] = "string"
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#当前是否交易
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CSecurityFtdcInstrumentField["IsTrading"] = "int"
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#持仓类型
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CSecurityFtdcInstrumentField["PositionType"] = "string"
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#报单能否撤单
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CSecurityFtdcInstrumentField["OrderCanBeWithdraw"] = "int"
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#最小买下单单位
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CSecurityFtdcInstrumentField["MinBuyVolume"] = "int"
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#最小卖下单单位
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CSecurityFtdcInstrumentField["MinSellVolume"] = "int"
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#股票权限模版代码
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CSecurityFtdcInstrumentField["RightModelID"] = "string"
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#持仓交易类型
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CSecurityFtdcInstrumentField["PosTradeType"] = "string"
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#市场代码
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CSecurityFtdcInstrumentField["MarketID"] = "string"
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#期权执行价格
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CSecurityFtdcInstrumentField["ExecPrice"] = "float"
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#期权单手保证金
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CSecurityFtdcInstrumentField["UnitMargin"] = "float"
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#合约类型
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CSecurityFtdcInstrumentField["InstrumentType"] = "string"
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#期权保证金参数1
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CSecurityFtdcInstrumentField["OptionsMarginParam1"] = "float"
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#期权保证金参数2
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CSecurityFtdcInstrumentField["OptionsMarginParam2"] = "float"
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structDict['CSecurityFtdcInstrumentField'] = CSecurityFtdcInstrumentField
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#经纪公司
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CSecurityFtdcBrokerField = {}
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#经纪公司代码
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CSecurityFtdcBrokerField["BrokerID"] = "string"
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#经纪公司简称
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CSecurityFtdcBrokerField["BrokerAbbr"] = "string"
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#经纪公司名称
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CSecurityFtdcBrokerField["BrokerName"] = "string"
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#是否活跃
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CSecurityFtdcBrokerField["IsActive"] = "int"
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structDict['CSecurityFtdcBrokerField'] = CSecurityFtdcBrokerField
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#会员编码和经纪公司编码对照表
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CSecurityFtdcPartBrokerField = {}
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#经纪公司代码
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CSecurityFtdcPartBrokerField["BrokerID"] = "string"
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#交易所代码
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CSecurityFtdcPartBrokerField["ExchangeID"] = "string"
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#会员代码
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CSecurityFtdcPartBrokerField["ParticipantID"] = "string"
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#是否活跃
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CSecurityFtdcPartBrokerField["IsActive"] = "int"
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structDict['CSecurityFtdcPartBrokerField'] = CSecurityFtdcPartBrokerField
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#投资者
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CSecurityFtdcInvestorField = {}
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#投资者代码
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CSecurityFtdcInvestorField["InvestorID"] = "string"
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#经纪公司代码
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CSecurityFtdcInvestorField["BrokerID"] = "string"
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#投资者分组代码
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CSecurityFtdcInvestorField["InvestorGroupID"] = "string"
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#投资者名称
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CSecurityFtdcInvestorField["InvestorName"] = "string"
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#证件类型
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CSecurityFtdcInvestorField["IdentifiedCardType"] = "string"
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#证件号码
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CSecurityFtdcInvestorField["IdentifiedCardNo"] = "string"
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#是否活跃
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CSecurityFtdcInvestorField["IsActive"] = "int"
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#上海营业部编号
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CSecurityFtdcInvestorField["SHBranchID"] = "string"
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#深圳营业部编号
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CSecurityFtdcInvestorField["SZBranchID"] = "string"
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#所属结算系统类型
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CSecurityFtdcInvestorField["SettleSystemType"] = "string"
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#投资者期权交易等级
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CSecurityFtdcInvestorField["InvestorLevel"] = "string"
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structDict['CSecurityFtdcInvestorField'] = CSecurityFtdcInvestorField
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#交易编码
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CSecurityFtdcTradingCodeField = {}
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#投资者代码
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CSecurityFtdcTradingCodeField["InvestorID"] = "string"
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#经纪公司代码
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CSecurityFtdcTradingCodeField["BrokerID"] = "string"
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#交易所代码
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CSecurityFtdcTradingCodeField["ExchangeID"] = "string"
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#客户代码
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CSecurityFtdcTradingCodeField["ClientID"] = "string"
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#是否活跃
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CSecurityFtdcTradingCodeField["IsActive"] = "int"
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#AccountID
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CSecurityFtdcTradingCodeField["AccountID"] = "string"
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#交易单元号
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CSecurityFtdcTradingCodeField["PBU"] = "string"
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#ClientType
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CSecurityFtdcTradingCodeField["ClientType"] = "string"
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structDict['CSecurityFtdcTradingCodeField'] = CSecurityFtdcTradingCodeField
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#管理用户
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CSecurityFtdcSuperUserField = {}
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#用户代码
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CSecurityFtdcSuperUserField["UserID"] = "string"
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#用户名称
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CSecurityFtdcSuperUserField["UserName"] = "string"
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#密码
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CSecurityFtdcSuperUserField["Password"] = "string"
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#是否活跃
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CSecurityFtdcSuperUserField["IsActive"] = "int"
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structDict['CSecurityFtdcSuperUserField'] = CSecurityFtdcSuperUserField
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#管理用户功能权限
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CSecurityFtdcSuperUserFunctionField = {}
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#用户代码
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CSecurityFtdcSuperUserFunctionField["UserID"] = "string"
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#功能代码
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CSecurityFtdcSuperUserFunctionField["FunctionCode"] = "string"
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structDict['CSecurityFtdcSuperUserFunctionField'] = CSecurityFtdcSuperUserFunctionField
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#经纪公司用户
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CSecurityFtdcBrokerUserField = {}
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#经纪公司代码
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CSecurityFtdcBrokerUserField["BrokerID"] = "string"
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#用户代码
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CSecurityFtdcBrokerUserField["UserID"] = "string"
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#用户名称
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CSecurityFtdcBrokerUserField["UserName"] = "string"
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#用户类型
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CSecurityFtdcBrokerUserField["UserType"] = "string"
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#是否活跃
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CSecurityFtdcBrokerUserField["IsActive"] = "int"
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#是否使用令牌
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CSecurityFtdcBrokerUserField["IsUsingOTP"] = "int"
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structDict['CSecurityFtdcBrokerUserField'] = CSecurityFtdcBrokerUserField
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#经纪公司用户功能权限
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CSecurityFtdcBrokerUserFunctionField = {}
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#经纪公司代码
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CSecurityFtdcBrokerUserFunctionField["BrokerID"] = "string"
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#用户代码
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CSecurityFtdcBrokerUserFunctionField["UserID"] = "string"
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#经纪公司功能代码
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CSecurityFtdcBrokerUserFunctionField["BrokerFunctionCode"] = "string"
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structDict['CSecurityFtdcBrokerUserFunctionField'] = CSecurityFtdcBrokerUserFunctionField
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#资金账户
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CSecurityFtdcTradingAccountField = {}
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#经纪公司代码
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CSecurityFtdcTradingAccountField["BrokerID"] = "string"
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#投资者帐号
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CSecurityFtdcTradingAccountField["AccountID"] = "string"
