///////////////////////////////////////////////////////////////////////// ///@company shanghai liber information Technology Co.,Ltd ///@file SecurityFtdcUserApiStruct.h ///@brief 定义业务数据结构 ///////////////////////////////////////////////////////////////////////// #if !defined(SECURITY_FTDCSTRUCT_H) #define SECURITY_FTDCSTRUCT_H #if _MSC_VER > 1000 #pragma once #endif // _MSC_VER > 1000 #include "SecurityFtdcUserApiDataType.h" ///响应信息 struct CSecurityFtdcRspInfoField { ///错误代码 TSecurityFtdcErrorIDType ErrorID; ///错误信息 TSecurityFtdcErrorMsgType ErrorMsg; }; ///交易所 struct CSecurityFtdcExchangeField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///交易所名称 TSecurityFtdcExchangeNameType ExchangeName; ///交易所属性 TSecurityFtdcExchangePropertyType ExchangeProperty; }; ///产品 struct CSecurityFtdcProductField { ///产品代码 TSecurityFtdcInstrumentIDType ProductID; ///产品名称 TSecurityFtdcProductNameType ProductName; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///产品类型 TSecurityFtdcProductClassType ProductClass; ///合约数量乘数 TSecurityFtdcVolumeMultipleType VolumeMultiple; ///最小变动价位 TSecurityFtdcPriceType PriceTick; ///市价单最大下单量 TSecurityFtdcVolumeType MaxMarketOrderVolume; ///市价单最小下单量 TSecurityFtdcVolumeType MinMarketOrderVolume; ///限价单最大下单量 TSecurityFtdcVolumeType MaxLimitOrderVolume; ///限价单最小下单量 TSecurityFtdcVolumeType MinLimitOrderVolume; ///持仓类型 TSecurityFtdcPositionTypeType PositionType; ///持仓日期类型 TSecurityFtdcPositionDateTypeType PositionDateType; ///ETF最小交易单位 TSecurityFtdcVolumeType EFTMinTradeVolume; }; ///合约 struct CSecurityFtdcInstrumentField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约名称 TSecurityFtdcInstrumentNameType InstrumentName; ///合约在交易所的代码 TSecurityFtdcExchangeInstIDType ExchangeInstID; ///产品代码 TSecurityFtdcInstrumentIDType ProductID; ///产品类型 TSecurityFtdcProductClassType ProductClass; ///交割年份 TSecurityFtdcYearType DeliveryYear; ///交割月 TSecurityFtdcMonthType DeliveryMonth; ///市价单最大下单量 TSecurityFtdcVolumeType MaxMarketOrderVolume; ///市价单最小下单量 TSecurityFtdcVolumeType MinMarketOrderVolume; ///限价单最大下单量 TSecurityFtdcVolumeType MaxLimitOrderVolume; ///限价单最小下单量 TSecurityFtdcVolumeType MinLimitOrderVolume; ///合约数量乘数 TSecurityFtdcVolumeMultipleType VolumeMultiple; ///最小变动价位 TSecurityFtdcPriceType PriceTick; ///创建日 TSecurityFtdcDateType CreateDate; ///上市日 TSecurityFtdcDateType OpenDate; ///到期日 TSecurityFtdcDateType ExpireDate; ///开始交割日 TSecurityFtdcDateType StartDelivDate; ///结束交割日 TSecurityFtdcDateType EndDelivDate; ///合约生命周期状态 TSecurityFtdcInstLifePhaseType InstLifePhase; ///当前是否交易 TSecurityFtdcBoolType IsTrading; ///持仓类型 TSecurityFtdcPositionTypeType PositionType; ///报单能否撤单 TSecurityFtdcBoolType OrderCanBeWithdraw; ///最小买下单单位 TSecurityFtdcVolumeType MinBuyVolume; ///最小卖下单单位 TSecurityFtdcVolumeType MinSellVolume; ///股票权限模版代码 TSecurityFtdcRightModelIDType RightModelID; ///持仓交易类型 TSecurityFtdcPosTradeTypeType PosTradeType; ///市场代码 TSecurityFtdcInstrumentIDType MarketID; ///期权执行价格 TSecurityFtdcPriceType ExecPrice; ///期权单手保证金 TSecurityFtdcMoneyType UnitMargin; ///合约类型 TSecurityFtdcInstrumentTypeType InstrumentType; ///期权保证金参数1 TSecurityFtdcRatioType OptionsMarginParam1; ///期权保证金参数2 TSecurityFtdcRatioType OptionsMarginParam2; }; ///经纪公司 struct CSecurityFtdcBrokerField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///经纪公司简称 TSecurityFtdcBrokerAbbrType BrokerAbbr; ///经纪公司名称 TSecurityFtdcBrokerNameType BrokerName; ///是否活跃 TSecurityFtdcBoolType IsActive; }; ///会员编码和经纪公司编码对照表 struct CSecurityFtdcPartBrokerField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///是否活跃 TSecurityFtdcBoolType IsActive; }; ///投资者 struct CSecurityFtdcInvestorField { ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者分组代码 TSecurityFtdcInvestorIDType InvestorGroupID; ///投资者名称 TSecurityFtdcPartyNameType InvestorName; ///证件类型 TSecurityFtdcIdCardTypeType IdentifiedCardType; ///证件号码 TSecurityFtdcIdentifiedCardNoType IdentifiedCardNo; ///是否活跃 TSecurityFtdcBoolType IsActive; ///上海营业部编号 TSecurityFtdcTraderIDType SHBranchID; ///深圳营业部编号 TSecurityFtdcTraderIDType SZBranchID; ///所属结算系统类型 TSecurityFtdcSettleSystemTypeType SettleSystemType; ///投资者期权交易等级 TSecurityFtdcInvestorLevelType InvestorLevel; }; ///交易编码 struct CSecurityFtdcTradingCodeField { ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///客户代码 TSecurityFtdcClientIDType ClientID; ///是否活跃 TSecurityFtdcBoolType IsActive; ///AccountID TSecurityFtdcAccountIDType AccountID; ///交易单元号 TSecurityFtdcTraderIDType PBU; ///ClientType TSecurityFtdcClientTypeType ClientType; }; ///管理用户 struct CSecurityFtdcSuperUserField { ///用户代码 TSecurityFtdcUserIDType UserID; ///用户名称 TSecurityFtdcUserNameType UserName; ///密码 TSecurityFtdcPasswordType Password; ///是否活跃 TSecurityFtdcBoolType IsActive; }; ///管理用户功能权限 struct CSecurityFtdcSuperUserFunctionField { ///用户代码 TSecurityFtdcUserIDType UserID; ///功能代码 TSecurityFtdcFunctionCodeType FunctionCode; }; ///经纪公司用户 struct CSecurityFtdcBrokerUserField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///用户名称 TSecurityFtdcUserNameType UserName; ///用户类型 TSecurityFtdcUserTypeType UserType; ///是否活跃 TSecurityFtdcBoolType IsActive; ///是否使用令牌 TSecurityFtdcBoolType IsUsingOTP; }; ///经纪公司用户功能权限 struct CSecurityFtdcBrokerUserFunctionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///经纪公司功能代码 TSecurityFtdcBrokerFunctionCodeType BrokerFunctionCode; }; ///资金账户 struct CSecurityFtdcTradingAccountField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者帐号 TSecurityFtdcAccountIDType AccountID; ///上次质押金额 TSecurityFtdcMoneyType