1063 lines
35 KiB
Python
1063 lines
35 KiB
Python
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# encoding: UTF-8
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structDict = {}
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#//////////////////////////////////////////////////////////////////////
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#@system 风控前置系统
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#@company CFFEX
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#@file USTPFtdcUserApiStruct.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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CUstpFtdcReqUserLoginField = {}
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#交易日
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CUstpFtdcReqUserLoginField["TradingDay"] = "string"
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#交易用户代码
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CUstpFtdcReqUserLoginField["UserID"] = "string"
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#经纪公司编号
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CUstpFtdcReqUserLoginField["BrokerID"] = "string"
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#密码
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CUstpFtdcReqUserLoginField["Password"] = "string"
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#用户端产品信息
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CUstpFtdcReqUserLoginField["UserProductInfo"] = "string"
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#接口端产品信息
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CUstpFtdcReqUserLoginField["InterfaceProductInfo"] = "string"
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#协议信息
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CUstpFtdcReqUserLoginField["ProtocolInfo"] = "string"
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#IP地址
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CUstpFtdcReqUserLoginField["IPAddress"] = "string"
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#Mac地址
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CUstpFtdcReqUserLoginField["MacAddress"] = "string"
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#数据中心代码
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CUstpFtdcReqUserLoginField["DataCenterID"] = "int"
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structDict['CUstpFtdcReqUserLoginField'] = CUstpFtdcReqUserLoginField
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#系统用户登录应答
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CUstpFtdcRspUserLoginField = {}
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#交易日
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CUstpFtdcRspUserLoginField["TradingDay"] = "string"
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#经纪公司编号
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CUstpFtdcRspUserLoginField["BrokerID"] = "string"
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#交易用户代码
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CUstpFtdcRspUserLoginField["UserID"] = "string"
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#登录成功时间
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CUstpFtdcRspUserLoginField["LoginTime"] = "string"
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#用户最大本地报单号
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CUstpFtdcRspUserLoginField["MaxOrderLocalID"] = "string"
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#交易系统名称
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CUstpFtdcRspUserLoginField["TradingSystemName"] = "string"
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#数据中心代码
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CUstpFtdcRspUserLoginField["DataCenterID"] = "int"
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#会员私有流当前长度
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CUstpFtdcRspUserLoginField["PrivateFlowSize"] = "int"
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#交易员私有流当前长度
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CUstpFtdcRspUserLoginField["UserFlowSize"] = "int"
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structDict['CUstpFtdcRspUserLoginField'] = CUstpFtdcRspUserLoginField
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#用户登出请求
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CUstpFtdcReqUserLogoutField = {}
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#经纪公司编号
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CUstpFtdcReqUserLogoutField["BrokerID"] = "string"
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#交易用户代码
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CUstpFtdcReqUserLogoutField["UserID"] = "string"
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structDict['CUstpFtdcReqUserLogoutField'] = CUstpFtdcReqUserLogoutField
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#用户登出请求
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CUstpFtdcRspUserLogoutField = {}
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#经纪公司编号
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CUstpFtdcRspUserLogoutField["BrokerID"] = "string"
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#交易用户代码
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CUstpFtdcRspUserLogoutField["UserID"] = "string"
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structDict['CUstpFtdcRspUserLogoutField'] = CUstpFtdcRspUserLogoutField
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#强制用户退出
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CUstpFtdcForceUserExitField = {}
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#经纪公司编号
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CUstpFtdcForceUserExitField["BrokerID"] = "string"
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#交易用户代码
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CUstpFtdcForceUserExitField["UserID"] = "string"
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structDict['CUstpFtdcForceUserExitField'] = CUstpFtdcForceUserExitField
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#用户口令修改
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CUstpFtdcUserPasswordUpdateField = {}
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#经纪公司编号
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CUstpFtdcUserPasswordUpdateField["BrokerID"] = "string"
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#交易用户代码
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CUstpFtdcUserPasswordUpdateField["UserID"] = "string"
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#旧密码
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CUstpFtdcUserPasswordUpdateField["OldPassword"] = "string"