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#上次质押金额
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CSecurityFtdcTradingAccountField["PreMortgage"] = "float"
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#上次信用额度
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CSecurityFtdcTradingAccountField["PreCredit"] = "float"
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#上次存款额
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CSecurityFtdcTradingAccountField["PreDeposit"] = "float"
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#上次结算准备金
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CSecurityFtdcTradingAccountField["PreBalance"] = "float"
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#上次占用的保证金
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CSecurityFtdcTradingAccountField["PreMargin"] = "float"
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#利息基数
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CSecurityFtdcTradingAccountField["InterestBase"] = "float"
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#利息收入
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CSecurityFtdcTradingAccountField["Interest"] = "float"
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#入金金额
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CSecurityFtdcTradingAccountField["Deposit"] = "float"
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#出金金额
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CSecurityFtdcTradingAccountField["Withdraw"] = "float"
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#冻结的保证金
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CSecurityFtdcTradingAccountField["FrozenMargin"] = "float"
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#冻结的资金
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CSecurityFtdcTradingAccountField["FrozenCash"] = "float"
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#冻结的手续费
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CSecurityFtdcTradingAccountField["FrozenCommission"] = "float"
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#当前保证金总额
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CSecurityFtdcTradingAccountField["CurrMargin"] = "float"
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#资金差额
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CSecurityFtdcTradingAccountField["CashIn"] = "float"
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#手续费
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CSecurityFtdcTradingAccountField["Commission"] = "float"
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#结算准备金
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CSecurityFtdcTradingAccountField["Balance"] = "float"
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#现金
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CSecurityFtdcTradingAccountField["Available"] = "float"
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#可取资金
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CSecurityFtdcTradingAccountField["WithdrawQuota"] = "float"
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#基本准备金
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CSecurityFtdcTradingAccountField["Reserve"] = "float"
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#交易日
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CSecurityFtdcTradingAccountField["TradingDay"] = "string"
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#保证金可用余额
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CSecurityFtdcTradingAccountField["Credit"] = "float"
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#质押金额
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CSecurityFtdcTradingAccountField["Mortgage"] = "float"
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#交易所保证金
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CSecurityFtdcTradingAccountField["ExchangeMargin"] = "float"
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#投资者交割保证金
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CSecurityFtdcTradingAccountField["DeliveryMargin"] = "float"
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#交易所交割保证金
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CSecurityFtdcTradingAccountField["ExchangeDeliveryMargin"] = "float"
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#冻结的过户费
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CSecurityFtdcTradingAccountField["FrozenTransferFee"] = "float"
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#冻结的印花税
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CSecurityFtdcTradingAccountField["FrozenStampTax"] = "float"
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#过户费
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|
|
CSecurityFtdcTradingAccountField["TransferFee"] = "float"
|
||
|
|
#印花税
|
||
|
|
CSecurityFtdcTradingAccountField["StampTax"] = "float"
|
||
|
|
#折算金额
|
||
|
|
CSecurityFtdcTradingAccountField["ConversionAmount"] = "float"
|
||
|
|
#授信额度
|
||
|
|
CSecurityFtdcTradingAccountField["CreditAmount"] = "float"
|
||
|
|
#证券总价值
|
||
|
|
CSecurityFtdcTradingAccountField["StockValue"] = "float"
|
||
|
|
#国债回购占用资金
|
||
|
|
CSecurityFtdcTradingAccountField["BondRepurchaseAmount"] = "float"
|
||
|
|
#国债逆回购占用资金
|
||
|
|
CSecurityFtdcTradingAccountField["ReverseRepurchaseAmount"] = "float"
|
||
|
|
#币种
|
||
|
|
CSecurityFtdcTradingAccountField["CurrencyCode"] = "string"
|
||
|
|
#账户类型
|
||
|
|
CSecurityFtdcTradingAccountField["AccountType"] = "string"
|
||
|
|
#融资买入金额
|
||
|
|
CSecurityFtdcTradingAccountField["MarginTradeAmount"] = "float"
|
||
|
|
#融券卖出金额
|
||
|
|
CSecurityFtdcTradingAccountField["ShortSellAmount"] = "float"
|
||
|
|
#融资持仓盈亏
|
||
|
|
CSecurityFtdcTradingAccountField["MarginTradeProfit"] = "float"
|
||
|
|
#融券持仓盈亏
|
||
|
|
CSecurityFtdcTradingAccountField["ShortSellProfit"] = "float"
|
||
|
|
#融券总市值
|
||
|
|
CSecurityFtdcTradingAccountField["SSStockValue"] = "float"
|
||
|
|
#维持担保比例
|
||
|
|
CSecurityFtdcTradingAccountField["CreditRatio"] = "float"
|
||
|
|
#行权冻结资金
|
||
|
|
CSecurityFtdcTradingAccountField["FrozenExecCash"] = "float"
|
||
|
|
structDict['CSecurityFtdcTradingAccountField'] = CSecurityFtdcTradingAccountField
|
||
|
|
|
||
|
|
|
||
|
|
#禁止登录用户
|
||
|
|
CSecurityFtdcLoginForbiddenUserField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcLoginForbiddenUserField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcLoginForbiddenUserField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcLoginForbiddenUserField'] = CSecurityFtdcLoginForbiddenUserField
|
||
|
|
|
||
|
|
|
||
|
|
#深度行情
|
||
|
|
CSecurityFtdcDepthMarketDataField = {}
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcDepthMarketDataField["TradingDay"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcDepthMarketDataField["InstrumentID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcDepthMarketDataField["ExchangeID"] = "string"
|
||
|
|
#合约在交易所的代码
|
||
|
|
CSecurityFtdcDepthMarketDataField["ExchangeInstID"] = "string"
|
||
|
|
#最新价
|
||
|
|
CSecurityFtdcDepthMarketDataField["LastPrice"] = "float"
|
||
|
|
#上次结算价
|
||
|
|
CSecurityFtdcDepthMarketDataField["PreSettlementPrice"] = "float"
|
||
|
|
#昨收盘
|
||
|
|
CSecurityFtdcDepthMarketDataField["PreClosePrice"] = "float"
|
||
|
|
#昨持仓量
|
||
|
|
CSecurityFtdcDepthMarketDataField["PreOpenInterest"] = "float"
|
||
|
|
#今开盘
|
||
|
|
CSecurityFtdcDepthMarketDataField["OpenPrice"] = "float"
|
||
|
|
#最高价
|
||
|
|
CSecurityFtdcDepthMarketDataField["HighestPrice"] = "float"
|
||
|
|
#最低价
|
||
|
|
CSecurityFtdcDepthMarketDataField["LowestPrice"] = "float"
|
||
|
|
#数量
|
||
|
|
CSecurityFtdcDepthMarketDataField["Volume"] = "int"
|
||
|
|
#成交金额
|
||
|
|
CSecurityFtdcDepthMarketDataField["Turnover"] = "float"
|
||
|
|
#持仓量
|
||
|
|
CSecurityFtdcDepthMarketDataField["OpenInterest"] = "float"
|
||
|
|
#今收盘
|
||
|
|
CSecurityFtdcDepthMarketDataField["ClosePrice"] = "float"
|
||
|
|
#本次结算价
|
||
|
|
CSecurityFtdcDepthMarketDataField["SettlementPrice"] = "float"
|
||
|
|
#涨停板价
|
||
|
|
CSecurityFtdcDepthMarketDataField["UpperLimitPrice"] = "float"
|
||
|
|
#跌停板价
|
||
|
|
CSecurityFtdcDepthMarketDataField["LowerLimitPrice"] = "float"
|
||
|
|
#昨虚实度
|
||
|
|
CSecurityFtdcDepthMarketDataField["PreDelta"] = "float"
|
||
|
|
#今虚实度
|
||
|
|
CSecurityFtdcDepthMarketDataField["CurrDelta"] = "float"
|
||
|
|
#最后修改时间
|
||
|
|
CSecurityFtdcDepthMarketDataField["UpdateTime"] = "string"
|
||
|
|
#最后修改毫秒
|
||
|
|
CSecurityFtdcDepthMarketDataField["UpdateMillisec"] = "int"
|
||
|
|
#申买价一
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidPrice1"] = "float"
|
||
|
|
#申买量一
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidVolume1"] = "int"
|
||
|
|
#申卖价一
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskPrice1"] = "float"
|
||
|
|
#申卖量一
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskVolume1"] = "int"
|
||
|
|
#申买价二
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidPrice2"] = "float"
|
||
|
|
#申买量二
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidVolume2"] = "int"
|
||
|
|
#申卖价二
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskPrice2"] = "float"
|
||
|
|
#申卖量二
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskVolume2"] = "int"
|
||
|
|
#申买价三
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidPrice3"] = "float"
|
||
|
|
#申买量三
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidVolume3"] = "int"
|
||
|
|
#申卖价三
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskPrice3"] = "float"
|
||
|
|
#申卖量三
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskVolume3"] = "int"
|
||
|
|
#申买价四
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidPrice4"] = "float"
|
||
|
|
#申买量四
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidVolume4"] = "int"
|
||
|
|
#申卖价四
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskPrice4"] = "float"
|
||
|
|
#申卖量四
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskVolume4"] = "int"
|
||
|
|
#申买价五
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidPrice5"] = "float"
|
||
|
|
#申买量五
|
||
|
|
CSecurityFtdcDepthMarketDataField["BidVolume5"] = "int"
|
||
|
|
#申卖价五
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskPrice5"] = "float"
|
||
|
|
#申卖量五
|
||
|
|
CSecurityFtdcDepthMarketDataField["AskVolume5"] = "int"
|
||
|
|
#当日均价
|
||
|
|
CSecurityFtdcDepthMarketDataField["AveragePrice"] = "float"
|
||
|
|
#业务日期
|
||
|
|
CSecurityFtdcDepthMarketDataField["ActionDay"] = "string"
|
||
|
|
structDict['CSecurityFtdcDepthMarketDataField'] = CSecurityFtdcDepthMarketDataField
|
||
|
|
|
||
|
|
|
||
|
|
#投资者合约交易权限
|
||
|
|
CSecurityFtdcInstrumentTradingRightField = {}
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["InstrumentID"] = "string"
|
||
|
|
#投资者范围
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["InvestorRange"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["InvestorID"] = "string"
|
||
|
|
#买卖
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["Direction"] = "string"
|
||
|
|
#交易权限
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["TradingRight"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["ExchangeID"] = "string"
|
||
|
|
#股票权限分类
|
||
|
|
CSecurityFtdcInstrumentTradingRightField["InstrumentRange"] = "string"
|
||
|
|
structDict['CSecurityFtdcInstrumentTradingRightField'] = CSecurityFtdcInstrumentTradingRightField
|
||
|
|
|
||
|
|
|
||
|
|
#投资者持仓明细
|
||
|
|
CSecurityFtdcInvestorPositionDetailField = {}
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["InstrumentID"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["InvestorID"] = "string"
|
||
|
|
#投机套保标志
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["HedgeFlag"] = "string"
|
||
|
|
#买卖
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["Direction"] = "string"
|
||
|
|
#开仓日期
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["OpenDate"] = "string"
|
||
|
|
#成交编号
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["TradeID"] = "string"
|
||
|
|
#数量
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["Volume"] = "int"
|
||
|
|
#开仓价
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["OpenPrice"] = "float"