PreMortgage; ///上次信用额度 TSecurityFtdcMoneyType PreCredit; ///上次存款额 TSecurityFtdcMoneyType PreDeposit; ///上次结算准备金 TSecurityFtdcMoneyType PreBalance; ///上次占用的保证金 TSecurityFtdcMoneyType PreMargin; ///利息基数 TSecurityFtdcMoneyType InterestBase; ///利息收入 TSecurityFtdcMoneyType Interest; ///入金金额 TSecurityFtdcMoneyType Deposit; ///出金金额 TSecurityFtdcMoneyType Withdraw; ///冻结的保证金 TSecurityFtdcMoneyType FrozenMargin; ///冻结的资金 TSecurityFtdcMoneyType FrozenCash; ///冻结的手续费 TSecurityFtdcMoneyType FrozenCommission; ///当前保证金总额 TSecurityFtdcMoneyType CurrMargin; ///资金差额 TSecurityFtdcMoneyType CashIn; ///手续费 TSecurityFtdcMoneyType Commission; ///结算准备金 TSecurityFtdcMoneyType Balance; ///现金 TSecurityFtdcMoneyType Available; ///可取资金 TSecurityFtdcMoneyType WithdrawQuota; ///基本准备金 TSecurityFtdcMoneyType Reserve; ///交易日 TSecurityFtdcDateType TradingDay; ///保证金可用余额 TSecurityFtdcMoneyType Credit; ///质押金额 TSecurityFtdcMoneyType Mortgage; ///交易所保证金 TSecurityFtdcMoneyType ExchangeMargin; ///投资者交割保证金 TSecurityFtdcMoneyType DeliveryMargin; ///交易所交割保证金 TSecurityFtdcMoneyType ExchangeDeliveryMargin; ///冻结的过户费 TSecurityFtdcMoneyType FrozenTransferFee; ///冻结的印花税 TSecurityFtdcMoneyType FrozenStampTax; ///过户费 TSecurityFtdcMoneyType TransferFee; ///印花税 TSecurityFtdcMoneyType StampTax; ///折算金额 TSecurityFtdcMoneyType ConversionAmount; ///授信额度 TSecurityFtdcMoneyType CreditAmount; ///证券总价值 TSecurityFtdcMoneyType StockValue; ///国债回购占用资金 TSecurityFtdcMoneyType BondRepurchaseAmount; ///国债逆回购占用资金 TSecurityFtdcMoneyType ReverseRepurchaseAmount; ///币种 TSecurityFtdcCurrencyCodeType CurrencyCode; ///账户类型 TSecurityFtdcAccountTypeType AccountType; ///融资买入金额 TSecurityFtdcMoneyType MarginTradeAmount; ///融券卖出金额 TSecurityFtdcMoneyType ShortSellAmount; ///融资持仓盈亏 TSecurityFtdcMoneyType MarginTradeProfit; ///融券持仓盈亏 TSecurityFtdcMoneyType ShortSellProfit; ///融券总市值 TSecurityFtdcMoneyType SSStockValue; ///维持担保比例 TSecurityFtdcRatioType CreditRatio; ///行权冻结资金 TSecurityFtdcMoneyType FrozenExecCash; }; ///禁止登录用户 struct CSecurityFtdcLoginForbiddenUserField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///深度行情 struct CSecurityFtdcDepthMarketDataField { ///交易日 TSecurityFtdcDateType TradingDay; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约在交易所的代码 TSecurityFtdcExchangeInstIDType ExchangeInstID; ///最新价 TSecurityFtdcPriceType LastPrice; ///上次结算价 TSecurityFtdcPriceType PreSettlementPrice; ///昨收盘 TSecurityFtdcPriceType PreClosePrice; ///昨持仓量 TSecurityFtdcLargeVolumeType PreOpenInterest; ///今开盘 TSecurityFtdcPriceType OpenPrice; ///最高价 TSecurityFtdcPriceType HighestPrice; ///最低价 TSecurityFtdcPriceType LowestPrice; ///数量 TSecurityFtdcVolumeType Volume; ///成交金额 TSecurityFtdcMoneyType Turnover; ///持仓量 TSecurityFtdcLargeVolumeType OpenInterest; ///今收盘 TSecurityFtdcPriceType ClosePrice; ///本次结算价 TSecurityFtdcPriceType SettlementPrice; ///涨停板价 TSecurityFtdcPriceType UpperLimitPrice; ///跌停板价 TSecurityFtdcPriceType LowerLimitPrice; ///昨虚实度 TSecurityFtdcRatioType PreDelta; ///今虚实度 TSecurityFtdcRatioType CurrDelta; ///最后修改时间 TSecurityFtdcTimeType UpdateTime; ///最后修改毫秒 TSecurityFtdcMillisecType UpdateMillisec; ///申买价一 TSecurityFtdcPriceType BidPrice1; ///申买量一 TSecurityFtdcVolumeType BidVolume1; ///申卖价一 TSecurityFtdcPriceType AskPrice1; ///申卖量一 TSecurityFtdcVolumeType AskVolume1; ///申买价二 TSecurityFtdcPriceType BidPrice2; ///申买量二 TSecurityFtdcVolumeType BidVolume2; ///申卖价二 TSecurityFtdcPriceType AskPrice2; ///申卖量二 TSecurityFtdcVolumeType AskVolume2; ///申买价三 TSecurityFtdcPriceType BidPrice3; ///申买量三 TSecurityFtdcVolumeType BidVolume3; ///申卖价三 TSecurityFtdcPriceType AskPrice3; ///申卖量三 TSecurityFtdcVolumeType AskVolume3; ///申买价四 TSecurityFtdcPriceType BidPrice4; ///申买量四 TSecurityFtdcVolumeType BidVolume4; ///申卖价四 TSecurityFtdcPriceType AskPrice4; ///申卖量四 TSecurityFtdcVolumeType AskVolume4; ///申买价五 TSecurityFtdcPriceType BidPrice5; ///申买量五 TSecurityFtdcVolumeType BidVolume5; ///申卖价五 TSecurityFtdcPriceType AskPrice5; ///申卖量五 TSecurityFtdcVolumeType AskVolume5; ///当日均价 TSecurityFtdcPriceType AveragePrice; ///业务日期 TSecurityFtdcDateType ActionDay; }; ///投资者合约交易权限 struct CSecurityFtdcInstrumentTradingRightField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///投资者范围 TSecurityFtdcInvestorRangeType InvestorRange; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///买卖 TSecurityFtdcDirectionType Direction; ///交易权限 TSecurityFtdcTradingRightType TradingRight; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///股票权限分类 TSecurityFtdcInstrumentRangeType InstrumentRange; }; ///投资者持仓明细 struct CSecurityFtdcInvestorPositionDetailField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///投机套保标志 TSecurityFtdcHedgeFlagType HedgeFlag; ///买卖 TSecurityFtdcDirectionType Direction; ///开仓日期 TSecurityFtdcDateType OpenDate; ///成交编号 TSecurityFtdcTradeIDType TradeID; ///数量 TSecurityFtdcVolumeType Volume; ///开仓价 TSecurityFtdcPriceType OpenPrice; ///交易日 TSecurityFtdcDateType TradingDay; ///成交类型 TSecurityFtdcTradeTypeType TradeType; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///投资者保证金 TSecurityFtdcMoneyType Margin; ///交易所保证金 TSecurityFtdcMoneyType ExchMargin; ///昨结算价 TSecurityFtdcPriceType LastSettlementPrice; ///结算价 TSecurityFtdcPriceType SettlementPrice; ///平仓量 TSecurityFtdcVolumeType CloseVolume; ///平仓金额 TSecurityFtdcMoneyType CloseAmount; ///过户费 TSecurityFtdcMoneyType TransferFee; ///印花税 TSecurityFtdcMoneyType StampTax; ///手续费 TSecurityFtdcMoneyType Commission; ///AccountID TSecurityFtdcAccountIDType AccountID; ///质押入库数量 TSecurityFtdcVolumeType