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#新密码
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CUstpFtdcUserPasswordUpdateField["NewPassword"] = "string"
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structDict['CUstpFtdcUserPasswordUpdateField'] = CUstpFtdcUserPasswordUpdateField
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#输入报单
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CUstpFtdcInputOrderField = {}
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#经纪公司编号
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CUstpFtdcInputOrderField["BrokerID"] = "string"
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#交易所代码
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CUstpFtdcInputOrderField["ExchangeID"] = "string"
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#系统报单编号
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CUstpFtdcInputOrderField["OrderSysID"] = "string"
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#投资者编号
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CUstpFtdcInputOrderField["InvestorID"] = "string"
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#用户代码
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CUstpFtdcInputOrderField["UserID"] = "string"
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#合约代码
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CUstpFtdcInputOrderField["InstrumentID"] = "string"
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#用户本地报单号
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CUstpFtdcInputOrderField["UserOrderLocalID"] = "string"
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#报单类型
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CUstpFtdcInputOrderField["OrderPriceType"] = "string"
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#买卖方向
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CUstpFtdcInputOrderField["Direction"] = "string"
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#开平标志
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CUstpFtdcInputOrderField["OffsetFlag"] = "string"
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#投机套保标志
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CUstpFtdcInputOrderField["HedgeFlag"] = "string"
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#价格
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CUstpFtdcInputOrderField["LimitPrice"] = "float"
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#数量
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CUstpFtdcInputOrderField["Volume"] = "int"
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#有效期类型
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CUstpFtdcInputOrderField["TimeCondition"] = "string"
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#GTD日期
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CUstpFtdcInputOrderField["GTDDate"] = "string"
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#成交量类型
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CUstpFtdcInputOrderField["VolumeCondition"] = "string"
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#最小成交量
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CUstpFtdcInputOrderField["MinVolume"] = "int"
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#止损价
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CUstpFtdcInputOrderField["StopPrice"] = "float"
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#强平原因
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CUstpFtdcInputOrderField["ForceCloseReason"] = "string"
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#自动挂起标志
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CUstpFtdcInputOrderField["IsAutoSuspend"] = "int"
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#业务单元
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CUstpFtdcInputOrderField["BusinessUnit"] = "string"
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#用户自定义域
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CUstpFtdcInputOrderField["UserCustom"] = "string"
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structDict['CUstpFtdcInputOrderField'] = CUstpFtdcInputOrderField
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#报单操作
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CUstpFtdcOrderActionField = {}
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#交易所代码
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CUstpFtdcOrderActionField["ExchangeID"] = "string"
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#报单编号
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CUstpFtdcOrderActionField["OrderSysID"] = "string"
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#经纪公司编号
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CUstpFtdcOrderActionField["BrokerID"] = "string"
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#投资者编号
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CUstpFtdcOrderActionField["InvestorID"] = "string"
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#用户代码
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CUstpFtdcOrderActionField["UserID"] = "string"
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#本次撤单操作的本地编号
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CUstpFtdcOrderActionField["UserOrderActionLocalID"] = "string"
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#被撤订单的本地报单编号
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CUstpFtdcOrderActionField["UserOrderLocalID"] = "string"
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#报单操作标志
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CUstpFtdcOrderActionField["ActionFlag"] = "string"
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#价格
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CUstpFtdcOrderActionField["LimitPrice"] = "float"
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#数量变化
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CUstpFtdcOrderActionField["VolumeChange"] = "int"
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structDict['CUstpFtdcOrderActionField'] = CUstpFtdcOrderActionField
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#内存表导出
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CUstpFtdcMemDbField = {}
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#内存表名
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CUstpFtdcMemDbField["MemTableName"] = "string"
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structDict['CUstpFtdcMemDbField'] = CUstpFtdcMemDbField
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#响应信息
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CUstpFtdcRspInfoField = {}
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#错误代码
