///////////////////////////////////////////////////////////////////////// ///@author 中泰证券股份有限公司 ///@file xtp_api_struct_compatible.h ///@brief 定义业务的兼容数据结构 ///////////////////////////////////////////////////////////////////////// #if !defined(XTP_FTDCSTRUCT_H) #define XTP_FTDCSTRUCT_H #if _MSC_VER > 1000 #pragma once #endif // _MSC_VER > 1000 #include "xtp_api_data_type.h" ///指定的合约 struct CXTPSpecificInstrumentField { ///合约代码 TXTPInstrumentIDType InstrumentID; ///交易所代码 TXTPExchangeIDType ExchangeID; }; ///深度行情 struct CXTPDepthMarketDataField { ///交易日 TXTPDateType TradingDay; ///合约代码 TXTPInstrumentIDType InstrumentID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约在交易所的代码 TXTPExchangeInstIDType ExchangeInstID; ///最新价 TXTPPriceType LastPrice; ///上次结算价 TXTPPriceType PreSettlementPrice; ///昨收盘 TXTPPriceType PreClosePrice; ///昨持仓量 TXTPLargeVolumeType PreOpenInterest; ///今开盘 TXTPPriceType OpenPrice; ///最高价 TXTPPriceType HighestPrice; ///最低价 TXTPPriceType LowestPrice; ///数量 TXTPVolumeType Volume; ///成交金额 TXTPMoneyType Turnover; ///持仓量 TXTPLargeVolumeType OpenInterest; ///今收盘 TXTPPriceType ClosePrice; ///本次结算价 TXTPPriceType SettlementPrice; ///涨停板价 TXTPPriceType UpperLimitPrice; ///跌停板价 TXTPPriceType LowerLimitPrice; ///昨虚实度 TXTPRatioType PreDelta; ///今虚实度 TXTPRatioType CurrDelta; ///最后修改时间 TXTPTimeType UpdateTime; ///最后修改毫秒 TXTPMillisecType UpdateMillisec; ///当日均价 TXTPPriceType AveragePrice; ///业务日期 TXTPDateType ActionDay; ///数量(新) TXTPLargeVolumeType Volume_New; union { struct { ///申买价一 TXTPPriceType BidPrice1; ///申买价二 TXTPPriceType BidPrice2; ///申买价三 TXTPPriceType BidPrice3; ///申买价四 TXTPPriceType BidPrice4; ///申买价五 TXTPPriceType BidPrice5; ///申买价六 TXTPPriceType BidPrice6; ///申买价七 TXTPPriceType BidPrice7; ///申买价八 TXTPPriceType BidPrice8; ///申买价九 TXTPPriceType BidPrice9; ///申买价十 TXTPPriceType BidPrice10; }; struct { ///十档买盘价 TXTPPriceType BidPrices[10]; }; }; union { struct { ///申卖价一 TXTPPriceType AskPrice1; ///申卖价二 TXTPPriceType AskPrice2; ///申卖价三 TXTPPriceType AskPrice3; ///申卖价四 TXTPPriceType AskPrice4; ///申卖价五 TXTPPriceType AskPrice5; ///申卖价六 TXTPPriceType AskPrice6; ///申卖价七 TXTPPriceType AskPrice7; ///申卖价八 TXTPPriceType AskPrice8; ///申卖价九 TXTPPriceType AskPrice9; ///申卖价十 TXTPPriceType AskPrice10; }; struct { ///十档申卖价 TXTPPriceType AskPrices[10]; }; }; union { struct { ///申买量一 TXTPVolumeType BidVolume1; ///申买量二 TXTPVolumeType BidVolume2; ///申买量三 TXTPVolumeType BidVolume3; ///申买量四 TXTPVolumeType BidVolume4; ///申买量五 TXTPVolumeType BidVolume5; ///申买量六 TXTPVolumeType BidVolume6; ///申买量七 TXTPVolumeType BidVolume7; ///申买量八 TXTPVolumeType BidVolume8; ///申买量九 TXTPVolumeType BidVolume9; ///申买量十 TXTPVolumeType BidVolume10; }; struct { ///十档申买量 TXTPVolumeType BidVolumes[10]; }; }; union { struct { ///申卖量一 TXTPVolumeType AskVolume1; ///申卖量二 TXTPVolumeType AskVolume2; ///申卖量三 TXTPVolumeType AskVolume3; ///申卖量四 TXTPVolumeType AskVolume4; ///申卖量五 TXTPVolumeType AskVolume5; ///申卖量六 TXTPVolumeType AskVolume6; ///申卖量七 TXTPVolumeType AskVolume7; ///申卖量八 TXTPVolumeType AskVolume8; ///申卖量九 TXTPVolumeType AskVolume9; ///申卖量十 TXTPVolumeType AskVolume10; }; struct { ///十档申卖量 TXTPVolumeType AskVolumes[10]; }; }; ///成交笔数 TXTPVolumeType NumTrades; ///当前交易状态说明 char InstrumentStatus[8]; ///委托买入总量 TXTPVolumeType TotalBidQty; ///委托卖出总量 TXTPVolumeType TotalOfferQty; ///加权平均委买价格 TXTPPriceType WeightedAvgBidPx; ///加权平均委卖价格 TXTPPriceType WeightedAvgOfferPx; ///债券加权平均委买价格 TXTPPriceType AltWeightedAvgBidPx; ///债券加权平均委卖价格 TXTPPriceType AltWeightedAvgOfferPx; ///债券到期收益率 TXTPPriceType YieldToMaturity; ///ETF净值估值 TXTPPriceType IOPV; ///ETF申购笔数 TXTPVolumeType ETFBuyNumber; ///ETF赎回笔数 TXTPVolumeType ETFSellNumber; ///ETF申购数量 TXTPLargeVolumeType ETFBuyAmount; ///ETF赎回数量 TXTPMoneyType ETFBuyMoney; ///ETF申购金额 TXTPLargeVolumeType ETFSellAmount; ///ETF赎回金额 TXTPMoneyType ETFSellMoney; ///权证执行的总数量 TXTPLargeVolumeType TotalWarrantExecQty; ///权证跌停价格(元) TXTPPriceType WarLowerPx; ///权证涨停价格(元) TXTPPriceType WarUpperPx; ///买入撤单笔数 TXTPVolumeType WithdrawBuyNumber; ///卖出撤单笔数 TXTPVolumeType WithdrawSellNumber; ///买入撤单数量 TXTPLargeVolumeType WithdrawBuyAmount; ///卖出撤单数量 TXTPLargeVolumeType WithdrawSellAmount; ///买入撤单金额 TXTPMoneyType WithdrawBuyMoney; ///卖出撤单金额 TXTPMoneyType WithdrawSellMoney; ///买入总笔数 TXTPVolumeType TotalBidNumber; ///卖出总笔数 TXTPVolumeType TotalOfferNumber; ///买入委托成交最大等待时间 TXTPVolumeType BidTradeMaxDuration; ///卖出委托成交最大等待时间 TXTPVolumeType OfferTradeMaxDuration; ///买方委托价位数 TXTPVolumeType NumBidOrders; ///卖方委托价位数 TXTPVolumeType NumOfferOrders; ///成交时间(UA3113) int TradeTime; ///闭市标志(UA103/UA104) char EndOfDayMaker[4]; ///合约持仓量(UA103) TXTPLargeVolumeType TotalLongPosition; ///市盈率1(2位小数)(UA103) double PERatio1; ///市盈率2(2位小数)(UA103) double PERatio2; }; ///响应信息 struct CXTPRspInfoField { ///错误代码 TXTPErrorIDType ErrorID; ///错误信息 TXTPErrorMsgType ErrorMsg; }; ///交易所 struct CXTPExchangeField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///交易所名称 TXTPExchangeNameType ExchangeName; ///交易所属性 TXTPExchangePropertyType ExchangeProperty; }; ///产品 struct CXTPProductField { ///产品代码 TXTPInstrumentIDType ProductID; ///产品名称 TXTPProductNameType ProductName; ///交易所代码 TXTPExchangeIDType ExchangeID; ///产品类型 TXTPProductClassType ProductClass; ///合约数量乘数 TXTPVolumeMultipleType VolumeMultiple; ///最小变动价位 TXTPPriceType PriceTick; ///市价单最大下单量 TXTPVolumeType MaxMarketOrderVolume; ///市价单最小下单量 TXTPVolumeType MinMarketOrderVolume; ///限价单最大下单量 TXTPVolumeType