PledgeInPosition; ///质押入库冻结数量 TSecurityFtdcVolumeType PledgeInFrozenPosition; ///正回购使用的标准券数量 TSecurityFtdcVolumeType RepurchasePosition; ///融资融券金额 TSecurityFtdcMoneyType Amount; ///标的合约代码 TSecurityFtdcInstrumentIDType UnderlyingInstrumentID; }; ///债券利息 struct CSecurityFtdcBondInterestField { ///交易日 TSecurityFtdcDateType TradingDay; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///利息 TSecurityFtdcInterestType Interest; }; ///市值配售信息 struct CSecurityFtdcMarketRationInfoField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///可配售手数 TSecurityFtdcVolumeType RationVolume; }; ///合约手续费率 struct CSecurityFtdcInstrumentCommissionRateField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///投资者范围 TSecurityFtdcInvestorRangeType InvestorRange; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///买卖方向 TSecurityFtdcDirectionType Direction; ///印花税率 TSecurityFtdcRatioType StampTaxRateByMoney; ///印花税率(按手数) TSecurityFtdcRatioType StampTaxRateByVolume; ///过户费率 TSecurityFtdcRatioType TransferFeeRateByMoney; ///过户费率(按手数) TSecurityFtdcRatioType TransferFeeRateByVolume; ///交易费 TSecurityFtdcRatioType TradeFeeByMoney; ///交易费(按手数) TSecurityFtdcRatioType TradeFeeByVolume; ///交易附加费率 TSecurityFtdcRatioType MarginByMoney; ///最小交易费 TSecurityFtdcPriceType MinTradeFee; }; ///余券信息 struct CSecurityFtdcExcessStockInfoField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///余券数量 TSecurityFtdcVolumeType ExcessVolume; ///余券冻结数量 TSecurityFtdcVolumeType ExcessFrozenVolume; }; ///ETF合约 struct CSecurityFtdcETFInstrumentField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///ETF证券代码 TSecurityFtdcInstrumentIDType ETFInstrumentID; ///ETF对应申赎代码 TSecurityFtdcInstrumentIDType ETFPurRedInstrumentID; ///最小申购赎回单位对应的ETF份数 TSecurityFtdcVolumeType CreationRedemptionUnit; ///最大现金替代比例 TSecurityFtdcRatioType Maxcashratio; ///基金当天申购赎回状态 TSecurityFtdcCreationredemptionStatusType Creationredemption; ///预估金额 TSecurityFtdcMoneyType EstimateCashComponent; }; ///ETF股票篮 struct CSecurityFtdcETFBasketField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///ETF证券代码 TSecurityFtdcInstrumentIDType ETFInstrumentID; ///股票证券代码 TSecurityFtdcInstrumentIDType StockInstrumentID; ///股票证券名称 TSecurityFtdcInstrumentNameType StockInstrumentName; ///股票数量 TSecurityFtdcVolumeType Volume; ///替代标志 TSecurityFtdcETFCurrenceReplaceStatusType CurrenceReplaceStatus; ///溢价比例 TSecurityFtdcRatioType Premium; ///总金额 TSecurityFtdcMoneyType Amount; }; ///OF合约 struct CSecurityFtdcOFInstrumentField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///OF基金代码 TSecurityFtdcInstrumentIDType InstrumentID; ///基金当天申购赎回状态 TSecurityFtdcCreationredemptionStatusType Creationredemption; ///基金净值 TSecurityFtdcPriceType NetPrice; }; ///ETF合约 struct CSecurityFtdcSFInstrumentField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///基金代码 TSecurityFtdcInstrumentIDType InstrumentID; ///SF基金代码 TSecurityFtdcInstrumentIDType SFInstrumentID; ///基金当天拆分合并状态 TSecurityFtdcSplitMergeStatusType SplitMergeStatus; ///最小拆分数量 TSecurityFtdcVolumeType MinSplitVolume; ///最小合并数量 TSecurityFtdcVolumeType MinMergeVolume; ///拆分/合并比例 TSecurityFtdcVolumeType VolumeRatio; ///基金净值 TSecurityFtdcPriceType NetPrice; }; ///交易所交易员报盘机 struct CSecurityFtdcTraderOfferField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///密码 TSecurityFtdcPasswordType Password; ///安装编号 TSecurityFtdcInstallIDType InstallID; ///本地报单编号 TSecurityFtdcOrderLocalIDType OrderLocalID; ///交易所交易员连接状态 TSecurityFtdcTraderConnectStatusType TraderConnectStatus; ///发出连接请求的日期 TSecurityFtdcDateType ConnectRequestDate; ///发出连接请求的时间 TSecurityFtdcTimeType ConnectRequestTime; ///上次报告日期 TSecurityFtdcDateType LastReportDate; ///上次报告时间 TSecurityFtdcTimeType LastReportTime; ///完成连接日期 TSecurityFtdcDateType ConnectDate; ///完成连接时间 TSecurityFtdcTimeType ConnectTime; ///启动日期 TSecurityFtdcDateType StartDate; ///启动时间 TSecurityFtdcTimeType StartTime; ///交易日 TSecurityFtdcDateType TradingDay; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; }; ///交易所行情报盘机 struct CSecurityFtdcMDTraderOfferField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///密码 TSecurityFtdcPasswordType Password; ///安装编号 TSecurityFtdcInstallIDType InstallID; ///本地报单编号 TSecurityFtdcOrderLocalIDType OrderLocalID; ///交易所交易员连接状态 TSecurityFtdcTraderConnectStatusType TraderConnectStatus; ///发出连接请求的日期 TSecurityFtdcDateType ConnectRequestDate; ///发出连接请求的时间 TSecurityFtdcTimeType ConnectRequestTime; ///上次报告日期 TSecurityFtdcDateType LastReportDate; ///上次报告时间 TSecurityFtdcTimeType LastReportTime; ///完成连接日期 TSecurityFtdcDateType ConnectDate; ///完成连接时间 TSecurityFtdcTimeType ConnectTime; ///启动日期 TSecurityFtdcDateType StartDate; ///启动时间 TSecurityFtdcTimeType StartTime; ///交易日 TSecurityFtdcDateType TradingDay; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; }; ///前置状态 struct CSecurityFtdcFrontStatusField { ///前置编号 TSecurityFtdcFrontIDType FrontID; ///上次报告日期 TSecurityFtdcDateType LastReportDate; ///上次报告时间 TSecurityFtdcTimeType LastReportTime; ///是否活跃 TSecurityFtdcBoolType IsActive; }; ///用户会话 struct CSecurityFtdcUserSessionField { ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///登录日期 TSecurityFtdcDateType LoginDate; ///登录时间 TSecurityFtdcTimeType LoginTime; ///IP地址 TSecurityFtdcIPAddressType IPAddress; ///用户端产品信息 TSecurityFtdcProductInfoType UserProductInfo; ///接口端产品信息 TSecurityFtdcProductInfoType InterfaceProductInfo; ///协议信息 TSecurityFtdcProtocolInfoType ProtocolInfo; ///Mac地址 TSecurityFtdcMacAddressType MacAddress; }; ///报单 struct