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CUstpFtdcRspInfoField["ErrorID"] = "int"
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#错误信息
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CUstpFtdcRspInfoField["ErrorMsg"] = "string"
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structDict['CUstpFtdcRspInfoField'] = CUstpFtdcRspInfoField
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#报单查询
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CUstpFtdcQryOrderField = {}
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#经纪公司编号
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CUstpFtdcQryOrderField["BrokerID"] = "string"
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#用户代码
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CUstpFtdcQryOrderField["UserID"] = "string"
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#交易所代码
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CUstpFtdcQryOrderField["ExchangeID"] = "string"
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#投资者编号
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CUstpFtdcQryOrderField["InvestorID"] = "string"
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#报单编号
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CUstpFtdcQryOrderField["OrderSysID"] = "string"
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#合约代码
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CUstpFtdcQryOrderField["InstrumentID"] = "string"
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structDict['CUstpFtdcQryOrderField'] = CUstpFtdcQryOrderField
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#成交查询
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CUstpFtdcQryTradeField = {}
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#经纪公司编号
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CUstpFtdcQryTradeField["BrokerID"] = "string"
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#用户代码
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CUstpFtdcQryTradeField["UserID"] = "string"
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#交易所代码
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CUstpFtdcQryTradeField["ExchangeID"] = "string"
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#投资者编号
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CUstpFtdcQryTradeField["InvestorID"] = "string"
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#成交编号
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CUstpFtdcQryTradeField["TradeID"] = "string"
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#合约代码
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CUstpFtdcQryTradeField["InstrumentID"] = "string"
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structDict['CUstpFtdcQryTradeField'] = CUstpFtdcQryTradeField
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#合约查询
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CUstpFtdcQryInstrumentField = {}
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#交易所代码
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CUstpFtdcQryInstrumentField["ExchangeID"] = "string"
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#产品代码
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CUstpFtdcQryInstrumentField["ProductID"] = "string"
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#合约代码
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CUstpFtdcQryInstrumentField["InstrumentID"] = "string"
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structDict['CUstpFtdcQryInstrumentField'] = CUstpFtdcQryInstrumentField
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#合约查询应答
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CUstpFtdcRspInstrumentField = {}
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#交易所代码
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CUstpFtdcRspInstrumentField["ExchangeID"] = "string"
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#品种代码
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CUstpFtdcRspInstrumentField["ProductID"] = "string"
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#品种名称
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CUstpFtdcRspInstrumentField["ProductName"] = "string"
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#合约代码
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CUstpFtdcRspInstrumentField["InstrumentID"] = "string"
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#合约名称
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CUstpFtdcRspInstrumentField["InstrumentName"] = "string"
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#交割年份
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CUstpFtdcRspInstrumentField["DeliveryYear"] = "int"
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#交割月
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CUstpFtdcRspInstrumentField["DeliveryMonth"] = "int"
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#限价单最大下单量
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CUstpFtdcRspInstrumentField["MaxLimitOrderVolume"] = "int"
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#限价单最小下单量
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CUstpFtdcRspInstrumentField["MinLimitOrderVolume"] = "int"
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#市价单最大下单量
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CUstpFtdcRspInstrumentField["MaxMarketOrderVolume"] = "int"
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#市价单最小下单量
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CUstpFtdcRspInstrumentField["MinMarketOrderVolume"] = "int"
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#数量乘数
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CUstpFtdcRspInstrumentField["VolumeMultiple"] = "int"
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#报价单位
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CUstpFtdcRspInstrumentField["PriceTick"] = "float"
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#币种
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CUstpFtdcRspInstrumentField["Currency"] = "string"
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#多头限仓
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CUstpFtdcRspInstrumentField["LongPosLimit"] = "int"
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#空头限仓
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CUstpFtdcRspInstrumentField["ShortPosLimit"] = "int"
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#跌停板价
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CUstpFtdcRspInstrumentField["LowerLimitPrice"] = "float"
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#涨停板价
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CUstpFtdcRspInstrumentField["UpperLimitPrice"] = "float"