MaxLimitOrderVolume; ///限价单最小下单量 TXTPVolumeType MinLimitOrderVolume; ///持仓类型 TXTPPositionTypeType PositionType; ///持仓日期类型 TXTPPositionDateTypeType PositionDateType; ///ETF最小交易单位 TXTPVolumeType EFTMinTradeVolume; }; ///合约 struct CXTPInstrumentField { ///合约代码 TXTPInstrumentIDType InstrumentID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约名称 TXTPInstrumentNameType InstrumentName; ///合约在交易所的代码 TXTPExchangeInstIDType ExchangeInstID; ///产品代码 TXTPInstrumentIDType ProductID; ///产品类型 TXTPProductClassType ProductClass; ///交割年份 TXTPYearType DeliveryYear; ///交割月 TXTPMonthType DeliveryMonth; ///市价单最大下单量 TXTPVolumeType MaxMarketOrderVolume; ///市价单最小下单量 TXTPVolumeType MinMarketOrderVolume; ///限价单最大下单量 TXTPVolumeType MaxLimitOrderVolume; ///限价单最小下单量 TXTPVolumeType MinLimitOrderVolume; ///合约数量乘数 TXTPVolumeMultipleType VolumeMultiple; ///最小变动价位 TXTPPriceType PriceTick; ///创建日 TXTPDateType CreateDate; ///上市日 TXTPDateType OpenDate; ///到期日 TXTPDateType ExpireDate; ///开始交割日 TXTPDateType StartDelivDate; ///结束交割日 TXTPDateType EndDelivDate; ///合约生命周期状态 TXTPInstLifePhaseType InstLifePhase; ///当前是否交易 TXTPBoolType IsTrading; ///持仓类型 TXTPPositionTypeType PositionType; ///报单能否撤单 TXTPBoolType OrderCanBeWithdraw; ///最小买下单单位 TXTPVolumeType MinBuyVolume; ///最小卖下单单位 TXTPVolumeType MinSellVolume; ///股票权限模版代码 TXTPRightModelIDType RightModelID; ///持仓交易类型 TXTPPosTradeTypeType PosTradeType; ///市场代码 TXTPInstrumentIDType MarketID; ///期权执行价格 TXTPPriceType ExecPrice; ///期权单手保证金 TXTPMoneyType UnitMargin; ///合约类型 TXTPInstrumentTypeType InstrumentType; ///期权保证金参数1 TXTPRatioType OptionsMarginParam1; ///期权保证金参数2 TXTPRatioType OptionsMarginParam2; }; ///经纪公司 struct CXTPBrokerField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///经纪公司简称 TXTPBrokerAbbrType BrokerAbbr; ///经纪公司名称 TXTPBrokerNameType BrokerName; ///是否活跃 TXTPBoolType IsActive; }; ///会员编码和经纪公司编码对照表 struct CXTPPartBrokerField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///会员代码 TXTPParticipantIDType ParticipantID; ///是否活跃 TXTPBoolType IsActive; }; ///投资者 struct CXTPInvestorField { ///投资者代码 TXTPInvestorIDType InvestorID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者分组代码 TXTPInvestorIDType InvestorGroupID; ///投资者名称 TXTPPartyNameType InvestorName; ///证件类型 TXTPIdCardTypeType IdentifiedCardType; ///证件号码 TXTPIdentifiedCardNoType IdentifiedCardNo; ///是否活跃 TXTPBoolType IsActive; ///上海营业部编号 TXTPTraderIDType SHBranchID; ///深圳营业部编号 TXTPTraderIDType SZBranchID; ///所属结算系统类型 TXTPSettleSystemTypeType SettleSystemType; ///投资者期权交易等级 TXTPInvestorLevelType InvestorLevel; }; ///交易编码 struct CXTPTradingCodeField { ///投资者代码 TXTPInvestorIDType InvestorID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///客户代码 TXTPClientIDType ClientID; ///是否活跃 TXTPBoolType IsActive; ///AccountID TXTPAccountIDType AccountID; ///交易单元号 TXTPTraderIDType PBU; ///ClientType TXTPClientTypeType ClientType; }; ///管理用户 struct CXTPSuperUserField { ///用户代码 TXTPUserIDType UserID; ///用户名称 TXTPUserNameType UserName; ///密码 TXTPPasswordType Password; ///是否活跃 TXTPBoolType IsActive; }; ///管理用户功能权限 struct CXTPSuperUserFunctionField { ///用户代码 TXTPUserIDType UserID; ///功能代码 TXTPFunctionCodeType FunctionCode; }; ///经纪公司用户 struct CXTPBrokerUserField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///用户名称 TXTPUserNameType UserName; ///用户类型 TXTPUserTypeType UserType; ///是否活跃 TXTPBoolType IsActive; ///是否使用令牌 TXTPBoolType IsUsingOTP; }; ///经纪公司用户功能权限 struct CXTPBrokerUserFunctionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///经纪公司功能代码 TXTPBrokerFunctionCodeType BrokerFunctionCode; }; ///资金账户 struct CXTPTradingAccountField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者帐号 TXTPAccountIDType AccountID; ///上次质押金额 TXTPMoneyType PreMortgage; ///上次信用额度 TXTPMoneyType PreCredit; ///上次存款额 TXTPMoneyType PreDeposit; ///上次结算准备金 TXTPMoneyType PreBalance; ///上次占用的保证金 TXTPMoneyType PreMargin; ///利息基数 TXTPMoneyType InterestBase; ///利息收入 TXTPMoneyType Interest; ///入金金额 TXTPMoneyType Deposit; ///出金金额 TXTPMoneyType Withdraw; ///冻结的保证金 TXTPMoneyType FrozenMargin; ///冻结的资金 TXTPMoneyType FrozenCash; ///冻结的手续费 TXTPMoneyType FrozenCommission; ///当前保证金总额 TXTPMoneyType CurrMargin; ///资金差额 TXTPMoneyType CashIn; ///手续费 TXTPMoneyType Commission; ///结算准备金 TXTPMoneyType Balance; ///现金 TXTPMoneyType Available; ///可取资金 TXTPMoneyType WithdrawQuota; ///基本准备金 TXTPMoneyType Reserve; ///交易日 TXTPDateType TradingDay; ///保证金可用余额 TXTPMoneyType Credit; ///质押金额 TXTPMoneyType Mortgage; ///交易所保证金 TXTPMoneyType ExchangeMargin; ///投资者交割保证金 TXTPMoneyType DeliveryMargin; ///交易所交割保证金 TXTPMoneyType ExchangeDeliveryMargin; ///冻结的过户费 TXTPMoneyType FrozenTransferFee; ///冻结的印花税 TXTPMoneyType FrozenStampTax; ///过户费 TXTPMoneyType TransferFee; ///印花税 TXTPMoneyType StampTax; ///折算金额 TXTPMoneyType ConversionAmount; ///授信额度 TXTPMoneyType CreditAmount; ///证券总价值 TXTPMoneyType StockValue; ///国债回购占用资金 TXTPMoneyType BondRepurchaseAmount; ///国债逆回购占用资金 TXTPMoneyType ReverseRepurchaseAmount; ///币种 TXTPCurrencyCodeType CurrencyCode; ///账户类型 TXTPAccountTypeType AccountType; ///融资买入金额 TXTPMoneyType MarginTradeAmount; ///融券卖出金额 TXTPMoneyType ShortSellAmount; ///融资持仓盈亏 TXTPMoneyType MarginTradeProfit; ///融券持仓盈亏 TXTPMoneyType ShortSellProfit; ///融券总市值 TXTPMoneyType SSStockValue; ///维持担保比例 TXTPRatioType CreditRatio; ///行权冻结资金 TXTPMoneyType FrozenExecCash; ///期权买入资金(SSE) TXTPMoneyType SSEOptionsBuyAmount; ///期权买入冻结资金(SSE) TXTPMoneyType SSEOptionsBuyFrozenAmount; ///结算保证金总额 TXTPMoneyType