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["TradingDay"] = "string"
|
||
|
|
#成交类型
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["TradeType"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["ExchangeID"] = "string"
|
||
|
|
#投资者保证金
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["Margin"] = "float"
|
||
|
|
#交易所保证金
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["ExchMargin"] = "float"
|
||
|
|
#昨结算价
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["LastSettlementPrice"] = "float"
|
||
|
|
#结算价
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["SettlementPrice"] = "float"
|
||
|
|
#平仓量
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["CloseVolume"] = "int"
|
||
|
|
#平仓金额
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["CloseAmount"] = "float"
|
||
|
|
#过户费
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["TransferFee"] = "float"
|
||
|
|
#印花税
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["StampTax"] = "float"
|
||
|
|
#手续费
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["Commission"] = "float"
|
||
|
|
#AccountID
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["AccountID"] = "string"
|
||
|
|
#质押入库数量
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["PledgeInPosition"] = "int"
|
||
|
|
#质押入库冻结数量
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["PledgeInFrozenPosition"] = "int"
|
||
|
|
#正回购使用的标准券数量
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["RepurchasePosition"] = "int"
|
||
|
|
#融资融券金额
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["Amount"] = "float"
|
||
|
|
#标的合约代码
|
||
|
|
CSecurityFtdcInvestorPositionDetailField["UnderlyingInstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcInvestorPositionDetailField'] = CSecurityFtdcInvestorPositionDetailField
|
||
|
|
|
||
|
|
|
||
|
|
#债券利息
|
||
|
|
CSecurityFtdcBondInterestField = {}
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcBondInterestField["TradingDay"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcBondInterestField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcBondInterestField["InstrumentID"] = "string"
|
||
|
|
#利息
|
||
|
|
CSecurityFtdcBondInterestField["Interest"] = "float"
|
||
|
|
structDict['CSecurityFtdcBondInterestField'] = CSecurityFtdcBondInterestField
|
||
|
|
|
||
|
|
|
||
|
|
#市值配售信息
|
||
|
|
CSecurityFtdcMarketRationInfoField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcMarketRationInfoField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcMarketRationInfoField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcMarketRationInfoField["ExchangeID"] = "string"
|
||
|
|
#可配售手数
|
||
|
|
CSecurityFtdcMarketRationInfoField["RationVolume"] = "int"
|
||
|
|
structDict['CSecurityFtdcMarketRationInfoField'] = CSecurityFtdcMarketRationInfoField
|
||
|
|
|
||
|
|
|
||
|
|
#合约手续费率
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["InstrumentID"] = "string"
|
||
|
|
#投资者范围
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["InvestorRange"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["InvestorID"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["Direction"] = "string"
|
||
|
|
#印花税率
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["StampTaxRateByMoney"] = "float"
|
||
|
|
#印花税率(按手数)
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["StampTaxRateByVolume"] = "float"
|
||
|
|
#过户费率
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["TransferFeeRateByMoney"] = "float"
|
||
|
|
#过户费率(按手数)
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["TransferFeeRateByVolume"] = "float"
|
||
|
|
#交易费
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["TradeFeeByMoney"] = "float"
|
||
|
|
#交易费(按手数)
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["TradeFeeByVolume"] = "float"
|
||
|
|
#交易附加费率
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["MarginByMoney"] = "float"
|
||
|
|
#最小交易费
|
||
|
|
CSecurityFtdcInstrumentCommissionRateField["MinTradeFee"] = "float"
|
||
|
|
structDict['CSecurityFtdcInstrumentCommissionRateField'] = CSecurityFtdcInstrumentCommissionRateField
|
||
|
|
|
||
|
|
|
||
|
|
#余券信息
|
||
|
|
CSecurityFtdcExcessStockInfoField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcExcessStockInfoField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcExcessStockInfoField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcExcessStockInfoField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcExcessStockInfoField["InstrumentID"] = "string"
|
||
|
|
#余券数量
|
||
|
|
CSecurityFtdcExcessStockInfoField["ExcessVolume"] = "int"
|
||
|
|
#余券冻结数量
|
||
|
|
CSecurityFtdcExcessStockInfoField["ExcessFrozenVolume"] = "int"
|
||
|
|
structDict['CSecurityFtdcExcessStockInfoField'] = CSecurityFtdcExcessStockInfoField
|
||
|
|
|
||
|
|
|
||
|
|
#ETF合约
|
||
|
|
CSecurityFtdcETFInstrumentField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcETFInstrumentField["ExchangeID"] = "string"
|
||
|
|
#ETF证券代码
|
||
|
|
CSecurityFtdcETFInstrumentField["ETFInstrumentID"] = "string"
|
||
|
|
#ETF对应申赎代码
|
||
|
|
CSecurityFtdcETFInstrumentField["ETFPurRedInstrumentID"] = "string"
|
||
|
|
#最小申购赎回单位对应的ETF份数
|
||
|
|
CSecurityFtdcETFInstrumentField["CreationRedemptionUnit"] = "int"
|
||
|
|
#最大现金替代比例
|
||
|
|
CSecurityFtdcETFInstrumentField["Maxcashratio"] = "float"
|
||
|
|
#基金当天申购赎回状态
|
||
|
|
CSecurityFtdcETFInstrumentField["Creationredemption"] = "string"
|
||
|
|
#预估金额
|
||
|
|
CSecurityFtdcETFInstrumentField["EstimateCashComponent"] = "float"
|
||
|
|
structDict['CSecurityFtdcETFInstrumentField'] = CSecurityFtdcETFInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#ETF股票篮
|
||
|
|
CSecurityFtdcETFBasketField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcETFBasketField["ExchangeID"] = "string"
|
||
|
|
#ETF证券代码
|
||
|
|
CSecurityFtdcETFBasketField["ETFInstrumentID"] = "string"
|
||
|
|
#股票证券代码
|
||
|
|
CSecurityFtdcETFBasketField["StockInstrumentID"] = "string"
|
||
|
|
#股票证券名称
|
||
|
|
CSecurityFtdcETFBasketField["StockInstrumentName"] = "string"
|
||
|
|
#股票数量
|
||
|
|
CSecurityFtdcETFBasketField["Volume"] = "int"
|
||
|
|
#替代标志
|
||
|
|
CSecurityFtdcETFBasketField["CurrenceReplaceStatus"] = "string"
|
||
|
|
#溢价比例
|
||
|
|
CSecurityFtdcETFBasketField["Premium"] = "float"
|
||
|
|
#总金额
|
||
|
|
CSecurityFtdcETFBasketField["Amount"] = "float"
|
||
|
|
structDict['CSecurityFtdcETFBasketField'] = CSecurityFtdcETFBasketField
|
||
|
|
|
||
|
|
|
||
|
|
#OF合约
|
||
|
|
CSecurityFtdcOFInstrumentField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcOFInstrumentField["ExchangeID"] = "string"
|
||
|
|
#OF基金代码
|
||
|
|
CSecurityFtdcOFInstrumentField["InstrumentID"] = "string"
|
||
|
|
#基金当天申购赎回状态
|
||
|
|
CSecurityFtdcOFInstrumentField["Creationredemption"] = "string"
|
||
|
|
#基金净值
|
||
|
|
CSecurityFtdcOFInstrumentField["NetPrice"] = "float"
|
||
|
|
structDict['CSecurityFtdcOFInstrumentField'] = CSecurityFtdcOFInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#ETF合约
|
||
|
|
CSecurityFtdcSFInstrumentField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcSFInstrumentField["ExchangeID"] = "string"
|
||
|
|
#基金代码
|
||
|
|
CSecurityFtdcSFInstrumentField["InstrumentID"] = "string"
|
||
|
|
#SF基金代码
|
||
|
|
CSecurityFtdcSFInstrumentField["SFInstrumentID"] = "string"
|
||
|
|
#基金当天拆分合并状态
|
||
|
|
CSecurityFtdcSFInstrumentField["SplitMergeStatus"] = "string"
|
||
|
|
#最小拆分数量
|
||
|
|
CSecurityFtdcSFInstrumentField["MinSplitVolume"] = "int"
|
||
|
|
#最小合并数量
|
||
|
|
CSecurityFtdcSFInstrumentField["MinMergeVolume"] = "int"
|
||
|
|
#拆分/合并比例
|
||
|
|
CSecurityFtdcSFInstrumentField["VolumeRatio"] = "int"
|
||
|
|
#基金净值
|
||
|
|
CSecurityFtdcSFInstrumentField["NetPrice"] = "float"
|
||
|
|
structDict['CSecurityFtdcSFInstrumentField'] = CSecurityFtdcSFInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#交易所交易员报盘机
|
||
|
|
CSecurityFtdcTraderOfferField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcTraderOfferField["ExchangeID"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcTraderOfferField["BranchPBU"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcTraderOfferField["ParticipantID"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcTraderOfferField["Password"] = "string"
|
||
|
|
#安装编号
|
||
|
|
CSecurityFtdcTraderOfferField["InstallID"] = "int"
|
||
|
|
#本地报单编号
|
||
|
|
CSecurityFtdcTraderOfferField["OrderLocalID"] = "string"
|
||
|
|
#交易所交易员连接状态
|
||
|
|
CSecurityFtdcTraderOfferField["TraderConnectStatus"] = "string"
|
||
|
|
#发出连接请求的日期
|
||
|
|
CSecurityFtdcTraderOfferField["ConnectRequestDate"] = "string"
|
||
|
|
#发出连接请求的时间
|
||
|
|
CSecurityFtdcTraderOfferField["ConnectRequestTime"] = "string"
|
||
|
|
#上次报告日期
|
||
|
|
CSecurityFtdcTraderOfferField["LastReportDate"] = "string"
|
||
|
|
#上次报告时间
|
||
|
|
CSecurityFtdcTraderOfferField["LastReportTime"] = "string"
|
||
|
|
#完成连接日期
|
||
|
|
CSecurityFtdcTraderOfferField["ConnectDate"] = "string"
|
||
|
|
#完成连接时间
|
||
|
|
CSecurityFtdcTraderOfferField["ConnectTime"] = "string"
|
||
|
|
#启动日期
|
||
|
|
CSecurityFtdcTraderOfferField["StartDate"] = "string"
|
||
|
|
#启动时间
|
||
|
|
CSecurityFtdcTraderOfferField["StartTime"] = "string"
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcTraderOfferField["TradingDay"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcTraderOfferField["BrokerID"] = "string"
|
||
|
|
structDict['CSecurityFtdcTraderOfferField'] = CSecurityFtdcTraderOfferField
|
||
|
|
|
||
|
|
|
||
|
|
#交易所行情报盘机
|
||
|
|
CSecurityFtdcMDTraderOfferField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcMDTraderOfferField["ExchangeID"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcMDTraderOfferField["BranchPBU"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcMDTraderOfferField["ParticipantID"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcMDTraderOfferField["Password"] = "string"
|
||
|
|
#安装编号
|
||
|
|
CSecurityFtdcMDTraderOfferField["InstallID"] = "int"
|
||
|
|
#本地报单编号
|
||
|
|
CSecurityFtdcMDTraderOfferField["OrderLocalID"] = "string"
|
||
|
|
#交易所交易员连接状态
|
||
|
|
CSecurityFtdcMDTraderOfferField["TraderConnectStatus"] = "string"
|
||
|
|
#发出连接请求的日期
|
||
|
|
CSecurityFtdcMDTraderOfferField["ConnectRequestDate"] = "string"
|
||
|
|
#发出连接请求的时间
|
||
|
|
CSecurityFtdcMDTraderOfferField["ConnectRequestTime"] = "string"
|
||
|
|
#上次报告日期
|
||
|
|
CSecurityFtdcMDTraderOfferField["LastReportDate"] = "string"
|
||
|
|
#上次报告时间
|
||
|
|
CSecurityFtdcMDTraderOfferField["LastReportTime"] = "string"
|
||
|
|
#完成连接日期
|
||
|
|
CSecurityFtdcMDTraderOfferField["ConnectDate"] = "string"
|
||
|
|
#完成连接时间
|
||
|
|
CSecurityFtdcMDTraderOfferField["ConnectTime"] = "string"
|
||
|
|
#启动日期
|
||
|
|
CSecurityFtdcMDTraderOfferField["StartDate"] = "string"
|
||
|
|
#启动时间
|
||
|
|
CSecurityFtdcMDTraderOfferField["StartTime"] = "string"
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcMDTraderOfferField["TradingDay"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcMDTraderOfferField["BrokerID"] = "string"
|
||
|
|
structDict['CSecurityFtdcMDTraderOfferField'] = CSecurityFtdcMDTraderOfferField
|
||
|
|
|
||
|
|
|
||
|
|
#前置状态
|
||
|
|
CSecurityFtdcFrontStatusField = {}
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcFrontStatusField["FrontID"] = "int"
|
||
|
|
#上次报告日期
|
||
|
|
CSecurityFtdcFrontStatusField["LastReportDate"] = "string"
|
||
|
|
#上次报告时间
|
||
|
|
CSecurityFtdcFrontStatusField["LastReportTime"] = "string"
|
||
|
|
#是否活跃
|
||
|
|
CSecurityFtdcFrontStatusField["IsActive"] = "int"
|
||
|
|
structDict['CSecurityFtdcFrontStatusField'] = CSecurityFtdcFrontStatusField
|
||
|
|
|
||
|
|
|
||
|
|
#用户会话
|
||
|
|
CSecurityFtdcUserSessionField = {}
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcUserSessionField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcUserSessionField["SessionID"] = "int"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcUserSessionField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcUserSessionField["UserID"] = "string"
|
||
|
|
#登录日期
|
||
|
|
CSecurityFtdcUserSessionField["LoginDate"] = "string"
|
||
|
|
#登录时间
|
||
|
|
CSecurityFtdcUserSessionField["LoginTime"] = "string"
