# encoding: UTF-8 structDict = {} #////////////////////////////////////////////////////////////////////// #@system QuantDo Platform #@company 上海量投网络科技有限公司 #@file QdpFtdcUserApiStruct.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 CQdpFtdcReqUserLoginField = {} #交易日 CQdpFtdcReqUserLoginField["TradingDay"] = "string" #交易用户代码 CQdpFtdcReqUserLoginField["UserID"] = "string" #经纪公司编号 CQdpFtdcReqUserLoginField["BrokerID"] = "string" #密码 CQdpFtdcReqUserLoginField["Password"] = "string" #用户端产品信息 CQdpFtdcReqUserLoginField["UserProductInfo"] = "string" #接口端产品信息 CQdpFtdcReqUserLoginField["InterfaceProductInfo"] = "string" #协议信息 CQdpFtdcReqUserLoginField["ProtocolInfo"] = "string" #IP地址 CQdpFtdcReqUserLoginField["IPAddress"] = "string" #Mac地址 CQdpFtdcReqUserLoginField["MacAddress"] = "string" #数据中心代码 CQdpFtdcReqUserLoginField["DataCenterID"] = "int" #动态密码 CQdpFtdcReqUserLoginField["OneTimePassword"] = "string" #终端IP地址 CQdpFtdcReqUserLoginField["ClientIPAddress"] = "string" structDict['CQdpFtdcReqUserLoginField'] = CQdpFtdcReqUserLoginField #系统用户登录应答 CQdpFtdcRspUserLoginField = {} #交易日 CQdpFtdcRspUserLoginField["TradingDay"] = "string" #经纪公司编号 CQdpFtdcRspUserLoginField["BrokerID"] = "string" #交易用户代码 CQdpFtdcRspUserLoginField["UserID"] = "string" #登录成功时间 CQdpFtdcRspUserLoginField["LoginTime"] = "string" #用户最大本地报单号 CQdpFtdcRspUserLoginField["MaxOrderLocalID"] = "string" #交易系统名称 CQdpFtdcRspUserLoginField["TradingSystemName"] = "string" #数据中心代码 CQdpFtdcRspUserLoginField["DataCenterID"] = "int" #会员私有流当前长度 CQdpFtdcRspUserLoginField["PrivateFlowSize"] = "int" #交易员私有流当前长度 CQdpFtdcRspUserLoginField["UserFlowSize"] = "int" #会话编号 CQdpFtdcRspUserLoginField["SessionID"] = "int" #前置编号 CQdpFtdcRspUserLoginField["FrontID"] = "int" structDict['CQdpFtdcRspUserLoginField'] = CQdpFtdcRspUserLoginField #用户登出请求 CQdpFtdcReqUserLogoutField = {} #经纪公司编号 CQdpFtdcReqUserLogoutField["BrokerID"] = "string" #交易用户代码 CQdpFtdcReqUserLogoutField["UserID"] = "string" structDict['CQdpFtdcReqUserLogoutField'] = CQdpFtdcReqUserLogoutField #用户登出请求 CQdpFtdcRspUserLogoutField = {} #经纪公司编号 CQdpFtdcRspUserLogoutField["BrokerID"] = "string" #交易用户代码 CQdpFtdcRspUserLogoutField["UserID"] = "string" structDict['CQdpFtdcRspUserLogoutField'] = CQdpFtdcRspUserLogoutField #强制用户退出 CQdpFtdcForceUserExitField = {} #经纪公司编号 CQdpFtdcForceUserExitField["BrokerID"] = "string" #交易用户代码 CQdpFtdcForceUserExitField["UserID"] = "string" structDict['CQdpFtdcForceUserExitField'] = CQdpFtdcForceUserExitField #用户口令修改 CQdpFtdcUserPasswordUpdateField = {} #经纪公司编号 CQdpFtdcUserPasswordUpdateField["BrokerID"] = "string" #交易用户代码 CQdpFtdcUserPasswordUpdateField["UserID"] = "string" #旧密码 CQdpFtdcUserPasswordUpdateField["OldPassword"] = "string" #新密码 CQdpFtdcUserPasswordUpdateField["NewPassword"] = "string" structDict['CQdpFtdcUserPasswordUpdateField'] = CQdpFtdcUserPasswordUpdateField #输入报单 CQdpFtdcInputOrderField = {} #经纪公司编号 CQdpFtdcInputOrderField["BrokerID"] = "string" #交易所代码 CQdpFtdcInputOrderField["ExchangeID"] = "string" #系统报单编号 CQdpFtdcInputOrderField["OrderSysID"] = "string" #投资者编号 CQdpFtdcInputOrderField["InvestorID"] = "string" #用户代码 CQdpFtdcInputOrderField["UserID"] = "string" #合约代码 CQdpFtdcInputOrderField["InstrumentID"] = "string" #用户本地报单号 CQdpFtdcInputOrderField["UserOrderLocalID"] = "string" #价格类型 CQdpFtdcInputOrderField["OrderPriceType"] = "char" #买卖方向 CQdpFtdcInputOrderField["Direction"] = "char" #开平标志 CQdpFtdcInputOrderField["OffsetFlag"] = "char" #投机套保标志 CQdpFtdcInputOrderField["HedgeFlag"] = "char" #价格 CQdpFtdcInputOrderField["LimitPrice"] = "float" #数量 CQdpFtdcInputOrderField["Volume"] = "int" #有效期类型 CQdpFtdcInputOrderField["TimeCondition"] = "char" #GTD日期 CQdpFtdcInputOrderField["GTDDate"] = "string" #成交量类型 CQdpFtdcInputOrderField["VolumeCondition"] = "char" #最小成交量 CQdpFtdcInputOrderField["MinVolume"] = "int" #止损价 CQdpFtdcInputOrderField["StopPrice"] = "float" #强平原因 CQdpFtdcInputOrderField["ForceCloseReason"] = "char" #自动挂起标志 CQdpFtdcInputOrderField["IsAutoSuspend"] = "int" #业务单元 CQdpFtdcInputOrderField["BusinessUnit"] = "string" #用户自定义域` CQdpFtdcInputOrderField["UserCustom"] = "string" #营业部代码 CQdpFtdcInputOrderField["BranchID"] = "string" #记录编号 CQdpFtdcInputOrderField["RecNum"] = "int" #业务类别 CQdpFtdcInputOrderField["BusinessType"] = "char" structDict['CQdpFtdcInputOrderField'] = CQdpFtdcInputOrderField #报单操作 CQdpFtdcOrderActionField = {} #交易所代码 CQdpFtdcOrderActionField["ExchangeID"] = "string" #报单编号 CQdpFtdcOrderActionField["OrderSysID"] = "string" #经纪公司编号 CQdpFtdcOrderActionField["BrokerID"] = "string" #投资者编号 CQdpFtdcOrderActionField["InvestorID"] = "string" #用户代码 CQdpFtdcOrderActionField["UserID"] = "string" #合约代码 CQdpFtdcOrderActionField["InstrumentID"] = "string" #本次撤单操作的本地编号 CQdpFtdcOrderActionField["UserOrderActionLocalID"] = "string" #被撤订单的本地报单编号 CQdpFtdcOrderActionField["UserOrderLocalID"] = "string" #报单操作标志 CQdpFtdcOrderActionField["ActionFlag"] = "char" #价格 CQdpFtdcOrderActionField["LimitPrice"] = "float" #数量变化 CQdpFtdcOrderActionField["VolumeChange"] = "int" #记录编号 CQdpFtdcOrderActionField["RecNum"] = "int" #前置编号 CQdpFtdcOrderActionField["FrontID"] = "int" #会话编号 CQdpFtdcOrderActionField["SessionID"] = "int" structDict['CQdpFtdcOrderActionField'] = CQdpFtdcOrderActionField #内存表导出 CQdpFtdcMemDbField = {} #内存表名 CQdpFtdcMemDbField["MemTableName"] = "string" structDict['CQdpFtdcMemDbField'] = CQdpFtdcMemDbField #投资者资金帐户出入金请求 CQdpFtdcReqAccountDepositField = {} #经纪公司编号 CQdpFtdcReqAccountDepositField["BrokerID"] = "string" #资金流水号 CQdpFtdcReqAccountDepositField["AccountSeqNo"] = "string" #资金帐号 CQdpFtdcReqAccountDepositField["AccountID"] = "string" #连续递增的总资金流水号 CQdpFtdcReqAccountDepositField["AccountInsideSeqNo"] = "string" #投资者编号 CQdpFtdcReqAccountDepositField["InvestorID"] = "string" #金额 CQdpFtdcReqAccountDepositField["Amount"] = "float" #出入金方向 CQdpFtdcReqAccountDepositField["AmountDirection"] = "char" #用户代码 CQdpFtdcReqAccountDepositField["UserID"] = "string" structDict['CQdpFtdcReqAccountDepositField'] = CQdpFtdcReqAccountDepositField #投资者资金帐户出入金应答 CQdpFtdcRspAccountDepositField = {} #经纪公司编号 CQdpFtdcRspAccountDepositField["BrokerID"] = "string" #投资者编号 CQdpFtdcRspAccountDepositField["InvestorID"] = "string" #资金帐号 CQdpFtdcRspAccountDepositField["AccountID"] = "string" #资金流水号 CQdpFtdcRspAccountDepositField["AccountSeqNo"] = "string" #连续递增的总资金流水号 CQdpFtdcRspAccountDepositField["AccountInsideSeqNo"] = "string" #金额 CQdpFtdcRspAccountDepositField["Amount"] = "float" #出入金方向 CQdpFtdcRspAccountDepositField["AmountDirection"] = "char" #可用资金 CQdpFtdcRspAccountDepositField["Available"] = "float" #结算准备金 CQdpFtdcRspAccountDepositField["Balance"] = "float" #用户代码 CQdpFtdcRspAccountDepositField["UserID"] = "string" structDict['CQdpFtdcRspAccountDepositField'] = CQdpFtdcRspAccountDepositField #期货发起转账请求 CQdpFtdcReqTransferField = {} #业务功能码 CQdpFtdcReqTransferField["TradeCode"] = "string" #银行代码 CQdpFtdcReqTransferField["BankID"] = "string" #银行分支机构代码 CQdpFtdcReqTransferField["BankBrchID"] = "string" #经纪公司编号 CQdpFtdcReqTransferField["BrokerID"] = "string" #期商分支机构代码 CQdpFtdcReqTransferField["BrokerBranchID"] = "string" #交易日期 CQdpFtdcReqTransferField["TradeDate"] = "string" #交易时间 CQdpFtdcReqTransferField["TradingTime"] = "string" #银行流水号 CQdpFtdcReqTransferField["BankSerial"] = "string" #交易系统日期 CQdpFtdcReqTransferField["TradingDay"] = "string" #银期平台消息流水号 CQdpFtdcReqTransferField["PlateSerial"] = "int" #最后分片标志 CQdpFtdcReqTransferField["LastFragment"] = "char" #会话号 CQdpFtdcReqTransferField["SessionID"] = "int" #客户姓名 CQdpFtdcReqTransferField["CustomerName"] = "string" #证件类型 CQdpFtdcReqTransferField["IdCardType"] = "string" #证件号码 CQdpFtdcReqTransferField["IdentifiedCardNo"] = "string" #客户类型 CQdpFtdcReqTransferField["CustType"] = "string" #银行账号 CQdpFtdcReqTransferField["BankAccount"] = "string" #银行密码 CQdpFtdcReqTransferField["BankPassWord"] = "string" #资金账号 CQdpFtdcReqTransferField["AccountID"] = "string" #投资者编号 CQdpFtdcReqTransferField["InvestorID"] = "string" #期货密码 CQdpFtdcReqTransferField["Password"] = "string" #安装编号 CQdpFtdcReqTransferField["InstallID"] = "int" #期货公司流水号 CQdpFtdcReqTransferField["FutureSerial"] = "int" #交易员 CQdpFtdcReqTransferField["UserID"] = "string" #验证客户证件号码标志 CQdpFtdcReqTransferField["VerifyCertNoFlag"] = "string" #币种代码 CQdpFtdcReqTransferField["Currency"] = "string" #转账金额 CQdpFtdcReqTransferField["TradeAmount"] = "float" #期货可取金额 CQdpFtdcReqTransferField["FutureFetchAmount"] = "float" #费用支付标志 CQdpFtdcReqTransferField["FeePayFlag"] = "char" #应收客户费用 CQdpFtdcReqTransferField["CustFee"] = "float" #应收期货公司费用 CQdpFtdcReqTransferField["BrokerFee"] = "float" #发送方给接收方的消息 