SettleMargin; }; ///禁止登录用户 struct CXTPLoginForbiddenUserField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///投资者合约交易权限 struct CXTPInstrumentTradingRightField { ///合约代码 TXTPInstrumentIDType InstrumentID; ///投资者范围 TXTPInvestorRangeType InvestorRange; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///买卖 TXTPDirectionType Direction; ///交易权限 TXTPTradingRightType TradingRight; ///交易所代码 TXTPExchangeIDType ExchangeID; ///股票权限分类 TXTPInstrumentRangeType InstrumentRange; }; ///投资者持仓明细 struct CXTPInvestorPositionDetailField { ///合约代码 TXTPInstrumentIDType InstrumentID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///投机套保标志 TXTPHedgeFlagType HedgeFlag; ///买卖 TXTPDirectionType Direction; ///开仓日期 TXTPDateType OpenDate; ///成交编号 TXTPTradeIDType TradeID; ///数量 TXTPVolumeType Volume; ///开仓价 TXTPPriceType OpenPrice; ///交易日 TXTPDateType TradingDay; ///成交类型 TXTPTradeTypeType TradeType; ///交易所代码 TXTPExchangeIDType ExchangeID; ///投资者保证金 TXTPMoneyType Margin; ///交易所保证金 TXTPMoneyType ExchMargin; ///昨结算价 TXTPPriceType LastSettlementPrice; ///结算价 TXTPPriceType SettlementPrice; ///平仓量 TXTPVolumeType CloseVolume; ///平仓金额 TXTPMoneyType CloseAmount; ///过户费 TXTPMoneyType TransferFee; ///印花税 TXTPMoneyType StampTax; ///手续费 TXTPMoneyType Commission; ///AccountID TXTPAccountIDType AccountID; ///质押入库数量 TXTPVolumeType PledgeInPosition; ///质押入库冻结数量 TXTPVolumeType PledgeInFrozenPosition; ///正回购使用的标准券数量 TXTPVolumeType RepurchasePosition; ///融资融券金额 TXTPMoneyType Amount; ///标的合约代码 TXTPInstrumentIDType UnderlyingInstrumentID; }; ///债券利息 struct CXTPBondInterestField { ///交易日 TXTPDateType TradingDay; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///利息 TXTPInterestType Interest; }; ///市值配售信息 struct CXTPMarketRationInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///可配售手数 TXTPVolumeType RationVolume; }; ///合约手续费率 struct CXTPInstrumentCommissionRateField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///投资者范围 TXTPInvestorRangeType InvestorRange; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///买卖方向 TXTPDirectionType Direction; ///印花税率 TXTPRatioType StampTaxRateByMoney; ///印花税率(按手数) TXTPRatioType StampTaxRateByVolume; ///过户费率 TXTPRatioType TransferFeeRateByMoney; ///过户费率(按手数) TXTPRatioType TransferFeeRateByVolume; ///交易费 TXTPRatioType TradeFeeByMoney; ///交易费(按手数) TXTPRatioType TradeFeeByVolume; ///交易附加费率 TXTPRatioType MarginByMoney; ///最小交易费 TXTPPriceType MinTradeFee; }; ///余券信息 struct CXTPExcessStockInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///余券数量 TXTPVolumeType ExcessVolume; ///余券冻结数量 TXTPVolumeType ExcessFrozenVolume; }; ///ETF合约 struct CXTPETFInstrumentField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///ETF证券代码 TXTPInstrumentIDType ETFInstrumentID; ///ETF对应申赎代码 TXTPInstrumentIDType ETFPurRedInstrumentID; ///最小申购赎回单位对应的ETF份数 TXTPVolumeType CreationRedemptionUnit; ///最大现金替代比例 TXTPRatioType Maxcashratio; ///基金当天申购赎回状态 TXTPCreationredemptionStatusType Creationredemption; ///预估金额 TXTPMoneyType EstimateCashComponent; }; ///ETF股票篮 struct CXTPETFBasketField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///ETF证券代码 TXTPInstrumentIDType ETFInstrumentID; ///股票证券代码 TXTPInstrumentIDType StockInstrumentID; ///股票证券名称 TXTPInstrumentNameType StockInstrumentName; ///股票数量 TXTPVolumeType Volume; ///替代标志 TXTPETFCurrenceReplaceStatusType CurrenceReplaceStatus; ///溢价比例 TXTPRatioType Premium; ///总金额 TXTPMoneyType Amount; }; ///OF合约 struct CXTPOFInstrumentField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///OF基金代码 TXTPInstrumentIDType InstrumentID; ///基金当天申购赎回状态 TXTPCreationredemptionStatusType Creationredemption; ///基金净值 TXTPPriceType NetPrice; }; ///SF合约 struct CXTPSFInstrumentField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///基金代码 TXTPInstrumentIDType InstrumentID; ///SF基金代码 TXTPInstrumentIDType SFInstrumentID; ///基金当天拆分合并状态 TXTPSplitMergeStatusType SplitMergeStatus; ///最小拆分数量 TXTPVolumeType MinSplitVolume; ///最小合并数量 TXTPVolumeType MinMergeVolume; ///拆分/合并比例 TXTPVolumeType VolumeRatio; ///基金净值 TXTPPriceType NetPrice; }; ///合约单手保证金 struct CXTPInstrumentUnitMarginField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///合约单手保证金 TXTPMoneyType UnitMargin; }; ///期权资金限制参数 struct CXTPOptionsFundLimitParamField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///最大可买金额 TXTPMoneyType MaxBuyAmount; }; ///投资者期权持仓 struct CXTPInvestorOptionsPositionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者范围 TXTPInvestorRangeType InvestorRange; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///InstrumentID TXTPInstrumentIDType InstrumentID; ///最大多头仓位限制 TXTPVolumeType MaxLongPositionLimit; ///最大买开量限制 TXTPVolumeType MaxBuyVolLimit; ///最大总仓位限制 TXTPVolumeType MaxPositionLimit; ///多头持仓 TXTPVolumeType LongPosition; ///空头持仓 TXTPVolumeType ShortPosition; ///买开量 TXTPVolumeType BuyVolume; ///买开冻结量 TXTPVolumeType BuyFrozenVolume; ///多头冻结持仓 TXTPVolumeType LongFrozenPosition; ///空头冻结持仓 TXTPVolumeType ShortFrozenPosition; }; ///预交割信息 struct CXTPPreDelivInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///交割类型 TXTPDelivTypeType DelivType; ///标的合约代码 TXTPInstrumentIDType UnderlyingInstrumentID; ///交割数量 TXTPVolumeType DelivVolume; ///交割金额 TXTPMoneyType DelivAmount; ///期权执行数量 TXTPVolumeType ExecVolume; ///买卖方向 TXTPDirectionType Direction; }; ///可融券分配信息 struct CXTPCreditStockAssignInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///融券限量 TXTPVolumeType LimitVolume; ///上日融券数量 TXTPVolumeType