CSecurityFtdcOrderField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///报单引用 TSecurityFtdcOrderRefType OrderRef; ///用户代码 TSecurityFtdcUserIDType UserID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///报单价格条件 TSecurityFtdcOrderPriceTypeType OrderPriceType; ///买卖方向 TSecurityFtdcDirectionType Direction; ///组合开平标志 TSecurityFtdcCombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 TSecurityFtdcCombHedgeFlagType CombHedgeFlag; ///价格 TSecurityFtdcStockPriceType LimitPrice; ///数量 TSecurityFtdcVolumeType VolumeTotalOriginal; ///有效期类型 TSecurityFtdcTimeConditionType TimeCondition; ///GTD日期 TSecurityFtdcDateType GTDDate; ///成交量类型 TSecurityFtdcVolumeConditionType VolumeCondition; ///最小成交量 TSecurityFtdcVolumeType MinVolume; ///触发条件 TSecurityFtdcContingentConditionType ContingentCondition; ///止损价 TSecurityFtdcPriceType StopPrice; ///强平原因 TSecurityFtdcForceCloseReasonType ForceCloseReason; ///自动挂起标志 TSecurityFtdcBoolType IsAutoSuspend; ///业务单元 TSecurityFtdcBusinessUnitType BusinessUnit; ///请求编号 TSecurityFtdcRequestIDType RequestID; ///本地报单编号 TSecurityFtdcOrderLocalIDType OrderLocalID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///客户代码 TSecurityFtdcClientIDType ClientID; ///合约在交易所的代码 TSecurityFtdcExchangeInstIDType ExchangeInstID; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; ///安装编号 TSecurityFtdcInstallIDType InstallID; ///报单提交状态 TSecurityFtdcOrderSubmitStatusType OrderSubmitStatus; ///账户代码 TSecurityFtdcAccountIDType AccountID; ///报单提示序号 TSecurityFtdcSequenceNoType NotifySequence; ///交易日 TSecurityFtdcDateType TradingDay; ///报单编号 TSecurityFtdcOrderSysIDType OrderSysID; ///报单来源 TSecurityFtdcOrderSourceType OrderSource; ///报单状态 TSecurityFtdcOrderStatusType OrderStatus; ///报单类型 TSecurityFtdcOrderTypeType OrderType; ///今成交数量 TSecurityFtdcVolumeType VolumeTraded; ///剩余数量 TSecurityFtdcVolumeType VolumeTotal; ///报单日期 TSecurityFtdcDateType InsertDate; ///委托时间 TSecurityFtdcTimeType InsertTime; ///激活时间 TSecurityFtdcTimeType ActiveTime; ///挂起时间 TSecurityFtdcTimeType SuspendTime; ///最后修改时间 TSecurityFtdcTimeType UpdateTime; ///撤销时间 TSecurityFtdcTimeType CancelTime; ///最后修改交易所交易员代码 TSecurityFtdcTraderIDType ActiveTraderID; ///结算会员编号 TSecurityFtdcParticipantIDType ClearingPartID; ///序号 TSecurityFtdcSequenceNoType SequenceNo; ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///用户端产品信息 TSecurityFtdcProductInfoType UserProductInfo; ///状态信息 TSecurityFtdcErrorMsgType StatusMsg; ///用户强评标志 TSecurityFtdcBoolType UserForceClose; ///操作用户代码 TSecurityFtdcUserIDType ActiveUserID; ///经纪公司报单编号 TSecurityFtdcSequenceNoType BrokerOrderSeq; ///相关报单 TSecurityFtdcOrderSysIDType RelativeOrderSysID; ///营业部编号 TSecurityFtdcBranchIDType BranchID; ///成交数量 TSecurityFtdcMoneyType TradeAmount; ///是否ETF TSecurityFtdcBoolType IsETF; ///合约类型 TSecurityFtdcInstrumentTypeType InstrumentType; }; ///报单操作 struct CSecurityFtdcOrderActionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///报单操作引用 TSecurityFtdcOrderActionRefType OrderActionRef; ///报单引用 TSecurityFtdcOrderRefType OrderRef; ///请求编号 TSecurityFtdcRequestIDType RequestID; ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///操作标志 TSecurityFtdcActionFlagType ActionFlag; ///价格 TSecurityFtdcPriceType LimitPrice; ///数量变化 TSecurityFtdcVolumeType VolumeChange; ///操作日期 TSecurityFtdcDateType ActionDate; ///操作时间 TSecurityFtdcTimeType ActionTime; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; ///安装编号 TSecurityFtdcInstallIDType InstallID; ///本地报单编号 TSecurityFtdcOrderLocalIDType OrderLocalID; ///操作本地编号 TSecurityFtdcOrderLocalIDType ActionLocalID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///客户代码 TSecurityFtdcClientIDType ClientID; ///业务单元 TSecurityFtdcBusinessUnitType BusinessUnit; ///报单操作状态 TSecurityFtdcOrderActionStatusType OrderActionStatus; ///用户代码 TSecurityFtdcUserIDType UserID; ///营业部编号 TSecurityFtdcBranchIDType BranchID; ///状态信息 TSecurityFtdcErrorMsgType StatusMsg; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///合约类型 TSecurityFtdcInstrumentTypeType InstrumentType; }; ///错误报单 struct CSecurityFtdcErrOrderField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///报单引用 TSecurityFtdcOrderRefType OrderRef; ///用户代码 TSecurityFtdcUserIDType UserID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///报单价格条件 TSecurityFtdcOrderPriceTypeType OrderPriceType; ///买卖方向 TSecurityFtdcDirectionType Direction; ///组合开平标志 TSecurityFtdcCombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 TSecurityFtdcCombHedgeFlagType CombHedgeFlag; ///价格 TSecurityFtdcStockPriceType LimitPrice; ///数量 TSecurityFtdcVolumeType VolumeTotalOriginal; ///有效期类型 TSecurityFtdcTimeConditionType TimeCondition; ///GTD日期 TSecurityFtdcDateType GTDDate; ///成交量类型 TSecurityFtdcVolumeConditionType VolumeCondition; ///最小成交量 TSecurityFtdcVolumeType MinVolume; ///触发条件 TSecurityFtdcContingentConditionType ContingentCondition; ///止损价 TSecurityFtdcPriceType StopPrice; ///强平原因 TSecurityFtdcForceCloseReasonType ForceCloseReason; ///自动挂起标志 TSecurityFtdcBoolType IsAutoSuspend; ///业务单元 TSecurityFtdcBusinessUnitType BusinessUnit; ///请求编号 TSecurityFtdcRequestIDType RequestID; ///用户强评标志 TSecurityFtdcBoolType UserForceClose; ///错误代码 TSecurityFtdcErrorIDType ErrorID; ///错误信息 TSecurityFtdcErrorMsgType ErrorMsg; }; ///错误报单操作 struct CSecurityFtdcErrOrderActionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///报单操作引用 TSecurityFtdcOrderActionRefType OrderActionRef; ///报单引用 TSecurityFtdcOrderRefType OrderRef; ///请求编号 TSecurityFtdcRequestIDType RequestID; ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///操作标志 