CQdpFtdcReqTransferField["Message"] = "string" #摘要 CQdpFtdcReqTransferField["Digest"] = "string" #银行账号类型 CQdpFtdcReqTransferField["BankAccType"] = "char" #渠道标志 CQdpFtdcReqTransferField["DeviceID"] = "string" #期货单位账号类型 CQdpFtdcReqTransferField["BankSecuAccType"] = "char" #期货公司银行编码 CQdpFtdcReqTransferField["BankCodingForFuture"] = "string" #期货单位账号 CQdpFtdcReqTransferField["BankSecuAcc"] = "string" #银行密码标志 CQdpFtdcReqTransferField["BankPwdFlag"] = "char" #期货资金密码核对标志 CQdpFtdcReqTransferField["SecuPwdFlag"] = "char" #交易柜员 CQdpFtdcReqTransferField["OperNo"] = "string" #请求编号 CQdpFtdcReqTransferField["RequestID"] = "int" #交易ID CQdpFtdcReqTransferField["TID"] = "int" #转账交易状态 CQdpFtdcReqTransferField["TransferStatus"] = "char" structDict['CQdpFtdcReqTransferField'] = CQdpFtdcReqTransferField #期货发起转账通知 CQdpFtdcRspTransferField = {} #业务功能码 CQdpFtdcRspTransferField["TradeCode"] = "string" #银行代码 CQdpFtdcRspTransferField["BankID"] = "string" #银行分支机构代码 CQdpFtdcRspTransferField["BankBrchID"] = "string" #经纪公司编号 CQdpFtdcRspTransferField["BrokerID"] = "string" #期商分支机构代码 CQdpFtdcRspTransferField["BrokerBranchID"] = "string" #交易日期 CQdpFtdcRspTransferField["TradeDate"] = "string" #交易时间 CQdpFtdcRspTransferField["TradingTime"] = "string" #银行流水号 CQdpFtdcRspTransferField["BankSerial"] = "string" #交易系统日期 CQdpFtdcRspTransferField["TradingDay"] = "string" #银期平台消息流水号 CQdpFtdcRspTransferField["PlateSerial"] = "int" #最后分片标志 CQdpFtdcRspTransferField["LastFragment"] = "char" #会话号 CQdpFtdcRspTransferField["SessionID"] = "int" #客户姓名 CQdpFtdcRspTransferField["CustomerName"] = "string" #证件类型 CQdpFtdcRspTransferField["IdCardType"] = "string" #证件号码 CQdpFtdcRspTransferField["IdentifiedCardNo"] = "string" #客户类型 CQdpFtdcRspTransferField["CustType"] = "string" #银行账号 CQdpFtdcRspTransferField["BankAccount"] = "string" #银行密码 CQdpFtdcRspTransferField["BankPassWord"] = "string" #资金账号 CQdpFtdcRspTransferField["AccountID"] = "string" #投资者编号 CQdpFtdcRspTransferField["InvestorID"] = "string" #期货密码 CQdpFtdcRspTransferField["Password"] = "string" #安装编号 CQdpFtdcRspTransferField["InstallID"] = "int" #期货公司流水号 CQdpFtdcRspTransferField["FutureSerial"] = "int" #交易员 CQdpFtdcRspTransferField["UserID"] = "string" #验证客户证件号码标志 CQdpFtdcRspTransferField["VerifyCertNoFlag"] = "string" #币种代码 CQdpFtdcRspTransferField["Currency"] = "string" #转账金额 CQdpFtdcRspTransferField["TradeAmount"] = "float" #期货可取金额 CQdpFtdcRspTransferField["FutureFetchAmount"] = "float" #费用支付标志 CQdpFtdcRspTransferField["FeePayFlag"] = "char" #应收客户费用 CQdpFtdcRspTransferField["CustFee"] = "float" #应收期货公司费用 CQdpFtdcRspTransferField["BrokerFee"] = "float" #发送方给接收方的消息 CQdpFtdcRspTransferField["Message"] = "string" #摘要 CQdpFtdcRspTransferField["Digest"] = "string" #银行账号类型 CQdpFtdcRspTransferField["BankAccType"] = "char" #渠道标志 CQdpFtdcRspTransferField["DeviceID"] = "string" #期货单位账号类型 CQdpFtdcRspTransferField["BankSecuAccType"] = "char" #期货公司银行编码 CQdpFtdcRspTransferField["BankCodingForFuture"] = "string" #期货单位账号 CQdpFtdcRspTransferField["BankSecuAcc"] = "string" #银行密码标志 CQdpFtdcRspTransferField["BankPwdFlag"] = "char" #期货资金密码核对标志 CQdpFtdcRspTransferField["SecuPwdFlag"] = "char" #交易柜员 CQdpFtdcRspTransferField["OperNo"] = "string" #请求编号 CQdpFtdcRspTransferField["RequestID"] = "int" #交易ID CQdpFtdcRspTransferField["TID"] = "int" #转账交易状态 CQdpFtdcRspTransferField["TransferStatus"] = "char" #错误代码 CQdpFtdcRspTransferField["ErrorID"] = "int" #错误信息 CQdpFtdcRspTransferField["ErrorMsg"] = "string" structDict['CQdpFtdcRspTransferField'] = CQdpFtdcRspTransferField #期货发起查询银行余额通知 CQdpFtdcNotifyQueryAccountField = {} #业务功能码 CQdpFtdcNotifyQueryAccountField["TradeCode"] = "string" #银行代码 CQdpFtdcNotifyQueryAccountField["BankID"] = "string" #银行分中心代码 CQdpFtdcNotifyQueryAccountField["BankBrchID"] = "string" #经纪公司编号 CQdpFtdcNotifyQueryAccountField["BrokerID"] = "string" #期商分支机构代码 CQdpFtdcNotifyQueryAccountField["BrokerBranchID"] = "string" #交易日期 CQdpFtdcNotifyQueryAccountField["TradeDate"] = "string" #交易时间 CQdpFtdcNotifyQueryAccountField["TradeTime"] = "string" #银行流水号 CQdpFtdcNotifyQueryAccountField["BankSerial"] = "string" #交易系统日期 CQdpFtdcNotifyQueryAccountField["TradingDay"] = "string" #银期平台消息流水号 CQdpFtdcNotifyQueryAccountField["PlateSerial"] = "int" #最后分片标志 CQdpFtdcNotifyQueryAccountField["LastFragment"] = "char" #会话号 CQdpFtdcNotifyQueryAccountField["SessionID"] = "int" #客户姓名 