YDVolume; ///剩余可融券数量 TXTPVolumeType LeftVolume; ///冻结融券数量 TXTPVolumeType FrozenVolume; }; ///可融资分配信息 struct CXTPCreditCashAssignInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///融资限额 TXTPMoneyType LimitAmount; ///上日融资金额 TXTPMoneyType YDAmount; }; ///证券折算率 struct CXTPConversionRateField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///折算比率 TXTPRatioType ConversionRate; ///当前是否支持融资交易 TXTPBoolType IsTradingForMargin; ///当前是否支持融券交易 TXTPBoolType IsTradingForShort; }; ///历史信用负债信息 struct CXTPHisCreditDebtInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///开仓日期 TXTPDateType OpenDate; ///负债类型 TXTPDirectionType Direction; ///开仓价 TXTPPriceType OpenPrice; ///数量 TXTPVolumeType Volume; ///融资融券金额 TXTPMoneyType Amount; }; ///交易所交易员报盘机 struct CXTPTraderOfferField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///交易所交易员代码 TXTPTraderIDType BranchPBU; ///会员代码 TXTPParticipantIDType ParticipantID; ///密码 TXTPPasswordType Password; ///安装编号 TXTPInstallIDType InstallID; ///本地报单编号 TXTPOrderLocalIDType OrderLocalID; ///交易所交易员连接状态 TXTPTraderConnectStatusType TraderConnectStatus; ///发出连接请求的日期 TXTPDateType ConnectRequestDate; ///发出连接请求的时间 TXTPTimeType ConnectRequestTime; ///上次报告日期 TXTPDateType LastReportDate; ///上次报告时间 TXTPTimeType LastReportTime; ///完成连接日期 TXTPDateType ConnectDate; ///完成连接时间 TXTPTimeType ConnectTime; ///启动日期 TXTPDateType StartDate; ///启动时间 TXTPTimeType StartTime; ///交易日 TXTPDateType TradingDay; ///经纪公司代码 TXTPBrokerIDType BrokerID; }; ///交易所行情报盘机 struct CXTPMDTraderOfferField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///交易所交易员代码 TXTPTraderIDType BranchPBU; ///会员代码 TXTPParticipantIDType ParticipantID; ///密码 TXTPPasswordType Password; ///安装编号 TXTPInstallIDType InstallID; ///本地报单编号 TXTPOrderLocalIDType OrderLocalID; ///交易所交易员连接状态 TXTPTraderConnectStatusType TraderConnectStatus; ///发出连接请求的日期 TXTPDateType ConnectRequestDate; ///发出连接请求的时间 TXTPTimeType ConnectRequestTime; ///上次报告日期 TXTPDateType LastReportDate; ///上次报告时间 TXTPTimeType LastReportTime; ///完成连接日期 TXTPDateType ConnectDate; ///完成连接时间 TXTPTimeType ConnectTime; ///启动日期 TXTPDateType StartDate; ///启动时间 TXTPTimeType StartTime; ///交易日 TXTPDateType TradingDay; ///经纪公司代码 TXTPBrokerIDType BrokerID; }; ///前置状态 struct CXTPFrontStatusField { ///前置编号 TXTPFrontIDType FrontID; ///上次报告日期 TXTPDateType LastReportDate; ///上次报告时间 TXTPTimeType LastReportTime; ///是否活跃 TXTPBoolType IsActive; }; ///用户会话 struct CXTPUserSessionField { ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///登录日期 TXTPDateType LoginDate; ///登录时间 TXTPTimeType LoginTime; ///IP地址 TXTPIPAddressType IPAddress; ///用户端产品信息 TXTPProductInfoType UserProductInfo; ///接口端产品信息 TXTPProductInfoType InterfaceProductInfo; ///协议信息 TXTPProtocolInfoType ProtocolInfo; ///Mac地址 TXTPMacAddressType MacAddress; }; ///报单 struct CXTPOrderField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///报单引用 TXTPOrderRefType OrderRef; ///用户代码 TXTPUserIDType UserID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///报单价格条件 TXTPOrderPriceTypeType OrderPriceType; ///买卖方向 TXTPDirectionType Direction; ///组合开平标志 TXTPCombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 TXTPCombHedgeFlagType CombHedgeFlag; ///价格 TXTPStockPriceType LimitPrice; ///数量 TXTPVolumeType VolumeTotalOriginal; ///有效期类型 TXTPTimeConditionType TimeCondition; ///GTD日期 TXTPDateType GTDDate; ///成交量类型 TXTPVolumeConditionType VolumeCondition; ///最小成交量 TXTPVolumeType MinVolume; ///触发条件 TXTPContingentConditionType ContingentCondition; ///止损价 TXTPPriceType StopPrice; ///强平原因 TXTPForceCloseReasonType ForceCloseReason; ///自动挂起标志 TXTPBoolType IsAutoSuspend; ///业务单元 TXTPBusinessUnitType BusinessUnit; ///请求编号 TXTPRequestIDType RequestID; ///本地报单编号 TXTPOrderLocalIDType OrderLocalID; ///会员代码 TXTPParticipantIDType ParticipantID; ///客户代码 TXTPClientIDType ClientID; ///合约在交易所的代码 TXTPExchangeInstIDType ExchangeInstID; ///交易所交易员代码 TXTPTraderIDType BranchPBU; ///安装编号 TXTPInstallIDType InstallID; ///报单提交状态 TXTPOrderSubmitStatusType OrderSubmitStatus; ///账户代码 TXTPAccountIDType AccountID; ///报单提示序号 TXTPSequenceNoType NotifySequence; ///交易日 TXTPDateType TradingDay; ///报单编号 TXTPOrderSysIDType OrderSysID; ///报单来源 TXTPOrderSourceType OrderSource; ///报单状态 TXTPOrderStatusType OrderStatus; ///报单类型 TXTPOrderTypeType OrderType; ///今成交数量 TXTPVolumeType VolumeTraded; ///剩余数量 TXTPVolumeType VolumeTotal; ///报单日期 TXTPDateType InsertDate; ///委托时间 TXTPTimeType InsertTime; ///激活时间 TXTPTimeType ActiveTime; ///挂起时间 TXTPTimeType SuspendTime; ///最后修改时间 TXTPTimeType UpdateTime; ///撤销时间 TXTPTimeType CancelTime; ///最后修改交易所交易员代码 TXTPTraderIDType ActiveTraderID; ///结算会员编号 TXTPParticipantIDType ClearingPartID; ///序号 TXTPSequenceNoType SequenceNo; ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///用户端产品信息 TXTPProductInfoType UserProductInfo; ///状态信息 TXTPErrorMsgType StatusMsg; ///用户强平标志 TXTPBoolType UserForceClose; ///操作用户代码 TXTPUserIDType ActiveUserID; ///经纪公司报单编号 TXTPSequenceNoType BrokerOrderSeq; ///相关报单 TXTPOrderSysIDType RelativeOrderSysID; ///营业部编号 TXTPBranchIDType BranchID; ///成交数量 TXTPMoneyType TradeAmount; ///是否ETF TXTPBoolType IsETF; ///合约类型 TXTPInstrumentTypeType InstrumentType; }; ///报单操作 struct CXTPOrderActionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///报单操作引用 TXTPOrderActionRefType OrderActionRef; ///报单引用 TXTPOrderRefType OrderRef; ///请求编号 TXTPRequestIDType RequestID; ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///操作标志 TXTPActionFlagType ActionFlag; ///价格 