2016-12-07 13:11:34 +00:00
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# encoding: UTF-8
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structDict = {}
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#//////////////////////////////////////////////////////////////////////
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#@system QuantDo Platform
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#@company 上海量投网络科技有限公司
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#@file QdpFtdcUserApiStruct.h
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#@brief 定义了客户端接口使用的业务数据结构
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#@history
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#//////////////////////////////////////////////////////////////////////
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#系统用户登录请求
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CQdpFtdcReqUserLoginField = {}
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#交易日
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CQdpFtdcReqUserLoginField["TradingDay"] = "string"
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#交易用户代码
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CQdpFtdcReqUserLoginField["UserID"] = "string"
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#经纪公司编号
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CQdpFtdcReqUserLoginField["BrokerID"] = "string"
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#密码
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CQdpFtdcReqUserLoginField["Password"] = "string"
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#用户端产品信息
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CQdpFtdcReqUserLoginField["UserProductInfo"] = "string"
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#接口端产品信息
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CQdpFtdcReqUserLoginField["InterfaceProductInfo"] = "string"
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#协议信息
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CQdpFtdcReqUserLoginField["ProtocolInfo"] = "string"
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#IP地址
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CQdpFtdcReqUserLoginField["IPAddress"] = "string"
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#Mac地址
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CQdpFtdcReqUserLoginField["MacAddress"] = "string"
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#数据中心代码
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CQdpFtdcReqUserLoginField["DataCenterID"] = "int"
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#动态密码
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CQdpFtdcReqUserLoginField["OneTimePassword"] = "string"
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#终端IP地址
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CQdpFtdcReqUserLoginField["ClientIPAddress"] = "string"
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structDict['CQdpFtdcReqUserLoginField'] = CQdpFtdcReqUserLoginField
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#系统用户登录应答
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CQdpFtdcRspUserLoginField = {}
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#交易日
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CQdpFtdcRspUserLoginField["TradingDay"] = "string"
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#经纪公司编号
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CQdpFtdcRspUserLoginField["BrokerID"] = "string"
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#交易用户代码
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CQdpFtdcRspUserLoginField["UserID"] = "string"
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#登录成功时间
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CQdpFtdcRspUserLoginField["LoginTime"] = "string"
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#用户最大本地报单号
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CQdpFtdcRspUserLoginField["MaxOrderLocalID"] = "string"
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#交易系统名称
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CQdpFtdcRspUserLoginField["TradingSystemName"] = "string"
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#数据中心代码
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CQdpFtdcRspUserLoginField["DataCenterID"] = "int"
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#会员私有流当前长度
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CQdpFtdcRspUserLoginField["PrivateFlowSize"] = "int"
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#交易员私有流当前长度
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CQdpFtdcRspUserLoginField["UserFlowSize"] = "int"
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#会话编号
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CQdpFtdcRspUserLoginField["SessionID"] = "int"
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#前置编号
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CQdpFtdcRspUserLoginField["FrontID"] = "int"
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structDict['CQdpFtdcRspUserLoginField'] = CQdpFtdcRspUserLoginField
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#用户登出请求
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CQdpFtdcReqUserLogoutField = {}
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#经纪公司编号
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CQdpFtdcReqUserLogoutField["BrokerID"] = "string"
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#交易用户代码
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CQdpFtdcReqUserLogoutField["UserID"] = "string"
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structDict['CQdpFtdcReqUserLogoutField'] = CQdpFtdcReqUserLogoutField
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#用户登出请求
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CQdpFtdcRspUserLogoutField = {}
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#经纪公司编号
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CQdpFtdcRspUserLogoutField["BrokerID"] = "string"
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#交易用户代码
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CQdpFtdcRspUserLogoutField["UserID"] = "string"
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structDict['CQdpFtdcRspUserLogoutField'] = CQdpFtdcRspUserLogoutField
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#强制用户退出
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CQdpFtdcForceUserExitField = {}
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#经纪公司编号
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CQdpFtdcForceUserExitField["BrokerID"] = "string"
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#交易用户代码
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CQdpFtdcForceUserExitField["UserID"] = "string"
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structDict['CQdpFtdcForceUserExitField'] = CQdpFtdcForceUserExitField
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#用户口令修改
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CQdpFtdcUserPasswordUpdateField = {}
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#经纪公司编号
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CQdpFtdcUserPasswordUpdateField["BrokerID"] = "string"
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#交易用户代码
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CQdpFtdcUserPasswordUpdateField["UserID"] = "string"
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#旧密码
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CQdpFtdcUserPasswordUpdateField["OldPassword"] = "string"
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#新密码
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CQdpFtdcUserPasswordUpdateField["NewPassword"] = "string"
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structDict['CQdpFtdcUserPasswordUpdateField'] = CQdpFtdcUserPasswordUpdateField
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#输入报单
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CQdpFtdcInputOrderField = {}
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#经纪公司编号
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CQdpFtdcInputOrderField["BrokerID"] = "string"
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#交易所代码
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CQdpFtdcInputOrderField["ExchangeID"] = "string"
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#系统报单编号
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CQdpFtdcInputOrderField["OrderSysID"] = "string"
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#投资者编号
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CQdpFtdcInputOrderField["InvestorID"] = "string"
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#用户代码
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CQdpFtdcInputOrderField["UserID"] = "string"
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#合约代码
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CQdpFtdcInputOrderField["InstrumentID"] = "string"
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#用户本地报单号
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CQdpFtdcInputOrderField["UserOrderLocalID"] = "string"
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#价格类型
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CQdpFtdcInputOrderField["OrderPriceType"] = "char"
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#买卖方向
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CQdpFtdcInputOrderField["Direction"] = "char"
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#开平标志
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CQdpFtdcInputOrderField["OffsetFlag"] = "char"
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#投机套保标志
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CQdpFtdcInputOrderField["HedgeFlag"] = "char"
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#价格
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CQdpFtdcInputOrderField["LimitPrice"] = "float"
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#数量
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CQdpFtdcInputOrderField["Volume"] = "int"
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#有效期类型
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CQdpFtdcInputOrderField["TimeCondition"] = "char"
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#GTD日期
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CQdpFtdcInputOrderField["GTDDate"] = "string"
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#成交量类型