CQdpFtdcNotifyQueryAccountField["CustomerName"] = "string" #证件类型 CQdpFtdcNotifyQueryAccountField["IdCardType"] = "string" #证件号码 CQdpFtdcNotifyQueryAccountField["IdentifiedCardNo"] = "string" #客户类型 CQdpFtdcNotifyQueryAccountField["CustType"] = "string" #银行账号 CQdpFtdcNotifyQueryAccountField["BankAccount"] = "string" #银行密码 CQdpFtdcNotifyQueryAccountField["BankPassWord"] = "string" #资金账号 CQdpFtdcNotifyQueryAccountField["AccountID"] = "string" #投资者编号 CQdpFtdcNotifyQueryAccountField["InvestorID"] = "string" #期货密码 CQdpFtdcNotifyQueryAccountField["Password"] = "string" #期货公司流水号 CQdpFtdcNotifyQueryAccountField["FutureSerial"] = "int" #安装编号 CQdpFtdcNotifyQueryAccountField["InstallID"] = "int" #交易员 CQdpFtdcNotifyQueryAccountField["UserID"] = "string" #验证客户证件号码标志 CQdpFtdcNotifyQueryAccountField["VerifyCertNoFlag"] = "string" #币种代码 CQdpFtdcNotifyQueryAccountField["Currency"] = "string" #摘要 CQdpFtdcNotifyQueryAccountField["Digest"] = "string" #银行账号类型 CQdpFtdcNotifyQueryAccountField["BankAccType"] = "char" #渠道标志 CQdpFtdcNotifyQueryAccountField["DeviceID"] = "string" #期货单位账号类型 CQdpFtdcNotifyQueryAccountField["BankSecuAccType"] = "char" #期货公司银行编码 CQdpFtdcNotifyQueryAccountField["BankCodingForFuture"] = "string" #期货单位账号 CQdpFtdcNotifyQueryAccountField["BankSecuAcc"] = "string" #银行密码标志 CQdpFtdcNotifyQueryAccountField["BankPwdFlag"] = "char" #期货资金密码核对标志 CQdpFtdcNotifyQueryAccountField["SecuPwdFlag"] = "char" #交易柜员 CQdpFtdcNotifyQueryAccountField["OperNo"] = "string" #请求编号 CQdpFtdcNotifyQueryAccountField["RequestID"] = "int" #交易ID CQdpFtdcNotifyQueryAccountField["TID"] = "int" #银行可用金额 CQdpFtdcNotifyQueryAccountField["BankUseAmount"] = "float" #银行可取金额 CQdpFtdcNotifyQueryAccountField["BankFetchAmount"] = "float" #错误代码 CQdpFtdcNotifyQueryAccountField["ErrorID"] = "int" #错误信息 CQdpFtdcNotifyQueryAccountField["ErrorMsg"] = "string" structDict['CQdpFtdcNotifyQueryAccountField'] = CQdpFtdcNotifyQueryAccountField #响应信息 CQdpFtdcRspInfoField = {} #错误代码 CQdpFtdcRspInfoField["ErrorID"] = "int" #错误信息 CQdpFtdcRspInfoField["ErrorMsg"] = "string" structDict['CQdpFtdcRspInfoField'] = CQdpFtdcRspInfoField #报单查询 CQdpFtdcQryOrderField = {} #经纪公司编号 CQdpFtdcQryOrderField["BrokerID"] = "string" #用户代码 CQdpFtdcQryOrderField["UserID"] = "string" #交易所代码 CQdpFtdcQryOrderField["ExchangeID"] = "string" #投资者编号 CQdpFtdcQryOrderField["InvestorID"] = "string" #报单编号 CQdpFtdcQryOrderField["OrderSysID"] = "string" #合约代码 CQdpFtdcQryOrderField["InstrumentID"] = "string" structDict['CQdpFtdcQryOrderField'] = CQdpFtdcQryOrderField #成交查询 CQdpFtdcQryTradeField = {} #经纪公司编号 CQdpFtdcQryTradeField["BrokerID"] = "string" #用户代码 CQdpFtdcQryTradeField["UserID"] = "string" #交易所代码 CQdpFtdcQryTradeField["ExchangeID"] = "string" #投资者编号 CQdpFtdcQryTradeField["InvestorID"] = "string" #成交编号 CQdpFtdcQryTradeField["TradeID"] = "string" #合约代码 CQdpFtdcQryTradeField["InstrumentID"] = "string" structDict['CQdpFtdcQryTradeField'] = CQdpFtdcQryTradeField #合约查询 CQdpFtdcQryInstrumentField = {} #交易所代码 CQdpFtdcQryInstrumentField["ExchangeID"] = "string" #产品代码 CQdpFtdcQryInstrumentField["ProductID"] = "string" #合约代码 CQdpFtdcQryInstrumentField["InstrumentID"] = "string" structDict['CQdpFtdcQryInstrumentField'] = CQdpFtdcQryInstrumentField #合约查询应答 CQdpFtdcRspInstrumentField = {} #交易所代码 CQdpFtdcRspInstrumentField["ExchangeID"] = "string" #品种代码 CQdpFtdcRspInstrumentField["ProductID"] = "string" #品种名称 CQdpFtdcRspInstrumentField["ProductName"] = "string" #合约代码 CQdpFtdcRspInstrumentField["InstrumentID"] = "string" #合约名称 CQdpFtdcRspInstrumentField["InstrumentName"] = "string" #交割年份 CQdpFtdcRspInstrumentField["DeliveryYear"] = "int" #交割月 CQdpFtdcRspInstrumentField["DeliveryMonth"] = "int" #限价单最大下单量 CQdpFtdcRspInstrumentField["MaxLimitOrderVolume"] = "int" #限价单最小下单量 CQdpFtdcRspInstrumentField["MinLimitOrderVolume"] = "int" #市价单最大下单量 CQdpFtdcRspInstrumentField["MaxMarketOrderVolume"] = "int" #市价单最小下单量 CQdpFtdcRspInstrumentField["MinMarketOrderVolume"] = "int" #数量乘数 CQdpFtdcRspInstrumentField["VolumeMultiple"] = "int" #报价单位 CQdpFtdcRspInstrumentField["PriceTick"] = "float" #币种 CQdpFtdcRspInstrumentField["Currency"] = "char" #多头限仓 CQdpFtdcRspInstrumentField["LongPosLimit"] = "int" #空头限仓 CQdpFtdcRspInstrumentField["ShortPosLimit"] = "int" #跌停板价 CQdpFtdcRspInstrumentField["LowerLimitPrice"] = "float" #涨停板价 