TSecurityFtdcActionFlagType ActionFlag; ///价格 TSecurityFtdcPriceType LimitPrice; ///数量变化 TSecurityFtdcVolumeType VolumeChange; ///操作日期 TSecurityFtdcDateType ActionDate; ///操作时间 TSecurityFtdcTimeType ActionTime; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; ///安装编号 TSecurityFtdcInstallIDType InstallID; ///本地报单编号 TSecurityFtdcOrderLocalIDType OrderLocalID; ///操作本地编号 TSecurityFtdcOrderLocalIDType ActionLocalID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///客户代码 TSecurityFtdcClientIDType ClientID; ///业务单元 TSecurityFtdcBusinessUnitType BusinessUnit; ///报单操作状态 TSecurityFtdcOrderActionStatusType OrderActionStatus; ///用户代码 TSecurityFtdcUserIDType UserID; ///营业部编号 TSecurityFtdcBranchIDType BranchID; ///状态信息 TSecurityFtdcErrorMsgType StatusMsg; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///错误代码 TSecurityFtdcErrorIDType ErrorID; ///错误信息 TSecurityFtdcErrorMsgType ErrorMsg; ///合约类型 TSecurityFtdcInstrumentTypeType InstrumentType; }; ///成交 struct CSecurityFtdcTradeField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///报单引用 TSecurityFtdcOrderRefType OrderRef; ///用户代码 TSecurityFtdcUserIDType UserID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///成交编号 TSecurityFtdcTradeIDType TradeID; ///买卖方向 TSecurityFtdcDirectionType Direction; ///报单编号 TSecurityFtdcOrderSysIDType OrderSysID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///客户代码 TSecurityFtdcClientIDType ClientID; ///交易角色 TSecurityFtdcTradingRoleType TradingRole; ///合约在交易所的代码 TSecurityFtdcExchangeInstIDType ExchangeInstID; ///开平标志 TSecurityFtdcOffsetFlagType OffsetFlag; ///投机套保标志 TSecurityFtdcHedgeFlagType HedgeFlag; ///价格 TSecurityFtdcStockPriceType Price; ///数量 TSecurityFtdcVolumeType Volume; ///成交时期 TSecurityFtdcDateType TradeDate; ///成交时间 TSecurityFtdcTimeType TradeTime; ///成交类型 TSecurityFtdcTradeTypeType TradeType; ///成交价来源 TSecurityFtdcPriceSourceType PriceSource; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; ///本地报单编号 TSecurityFtdcOrderLocalIDType OrderLocalID; ///结算会员编号 TSecurityFtdcParticipantIDType ClearingPartID; ///业务单元 TSecurityFtdcBusinessUnitType BusinessUnit; ///序号 TSecurityFtdcSequenceNoType SequenceNo; ///成交来源 TSecurityFtdcTradeSourceType TradeSource; ///交易日 TSecurityFtdcDateType TradingDay; ///经纪公司报单编号 TSecurityFtdcSequenceNoType BrokerOrderSeq; ///成交金额 TSecurityFtdcMoneyType TradeAmount; ///成交序号 TSecurityFtdcTradeIndexType TradeIndex; }; ///投资者持仓 struct CSecurityFtdcInvestorPositionField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///持仓多空方向 TSecurityFtdcPosiDirectionType PosiDirection; ///投机套保标志 TSecurityFtdcHedgeFlagType HedgeFlag; ///持仓日期 TSecurityFtdcPositionDateType PositionDate; ///上日持仓 TSecurityFtdcVolumeType YdPosition; ///今日持仓 TSecurityFtdcVolumeType Position; ///多头冻结 TSecurityFtdcVolumeType LongFrozen; ///空头冻结 TSecurityFtdcVolumeType ShortFrozen; ///开仓冻结金额 TSecurityFtdcMoneyType LongFrozenAmount; ///开仓冻结金额 TSecurityFtdcMoneyType ShortFrozenAmount; ///开仓量 TSecurityFtdcVolumeType OpenVolume; ///平仓量 TSecurityFtdcVolumeType CloseVolume; ///开仓金额 TSecurityFtdcMoneyType OpenAmount; ///平仓金额 TSecurityFtdcMoneyType CloseAmount; ///持仓成本 TSecurityFtdcMoneyType PositionCost; ///冻结的资金 TSecurityFtdcMoneyType FrozenCash; ///资金差额 TSecurityFtdcMoneyType CashIn; ///手续费 TSecurityFtdcMoneyType Commission; ///上次结算价 TSecurityFtdcPriceType PreSettlementPrice; ///本次结算价 TSecurityFtdcPriceType SettlementPrice; ///交易日 TSecurityFtdcDateType TradingDay; ///开仓成本 TSecurityFtdcMoneyType OpenCost; ///交易所保证金 TSecurityFtdcMoneyType ExchangeMargin; ///今日持仓 TSecurityFtdcVolumeType TodayPosition; ///过户费 TSecurityFtdcMoneyType TransferFee; ///印花税 TSecurityFtdcMoneyType StampTax; ///今日申购赎回数量 TSecurityFtdcVolumeType TodayPurRedVolume; ///折算率 TSecurityFtdcRatioType ConversionRate; ///折算金额 TSecurityFtdcMoneyType ConversionAmount; ///证券价值 TSecurityFtdcMoneyType StockValue; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///AccountID TSecurityFtdcAccountIDType AccountID; ///质押入库数量 TSecurityFtdcVolumeType PledgeInPosition; ///正回购使用的标准券数量 TSecurityFtdcVolumeType RepurchasePosition; ///ETF申赎空头冻结 TSecurityFtdcVolumeType PurRedShortFrozen; ///融资买入数量 TSecurityFtdcVolumeType MarginTradeVolume; ///融资买入金额 TSecurityFtdcMoneyType MarginTradeAmount; ///融资买入冻结数量 TSecurityFtdcVolumeType MarginTradeFrozenVolume; ///融资买入冻结金额 TSecurityFtdcMoneyType MarginTradeFrozenAmount; ///融资买入盈亏 TSecurityFtdcMoneyType MarginTradeConversionProfit; ///融券卖出数量 TSecurityFtdcVolumeType ShortSellVolume; ///融券卖出金额 TSecurityFtdcMoneyType ShortSellAmount; ///融券卖出冻结数量 TSecurityFtdcVolumeType ShortSellFrozenVolume; ///融券卖出冻结金额 TSecurityFtdcMoneyType ShortSellFrozenAmount; ///融券卖出盈亏 TSecurityFtdcMoneyType ShortSellConversionProfit; ///融券总市值 TSecurityFtdcMoneyType SSStockValue; ///今日融资持仓 TSecurityFtdcVolumeType TodayMTPosition; ///今日融券持仓 TSecurityFtdcVolumeType TodaySSPosition; ///历史持仓开仓成本 TSecurityFtdcMoneyType YdOpenCost; ///锁定仓位 TSecurityFtdcVolumeType LockPosition; ///备兑仓位 TSecurityFtdcVolumeType CoverPosition; ///锁定冻结仓位 TSecurityFtdcVolumeType LockFrozenPosition; ///解锁冻结仓位 TSecurityFtdcVolumeType UnlockFrozenPosition; ///备兑冻结仓位 TSecurityFtdcVolumeType CoverFrozenPosition; ///行权冻结仓位 TSecurityFtdcVolumeType ExecFrozenPosition; }; ///出入金同步 struct CSecurityFtdcSyncDepositField { ///出入金流水号 TSecurityFtdcDepositSeqNoType DepositSeqNo; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///入金金额 TSecurityFtdcMoneyType Deposit; ///是否强制进行 TSecurityFtdcBoolType IsForce; ///账户代 TSecurityFtdcAccountIDType