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#昨结算
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CUstpFtdcRspInstrumentField["PreSettlementPrice"] = "float"
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#合约交易状态
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CUstpFtdcRspInstrumentField["InstrumentStatus"] = "string"
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#创建日
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CUstpFtdcRspInstrumentField["CreateDate"] = "string"
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#上市日
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CUstpFtdcRspInstrumentField["OpenDate"] = "string"
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#到期日
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CUstpFtdcRspInstrumentField["ExpireDate"] = "string"
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#开始交割日
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CUstpFtdcRspInstrumentField["StartDelivDate"] = "string"
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#最后交割日
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CUstpFtdcRspInstrumentField["EndDelivDate"] = "string"
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#挂牌基准价
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CUstpFtdcRspInstrumentField["BasisPrice"] = "float"
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#当前是否交易
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CUstpFtdcRspInstrumentField["IsTrading"] = "int"
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#基础商品代码
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CUstpFtdcRspInstrumentField["UnderlyingInstrID"] = "string"
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#基础商品乘数
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CUstpFtdcRspInstrumentField["UnderlyingMultiple"] = "int"
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#持仓类型
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CUstpFtdcRspInstrumentField["PositionType"] = "string"
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#执行价
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CUstpFtdcRspInstrumentField["StrikePrice"] = "float"
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#期权类型
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CUstpFtdcRspInstrumentField["OptionsType"] = "string"
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structDict['CUstpFtdcRspInstrumentField'] = CUstpFtdcRspInstrumentField
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#合约状态
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CUstpFtdcInstrumentStatusField = {}
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#交易所代码
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CUstpFtdcInstrumentStatusField["ExchangeID"] = "string"
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#品种代码
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CUstpFtdcInstrumentStatusField["ProductID"] = "string"
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#品种名称
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CUstpFtdcInstrumentStatusField["ProductName"] = "string"
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#合约代码
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CUstpFtdcInstrumentStatusField["InstrumentID"] = "string"
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#合约名称
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CUstpFtdcInstrumentStatusField["InstrumentName"] = "string"
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#交割年份
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CUstpFtdcInstrumentStatusField["DeliveryYear"] = "int"
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|
|
#交割月
|
||
|
|
CUstpFtdcInstrumentStatusField["DeliveryMonth"] = "int"
|
||
|
|
#限价单最大下单量
|
||
|
|
CUstpFtdcInstrumentStatusField["MaxLimitOrderVolume"] = "int"
|
||
|
|
#限价单最小下单量
|
||
|
|
CUstpFtdcInstrumentStatusField["MinLimitOrderVolume"] = "int"
|
||
|
|
#市价单最大下单量
|
||
|
|
CUstpFtdcInstrumentStatusField["MaxMarketOrderVolume"] = "int"
|
||
|
|
#市价单最小下单量
|
||
|
|
CUstpFtdcInstrumentStatusField["MinMarketOrderVolume"] = "int"
|
||
|
|
#数量乘数
|
||
|
|
CUstpFtdcInstrumentStatusField["VolumeMultiple"] = "int"
|
||
|
|
#报价单位
|
||
|
|
CUstpFtdcInstrumentStatusField["PriceTick"] = "float"
|
||
|
|
#币种
|
||
|
|
CUstpFtdcInstrumentStatusField["Currency"] = "string"
|
||
|
|
#多头限仓
|
||
|
|
CUstpFtdcInstrumentStatusField["LongPosLimit"] = "int"
|
||
|
|
#空头限仓
|
||
|
|
CUstpFtdcInstrumentStatusField["ShortPosLimit"] = "int"
|
||
|
|
#跌停板价
|
||
|
|
CUstpFtdcInstrumentStatusField["LowerLimitPrice"] = "float"
|
||
|
|
#涨停板价
|
||
|
|
CUstpFtdcInstrumentStatusField["UpperLimitPrice"] = "float"
|
||
|
|
#昨结算
|
||
|
|
CUstpFtdcInstrumentStatusField["PreSettlementPrice"] = "float"
|
||
|
|
#合约交易状态
|
||
|
|
CUstpFtdcInstrumentStatusField["InstrumentStatus"] = "string"
|
||
|
|
#创建日
|
||
|
|
CUstpFtdcInstrumentStatusField["CreateDate"] = "string"
|
||
|
|
#上市日
|
||
|
|
CUstpFtdcInstrumentStatusField["OpenDate"] = "string"
|
||
|
|
#到期日
|
||
|
|
CUstpFtdcInstrumentStatusField["ExpireDate"] = "string"
|
||
|
|
#开始交割日
|
||
|
|
CUstpFtdcInstrumentStatusField["StartDelivDate"] = "string"
|
||
|
|
#最后交割日
|
||
|
|
CUstpFtdcInstrumentStatusField["EndDelivDate"] = "string"
|
||
|
|
#挂牌基准价
|
||
|
|
CUstpFtdcInstrumentStatusField["BasisPrice"] = "float"
|
||
|
|
#当前是否交易
|
||
|
|
CUstpFtdcInstrumentStatusField["IsTrading"] = "int"
|
||
|
|
#基础商品代码
|
||
|
|
CUstpFtdcInstrumentStatusField["UnderlyingInstrID"] = "string"
|
||
|
|
#基础商品乘数
|
||
|
|
CUstpFtdcInstrumentStatusField["UnderlyingMultiple"] = "int"
|
||
|
|
#持仓类型
|
||
|
|
CUstpFtdcInstrumentStatusField["PositionType"] = "string"
|
||
|
|
#执行价
|
||
|
|
CUstpFtdcInstrumentStatusField["StrikePrice"] = "float"
|
||
|
|
#期权类型
|
||
|
|
CUstpFtdcInstrumentStatusField["OptionsType"] = "string"
|
||
|
|
structDict['CUstpFtdcInstrumentStatusField'] = CUstpFtdcInstrumentStatusField
|
||
|
|
|
||
|
|
#投资者资金查询
|
||
|
|
CUstpFtdcQryInvestorAccountField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcQryInvestorAccountField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcQryInvestorAccountField["UserID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcQryInvestorAccountField["InvestorID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryInvestorAccountField'] = CUstpFtdcQryInvestorAccountField
|
||
|
|
|
||
|
|
#投资者资金应答
|
||
|
|
CUstpFtdcRspInvestorAccountField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcRspInvestorAccountField["BrokerID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcRspInvestorAccountField["InvestorID"] = "string"
|
||
|
|
#资金帐号
|
||
|
|
CUstpFtdcRspInvestorAccountField["AccountID"] = "string"
|