CQdpFtdcRspInstrumentField["UpperLimitPrice"] = "float" #昨结算 CQdpFtdcRspInstrumentField["PreSettlementPrice"] = "float" #合约交易状态 CQdpFtdcRspInstrumentField["InstrumentStatus"] = "char" #创建日 CQdpFtdcRspInstrumentField["CreateDate"] = "string" #上市日 CQdpFtdcRspInstrumentField["OpenDate"] = "string" #到期日 CQdpFtdcRspInstrumentField["ExpireDate"] = "string" #开始交割日 CQdpFtdcRspInstrumentField["StartDelivDate"] = "string" #最后交割日 CQdpFtdcRspInstrumentField["EndDelivDate"] = "string" #挂牌基准价 CQdpFtdcRspInstrumentField["BasisPrice"] = "float" #当前是否交易 CQdpFtdcRspInstrumentField["IsTrading"] = "int" #基础商品代码 CQdpFtdcRspInstrumentField["UnderlyingInstrID"] = "string" #基础商品乘数 CQdpFtdcRspInstrumentField["UnderlyingMultiple"] = "int" #持仓类型 CQdpFtdcRspInstrumentField["PositionType"] = "char" #执行价 CQdpFtdcRspInstrumentField["StrikePrice"] = "float" #期权类型 CQdpFtdcRspInstrumentField["OptionsType"] = "char" #产品类型 CQdpFtdcRspInstrumentField["ProductClass"] = "char" structDict['CQdpFtdcRspInstrumentField'] = CQdpFtdcRspInstrumentField #合约状态 CQdpFtdcInstrumentStatusField = {} #交易所代码 CQdpFtdcInstrumentStatusField["ExchangeID"] = "string" #品种代码 CQdpFtdcInstrumentStatusField["ProductID"] = "string" #品种名称 CQdpFtdcInstrumentStatusField["ProductName"] = "string" #合约代码 CQdpFtdcInstrumentStatusField["InstrumentID"] = "string" #合约名称 CQdpFtdcInstrumentStatusField["InstrumentName"] = "string" #交割年份 CQdpFtdcInstrumentStatusField["DeliveryYear"] = "int" #交割月 CQdpFtdcInstrumentStatusField["DeliveryMonth"] = "int" #限价单最大下单量 CQdpFtdcInstrumentStatusField["MaxLimitOrderVolume"] = "int" #限价单最小下单量 CQdpFtdcInstrumentStatusField["MinLimitOrderVolume"] = "int" #市价单最大下单量 CQdpFtdcInstrumentStatusField["MaxMarketOrderVolume"] = "int" #市价单最小下单量 CQdpFtdcInstrumentStatusField["MinMarketOrderVolume"] = "int" #数量乘数 CQdpFtdcInstrumentStatusField["VolumeMultiple"] = "int" #报价单位 CQdpFtdcInstrumentStatusField["PriceTick"] = "float" #币种 CQdpFtdcInstrumentStatusField["Currency"] = "char" #多头限仓 CQdpFtdcInstrumentStatusField["LongPosLimit"] = "int" #空头限仓 CQdpFtdcInstrumentStatusField["ShortPosLimit"] = "int" #跌停板价 CQdpFtdcInstrumentStatusField["LowerLimitPrice"] = "float" #涨停板价 CQdpFtdcInstrumentStatusField["UpperLimitPrice"] = "float" #昨结算 CQdpFtdcInstrumentStatusField["PreSettlementPrice"] = "float" #合约交易状态 CQdpFtdcInstrumentStatusField["InstrumentStatus"] = "char" #创建日 CQdpFtdcInstrumentStatusField["CreateDate"] = "string" #上市日 CQdpFtdcInstrumentStatusField["OpenDate"] = "string" #到期日 CQdpFtdcInstrumentStatusField["ExpireDate"] = "string" #开始交割日 CQdpFtdcInstrumentStatusField["StartDelivDate"] = "string" #最后交割日 CQdpFtdcInstrumentStatusField["EndDelivDate"] = "string" #挂牌基准价 CQdpFtdcInstrumentStatusField["BasisPrice"] = "float" #当前是否交易 CQdpFtdcInstrumentStatusField["IsTrading"] = "int" #基础商品代码 CQdpFtdcInstrumentStatusField["UnderlyingInstrID"] = "string" #基础商品乘数 CQdpFtdcInstrumentStatusField["UnderlyingMultiple"] = "int" #持仓类型 CQdpFtdcInstrumentStatusField["PositionType"] = "char" #执行价 CQdpFtdcInstrumentStatusField["StrikePrice"] = "float" #期权类型 CQdpFtdcInstrumentStatusField["OptionsType"] = "char" #产品类型 CQdpFtdcInstrumentStatusField["ProductClass"] = "char" structDict['CQdpFtdcInstrumentStatusField'] = CQdpFtdcInstrumentStatusField #投资者资金查询 CQdpFtdcQryInvestorAccountField = {} #经纪公司编号 CQdpFtdcQryInvestorAccountField["BrokerID"] = "string" #用户代码 CQdpFtdcQryInvestorAccountField["UserID"] = "string" #投资者编号 CQdpFtdcQryInvestorAccountField["InvestorID"] = "string" structDict['CQdpFtdcQryInvestorAccountField'] = CQdpFtdcQryInvestorAccountField #投资者资金应答 CQdpFtdcRspInvestorAccountField = {} #经纪公司编号 CQdpFtdcRspInvestorAccountField["BrokerID"] = "string" #投资者编号 CQdpFtdcRspInvestorAccountField["InvestorID"] = "string" #资金帐号 CQdpFtdcRspInvestorAccountField["AccountID"] = "string" #上次结算准备金 CQdpFtdcRspInvestorAccountField["PreBalance"] = "float" #上日可用资金 CQdpFtdcRspInvestorAccountField["PreAvailable"] = "float" #入金金额 CQdpFtdcRspInvestorAccountField["Deposit"] = "float" #出金金额 CQdpFtdcRspInvestorAccountField["Withdraw"] = "float" #占用保证金 CQdpFtdcRspInvestorAccountField["Margin"] = "float" #期权权利金收支 CQdpFtdcRspInvestorAccountField["Premium"] = "float" #手续费 CQdpFtdcRspInvestorAccountField["Fee"] = "float" #冻结的保证金 CQdpFtdcRspInvestorAccountField["FrozenMargin"] = "float" #冻结权利金 