|
||
|
|
#IP地址
|
||
|
|
CSecurityFtdcUserSessionField["IPAddress"] = "string"
|
||
|
|
#用户端产品信息
|
||
|
|
CSecurityFtdcUserSessionField["UserProductInfo"] = "string"
|
||
|
|
#接口端产品信息
|
||
|
|
CSecurityFtdcUserSessionField["InterfaceProductInfo"] = "string"
|
||
|
|
#协议信息
|
||
|
|
CSecurityFtdcUserSessionField["ProtocolInfo"] = "string"
|
||
|
|
#Mac地址
|
||
|
|
CSecurityFtdcUserSessionField["MacAddress"] = "string"
|
||
|
|
structDict['CSecurityFtdcUserSessionField'] = CSecurityFtdcUserSessionField
|
||
|
|
|
||
|
|
|
||
|
|
#报单
|
||
|
|
CSecurityFtdcOrderField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcOrderField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcOrderField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcOrderField["InstrumentID"] = "string"
|
||
|
|
#报单引用
|
||
|
|
CSecurityFtdcOrderField["OrderRef"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcOrderField["UserID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcOrderField["ExchangeID"] = "string"
|
||
|
|
#报单价格条件
|
||
|
|
CSecurityFtdcOrderField["OrderPriceType"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CSecurityFtdcOrderField["Direction"] = "string"
|
||
|
|
#组合开平标志
|
||
|
|
CSecurityFtdcOrderField["CombOffsetFlag"] = "string"
|
||
|
|
#组合投机套保标志
|
||
|
|
CSecurityFtdcOrderField["CombHedgeFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CSecurityFtdcOrderField["LimitPrice"] = "string"
|
||
|
|
#数量
|
||
|
|
CSecurityFtdcOrderField["VolumeTotalOriginal"] = "int"
|
||
|
|
#有效期类型
|
||
|
|
CSecurityFtdcOrderField["TimeCondition"] = "string"
|
||
|
|
#GTD日期
|
||
|
|
CSecurityFtdcOrderField["GTDDate"] = "string"
|
||
|
|
#成交量类型
|
||
|
|
CSecurityFtdcOrderField["VolumeCondition"] = "string"
|
||
|
|
#最小成交量
|
||
|
|
CSecurityFtdcOrderField["MinVolume"] = "int"
|
||
|
|
#触发条件
|
||
|
|
CSecurityFtdcOrderField["ContingentCondition"] = "string"
|
||
|
|
#止损价
|
||
|
|
CSecurityFtdcOrderField["StopPrice"] = "float"
|
||
|
|
#强平原因
|
||
|
|
CSecurityFtdcOrderField["ForceCloseReason"] = "string"
|
||
|
|
#自动挂起标志
|
||
|
|
CSecurityFtdcOrderField["IsAutoSuspend"] = "int"
|
||
|
|
#业务单元
|
||
|
|
CSecurityFtdcOrderField["BusinessUnit"] = "string"
|
||
|
|
#请求编号
|
||
|
|
CSecurityFtdcOrderField["RequestID"] = "int"
|
||
|
|
#本地报单编号
|
||
|
|
CSecurityFtdcOrderField["OrderLocalID"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcOrderField["ParticipantID"] = "string"
|
||
|
|
#客户代码
|
||
|
|
CSecurityFtdcOrderField["ClientID"] = "string"
|
||
|
|
#合约在交易所的代码
|
||
|
|
CSecurityFtdcOrderField["ExchangeInstID"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcOrderField["BranchPBU"] = "string"
|
||
|
|
#安装编号
|
||
|
|
CSecurityFtdcOrderField["InstallID"] = "int"
|
||
|
|
#报单提交状态
|
||
|
|
CSecurityFtdcOrderField["OrderSubmitStatus"] = "string"
|
||
|
|
#账户代码
|
||
|
|
CSecurityFtdcOrderField["AccountID"] = "string"
|
||
|
|
#报单提示序号
|
||
|
|
CSecurityFtdcOrderField["NotifySequence"] = "int"
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcOrderField["TradingDay"] = "string"
|
||
|
|
#报单编号
|
||
|
|
CSecurityFtdcOrderField["OrderSysID"] = "string"
|
||
|
|
#报单来源
|
||
|
|
CSecurityFtdcOrderField["OrderSource"] = "string"
|
||
|
|
#报单状态
|
||
|
|
CSecurityFtdcOrderField["OrderStatus"] = "string"
|
||
|
|
#报单类型
|
||
|
|
CSecurityFtdcOrderField["OrderType"] = "string"
|
||
|
|
#今成交数量
|
||
|
|
CSecurityFtdcOrderField["VolumeTraded"] = "int"
|
||
|
|
#剩余数量
|
||
|
|
CSecurityFtdcOrderField["VolumeTotal"] = "int"
|
||
|
|
#报单日期
|
||
|
|
CSecurityFtdcOrderField["InsertDate"] = "string"
|
||
|
|
#委托时间
|
||
|
|
CSecurityFtdcOrderField["InsertTime"] = "string"
|
||
|
|
#激活时间
|
||
|
|
CSecurityFtdcOrderField["ActiveTime"] = "string"
|
||
|
|
#挂起时间
|
||
|
|
CSecurityFtdcOrderField["SuspendTime"] = "string"
|
||
|
|
#最后修改时间
|
||
|
|
CSecurityFtdcOrderField["UpdateTime"] = "string"
|
||
|
|
#撤销时间
|
||
|
|
CSecurityFtdcOrderField["CancelTime"] = "string"
|
||
|
|
#最后修改交易所交易员代码
|
||
|
|
CSecurityFtdcOrderField["ActiveTraderID"] = "string"
|
||
|
|
#结算会员编号
|
||
|
|
CSecurityFtdcOrderField["ClearingPartID"] = "string"
|
||
|
|
#序号
|
||
|
|
CSecurityFtdcOrderField["SequenceNo"] = "int"
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcOrderField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcOrderField["SessionID"] = "int"
|
||
|
|
#用户端产品信息
|
||
|
|
CSecurityFtdcOrderField["UserProductInfo"] = "string"
|
||
|
|
#状态信息
|
||
|
|
CSecurityFtdcOrderField["StatusMsg"] = "string"
|
||
|
|
#用户强评标志
|
||
|
|
CSecurityFtdcOrderField["UserForceClose"] = "int"
|
||
|
|
#操作用户代码
|
||
|
|
CSecurityFtdcOrderField["ActiveUserID"] = "string"
|
||
|
|
#经纪公司报单编号
|
||
|
|
CSecurityFtdcOrderField["BrokerOrderSeq"] = "int"
|
||
|
|
#相关报单
|
||
|
|
CSecurityFtdcOrderField["RelativeOrderSysID"] = "string"
|
||
|
|
#营业部编号
|
||
|
|
CSecurityFtdcOrderField["BranchID"] = "string"
|
||
|
|
#成交数量
|
||
|
|
CSecurityFtdcOrderField["TradeAmount"] = "float"
|
||
|
|
#是否ETF
|
||
|
|
CSecurityFtdcOrderField["IsETF"] = "int"
|
||
|
|
#合约类型
|
||
|
|
CSecurityFtdcOrderField["InstrumentType"] = "string"
|
||
|
|
structDict['CSecurityFtdcOrderField'] = CSecurityFtdcOrderField
|
||
|
|
|
||
|
|
|
||
|
|
#报单操作
|
||
|
|
CSecurityFtdcOrderActionField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcOrderActionField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcOrderActionField["InvestorID"] = "string"
|
||
|
|
#报单操作引用
|
||
|
|
CSecurityFtdcOrderActionField["OrderActionRef"] = "int"
|
||
|
|
#报单引用
|
||
|
|
CSecurityFtdcOrderActionField["OrderRef"] = "string"
|
||
|
|
#请求编号
|
||
|
|
CSecurityFtdcOrderActionField["RequestID"] = "int"
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcOrderActionField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcOrderActionField["SessionID"] = "int"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcOrderActionField["ExchangeID"] = "string"
|
||
|
|
#操作标志
|
||
|
|
CSecurityFtdcOrderActionField["ActionFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CSecurityFtdcOrderActionField["LimitPrice"] = "float"
|
||
|
|
#数量变化
|
||
|
|
CSecurityFtdcOrderActionField["VolumeChange"] = "int"
|
||
|
|
#操作日期
|
||
|
|
CSecurityFtdcOrderActionField["ActionDate"] = "string"
|
||
|
|
#操作时间
|
||
|
|
CSecurityFtdcOrderActionField["ActionTime"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcOrderActionField["BranchPBU"] = "string"
|
||
|
|
#安装编号
|
||
|
|
CSecurityFtdcOrderActionField["InstallID"] = "int"
|
||
|
|
#本地报单编号
|
||
|
|
CSecurityFtdcOrderActionField["OrderLocalID"] = "string"
|
||
|
|
#操作本地编号
|
||
|
|
CSecurityFtdcOrderActionField["ActionLocalID"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcOrderActionField["ParticipantID"] = "string"
|
||
|
|
#客户代码
|
||
|
|
CSecurityFtdcOrderActionField["ClientID"] = "string"
|
||
|
|
#业务单元
|
||
|
|
CSecurityFtdcOrderActionField["BusinessUnit"] = "string"
|
||
|
|
#报单操作状态
|
||
|
|
CSecurityFtdcOrderActionField["OrderActionStatus"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcOrderActionField["UserID"] = "string"
|
||
|
|
#营业部编号
|
||
|
|
CSecurityFtdcOrderActionField["BranchID"] = "string"
|
||
|
|
#状态信息
|
||
|
|
CSecurityFtdcOrderActionField["StatusMsg"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcOrderActionField["InstrumentID"] = "string"
|
||
|
|
#合约类型
|
||
|
|
CSecurityFtdcOrderActionField["InstrumentType"] = "string"
|
||
|
|
structDict['CSecurityFtdcOrderActionField'] = CSecurityFtdcOrderActionField
|
||
|
|
|
||
|
|
|
||
|
|
#错误报单
|
||
|
|
CSecurityFtdcErrOrderField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcErrOrderField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcErrOrderField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcErrOrderField["InstrumentID"] = "string"
|
||
|
|
#报单引用
|
||
|
|
CSecurityFtdcErrOrderField["OrderRef"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcErrOrderField["UserID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcErrOrderField["ExchangeID"] = "string"
|
||
|
|
#报单价格条件
|
||
|
|
CSecurityFtdcErrOrderField["OrderPriceType"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CSecurityFtdcErrOrderField["Direction"] = "string"
|
||
|
|
#组合开平标志
|
||
|
|
CSecurityFtdcErrOrderField["CombOffsetFlag"] = "string"
|
||
|
|
#组合投机套保标志
|
||
|
|
CSecurityFtdcErrOrderField["CombHedgeFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CSecurityFtdcErrOrderField["LimitPrice"] = "string"
|
||
|
|
#数量
|
||
|
|
CSecurityFtdcErrOrderField["VolumeTotalOriginal"] = "int"
|
||
|
|
#有效期类型
|
||
|
|
CSecurityFtdcErrOrderField["TimeCondition"] = "string"
|
||
|
|
#GTD日期
|
||
|
|
CSecurityFtdcErrOrderField["GTDDate"] = "string"
|
||
|
|
#成交量类型
|
||
|
|
CSecurityFtdcErrOrderField["VolumeCondition"] = "string"
|
||
|
|
#最小成交量
|
||
|
|
CSecurityFtdcErrOrderField["MinVolume"] = "int"
|
||
|
|
#触发条件
|
||
|
|
CSecurityFtdcErrOrderField["ContingentCondition"] = "string"
|
||
|
|
#止损价
|
||
|
|
CSecurityFtdcErrOrderField["StopPrice"] = "float"
|
||
|
|
#强平原因
|
||
|
|
CSecurityFtdcErrOrderField["ForceCloseReason"] = "string"
|
||
|
|
#自动挂起标志
|
||
|
|
CSecurityFtdcErrOrderField["IsAutoSuspend"] = "int"
|
||
|
|
#业务单元
|
||
|
|
CSecurityFtdcErrOrderField["BusinessUnit"] = "string"
|
||
|
|
#请求编号
|
||
|
|
CSecurityFtdcErrOrderField["RequestID"] = "int"
|
||
|
|
#用户强评标志
|
||
|
|
CSecurityFtdcErrOrderField["UserForceClose"] = "int"
|
||
|
|
#错误代码
|
||
|
|
CSecurityFtdcErrOrderField["ErrorID"] = "int"
|
||
|
|
#错误信息
|
||
|
|
CSecurityFtdcErrOrderField["ErrorMsg"] = "string"
|
||
|
|
structDict['CSecurityFtdcErrOrderField'] = CSecurityFtdcErrOrderField
|
||
|
|
|
||
|
|
|
||
|
|
#错误报单操作
|
||
|
|
CSecurityFtdcErrOrderActionField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcErrOrderActionField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcErrOrderActionField["InvestorID"] = "string"
|
||
|
|
#报单操作引用
|
||
|
|
CSecurityFtdcErrOrderActionField["OrderActionRef"] = "int"
|
||
|
|
#报单引用
|
||
|
|
CSecurityFtdcErrOrderActionField["OrderRef"] = "string"
|
||
|
|
#请求编号
|
||
|
|
CSecurityFtdcErrOrderActionField["RequestID"] = "int"
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcErrOrderActionField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcErrOrderActionField["SessionID"] = "int"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcErrOrderActionField["ExchangeID"] = "string"
|
||
|
|
#操作标志
|
||
|
|
CSecurityFtdcErrOrderActionField["ActionFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CSecurityFtdcErrOrderActionField["LimitPrice"] = "float"
|
||
|
|
#数量变化
|
||
|
|
CSecurityFtdcErrOrderActionField["VolumeChange"] = "int"
|
||
|
|
#操作日期
|
||
|
|
CSecurityFtdcErrOrderActionField["ActionDate"] = "string"
|
||
|
|
#操作时间
|
||
|
|
CSecurityFtdcErrOrderActionField["ActionTime"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcErrOrderActionField["BranchPBU"] = "string"
|
||
|
|
#安装编号
|
||
|
|
CSecurityFtdcErrOrderActionField["InstallID"] = "int"
|
||
|
|
#本地报单编号
|
||
|
|
CSecurityFtdcErrOrderActionField["OrderLocalID"] = "string"
|
||
|
|
#操作本地编号
|
||
|
|
CSecurityFtdcErrOrderActionField["ActionLocalID"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcErrOrderActionField["ParticipantID"] = "string"
|
||
|
|
#客户代码
|
||
|
|
CSecurityFtdcErrOrderActionField["ClientID"] = "string"
|
||
|
|
#业务单元
|
||
|
|
CSecurityFtdcErrOrderActionField["BusinessUnit"] = "string"
|
||
|
|
#报单操作状态
|
||
|
|
CSecurityFtdcErrOrderActionField["OrderActionStatus"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcErrOrderActionField["UserID"] = "string"
|
||
|
|
#营业部编号
|
||
|
|
CSecurityFtdcErrOrderActionField["BranchID"] = "string"
|
||
|
|
#状态信息
|
||
|
|
CSecurityFtdcErrOrderActionField["StatusMsg"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcErrOrderActionField["InstrumentID"] = "string"
|
||
|
|
#错误代码
|
||
|
|
CSecurityFtdcErrOrderActionField["ErrorID"] = "int"
|
||
|
|
#错误信息
|
||
|
|
CSecurityFtdcErrOrderActionField["ErrorMsg"] = "string"
|
||
|
|
#合约类型
|
||
|
|
CSecurityFtdcErrOrderActionField["InstrumentType"] = "string"
|
||
|
|
structDict['CSecurityFtdcErrOrderActionField'] = CSecurityFtdcErrOrderActionField
|
||
|
|
|
||
|
|