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CQdpFtdcInputOrderField["VolumeCondition"] = "char"
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#最小成交量
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CQdpFtdcInputOrderField["MinVolume"] = "int"
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#止损价
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CQdpFtdcInputOrderField["StopPrice"] = "float"
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#强平原因
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CQdpFtdcInputOrderField["ForceCloseReason"] = "char"
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#自动挂起标志
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CQdpFtdcInputOrderField["IsAutoSuspend"] = "int"
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#业务单元
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CQdpFtdcInputOrderField["BusinessUnit"] = "string"
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2016-12-11 09:36:13 +00:00
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#用户自定义域`
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2016-12-07 13:11:34 +00:00
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CQdpFtdcInputOrderField["UserCustom"] = "string"
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#营业部代码
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CQdpFtdcInputOrderField["BranchID"] = "string"
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#记录编号
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CQdpFtdcInputOrderField["RecNum"] = "int"
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#业务类别
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CQdpFtdcInputOrderField["BusinessType"] = "char"
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structDict['CQdpFtdcInputOrderField'] = CQdpFtdcInputOrderField
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#报单操作
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CQdpFtdcOrderActionField = {}
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#交易所代码
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CQdpFtdcOrderActionField["ExchangeID"] = "string"
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#报单编号
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CQdpFtdcOrderActionField["OrderSysID"] = "string"
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#经纪公司编号
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CQdpFtdcOrderActionField["BrokerID"] = "string"
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#投资者编号
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CQdpFtdcOrderActionField["InvestorID"] = "string"
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#用户代码
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CQdpFtdcOrderActionField["UserID"] = "string"
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#合约代码
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CQdpFtdcOrderActionField["InstrumentID"] = "string"
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#本次撤单操作的本地编号
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CQdpFtdcOrderActionField["UserOrderActionLocalID"] = "string"
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#被撤订单的本地报单编号
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CQdpFtdcOrderActionField["UserOrderLocalID"] = "string"
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#报单操作标志
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CQdpFtdcOrderActionField["ActionFlag"] = "char"
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#价格
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CQdpFtdcOrderActionField["LimitPrice"] = "float"
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#数量变化
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CQdpFtdcOrderActionField["VolumeChange"] = "int"
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#记录编号
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CQdpFtdcOrderActionField["RecNum"] = "int"
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#前置编号
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CQdpFtdcOrderActionField["FrontID"] = "int"
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#会话编号
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CQdpFtdcOrderActionField["SessionID"] = "int"
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structDict['CQdpFtdcOrderActionField'] = CQdpFtdcOrderActionField
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#内存表导出
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CQdpFtdcMemDbField = {}
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#内存表名
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CQdpFtdcMemDbField["MemTableName"] = "string"
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structDict['CQdpFtdcMemDbField'] = CQdpFtdcMemDbField
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#投资者资金帐户出入金请求
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CQdpFtdcReqAccountDepositField = {}
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#经纪公司编号
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CQdpFtdcReqAccountDepositField["BrokerID"] = "string"
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#资金流水号
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CQdpFtdcReqAccountDepositField["AccountSeqNo"] = "string"
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#资金帐号
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CQdpFtdcReqAccountDepositField["AccountID"] = "string"
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#连续递增的总资金流水号
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CQdpFtdcReqAccountDepositField["AccountInsideSeqNo"] = "string"
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#投资者编号
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CQdpFtdcReqAccountDepositField["InvestorID"] = "string"
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#金额
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CQdpFtdcReqAccountDepositField["Amount"] = "float"
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#出入金方向
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CQdpFtdcReqAccountDepositField["AmountDirection"] = "char"
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#用户代码
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CQdpFtdcReqAccountDepositField["UserID"] = "string"
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structDict['CQdpFtdcReqAccountDepositField'] = CQdpFtdcReqAccountDepositField
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#投资者资金帐户出入金应答
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CQdpFtdcRspAccountDepositField = {}
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#经纪公司编号
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CQdpFtdcRspAccountDepositField["BrokerID"] = "string"
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#投资者编号
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CQdpFtdcRspAccountDepositField["InvestorID"] = "string"
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#资金帐号
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CQdpFtdcRspAccountDepositField["AccountID"] = "string"
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#资金流水号
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CQdpFtdcRspAccountDepositField["AccountSeqNo"] = "string"
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#连续递增的总资金流水号
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CQdpFtdcRspAccountDepositField["AccountInsideSeqNo"] = "string"
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#金额
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CQdpFtdcRspAccountDepositField["Amount"] = "float"
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#出入金方向
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CQdpFtdcRspAccountDepositField["AmountDirection"] = "char"
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#可用资金
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CQdpFtdcRspAccountDepositField["Available"] = "float"
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#结算准备金
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CQdpFtdcRspAccountDepositField["Balance"] = "float"
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#用户代码
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CQdpFtdcRspAccountDepositField["UserID"] = "string"
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structDict['CQdpFtdcRspAccountDepositField'] = CQdpFtdcRspAccountDepositField
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#期货发起转账请求
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CQdpFtdcReqTransferField = {}
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#业务功能码
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CQdpFtdcReqTransferField["TradeCode"] = "string"
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#银行代码
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CQdpFtdcReqTransferField["BankID"] = "string"
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#银行分支机构代码
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CQdpFtdcReqTransferField["BankBrchID"] = "string"
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#经纪公司编号
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CQdpFtdcReqTransferField["BrokerID"] = "string"
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#期商分支机构代码
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CQdpFtdcReqTransferField["BrokerBranchID"] = "string"
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#交易日期
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CQdpFtdcReqTransferField["TradeDate"] = "string"
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#交易时间
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CQdpFtdcReqTransferField["TradingTime"] = "string"
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#银行流水号
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CQdpFtdcReqTransferField["BankSerial"] = "string"
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#交易系统日期
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CQdpFtdcReqTransferField["TradingDay"] = "string"
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#银期平台消息流水号
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CQdpFtdcReqTransferField["PlateSerial"] = "int"
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#最后分片标志
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CQdpFtdcReqTransferField["LastFragment"] = "char"
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#会话号
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CQdpFtdcReqTransferField["SessionID"] = "int"