AccountID; }; ///查询交易所 struct CSecurityFtdcQryExchangeField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; }; ///查询产品 struct CSecurityFtdcQryProductField { ///产品代码 TSecurityFtdcInstrumentIDType ProductID; }; ///查询合约 struct CSecurityFtdcQryInstrumentField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约在交易所的代码 TSecurityFtdcExchangeInstIDType ExchangeInstID; ///产品代码 TSecurityFtdcInstrumentIDType ProductID; }; ///查询经纪公司 struct CSecurityFtdcQryBrokerField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; }; ///查询经纪公司会员代码 struct CSecurityFtdcQryPartBrokerField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; }; ///查询投资者 struct CSecurityFtdcQryInvestorField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; }; ///查询交易编码 struct CSecurityFtdcQryTradingCodeField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///客户代码 TSecurityFtdcClientIDType ClientID; }; ///查询管理用户 struct CSecurityFtdcQrySuperUserField { ///用户代码 TSecurityFtdcUserIDType UserID; }; ///查询管理用户功能权限 struct CSecurityFtdcQrySuperUserFunctionField { ///用户代码 TSecurityFtdcUserIDType UserID; }; ///查询经纪公司用户 struct CSecurityFtdcQryBrokerUserField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///查询经纪公司用户权限 struct CSecurityFtdcQryBrokerUserFunctionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///查询资金账户 struct CSecurityFtdcQryTradingAccountField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; }; ///查询禁止登录用户 struct CSecurityFtdcQryLoginForbiddenUserField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///查询行情 struct CSecurityFtdcQryDepthMarketDataField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; }; ///查询合约交易权限 struct CSecurityFtdcQryInstrumentTradingRightField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; }; ///查询投资者持仓明细 struct CSecurityFtdcQryInvestorPositionDetailField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; }; ///查询债券利息 struct CSecurityFtdcQryBondInterestField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; }; ///查询市值配售信息 struct CSecurityFtdcQryMarketRationInfoField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者帐号 TSecurityFtdcInvestorIDType InvestorID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; }; ///查询合约手续费率 struct CSecurityFtdcQryInstrumentCommissionRateField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///买卖方向 TSecurityFtdcDirectionType Direction; ///开平标志 TSecurityFtdcOffsetFlagType OffsetFlag; }; ///查询余券信息 struct CSecurityFtdcQryExcessStockInfoField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; }; ///查询投资者帐户关系 struct CSecurityFtdcQryInvestorAccountField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; }; ///查询ETF合约 struct CSecurityFtdcQryETFInstrumentField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///ETF证券代码 TSecurityFtdcInstrumentIDType ETFInstrumentID; }; ///查询ETF股票篮 struct CSecurityFtdcQryETFBasketField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///ETF证券代码 TSecurityFtdcInstrumentIDType ETFInstrumentID; }; ///查询OF合约 struct CSecurityFtdcQryOFInstrumentField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///ETF证券代码 TSecurityFtdcInstrumentIDType OFInstrumentID; }; ///查询SF合约 struct CSecurityFtdcQrySFInstrumentField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///ETF证券代码 TSecurityFtdcInstrumentIDType SFInstrumentID; }; ///查询交易员报盘机 struct CSecurityFtdcQryTraderOfferField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; }; ///查询行情报盘机 struct CSecurityFtdcQryMDTraderOfferField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///会员代码 TSecurityFtdcParticipantIDType ParticipantID; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; }; ///查询前置状态 struct CSecurityFtdcQryFrontStatusField { ///前置编号 TSecurityFtdcFrontIDType FrontID; }; ///查询用户会话 struct CSecurityFtdcQryUserSessionField { ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///查询报单 struct CSecurityFtdcQryOrderField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///报单编号 TSecurityFtdcOrderSysIDType OrderSysID; ///开始时间 TSecurityFtdcTimeType InsertTimeStart; ///结束时间 TSecurityFtdcTimeType InsertTimeEnd; }; ///查询报单操作 struct CSecurityFtdcQryOrderActionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; }; ///查询错误报单 struct CSecurityFtdcQryErrOrderField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; }; ///查询错误报单操作 struct CSecurityFtdcQryErrOrderActionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; }; ///查询成交 struct CSecurityFtdcQryTradeField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///成交编号 TSecurityFtdcTradeIDType TradeID; ///开始时间 TSecurityFtdcTimeType TradeTimeStart; ///结束时间 TSecurityFtdcTimeType TradeTimeEnd; }; ///查询投资者持仓 struct CSecurityFtdcQryInvestorPositionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; }; ///查询出入金流水 struct CSecurityFtdcQrySyncDepositField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///出入金流水号 TSecurityFtdcDepositSeqNoType DepositSeqNo; }; ///用户口令变更 struct CSecurityFtdcUserPasswordUpdateField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///原来的口令 TSecurityFtdcPasswordType OldPassword; ///新的口令 TSecurityFtdcPasswordType NewPassword; }; ///资金账户口令变更域 struct CSecurityFtdcTradingAccountPasswordUpdateField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者帐号 TSecurityFtdcAccountIDType AccountID; ///原来的口令 TSecurityFtdcPasswordType OldPassword; ///新的口令 TSecurityFtdcPasswordType NewPassword; }; ///手工同步用户动态令牌 struct CSecurityFtdcManualSyncBrokerUserOTPField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///动态令牌类型 TSecurityFtdcOTPTypeType