|
||
|
|
#成交
|
||
|
|
CSecurityFtdcTradeField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcTradeField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcTradeField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcTradeField["InstrumentID"] = "string"
|
||
|
|
#报单引用
|
||
|
|
CSecurityFtdcTradeField["OrderRef"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcTradeField["UserID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcTradeField["ExchangeID"] = "string"
|
||
|
|
#成交编号
|
||
|
|
CSecurityFtdcTradeField["TradeID"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CSecurityFtdcTradeField["Direction"] = "string"
|
||
|
|
#报单编号
|
||
|
|
CSecurityFtdcTradeField["OrderSysID"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcTradeField["ParticipantID"] = "string"
|
||
|
|
#客户代码
|
||
|
|
CSecurityFtdcTradeField["ClientID"] = "string"
|
||
|
|
#交易角色
|
||
|
|
CSecurityFtdcTradeField["TradingRole"] = "string"
|
||
|
|
#合约在交易所的代码
|
||
|
|
CSecurityFtdcTradeField["ExchangeInstID"] = "string"
|
||
|
|
#开平标志
|
||
|
|
CSecurityFtdcTradeField["OffsetFlag"] = "string"
|
||
|
|
#投机套保标志
|
||
|
|
CSecurityFtdcTradeField["HedgeFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CSecurityFtdcTradeField["Price"] = "string"
|
||
|
|
#数量
|
||
|
|
CSecurityFtdcTradeField["Volume"] = "int"
|
||
|
|
#成交时期
|
||
|
|
CSecurityFtdcTradeField["TradeDate"] = "string"
|
||
|
|
#成交时间
|
||
|
|
CSecurityFtdcTradeField["TradeTime"] = "string"
|
||
|
|
#成交类型
|
||
|
|
CSecurityFtdcTradeField["TradeType"] = "string"
|
||
|
|
#成交价来源
|
||
|
|
CSecurityFtdcTradeField["PriceSource"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcTradeField["BranchPBU"] = "string"
|
||
|
|
#本地报单编号
|
||
|
|
CSecurityFtdcTradeField["OrderLocalID"] = "string"
|
||
|
|
#结算会员编号
|
||
|
|
CSecurityFtdcTradeField["ClearingPartID"] = "string"
|
||
|
|
#业务单元
|
||
|
|
CSecurityFtdcTradeField["BusinessUnit"] = "string"
|
||
|
|
#序号
|
||
|
|
CSecurityFtdcTradeField["SequenceNo"] = "int"
|
||
|
|
#成交来源
|
||
|
|
CSecurityFtdcTradeField["TradeSource"] = "string"
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcTradeField["TradingDay"] = "string"
|
||
|
|
#经纪公司报单编号
|
||
|
|
CSecurityFtdcTradeField["BrokerOrderSeq"] = "int"
|
||
|
|
#成交金额
|
||
|
|
CSecurityFtdcTradeField["TradeAmount"] = "float"
|
||
|
|
#成交序号
|
||
|
|
CSecurityFtdcTradeField["TradeIndex"] = "int"
|
||
|
|
structDict['CSecurityFtdcTradeField'] = CSecurityFtdcTradeField
|
||
|
|
|
||
|
|
|
||
|
|
#投资者持仓
|
||
|
|
CSecurityFtdcInvestorPositionField = {}
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcInvestorPositionField["InstrumentID"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInvestorPositionField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInvestorPositionField["InvestorID"] = "string"
|
||
|
|
#持仓多空方向
|
||
|
|
CSecurityFtdcInvestorPositionField["PosiDirection"] = "string"
|
||
|
|
#投机套保标志
|
||
|
|
CSecurityFtdcInvestorPositionField["HedgeFlag"] = "string"
|
||
|
|
#持仓日期
|
||
|
|
CSecurityFtdcInvestorPositionField["PositionDate"] = "string"
|
||
|
|
#上日持仓
|
||
|
|
CSecurityFtdcInvestorPositionField["YdPosition"] = "int"
|
||
|
|
#今日持仓
|
||
|
|
CSecurityFtdcInvestorPositionField["Position"] = "int"
|
||
|
|
#多头冻结
|
||
|
|
CSecurityFtdcInvestorPositionField["LongFrozen"] = "int"
|
||
|
|
#空头冻结
|
||
|
|
CSecurityFtdcInvestorPositionField["ShortFrozen"] = "int"
|
||
|
|
#开仓冻结金额
|
||
|
|
CSecurityFtdcInvestorPositionField["LongFrozenAmount"] = "float"
|
||
|
|
#开仓冻结金额
|
||
|
|
CSecurityFtdcInvestorPositionField["ShortFrozenAmount"] = "float"
|
||
|
|
#开仓量
|
||
|
|
CSecurityFtdcInvestorPositionField["OpenVolume"] = "int"
|
||
|
|
#平仓量
|
||
|
|
CSecurityFtdcInvestorPositionField["CloseVolume"] = "int"
|
||
|
|
#开仓金额
|
||
|
|
CSecurityFtdcInvestorPositionField["OpenAmount"] = "float"
|
||
|
|
#平仓金额
|
||
|
|
CSecurityFtdcInvestorPositionField["CloseAmount"] = "float"
|
||
|
|
#持仓成本
|
||
|
|
CSecurityFtdcInvestorPositionField["PositionCost"] = "float"
|
||
|
|
#冻结的资金
|
||
|
|
CSecurityFtdcInvestorPositionField["FrozenCash"] = "float"
|
||
|
|
#资金差额
|
||
|
|
CSecurityFtdcInvestorPositionField["CashIn"] = "float"
|
||
|
|
#手续费
|
||
|
|
CSecurityFtdcInvestorPositionField["Commission"] = "float"
|
||
|
|
#上次结算价
|
||
|
|
CSecurityFtdcInvestorPositionField["PreSettlementPrice"] = "float"
|
||
|
|
#本次结算价
|
||
|
|
CSecurityFtdcInvestorPositionField["SettlementPrice"] = "float"
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcInvestorPositionField["TradingDay"] = "string"
|
||
|
|
#开仓成本
|
||
|
|
CSecurityFtdcInvestorPositionField["OpenCost"] = "float"
|
||
|
|
#交易所保证金
|
||
|
|
CSecurityFtdcInvestorPositionField["ExchangeMargin"] = "float"
|
||
|
|
#今日持仓
|
||
|
|
CSecurityFtdcInvestorPositionField["TodayPosition"] = "int"
|
||
|
|
#过户费
|
||
|
|
CSecurityFtdcInvestorPositionField["TransferFee"] = "float"
|
||
|
|
#印花税
|
||
|
|
CSecurityFtdcInvestorPositionField["StampTax"] = "float"
|
||
|
|
#今日申购赎回数量
|
||
|
|
CSecurityFtdcInvestorPositionField["TodayPurRedVolume"] = "int"
|
||
|
|
#折算率
|
||
|
|
CSecurityFtdcInvestorPositionField["ConversionRate"] = "float"
|
||
|
|
#折算金额
|
||
|
|
CSecurityFtdcInvestorPositionField["ConversionAmount"] = "float"
|
||
|
|
#证券价值
|
||
|
|
CSecurityFtdcInvestorPositionField["StockValue"] = "float"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcInvestorPositionField["ExchangeID"] = "string"
|
||
|
|
#AccountID
|
||
|
|
CSecurityFtdcInvestorPositionField["AccountID"] = "string"
|
||
|
|
#质押入库数量
|
||
|
|
CSecurityFtdcInvestorPositionField["PledgeInPosition"] = "int"
|
||
|
|
#正回购使用的标准券数量
|
||
|
|
CSecurityFtdcInvestorPositionField["RepurchasePosition"] = "int"
|
||
|
|
#ETF申赎空头冻结
|
||
|
|
CSecurityFtdcInvestorPositionField["PurRedShortFrozen"] = "int"
|
||
|
|
#融资买入数量
|
||
|
|
CSecurityFtdcInvestorPositionField["MarginTradeVolume"] = "int"
|
||
|
|
#融资买入金额
|
||
|
|
CSecurityFtdcInvestorPositionField["MarginTradeAmount"] = "float"
|
||
|
|
#融资买入冻结数量
|
||
|
|
CSecurityFtdcInvestorPositionField["MarginTradeFrozenVolume"] = "int"
|
||
|
|
#融资买入冻结金额
|
||
|
|
CSecurityFtdcInvestorPositionField["MarginTradeFrozenAmount"] = "float"
|
||
|
|
#融资买入盈亏
|
||
|
|
CSecurityFtdcInvestorPositionField["MarginTradeConversionProfit"] = "float"
|
||
|
|
#融券卖出数量
|
||
|
|
CSecurityFtdcInvestorPositionField["ShortSellVolume"] = "int"
|
||
|
|
#融券卖出金额
|
||
|
|
CSecurityFtdcInvestorPositionField["ShortSellAmount"] = "float"
|
||
|
|
#融券卖出冻结数量
|
||
|
|
CSecurityFtdcInvestorPositionField["ShortSellFrozenVolume"] = "int"
|
||
|
|
#融券卖出冻结金额
|
||
|
|
CSecurityFtdcInvestorPositionField["ShortSellFrozenAmount"] = "float"
|
||
|
|
#融券卖出盈亏
|
||
|
|
CSecurityFtdcInvestorPositionField["ShortSellConversionProfit"] = "float"
|
||
|
|
#融券总市值
|
||
|
|
CSecurityFtdcInvestorPositionField["SSStockValue"] = "float"
|
||
|
|
#今日融资持仓
|
||
|
|
CSecurityFtdcInvestorPositionField["TodayMTPosition"] = "int"
|
||
|
|
#今日融券持仓
|
||
|
|
CSecurityFtdcInvestorPositionField["TodaySSPosition"] = "int"
|
||
|
|
#历史持仓开仓成本
|
||
|
|
CSecurityFtdcInvestorPositionField["YdOpenCost"] = "float"
|
||
|
|
#锁定仓位
|
||
|
|
CSecurityFtdcInvestorPositionField["LockPosition"] = "int"
|
||
|
|
#备兑仓位
|
||
|
|
CSecurityFtdcInvestorPositionField["CoverPosition"] = "int"
|
||
|
|
#锁定冻结仓位
|
||
|
|
CSecurityFtdcInvestorPositionField["LockFrozenPosition"] = "int"
|
||
|
|
#解锁冻结仓位
|
||
|
|
CSecurityFtdcInvestorPositionField["UnlockFrozenPosition"] = "int"
|
||
|
|
#备兑冻结仓位
|
||
|
|
CSecurityFtdcInvestorPositionField["CoverFrozenPosition"] = "int"
|
||
|
|
#行权冻结仓位
|
||
|
|
CSecurityFtdcInvestorPositionField["ExecFrozenPosition"] = "int"
|
||
|
|
structDict['CSecurityFtdcInvestorPositionField'] = CSecurityFtdcInvestorPositionField
|
||
|
|
|
||
|
|
|
||
|
|
#出入金同步
|
||
|
|
CSecurityFtdcSyncDepositField = {}
|
||
|
|
#出入金流水号
|
||
|
|
CSecurityFtdcSyncDepositField["DepositSeqNo"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcSyncDepositField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcSyncDepositField["InvestorID"] = "string"
|
||
|
|
#入金金额
|
||
|
|
CSecurityFtdcSyncDepositField["Deposit"] = "float"
|
||
|
|
#是否强制进行
|
||
|
|
CSecurityFtdcSyncDepositField["IsForce"] = "int"
|
||
|
|
#账户代
|
||
|
|
CSecurityFtdcSyncDepositField["AccountID"] = "string"
|
||
|
|
structDict['CSecurityFtdcSyncDepositField'] = CSecurityFtdcSyncDepositField
|
||
|
|
|
||
|
|
|
||
|
|
#查询交易所
|
||
|
|
CSecurityFtdcQryExchangeField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryExchangeField["ExchangeID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryExchangeField'] = CSecurityFtdcQryExchangeField
|
||
|
|
|
||
|
|
|
||
|
|
#查询产品
|
||
|
|
CSecurityFtdcQryProductField = {}
|
||
|
|
#产品代码
|
||
|
|
CSecurityFtdcQryProductField["ProductID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryProductField'] = CSecurityFtdcQryProductField
|
||
|
|
|
||
|
|
|
||
|
|
#查询合约
|
||
|
|
CSecurityFtdcQryInstrumentField = {}
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryInstrumentField["InstrumentID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryInstrumentField["ExchangeID"] = "string"
|
||
|
|
#合约在交易所的代码
|
||
|
|
CSecurityFtdcQryInstrumentField["ExchangeInstID"] = "string"
|
||
|
|
#产品代码
|
||
|
|
CSecurityFtdcQryInstrumentField["ProductID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryInstrumentField'] = CSecurityFtdcQryInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#查询经纪公司
|
||
|
|
CSecurityFtdcQryBrokerField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryBrokerField["BrokerID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryBrokerField'] = CSecurityFtdcQryBrokerField
|
||
|
|
|
||
|
|
|
||
|
|
#查询经纪公司会员代码
|
||
|
|
CSecurityFtdcQryPartBrokerField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryPartBrokerField["ExchangeID"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryPartBrokerField["BrokerID"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcQryPartBrokerField["ParticipantID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryPartBrokerField'] = CSecurityFtdcQryPartBrokerField
|
||
|
|
|
||
|
|
|
||
|
|
#查询投资者
|
||
|
|
CSecurityFtdcQryInvestorField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryInvestorField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryInvestorField["InvestorID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryInvestorField'] = CSecurityFtdcQryInvestorField
|
||
|
|
|
||
|
|
|
||
|
|
#查询交易编码
|
||
|
|
CSecurityFtdcQryTradingCodeField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryTradingCodeField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryTradingCodeField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryTradingCodeField["ExchangeID"] = "string"
|
||
|
|
#客户代码
|
||
|
|
CSecurityFtdcQryTradingCodeField["ClientID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryTradingCodeField'] = CSecurityFtdcQryTradingCodeField
|
||
|
|
|
||
|
|
|
||
|
|
#查询管理用户
|
||
|
|
CSecurityFtdcQrySuperUserField = {}
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcQrySuperUserField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQrySuperUserField'] = CSecurityFtdcQrySuperUserField
|
||
|
|
|
||
|
|
|
||
|
|
#查询管理用户功能权限
|
||
|
|
CSecurityFtdcQrySuperUserFunctionField = {}
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcQrySuperUserFunctionField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQrySuperUserFunctionField'] = CSecurityFtdcQrySuperUserFunctionField
|
||
|
|
|
||
|
|
|
||
|
|
#查询经纪公司用户
|
||
|
|
CSecurityFtdcQryBrokerUserField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryBrokerUserField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcQryBrokerUserField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryBrokerUserField'] = CSecurityFtdcQryBrokerUserField
|
||
|
|
|
||
|
|
|
||
|
|
#查询经纪公司用户权限
|
||
|
|
CSecurityFtdcQryBrokerUserFunctionField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryBrokerUserFunctionField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcQryBrokerUserFunctionField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryBrokerUserFunctionField'] = CSecurityFtdcQryBrokerUserFunctionField
|
||