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#客户姓名
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CQdpFtdcReqTransferField["CustomerName"] = "string"
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#证件类型
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CQdpFtdcReqTransferField["IdCardType"] = "string"
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#证件号码
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CQdpFtdcReqTransferField["IdentifiedCardNo"] = "string"
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#客户类型
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CQdpFtdcReqTransferField["CustType"] = "string"
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#银行账号
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CQdpFtdcReqTransferField["BankAccount"] = "string"
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#银行密码
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CQdpFtdcReqTransferField["BankPassWord"] = "string"
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#资金账号
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CQdpFtdcReqTransferField["AccountID"] = "string"
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#投资者编号
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CQdpFtdcReqTransferField["InvestorID"] = "string"
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#期货密码
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CQdpFtdcReqTransferField["Password"] = "string"
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#安装编号
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CQdpFtdcReqTransferField["InstallID"] = "int"
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#期货公司流水号
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CQdpFtdcReqTransferField["FutureSerial"] = "int"
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#交易员
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CQdpFtdcReqTransferField["UserID"] = "string"
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#验证客户证件号码标志
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CQdpFtdcReqTransferField["VerifyCertNoFlag"] = "string"
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#币种代码
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CQdpFtdcReqTransferField["Currency"] = "string"
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#转账金额
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CQdpFtdcReqTransferField["TradeAmount"] = "float"
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#期货可取金额
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CQdpFtdcReqTransferField["FutureFetchAmount"] = "float"
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|
#费用支付标志
|
|
|
|
CQdpFtdcReqTransferField["FeePayFlag"] = "char"
|
|
|
|
#应收客户费用
|
|
|
|
CQdpFtdcReqTransferField["CustFee"] = "float"
|
|
|
|
#应收期货公司费用
|
|
|
|
CQdpFtdcReqTransferField["BrokerFee"] = "float"
|
|
|
|
#发送方给接收方的消息
|
|
|
|
CQdpFtdcReqTransferField["Message"] = "string"
|
|
|
|
#摘要
|
|
|
|
CQdpFtdcReqTransferField["Digest"] = "string"
|
|
|
|
#银行账号类型
|
|
|
|
CQdpFtdcReqTransferField["BankAccType"] = "char"
|
|
|
|
#渠道标志
|
|
|
|
CQdpFtdcReqTransferField["DeviceID"] = "string"
|
|
|
|
#期货单位账号类型
|
|
|
|
CQdpFtdcReqTransferField["BankSecuAccType"] = "char"
|
|
|
|
#期货公司银行编码
|
|
|
|
CQdpFtdcReqTransferField["BankCodingForFuture"] = "string"
|
|
|
|
#期货单位账号
|
|
|
|
CQdpFtdcReqTransferField["BankSecuAcc"] = "string"
|
|
|
|
#银行密码标志
|
|
|
|
CQdpFtdcReqTransferField["BankPwdFlag"] = "char"
|
|
|
|
#期货资金密码核对标志
|
|
|
|
CQdpFtdcReqTransferField["SecuPwdFlag"] = "char"
|
|
|
|
#交易柜员
|
|
|
|
CQdpFtdcReqTransferField["OperNo"] = "string"
|
|
|
|
#请求编号
|
|
|
|
CQdpFtdcReqTransferField["RequestID"] = "int"
|
|
|
|
#交易ID
|
|
|
|
CQdpFtdcReqTransferField["TID"] = "int"
|
|
|
|
#转账交易状态
|
|
|
|
CQdpFtdcReqTransferField["TransferStatus"] = "char"
|
|
|
|
structDict['CQdpFtdcReqTransferField'] = CQdpFtdcReqTransferField
|
|
|
|
|
|
|
|
|
|
|
|
#期货发起转账通知
|
|
|
|
CQdpFtdcRspTransferField = {}
|
|
|
|
#业务功能码
|
|
|
|
CQdpFtdcRspTransferField["TradeCode"] = "string"
|
|
|
|
#银行代码
|
|
|
|
CQdpFtdcRspTransferField["BankID"] = "string"
|
|
|
|
#银行分支机构代码
|
|
|
|
CQdpFtdcRspTransferField["BankBrchID"] = "string"
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcRspTransferField["BrokerID"] = "string"
|
|
|
|
#期商分支机构代码
|
|
|
|
CQdpFtdcRspTransferField["BrokerBranchID"] = "string"
|
|
|
|
#交易日期
|
|
|
|
CQdpFtdcRspTransferField["TradeDate"] = "string"
|
|
|
|
#交易时间
|
|
|
|
CQdpFtdcRspTransferField["TradingTime"] = "string"
|
|
|
|
#银行流水号
|
|
|
|
CQdpFtdcRspTransferField["BankSerial"] = "string"
|
|
|
|
#交易系统日期
|
|
|
|
CQdpFtdcRspTransferField["TradingDay"] = "string"
|
|
|
|
#银期平台消息流水号
|
|
|
|
CQdpFtdcRspTransferField["PlateSerial"] = "int"
|
|
|
|
#最后分片标志
|
|
|
|
CQdpFtdcRspTransferField["LastFragment"] = "char"
|
|
|
|
#会话号
|
|
|
|
CQdpFtdcRspTransferField["SessionID"] = "int"
|
|
|
|
#客户姓名
|
|
|
|
CQdpFtdcRspTransferField["CustomerName"] = "string"
|
|
|
|
#证件类型
|
|
|
|
CQdpFtdcRspTransferField["IdCardType"] = "string"
|
|
|
|
#证件号码
|
|
|
|
CQdpFtdcRspTransferField["IdentifiedCardNo"] = "string"
|
|
|
|
#客户类型
|
|
|
|
CQdpFtdcRspTransferField["CustType"] = "string"
|
|
|
|
#银行账号
|
|
|
|
CQdpFtdcRspTransferField["BankAccount"] = "string"
|
|
|
|
#银行密码
|
|
|
|
CQdpFtdcRspTransferField["BankPassWord"] = "string"
|
|
|
|
#资金账号
|
|
|
|
CQdpFtdcRspTransferField["AccountID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcRspTransferField["InvestorID"] = "string"
|
|
|
|
#期货密码
|
|
|
|
CQdpFtdcRspTransferField["Password"] = "string"
|
|
|
|
#安装编号
|
|
|
|
CQdpFtdcRspTransferField["InstallID"] = "int"
|
|
|
|
#期货公司流水号
|
|
|
|
CQdpFtdcRspTransferField["FutureSerial"] = "int"
|
|
|
|
#交易员
|
|
|
|
CQdpFtdcRspTransferField["UserID"] = "string"
|
|
|
|
#验证客户证件号码标志
|
|
|
|
CQdpFtdcRspTransferField["VerifyCertNoFlag"] = "string"
|
|
|
|
#币种代码
|
|
|
|
CQdpFtdcRspTransferField["Currency"] = "string"
|
|
|
|
#转账金额
|
|
|
|
CQdpFtdcRspTransferField["TradeAmount"] = "float"
|
|
|
|
#期货可取金额
|
|
|
|
CQdpFtdcRspTransferField["FutureFetchAmount"] = "float"
|
|
|
|
#费用支付标志
|
|
|
|
CQdpFtdcRspTransferField["FeePayFlag"] = "char"
|
|
|
|
#应收客户费用
|
|
|
|
CQdpFtdcRspTransferField["CustFee"] = "float"
|
|
|
|
#应收期货公司费用
|
|
|
|
CQdpFtdcRspTransferField["BrokerFee"] = "float"
|
|
|
|
#发送方给接收方的消息
|
|
|
|
CQdpFtdcRspTransferField["Message"] = "string"
|
|
|
|
#摘要
|
|
|
|
CQdpFtdcRspTransferField["Digest"] = "string"
|
|
|
|
#银行账号类型
|
|
|
|
CQdpFtdcRspTransferField["BankAccType"] = "char"
|
|
|
|
#渠道标志
|
|
|
|
CQdpFtdcRspTransferField["DeviceID"] = "string"
|
|
|
|
#期货单位账号类型
|
|
|
|
CQdpFtdcRspTransferField["BankSecuAccType"] = "char"
|
|
|
|
#期货公司银行编码
|
|
|
|
CQdpFtdcRspTransferField["BankCodingForFuture"] = "string"
|
|
|
|
#期货单位账号
|
|
|
|
CQdpFtdcRspTransferField["BankSecuAcc"] = "string"
|
|
|
|
#银行密码标志
|
|
|
|
CQdpFtdcRspTransferField["BankPwdFlag"] = "char"
|
|
|
|
#期货资金密码核对标志
|
|
|
|
CQdpFtdcRspTransferField["SecuPwdFlag"] = "char"
|
|
|
|
#交易柜员
|
|
|
|
CQdpFtdcRspTransferField["OperNo"] = "string"
|
|
|
|
#请求编号
|
|
|
|
CQdpFtdcRspTransferField["RequestID"] = "int"
|
|
|
|
#交易ID
|
|
|
|
CQdpFtdcRspTransferField["TID"] = "int"
|
|
|
|
#转账交易状态
|
|
|
|
CQdpFtdcRspTransferField["TransferStatus"] = "char"
|
|
|
|
#错误代码
|
|
|
|
CQdpFtdcRspTransferField["ErrorID"] = "int"
|
|
|
|
#错误信息
|
|
|
|
CQdpFtdcRspTransferField["ErrorMsg"] = "string"
|
|
|
|
structDict['CQdpFtdcRspTransferField'] = CQdpFtdcRspTransferField
|
|
|
|
|
|
|
|
|
|
|
|
#期货发起查询银行余额通知
|
|
|
|
CQdpFtdcNotifyQueryAccountField = {}
|
|
|
|
#业务功能码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["TradeCode"] = "string"
|
|
|
|
#银行代码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankID"] = "string"
|
|
|
|
#银行分中心代码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankBrchID"] = "string"
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BrokerID"] = "string"
|
|
|
|
#期商分支机构代码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BrokerBranchID"] = "string"
|
|
|
|
#交易日期
|
|
|
|
CQdpFtdcNotifyQueryAccountField["TradeDate"] = "string"
|
|
|
|
#交易时间
|
|
|
|
CQdpFtdcNotifyQueryAccountField["TradeTime"] = "string"
|
|
|
|
#银行流水号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankSerial"] = "string"
|
|
|
|
#交易系统日期
|
|
|
|
CQdpFtdcNotifyQueryAccountField["TradingDay"] = "string"
|
|
|
|
#银期平台消息流水号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["PlateSerial"] = "int"
|
|
|
|
#最后分片标志
|
|
|
|
CQdpFtdcNotifyQueryAccountField["LastFragment"] = "char"
|
|
|
|
#会话号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["SessionID"] = "int"
|
|
|
|
#客户姓名
|
|
|
|
CQdpFtdcNotifyQueryAccountField["CustomerName"] = "string"
|
|
|
|
#证件类型
|
|
|
|
CQdpFtdcNotifyQueryAccountField["IdCardType"] = "string"
|
|
|
|
#证件号码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["IdentifiedCardNo"] = "string"
|
|
|
|
#客户类型
|
|
|
|
CQdpFtdcNotifyQueryAccountField["CustType"] = "string"
|
|
|
|
#银行账号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankAccount"] = "string"
|
|
|
|
#银行密码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankPassWord"] = "string"
|
|
|
|
#资金账号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["AccountID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["InvestorID"] = "string"
|
|
|
|
#期货密码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["Password"] = "string"
|
|
|
|
#期货公司流水号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["FutureSerial"] = "int"
|
|
|
|
#安装编号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["InstallID"] = "int"
|
|
|
|
#交易员
|
|
|
|
CQdpFtdcNotifyQueryAccountField["UserID"] = "string"
|
|
|
|
#验证客户证件号码标志
|
|
|
|
CQdpFtdcNotifyQueryAccountField["VerifyCertNoFlag"] = "string"
|
|
|
|
#币种代码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["Currency"] = "string"
|
|
|
|
#摘要
|
|
|
|
CQdpFtdcNotifyQueryAccountField["Digest"] = "string"
|
|
|
|
#银行账号类型
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankAccType"] = "char"
|
|
|
|
#渠道标志
|
|
|
|
CQdpFtdcNotifyQueryAccountField["DeviceID"] = "string"
|
|
|
|
#期货单位账号类型
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankSecuAccType"] = "char"
|
|
|
|
#期货公司银行编码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankCodingForFuture"] = "string"
|
|
|
|
#期货单位账号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankSecuAcc"] = "string"
|
|
|
|
#银行密码标志
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankPwdFlag"] = "char"
|
|
|
|
#期货资金密码核对标志
|
|
|
|
CQdpFtdcNotifyQueryAccountField["SecuPwdFlag"] = "char"
|
|
|
|
#交易柜员
|
|
|
|