||
|
|
#上次结算准备金
|
||
|
|
CUstpFtdcRspInvestorAccountField["PreBalance"] = "float"
|
||
|
|
#入金金额
|
||
|
|
CUstpFtdcRspInvestorAccountField["Deposit"] = "float"
|
||
|
|
#出金金额
|
||
|
|
CUstpFtdcRspInvestorAccountField["Withdraw"] = "float"
|
||
|
|
#冻结的保证金
|
||
|
|
CUstpFtdcRspInvestorAccountField["FrozenMargin"] = "float"
|
||
|
|
#冻结手续费
|
||
|
|
CUstpFtdcRspInvestorAccountField["FrozenFee"] = "float"
|
||
|
|
#冻结权利金
|
||
|
|
CUstpFtdcRspInvestorAccountField["FrozenPremium"] = "float"
|
||
|
|
#手续费
|
||
|
|
CUstpFtdcRspInvestorAccountField["Fee"] = "float"
|
||
|
|
#平仓盈亏
|
||
|
|
CUstpFtdcRspInvestorAccountField["CloseProfit"] = "float"
|
||
|
|
#持仓盈亏
|
||
|
|
CUstpFtdcRspInvestorAccountField["PositionProfit"] = "float"
|
||
|
|
#可用资金
|
||
|
|
CUstpFtdcRspInvestorAccountField["Available"] = "float"
|
||
|
|
#多头冻结的保证金
|
||
|
|
CUstpFtdcRspInvestorAccountField["LongFrozenMargin"] = "float"
|
||
|
|
#空头冻结的保证金
|
||
|
|
CUstpFtdcRspInvestorAccountField["ShortFrozenMargin"] = "float"
|
||
|
|
#多头占用保证金
|
||
|
|
CUstpFtdcRspInvestorAccountField["LongMargin"] = "float"
|
||
|
|
#空头占用保证金
|
||
|
|
CUstpFtdcRspInvestorAccountField["ShortMargin"] = "float"
|
||
|
|
#当日释放保证金
|
||
|
|
CUstpFtdcRspInvestorAccountField["ReleaseMargin"] = "float"
|
||
|
|
#动态权益
|
||
|
|
CUstpFtdcRspInvestorAccountField["DynamicRights"] = "float"
|
||
|
|
#今日出入金
|
||
|
|
CUstpFtdcRspInvestorAccountField["TodayInOut"] = "float"
|
||
|
|
#占用保证金
|
||
|
|
CUstpFtdcRspInvestorAccountField["Margin"] = "float"
|
||
|
|
#期权权利金收支
|
||
|
|
CUstpFtdcRspInvestorAccountField["Premium"] = "float"
|
||
|
|
#风险度
|
||
|
|
CUstpFtdcRspInvestorAccountField["Risk"] = "float"
|
||
|
|
structDict['CUstpFtdcRspInvestorAccountField'] = CUstpFtdcRspInvestorAccountField
|
||
|
|
|
||
|
|
#可用投资者查询
|
||
|
|
CUstpFtdcQryUserInvestorField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcQryUserInvestorField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcQryUserInvestorField["UserID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryUserInvestorField'] = CUstpFtdcQryUserInvestorField
|
||
|
|
|
||
|
|
#可用投资者
|
||
|
|
CUstpFtdcRspUserInvestorField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcRspUserInvestorField["BrokerID"] = "string"
|
||
|
|
#交易用户代码
|
||
|
|
CUstpFtdcRspUserInvestorField["UserID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcRspUserInvestorField["InvestorID"] = "string"
|
||
|
|
structDict['CUstpFtdcRspUserInvestorField'] = CUstpFtdcRspUserInvestorField
|
||
|
|
|
||
|
|
#交易编码查询
|
||
|
|
CUstpFtdcQryTradingCodeField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcQryTradingCodeField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcQryTradingCodeField["UserID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcQryTradingCodeField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcQryTradingCodeField["ExchangeID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryTradingCodeField'] = CUstpFtdcQryTradingCodeField
|
||
|
|
|
||
|
|
#交易编码查询
|
||
|
|
CUstpFtdcRspTradingCodeField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcRspTradingCodeField["BrokerID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcRspTradingCodeField["ExchangeID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcRspTradingCodeField["InvestorID"] = "string"
|
||
|
|
#客户代码
|
||
|
|
CUstpFtdcRspTradingCodeField["ClientID"] = "string"
|
||
|
|
#客户代码权限
|
||
|
|
CUstpFtdcRspTradingCodeField["ClientRight"] = "string"
|
||
|
|
#是否活跃
|
||
|
|
CUstpFtdcRspTradingCodeField["IsActive"] = "string"
|
||
|
|
structDict['CUstpFtdcRspTradingCodeField'] = CUstpFtdcRspTradingCodeField
|
||
|
|
|
||
|
|
#交易所查询请求
|
||
|
|
CUstpFtdcQryExchangeField = {}
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcQryExchangeField["ExchangeID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryExchangeField'] = CUstpFtdcQryExchangeField
|
||
|
|
|
||
|
|
#交易所查询应答
|
||
|
|
CUstpFtdcRspExchangeField = {}
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcRspExchangeField["ExchangeID"] = "string"
|
||
|
|
#交易所名称
|
||
|
|
CUstpFtdcRspExchangeField["ExchangeName"] = "string"
|
||
|
|
structDict['CUstpFtdcRspExchangeField'] = CUstpFtdcRspExchangeField
|
||
|
|
|
||
|
|
#投资者持仓查询请求
|
||
|
|
CUstpFtdcQryInvestorPositionField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcQryInvestorPositionField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcQryInvestorPositionField["UserID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcQryInvestorPositionField["ExchangeID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcQryInvestorPositionField["InvestorID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcQryInvestorPositionField["InstrumentID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryInvestorPositionField'] = CUstpFtdcQryInvestorPositionField
|
||
|
|
|
||
|
|
#投资者持仓查询应答
|
||
|
|
CUstpFtdcRspInvestorPositionField = {}
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcRspInvestorPositionField["InvestorID"] = "string"
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcRspInvestorPositionField["BrokerID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcRspInvestorPositionField["ExchangeID"] = "string"
|
||
|
|
#客户代码
|
||
|
|
CUstpFtdcRspInvestorPositionField["ClientID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcRspInvestorPositionField["InstrumentID"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CUstpFtdcRspInvestorPositionField["Direction"] = "string"
|
||
|
|
#投机套保标志
|
||
|
|
CUstpFtdcRspInvestorPositionField["HedgeFlag"] = "string"
|
||
|
|
#占用保证金
|
||
|
|
CUstpFtdcRspInvestorPositionField["UsedMargin"] = "float"
|
||
|
|
#今持仓量
|
||
|
|
CUstpFtdcRspInvestorPositionField["Position"] = "int"
|
||
|
|
#今日持仓成本
|
||
|
|
CUstpFtdcRspInvestorPositionField["PositionCost"] = "float"
|
||
|
|
#昨持仓量
|
||
|
|
CUstpFtdcRspInvestorPositionField["YdPosition"] = "int"
|
||
|
|
#昨日持仓成本
|
||
|
|
CUstpFtdcRspInvestorPositionField["YdPositionCost"] = "float"
|
||
|
|
#冻结的保证金
|
||
|
|
CUstpFtdcRspInvestorPositionField["FrozenMargin"] = "float"
|
||
|
|
#开仓冻结持仓
|
||
|
|
CUstpFtdcRspInvestorPositionField["FrozenPosition"] = "int"
|
||
|
|
#平仓冻结持仓
|
||
|
|
CUstpFtdcRspInvestorPositionField["FrozenClosing"] = "int"
|
||
|
|
#冻结的权利金
|
||
|
|
CUstpFtdcRspInvestorPositionField["FrozenPremium"] = "float"
|
||
|
|
#最后一笔成交编号
|
||
|
|
CUstpFtdcRspInvestorPositionField["LastTradeID"] = "string"
|
||
|
|
#最后一笔本地报单编号
|
||
|
|
CUstpFtdcRspInvestorPositionField["LastOrderLocalID"] = "string"
|
||
|
|
#币种
|
||
|
|
CUstpFtdcRspInvestorPositionField["Currency"] = "string"
|
||
|
|
structDict['CUstpFtdcRspInvestorPositionField'] = CUstpFtdcRspInvestorPositionField
|
||
|
|
|
||
|
|
#合规参数查询请求
|
||
|
|