CQdpFtdcRspInvestorAccountField["FrozenPremium"] = "float" #冻结手续费 CQdpFtdcRspInvestorAccountField["FrozenFee"] = "float" #平仓盈亏 CQdpFtdcRspInvestorAccountField["CloseProfit"] = "float" #持仓盈亏 CQdpFtdcRspInvestorAccountField["PositionProfit"] = "float" #可用资金 CQdpFtdcRspInvestorAccountField["Available"] = "float" #结算准备金 CQdpFtdcRspInvestorAccountField["Balance"] = "float" #多头占用保证金 CQdpFtdcRspInvestorAccountField["LongMargin"] = "float" #空头占用保证金 CQdpFtdcRspInvestorAccountField["ShortMargin"] = "float" #多头冻结的保证金 CQdpFtdcRspInvestorAccountField["LongFrozenMargin"] = "float" #空头冻结的保证金 CQdpFtdcRspInvestorAccountField["ShortFrozenMargin"] = "float" #动态权益 CQdpFtdcRspInvestorAccountField["DynamicRights"] = "float" #风险度 CQdpFtdcRspInvestorAccountField["Risk"] = "float" #其他费用 CQdpFtdcRspInvestorAccountField["OtherFee"] = "float" #质押金额 CQdpFtdcRspInvestorAccountField["Mortgage"] = "float" #币种 CQdpFtdcRspInvestorAccountField["Currency"] = "string" structDict['CQdpFtdcRspInvestorAccountField'] = CQdpFtdcRspInvestorAccountField #可用投资者查询 CQdpFtdcQryUserInvestorField = {} #经纪公司编号 CQdpFtdcQryUserInvestorField["BrokerID"] = "string" #用户代码 CQdpFtdcQryUserInvestorField["UserID"] = "string" structDict['CQdpFtdcQryUserInvestorField'] = CQdpFtdcQryUserInvestorField #可用投资者应答 CQdpFtdcRspUserInvestorField = {} #经纪公司编号 CQdpFtdcRspUserInvestorField["BrokerID"] = "string" #交易用户代码 CQdpFtdcRspUserInvestorField["UserID"] = "string" #投资者编号 CQdpFtdcRspUserInvestorField["InvestorID"] = "string" structDict['CQdpFtdcRspUserInvestorField'] = CQdpFtdcRspUserInvestorField #交易编码查询 CQdpFtdcQryTradingCodeField = {} #经纪公司编号 CQdpFtdcQryTradingCodeField["BrokerID"] = "string" #用户代码 CQdpFtdcQryTradingCodeField["UserID"] = "string" #投资者编号 CQdpFtdcQryTradingCodeField["InvestorID"] = "string" #交易所代码 CQdpFtdcQryTradingCodeField["ExchangeID"] = "string" structDict['CQdpFtdcQryTradingCodeField'] = CQdpFtdcQryTradingCodeField #交易编码查询 CQdpFtdcRspTradingCodeField = {} #经纪公司编号 CQdpFtdcRspTradingCodeField["BrokerID"] = "string" #投资者编号 CQdpFtdcRspTradingCodeField["InvestorID"] = "string" #资金帐号 CQdpFtdcRspTradingCodeField["AccountID"] = "string" #交易所代码 CQdpFtdcRspTradingCodeField["ExchangeID"] = "string" #会员编号 CQdpFtdcRspTradingCodeField["ParticipantID"] = "string" #客户代码 CQdpFtdcRspTradingCodeField["ClientID"] = "string" #客户代码权限 CQdpFtdcRspTradingCodeField["ClientRight"] = "char" #客户类型 CQdpFtdcRspTradingCodeField["ClientType"] = "string" #客户保值类型 CQdpFtdcRspTradingCodeField["ClientHedgeFlag"] = "char" #是否活跃 CQdpFtdcRspTradingCodeField["IsActive"] = "char" structDict['CQdpFtdcRspTradingCodeField'] = CQdpFtdcRspTradingCodeField #交易所查询请求 CQdpFtdcQryExchangeField = {} #交易所代码 CQdpFtdcQryExchangeField["ExchangeID"] = "string" structDict['CQdpFtdcQryExchangeField'] = CQdpFtdcQryExchangeField #交易所查询应答 CQdpFtdcRspExchangeField = {} #交易日 CQdpFtdcRspExchangeField["TradingDay"] = "string" #交易所代码 CQdpFtdcRspExchangeField["ExchangeID"] = "string" #交易所名称 CQdpFtdcRspExchangeField["ExchangeName"] = "string" structDict['CQdpFtdcRspExchangeField'] = CQdpFtdcRspExchangeField #投资者持仓查询请求 CQdpFtdcQryInvestorPositionField = {} #经纪公司编号 CQdpFtdcQryInvestorPositionField["BrokerID"] = "string" #用户代码 CQdpFtdcQryInvestorPositionField["UserID"] = "string" #交易所代码 CQdpFtdcQryInvestorPositionField["ExchangeID"] = "string" #投资者编号 CQdpFtdcQryInvestorPositionField["InvestorID"] = "string" #合约代码 CQdpFtdcQryInvestorPositionField["InstrumentID"] = "string" structDict['CQdpFtdcQryInvestorPositionField'] = CQdpFtdcQryInvestorPositionField #投资者持仓查询应答 CQdpFtdcRspInvestorPositionField = {} #经纪公司编号 CQdpFtdcRspInvestorPositionField["BrokerID"] = "string" #交易所代码 CQdpFtdcRspInvestorPositionField["ExchangeID"] = "string" #投资者编号 CQdpFtdcRspInvestorPositionField["InvestorID"] = "string" #会员编号 CQdpFtdcRspInvestorPositionField["ParticipantID"] = "string" #客户代码 CQdpFtdcRspInvestorPositionField["ClientID"] = "string" #合约代码 CQdpFtdcRspInvestorPositionField["InstrumentID"] = "string" #买卖方向 CQdpFtdcRspInvestorPositionField["Direction"] = "char" #投机套保标志 CQdpFtdcRspInvestorPositionField["HedgeFlag"] = "char" #占用保证金 CQdpFtdcRspInvestorPositionField["UsedMargin"] = "float" #总持仓量 CQdpFtdcRspInvestorPositionField["Position"] = "int" #今日持仓成本 CQdpFtdcRspInvestorPositionField["PositionCost"] = "float" #昨持仓量(不变值) CQdpFtdcRspInvestorPositionField["YdPosition"] = "int" #昨日持仓成本 