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