TXTPPriceType LimitPrice; ///数量变化 TXTPVolumeType VolumeChange; ///操作日期 TXTPDateType ActionDate; ///操作时间 TXTPTimeType ActionTime; ///交易所交易员代码 TXTPTraderIDType BranchPBU; ///安装编号 TXTPInstallIDType InstallID; ///本地报单编号 TXTPOrderLocalIDType OrderLocalID; ///操作本地编号 TXTPOrderLocalIDType ActionLocalID; ///会员代码 TXTPParticipantIDType ParticipantID; ///客户代码 TXTPClientIDType ClientID; ///业务单元 TXTPBusinessUnitType BusinessUnit; ///报单操作状态 TXTPOrderActionStatusType OrderActionStatus; ///用户代码 TXTPUserIDType UserID; ///营业部编号 TXTPBranchIDType BranchID; ///状态信息 TXTPErrorMsgType StatusMsg; ///合约代码 TXTPInstrumentIDType InstrumentID; ///合约类型 TXTPInstrumentTypeType InstrumentType; }; ///错误报单 struct CXTPErrOrderField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///报单引用 TXTPOrderRefType OrderRef; ///用户代码 TXTPUserIDType UserID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///报单价格条件 TXTPOrderPriceTypeType OrderPriceType; ///买卖方向 TXTPDirectionType Direction; ///组合开平标志 TXTPCombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 TXTPCombHedgeFlagType CombHedgeFlag; ///价格 TXTPStockPriceType LimitPrice; ///数量 TXTPVolumeType VolumeTotalOriginal; ///有效期类型 TXTPTimeConditionType TimeCondition; ///GTD日期 TXTPDateType GTDDate; ///成交量类型 TXTPVolumeConditionType VolumeCondition; ///最小成交量 TXTPVolumeType MinVolume; ///触发条件 TXTPContingentConditionType ContingentCondition; ///止损价 TXTPPriceType StopPrice; ///强平原因 TXTPForceCloseReasonType ForceCloseReason; ///自动挂起标志 TXTPBoolType IsAutoSuspend; ///业务单元 TXTPBusinessUnitType BusinessUnit; ///请求编号 TXTPRequestIDType RequestID; ///用户强平标志 TXTPBoolType UserForceClose; ///错误代码 TXTPErrorIDType ErrorID; ///错误信息 TXTPErrorMsgType ErrorMsg; }; ///错误报单操作 struct CXTPErrOrderActionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///报单操作引用 TXTPOrderActionRefType OrderActionRef; ///报单引用 TXTPOrderRefType OrderRef; ///请求编号 TXTPRequestIDType RequestID; ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///操作标志 TXTPActionFlagType ActionFlag; ///价格 TXTPPriceType LimitPrice; ///数量变化 TXTPVolumeType VolumeChange; ///操作日期 TXTPDateType ActionDate; ///操作时间 TXTPTimeType ActionTime; ///交易所交易员代码 TXTPTraderIDType BranchPBU; ///安装编号 TXTPInstallIDType InstallID; ///本地报单编号 TXTPOrderLocalIDType OrderLocalID; ///操作本地编号 TXTPOrderLocalIDType ActionLocalID; ///会员代码 TXTPParticipantIDType ParticipantID; ///客户代码 TXTPClientIDType ClientID; ///业务单元 TXTPBusinessUnitType BusinessUnit; ///报单操作状态 TXTPOrderActionStatusType OrderActionStatus; ///用户代码 TXTPUserIDType UserID; ///营业部编号 TXTPBranchIDType BranchID; ///状态信息 TXTPErrorMsgType StatusMsg; ///合约代码 TXTPInstrumentIDType InstrumentID; ///错误代码 TXTPErrorIDType ErrorID; ///错误信息 TXTPErrorMsgType ErrorMsg; ///合约类型 TXTPInstrumentTypeType InstrumentType; }; ///成交 struct CXTPTradeField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///报单引用 TXTPOrderRefType OrderRef; ///用户代码 TXTPUserIDType UserID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///成交编号 TXTPTradeIDType TradeID; ///买卖方向 TXTPDirectionType Direction; ///报单编号 TXTPOrderSysIDType OrderSysID; ///会员代码 TXTPParticipantIDType ParticipantID; ///客户代码 TXTPClientIDType ClientID; ///交易角色 TXTPTradingRoleType TradingRole; ///合约在交易所的代码 TXTPExchangeInstIDType ExchangeInstID; ///开平标志 TXTPOffsetFlagType OffsetFlag; ///投机套保标志 TXTPHedgeFlagType HedgeFlag; ///价格 TXTPStockPriceType Price; ///数量 TXTPVolumeType Volume; ///成交时期 TXTPDateType TradeDate; ///成交时间 TXTPTimeType TradeTime; ///成交类型 TXTPTradeTypeType TradeType; ///成交价来源 TXTPPriceSourceType PriceSource; ///交易所交易员代码 TXTPTraderIDType BranchPBU; ///本地报单编号 TXTPOrderLocalIDType OrderLocalID; ///结算会员编号 TXTPParticipantIDType ClearingPartID; ///业务单元 TXTPBusinessUnitType BusinessUnit; ///序号 TXTPSequenceNoType SequenceNo; ///成交来源 TXTPTradeSourceType TradeSource; ///交易日 TXTPDateType TradingDay; ///经纪公司报单编号 TXTPSequenceNoType BrokerOrderSeq; ///成交金额 TXTPMoneyType TradeAmount; ///成交序号 TXTPTradeIndexType TradeIndex; }; ///投资者持仓 struct CXTPInvestorPositionField { ///合约代码 TXTPInstrumentIDType InstrumentID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///持仓多空方向 TXTPPosiDirectionType PosiDirection; ///投机套保标志 TXTPHedgeFlagType HedgeFlag; ///持仓日期 TXTPPositionDateType PositionDate; ///上日持仓 TXTPVolumeType YdPosition; ///总持仓 TXTPVolumeType Position; ///多头冻结 TXTPVolumeType LongFrozen; ///空头冻结 TXTPVolumeType ShortFrozen; ///开仓冻结金额 TXTPMoneyType LongFrozenAmount; ///开仓冻结金额 TXTPMoneyType ShortFrozenAmount; ///开仓量 TXTPVolumeType OpenVolume; ///平仓量 TXTPVolumeType CloseVolume; ///开仓金额 TXTPMoneyType OpenAmount; ///平仓金额 TXTPMoneyType CloseAmount; ///持仓成本 TXTPMoneyType PositionCost; ///冻结的资金 TXTPMoneyType FrozenCash; ///资金差额 TXTPMoneyType CashIn; ///手续费 TXTPMoneyType Commission; ///上次结算价 TXTPPriceType PreSettlementPrice; ///本次结算价 TXTPPriceType SettlementPrice; ///交易日 TXTPDateType TradingDay; ///开仓成本 TXTPMoneyType OpenCost; ///交易所保证金 TXTPMoneyType ExchangeMargin; ///今日持仓 TXTPVolumeType TodayPosition; ///过户费 TXTPMoneyType TransferFee; ///印花税 TXTPMoneyType StampTax; ///今日申购赎回数量 TXTPVolumeType TodayPurRedVolume; ///折算率 TXTPRatioType ConversionRate; ///折算金额 TXTPMoneyType ConversionAmount; ///证券价值 TXTPMoneyType StockValue; ///交易所代码 TXTPExchangeIDType ExchangeID; ///AccountID TXTPAccountIDType AccountID; ///质押入库数量 TXTPVolumeType PledgeInPosition; ///正回购使用的标准券数量 TXTPVolumeType RepurchasePosition; ///ETF申赎空头冻结 TXTPVolumeType PurRedShortFrozen; ///融资买入数量 TXTPVolumeType MarginTradeVolume; ///融资买入金额 