CUstpFtdcQryComplianceParamField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcQryComplianceParamField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcQryComplianceParamField["UserID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcQryComplianceParamField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcQryComplianceParamField["ExchangeID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryComplianceParamField'] = CUstpFtdcQryComplianceParamField
|
||
|
|
|
||
|
|
#合规参数查询应答
|
||
|
|
CUstpFtdcRspComplianceParamField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcRspComplianceParamField["BrokerID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcRspComplianceParamField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcRspComplianceParamField["ExchangeID"] = "string"
|
||
|
|
#客户号
|
||
|
|
CUstpFtdcRspComplianceParamField["ClientID"] = "string"
|
||
|
|
#每日最大报单笔
|
||
|
|
CUstpFtdcRspComplianceParamField["DailyMaxOrder"] = "int"
|
||
|
|
#每日最大撤单笔
|
||
|
|
CUstpFtdcRspComplianceParamField["DailyMaxOrderAction"] = "int"
|
||
|
|
#每日最大错单笔
|
||
|
|
CUstpFtdcRspComplianceParamField["DailyMaxErrorOrder"] = "int"
|
||
|
|
#每日最大报单手
|
||
|
|
CUstpFtdcRspComplianceParamField["DailyMaxOrderVolume"] = "int"
|
||
|
|
#每日最大撤单手
|
||
|
|
CUstpFtdcRspComplianceParamField["DailyMaxOrderActionVolume"] = "int"
|
||
|
|
structDict['CUstpFtdcRspComplianceParamField'] = CUstpFtdcRspComplianceParamField
|
||
|
|
|
||
|
|
#用户查询
|
||
|
|
CUstpFtdcQryUserField = {}
|
||
|
|
#交易用户代码
|
||
|
|
CUstpFtdcQryUserField["StartUserID"] = "string"
|
||
|
|
#交易用户代码
|
||
|
|
CUstpFtdcQryUserField["EndUserID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryUserField'] = CUstpFtdcQryUserField
|
||
|
|
|
||
|
|
#用户
|
||
|
|
CUstpFtdcUserField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcUserField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcUserField["UserID"] = "string"
|
||
|
|
#用户登录密码
|
||
|
|
CUstpFtdcUserField["Password"] = "string"
|
||
|
|
#是否活跃
|
||
|
|
CUstpFtdcUserField["IsActive"] = "string"
|
||
|
|
#用户名称
|
||
|
|
CUstpFtdcUserField["UserName"] = "string"
|
||
|
|
#用户类型
|
||
|
|
CUstpFtdcUserField["UserType"] = "string"
|
||
|
|
#营业部
|
||
|
|
CUstpFtdcUserField["Department"] = "string"
|
||
|
|
#授权功能集
|
||
|
|
CUstpFtdcUserField["GrantFuncSet"] = "string"
|
||
|
|
#修改用户编号
|
||
|
|
CUstpFtdcUserField["SetUserID"] = "string"
|
||
|
|
#操作日期
|
||
|
|
CUstpFtdcUserField["CommandDate"] = "string"
|
||
|
|
#操作时间
|
||
|
|
CUstpFtdcUserField["CommandTime"] = "string"
|
||
|
|
structDict['CUstpFtdcUserField'] = CUstpFtdcUserField
|
||
|
|
|
||
|
|
#投资者手续费率查询
|
||
|
|
CUstpFtdcQryInvestorFeeField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcQryInvestorFeeField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcQryInvestorFeeField["UserID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcQryInvestorFeeField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcQryInvestorFeeField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcQryInvestorFeeField["InstrumentID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryInvestorFeeField'] = CUstpFtdcQryInvestorFeeField
|
||
|
|
|
||
|
|
#投资者手续费率
|
||
|
|
CUstpFtdcInvestorFeeField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcInvestorFeeField["BrokerID"] = "string"
|
||
|
|
#客户号
|
||
|
|
CUstpFtdcInvestorFeeField["ClientID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcInvestorFeeField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcInvestorFeeField["InstrumentID"] = "string"
|
||
|
|
#品种代码
|
||
|
|
CUstpFtdcInvestorFeeField["ProductID"] = "string"
|
||
|
|
#开仓手续费按比例
|
||
|
|
CUstpFtdcInvestorFeeField["OpenFeeRate"] = "float"
|
||
|
|
#开仓手续费按手数
|
||
|
|
CUstpFtdcInvestorFeeField["OpenFeeAmt"] = "float"
|
||
|
|
#平仓手续费按比例
|
||
|
|
CUstpFtdcInvestorFeeField["OffsetFeeRate"] = "float"
|
||
|
|
#平仓手续费按手数
|
||
|
|
CUstpFtdcInvestorFeeField["OffsetFeeAmt"] = "float"
|
||
|
|
#平今仓手续费按比例
|
||
|
|
CUstpFtdcInvestorFeeField["OTFeeRate"] = "float"
|
||
|
|
#平今仓手续费按手数
|
||
|
|
CUstpFtdcInvestorFeeField["OTFeeAmt"] = "float"
|
||
|
|
structDict['CUstpFtdcInvestorFeeField'] = CUstpFtdcInvestorFeeField
|
||
|
|
|
||
|
|
#投资者保证金率查询
|
||
|
|
CUstpFtdcQryInvestorMarginField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcQryInvestorMarginField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcQryInvestorMarginField["UserID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcQryInvestorMarginField["InvestorID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcQryInvestorMarginField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcQryInvestorMarginField["InstrumentID"] = "string"
|
||
|
|
structDict['CUstpFtdcQryInvestorMarginField'] = CUstpFtdcQryInvestorMarginField
|
||
|
|
|
||
|
|
#投资者保证金率
|
||
|
|
CUstpFtdcInvestorMarginField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcInvestorMarginField["BrokerID"] = "string"
|
||
|
|
#客户号
|
||
|
|
CUstpFtdcInvestorMarginField["ClientID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcInvestorMarginField["ExchangeID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcInvestorMarginField["InstrumentID"] = "string"
|
||
|
|
#品种代码
|
||
|
|
CUstpFtdcInvestorMarginField["ProductID"] = "string"
|
||
|
|
#多头占用保证金按比例
|
||
|
|
CUstpFtdcInvestorMarginField["LongMarginRate"] = "float"
|
||
|
|
#多头保证金按手数
|
||
|
|
CUstpFtdcInvestorMarginField["LongMarginAmt"] = "float"
|
||
|
|
#空头占用保证金按比例
|
||
|
|
CUstpFtdcInvestorMarginField["ShortMarginRate"] = "float"
|
||
|
|
#空头保证金按手数
|
||
|
|
CUstpFtdcInvestorMarginField["ShortMarginAmt"] = "float"
|
||
|
|
structDict['CUstpFtdcInvestorMarginField'] = CUstpFtdcInvestorMarginField
|
||
|
|
|
||
|
|
#成交
|
||
|
|
CUstpFtdcTradeField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcTradeField["BrokerID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcTradeField["ExchangeID"] = "string"
|
||
|
|
#交易日
|
||
|
|
CUstpFtdcTradeField["TradingDay"] = "string"
|
||
|
|
#会员编号
|
||
|
|
CUstpFtdcTradeField["ParticipantID"] = "string"
|
||
|
|
#下单席位号
|
||
|
|
CUstpFtdcTradeField["SeatID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcTradeField["InvestorID"] = "string"
|
||
|
|
#客户号
|
||
|
|
CUstpFtdcTradeField["ClientID"] = "string"
|
||
|
|
#用户编号
|
||
|
|
CUstpFtdcTradeField["UserID"] = "string"
|
||
|
|
#成交编号
|
||
|
|
CUstpFtdcTradeField["TradeID"] = "string"
|
||
|
|
#报单编号
|
||
|
|
CUstpFtdcTradeField["OrderSysID"] = "string"
|
||
|
|
#本地报单编号
|
||
|
|
CUstpFtdcTradeField["UserOrderLocalID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcTradeField["InstrumentID"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CUstpFtdcTradeField["Direction"] = "string"
|
||
|
|
#开平标志
|
||
|
|
CUstpFtdcTradeField["OffsetFlag"] = "string"
|