CQdpFtdcRspInvestorPositionField["YdPositionCost"] = "float" #冻结的保证金 CQdpFtdcRspInvestorPositionField["FrozenMargin"] = "float" #开仓冻结持仓 CQdpFtdcRspInvestorPositionField["FrozenPosition"] = "int" #平仓冻结持仓 CQdpFtdcRspInvestorPositionField["FrozenClosing"] = "int" #冻结的权利金 CQdpFtdcRspInvestorPositionField["FrozenPremium"] = "float" #最后一笔成交编号 CQdpFtdcRspInvestorPositionField["LastTradeID"] = "string" #最后一笔本地报单编号 CQdpFtdcRspInvestorPositionField["LastOrderLocalID"] = "string" #币种 CQdpFtdcRspInvestorPositionField["Currency"] = "string" #持仓盈亏 CQdpFtdcRspInvestorPositionField["PositionProfit"] = "float" #今持仓量 CQdpFtdcRspInvestorPositionField["TodayPosition"] = "int" #今仓平仓冻结 CQdpFtdcRspInvestorPositionField["FrozenTodayClosing"] = "int" structDict['CQdpFtdcRspInvestorPositionField'] = CQdpFtdcRspInvestorPositionField #用户查询 CQdpFtdcQryUserField = {} #交易用户代码 CQdpFtdcQryUserField["StartUserID"] = "string" #交易用户代码 CQdpFtdcQryUserField["EndUserID"] = "string" structDict['CQdpFtdcQryUserField'] = CQdpFtdcQryUserField #用户 CQdpFtdcUserField = {} #经纪公司编号 CQdpFtdcUserField["BrokerID"] = "string" #用户代码 CQdpFtdcUserField["UserID"] = "string" #用户登录密码 CQdpFtdcUserField["Password"] = "string" #是否活跃 CQdpFtdcUserField["IsActive"] = "char" #用户名称 CQdpFtdcUserField["UserName"] = "string" #用户类型 CQdpFtdcUserField["UserType"] = "char" #营业部 CQdpFtdcUserField["Department"] = "string" #授权功能集 CQdpFtdcUserField["GrantFuncSet"] = "string" structDict['CQdpFtdcUserField'] = CQdpFtdcUserField #投资者手续费率查询 CQdpFtdcQryInvestorFeeField = {} #经纪公司编号 CQdpFtdcQryInvestorFeeField["BrokerID"] = "string" #用户代码 CQdpFtdcQryInvestorFeeField["UserID"] = "string" #投资者编号 CQdpFtdcQryInvestorFeeField["InvestorID"] = "string" #交易所代码 CQdpFtdcQryInvestorFeeField["ExchangeID"] = "string" #合约代码 CQdpFtdcQryInvestorFeeField["InstrumentID"] = "string" #投机套保标志 CQdpFtdcQryInvestorFeeField["HedgeFlag"] = "char" structDict['CQdpFtdcQryInvestorFeeField'] = CQdpFtdcQryInvestorFeeField #投资者手续费率 CQdpFtdcInvestorFeeField = {} #经纪公司编号 CQdpFtdcInvestorFeeField["BrokerID"] = "string" #交易所代码 CQdpFtdcInvestorFeeField["ExchangeID"] = "string" #投资者编码 CQdpFtdcInvestorFeeField["InvestorID"] = "string" #合约代码 CQdpFtdcInvestorFeeField["InstrumentID"] = "string" #投机套保标志 CQdpFtdcInvestorFeeField["HedgeFlag"] = "char" #开仓手续费按比例 CQdpFtdcInvestorFeeField["OpenFeeRate"] = "float" #开仓手续费按手数 CQdpFtdcInvestorFeeField["OpenFeeAmt"] = "float" #平仓手续费按比例 CQdpFtdcInvestorFeeField["OffsetFeeRate"] = "float" #平仓手续费按手数 CQdpFtdcInvestorFeeField["OffsetFeeAmt"] = "float" #平今仓手续费按比例 CQdpFtdcInvestorFeeField["OTFeeRate"] = "float" #平今仓手续费按手数 CQdpFtdcInvestorFeeField["OTFeeAmt"] = "float" structDict['CQdpFtdcInvestorFeeField'] = CQdpFtdcInvestorFeeField #投资者保证金率查询 CQdpFtdcQryInvestorMarginField = {} #经纪公司编号 CQdpFtdcQryInvestorMarginField["BrokerID"] = "string" #用户代码 CQdpFtdcQryInvestorMarginField["UserID"] = "string" #投资者编号 CQdpFtdcQryInvestorMarginField["InvestorID"] = "string" #交易所代码 CQdpFtdcQryInvestorMarginField["ExchangeID"] = "string" #合约代码 CQdpFtdcQryInvestorMarginField["InstrumentID"] = "string" #投机套保标志 CQdpFtdcQryInvestorMarginField["HedgeFlag"] = "char" structDict['CQdpFtdcQryInvestorMarginField'] = CQdpFtdcQryInvestorMarginField #投资者保证金率 CQdpFtdcInvestorMarginField = {} #经纪公司编号 CQdpFtdcInvestorMarginField["BrokerID"] = "string" #交易所代码 CQdpFtdcInvestorMarginField["ExchangeID"] = "string" #投资者编码 CQdpFtdcInvestorMarginField["InvestorID"] = "string" #合约代码 CQdpFtdcInvestorMarginField["InstrumentID"] = "string" #投机套保标志 CQdpFtdcInvestorMarginField["HedgeFlag"] = "char" #多头占用保证金按比例 CQdpFtdcInvestorMarginField["LongMarginRate"] = "float" #多头保证金按手数 CQdpFtdcInvestorMarginField["LongMarginAmt"] = "float" #空头占用保证金按比例 CQdpFtdcInvestorMarginField["ShortMarginRate"] = "float" #空头保证金按手数 CQdpFtdcInvestorMarginField["ShortMarginAmt"] = "float" structDict['CQdpFtdcInvestorMarginField'] = CQdpFtdcInvestorMarginField #交易所时间偏差查询请求 CQdpFtdcQryExchangeDiffTimeField = {} #交易所代码 CQdpFtdcQryExchangeDiffTimeField["ExchangeID"] = "string" structDict['CQdpFtdcQryExchangeDiffTimeField'] = CQdpFtdcQryExchangeDiffTimeField #交易所时间偏差查询应答 CQdpFtdcRspExchangeDiffTimeField = {} #交易日 CQdpFtdcRspExchangeDiffTimeField["TradingDay"] = "string" #交易所代码 CQdpFtdcRspExchangeDiffTimeField["ExchangeID"] = "string" #交易所时间 