|
|
|
||
|
|
|
||
|
|
#查询资金账户
|
||
|
|
CSecurityFtdcQryTradingAccountField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryTradingAccountField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryTradingAccountField["InvestorID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryTradingAccountField'] = CSecurityFtdcQryTradingAccountField
|
||
|
|
|
||
|
|
|
||
|
|
#查询禁止登录用户
|
||
|
|
CSecurityFtdcQryLoginForbiddenUserField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryLoginForbiddenUserField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcQryLoginForbiddenUserField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryLoginForbiddenUserField'] = CSecurityFtdcQryLoginForbiddenUserField
|
||
|
|
|
||
|
|
|
||
|
|
#查询行情
|
||
|
|
CSecurityFtdcQryDepthMarketDataField = {}
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryDepthMarketDataField["InstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryDepthMarketDataField'] = CSecurityFtdcQryDepthMarketDataField
|
||
|
|
|
||
|
|
|
||
|
|
#查询合约交易权限
|
||
|
|
CSecurityFtdcQryInstrumentTradingRightField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryInstrumentTradingRightField["ExchangeID"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryInstrumentTradingRightField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryInstrumentTradingRightField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryInstrumentTradingRightField["InstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryInstrumentTradingRightField'] = CSecurityFtdcQryInstrumentTradingRightField
|
||
|
|
|
||
|
|
|
||
|
|
#查询投资者持仓明细
|
||
|
|
CSecurityFtdcQryInvestorPositionDetailField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryInvestorPositionDetailField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryInvestorPositionDetailField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryInvestorPositionDetailField["InstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryInvestorPositionDetailField'] = CSecurityFtdcQryInvestorPositionDetailField
|
||
|
|
|
||
|
|
|
||
|
|
#查询债券利息
|
||
|
|
CSecurityFtdcQryBondInterestField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryBondInterestField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryBondInterestField["InstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryBondInterestField'] = CSecurityFtdcQryBondInterestField
|
||
|
|
|
||
|
|
|
||
|
|
#查询市值配售信息
|
||
|
|
CSecurityFtdcQryMarketRationInfoField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryMarketRationInfoField["BrokerID"] = "string"
|
||
|
|
#投资者帐号
|
||
|
|
CSecurityFtdcQryMarketRationInfoField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryMarketRationInfoField["ExchangeID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryMarketRationInfoField'] = CSecurityFtdcQryMarketRationInfoField
|
||
|
|
|
||
|
|
|
||
|
|
#查询合约手续费率
|
||
|
|
CSecurityFtdcQryInstrumentCommissionRateField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryInstrumentCommissionRateField["ExchangeID"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryInstrumentCommissionRateField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryInstrumentCommissionRateField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryInstrumentCommissionRateField["InstrumentID"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CSecurityFtdcQryInstrumentCommissionRateField["Direction"] = "string"
|
||
|
|
#开平标志
|
||
|
|
CSecurityFtdcQryInstrumentCommissionRateField["OffsetFlag"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryInstrumentCommissionRateField'] = CSecurityFtdcQryInstrumentCommissionRateField
|
||
|
|
|
||
|
|
|
||
|
|
#查询余券信息
|
||
|
|
CSecurityFtdcQryExcessStockInfoField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryExcessStockInfoField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryExcessStockInfoField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryExcessStockInfoField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryExcessStockInfoField["InstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryExcessStockInfoField'] = CSecurityFtdcQryExcessStockInfoField
|
||
|
|
|
||
|
|
|
||
|
|
#查询投资者帐户关系
|
||
|
|
CSecurityFtdcQryInvestorAccountField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryInvestorAccountField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryInvestorAccountField["InvestorID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryInvestorAccountField'] = CSecurityFtdcQryInvestorAccountField
|
||
|
|
|
||
|
|
|
||
|
|
#查询ETF合约
|
||
|
|
CSecurityFtdcQryETFInstrumentField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryETFInstrumentField["ExchangeID"] = "string"
|
||
|
|
#ETF证券代码
|
||
|
|
CSecurityFtdcQryETFInstrumentField["ETFInstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryETFInstrumentField'] = CSecurityFtdcQryETFInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#查询ETF股票篮
|
||
|
|
CSecurityFtdcQryETFBasketField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryETFBasketField["ExchangeID"] = "string"
|
||
|
|
#ETF证券代码
|
||
|
|
CSecurityFtdcQryETFBasketField["ETFInstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryETFBasketField'] = CSecurityFtdcQryETFBasketField
|
||
|
|
|
||
|
|
|
||
|
|
#查询OF合约
|
||
|
|
CSecurityFtdcQryOFInstrumentField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryOFInstrumentField["ExchangeID"] = "string"
|
||
|
|
#ETF证券代码
|
||
|
|
CSecurityFtdcQryOFInstrumentField["OFInstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryOFInstrumentField'] = CSecurityFtdcQryOFInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#查询SF合约
|
||
|
|
CSecurityFtdcQrySFInstrumentField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQrySFInstrumentField["ExchangeID"] = "string"
|
||
|
|
#ETF证券代码
|
||
|
|
CSecurityFtdcQrySFInstrumentField["SFInstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQrySFInstrumentField'] = CSecurityFtdcQrySFInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#查询交易员报盘机
|
||
|
|
CSecurityFtdcQryTraderOfferField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryTraderOfferField["ExchangeID"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcQryTraderOfferField["ParticipantID"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcQryTraderOfferField["BranchPBU"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryTraderOfferField'] = CSecurityFtdcQryTraderOfferField
|
||
|
|
|
||
|
|
|
||
|
|
#查询行情报盘机
|
||
|
|
CSecurityFtdcQryMDTraderOfferField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryMDTraderOfferField["ExchangeID"] = "string"
|
||
|
|
#会员代码
|
||
|
|
CSecurityFtdcQryMDTraderOfferField["ParticipantID"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcQryMDTraderOfferField["BranchPBU"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryMDTraderOfferField'] = CSecurityFtdcQryMDTraderOfferField
|
||
|
|
|
||
|
|
|
||
|
|
#查询前置状态
|
||
|
|
CSecurityFtdcQryFrontStatusField = {}
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcQryFrontStatusField["FrontID"] = "int"
|
||
|
|
structDict['CSecurityFtdcQryFrontStatusField'] = CSecurityFtdcQryFrontStatusField
|
||
|
|
|
||
|
|
|
||
|
|
#查询用户会话
|
||
|
|
CSecurityFtdcQryUserSessionField = {}
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcQryUserSessionField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcQryUserSessionField["SessionID"] = "int"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryUserSessionField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcQryUserSessionField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryUserSessionField'] = CSecurityFtdcQryUserSessionField
|
||
|
|
|
||
|
|
|
||
|
|
#查询报单
|
||
|
|
CSecurityFtdcQryOrderField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryOrderField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryOrderField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryOrderField["InstrumentID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryOrderField["ExchangeID"] = "string"
|
||
|
|
#报单编号
|
||
|
|
CSecurityFtdcQryOrderField["OrderSysID"] = "string"
|
||
|
|
#开始时间
|
||
|
|
CSecurityFtdcQryOrderField["InsertTimeStart"] = "string"
|
||
|
|
#结束时间
|
||
|
|
CSecurityFtdcQryOrderField["InsertTimeEnd"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryOrderField'] = CSecurityFtdcQryOrderField
|
||
|
|
|
||
|
|
|
||
|
|
#查询报单操作
|
||
|
|
CSecurityFtdcQryOrderActionField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryOrderActionField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryOrderActionField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryOrderActionField["ExchangeID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryOrderActionField'] = CSecurityFtdcQryOrderActionField
|
||
|
|
|
||
|
|
|
||
|
|
#查询错误报单
|
||
|
|
CSecurityFtdcQryErrOrderField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryErrOrderField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryErrOrderField["InvestorID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryErrOrderField'] = CSecurityFtdcQryErrOrderField
|
||
|
|
|
||
|
|
|
||
|
|
#查询错误报单操作
|
||
|
|
CSecurityFtdcQryErrOrderActionField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryErrOrderActionField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryErrOrderActionField["InvestorID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryErrOrderActionField'] = CSecurityFtdcQryErrOrderActionField
|
||
|
|
|
||
|
|
|
||
|
|
#查询成交
|
||
|
|
CSecurityFtdcQryTradeField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryTradeField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryTradeField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryTradeField["InstrumentID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcQryTradeField["ExchangeID"] = "string"
|
||
|
|
#成交编号
|
||
|
|
CSecurityFtdcQryTradeField["TradeID"] = "string"
|
||
|
|
#开始时间
|
||
|
|
CSecurityFtdcQryTradeField["TradeTimeStart"] = "string"
|
||
|
|
#结束时间
|
||
|
|
CSecurityFtdcQryTradeField["TradeTimeEnd"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryTradeField'] = CSecurityFtdcQryTradeField
|
||
|
|
|
||
|
|
|
||
|
|
#查询投资者持仓
|
||
|
|
CSecurityFtdcQryInvestorPositionField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryInvestorPositionField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryInvestorPositionField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcQryInvestorPositionField["InstrumentID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryInvestorPositionField'] = CSecurityFtdcQryInvestorPositionField
|
||
|
|
|
||
|
|
|
||
|
|
#查询出入金流水
|
||
|
|
CSecurityFtdcQrySyncDepositField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQrySyncDepositField["BrokerID"] = "string"
|
||
|
|
#出入金流水号
|
||
|
|
CSecurityFtdcQrySyncDepositField["DepositSeqNo"] = "string"
|
||
|
|
structDict['CSecurityFtdcQrySyncDepositField'] = CSecurityFtdcQrySyncDepositField
|
||
|
|
|
||
|
|
|
||
|
|
#用户口令变更
|
||
|
|
CSecurityFtdcUserPasswordUpdateField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcUserPasswordUpdateField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcUserPasswordUpdateField["UserID"] = "string"
|
||
|
|
#原来的口令
|
||
|
|
CSecurityFtdcUserPasswordUpdateField["OldPassword"] = "string"
|
||
|
|
#新的口令
|
||
|
|
CSecurityFtdcUserPasswordUpdateField["NewPassword"] = "string"
|
||
|
|
structDict['CSecurityFtdcUserPasswordUpdateField'] = CSecurityFtdcUserPasswordUpdateField
|
||
|
|
|
||
|
|
|
||
|
|
#资金账户口令变更域
|
||
|
|
CSecurityFtdcTradingAccountPasswordUpdateField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcTradingAccountPasswordUpdateField["BrokerID"] = "string"
|
||
|
|
#投资者帐号
|
||
|
|
CSecurityFtdcTradingAccountPasswordUpdateField["AccountID"] = "string"
|
||
|
|
#原来的口令
|
||
|
|
CSecurityFtdcTradingAccountPasswordUpdateField["OldPassword"] = "string"
|
||
|
|
#新的口令
|
||
|
|
CSecurityFtdcTradingAccountPasswordUpdateField["NewPassword"] = "string"
|
||
|
|
structDict['CSecurityFtdcTradingAccountPasswordUpdateField'] = CSecurityFtdcTradingAccountPasswordUpdateField
|
||
|
|
|
||
|
|
|
||
|
|
#手工同步用户动态令牌
|
||
|
|