OTPType; ///第一个动态密码 TSecurityFtdcPasswordType FirstOTP; ///第二个动态密码 TSecurityFtdcPasswordType SecondOTP; }; ///经纪公司用户口令 struct CSecurityFtdcBrokerUserPasswordField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///密码 TSecurityFtdcPasswordType Password; }; ///资金账户口令域 struct CSecurityFtdcTradingAccountPasswordField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者帐号 TSecurityFtdcAccountIDType AccountID; ///密码 TSecurityFtdcPasswordType Password; }; ///用户权限 struct CSecurityFtdcUserRightField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///客户权限类型 TSecurityFtdcUserRightTypeType UserRightType; ///是否禁止 TSecurityFtdcBoolType IsForbidden; }; ///投资者账户 struct CSecurityFtdcInvestorAccountField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///投资者帐号 TSecurityFtdcAccountIDType AccountID; ///是否主账户 TSecurityFtdcBoolType IsDefault; ///账户类型 TSecurityFtdcAccountTypeType AccountType; ///是否活跃 TSecurityFtdcBoolType IsActive; ///上交所交易单元号 TSecurityFtdcTraderIDType SHBranchPBU; ///深交所交易单元号 TSecurityFtdcTraderIDType SZBranchPBU; }; ///用户IP struct CSecurityFtdcUserIPField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///IP地址 TSecurityFtdcIPAddressType IPAddress; ///IP地址掩码 TSecurityFtdcIPAddressType IPMask; ///Mac地址 TSecurityFtdcMacAddressType MacAddress; }; ///用户动态令牌参数 struct CSecurityFtdcBrokerUserOTPParamField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///动态令牌提供商 TSecurityFtdcOTPVendorsIDType OTPVendorsID; ///动态令牌序列号 TSecurityFtdcSerialNumberType SerialNumber; ///令牌密钥 TSecurityFtdcAuthKeyType AuthKey; ///漂移值 TSecurityFtdcLastDriftType LastDrift; ///成功值 TSecurityFtdcLastSuccessType LastSuccess; ///动态令牌类型 TSecurityFtdcOTPTypeType OTPType; }; ///用户登录请求 struct CSecurityFtdcReqUserLoginField { ///交易日 TSecurityFtdcDateType TradingDay; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///密码 TSecurityFtdcPasswordType Password; ///用户端产品信息 TSecurityFtdcProductInfoType UserProductInfo; ///接口端产品信息 TSecurityFtdcProductInfoType InterfaceProductInfo; ///协议信息 TSecurityFtdcProtocolInfoType ProtocolInfo; ///Mac地址 TSecurityFtdcMacAddressType MacAddress; ///动态密码 TSecurityFtdcPasswordType OneTimePassword; ///终端IP地址 TSecurityFtdcIPAddressType ClientIPAddress; ///客户端认证码 TSecurityFtdcAuthCodeType AuthCode; }; ///用户登录应答 struct CSecurityFtdcRspUserLoginField { ///交易日 TSecurityFtdcDateType TradingDay; ///登录成功时间 TSecurityFtdcTimeType LoginTime; ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///交易系统名称 TSecurityFtdcSystemNameType SystemName; ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///最大报单引用 TSecurityFtdcOrderRefType MaxOrderRef; }; ///用户登出请求 struct CSecurityFtdcUserLogoutField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///全部登出信息 struct CSecurityFtdcLogoutAllField { ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///系统名称 TSecurityFtdcSystemNameType SystemName; }; ///强制交易员退出 struct CSecurityFtdcForceUserLogoutField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///经纪公司用户激活 struct CSecurityFtdcActivateBrokerUserField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; }; ///输入报单 struct CSecurityFtdcInputOrderField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///报单引用 TSecurityFtdcOrderRefType OrderRef; ///用户代码 TSecurityFtdcUserIDType UserID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///报单价格条件 TSecurityFtdcOrderPriceTypeType OrderPriceType; ///买卖方向 TSecurityFtdcDirectionType Direction; ///组合开平标志 TSecurityFtdcCombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 TSecurityFtdcCombHedgeFlagType CombHedgeFlag; ///价格 TSecurityFtdcStockPriceType LimitPrice; ///数量 TSecurityFtdcVolumeType VolumeTotalOriginal; ///有效期类型 TSecurityFtdcTimeConditionType TimeCondition; ///GTD日期 TSecurityFtdcDateType GTDDate; ///成交量类型 TSecurityFtdcVolumeConditionType VolumeCondition; ///最小成交量 TSecurityFtdcVolumeType MinVolume; ///触发条件 TSecurityFtdcContingentConditionType ContingentCondition; ///止损价 TSecurityFtdcPriceType StopPrice; ///强平原因 TSecurityFtdcForceCloseReasonType ForceCloseReason; ///自动挂起标志 TSecurityFtdcBoolType IsAutoSuspend; ///业务单元 TSecurityFtdcBusinessUnitType BusinessUnit; ///请求编号 TSecurityFtdcRequestIDType RequestID; ///用户强评标志 TSecurityFtdcBoolType UserForceClose; }; ///输入报单操作 struct CSecurityFtdcInputOrderActionField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///报单操作引用 TSecurityFtdcOrderActionRefType OrderActionRef; ///报单引用 TSecurityFtdcOrderRefType OrderRef; ///请求编号 TSecurityFtdcRequestIDType RequestID; ///前置编号 TSecurityFtdcFrontIDType FrontID; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; ///操作标志 TSecurityFtdcActionFlagType ActionFlag; ///价格 TSecurityFtdcPriceType LimitPrice; ///数量变化 TSecurityFtdcVolumeType VolumeChange; ///用户代码 TSecurityFtdcUserIDType UserID; ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///交易所交易员代码 TSecurityFtdcTraderIDType BranchPBU; ///本地报单编号 TSecurityFtdcOrderLocalIDType OrderLocalID; }; ///指定的合约 struct CSecurityFtdcSpecificInstrumentField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; }; ///指定的交易所 struct CSecurityFtdcSpecificExchangeField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; }; ///行情基础属性 struct CSecurityFtdcMarketDataBaseField { ///交易日 TSecurityFtdcDateType TradingDay; ///上次结算价 TSecurityFtdcPriceType PreSettlementPrice; ///昨收盘 TSecurityFtdcPriceType PreClosePrice; ///昨持仓量 TSecurityFtdcLargeVolumeType PreOpenInterest; ///昨虚实度 TSecurityFtdcRatioType PreDelta; }; ///行情静态属性 struct CSecurityFtdcMarketDataStaticField { ///今开盘 TSecurityFtdcPriceType OpenPrice; ///最高价 