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