CSecurityFtdcManualSyncBrokerUserOTPField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcManualSyncBrokerUserOTPField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcManualSyncBrokerUserOTPField["UserID"] = "string"
|
||
|
|
#动态令牌类型
|
||
|
|
CSecurityFtdcManualSyncBrokerUserOTPField["OTPType"] = "string"
|
||
|
|
#第一个动态密码
|
||
|
|
CSecurityFtdcManualSyncBrokerUserOTPField["FirstOTP"] = "string"
|
||
|
|
#第二个动态密码
|
||
|
|
CSecurityFtdcManualSyncBrokerUserOTPField["SecondOTP"] = "string"
|
||
|
|
structDict['CSecurityFtdcManualSyncBrokerUserOTPField'] = CSecurityFtdcManualSyncBrokerUserOTPField
|
||
|
|
|
||
|
|
|
||
|
|
#经纪公司用户口令
|
||
|
|
CSecurityFtdcBrokerUserPasswordField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcBrokerUserPasswordField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcBrokerUserPasswordField["UserID"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcBrokerUserPasswordField["Password"] = "string"
|
||
|
|
structDict['CSecurityFtdcBrokerUserPasswordField'] = CSecurityFtdcBrokerUserPasswordField
|
||
|
|
|
||
|
|
|
||
|
|
#资金账户口令域
|
||
|
|
CSecurityFtdcTradingAccountPasswordField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcTradingAccountPasswordField["BrokerID"] = "string"
|
||
|
|
#投资者帐号
|
||
|
|
CSecurityFtdcTradingAccountPasswordField["AccountID"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcTradingAccountPasswordField["Password"] = "string"
|
||
|
|
structDict['CSecurityFtdcTradingAccountPasswordField'] = CSecurityFtdcTradingAccountPasswordField
|
||
|
|
|
||
|
|
|
||
|
|
#用户权限
|
||
|
|
CSecurityFtdcUserRightField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcUserRightField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcUserRightField["UserID"] = "string"
|
||
|
|
#客户权限类型
|
||
|
|
CSecurityFtdcUserRightField["UserRightType"] = "string"
|
||
|
|
#是否禁止
|
||
|
|
CSecurityFtdcUserRightField["IsForbidden"] = "int"
|
||
|
|
structDict['CSecurityFtdcUserRightField'] = CSecurityFtdcUserRightField
|
||
|
|
|
||
|
|
|
||
|
|
#投资者账户
|
||
|
|
CSecurityFtdcInvestorAccountField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInvestorAccountField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInvestorAccountField["InvestorID"] = "string"
|
||
|
|
#投资者帐号
|
||
|
|
CSecurityFtdcInvestorAccountField["AccountID"] = "string"
|
||
|
|
#是否主账户
|
||
|
|
CSecurityFtdcInvestorAccountField["IsDefault"] = "int"
|
||
|
|
#账户类型
|
||
|
|
CSecurityFtdcInvestorAccountField["AccountType"] = "string"
|
||
|
|
#是否活跃
|
||
|
|
CSecurityFtdcInvestorAccountField["IsActive"] = "int"
|
||
|
|
#上交所交易单元号
|
||
|
|
CSecurityFtdcInvestorAccountField["SHBranchPBU"] = "string"
|
||
|
|
#深交所交易单元号
|
||
|
|
CSecurityFtdcInvestorAccountField["SZBranchPBU"] = "string"
|
||
|
|
structDict['CSecurityFtdcInvestorAccountField'] = CSecurityFtdcInvestorAccountField
|
||
|
|
|
||
|
|
|
||
|
|
#用户IP
|
||
|
|
CSecurityFtdcUserIPField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcUserIPField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcUserIPField["UserID"] = "string"
|
||
|
|
#IP地址
|
||
|
|
CSecurityFtdcUserIPField["IPAddress"] = "string"
|
||
|
|
#IP地址掩码
|
||
|
|
CSecurityFtdcUserIPField["IPMask"] = "string"
|
||
|
|
#Mac地址
|
||
|
|
CSecurityFtdcUserIPField["MacAddress"] = "string"
|
||
|
|
structDict['CSecurityFtdcUserIPField'] = CSecurityFtdcUserIPField
|
||
|
|
|
||
|
|
|
||
|
|
#用户动态令牌参数
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["UserID"] = "string"
|
||
|
|
#动态令牌提供商
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["OTPVendorsID"] = "string"
|
||
|
|
#动态令牌序列号
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["SerialNumber"] = "string"
|
||
|
|
#令牌密钥
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["AuthKey"] = "string"
|
||
|
|
#漂移值
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["LastDrift"] = "int"
|
||
|
|
#成功值
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["LastSuccess"] = "int"
|
||
|
|
#动态令牌类型
|
||
|
|
CSecurityFtdcBrokerUserOTPParamField["OTPType"] = "string"
|
||
|
|
structDict['CSecurityFtdcBrokerUserOTPParamField'] = CSecurityFtdcBrokerUserOTPParamField
|
||
|
|
|
||
|
|
|
||
|
|
#用户登录请求
|
||
|
|
CSecurityFtdcReqUserLoginField = {}
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcReqUserLoginField["TradingDay"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcReqUserLoginField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcReqUserLoginField["UserID"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcReqUserLoginField["Password"] = "string"
|
||
|
|
#用户端产品信息
|
||
|
|
CSecurityFtdcReqUserLoginField["UserProductInfo"] = "string"
|
||
|
|
#接口端产品信息
|
||
|
|
CSecurityFtdcReqUserLoginField["InterfaceProductInfo"] = "string"
|
||
|
|
#协议信息
|
||
|
|
CSecurityFtdcReqUserLoginField["ProtocolInfo"] = "string"
|
||
|
|
#Mac地址
|
||
|
|
CSecurityFtdcReqUserLoginField["MacAddress"] = "string"
|
||
|
|
#动态密码
|
||
|
|
CSecurityFtdcReqUserLoginField["OneTimePassword"] = "string"
|
||
|
|
#终端IP地址
|
||
|
|
CSecurityFtdcReqUserLoginField["ClientIPAddress"] = "string"
|
||
|
|
#客户端认证码
|
||
|
|
CSecurityFtdcReqUserLoginField["AuthCode"] = "string"
|
||
|
|
structDict['CSecurityFtdcReqUserLoginField'] = CSecurityFtdcReqUserLoginField
|
||
|
|
|
||
|
|
|
||
|
|
#用户登录应答
|
||
|
|
CSecurityFtdcRspUserLoginField = {}
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcRspUserLoginField["TradingDay"] = "string"
|
||
|
|
#登录成功时间
|
||
|
|
CSecurityFtdcRspUserLoginField["LoginTime"] = "string"
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcRspUserLoginField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcRspUserLoginField["UserID"] = "string"
|
||
|
|
#交易系统名称
|
||
|
|
CSecurityFtdcRspUserLoginField["SystemName"] = "string"
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcRspUserLoginField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcRspUserLoginField["SessionID"] = "int"
|
||
|
|
#最大报单引用
|
||
|
|
CSecurityFtdcRspUserLoginField["MaxOrderRef"] = "string"
|
||
|
|
structDict['CSecurityFtdcRspUserLoginField'] = CSecurityFtdcRspUserLoginField
|
||
|
|
|
||
|
|
|
||
|
|
#用户登出请求
|
||
|
|
CSecurityFtdcUserLogoutField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcUserLogoutField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcUserLogoutField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcUserLogoutField'] = CSecurityFtdcUserLogoutField
|
||
|
|
|
||
|
|
|
||
|
|
#全部登出信息
|
||
|
|
CSecurityFtdcLogoutAllField = {}
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcLogoutAllField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcLogoutAllField["SessionID"] = "int"
|
||
|
|
#系统名称
|
||
|
|
CSecurityFtdcLogoutAllField["SystemName"] = "string"
|
||
|
|
structDict['CSecurityFtdcLogoutAllField'] = CSecurityFtdcLogoutAllField
|
||
|
|
|
||
|
|
|
||
|
|
#强制交易员退出
|
||
|
|
CSecurityFtdcForceUserLogoutField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcForceUserLogoutField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcForceUserLogoutField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcForceUserLogoutField'] = CSecurityFtdcForceUserLogoutField
|
||
|
|
|
||
|
|
|
||
|
|
#经纪公司用户激活
|
||
|
|
CSecurityFtdcActivateBrokerUserField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcActivateBrokerUserField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcActivateBrokerUserField["UserID"] = "string"
|
||
|
|
structDict['CSecurityFtdcActivateBrokerUserField'] = CSecurityFtdcActivateBrokerUserField
|
||
|
|
|
||
|
|
|
||
|
|
#输入报单
|
||
|
|
CSecurityFtdcInputOrderField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInputOrderField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInputOrderField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcInputOrderField["InstrumentID"] = "string"
|
||
|
|
#报单引用
|
||
|
|
CSecurityFtdcInputOrderField["OrderRef"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcInputOrderField["UserID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcInputOrderField["ExchangeID"] = "string"
|
||
|
|
#报单价格条件
|
||
|
|
CSecurityFtdcInputOrderField["OrderPriceType"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CSecurityFtdcInputOrderField["Direction"] = "string"
|
||
|
|
#组合开平标志
|
||
|
|
CSecurityFtdcInputOrderField["CombOffsetFlag"] = "string"
|
||
|
|
#组合投机套保标志
|
||
|
|
CSecurityFtdcInputOrderField["CombHedgeFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CSecurityFtdcInputOrderField["LimitPrice"] = "string"
|
||
|
|
#数量
|
||
|
|
CSecurityFtdcInputOrderField["VolumeTotalOriginal"] = "int"
|
||
|
|
#有效期类型
|
||
|
|
CSecurityFtdcInputOrderField["TimeCondition"] = "string"
|
||
|
|
#GTD日期
|
||
|
|
CSecurityFtdcInputOrderField["GTDDate"] = "string"
|
||
|
|
#成交量类型
|
||
|
|
CSecurityFtdcInputOrderField["VolumeCondition"] = "string"
|
||
|
|
#最小成交量
|
||
|
|
CSecurityFtdcInputOrderField["MinVolume"] = "int"
|
||
|
|
#触发条件
|
||
|
|
CSecurityFtdcInputOrderField["ContingentCondition"] = "string"
|
||
|
|
#止损价
|
||
|
|
CSecurityFtdcInputOrderField["StopPrice"] = "float"
|
||
|
|
#强平原因
|
||
|
|
CSecurityFtdcInputOrderField["ForceCloseReason"] = "string"
|
||
|
|
#自动挂起标志
|
||
|
|
CSecurityFtdcInputOrderField["IsAutoSuspend"] = "int"
|
||
|
|
#业务单元
|
||
|
|
CSecurityFtdcInputOrderField["BusinessUnit"] = "string"
|
||
|
|
#请求编号
|
||
|
|
CSecurityFtdcInputOrderField["RequestID"] = "int"
|
||
|
|
#用户强评标志
|
||
|
|
CSecurityFtdcInputOrderField["UserForceClose"] = "int"
|
||
|
|
structDict['CSecurityFtdcInputOrderField'] = CSecurityFtdcInputOrderField
|
||
|
|
|
||
|
|
|
||
|
|
#输入报单操作
|
||
|
|
CSecurityFtdcInputOrderActionField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInputOrderActionField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInputOrderActionField["InvestorID"] = "string"
|
||
|
|
#报单操作引用
|
||
|
|
CSecurityFtdcInputOrderActionField["OrderActionRef"] = "int"
|
||
|
|
#报单引用
|
||
|
|
CSecurityFtdcInputOrderActionField["OrderRef"] = "string"
|
||
|
|
#请求编号
|
||
|
|
CSecurityFtdcInputOrderActionField["RequestID"] = "int"
|
||
|
|
#前置编号
|
||
|
|
CSecurityFtdcInputOrderActionField["FrontID"] = "int"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcInputOrderActionField["SessionID"] = "int"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcInputOrderActionField["ExchangeID"] = "string"
|
||
|
|
#操作标志
|
||
|
|
CSecurityFtdcInputOrderActionField["ActionFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CSecurityFtdcInputOrderActionField["LimitPrice"] = "float"
|
||
|
|
#数量变化
|
||
|
|
CSecurityFtdcInputOrderActionField["VolumeChange"] = "int"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcInputOrderActionField["UserID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcInputOrderActionField["InstrumentID"] = "string"
|
||
|
|
#交易所交易员代码
|
||
|
|
CSecurityFtdcInputOrderActionField["BranchPBU"] = "string"
|
||
|
|
#本地报单编号
|
||
|
|
CSecurityFtdcInputOrderActionField["OrderLocalID"] = "string"
|
||
|
|
structDict['CSecurityFtdcInputOrderActionField'] = CSecurityFtdcInputOrderActionField
|
||
|
|
|
||
|
|
|
||
|
|
#指定的合约
|
||
|
|
CSecurityFtdcSpecificInstrumentField = {}
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcSpecificInstrumentField["InstrumentID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcSpecificInstrumentField["ExchangeID"] = "string"
|
||
|
|
structDict['CSecurityFtdcSpecificInstrumentField'] = CSecurityFtdcSpecificInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
#指定的交易所
|
||
|
|
CSecurityFtdcSpecificExchangeField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcSpecificExchangeField["ExchangeID"] = "string"
|
||
|
|
structDict['CSecurityFtdcSpecificExchangeField'] = CSecurityFtdcSpecificExchangeField
|
||
|
|
|
||
|
|
|
||
|
|
#行情基础属性
|
||
|
|
CSecurityFtdcMarketDataBaseField = {}
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcMarketDataBaseField["TradingDay"] = "string"
|
||
|
|
#上次结算价
|
||
|
|
CSecurityFtdcMarketDataBaseField["PreSettlementPrice"] = "float"
|
||
|
|
#昨收盘
|
||
|
|
CSecurityFtdcMarketDataBaseField["PreClosePrice"] = "float"
|
||
|
|
#昨持仓量
|
||
|
|
CSecurityFtdcMarketDataBaseField["PreOpenInterest"] = "float"