TSecurityFtdcPriceType HighestPrice; ///最低价 TSecurityFtdcPriceType LowestPrice; ///今收盘 TSecurityFtdcPriceType ClosePrice; ///涨停板价 TSecurityFtdcPriceType UpperLimitPrice; ///跌停板价 TSecurityFtdcPriceType LowerLimitPrice; ///本次结算价 TSecurityFtdcPriceType SettlementPrice; ///今虚实度 TSecurityFtdcRatioType CurrDelta; }; ///行情最新成交属性 struct CSecurityFtdcMarketDataLastMatchField { ///最新价 TSecurityFtdcPriceType LastPrice; ///数量 TSecurityFtdcVolumeType Volume; ///成交金额 TSecurityFtdcMoneyType Turnover; ///持仓量 TSecurityFtdcLargeVolumeType OpenInterest; }; ///行情最优价属性 struct CSecurityFtdcMarketDataBestPriceField { ///申买价一 TSecurityFtdcPriceType BidPrice1; ///申买量一 TSecurityFtdcVolumeType BidVolume1; ///申卖价一 TSecurityFtdcPriceType AskPrice1; ///申卖量一 TSecurityFtdcVolumeType AskVolume1; }; ///行情申买二、三属性 struct CSecurityFtdcMarketDataBid23Field { ///申买价二 TSecurityFtdcPriceType BidPrice2; ///申买量二 TSecurityFtdcVolumeType BidVolume2; ///申买价三 TSecurityFtdcPriceType BidPrice3; ///申买量三 TSecurityFtdcVolumeType BidVolume3; }; ///行情申卖二、三属性 struct CSecurityFtdcMarketDataAsk23Field { ///申卖价二 TSecurityFtdcPriceType AskPrice2; ///申卖量二 TSecurityFtdcVolumeType AskVolume2; ///申卖价三 TSecurityFtdcPriceType AskPrice3; ///申卖量三 TSecurityFtdcVolumeType AskVolume3; }; ///行情申买四、五属性 struct CSecurityFtdcMarketDataBid45Field { ///申买价四 TSecurityFtdcPriceType BidPrice4; ///申买量四 TSecurityFtdcVolumeType BidVolume4; ///申买价五 TSecurityFtdcPriceType BidPrice5; ///申买量五 TSecurityFtdcVolumeType BidVolume5; }; ///行情申卖四、五属性 struct CSecurityFtdcMarketDataAsk45Field { ///申卖价四 TSecurityFtdcPriceType AskPrice4; ///申卖量四 TSecurityFtdcVolumeType AskVolume4; ///申卖价五 TSecurityFtdcPriceType AskPrice5; ///申卖量五 TSecurityFtdcVolumeType AskVolume5; }; ///行情更新时间属性 struct CSecurityFtdcMarketDataUpdateTimeField { ///合约代码 TSecurityFtdcInstrumentIDType InstrumentID; ///最后修改时间 TSecurityFtdcTimeType UpdateTime; ///最后修改毫秒 TSecurityFtdcMillisecType UpdateMillisec; ///业务日期 TSecurityFtdcDateType ActionDay; }; ///成交均价 struct CSecurityFtdcMarketDataAveragePriceField { ///当日均价 TSecurityFtdcPriceType AveragePrice; }; ///行情交易所代码属性 struct CSecurityFtdcMarketDataExchangeField { ///交易所代码 TSecurityFtdcExchangeIDType ExchangeID; }; ///信息分发 struct CSecurityFtdcDisseminationField { ///序列系列号 TSecurityFtdcSequenceSeriesType SequenceSeries; ///序列号 TSecurityFtdcSequenceNoType SequenceNo; }; ///资金转账输入 struct CSecurityFtdcInputFundTransferField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///投资者资金帐号 TSecurityFtdcAccountIDType AccountID; ///资金帐户密码 TSecurityFtdcPasswordType Password; ///用户代码 TSecurityFtdcUserIDType UserID; ///交易金额 TSecurityFtdcTradeAmountType TradeAmount; ///摘要 TSecurityFtdcDigestType Digest; ///账户类型 TSecurityFtdcAccountTypeType AccountType; }; ///资金转账 struct CSecurityFtdcFundTransferField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///投资者资金帐号 TSecurityFtdcAccountIDType AccountID; ///资金帐户密码 TSecurityFtdcPasswordType Password; ///用户代码 TSecurityFtdcUserIDType UserID; ///交易金额 TSecurityFtdcTradeAmountType TradeAmount; ///摘要 TSecurityFtdcDigestType Digest; ///会话编号 TSecurityFtdcSessionIDType SessionID; ///Liber核心流水号 TSecurityFtdcLiberSerialType LiberSerial; ///转账平台流水号 TSecurityFtdcPlateSerialType PlateSerial; ///第三方流水号 TSecurityFtdcBankSerialType TransferSerial; ///交易日 TSecurityFtdcDateType TradingDay; ///转账时间 TSecurityFtdcTimeType TradeTime; ///出入金方向 TSecurityFtdcFundDirectionType FundDirection; ///错误代码 TSecurityFtdcErrorIDType ErrorID; ///错误信息 TSecurityFtdcErrorMsgType ErrorMsg; }; ///资金转账查询请求 struct CSecurityFtdcQryFundTransferSerialField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者资金帐号 TSecurityFtdcAccountIDType AccountID; ///账户类型 TSecurityFtdcAccountTypeType AccountType; }; ///资金内转 struct CSecurityFtdcFundInterTransferField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///用户代码 TSecurityFtdcUserIDType UserID; ///资金账户代码 TSecurityFtdcAccountIDType AccountID; ///资金账户密码 TSecurityFtdcPasswordType Password; ///金额 TSecurityFtdcTradeAmountType TradeAmount; ///内转类型 TSecurityFtdcFundInterTransferTypeType TransferType; ///资金内转编号 TSecurityFtdcLiberSerialType SerialID; }; ///资金内转流水 struct CSecurityFtdcFundInterTransferSerialField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; ///用户代码 TSecurityFtdcUserIDType UserID; ///资金账户代码 TSecurityFtdcAccountIDType AccountID; ///资金账户密码 TSecurityFtdcPasswordType Password; ///金额 TSecurityFtdcTradeAmountType TradeAmount; ///内转类型 TSecurityFtdcFundInterTransferTypeType TransferType; ///资金内转编号 TSecurityFtdcLiberSerialType SerialID; ///转账时间 TSecurityFtdcTimeType TransferTime; ///错误代码 TSecurityFtdcErrorIDType ErrorID; ///错误信息 TSecurityFtdcErrorMsgType ErrorMsg; }; ///资金内转流水查询请求 struct CSecurityFtdcQryFundInterTransferSerialField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///投资者代码 TSecurityFtdcInvestorIDType InvestorID; }; ///获取数据库信息 struct CSecurityFtdcFetchDBInfoField { ///用户代码 TSecurityFtdcUserIDType UserID; ///密码 TSecurityFtdcPasswordType Password; ///数据库索引 TSecurityFtdcUserNameType DBIndex; ///数据库IP地址 TSecurityFtdcIPAddressType IPAddress; ///数据库IP端口 TSecurityFtdcIPPortType IPPort; ///数据库名称 TSecurityFtdcUserNameType DBName; ///数据库用户名 TSecurityFtdcUserIDType DBUserID; ///数据库密码 TSecurityFtdcPasswordType DBPassword; }; ///MD用户信息 struct CSecurityFtdcMDUserInfoField { ///经纪公司代码 TSecurityFtdcBrokerIDType BrokerID; ///用户代码 TSecurityFtdcUserIDType UserID; ///用户名称 TSecurityFtdcUserNameType UserName; ///密码 TSecurityFtdcPasswordType Password; ///行情系统编号 TSecurityFtdcSequenceNoType MDSysID; }; #endif