||
|
|
#投机套保标志
|
||
|
|
CUstpFtdcTradeField["HedgeFlag"] = "string"
|
||
|
|
#成交价格
|
||
|
|
CUstpFtdcTradeField["TradePrice"] = "float"
|
||
|
|
#成交数量
|
||
|
|
CUstpFtdcTradeField["TradeVolume"] = "int"
|
||
|
|
#成交时间
|
||
|
|
CUstpFtdcTradeField["TradeTime"] = "string"
|
||
|
|
#清算会员编号
|
||
|
|
CUstpFtdcTradeField["ClearingPartID"] = "string"
|
||
|
|
structDict['CUstpFtdcTradeField'] = CUstpFtdcTradeField
|
||
|
|
|
||
|
|
#报单
|
||
|
|
CUstpFtdcOrderField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcOrderField["BrokerID"] = "string"
|
||
|
|
#交易所代码
|
||
|
|
CUstpFtdcOrderField["ExchangeID"] = "string"
|
||
|
|
#系统报单编号
|
||
|
|
CUstpFtdcOrderField["OrderSysID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcOrderField["InvestorID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcOrderField["UserID"] = "string"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcOrderField["InstrumentID"] = "string"
|
||
|
|
#用户本地报单号
|
||
|
|
CUstpFtdcOrderField["UserOrderLocalID"] = "string"
|
||
|
|
#报单类型
|
||
|
|
CUstpFtdcOrderField["OrderPriceType"] = "string"
|
||
|
|
#买卖方向
|
||
|
|
CUstpFtdcOrderField["Direction"] = "string"
|
||
|
|
#开平标志
|
||
|
|
CUstpFtdcOrderField["OffsetFlag"] = "string"
|
||
|
|
#投机套保标志
|
||
|
|
CUstpFtdcOrderField["HedgeFlag"] = "string"
|
||
|
|
#价格
|
||
|
|
CUstpFtdcOrderField["LimitPrice"] = "float"
|
||
|
|
#数量
|
||
|
|
CUstpFtdcOrderField["Volume"] = "int"
|
||
|
|
#有效期类型
|
||
|
|
CUstpFtdcOrderField["TimeCondition"] = "string"
|
||
|
|
#GTD日期
|
||
|
|
CUstpFtdcOrderField["GTDDate"] = "string"
|
||
|
|
#成交量类型
|
||
|
|
CUstpFtdcOrderField["VolumeCondition"] = "string"
|
||
|
|
#最小成交量
|
||
|
|
CUstpFtdcOrderField["MinVolume"] = "int"
|
||
|
|
#止损价
|
||
|
|
CUstpFtdcOrderField["StopPrice"] = "float"
|
||
|
|
#强平原因
|
||
|
|
CUstpFtdcOrderField["ForceCloseReason"] = "string"
|
||
|
|
#自动挂起标志
|
||
|
|
CUstpFtdcOrderField["IsAutoSuspend"] = "int"
|
||
|
|
#业务单元
|
||
|
|
CUstpFtdcOrderField["BusinessUnit"] = "string"
|
||
|
|
#用户自定义域
|
||
|
|
CUstpFtdcOrderField["UserCustom"] = "string"
|
||
|
|
#交易日
|
||
|
|
CUstpFtdcOrderField["TradingDay"] = "string"
|
||
|
|
#会员编号
|
||
|
|
CUstpFtdcOrderField["ParticipantID"] = "string"
|
||
|
|
#客户号
|
||
|
|
CUstpFtdcOrderField["ClientID"] = "string"
|
||
|
|
#下单席位号
|
||
|
|
CUstpFtdcOrderField["SeatID"] = "string"
|
||
|
|
#插入时间
|
||
|
|
CUstpFtdcOrderField["InsertTime"] = "string"
|
||
|
|
#本地报单编号
|
||
|
|
CUstpFtdcOrderField["OrderLocalID"] = "string"
|
||
|
|
#报单来源
|
||
|
|
CUstpFtdcOrderField["OrderSource"] = "string"
|
||
|
|
#报单状态
|
||
|
|
CUstpFtdcOrderField["OrderStatus"] = "string"
|
||
|
|
#撤销时间
|
||
|
|
CUstpFtdcOrderField["CancelTime"] = "string"
|
||
|
|
#撤单用户编号
|
||
|
|
CUstpFtdcOrderField["CancelUserID"] = "string"
|
||
|
|
#今成交数量
|
||
|
|
CUstpFtdcOrderField["VolumeTraded"] = "int"
|
||
|
|
#剩余数量
|
||
|
|
CUstpFtdcOrderField["VolumeRemain"] = "int"
|
||
|
|
structDict['CUstpFtdcOrderField'] = CUstpFtdcOrderField
|
||
|
|
|
||
|
|
#数据流回退
|
||
|
|
CUstpFtdcFlowMessageCancelField = {}
|
||
|
|
#序列系列号
|
||
|
|
CUstpFtdcFlowMessageCancelField["SequenceSeries"] = "int"
|
||
|
|
#交易日
|
||
|
|
CUstpFtdcFlowMessageCancelField["TradingDay"] = "string"
|
||
|
|
#数据中心代码
|
||
|
|
CUstpFtdcFlowMessageCancelField["DataCenterID"] = "int"
|
||
|
|
#回退起始序列号
|
||
|
|
CUstpFtdcFlowMessageCancelField["StartSequenceNo"] = "int"
|
||
|
|
#回退结束序列号
|
||
|
|
CUstpFtdcFlowMessageCancelField["EndSequenceNo"] = "int"
|
||
|
|
structDict['CUstpFtdcFlowMessageCancelField'] = CUstpFtdcFlowMessageCancelField
|
||
|
|
|
||
|
|
#信息分发
|
||
|
|
CUstpFtdcDisseminationField = {}
|
||
|
|
#序列系列号
|
||
|
|
CUstpFtdcDisseminationField["SequenceSeries"] = "int"
|
||
|
|
#序列号
|
||
|
|
CUstpFtdcDisseminationField["SequenceNo"] = "int"
|
||
|
|
structDict['CUstpFtdcDisseminationField'] = CUstpFtdcDisseminationField
|
||
|
|
|
||
|
|
#出入金结果
|
||
|
|
CUstpFtdcInvestorAccountDepositResField = {}
|
||
|
|
#经纪公司编号
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["BrokerID"] = "string"
|
||
|
|
#用户代码
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["UserID"] = "string"
|
||
|
|
#投资者编号
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["InvestorID"] = "string"
|
||
|
|
#资金帐号
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["AccountID"] = "string"
|
||
|
|
#资金流水号
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["AccountSeqNo"] = "string"
|
||
|
|
#金额
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["Amount"] = "float"
|
||
|
|
#出入金方向
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["AmountDirection"] = "string"
|
||
|
|
#可用资金
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["Available"] = "float"
|
||
|
|
#结算准备金
|
||
|
|
CUstpFtdcInvestorAccountDepositResField["Balance"] = "float"
|
||
|
|
structDict['CUstpFtdcInvestorAccountDepositResField'] = CUstpFtdcInvestorAccountDepositResField
|
||
|
|
|
||
|
|
#行情基础属性
|
||
|
|
CUstpFtdcMarketDataBaseField = {}
|
||
|
|
#交易日
|
||
|
|
CUstpFtdcMarketDataBaseField["TradingDay"] = "string"
|
||
|
|
#结算组代码
|
||
|
|
CUstpFtdcMarketDataBaseField["SettlementGroupID"] = "string"
|
||
|
|
#结算编号
|
||
|
|
CUstpFtdcMarketDataBaseField["SettlementID"] = "int"
|
||
|
|
#昨结算
|
||
|
|
CUstpFtdcMarketDataBaseField["PreSettlementPrice"] = "float"
|
||
|
|
#昨收盘
|
||
|
|
CUstpFtdcMarketDataBaseField["PreClosePrice"] = "float"
|
||
|
|
#昨持仓量
|
||
|
|
CUstpFtdcMarketDataBaseField["PreOpenInterest"] = "float"
|
||
|
|
#昨虚实度
|
||
|
|
CUstpFtdcMarketDataBaseField["PreDelta"] = "float"
|
||
|
|
structDict['CUstpFtdcMarketDataBaseField'] = CUstpFtdcMarketDataBaseField
|
||
|
|
|
||
|
|
#行情静态属性
|
||
|
|
CUstpFtdcMarketDataStaticField = {}
|
||
|
|
#今开盘
|
||
|
|
CUstpFtdcMarketDataStaticField["OpenPrice"] = "float"
|
||
|
|
#最高价
|
||
|
|
CUstpFtdcMarketDataStaticField["HighestPrice"] = "float"
|
||
|
|
#最低价
|
||
|
|
CUstpFtdcMarketDataStaticField["LowestPrice"] = "float"
|
||
|
|
#今收盘
|
||
|
|
CUstpFtdcMarketDataStaticField["ClosePrice"] = "float"
|
||
|
|
#涨停板价
|
||
|
|
CUstpFtdcMarketDataStaticField["UpperLimitPrice"] = "float"
|
||
|
|
#跌停板价
|
||
|
|
CUstpFtdcMarketDataStaticField["LowerLimitPrice"] = "float"
|
||
|
|
#今结算
|
||
|
|
CUstpFtdcMarketDataStaticField["SettlementPrice"] = "float"
|
||
|
|
#今虚实度
|
||
|
|
CUstpFtdcMarketDataStaticField["CurrDelta"] = "float"
|
||
|
|
structDict['CUstpFtdcMarketDataStaticField'] = CUstpFtdcMarketDataStaticField
|
||
|
|
|
||
|
|
#行情最新成交属性
|
||
|
|
CUstpFtdcMarketDataLastMatchField = {}
|
||
|
|
#最新价
|
||
|
|
CUstpFtdcMarketDataLastMatchField["LastPrice"] = "float"
|
||
|
|
#数量
|
||
|
|
CUstpFtdcMarketDataLastMatchField["Volume"] = "int"
|
||
|
|
#成交金额
|
||
|
|
CUstpFtdcMarketDataLastMatchField["Turnover"] = "float"
|
||
|
|
#持仓量
|
||
|
|