CQdpFtdcNotifyQueryAccountField["OperNo"] = "string"
|
|
|
|
#请求编号
|
|
|
|
CQdpFtdcNotifyQueryAccountField["RequestID"] = "int"
|
|
|
|
#交易ID
|
|
|
|
CQdpFtdcNotifyQueryAccountField["TID"] = "int"
|
|
|
|
#银行可用金额
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankUseAmount"] = "float"
|
|
|
|
#银行可取金额
|
|
|
|
CQdpFtdcNotifyQueryAccountField["BankFetchAmount"] = "float"
|
|
|
|
#错误代码
|
|
|
|
CQdpFtdcNotifyQueryAccountField["ErrorID"] = "int"
|
|
|
|
#错误信息
|
|
|
|
CQdpFtdcNotifyQueryAccountField["ErrorMsg"] = "string"
|
|
|
|
structDict['CQdpFtdcNotifyQueryAccountField'] = CQdpFtdcNotifyQueryAccountField
|
|
|
|
|
|
|
|
|
|
|
|
#响应信息
|
|
|
|
CQdpFtdcRspInfoField = {}
|
|
|
|
#错误代码
|
|
|
|
CQdpFtdcRspInfoField["ErrorID"] = "int"
|
|
|
|
#错误信息
|
|
|
|
CQdpFtdcRspInfoField["ErrorMsg"] = "string"
|
|
|
|
structDict['CQdpFtdcRspInfoField'] = CQdpFtdcRspInfoField
|
|
|
|
|
|
|
|
|
|
|
|
#报单查询
|
|
|
|
CQdpFtdcQryOrderField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryOrderField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryOrderField["UserID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryOrderField["ExchangeID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryOrderField["InvestorID"] = "string"
|
|
|
|
#报单编号
|
|
|
|
CQdpFtdcQryOrderField["OrderSysID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQryOrderField["InstrumentID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryOrderField'] = CQdpFtdcQryOrderField
|
|
|
|
|
|
|
|
|
|
|
|
#成交查询
|
|
|
|
CQdpFtdcQryTradeField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryTradeField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryTradeField["UserID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryTradeField["ExchangeID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryTradeField["InvestorID"] = "string"
|
|
|
|
#成交编号
|
|
|
|
CQdpFtdcQryTradeField["TradeID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQryTradeField["InstrumentID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryTradeField'] = CQdpFtdcQryTradeField
|
|
|
|
|
|
|
|
|
|
|
|
#合约查询
|
|
|
|
CQdpFtdcQryInstrumentField = {}
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryInstrumentField["ExchangeID"] = "string"
|
|
|
|
#产品代码
|
|
|
|
CQdpFtdcQryInstrumentField["ProductID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQryInstrumentField["InstrumentID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryInstrumentField'] = CQdpFtdcQryInstrumentField
|
|
|
|
|
|
|
|
|
|
|
|
#合约查询应答
|
|
|
|
CQdpFtdcRspInstrumentField = {}
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcRspInstrumentField["ExchangeID"] = "string"
|
|
|
|
#品种代码
|
|
|
|
CQdpFtdcRspInstrumentField["ProductID"] = "string"
|
|
|
|
#品种名称
|
|
|
|
CQdpFtdcRspInstrumentField["ProductName"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcRspInstrumentField["InstrumentID"] = "string"
|
|
|
|
#合约名称
|
|
|
|
CQdpFtdcRspInstrumentField["InstrumentName"] = "string"
|
|
|
|
#交割年份
|
|
|
|
CQdpFtdcRspInstrumentField["DeliveryYear"] = "int"
|
|
|
|
#交割月
|
|
|
|
CQdpFtdcRspInstrumentField["DeliveryMonth"] = "int"
|
|
|
|
#限价单最大下单量
|
|
|
|
CQdpFtdcRspInstrumentField["MaxLimitOrderVolume"] = "int"
|
|
|
|
#限价单最小下单量
|
|
|
|
CQdpFtdcRspInstrumentField["MinLimitOrderVolume"] = "int"
|
|
|
|
#市价单最大下单量
|
|
|
|
CQdpFtdcRspInstrumentField["MaxMarketOrderVolume"] = "int"
|
|
|
|
#市价单最小下单量
|
|
|
|
CQdpFtdcRspInstrumentField["MinMarketOrderVolume"] = "int"
|
|
|
|
#数量乘数
|
|
|
|
CQdpFtdcRspInstrumentField["VolumeMultiple"] = "int"
|
|
|
|
#报价单位
|
|
|
|
CQdpFtdcRspInstrumentField["PriceTick"] = "float"
|
|
|
|
#币种
|
|
|
|
CQdpFtdcRspInstrumentField["Currency"] = "char"
|
|
|
|
#多头限仓
|
|
|
|
CQdpFtdcRspInstrumentField["LongPosLimit"] = "int"
|
|
|
|
#空头限仓
|
|
|
|
CQdpFtdcRspInstrumentField["ShortPosLimit"] = "int"
|
|
|
|
#跌停板价
|
|
|
|
CQdpFtdcRspInstrumentField["LowerLimitPrice"] = "float"
|
|
|
|
#涨停板价
|
|
|
|
CQdpFtdcRspInstrumentField["UpperLimitPrice"] = "float"
|
|
|
|
#昨结算
|
|
|
|
CQdpFtdcRspInstrumentField["PreSettlementPrice"] = "float"
|
|
|
|
#合约交易状态
|
|
|
|
CQdpFtdcRspInstrumentField["InstrumentStatus"] = "char"
|
|
|
|
#创建日
|
|
|
|
CQdpFtdcRspInstrumentField["CreateDate"] = "string"
|
|
|
|
#上市日
|
|
|
|
CQdpFtdcRspInstrumentField["OpenDate"] = "string"
|
|
|
|
#到期日
|
|
|
|
CQdpFtdcRspInstrumentField["ExpireDate"] = "string"
|
|
|
|
#开始交割日
|
|
|
|
CQdpFtdcRspInstrumentField["StartDelivDate"] = "string"
|
|
|
|
#最后交割日
|
|
|
|
CQdpFtdcRspInstrumentField["EndDelivDate"] = "string"
|
|
|
|
#挂牌基准价
|
|
|
|
CQdpFtdcRspInstrumentField["BasisPrice"] = "float"
|
|
|
|
#当前是否交易
|
|
|
|
CQdpFtdcRspInstrumentField["IsTrading"] = "int"
|
|
|
|
#基础商品代码
|
|
|
|
CQdpFtdcRspInstrumentField["UnderlyingInstrID"] = "string"
|
|
|
|
#基础商品乘数
|
|
|
|
CQdpFtdcRspInstrumentField["UnderlyingMultiple"] = "int"
|
|
|
|
#持仓类型
|
|
|
|
CQdpFtdcRspInstrumentField["PositionType"] = "char"
|
|
|
|
#执行价
|
|
|
|
CQdpFtdcRspInstrumentField["StrikePrice"] = "float"
|
|
|
|
#期权类型
|
|
|
|
CQdpFtdcRspInstrumentField["OptionsType"] = "char"
|
|
|
|
#产品类型
|
|
|
|
CQdpFtdcRspInstrumentField["ProductClass"] = "char"
|
|
|
|
structDict['CQdpFtdcRspInstrumentField'] = CQdpFtdcRspInstrumentField
|
|
|
|
|
|
|
|
|
|
|
|
#合约状态
|
|
|
|
CQdpFtdcInstrumentStatusField = {}
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcInstrumentStatusField["ExchangeID"] = "string"
|
|
|
|
#品种代码
|
|
|
|
CQdpFtdcInstrumentStatusField["ProductID"] = "string"
|
|
|
|
#品种名称
|
|
|
|
CQdpFtdcInstrumentStatusField["ProductName"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcInstrumentStatusField["InstrumentID"] = "string"
|
|
|
|
#合约名称
|
|
|
|
CQdpFtdcInstrumentStatusField["InstrumentName"] = "string"
|
|
|
|
#交割年份
|
|
|
|
CQdpFtdcInstrumentStatusField["DeliveryYear"] = "int"
|
|
|
|
#交割月
|
|
|
|
CQdpFtdcInstrumentStatusField["DeliveryMonth"] = "int"
|
|
|
|
#限价单最大下单量
|
|
|
|
CQdpFtdcInstrumentStatusField["MaxLimitOrderVolume"] = "int"
|
|
|
|
#限价单最小下单量
|
|
|
|
CQdpFtdcInstrumentStatusField["MinLimitOrderVolume"] = "int"
|
|
|
|
#市价单最大下单量
|
|
|
|
CQdpFtdcInstrumentStatusField["MaxMarketOrderVolume"] = "int"
|
|
|
|
#市价单最小下单量
|
|
|
|
CQdpFtdcInstrumentStatusField["MinMarketOrderVolume"] = "int"
|
|
|
|
#数量乘数
|
|
|
|
CQdpFtdcInstrumentStatusField["VolumeMultiple"] = "int"
|
|
|
|
#报价单位
|
|
|
|
CQdpFtdcInstrumentStatusField["PriceTick"] = "float"
|
|
|
|
#币种
|
|
|
|
CQdpFtdcInstrumentStatusField["Currency"] = "char"
|
|
|
|
#多头限仓
|
|
|
|
CQdpFtdcInstrumentStatusField["LongPosLimit"] = "int"
|
|
|
|
#空头限仓
|
|
|
|
CQdpFtdcInstrumentStatusField["ShortPosLimit"] = "int"
|
|
|
|
#跌停板价
|
|
|
|
CQdpFtdcInstrumentStatusField["LowerLimitPrice"] = "float"
|
|
|
|
#涨停板价
|
|
|
|
CQdpFtdcInstrumentStatusField["UpperLimitPrice"] = "float"
|
|
|
|
#昨结算
|
|
|
|
CQdpFtdcInstrumentStatusField["PreSettlementPrice"] = "float"
|
|
|
|
#合约交易状态
|
|
|
|
CQdpFtdcInstrumentStatusField["InstrumentStatus"] = "char"
|
|
|
|
#创建日
|
|
|
|
CQdpFtdcInstrumentStatusField["CreateDate"] = "string"
|
|
|
|
#上市日
|
|
|
|
CQdpFtdcInstrumentStatusField["OpenDate"] = "string"
|
|
|
|
#到期日
|
|
|
|
CQdpFtdcInstrumentStatusField["ExpireDate"] = "string"
|
|
|
|
#开始交割日
|
|
|
|
CQdpFtdcInstrumentStatusField["StartDelivDate"] = "string"
|
|
|
|
#最后交割日
|
|
|
|
CQdpFtdcInstrumentStatusField["EndDelivDate"] = "string"
|
|
|
|
#挂牌基准价
|
|
|
|
CQdpFtdcInstrumentStatusField["BasisPrice"] = "float"
|
|
|
|
#当前是否交易
|
|
|
|
CQdpFtdcInstrumentStatusField["IsTrading"] = "int"
|
|
|
|
#基础商品代码
|
|
|
|
CQdpFtdcInstrumentStatusField["UnderlyingInstrID"] = "string"
|
|
|
|
#基础商品乘数
|
|
|
|
CQdpFtdcInstrumentStatusField["UnderlyingMultiple"] = "int"
|
|
|
|
#持仓类型
|
|
|
|
CQdpFtdcInstrumentStatusField["PositionType"] = "char"
|
|
|
|
#执行价
|
|
|
|
CQdpFtdcInstrumentStatusField["StrikePrice"] = "float"
|
|
|
|
#期权类型
|
|
|
|
CQdpFtdcInstrumentStatusField["OptionsType"] = "char"
|
|
|
|
#产品类型
|
|
|
|
CQdpFtdcInstrumentStatusField["ProductClass"] = "char"
|
|
|
|
structDict['CQdpFtdcInstrumentStatusField'] = CQdpFtdcInstrumentStatusField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者资金查询
|
|
|
|
CQdpFtdcQryInvestorAccountField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryInvestorAccountField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryInvestorAccountField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryInvestorAccountField["InvestorID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryInvestorAccountField'] = CQdpFtdcQryInvestorAccountField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者资金应答
|
|
|
|
CQdpFtdcRspInvestorAccountField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcRspInvestorAccountField["BrokerID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcRspInvestorAccountField["InvestorID"] = "string"
|
|
|
|
#资金帐号
|
|
|
|
CQdpFtdcRspInvestorAccountField["AccountID"] = "string"
|
|
|
|
#上次结算准备金
|
|
|
|
CQdpFtdcRspInvestorAccountField["PreBalance"] = "float"
|
|
|
|
#上日可用资金
|
|
|
|
CQdpFtdcRspInvestorAccountField["PreAvailable"] = "float"
|
|
|
|
#入金金额
|
|
|
|
CQdpFtdcRspInvestorAccountField["Deposit"] = "float"
|
|
|
|
#出金金额
|
|
|
|
CQdpFtdcRspInvestorAccountField["Withdraw"] = "float"
|
|
|
|
#占用保证金
|
|
|
|
CQdpFtdcRspInvestorAccountField["Margin"] = "float"
|
|
|
|
#期权权利金收支
|
|
|
|
CQdpFtdcRspInvestorAccountField["Premium"] = "float"
|
|
|
|
#手续费
|
|
|
|
CQdpFtdcRspInvestorAccountField["Fee"] = "float"
|
|
|
|
#冻结的保证金
|
|
|
|
CQdpFtdcRspInvestorAccountField["FrozenMargin"] = "float"
|
|
|
|
#冻结权利金
|
|
|
|
CQdpFtdcRspInvestorAccountField["FrozenPremium"] = "float"
|
|
|
|
#冻结手续费
|
|
|
|
CQdpFtdcRspInvestorAccountField["FrozenFee"] = "float"
|
|
|
|
#平仓盈亏
|
|
|
|
CQdpFtdcRspInvestorAccountField["CloseProfit"] = "float"
|
|
|
|
#持仓盈亏
|
|
|
|
CQdpFtdcRspInvestorAccountField["PositionProfit"] = "float"
|
|
|
|
#可用资金
|
|
|
|
CQdpFtdcRspInvestorAccountField["Available"] = "float"
|
|
|
|
#结算准备金
|
|
|
|
CQdpFtdcRspInvestorAccountField["Balance"] = "float"
|
|
|
|
#多头占用保证金
|
|
|
|
CQdpFtdcRspInvestorAccountField["LongMargin"] = "float"
|
|
|
|
#空头占用保证金
|
|
|
|
CQdpFtdcRspInvestorAccountField["ShortMargin"] = "float"
|
|
|
|
#多头冻结的保证金
|
|
|
|
CQdpFtdcRspInvestorAccountField["LongFrozenMargin"] = "float"
|
|
|
|
#空头冻结的保证金
|
|
|
|
CQdpFtdcRspInvestorAccountField["ShortFrozenMargin"] = "float"
|
|
|
|
#动态权益
|
|
|
|
CQdpFtdcRspInvestorAccountField["DynamicRights"] = "float"
|
|
|
|
#风险度
|
|
|
|
CQdpFtdcRspInvestorAccountField["Risk"] = "float"
|
|
|
|
#其他费用
|
|
|
|
CQdpFtdcRspInvestorAccountField["OtherFee"] = "float"
|
|
|
|
#质押金额
|
|
|
|