TXTPMoneyType MarginTradeAmount; ///融资买入冻结数量 TXTPVolumeType MarginTradeFrozenVolume; ///融资买入冻结金额 TXTPMoneyType MarginTradeFrozenAmount; ///融资买入盈亏 TXTPMoneyType MarginTradeConversionProfit; ///融券卖出数量 TXTPVolumeType ShortSellVolume; ///融券卖出金额 TXTPMoneyType ShortSellAmount; ///融券卖出冻结数量 TXTPVolumeType ShortSellFrozenVolume; ///融券卖出冻结金额 TXTPMoneyType ShortSellFrozenAmount; ///融券卖出盈亏 TXTPMoneyType ShortSellConversionProfit; ///融券总市值 TXTPMoneyType SSStockValue; ///今日融资持仓 TXTPVolumeType TodayMTPosition; ///今日融券持仓 TXTPVolumeType TodaySSPosition; ///历史持仓开仓成本 TXTPMoneyType YdOpenCost; ///锁定仓位 TXTPVolumeType LockPosition; ///备兑仓位 TXTPVolumeType CoverPosition; ///锁定冻结仓位 TXTPVolumeType LockFrozenPosition; ///解锁冻结仓位 TXTPVolumeType UnlockFrozenPosition; ///备兑冻结仓位 TXTPVolumeType CoverFrozenPosition; ///行权冻结仓位 TXTPVolumeType ExecFrozenPosition; ///上日备兑仓位 TXTPVolumeType YDCoverPosition; }; ///出入金同步 struct CXTPSyncDepositField { ///出入金流水号 TXTPDepositSeqNoType DepositSeqNo; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///入金金额 TXTPMoneyType Deposit; ///是否强制进行 TXTPBoolType IsForce; ///账户代 TXTPAccountIDType AccountID; }; ///查询交易所 struct CXTPQryExchangeField { ///交易所代码 TXTPExchangeIDType ExchangeID; }; ///查询产品 struct CXTPQryProductField { ///产品代码 TXTPInstrumentIDType ProductID; }; ///查询合约 struct CXTPQryInstrumentField { ///合约代码 TXTPInstrumentIDType InstrumentID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约在交易所的代码 TXTPExchangeInstIDType ExchangeInstID; ///产品代码 TXTPInstrumentIDType ProductID; }; ///查询经纪公司 struct CXTPQryBrokerField { ///经纪公司代码 TXTPBrokerIDType BrokerID; }; ///查询经纪公司会员代码 struct CXTPQryPartBrokerField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///会员代码 TXTPParticipantIDType ParticipantID; }; ///查询投资者 struct CXTPQryInvestorField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; }; ///查询交易编码 struct CXTPQryTradingCodeField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///客户代码 TXTPClientIDType ClientID; }; ///查询管理用户 struct CXTPQrySuperUserField { ///用户代码 TXTPUserIDType UserID; }; ///查询管理用户功能权限 struct CXTPQrySuperUserFunctionField { ///用户代码 TXTPUserIDType UserID; }; ///查询经纪公司用户 struct CXTPQryBrokerUserField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///查询经纪公司用户权限 struct CXTPQryBrokerUserFunctionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///查询资金账户 struct CXTPQryTradingAccountField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; }; ///查询禁止登录用户 struct CXTPQryLoginForbiddenUserField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///查询行情 struct CXTPQryDepthMarketDataField { ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询合约交易权限 struct CXTPQryInstrumentTradingRightField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询投资者持仓明细 struct CXTPQryInvestorPositionDetailField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询债券利息 struct CXTPQryBondInterestField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询市值配售信息 struct CXTPQryMarketRationInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者帐号 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; }; ///查询合约手续费率 struct CXTPQryInstrumentCommissionRateField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///买卖方向 TXTPDirectionType Direction; ///开平标志 TXTPOffsetFlagType OffsetFlag; }; ///查询余券信息 struct CXTPQryExcessStockInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询投资者帐户关系 struct CXTPQryInvestorAccountField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; }; ///查询ETF合约 struct CXTPQryETFInstrumentField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///ETF证券代码 TXTPInstrumentIDType ETFInstrumentID; }; ///查询ETF股票篮 struct CXTPQryETFBasketField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///ETF证券代码 TXTPInstrumentIDType ETFInstrumentID; }; ///查询OF合约 struct CXTPQryOFInstrumentField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///ETF证券代码 TXTPInstrumentIDType OFInstrumentID; }; ///查询SF合约 struct CXTPQrySFInstrumentField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///ETF证券代码 TXTPInstrumentIDType SFInstrumentID; }; ///查询合约单手保证金 struct CXTPQryInstrumentUnitMarginField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询期权资金限制参数 struct CXTPQryOptionsFundLimitParamField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; }; ///查询投资者期权持仓 struct CXTPQryInvestorOptionsPositionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///标的合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询预交割信息 struct CXTPQryPreDelivInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询可融券分配信息 struct CXTPQryCreditStockAssignInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询可融资分配信息 struct CXTPQryCreditCashAssignInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; }; ///查询证券折算率 struct CXTPQryConversionRateField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询历史信用负债信息 struct CXTPQryHisCreditDebtInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询交易员报盘机 struct CXTPQryTraderOfferField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///会员代码 TXTPParticipantIDType ParticipantID; ///交易所交易员代码 TXTPTraderIDType BranchPBU; }; ///查询行情报盘机 struct CXTPQryMDTraderOfferField { ///交易所代码 TXTPExchangeIDType ExchangeID; ///会员代码 TXTPParticipantIDType ParticipantID; ///交易所交易员代码 TXTPTraderIDType BranchPBU; }; ///查询前置状态 struct CXTPQryFrontStatusField { ///前置编号 TXTPFrontIDType FrontID; }; ///查询用户会话 struct CXTPQryUserSessionField { ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///查询报单 struct