CUstpFtdcMarketDataLastMatchField["OpenInterest"] = "float"
|
||
|
|
structDict['CUstpFtdcMarketDataLastMatchField'] = CUstpFtdcMarketDataLastMatchField
|
||
|
|
|
||
|
|
#行情最优价属性
|
||
|
|
CUstpFtdcMarketDataBestPriceField = {}
|
||
|
|
#申买价一
|
||
|
|
CUstpFtdcMarketDataBestPriceField["BidPrice1"] = "float"
|
||
|
|
#申买量一
|
||
|
|
CUstpFtdcMarketDataBestPriceField["BidVolume1"] = "int"
|
||
|
|
#申卖价一
|
||
|
|
CUstpFtdcMarketDataBestPriceField["AskPrice1"] = "float"
|
||
|
|
#申卖量一
|
||
|
|
CUstpFtdcMarketDataBestPriceField["AskVolume1"] = "int"
|
||
|
|
structDict['CUstpFtdcMarketDataBestPriceField'] = CUstpFtdcMarketDataBestPriceField
|
||
|
|
|
||
|
|
#行情申买二、三属性
|
||
|
|
CUstpFtdcMarketDataBid23Field = {}
|
||
|
|
#申买价二
|
||
|
|
CUstpFtdcMarketDataBid23Field["BidPrice2"] = "float"
|
||
|
|
#申买量二
|
||
|
|
CUstpFtdcMarketDataBid23Field["BidVolume2"] = "int"
|
||
|
|
#申买价三
|
||
|
|
CUstpFtdcMarketDataBid23Field["BidPrice3"] = "float"
|
||
|
|
#申买量三
|
||
|
|
CUstpFtdcMarketDataBid23Field["BidVolume3"] = "int"
|
||
|
|
structDict['CUstpFtdcMarketDataBid23Field'] = CUstpFtdcMarketDataBid23Field
|
||
|
|
|
||
|
|
#行情申卖二、三属性
|
||
|
|
CUstpFtdcMarketDataAsk23Field = {}
|
||
|
|
#申卖价二
|
||
|
|
CUstpFtdcMarketDataAsk23Field["AskPrice2"] = "float"
|
||
|
|
#申卖量二
|
||
|
|
CUstpFtdcMarketDataAsk23Field["AskVolume2"] = "int"
|
||
|
|
#申卖价三
|
||
|
|
CUstpFtdcMarketDataAsk23Field["AskPrice3"] = "float"
|
||
|
|
#申卖量三
|
||
|
|
CUstpFtdcMarketDataAsk23Field["AskVolume3"] = "int"
|
||
|
|
structDict['CUstpFtdcMarketDataAsk23Field'] = CUstpFtdcMarketDataAsk23Field
|
||
|
|
|
||
|
|
#行情申买四、五属性
|
||
|
|
CUstpFtdcMarketDataBid45Field = {}
|
||
|
|
#申买价四
|
||
|
|
CUstpFtdcMarketDataBid45Field["BidPrice4"] = "float"
|
||
|
|
#申买量四
|
||
|
|
CUstpFtdcMarketDataBid45Field["BidVolume4"] = "int"
|
||
|
|
#申买价五
|
||
|
|
CUstpFtdcMarketDataBid45Field["BidPrice5"] = "float"
|
||
|
|
#申买量五
|
||
|
|
CUstpFtdcMarketDataBid45Field["BidVolume5"] = "int"
|
||
|
|
structDict['CUstpFtdcMarketDataBid45Field'] = CUstpFtdcMarketDataBid45Field
|
||
|
|
|
||
|
|
#行情申卖四、五属性
|
||
|
|
CUstpFtdcMarketDataAsk45Field = {}
|
||
|
|
#申卖价四
|
||
|
|
CUstpFtdcMarketDataAsk45Field["AskPrice4"] = "float"
|
||
|
|
#申卖量四
|
||
|
|
CUstpFtdcMarketDataAsk45Field["AskVolume4"] = "int"
|
||
|
|
#申卖价五
|
||
|
|
CUstpFtdcMarketDataAsk45Field["AskPrice5"] = "float"
|
||
|
|
#申卖量五
|
||
|
|
CUstpFtdcMarketDataAsk45Field["AskVolume5"] = "int"
|
||
|
|
structDict['CUstpFtdcMarketDataAsk45Field'] = CUstpFtdcMarketDataAsk45Field
|
||
|
|
|
||
|
|
#行情更新时间属性
|
||
|
|
CUstpFtdcMarketDataUpdateTimeField = {}
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcMarketDataUpdateTimeField["InstrumentID"] = "string"
|
||
|
|
#最后修改时间
|
||
|
|
CUstpFtdcMarketDataUpdateTimeField["UpdateTime"] = "string"
|
||
|
|
#最后修改毫秒
|
||
|
|
CUstpFtdcMarketDataUpdateTimeField["UpdateMillisec"] = "int"
|
||
|
|
structDict['CUstpFtdcMarketDataUpdateTimeField'] = CUstpFtdcMarketDataUpdateTimeField
|
||
|
|
|
||
|
|
#深度行情
|
||
|
|
CUstpFtdcDepthMarketDataField = {}
|
||
|
|
#交易日
|
||
|
|
CUstpFtdcDepthMarketDataField["TradingDay"] = "string"
|
||
|
|
#结算组代码
|
||
|
|
CUstpFtdcDepthMarketDataField["SettlementGroupID"] = "string"
|
||
|
|
#结算编号
|
||
|
|
CUstpFtdcDepthMarketDataField["SettlementID"] = "int"
|
||
|
|
#昨结算
|
||
|
|
CUstpFtdcDepthMarketDataField["PreSettlementPrice"] = "float"
|
||
|
|
#昨收盘
|
||
|
|
CUstpFtdcDepthMarketDataField["PreClosePrice"] = "float"
|
||
|
|
#昨持仓量
|
||
|
|
CUstpFtdcDepthMarketDataField["PreOpenInterest"] = "float"
|
||
|
|
#昨虚实度
|
||
|
|
CUstpFtdcDepthMarketDataField["PreDelta"] = "float"
|
||
|
|
#今开盘
|
||
|
|
CUstpFtdcDepthMarketDataField["OpenPrice"] = "float"
|
||
|
|
#最高价
|
||
|
|
CUstpFtdcDepthMarketDataField["HighestPrice"] = "float"
|
||
|
|
#最低价
|
||
|
|
CUstpFtdcDepthMarketDataField["LowestPrice"] = "float"
|
||
|
|
#今收盘
|
||
|
|
CUstpFtdcDepthMarketDataField["ClosePrice"] = "float"
|
||
|
|
#涨停板价
|
||
|
|
CUstpFtdcDepthMarketDataField["UpperLimitPrice"] = "float"
|
||
|
|
#跌停板价
|
||
|
|
CUstpFtdcDepthMarketDataField["LowerLimitPrice"] = "float"
|
||
|
|
#今结算
|
||
|
|
CUstpFtdcDepthMarketDataField["SettlementPrice"] = "float"
|
||
|
|
#今虚实度
|
||
|
|
CUstpFtdcDepthMarketDataField["CurrDelta"] = "float"
|
||
|
|
#最新价
|
||
|
|
CUstpFtdcDepthMarketDataField["LastPrice"] = "float"
|
||
|
|
#数量
|
||
|
|
CUstpFtdcDepthMarketDataField["Volume"] = "int"
|
||
|
|
#成交金额
|
||
|
|
CUstpFtdcDepthMarketDataField["Turnover"] = "float"
|
||
|
|
#持仓量
|
||
|
|
CUstpFtdcDepthMarketDataField["OpenInterest"] = "float"
|
||
|
|
#申买价一
|
||
|
|
CUstpFtdcDepthMarketDataField["BidPrice1"] = "float"
|
||
|
|
#申买量一
|
||
|
|
CUstpFtdcDepthMarketDataField["BidVolume1"] = "int"
|
||
|
|
#申卖价一
|
||
|
|
CUstpFtdcDepthMarketDataField["AskPrice1"] = "float"
|
||
|
|
#申卖量一
|
||
|
|
CUstpFtdcDepthMarketDataField["AskVolume1"] = "int"
|
||
|
|
#申买价二
|
||
|
|
CUstpFtdcDepthMarketDataField["BidPrice2"] = "float"
|
||
|
|
#申买量二
|
||
|
|
CUstpFtdcDepthMarketDataField["BidVolume2"] = "int"
|
||
|
|
#申买价三
|
||
|
|
CUstpFtdcDepthMarketDataField["BidPrice3"] = "float"
|
||
|
|
#申买量三
|
||
|
|
CUstpFtdcDepthMarketDataField["BidVolume3"] = "int"
|
||
|
|
#申卖价二
|
||
|
|
CUstpFtdcDepthMarketDataField["AskPrice2"] = "float"
|
||
|
|
#申卖量二
|
||
|
|
CUstpFtdcDepthMarketDataField["AskVolume2"] = "int"
|
||
|
|
#申卖价三
|
||
|
|
CUstpFtdcDepthMarketDataField["AskPrice3"] = "float"
|
||
|
|
#申卖量三
|
||
|
|
CUstpFtdcDepthMarketDataField["AskVolume3"] = "int"
|
||
|
|
#申买价四
|
||
|
|
CUstpFtdcDepthMarketDataField["BidPrice4"] = "float"
|
||
|
|
#申买量四
|
||
|
|
CUstpFtdcDepthMarketDataField["BidVolume4"] = "int"
|
||
|
|
#申买价五
|
||
|
|
CUstpFtdcDepthMarketDataField["BidPrice5"] = "float"
|
||
|
|
#申买量五
|
||
|
|
CUstpFtdcDepthMarketDataField["BidVolume5"] = "int"
|
||
|
|
#申卖价四
|
||
|
|
CUstpFtdcDepthMarketDataField["AskPrice4"] = "float"
|
||
|
|
#申卖量四
|
||
|
|
CUstpFtdcDepthMarketDataField["AskVolume4"] = "int"
|
||
|
|
#申卖价五
|
||
|
|
CUstpFtdcDepthMarketDataField["AskPrice5"] = "float"
|
||
|
|
#申卖量五
|
||
|
|
CUstpFtdcDepthMarketDataField["AskVolume5"] = "int"
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcDepthMarketDataField["InstrumentID"] = "string"
|
||
|
|
#最后修改时间
|
||
|
|
CUstpFtdcDepthMarketDataField["UpdateTime"] = "string"
|
||
|
|
#最后修改毫秒
|
||
|
|
CUstpFtdcDepthMarketDataField["UpdateMillisec"] = "int"
|
||
|
|
structDict['CUstpFtdcDepthMarketDataField'] = CUstpFtdcDepthMarketDataField
|
||
|
|
|
||
|
|
#订阅合约的相关信息
|
||
|
|
CUstpFtdcSpecificInstrumentField = {}
|
||
|
|
#合约代码
|
||
|
|
CUstpFtdcSpecificInstrumentField["InstrumentID"] = "string"
|
||
|
|
structDict['CUstpFtdcSpecificInstrumentField'] = CUstpFtdcSpecificInstrumentField
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
|