CQdpFtdcRspInvestorAccountField["Mortgage"] = "float"
|
|
|
|
#币种
|
|
|
|
CQdpFtdcRspInvestorAccountField["Currency"] = "string"
|
|
|
|
structDict['CQdpFtdcRspInvestorAccountField'] = CQdpFtdcRspInvestorAccountField
|
|
|
|
|
|
|
|
|
|
|
|
#可用投资者查询
|
|
|
|
CQdpFtdcQryUserInvestorField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryUserInvestorField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryUserInvestorField["UserID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryUserInvestorField'] = CQdpFtdcQryUserInvestorField
|
|
|
|
|
|
|
|
|
|
|
|
#可用投资者应答
|
|
|
|
CQdpFtdcRspUserInvestorField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcRspUserInvestorField["BrokerID"] = "string"
|
|
|
|
#交易用户代码
|
|
|
|
CQdpFtdcRspUserInvestorField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcRspUserInvestorField["InvestorID"] = "string"
|
|
|
|
structDict['CQdpFtdcRspUserInvestorField'] = CQdpFtdcRspUserInvestorField
|
|
|
|
|
|
|
|
|
|
|
|
#交易编码查询
|
|
|
|
CQdpFtdcQryTradingCodeField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryTradingCodeField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryTradingCodeField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryTradingCodeField["InvestorID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryTradingCodeField["ExchangeID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryTradingCodeField'] = CQdpFtdcQryTradingCodeField
|
|
|
|
|
|
|
|
|
|
|
|
#交易编码查询
|
|
|
|
CQdpFtdcRspTradingCodeField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcRspTradingCodeField["BrokerID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcRspTradingCodeField["InvestorID"] = "string"
|
|
|
|
#资金帐号
|
|
|
|
CQdpFtdcRspTradingCodeField["AccountID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcRspTradingCodeField["ExchangeID"] = "string"
|
|
|
|
#会员编号
|
|
|
|
CQdpFtdcRspTradingCodeField["ParticipantID"] = "string"
|
|
|
|
#客户代码
|
|
|
|
CQdpFtdcRspTradingCodeField["ClientID"] = "string"
|
|
|
|
#客户代码权限
|
|
|
|
CQdpFtdcRspTradingCodeField["ClientRight"] = "char"
|
|
|
|
#客户类型
|
|
|
|
CQdpFtdcRspTradingCodeField["ClientType"] = "string"
|
|
|
|
#客户保值类型
|
|
|
|
CQdpFtdcRspTradingCodeField["ClientHedgeFlag"] = "char"
|
|
|
|
#是否活跃
|
|
|
|
CQdpFtdcRspTradingCodeField["IsActive"] = "char"
|
|
|
|
structDict['CQdpFtdcRspTradingCodeField'] = CQdpFtdcRspTradingCodeField
|
|
|
|
|
|
|
|
|
|
|
|
#交易所查询请求
|
|
|
|
CQdpFtdcQryExchangeField = {}
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryExchangeField["ExchangeID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryExchangeField'] = CQdpFtdcQryExchangeField
|
|
|
|
|
|
|
|
|
|
|
|
#交易所查询应答
|
|
|
|
CQdpFtdcRspExchangeField = {}
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcRspExchangeField["TradingDay"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcRspExchangeField["ExchangeID"] = "string"
|
|
|
|
#交易所名称
|
|
|
|
CQdpFtdcRspExchangeField["ExchangeName"] = "string"
|
|
|
|
structDict['CQdpFtdcRspExchangeField'] = CQdpFtdcRspExchangeField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者持仓查询请求
|
|
|
|
CQdpFtdcQryInvestorPositionField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryInvestorPositionField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryInvestorPositionField["UserID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryInvestorPositionField["ExchangeID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryInvestorPositionField["InvestorID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQryInvestorPositionField["InstrumentID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryInvestorPositionField'] = CQdpFtdcQryInvestorPositionField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者持仓查询应答
|
|
|
|
CQdpFtdcRspInvestorPositionField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcRspInvestorPositionField["BrokerID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcRspInvestorPositionField["ExchangeID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcRspInvestorPositionField["InvestorID"] = "string"
|
|
|
|
#会员编号
|
|
|
|
CQdpFtdcRspInvestorPositionField["ParticipantID"] = "string"
|
|
|
|
#客户代码
|
|
|
|
CQdpFtdcRspInvestorPositionField["ClientID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcRspInvestorPositionField["InstrumentID"] = "string"
|
|
|
|
#买卖方向
|
|
|
|
CQdpFtdcRspInvestorPositionField["Direction"] = "char"
|
|
|
|
#投机套保标志
|
|
|
|
CQdpFtdcRspInvestorPositionField["HedgeFlag"] = "char"
|
|
|
|
#占用保证金
|
|
|
|
CQdpFtdcRspInvestorPositionField["UsedMargin"] = "float"
|
|
|
|
#总持仓量
|
|
|
|
CQdpFtdcRspInvestorPositionField["Position"] = "int"
|
|
|
|
#今日持仓成本
|
|
|
|
CQdpFtdcRspInvestorPositionField["PositionCost"] = "float"
|
|
|
|
#昨持仓量(不变值)
|
|
|
|
CQdpFtdcRspInvestorPositionField["YdPosition"] = "int"
|
|
|
|
#昨日持仓成本
|
|
|
|
CQdpFtdcRspInvestorPositionField["YdPositionCost"] = "float"
|
|
|
|
#冻结的保证金
|
|
|
|
CQdpFtdcRspInvestorPositionField["FrozenMargin"] = "float"
|
|
|
|
#开仓冻结持仓
|
|
|
|
CQdpFtdcRspInvestorPositionField["FrozenPosition"] = "int"
|
|
|
|
#平仓冻结持仓
|
|
|
|
CQdpFtdcRspInvestorPositionField["FrozenClosing"] = "int"
|
|
|
|
#冻结的权利金
|
|
|
|
CQdpFtdcRspInvestorPositionField["FrozenPremium"] = "float"
|
|
|
|
#最后一笔成交编号
|
|
|
|
CQdpFtdcRspInvestorPositionField["LastTradeID"] = "string"
|
|
|
|
#最后一笔本地报单编号
|
|
|
|
CQdpFtdcRspInvestorPositionField["LastOrderLocalID"] = "string"
|
|
|
|
#币种
|
|
|
|
CQdpFtdcRspInvestorPositionField["Currency"] = "string"
|
|
|
|
#持仓盈亏
|
|
|
|
CQdpFtdcRspInvestorPositionField["PositionProfit"] = "float"
|
|
|
|
#今持仓量
|
|
|
|
CQdpFtdcRspInvestorPositionField["TodayPosition"] = "int"
|
|
|
|
#今仓平仓冻结
|
|
|
|
CQdpFtdcRspInvestorPositionField["FrozenTodayClosing"] = "int"
|
|
|
|
structDict['CQdpFtdcRspInvestorPositionField'] = CQdpFtdcRspInvestorPositionField
|
|
|
|
|
|
|
|
|
|
|
|
#用户查询
|
|
|
|
CQdpFtdcQryUserField = {}
|
|
|
|
#交易用户代码
|
|
|
|
CQdpFtdcQryUserField["StartUserID"] = "string"
|
|
|
|
#交易用户代码
|
|
|
|
CQdpFtdcQryUserField["EndUserID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryUserField'] = CQdpFtdcQryUserField
|
|
|
|
|
|
|
|
|
|
|
|
#用户
|
|
|
|
CQdpFtdcUserField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcUserField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcUserField["UserID"] = "string"
|
|
|
|
#用户登录密码
|
|
|
|
CQdpFtdcUserField["Password"] = "string"
|
|
|
|
#是否活跃
|
|
|
|
CQdpFtdcUserField["IsActive"] = "char"
|
|
|
|
#用户名称
|
|
|
|
CQdpFtdcUserField["UserName"] = "string"
|
|
|
|
#用户类型
|
|
|
|
CQdpFtdcUserField["UserType"] = "char"
|
|
|
|
#营业部
|
|
|
|
CQdpFtdcUserField["Department"] = "string"
|
|
|
|
#授权功能集
|
|
|
|
CQdpFtdcUserField["GrantFuncSet"] = "string"
|
|
|
|
structDict['CQdpFtdcUserField'] = CQdpFtdcUserField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者手续费率查询
|
|
|
|
CQdpFtdcQryInvestorFeeField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryInvestorFeeField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryInvestorFeeField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryInvestorFeeField["InvestorID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryInvestorFeeField["ExchangeID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQryInvestorFeeField["InstrumentID"] = "string"
|
|
|
|
#投机套保标志
|
|
|
|
CQdpFtdcQryInvestorFeeField["HedgeFlag"] = "char"
|
|
|
|
structDict['CQdpFtdcQryInvestorFeeField'] = CQdpFtdcQryInvestorFeeField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者手续费率
|
|
|
|
CQdpFtdcInvestorFeeField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcInvestorFeeField["BrokerID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcInvestorFeeField["ExchangeID"] = "string"
|
|
|
|
#投资者编码
|
|
|
|
CQdpFtdcInvestorFeeField["InvestorID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcInvestorFeeField["InstrumentID"] = "string"
|
|
|
|
#投机套保标志
|
|
|
|
CQdpFtdcInvestorFeeField["HedgeFlag"] = "char"
|
|
|
|
#开仓手续费按比例
|
|
|
|
CQdpFtdcInvestorFeeField["OpenFeeRate"] = "float"
|
|
|
|
#开仓手续费按手数
|
|
|
|
CQdpFtdcInvestorFeeField["OpenFeeAmt"] = "float"
|
|
|
|
#平仓手续费按比例
|
|
|
|
CQdpFtdcInvestorFeeField["OffsetFeeRate"] = "float"
|
|
|
|
#平仓手续费按手数
|
|
|
|
CQdpFtdcInvestorFeeField["OffsetFeeAmt"] = "float"
|
|
|
|
#平今仓手续费按比例
|
|
|
|
CQdpFtdcInvestorFeeField["OTFeeRate"] = "float"
|
|
|
|
#平今仓手续费按手数
|
|
|
|
CQdpFtdcInvestorFeeField["OTFeeAmt"] = "float"
|
|
|
|
structDict['CQdpFtdcInvestorFeeField'] = CQdpFtdcInvestorFeeField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者保证金率查询
|
|
|
|
CQdpFtdcQryInvestorMarginField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryInvestorMarginField["BrokerID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcQryInvestorMarginField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryInvestorMarginField["InvestorID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryInvestorMarginField["ExchangeID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQryInvestorMarginField["InstrumentID"] = "string"
|
|
|
|
#投机套保标志
|
|
|
|
CQdpFtdcQryInvestorMarginField["HedgeFlag"] = "char"
|
|
|
|
structDict['CQdpFtdcQryInvestorMarginField'] = CQdpFtdcQryInvestorMarginField
|
|
|
|
|
|
|
|
|
|
|
|
#投资者保证金率
|
|
|
|
CQdpFtdcInvestorMarginField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcInvestorMarginField["BrokerID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcInvestorMarginField["ExchangeID"] = "string"
|
|
|
|
#投资者编码
|
|
|
|
CQdpFtdcInvestorMarginField["InvestorID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcInvestorMarginField["InstrumentID"] = "string"
|
|
|
|
#投机套保标志
|
|
|
|
CQdpFtdcInvestorMarginField["HedgeFlag"] = "char"
|
|
|
|
#多头占用保证金按比例
|
|
|
|
CQdpFtdcInvestorMarginField["LongMarginRate"] = "float"
|
|
|
|
#多头保证金按手数
|
|
|
|
CQdpFtdcInvestorMarginField["LongMarginAmt"] = "float"
|
|
|
|
#空头占用保证金按比例
|
|
|
|
CQdpFtdcInvestorMarginField["ShortMarginRate"] = "float"
|
|
|
|
#空头保证金按手数
|
|
|
|
CQdpFtdcInvestorMarginField["ShortMarginAmt"] = "float"
|
|
|
|
structDict['CQdpFtdcInvestorMarginField'] = CQdpFtdcInvestorMarginField
|
|
|
|
|
|
|
|
|
|
|
|
#交易所时间偏差查询请求
|
|
|
|
CQdpFtdcQryExchangeDiffTimeField = {}
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryExchangeDiffTimeField["ExchangeID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryExchangeDiffTimeField'] = CQdpFtdcQryExchangeDiffTimeField
|
|
|
|
|
|
|
|
|
|
|
|
#交易所时间偏差查询应答
|
|
|
|
CQdpFtdcRspExchangeDiffTimeField = {}
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcRspExchangeDiffTimeField["TradingDay"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcRspExchangeDiffTimeField["ExchangeID"] = "string"