CXTPQryOrderField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///报单编号 TXTPOrderSysIDType OrderSysID; ///开始时间 TXTPTimeType InsertTimeStart; ///结束时间 TXTPTimeType InsertTimeEnd; }; ///查询报单操作 struct CXTPQryOrderActionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///交易所代码 TXTPExchangeIDType ExchangeID; }; ///查询错误报单 struct CXTPQryErrOrderField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; }; ///查询错误报单操作 struct CXTPQryErrOrderActionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; }; ///查询成交 struct CXTPQryTradeField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///成交编号 TXTPTradeIDType TradeID; ///开始时间 TXTPTimeType TradeTimeStart; ///结束时间 TXTPTimeType TradeTimeEnd; }; ///查询投资者持仓 struct CXTPQryInvestorPositionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; }; ///查询出入金流水 struct CXTPQrySyncDepositField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///出入金流水号 TXTPDepositSeqNoType DepositSeqNo; }; ///用户口令变更 struct CXTPUserPasswordUpdateField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///原来的口令 TXTPPasswordType OldPassword; ///新的口令 TXTPPasswordType NewPassword; }; ///资金账户口令变更域 struct CXTPTradingAccountPasswordUpdateField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者帐号 TXTPAccountIDType AccountID; ///原来的口令 TXTPPasswordType OldPassword; ///新的口令 TXTPPasswordType NewPassword; }; ///手工同步用户动态令牌 struct CXTPManualSyncBrokerUserOTPField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///动态令牌类型 TXTPOTPTypeType OTPType; ///第一个动态密码 TXTPPasswordType FirstOTP; ///第二个动态密码 TXTPPasswordType SecondOTP; }; ///经纪公司用户口令 struct CXTPBrokerUserPasswordField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///密码 TXTPPasswordType Password; }; ///资金账户口令域 struct CXTPTradingAccountPasswordField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者帐号 TXTPAccountIDType AccountID; ///密码 TXTPPasswordType Password; }; ///用户权限 struct CXTPUserRightField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///客户权限类型 TXTPUserRightTypeType UserRightType; ///是否禁止 TXTPBoolType IsForbidden; }; ///投资者账户 struct CXTPInvestorAccountField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///投资者帐号 TXTPAccountIDType AccountID; ///是否主账户 TXTPBoolType IsDefault; ///账户类型 TXTPAccountTypeType AccountType; ///是否活跃 TXTPBoolType IsActive; ///上交所交易单元号 TXTPTraderIDType SHBranchPBU; ///深交所交易单元号 TXTPTraderIDType SZBranchPBU; }; ///用户IP struct CXTPUserIPField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///IP地址 TXTPIPAddressType IPAddress; ///IP地址掩码 TXTPIPAddressType IPMask; ///Mac地址 TXTPMacAddressType MacAddress; }; ///用户动态令牌参数 struct CXTPBrokerUserOTPParamField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///动态令牌提供商 TXTPOTPVendorsIDType OTPVendorsID; ///动态令牌序列号 TXTPSerialNumberType SerialNumber; ///令牌密钥 TXTPAuthKeyType AuthKey; ///漂移值 TXTPLastDriftType LastDrift; ///成功值 TXTPLastSuccessType LastSuccess; ///动态令牌类型 TXTPOTPTypeType OTPType; }; ///用户登录请求 struct CXTPReqUserLoginField { ///交易日 TXTPDateType TradingDay; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///密码 TXTPPasswordType Password; ///用户端产品信息 TXTPProductInfoType UserProductInfo; ///接口端产品信息 TXTPProductInfoType InterfaceProductInfo; ///协议信息 TXTPProtocolInfoType ProtocolInfo; ///Mac地址 TXTPMacAddressType MacAddress; ///动态密码 TXTPPasswordType OneTimePassword; ///终端IP地址 TXTPIPAddressType ClientIPAddress; ///客户端认证码 TXTPAuthCodeType AuthCode; }; ///用户登录应答 struct CXTPRspUserLoginField { ///交易日 TXTPDateType TradingDay; ///登录成功时间 TXTPTimeType LoginTime; ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///交易系统名称 TXTPSystemNameType SystemName; ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///最大报单引用 TXTPOrderRefType MaxOrderRef; }; ///用户登出请求 struct CXTPUserLogoutField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///全部登出信息 struct CXTPLogoutAllField { ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///系统名称 TXTPSystemNameType SystemName; }; ///强制交易员退出 struct CXTPForceUserLogoutField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///经纪公司用户激活 struct CXTPActivateBrokerUserField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; }; ///输入报单 struct CXTPInputOrderField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///报单引用 TXTPOrderRefType OrderRef; ///用户代码 TXTPUserIDType UserID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///报单价格条件 TXTPOrderPriceTypeType OrderPriceType; ///买卖方向 TXTPDirectionType Direction; ///组合开平标志 TXTPCombOffsetFlagType CombOffsetFlag; ///组合投机套保标志 TXTPCombHedgeFlagType CombHedgeFlag; ///价格 TXTPStockPriceType LimitPrice; ///数量 TXTPVolumeType VolumeTotalOriginal; ///有效期类型 TXTPTimeConditionType TimeCondition; ///GTD日期 TXTPDateType GTDDate; ///成交量类型 TXTPVolumeConditionType VolumeCondition; ///最小成交量 TXTPVolumeType MinVolume; ///触发条件 TXTPContingentConditionType ContingentCondition; ///止损价 TXTPPriceType StopPrice; ///强平原因 TXTPForceCloseReasonType ForceCloseReason; ///自动挂起标志 TXTPBoolType IsAutoSuspend; ///业务单元 TXTPBusinessUnitType BusinessUnit; ///请求编号 TXTPRequestIDType RequestID; ///用户强平标志 TXTPBoolType UserForceClose; }; ///输入报单操作 struct CXTPInputOrderActionField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///报单操作引用 TXTPOrderActionRefType OrderActionRef; ///报单引用 TXTPOrderRefType OrderRef; ///请求编号 TXTPRequestIDType RequestID; ///前置编号 TXTPFrontIDType FrontID; ///会话编号 TXTPSessionIDType SessionID; ///交易所代码 TXTPExchangeIDType ExchangeID; ///操作标志 TXTPActionFlagType ActionFlag; ///价格 