|
||
|
|
#昨虚实度
|
||
|
|
CSecurityFtdcMarketDataBaseField["PreDelta"] = "float"
|
||
|
|
structDict['CSecurityFtdcMarketDataBaseField'] = CSecurityFtdcMarketDataBaseField
|
||
|
|
|
||
|
|
|
||
|
|
#行情静态属性
|
||
|
|
CSecurityFtdcMarketDataStaticField = {}
|
||
|
|
#今开盘
|
||
|
|
CSecurityFtdcMarketDataStaticField["OpenPrice"] = "float"
|
||
|
|
#最高价
|
||
|
|
CSecurityFtdcMarketDataStaticField["HighestPrice"] = "float"
|
||
|
|
#最低价
|
||
|
|
CSecurityFtdcMarketDataStaticField["LowestPrice"] = "float"
|
||
|
|
#今收盘
|
||
|
|
CSecurityFtdcMarketDataStaticField["ClosePrice"] = "float"
|
||
|
|
#涨停板价
|
||
|
|
CSecurityFtdcMarketDataStaticField["UpperLimitPrice"] = "float"
|
||
|
|
#跌停板价
|
||
|
|
CSecurityFtdcMarketDataStaticField["LowerLimitPrice"] = "float"
|
||
|
|
#本次结算价
|
||
|
|
CSecurityFtdcMarketDataStaticField["SettlementPrice"] = "float"
|
||
|
|
#今虚实度
|
||
|
|
CSecurityFtdcMarketDataStaticField["CurrDelta"] = "float"
|
||
|
|
structDict['CSecurityFtdcMarketDataStaticField'] = CSecurityFtdcMarketDataStaticField
|
||
|
|
|
||
|
|
|
||
|
|
#行情最新成交属性
|
||
|
|
CSecurityFtdcMarketDataLastMatchField = {}
|
||
|
|
#最新价
|
||
|
|
CSecurityFtdcMarketDataLastMatchField["LastPrice"] = "float"
|
||
|
|
#数量
|
||
|
|
CSecurityFtdcMarketDataLastMatchField["Volume"] = "int"
|
||
|
|
#成交金额
|
||
|
|
CSecurityFtdcMarketDataLastMatchField["Turnover"] = "float"
|
||
|
|
#持仓量
|
||
|
|
CSecurityFtdcMarketDataLastMatchField["OpenInterest"] = "float"
|
||
|
|
structDict['CSecurityFtdcMarketDataLastMatchField'] = CSecurityFtdcMarketDataLastMatchField
|
||
|
|
|
||
|
|
|
||
|
|
#行情最优价属性
|
||
|
|
CSecurityFtdcMarketDataBestPriceField = {}
|
||
|
|
#申买价一
|
||
|
|
CSecurityFtdcMarketDataBestPriceField["BidPrice1"] = "float"
|
||
|
|
#申买量一
|
||
|
|
CSecurityFtdcMarketDataBestPriceField["BidVolume1"] = "int"
|
||
|
|
#申卖价一
|
||
|
|
CSecurityFtdcMarketDataBestPriceField["AskPrice1"] = "float"
|
||
|
|
#申卖量一
|
||
|
|
CSecurityFtdcMarketDataBestPriceField["AskVolume1"] = "int"
|
||
|
|
structDict['CSecurityFtdcMarketDataBestPriceField'] = CSecurityFtdcMarketDataBestPriceField
|
||
|
|
|
||
|
|
|
||
|
|
#行情申买二、三属性
|
||
|
|
CSecurityFtdcMarketDataBid23Field = {}
|
||
|
|
#申买价二
|
||
|
|
CSecurityFtdcMarketDataBid23Field["BidPrice2"] = "float"
|
||
|
|
#申买量二
|
||
|
|
CSecurityFtdcMarketDataBid23Field["BidVolume2"] = "int"
|
||
|
|
#申买价三
|
||
|
|
CSecurityFtdcMarketDataBid23Field["BidPrice3"] = "float"
|
||
|
|
#申买量三
|
||
|
|
CSecurityFtdcMarketDataBid23Field["BidVolume3"] = "int"
|
||
|
|
structDict['CSecurityFtdcMarketDataBid23Field'] = CSecurityFtdcMarketDataBid23Field
|
||
|
|
|
||
|
|
|
||
|
|
#行情申卖二、三属性
|
||
|
|
CSecurityFtdcMarketDataAsk23Field = {}
|
||
|
|
#申卖价二
|
||
|
|
CSecurityFtdcMarketDataAsk23Field["AskPrice2"] = "float"
|
||
|
|
#申卖量二
|
||
|
|
CSecurityFtdcMarketDataAsk23Field["AskVolume2"] = "int"
|
||
|
|
#申卖价三
|
||
|
|
CSecurityFtdcMarketDataAsk23Field["AskPrice3"] = "float"
|
||
|
|
#申卖量三
|
||
|
|
CSecurityFtdcMarketDataAsk23Field["AskVolume3"] = "int"
|
||
|
|
structDict['CSecurityFtdcMarketDataAsk23Field'] = CSecurityFtdcMarketDataAsk23Field
|
||
|
|
|
||
|
|
|
||
|
|
#行情申买四、五属性
|
||
|
|
CSecurityFtdcMarketDataBid45Field = {}
|
||
|
|
#申买价四
|
||
|
|
CSecurityFtdcMarketDataBid45Field["BidPrice4"] = "float"
|
||
|
|
#申买量四
|
||
|
|
CSecurityFtdcMarketDataBid45Field["BidVolume4"] = "int"
|
||
|
|
#申买价五
|
||
|
|
CSecurityFtdcMarketDataBid45Field["BidPrice5"] = "float"
|
||
|
|
#申买量五
|
||
|
|
CSecurityFtdcMarketDataBid45Field["BidVolume5"] = "int"
|
||
|
|
structDict['CSecurityFtdcMarketDataBid45Field'] = CSecurityFtdcMarketDataBid45Field
|
||
|
|
|
||
|
|
|
||
|
|
#行情申卖四、五属性
|
||
|
|
CSecurityFtdcMarketDataAsk45Field = {}
|
||
|
|
#申卖价四
|
||
|
|
CSecurityFtdcMarketDataAsk45Field["AskPrice4"] = "float"
|
||
|
|
#申卖量四
|
||
|
|
CSecurityFtdcMarketDataAsk45Field["AskVolume4"] = "int"
|
||
|
|
#申卖价五
|
||
|
|
CSecurityFtdcMarketDataAsk45Field["AskPrice5"] = "float"
|
||
|
|
#申卖量五
|
||
|
|
CSecurityFtdcMarketDataAsk45Field["AskVolume5"] = "int"
|
||
|
|
structDict['CSecurityFtdcMarketDataAsk45Field'] = CSecurityFtdcMarketDataAsk45Field
|
||
|
|
|
||
|
|
|
||
|
|
#行情更新时间属性
|
||
|
|
CSecurityFtdcMarketDataUpdateTimeField = {}
|
||
|
|
#合约代码
|
||
|
|
CSecurityFtdcMarketDataUpdateTimeField["InstrumentID"] = "string"
|
||
|
|
#最后修改时间
|
||
|
|
CSecurityFtdcMarketDataUpdateTimeField["UpdateTime"] = "string"
|
||
|
|
#最后修改毫秒
|
||
|
|
CSecurityFtdcMarketDataUpdateTimeField["UpdateMillisec"] = "int"
|
||
|
|
#业务日期
|
||
|
|
CSecurityFtdcMarketDataUpdateTimeField["ActionDay"] = "string"
|
||
|
|
structDict['CSecurityFtdcMarketDataUpdateTimeField'] = CSecurityFtdcMarketDataUpdateTimeField
|
||
|
|
|
||
|
|
|
||
|
|
#成交均价
|
||
|
|
CSecurityFtdcMarketDataAveragePriceField = {}
|
||
|
|
#当日均价
|
||
|
|
CSecurityFtdcMarketDataAveragePriceField["AveragePrice"] = "float"
|
||
|
|
structDict['CSecurityFtdcMarketDataAveragePriceField'] = CSecurityFtdcMarketDataAveragePriceField
|
||
|
|
|
||
|
|
|
||
|
|
#行情交易所代码属性
|
||
|
|
CSecurityFtdcMarketDataExchangeField = {}
|
||
|
|
#交易所代码
|
||
|
|
CSecurityFtdcMarketDataExchangeField["ExchangeID"] = "string"
|
||
|
|
structDict['CSecurityFtdcMarketDataExchangeField'] = CSecurityFtdcMarketDataExchangeField
|
||
|
|
|
||
|
|
|
||
|
|
#信息分发
|
||
|
|
CSecurityFtdcDisseminationField = {}
|
||
|
|
#序列系列号
|
||
|
|
CSecurityFtdcDisseminationField["SequenceSeries"] = "int"
|
||
|
|
#序列号
|
||
|
|
CSecurityFtdcDisseminationField["SequenceNo"] = "int"
|
||
|
|
structDict['CSecurityFtdcDisseminationField'] = CSecurityFtdcDisseminationField
|
||
|
|
|
||
|
|
|
||
|
|
#资金转账输入
|
||
|
|
CSecurityFtdcInputFundTransferField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcInputFundTransferField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcInputFundTransferField["InvestorID"] = "string"
|
||
|
|
#投资者资金帐号
|
||
|
|
CSecurityFtdcInputFundTransferField["AccountID"] = "string"
|
||
|
|
#资金帐户密码
|
||
|
|
CSecurityFtdcInputFundTransferField["Password"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcInputFundTransferField["UserID"] = "string"
|
||
|
|
#交易金额
|
||
|
|
CSecurityFtdcInputFundTransferField["TradeAmount"] = "float"
|
||
|
|
#摘要
|
||
|
|
CSecurityFtdcInputFundTransferField["Digest"] = "string"
|
||
|
|
#账户类型
|
||
|
|
CSecurityFtdcInputFundTransferField["AccountType"] = "string"
|
||
|
|
structDict['CSecurityFtdcInputFundTransferField'] = CSecurityFtdcInputFundTransferField
|
||
|
|
|
||
|
|
|
||
|
|
#资金转账
|
||
|
|
CSecurityFtdcFundTransferField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcFundTransferField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcFundTransferField["InvestorID"] = "string"
|
||
|
|
#投资者资金帐号
|
||
|
|
CSecurityFtdcFundTransferField["AccountID"] = "string"
|
||
|
|
#资金帐户密码
|
||
|
|
CSecurityFtdcFundTransferField["Password"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcFundTransferField["UserID"] = "string"
|
||
|
|
#交易金额
|
||
|
|
CSecurityFtdcFundTransferField["TradeAmount"] = "float"
|
||
|
|
#摘要
|
||
|
|
CSecurityFtdcFundTransferField["Digest"] = "string"
|
||
|
|
#会话编号
|
||
|
|
CSecurityFtdcFundTransferField["SessionID"] = "int"
|
||
|
|
#Liber核心流水号
|
||
|
|
CSecurityFtdcFundTransferField["LiberSerial"] = "int"
|
||
|
|
#转账平台流水号
|
||
|
|
CSecurityFtdcFundTransferField["PlateSerial"] = "int"
|
||
|
|
#第三方流水号
|
||
|
|
CSecurityFtdcFundTransferField["TransferSerial"] = "string"
|
||
|
|
#交易日
|
||
|
|
CSecurityFtdcFundTransferField["TradingDay"] = "string"
|
||
|
|
#转账时间
|
||
|
|
CSecurityFtdcFundTransferField["TradeTime"] = "string"
|
||
|
|
#出入金方向
|
||
|
|
CSecurityFtdcFundTransferField["FundDirection"] = "string"
|
||
|
|
#错误代码
|
||
|
|
CSecurityFtdcFundTransferField["ErrorID"] = "int"
|
||
|
|
#错误信息
|
||
|
|
CSecurityFtdcFundTransferField["ErrorMsg"] = "string"
|
||
|
|
structDict['CSecurityFtdcFundTransferField'] = CSecurityFtdcFundTransferField
|
||
|
|
|
||
|
|
|
||
|
|
#资金转账查询请求
|
||
|
|
CSecurityFtdcQryFundTransferSerialField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryFundTransferSerialField["BrokerID"] = "string"
|
||
|
|
#投资者资金帐号
|
||
|
|
CSecurityFtdcQryFundTransferSerialField["AccountID"] = "string"
|
||
|
|
#账户类型
|
||
|
|
CSecurityFtdcQryFundTransferSerialField["AccountType"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryFundTransferSerialField'] = CSecurityFtdcQryFundTransferSerialField
|
||
|
|
|
||
|
|
|
||
|
|
#资金内转
|
||
|
|
CSecurityFtdcFundInterTransferField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcFundInterTransferField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcFundInterTransferField["InvestorID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcFundInterTransferField["UserID"] = "string"
|
||
|
|
#资金账户代码
|
||
|
|
CSecurityFtdcFundInterTransferField["AccountID"] = "string"
|
||
|
|
#资金账户密码
|
||
|
|
CSecurityFtdcFundInterTransferField["Password"] = "string"
|
||
|
|
#金额
|
||
|
|
CSecurityFtdcFundInterTransferField["TradeAmount"] = "float"
|
||
|
|
#内转类型
|
||
|
|
CSecurityFtdcFundInterTransferField["TransferType"] = "string"
|
||
|
|
#资金内转编号
|
||
|
|
CSecurityFtdcFundInterTransferField["SerialID"] = "int"
|
||
|
|
structDict['CSecurityFtdcFundInterTransferField'] = CSecurityFtdcFundInterTransferField
|
||
|
|
|
||
|
|
|
||
|
|
#资金内转流水
|
||
|
|
CSecurityFtdcFundInterTransferSerialField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["InvestorID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["UserID"] = "string"
|
||
|
|
#资金账户代码
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["AccountID"] = "string"
|
||
|
|
#资金账户密码
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["Password"] = "string"
|
||
|
|
#金额
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["TradeAmount"] = "float"
|
||
|
|
#内转类型
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["TransferType"] = "string"
|
||
|
|
#资金内转编号
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["SerialID"] = "int"
|
||
|
|
#转账时间
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["TransferTime"] = "string"
|
||
|
|
#错误代码
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["ErrorID"] = "int"
|
||
|
|
#错误信息
|
||
|
|
CSecurityFtdcFundInterTransferSerialField["ErrorMsg"] = "string"
|
||
|
|
structDict['CSecurityFtdcFundInterTransferSerialField'] = CSecurityFtdcFundInterTransferSerialField
|
||
|
|
|
||
|
|
|
||
|
|
#资金内转流水查询请求
|
||
|
|
CSecurityFtdcQryFundInterTransferSerialField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcQryFundInterTransferSerialField["BrokerID"] = "string"
|
||
|
|
#投资者代码
|
||
|
|
CSecurityFtdcQryFundInterTransferSerialField["InvestorID"] = "string"
|
||
|
|
structDict['CSecurityFtdcQryFundInterTransferSerialField'] = CSecurityFtdcQryFundInterTransferSerialField
|
||
|
|
|
||
|
|
|
||
|
|
#获取数据库信息
|
||
|
|
CSecurityFtdcFetchDBInfoField = {}
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcFetchDBInfoField["UserID"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcFetchDBInfoField["Password"] = "string"
|
||
|
|
#数据库索引
|
||
|
|
CSecurityFtdcFetchDBInfoField["DBIndex"] = "string"
|
||
|
|
#数据库IP地址
|
||
|
|
CSecurityFtdcFetchDBInfoField["IPAddress"] = "string"
|
||
|
|
#数据库IP端口
|
||
|
|
CSecurityFtdcFetchDBInfoField["IPPort"] = "int"
|
||
|
|
#数据库名称
|
||
|
|
CSecurityFtdcFetchDBInfoField["DBName"] = "string"
|
||
|
|
#数据库用户名
|
||
|
|
CSecurityFtdcFetchDBInfoField["DBUserID"] = "string"
|
||
|
|
#数据库密码
|
||
|
|
CSecurityFtdcFetchDBInfoField["DBPassword"] = "string"
|
||
|
|
structDict['CSecurityFtdcFetchDBInfoField'] = CSecurityFtdcFetchDBInfoField
|
||
|
|
|
||
|
|
|
||
|
|
#MD用户信息
|
||
|
|
CSecurityFtdcMDUserInfoField = {}
|
||
|
|
#经纪公司代码
|
||
|
|
CSecurityFtdcMDUserInfoField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CSecurityFtdcMDUserInfoField["UserID"] = "string"
|
||
|
|
#用户名称
|
||
|
|
CSecurityFtdcMDUserInfoField["UserName"] = "string"
|
||
|
|
#密码
|
||
|
|
CSecurityFtdcMDUserInfoField["Password"] = "string"
|
||
|
|
#行情系统编号
|
||
|
|
CSecurityFtdcMDUserInfoField["MDSysID"] = "int"
|
||
|
|
structDict['CSecurityFtdcMDUserInfoField'] = CSecurityFtdcMDUserInfoField
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|