|
|
|
|
#交易所时间
|
|
|
|
CQdpFtdcRspExchangeDiffTimeField["ExchangeTime"] = "string"
|
|
|
|
#偏差时间
|
|
|
|
CQdpFtdcRspExchangeDiffTimeField["DiffSnd"] = "int"
|
|
|
|
structDict['CQdpFtdcRspExchangeDiffTimeField'] = CQdpFtdcRspExchangeDiffTimeField
|
|
|
|
|
|
|
|
|
|
|
|
#查询签约银行请求
|
|
|
|
CQdpFtdcQryContractBankField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryContractBankField["BrokerID"] = "string"
|
|
|
|
#交易员
|
|
|
|
CQdpFtdcQryContractBankField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryContractBankField["InvestorID"] = "string"
|
|
|
|
#币种
|
|
|
|
CQdpFtdcQryContractBankField["Currency"] = "string"
|
|
|
|
#银行代码
|
|
|
|
CQdpFtdcQryContractBankField["BankID"] = "string"
|
|
|
|
#银行分中心代码
|
|
|
|
CQdpFtdcQryContractBankField["BankBrchID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryContractBankField'] = CQdpFtdcQryContractBankField
|
|
|
|
|
|
|
|
|
|
|
|
#查询签约银行应答
|
|
|
|
CQdpFtdcContractBankField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcContractBankField["BrokerID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcContractBankField["InvestorID"] = "string"
|
|
|
|
#资金账号
|
|
|
|
CQdpFtdcContractBankField["AccountID"] = "string"
|
|
|
|
#币种
|
|
|
|
CQdpFtdcContractBankField["Currency"] = "string"
|
|
|
|
#银行代码
|
|
|
|
CQdpFtdcContractBankField["BankID"] = "string"
|
|
|
|
#银行分中心代码
|
|
|
|
CQdpFtdcContractBankField["BankBrchID"] = "string"
|
|
|
|
#银行简称
|
|
|
|
CQdpFtdcContractBankField["BankName"] = "string"
|
|
|
|
structDict['CQdpFtdcContractBankField'] = CQdpFtdcContractBankField
|
|
|
|
|
|
|
|
|
|
|
|
#期货发起查询银行余额请求
|
|
|
|
CQdpFtdcReqQueryAccountField = {}
|
|
|
|
#业务功能码
|
|
|
|
CQdpFtdcReqQueryAccountField["TradeCode"] = "string"
|
|
|
|
#银行代码
|
|
|
|
CQdpFtdcReqQueryAccountField["BankID"] = "string"
|
|
|
|
#银行分中心代码
|
|
|
|
CQdpFtdcReqQueryAccountField["BankBrchID"] = "string"
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcReqQueryAccountField["BrokerID"] = "string"
|
|
|
|
#期商分支机构代码
|
|
|
|
CQdpFtdcReqQueryAccountField["BrokerBranchID"] = "string"
|
|
|
|
#交易日期
|
|
|
|
CQdpFtdcReqQueryAccountField["TradeDate"] = "string"
|
|
|
|
#交易时间
|
|
|
|
CQdpFtdcReqQueryAccountField["TradeTime"] = "string"
|
|
|
|
#银行流水号
|
|
|
|
CQdpFtdcReqQueryAccountField["BankSerial"] = "string"
|
|
|
|
#交易系统日期
|
|
|
|
CQdpFtdcReqQueryAccountField["TradingDay"] = "string"
|
|
|
|
#银期平台消息流水号
|
|
|
|
CQdpFtdcReqQueryAccountField["PlateSerial"] = "int"
|
|
|
|
#最后分片标志
|
|
|
|
CQdpFtdcReqQueryAccountField["LastFragment"] = "char"
|
|
|
|
#会话号
|
|
|
|
CQdpFtdcReqQueryAccountField["SessionID"] = "int"
|
|
|
|
#客户姓名
|
|
|
|
CQdpFtdcReqQueryAccountField["CustomerName"] = "string"
|
|
|
|
#证件类型
|
|
|
|
CQdpFtdcReqQueryAccountField["IdCardType"] = "string"
|
|
|
|
#证件号码
|
|
|
|
CQdpFtdcReqQueryAccountField["IdentifiedCardNo"] = "string"
|
|
|
|
#客户类型
|
|
|
|
CQdpFtdcReqQueryAccountField["CustType"] = "string"
|
|
|
|
#银行账号
|
|
|
|
CQdpFtdcReqQueryAccountField["BankAccount"] = "string"
|
|
|
|
#银行密码
|
|
|
|
CQdpFtdcReqQueryAccountField["BankPassWord"] = "string"
|
|
|
|
#资金账号
|
|
|
|
CQdpFtdcReqQueryAccountField["AccountID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcReqQueryAccountField["InvestorID"] = "string"
|
|
|
|
#期货密码
|
|
|
|
CQdpFtdcReqQueryAccountField["Password"] = "string"
|
|
|
|
#期货公司流水号
|
|
|
|
CQdpFtdcReqQueryAccountField["FutureSerial"] = "int"
|
|
|
|
#安装编号
|
|
|
|
CQdpFtdcReqQueryAccountField["InstallID"] = "int"
|
|
|
|
#交易员
|
|
|
|
CQdpFtdcReqQueryAccountField["UserID"] = "string"
|
|
|
|
#验证客户证件号码标志
|
|
|
|
CQdpFtdcReqQueryAccountField["VerifyCertNoFlag"] = "string"
|
|
|
|
#币种代码
|
|
|
|
CQdpFtdcReqQueryAccountField["Currency"] = "string"
|
|
|
|
#摘要
|
|
|
|
CQdpFtdcReqQueryAccountField["Digest"] = "string"
|
|
|
|
#银行账号类型
|
|
|
|
CQdpFtdcReqQueryAccountField["BankAccType"] = "char"
|
|
|
|
#渠道标志
|
|
|
|
CQdpFtdcReqQueryAccountField["DeviceID"] = "string"
|
|
|
|
#期货单位账号类型
|
|
|
|
CQdpFtdcReqQueryAccountField["BankSecuAccType"] = "char"
|
|
|
|
#期货公司银行编码
|
|
|
|
CQdpFtdcReqQueryAccountField["BankCodingForFuture"] = "string"
|
|
|
|
#期货单位账号
|
|
|
|
CQdpFtdcReqQueryAccountField["BankSecuAcc"] = "string"
|
|
|
|
#银行密码标志
|
|
|
|
CQdpFtdcReqQueryAccountField["BankPwdFlag"] = "char"
|
|
|
|
#期货资金密码核对标志
|
|
|
|
CQdpFtdcReqQueryAccountField["SecuPwdFlag"] = "char"
|
|
|
|
#交易柜员
|
|
|
|
CQdpFtdcReqQueryAccountField["OperNo"] = "string"
|
|
|
|
#请求编号
|
|
|
|
CQdpFtdcReqQueryAccountField["RequestID"] = "int"
|
|
|
|
#交易ID
|
|
|
|
CQdpFtdcReqQueryAccountField["TID"] = "int"
|
|
|
|
structDict['CQdpFtdcReqQueryAccountField'] = CQdpFtdcReqQueryAccountField
|
|
|
|
|
|
|
|
|
|
|
|
#查询转账流水请求
|
|
|
|
CQdpFtdcQryTransferSerialField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcQryTransferSerialField["BrokerID"] = "string"
|
|
|
|
#交易员
|
|
|
|
CQdpFtdcQryTransferSerialField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryTransferSerialField["InvestorID"] = "string"
|
|
|
|
#资金账号
|
|
|
|
CQdpFtdcQryTransferSerialField["AccountID"] = "string"
|
|
|
|
#银行代码
|
|
|
|
CQdpFtdcQryTransferSerialField["BankID"] = "string"
|
|
|
|
#币种代码
|
|
|
|
CQdpFtdcQryTransferSerialField["Currency"] = "string"
|
|
|
|
structDict['CQdpFtdcQryTransferSerialField'] = CQdpFtdcQryTransferSerialField
|
|
|
|
|
|
|
|
|
|
|
|
#查询转账流水应答
|
|
|
|
CQdpFtdcTransferSerialField = {}
|
|
|
|
#银期平台消息流水号
|
|
|
|
CQdpFtdcTransferSerialField["PlateSerial"] = "int"
|
|
|
|
#交易日期
|
|
|
|
CQdpFtdcTransferSerialField["TradeDate"] = "string"
|
|
|
|
#交易系统日期
|
|
|
|
CQdpFtdcTransferSerialField["TradingDay"] = "string"
|
|
|
|
#交易时间
|
|
|
|
CQdpFtdcTransferSerialField["TradingTime"] = "string"
|
|
|
|
#业务功能码
|
|
|
|
CQdpFtdcTransferSerialField["TradeCode"] = "string"
|
|
|
|
#会话号
|
|
|
|
CQdpFtdcTransferSerialField["SessionID"] = "int"
|
|
|
|
#银行代码
|
|
|
|
CQdpFtdcTransferSerialField["BankID"] = "string"
|
|
|
|
#银行分支机构代码
|
|
|
|
CQdpFtdcTransferSerialField["BankBrchID"] = "string"
|
|
|
|
#银行账号类型
|
|
|
|
CQdpFtdcTransferSerialField["BankAccType"] = "char"
|
|
|
|
#银行账号
|
|
|
|
CQdpFtdcTransferSerialField["BankAccount"] = "string"
|
|
|
|
#币种代码
|
|
|
|
CQdpFtdcTransferSerialField["Currency"] = "string"
|
|
|
|
#银行流水号
|
|
|
|
CQdpFtdcTransferSerialField["BankSerial"] = "string"
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcTransferSerialField["BrokerID"] = "string"
|
|
|
|
#期商分支机构代码
|
|
|
|
CQdpFtdcTransferSerialField["BrokerBranchID"] = "string"
|
|
|
|
#期货公司账号类型
|
|
|
|
CQdpFtdcTransferSerialField["FutureAccType"] = "char"
|
|
|
|
#资金账号
|
|
|
|
CQdpFtdcTransferSerialField["AccountID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcTransferSerialField["InvestorID"] = "string"
|
|
|
|
#期货公司流水号
|
|
|
|
CQdpFtdcTransferSerialField["FutureSerial"] = "int"
|
|
|
|
#证件类型
|
|
|
|
CQdpFtdcTransferSerialField["IdCardType"] = "string"
|
|
|
|
#证件号码
|
|
|
|
CQdpFtdcTransferSerialField["IdentifiedCardNo"] = "string"
|
|
|
|
#交易金额
|
|
|
|
CQdpFtdcTransferSerialField["TradeAmount"] = "float"
|
|
|
|
#应收客户费用
|
|
|
|
CQdpFtdcTransferSerialField["CustFee"] = "float"
|
|
|
|
#应收期货公司费用
|
|
|
|
CQdpFtdcTransferSerialField["BrokerFee"] = "float"
|
|
|
|
#有效标志
|
|
|
|
CQdpFtdcTransferSerialField["AvailabilityFlag"] = "char"
|
|
|
|
#操作员
|
|
|
|
CQdpFtdcTransferSerialField["OperatorCode"] = "string"
|
|
|
|
#新银行账号
|
|
|
|
CQdpFtdcTransferSerialField["BankNewAccount"] = "string"
|
|
|
|
#错误代码
|
|
|
|
CQdpFtdcTransferSerialField["ErrorID"] = "int"
|
|
|
|
#错误信息
|
|
|
|
CQdpFtdcTransferSerialField["ErrorMsg"] = "string"
|
|
|
|
structDict['CQdpFtdcTransferSerialField'] = CQdpFtdcTransferSerialField
|
|
|
|
|
|
|
|
|
|
|
|
#实时行情查询请求
|
|
|
|
CQdpFtdcQryMarketDataField = {}
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcQryMarketDataField["ExchangeID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQryMarketDataField["InstrumentID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryMarketDataField'] = CQdpFtdcQryMarketDataField
|
|
|
|
|
|
|
|
|
|
|
|
#实时行情查询应答
|
|
|
|
CQdpFtdcMarketDataField = {}
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcMarketDataField["TradingDay"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcMarketDataField["ExchangeID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcMarketDataField["InstrumentID"] = "string"
|
|
|
|
#今开盘
|
|
|
|
CQdpFtdcMarketDataField["OpenPrice"] = "float"
|
|
|
|
#最高价
|
|
|
|
CQdpFtdcMarketDataField["HighestPrice"] = "float"
|
|
|
|
#最低价
|
|
|
|
CQdpFtdcMarketDataField["LowestPrice"] = "float"
|
|
|
|
#最新价
|
|
|
|
CQdpFtdcMarketDataField["LastPrice"] = "float"
|
|
|
|
#数量
|
|
|
|
CQdpFtdcMarketDataField["Volume"] = "int"
|
|
|
|
#成交金额
|
|
|
|
CQdpFtdcMarketDataField["Turnover"] = "float"
|
|
|
|
#跌停板价
|
|
|
|
CQdpFtdcMarketDataField["LowerLimitPrice"] = "float"
|
|
|
|
#涨停板价
|
|
|
|
CQdpFtdcMarketDataField["UpperLimitPrice"] = "float"
|
|
|
|
#持仓量
|
|
|
|
CQdpFtdcMarketDataField["OpenInterest"] = "int"
|
|
|
|
#昨收盘
|
|
|
|
CQdpFtdcMarketDataField["PreClosePrice"] = "float"
|
|
|
|
#昨持仓量
|
|
|
|
CQdpFtdcMarketDataField["PreOpenInterest"] = "int"
|
|
|
|
#昨结算
|
|
|
|
CQdpFtdcMarketDataField["PreSettlementPrice"] = "float"
|
|
|
|
#今结算
|
|
|
|
CQdpFtdcMarketDataField["SettlementPrice"] = "float"
|
|
|
|
#最后修改毫秒
|
|
|
|
CQdpFtdcMarketDataField["UpdateMillisec"] = "int"
|
|
|
|
#最后修改时间
|
|
|
|
CQdpFtdcMarketDataField["UpdateTime"] = "string"
|
|
|
|
structDict['CQdpFtdcMarketDataField'] = CQdpFtdcMarketDataField
|
|
|
|
|
|
|
|
|
|
|
|
#行情查询应答
|
|
|
|
CQdpFtdcRspMarketDataField = {}
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcRspMarketDataField["ExchangeID"] = "string"
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcRspMarketDataField["TradingDay"] = "string"
|
|
|
|
#结算组代码
|
|
|
|
CQdpFtdcRspMarketDataField["SettlementGroupID"] = "string"
|
|
|
|
#结算编号
|
|
|
|
CQdpFtdcRspMarketDataField["SettlementID"] = "int"
|
|
|
|
#昨结算
|
|
|
|
CQdpFtdcRspMarketDataField["PreSettlementPrice"] = "float"
|
|
|
|
#昨收盘
|
|
|
|
CQdpFtdcRspMarketDataField["PreClosePrice"] = "float"
|
|
|
|
#昨持仓量
|
|
|
|
CQdpFtdcRspMarketDataField["PreOpenInterest"] = "float"
|
|
|
|
#昨虚实度
|
|
|
|
CQdpFtdcRspMarketDataField["PreDelta"] = "float"
|
|
|
|
#今开盘
|
|
|
|
CQdpFtdcRspMarketDataField["OpenPrice"] = "float"
|
|
|
|
#最高价
|
|
|
|
CQdpFtdcRspMarketDataField["HighestPrice"] = "float"
|
|
|
|
#最低价
|
|
|
|
CQdpFtdcRspMarketDataField["LowestPrice"] = "float"
|
|
|
|
#今收盘
|
|
|
|
CQdpFtdcRspMarketDataField["ClosePrice"] = "float"
|
|
|
|
#涨停板价
|
|
|
|
CQdpFtdcRspMarketDataField["UpperLimitPrice"] = "float"