TXTPPriceType LimitPrice; ///数量变化 TXTPVolumeType VolumeChange; ///用户代码 TXTPUserIDType UserID; ///合约代码 TXTPInstrumentIDType InstrumentID; ///交易所交易员代码 TXTPTraderIDType BranchPBU; ///本地报单编号 TXTPOrderLocalIDType OrderLocalID; }; ///指定的合约 // struct CXTPSpecificInstrumentField // { // ///合约代码 // TXTPInstrumentIDType InstrumentID; // ///交易所代码 // TXTPExchangeIDType ExchangeID; // }; ///指定的交易所 struct CXTPSpecificExchangeField { ///交易所代码 TXTPExchangeIDType ExchangeID; }; ///行情基础属性 struct CXTPMarketDataBaseField { ///交易日 TXTPDateType TradingDay; ///上次结算价 TXTPPriceType PreSettlementPrice; ///昨收盘 TXTPPriceType PreClosePrice; ///昨持仓量 TXTPLargeVolumeType PreOpenInterest; ///昨虚实度 TXTPRatioType PreDelta; }; ///行情静态属性 struct CXTPMarketDataStaticField { ///今开盘 TXTPPriceType OpenPrice; ///最高价 TXTPPriceType HighestPrice; ///最低价 TXTPPriceType LowestPrice; ///今收盘 TXTPPriceType ClosePrice; ///涨停板价 TXTPPriceType UpperLimitPrice; ///跌停板价 TXTPPriceType LowerLimitPrice; ///本次结算价 TXTPPriceType SettlementPrice; ///今虚实度 TXTPRatioType CurrDelta; }; ///行情最新成交属性 struct CXTPMarketDataLastMatchField { ///最新价 TXTPPriceType LastPrice; ///数量 TXTPVolumeType Volume; ///成交金额 TXTPMoneyType Turnover; ///持仓量 TXTPLargeVolumeType OpenInterest; ///数量(新) TXTPLargeVolumeType Volume_New; }; ///行情最优价属性 struct CXTPMarketDataBestPriceField { ///申买价一 TXTPPriceType BidPrice1; ///申买量一 TXTPVolumeType BidVolume1; ///申卖价一 TXTPPriceType AskPrice1; ///申卖量一 TXTPVolumeType AskVolume1; }; ///行情申买二、三属性 struct CXTPMarketDataBid23Field { ///申买价二 TXTPPriceType BidPrice2; ///申买量二 TXTPVolumeType BidVolume2; ///申买价三 TXTPPriceType BidPrice3; ///申买量三 TXTPVolumeType BidVolume3; }; ///行情申卖二、三属性 struct CXTPMarketDataAsk23Field { ///申卖价二 TXTPPriceType AskPrice2; ///申卖量二 TXTPVolumeType AskVolume2; ///申卖价三 TXTPPriceType AskPrice3; ///申卖量三 TXTPVolumeType AskVolume3; }; ///行情申买四、五属性 struct CXTPMarketDataBid45Field { ///申买价四 TXTPPriceType BidPrice4; ///申买量四 TXTPVolumeType BidVolume4; ///申买价五 TXTPPriceType BidPrice5; ///申买量五 TXTPVolumeType BidVolume5; }; ///行情申卖四、五属性 struct CXTPMarketDataAsk45Field { ///申卖价四 TXTPPriceType AskPrice4; ///申卖量四 TXTPVolumeType AskVolume4; ///申卖价五 TXTPPriceType AskPrice5; ///申卖量五 TXTPVolumeType AskVolume5; }; ///行情更新时间属性 struct CXTPMarketDataUpdateTimeField { ///合约代码 TXTPInstrumentIDType InstrumentID; ///最后修改时间 TXTPTimeType UpdateTime; ///最后修改毫秒 TXTPMillisecType UpdateMillisec; ///业务日期 TXTPDateType ActionDay; }; ///成交均价 struct CXTPMarketDataAveragePriceField { ///当日均价 TXTPPriceType AveragePrice; }; ///行情交易所代码属性 struct CXTPMarketDataExchangeField { ///交易所代码 TXTPExchangeIDType ExchangeID; }; ///信息分发 struct CXTPDisseminationField { ///序列系列号 TXTPSequenceSeriesType SequenceSeries; ///序列号 TXTPSequenceNoType SequenceNo; }; ///资金转账输入 struct CXTPInputFundTransferField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///投资者资金帐号 TXTPAccountIDType AccountID; ///资金帐户密码 TXTPPasswordType Password; ///用户代码 TXTPUserIDType UserID; ///交易金额 TXTPTradeAmountType TradeAmount; ///摘要 TXTPDigestType Digest; ///账户类型 TXTPAccountTypeType AccountType; }; ///资金转账 struct CXTPFundTransferField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///投资者资金帐号 TXTPAccountIDType AccountID; ///资金帐户密码 TXTPPasswordType Password; ///用户代码 TXTPUserIDType UserID; ///交易金额 TXTPTradeAmountType TradeAmount; ///摘要 TXTPDigestType Digest; ///会话编号 TXTPSessionIDType SessionID; ///Liber核心流水号 TXTPLiberSerialType LiberSerial; ///转账平台流水号 TXTPPlateSerialType PlateSerial; ///第三方流水号 TXTPBankSerialType TransferSerial; ///交易日 TXTPDateType TradingDay; ///转账时间 TXTPTimeType TradeTime; ///出入金方向 TXTPFundDirectionType FundDirection; ///错误代码 TXTPErrorIDType ErrorID; ///错误信息 TXTPErrorMsgType ErrorMsg; }; ///资金转账查询请求 struct CXTPQryFundTransferSerialField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者资金帐号 TXTPAccountIDType AccountID; ///账户类型 TXTPAccountTypeType AccountType; }; ///资金内转 struct CXTPFundInterTransferField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///用户代码 TXTPUserIDType UserID; ///资金账户代码 TXTPAccountIDType AccountID; ///资金账户密码 TXTPPasswordType Password; ///金额 TXTPTradeAmountType TradeAmount; ///内转类型 TXTPFundInterTransferTypeType TransferType; ///资金内转编号 TXTPLiberSerialType SerialID; }; ///资金内转流水 struct CXTPFundInterTransferSerialField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; ///用户代码 TXTPUserIDType UserID; ///资金账户代码 TXTPAccountIDType AccountID; ///资金账户密码 TXTPPasswordType Password; ///金额 TXTPTradeAmountType TradeAmount; ///内转类型 TXTPFundInterTransferTypeType TransferType; ///资金内转编号 TXTPLiberSerialType SerialID; ///转账时间 TXTPTimeType TransferTime; ///错误代码 TXTPErrorIDType ErrorID; ///错误信息 TXTPErrorMsgType ErrorMsg; }; ///资金内转流水查询请求 struct CXTPQryFundInterTransferSerialField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///投资者代码 TXTPInvestorIDType InvestorID; }; ///获取数据库信息 struct CXTPFetchDBInfoField { ///用户代码 TXTPUserIDType UserID; ///密码 TXTPPasswordType Password; ///数据库索引 TXTPUserNameType DBIndex; ///数据库IP地址 TXTPIPAddressType IPAddress; ///数据库IP端口 TXTPIPPortType IPPort; ///数据库名称 TXTPUserNameType DBName; ///数据库用户名 TXTPUserIDType DBUserID; ///数据库密码 TXTPPasswordType DBPassword; }; ///MD用户信息 struct CXTPMDUserInfoField { ///经纪公司代码 TXTPBrokerIDType BrokerID; ///用户代码 TXTPUserIDType UserID; ///用户名称 TXTPUserNameType UserName; ///密码 TXTPPasswordType Password; ///行情系统编号 TXTPSequenceNoType MDSysID; ///股票最大订阅数量 TXTPVolumeType MaxStockCount; ///期权最大订阅数量 TXTPVolumeType MaxOptionsCount; }; #endif