|
|
|
|
#跌停板价
|
|
|
|
CQdpFtdcRspMarketDataField["LowerLimitPrice"] = "float"
|
|
|
|
#今结算
|
|
|
|
CQdpFtdcRspMarketDataField["SettlementPrice"] = "float"
|
|
|
|
#今虚实度
|
|
|
|
CQdpFtdcRspMarketDataField["CurrDelta"] = "float"
|
|
|
|
#最新价
|
|
|
|
CQdpFtdcRspMarketDataField["LastPrice"] = "float"
|
|
|
|
#数量
|
|
|
|
CQdpFtdcRspMarketDataField["Volume"] = "int"
|
|
|
|
#成交金额
|
|
|
|
CQdpFtdcRspMarketDataField["Turnover"] = "float"
|
|
|
|
#持仓量
|
|
|
|
CQdpFtdcRspMarketDataField["OpenInterest"] = "float"
|
|
|
|
#申买价一
|
|
|
|
CQdpFtdcRspMarketDataField["BidPrice1"] = "float"
|
|
|
|
#申买量一
|
|
|
|
CQdpFtdcRspMarketDataField["BidVolume1"] = "int"
|
|
|
|
#申卖价一
|
|
|
|
CQdpFtdcRspMarketDataField["AskPrice1"] = "float"
|
|
|
|
#申卖量一
|
|
|
|
CQdpFtdcRspMarketDataField["AskVolume1"] = "int"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcRspMarketDataField["InstrumentID"] = "string"
|
|
|
|
#最后修改时间
|
|
|
|
CQdpFtdcRspMarketDataField["UpdateTime"] = "string"
|
|
|
|
#最后修改毫秒
|
|
|
|
CQdpFtdcRspMarketDataField["UpdateMillisec"] = "int"
|
|
|
|
structDict['CQdpFtdcRspMarketDataField'] = CQdpFtdcRspMarketDataField
|
|
|
|
|
|
|
|
|
|
|
|
#客户库存查询
|
|
|
|
CQdpFtdcQryInventoryField = {}
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcQryInventoryField["InvestorID"] = "string"
|
|
|
|
#品种代码
|
|
|
|
CQdpFtdcQryInventoryField["ProductID"] = "string"
|
|
|
|
structDict['CQdpFtdcQryInventoryField'] = CQdpFtdcQryInventoryField
|
|
|
|
|
|
|
|
|
|
|
|
#客户库存查询应答
|
|
|
|
CQdpFtdcInventoryField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcInventoryField["BrokerID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcInventoryField["InvestorID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcInventoryField["ExchangeID"] = "string"
|
|
|
|
#品种代码
|
|
|
|
CQdpFtdcInventoryField["ProductID"] = "string"
|
|
|
|
#库存总量
|
|
|
|
CQdpFtdcInventoryField["TotalInventory"] = "float"
|
|
|
|
#可用库存
|
|
|
|
CQdpFtdcInventoryField["AvailInventory"] = "float"
|
|
|
|
#冻结库存
|
|
|
|
CQdpFtdcInventoryField["FrozenInventory"] = "float"
|
|
|
|
structDict['CQdpFtdcInventoryField'] = CQdpFtdcInventoryField
|
|
|
|
|
|
|
|
|
|
|
|
#金交所递延费率查询请求
|
|
|
|
CQdpFtdcQrySGEDeferRateField = {}
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcQrySGEDeferRateField["InstrumentID"] = "string"
|
|
|
|
structDict['CQdpFtdcQrySGEDeferRateField'] = CQdpFtdcQrySGEDeferRateField
|
|
|
|
|
|
|
|
|
|
|
|
#金交所递延费率查询应答
|
|
|
|
CQdpFtdcSGEDeferRateField = {}
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcSGEDeferRateField["InstrumentID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcSGEDeferRateField["ExchangeID"] = "string"
|
|
|
|
#交易日期
|
|
|
|
CQdpFtdcSGEDeferRateField["TradeDate"] = "string"
|
|
|
|
#支付方向
|
|
|
|
CQdpFtdcSGEDeferRateField["Direction"] = "char"
|
|
|
|
#递延费率
|
|
|
|
CQdpFtdcSGEDeferRateField["DeferRate"] = "float"
|
|
|
|
structDict['CQdpFtdcSGEDeferRateField'] = CQdpFtdcSGEDeferRateField
|
|
|
|
|
|
|
|
|
|
|
|
#成交
|
|
|
|
CQdpFtdcTradeField = {}
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcTradeField["TradingDay"] = "string"
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcTradeField["BrokerID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcTradeField["ExchangeID"] = "string"
|
|
|
|
#会员编号
|
|
|
|
CQdpFtdcTradeField["ParticipantID"] = "string"
|
|
|
|
#下单席位号
|
|
|
|
CQdpFtdcTradeField["SeatID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcTradeField["InvestorID"] = "string"
|
|
|
|
#客户号
|
|
|
|
CQdpFtdcTradeField["ClientID"] = "string"
|
|
|
|
#用户编号
|
|
|
|
CQdpFtdcTradeField["UserID"] = "string"
|
|
|
|
#成交编号
|
|
|
|
CQdpFtdcTradeField["TradeID"] = "string"
|
|
|
|
#报单编号
|
|
|
|
CQdpFtdcTradeField["OrderSysID"] = "string"
|
|
|
|
#本地报单编号
|
|
|
|
CQdpFtdcTradeField["UserOrderLocalID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcTradeField["InstrumentID"] = "string"
|
|
|
|
#买卖方向
|
|
|
|
CQdpFtdcTradeField["Direction"] = "char"
|
|
|
|
#开平标志
|
|
|
|
CQdpFtdcTradeField["OffsetFlag"] = "char"
|
|
|
|
#投机套保标志
|
|
|
|
CQdpFtdcTradeField["HedgeFlag"] = "char"
|
|
|
|
#成交价格
|
|
|
|
CQdpFtdcTradeField["TradePrice"] = "float"
|
|
|
|
#成交数量
|
|
|
|
CQdpFtdcTradeField["TradeVolume"] = "int"
|
|
|
|
#成交时间
|
|
|
|
CQdpFtdcTradeField["TradeTime"] = "string"
|
|
|
|
#清算会员编号
|
|
|
|
CQdpFtdcTradeField["ClearingPartID"] = "string"
|
|
|
|
#成交金额
|
|
|
|
CQdpFtdcTradeField["TradeAmnt"] = "float"
|
|
|
|
#记录编号
|
|
|
|
CQdpFtdcTradeField["RecNum"] = "int"
|
|
|
|
structDict['CQdpFtdcTradeField'] = CQdpFtdcTradeField
|
|
|
|
|
|
|
|
|
|
|
|
#报单
|
|
|
|
CQdpFtdcOrderField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcOrderField["BrokerID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcOrderField["ExchangeID"] = "string"
|
|
|
|
#系统报单编号
|
|
|
|
CQdpFtdcOrderField["OrderSysID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcOrderField["InvestorID"] = "string"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcOrderField["UserID"] = "string"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcOrderField["InstrumentID"] = "string"
|
|
|
|
#用户本地报单号
|
|
|
|
CQdpFtdcOrderField["UserOrderLocalID"] = "string"
|
|
|
|
#价格类型
|
|
|
|
CQdpFtdcOrderField["OrderPriceType"] = "char"
|
|
|
|
#买卖方向
|
|
|
|
CQdpFtdcOrderField["Direction"] = "char"
|
|
|
|
#开平标志
|
|
|
|
CQdpFtdcOrderField["OffsetFlag"] = "char"
|
|
|
|
#投机套保标志
|
|
|
|
CQdpFtdcOrderField["HedgeFlag"] = "char"
|
|
|
|
#价格
|
|
|
|
CQdpFtdcOrderField["LimitPrice"] = "float"
|
|
|
|
#数量
|
|
|
|
CQdpFtdcOrderField["Volume"] = "int"
|
|
|
|
#有效期类型
|
|
|
|
CQdpFtdcOrderField["TimeCondition"] = "char"
|
|
|
|
#GTD日期
|
|
|
|
CQdpFtdcOrderField["GTDDate"] = "string"
|
|
|
|
#成交量类型
|
|
|
|
CQdpFtdcOrderField["VolumeCondition"] = "char"
|
|
|
|
#最小成交量
|
|
|
|
CQdpFtdcOrderField["MinVolume"] = "int"
|
|
|
|
#止损价
|
|
|
|
CQdpFtdcOrderField["StopPrice"] = "float"
|
|
|
|
#强平原因
|
|
|
|
CQdpFtdcOrderField["ForceCloseReason"] = "char"
|
|
|
|
#自动挂起标志
|
|
|
|
CQdpFtdcOrderField["IsAutoSuspend"] = "int"
|
|
|
|
#业务单元
|
|
|
|
CQdpFtdcOrderField["BusinessUnit"] = "string"
|
|
|
|
#用户自定义域
|
|
|
|
CQdpFtdcOrderField["UserCustom"] = "string"
|
|
|
|
#营业部代码
|
|
|
|
CQdpFtdcOrderField["BranchID"] = "string"
|
|
|
|
#记录编号
|
|
|
|
CQdpFtdcOrderField["RecNum"] = "int"
|
|
|
|
#业务类别
|
|
|
|
CQdpFtdcOrderField["BusinessType"] = "char"
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcOrderField["TradingDay"] = "string"
|
|
|
|
#会员编号
|
|
|
|
CQdpFtdcOrderField["ParticipantID"] = "string"
|
|
|
|
#客户号
|
|
|
|
CQdpFtdcOrderField["ClientID"] = "string"
|
|
|
|
#下单席位号
|
|
|
|
CQdpFtdcOrderField["SeatID"] = "string"
|
|
|
|
#插入时间
|
|
|
|
CQdpFtdcOrderField["InsertTime"] = "string"
|
|
|
|
#本地报单编号
|
|
|
|
CQdpFtdcOrderField["OrderLocalID"] = "string"
|
|
|
|
#报单来源
|
|
|
|
CQdpFtdcOrderField["OrderSource"] = "char"
|
|
|
|
#报单状态
|
|
|
|
CQdpFtdcOrderField["OrderStatus"] = "char"
|
|
|
|
#撤销时间
|
|
|
|
CQdpFtdcOrderField["CancelTime"] = "string"
|
|
|
|
#撤单用户编号
|
|
|
|
CQdpFtdcOrderField["CancelUserID"] = "string"
|
|
|
|
#今成交数量
|
|
|
|
CQdpFtdcOrderField["VolumeTraded"] = "int"
|
|
|
|
#剩余数量
|
|
|
|
CQdpFtdcOrderField["VolumeRemain"] = "int"
|
|
|
|
#前置编号
|
|
|
|
CQdpFtdcOrderField["FrontID"] = "int"
|
|
|
|
#会话编号
|
|
|
|
CQdpFtdcOrderField["SessionID"] = "int"
|
|
|
|
structDict['CQdpFtdcOrderField'] = CQdpFtdcOrderField
|
|
|
|
|
|
|
|
|
|
|
|
#数据流回退
|
|
|
|
CQdpFtdcFlowMessageCancelField = {}
|
|
|
|
#序列系列号
|
|
|
|
CQdpFtdcFlowMessageCancelField["SequenceSeries"] = "int"
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcFlowMessageCancelField["TradingDay"] = "string"
|
|
|
|
#数据中心代码
|
|
|
|
CQdpFtdcFlowMessageCancelField["DataCenterID"] = "int"
|
|
|
|
#回退起始序列号
|
|
|
|
CQdpFtdcFlowMessageCancelField["StartSequenceNo"] = "int"
|
|
|
|
#回退结束序列号
|
|
|
|
CQdpFtdcFlowMessageCancelField["EndSequenceNo"] = "int"
|
|
|
|
structDict['CQdpFtdcFlowMessageCancelField'] = CQdpFtdcFlowMessageCancelField
|
|
|
|
|
|
|
|
|
|
|
|
#信息分发
|
|
|
|
CQdpFtdcDisseminationField = {}
|
|
|
|
#序列系列号
|
|
|
|
CQdpFtdcDisseminationField["SequenceSeries"] = "int"
|
|
|
|
#序列号
|
|
|
|
CQdpFtdcDisseminationField["SequenceNo"] = "int"
|
|
|
|
structDict['CQdpFtdcDisseminationField'] = CQdpFtdcDisseminationField
|
|
|
|
|
|
|
|
|
|
|
|
#出入金结果
|
|
|
|
CQdpFtdcInvestorAccountDepositResField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["BrokerID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["InvestorID"] = "string"
|
|
|
|
#资金帐号
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["AccountID"] = "string"
|
|
|
|
#资金流水号
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["AccountSeqNo"] = "string"
|
|
|
|
#连续递增的总资金流水号
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["AccountInsideSeqNo"] = "string"
|
|
|
|
#金额
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["Amount"] = "float"
|
|
|
|
#出入金方向
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["AmountDirection"] = "char"
|
|
|
|
#可用资金
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["Available"] = "float"
|
|
|
|
#结算准备金
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["Balance"] = "float"
|
|
|
|
#用户代码
|
|
|
|
CQdpFtdcInvestorAccountDepositResField["UserID"] = "string"
|
|
|
|
structDict['CQdpFtdcInvestorAccountDepositResField'] = CQdpFtdcInvestorAccountDepositResField
|
|
|
|
|
|
|
|
|
|
|
|
#QDP警告消息通知
|
|
|
|
CQdpFtdcMessageNotifyInfoField = {}
|
|
|
|
#经纪公司编号
|
|
|
|
CQdpFtdcMessageNotifyInfoField["BrokerID"] = "string"
|
|
|
|
#修改用户编号
|
|
|
|
CQdpFtdcMessageNotifyInfoField["UserID"] = "string"
|
|
|
|
#投资者编号
|
|
|
|
CQdpFtdcMessageNotifyInfoField["InvestorID"] = "string"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcMessageNotifyInfoField["ExchangeID"] = "string"
|
|
|
|
#累加次数
|
|
|
|
CQdpFtdcMessageNotifyInfoField["Nums"] = "int"
|
|
|
|
#业务类别
|
|
|
|
CQdpFtdcMessageNotifyInfoField["BusinessType"] = "char"
|
|
|
|
#警告信息
|
|
|
|
CQdpFtdcMessageNotifyInfoField["WarnMsg"] = "string"
|
|
|
|
structDict['CQdpFtdcMessageNotifyInfoField'] = CQdpFtdcMessageNotifyInfoField
|
|
|
|
|
|
|
|
|
|
|
|
#行情基础属性
|
|
|
|
CQdpFtdcMarketDataBaseField = {}
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcMarketDataBaseField["TradingDay"] = "string"
|
|
|
|
#结算组代码
|
|
|
|
CQdpFtdcMarketDataBaseField["SettlementGroupID"] = "string"
|
|
|
|
#结算编号
|
|
|
|
CQdpFtdcMarketDataBaseField["SettlementID"] = "int"
|
|
|
|
#昨结算
|
|
|
|
CQdpFtdcMarketDataBaseField["PreSettlementPrice"] = "float"
|
|
|
|
#昨收盘
|
|
|
|
CQdpFtdcMarketDataBaseField["PreClosePrice"] = "float"
|
|
|
|
#昨持仓量
|
|
|
|
CQdpFtdcMarketDataBaseField["PreOpenInterest"] = "float"
|
|
|
|
#昨虚实度
|
|
|
|
CQdpFtdcMarketDataBaseField["PreDelta"] = "float"
|
|
|
|
structDict['CQdpFtdcMarketDataBaseField'] = CQdpFtdcMarketDataBaseField
|
|
|
|
|
|
|
|
|
|
|
|
#行情静态属性
|
|
|
|
CQdpFtdcMarketDataStaticField = {}
|
|
|
|
#今开盘
|
|
|
|
CQdpFtdcMarketDataStaticField["OpenPrice"] = "float"
|
|
|
|
#最高价
|
|
|
|
CQdpFtdcMarketDataStaticField["HighestPrice"] = "float"
|
|
|
|
#最低价
|
|
|
|
CQdpFtdcMarketDataStaticField["LowestPrice"] = "float"
|
|
|
|
#今收盘
|
|
|
|
CQdpFtdcMarketDataStaticField["ClosePrice"] = "float"
|
|
|
|
#涨停板价
|
|
|
|
CQdpFtdcMarketDataStaticField["UpperLimitPrice"] = "float"
|
|
|
|
#跌停板价
|
|
|
|
CQdpFtdcMarketDataStaticField["LowerLimitPrice"] = "float"
|
|
|
|
#今结算
|
|
|
|
CQdpFtdcMarketDataStaticField["SettlementPrice"] = "float"
|
|
|
|
#今虚实度
|
|
|
|
CQdpFtdcMarketDataStaticField["CurrDelta"] = "float"
|
|
|
|
structDict['CQdpFtdcMarketDataStaticField'] = CQdpFtdcMarketDataStaticField
|
|
|
|
|
|
|
|
|
|
|
|
#行情最新成交属性
|
|
|
|
CQdpFtdcMarketDataLastMatchField = {}
|
|
|
|
#最新价
|
|
|
|
CQdpFtdcMarketDataLastMatchField["LastPrice"] = "float"
|
|
|
|
#数量
|
|
|
|
CQdpFtdcMarketDataLastMatchField["Volume"] = "int"
|
|
|
|
#成交金额
|
|
|
|
CQdpFtdcMarketDataLastMatchField["Turnover"] = "float"
|
|
|
|
#持仓量
|
|
|
|
CQdpFtdcMarketDataLastMatchField["OpenInterest"] = "float"
|
|
|
|
structDict['CQdpFtdcMarketDataLastMatchField'] = CQdpFtdcMarketDataLastMatchField
|
|
|
|
|
|
|
|
|
|
|
|
#行情最优价属性
|
|
|
|
CQdpFtdcMarketDataBestPriceField = {}
|
|
|
|
#申买价一
|
|
|
|
CQdpFtdcMarketDataBestPriceField["BidPrice1"] = "float"
|
|
|
|
#申买量一
|
|
|
|
CQdpFtdcMarketDataBestPriceField["BidVolume1"] = "int"
|
|
|
|
#申卖价一
|
|
|
|
CQdpFtdcMarketDataBestPriceField["AskPrice1"] = "float"
|
|
|
|
#申卖量一
|
|
|
|
CQdpFtdcMarketDataBestPriceField["AskVolume1"] = "int"
|
|
|
|
structDict['CQdpFtdcMarketDataBestPriceField'] = CQdpFtdcMarketDataBestPriceField
|
|
|
|
|
|
|
|
|
|
|
|
#行情申买二、三属性
|
|
|
|
CQdpFtdcMarketDataBid23Field = {}
|
|
|
|
#申买价二
|
|
|
|
CQdpFtdcMarketDataBid23Field["BidPrice2"] = "float"
|
|
|
|
#申买量二
|
|
|
|
CQdpFtdcMarketDataBid23Field["BidVolume2"] = "int"
|
|
|
|
#申买价三
|
|
|
|
CQdpFtdcMarketDataBid23Field["BidPrice3"] = "float"
|
|
|
|
#申买量三
|
|
|
|
CQdpFtdcMarketDataBid23Field["BidVolume3"] = "int"
|
|
|
|
structDict['CQdpFtdcMarketDataBid23Field'] = CQdpFtdcMarketDataBid23Field
|
|
|
|
|
|
|
|
|
|
|
|
#行情申卖二、三属性
|
|
|
|
CQdpFtdcMarketDataAsk23Field = {}
|
|
|
|
#申卖价二
|
|
|
|
CQdpFtdcMarketDataAsk23Field["AskPrice2"] = "float"
|
|
|
|
#申卖量二
|
|
|
|
CQdpFtdcMarketDataAsk23Field["AskVolume2"] = "int"
|
|
|
|
#申卖价三
|
|
|
|
CQdpFtdcMarketDataAsk23Field["AskPrice3"] = "float"
|
|
|
|
#申卖量三
|
|
|
|
CQdpFtdcMarketDataAsk23Field["AskVolume3"] = "int"
|
|
|
|
structDict['CQdpFtdcMarketDataAsk23Field'] = CQdpFtdcMarketDataAsk23Field
|
|
|
|
|
|
|
|
|
|
|
|
#行情申买四、五属性
|
|
|
|
CQdpFtdcMarketDataBid45Field = {}
|
|
|
|
#申买价四
|
|
|
|
CQdpFtdcMarketDataBid45Field["BidPrice4"] = "float"
|
|
|
|
#申买量四
|
|
|
|
CQdpFtdcMarketDataBid45Field["BidVolume4"] = "int"
|
|
|
|
#申买价五
|
|
|
|
CQdpFtdcMarketDataBid45Field["BidPrice5"] = "float"
|
|
|
|
#申买量五
|
|
|
|
CQdpFtdcMarketDataBid45Field["BidVolume5"] = "int"
|
|
|
|
structDict['CQdpFtdcMarketDataBid45Field'] = CQdpFtdcMarketDataBid45Field
|
|
|
|
|
|
|
|
|
|
|
|
#行情申卖四、五属性
|
|
|
|
CQdpFtdcMarketDataAsk45Field = {}
|
|
|
|
#申卖价四
|
|
|
|
CQdpFtdcMarketDataAsk45Field["AskPrice4"] = "float"
|
|
|
|
#申卖量四
|
|
|
|
CQdpFtdcMarketDataAsk45Field["AskVolume4"] = "int"
|
|
|
|
#申卖价五
|
|
|
|
CQdpFtdcMarketDataAsk45Field["AskPrice5"] = "float"
|
|
|
|
#申卖量五
|
|
|
|
CQdpFtdcMarketDataAsk45Field["AskVolume5"] = "int"
|
|
|
|
structDict['CQdpFtdcMarketDataAsk45Field'] = CQdpFtdcMarketDataAsk45Field
|
|
|
|
|
|
|
|
|
|
|
|
#行情更新时间属性
|
|
|
|
CQdpFtdcMarketDataUpdateTimeField = {}
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcMarketDataUpdateTimeField["InstrumentID"] = "string"
|
|
|
|
#最后修改时间
|
|
|
|
CQdpFtdcMarketDataUpdateTimeField["UpdateTime"] = "string"
|
|
|
|
#最后修改毫秒
|
|
|
|
CQdpFtdcMarketDataUpdateTimeField["UpdateMillisec"] = "int"
|
|
|
|
structDict['CQdpFtdcMarketDataUpdateTimeField'] = CQdpFtdcMarketDataUpdateTimeField
|
|
|
|
|
|
|
|
|
|
|
|
#深度行情
|
|
|
|
CQdpFtdcDepthMarketDataField = {}
|
|
|
|
#交易日
|
|
|
|
CQdpFtdcDepthMarketDataField["TradingDay"] = "string"
|
|
|
|
#结算组代码
|
|
|
|
CQdpFtdcDepthMarketDataField["SettlementGroupID"] = "string"
|
|
|
|
#结算编号
|
|
|
|
CQdpFtdcDepthMarketDataField["SettlementID"] = "int"
|
|
|
|
#昨结算
|
|
|
|
CQdpFtdcDepthMarketDataField["PreSettlementPrice"] = "float"
|
|
|
|
#昨收盘
|
|
|
|
CQdpFtdcDepthMarketDataField["PreClosePrice"] = "float"
|
|
|
|
#昨持仓量
|
|
|
|
CQdpFtdcDepthMarketDataField["PreOpenInterest"] = "float"
|
|
|
|
#昨虚实度
|
|
|
|
CQdpFtdcDepthMarketDataField["PreDelta"] = "float"
|
|
|
|
#今开盘
|
|
|
|
CQdpFtdcDepthMarketDataField["OpenPrice"] = "float"
|
|
|
|
#最高价
|
|
|
|
CQdpFtdcDepthMarketDataField["HighestPrice"] = "float"
|
|
|
|
#最低价
|
|
|
|
CQdpFtdcDepthMarketDataField["LowestPrice"] = "float"
|
|
|
|
#今收盘
|
|
|
|
CQdpFtdcDepthMarketDataField["ClosePrice"] = "float"
|
|
|
|
#涨停板价
|
|
|
|
CQdpFtdcDepthMarketDataField["UpperLimitPrice"] = "float"
|
|
|
|
#跌停板价
|
|
|
|
CQdpFtdcDepthMarketDataField["LowerLimitPrice"] = "float"
|
|
|
|
#今结算
|
|
|
|
CQdpFtdcDepthMarketDataField["SettlementPrice"] = "float"
|
|
|
|
#今虚实度
|
|
|
|
CQdpFtdcDepthMarketDataField["CurrDelta"] = "float"
|
|
|
|
#最新价
|
|
|
|
CQdpFtdcDepthMarketDataField["LastPrice"] = "float"
|
|
|
|
#数量
|
|
|
|
CQdpFtdcDepthMarketDataField["Volume"] = "int"
|
|
|
|
#成交金额
|
|
|
|
CQdpFtdcDepthMarketDataField["Turnover"] = "float"
|
|
|
|
#持仓量
|
|
|
|
CQdpFtdcDepthMarketDataField["OpenInterest"] = "float"
|
|
|
|
#申买价一
|
|
|
|
CQdpFtdcDepthMarketDataField["BidPrice1"] = "float"
|
|
|
|
#申买量一
|
|
|
|
CQdpFtdcDepthMarketDataField["BidVolume1"] = "int"
|
|
|
|
#申卖价一
|
|
|
|
CQdpFtdcDepthMarketDataField["AskPrice1"] = "float"
|
|
|
|
#申卖量一
|
|
|
|
CQdpFtdcDepthMarketDataField["AskVolume1"] = "int"
|
|
|
|
#申买价二
|
|
|
|
CQdpFtdcDepthMarketDataField["BidPrice2"] = "float"
|
|
|
|
#申买量二
|
|
|
|
CQdpFtdcDepthMarketDataField["BidVolume2"] = "int"
|
|
|
|
#申买价三
|
|
|
|
CQdpFtdcDepthMarketDataField["BidPrice3"] = "float"
|
|
|
|
#申买量三
|
|
|
|
CQdpFtdcDepthMarketDataField["BidVolume3"] = "int"
|
|
|
|
#申卖价二
|
|
|
|
CQdpFtdcDepthMarketDataField["AskPrice2"] = "float"
|
|
|
|
#申卖量二
|
|
|
|
CQdpFtdcDepthMarketDataField["AskVolume2"] = "int"
|
|
|
|
#申卖价三
|
|
|
|
CQdpFtdcDepthMarketDataField["AskPrice3"] = "float"
|
|
|
|
#申卖量三
|
|
|
|
CQdpFtdcDepthMarketDataField["AskVolume3"] = "int"
|
|
|
|
#申买价四
|
|
|
|
CQdpFtdcDepthMarketDataField["BidPrice4"] = "float"
|
|
|
|
#申买量四
|
|
|
|
CQdpFtdcDepthMarketDataField["BidVolume4"] = "int"
|
|
|
|
#申买价五
|
|
|
|
CQdpFtdcDepthMarketDataField["BidPrice5"] = "float"
|
|
|
|
#申买量五
|
|
|
|
CQdpFtdcDepthMarketDataField["BidVolume5"] = "int"
|
|
|
|
#申卖价四
|
|
|
|
CQdpFtdcDepthMarketDataField["AskPrice4"] = "float"
|
|
|
|
#申卖量四
|
|
|
|
CQdpFtdcDepthMarketDataField["AskVolume4"] = "int"
|
|
|
|
#申卖价五
|
|
|
|
CQdpFtdcDepthMarketDataField["AskPrice5"] = "float"
|
|
|
|
#申卖量五
|
|
|
|
CQdpFtdcDepthMarketDataField["AskVolume5"] = "int"
|
|
|
|
#合约代码
|
|
|
|
CQdpFtdcDepthMarketDataField["InstrumentID"] = "string"
|
|
|
|
#最后修改时间
|
|
|
|
CQdpFtdcDepthMarketDataField["UpdateTime"] = "string"
|
|
|
|
#最后修改毫秒
|
|
|
|
CQdpFtdcDepthMarketDataField["UpdateMillisec"] = "int"
|
|
|
|
#交易所代码
|
|
|
|
CQdpFtdcDepthMarketDataField["ExchangeID"] = "string"
|
|
|
|
structDict['CQdpFtdcDepthMarketDataField'] = CQdpFtdcDepthMarketDataField
|
|
|
|
|
|
|
|
|
|
|
|
#订阅合约的相关信息
|
|
|
|
CQdpFtdcSpecificInstrumentField = {}
|
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#合约代码
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CQdpFtdcSpecificInstrumentField["InstrumentID"] = "string"
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structDict['CQdpFtdcSpecificInstrumentField'] = CQdpFtdcSpecificInstrumentField
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#共享内存行情查询
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CQdpFtdcShmDepthMarketDataField = {}
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#合约代码
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CQdpFtdcShmDepthMarketDataField["InstrumentID"] = "string"
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#IP地址
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CQdpFtdcShmDepthMarketDataField["IPAddress"] = "string"
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#订阅号
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CQdpFtdcShmDepthMarketDataField["TopicID"] = "int"
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structDict['CQdpFtdcShmDepthMarketDataField'] = CQdpFtdcShmDepthMarketDataField
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#交易所代码
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CQdpFtdcMarketDataExchangeIDField = {}
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#交易所代码
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CQdpFtdcMarketDataExchangeIDField["ExchangeID"] = "string"
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structDict['CQdpFtdcMarketDataExchangeIDField'] = CQdpFtdcMarketDataExchangeIDField
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#TOPIC查询
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CQdpFtdcTopicSearchField = {}
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#订阅号
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CQdpFtdcTopicSearchField["TopicID"] = "int"
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structDict['CQdpFtdcTopicSearchField'] = CQdpFtdcTopicSearchField
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#合约状态
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CQdpFtdcQmdInstrumentStateField = {}
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#交易所代码
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CQdpFtdcQmdInstrumentStateField["ExchangeID"] = "string"
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#合约代码
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CQdpFtdcQmdInstrumentStateField["InstrumentID"] = "string"
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#合约交易状态
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CQdpFtdcQmdInstrumentStateField["InstrumentStatus"] = "char"
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structDict['CQdpFtdcQmdInstrumentStateField'] = CQdpFtdcQmdInstrumentStateField
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