CQdpFtdcRspExchangeDiffTimeField["ExchangeTime"] = "string" #偏差时间 CQdpFtdcRspExchangeDiffTimeField["DiffSnd"] = "int" structDict['CQdpFtdcRspExchangeDiffTimeField'] = CQdpFtdcRspExchangeDiffTimeField #查询签约银行请求 CQdpFtdcQryContractBankField = {} #经纪公司编号 CQdpFtdcQryContractBankField["BrokerID"] = "string" #交易员 CQdpFtdcQryContractBankField["UserID"] = "string" #投资者编号 CQdpFtdcQryContractBankField["InvestorID"] = "string" #币种 CQdpFtdcQryContractBankField["Currency"] = "string" #银行代码 CQdpFtdcQryContractBankField["BankID"] = "string" #银行分中心代码 CQdpFtdcQryContractBankField["BankBrchID"] = "string" structDict['CQdpFtdcQryContractBankField'] = CQdpFtdcQryContractBankField #查询签约银行应答 CQdpFtdcContractBankField = {} #经纪公司编号 CQdpFtdcContractBankField["BrokerID"] = "string" #投资者编号 CQdpFtdcContractBankField["InvestorID"] = "string" #资金账号 CQdpFtdcContractBankField["AccountID"] = "string" #币种 CQdpFtdcContractBankField["Currency"] = "string" #银行代码 CQdpFtdcContractBankField["BankID"] = "string" #银行分中心代码 CQdpFtdcContractBankField["BankBrchID"] = "string" #银行简称 CQdpFtdcContractBankField["BankName"] = "string" structDict['CQdpFtdcContractBankField'] = CQdpFtdcContractBankField #期货发起查询银行余额请求 CQdpFtdcReqQueryAccountField = {} #业务功能码 CQdpFtdcReqQueryAccountField["TradeCode"] = "string" #银行代码 CQdpFtdcReqQueryAccountField["BankID"] = "string" #银行分中心代码 CQdpFtdcReqQueryAccountField["BankBrchID"] = "string" #经纪公司编号 CQdpFtdcReqQueryAccountField["BrokerID"] = "string" #期商分支机构代码 CQdpFtdcReqQueryAccountField["BrokerBranchID"] = "string" #交易日期 CQdpFtdcReqQueryAccountField["TradeDate"] = "string" #交易时间 CQdpFtdcReqQueryAccountField["TradeTime"] = "string" #银行流水号 CQdpFtdcReqQueryAccountField["BankSerial"] = "string" #交易系统日期 CQdpFtdcReqQueryAccountField["TradingDay"] = "string" #银期平台消息流水号 CQdpFtdcReqQueryAccountField["PlateSerial"] = "int" #最后分片标志 CQdpFtdcReqQueryAccountField["LastFragment"] = "char" #会话号 CQdpFtdcReqQueryAccountField["SessionID"] = "int" #客户姓名 CQdpFtdcReqQueryAccountField["CustomerName"] = "string" #证件类型 CQdpFtdcReqQueryAccountField["IdCardType"] = "string" #证件号码 CQdpFtdcReqQueryAccountField["IdentifiedCardNo"] = "string" #客户类型 CQdpFtdcReqQueryAccountField["CustType"] = "string" #银行账号 CQdpFtdcReqQueryAccountField["BankAccount"] = "string" #银行密码 CQdpFtdcReqQueryAccountField["BankPassWord"] = "string" #资金账号 CQdpFtdcReqQueryAccountField["AccountID"] = "string" #投资者编号 CQdpFtdcReqQueryAccountField["InvestorID"] = "string" #期货密码 CQdpFtdcReqQueryAccountField["Password"] = "string" #期货公司流水号 CQdpFtdcReqQueryAccountField["FutureSerial"] = "int" #安装编号 CQdpFtdcReqQueryAccountField["InstallID"] = "int" #交易员 CQdpFtdcReqQueryAccountField["UserID"] = "string" #验证客户证件号码标志 CQdpFtdcReqQueryAccountField["VerifyCertNoFlag"] = "string" #币种代码 CQdpFtdcReqQueryAccountField["Currency"] = "string" #摘要 CQdpFtdcReqQueryAccountField["Digest"] = "string" #银行账号类型 CQdpFtdcReqQueryAccountField["BankAccType"] = "char" #渠道标志 CQdpFtdcReqQueryAccountField["DeviceID"] = "string" #期货单位账号类型 CQdpFtdcReqQueryAccountField["BankSecuAccType"] = "char" #期货公司银行编码 CQdpFtdcReqQueryAccountField["BankCodingForFuture"] = "string" #期货单位账号 CQdpFtdcReqQueryAccountField["BankSecuAcc"] = "string" #银行密码标志 CQdpFtdcReqQueryAccountField["BankPwdFlag"] = "char" #期货资金密码核对标志 CQdpFtdcReqQueryAccountField["SecuPwdFlag"] = "char" #交易柜员 CQdpFtdcReqQueryAccountField["OperNo"] = "string" #请求编号 CQdpFtdcReqQueryAccountField["RequestID"] = "int" #交易ID CQdpFtdcReqQueryAccountField["TID"] = "int" structDict['CQdpFtdcReqQueryAccountField'] = CQdpFtdcReqQueryAccountField #查询转账流水请求 CQdpFtdcQryTransferSerialField = {} #经纪公司编号 CQdpFtdcQryTransferSerialField["BrokerID"] = "string" #交易员 CQdpFtdcQryTransferSerialField["UserID"] = "string" #投资者编号 CQdpFtdcQryTransferSerialField["InvestorID"] = "string" #资金账号 CQdpFtdcQryTransferSerialField["AccountID"] = "string" #银行代码 CQdpFtdcQryTransferSerialField["BankID"] = "string" #币种代码 CQdpFtdcQryTransferSerialField["Currency"] = "string" structDict['CQdpFtdcQryTransferSerialField'] = CQdpFtdcQryTransferSerialField #查询转账流水应答 CQdpFtdcTransferSerialField = {} #银期平台消息流水号 CQdpFtdcTransferSerialField["PlateSerial"] = "int" #交易日期 CQdpFtdcTransferSerialField["TradeDate"] = "string" #交易系统日期 CQdpFtdcTransferSerialField["TradingDay"] = "string" #交易时间 CQdpFtdcTransferSerialField["TradingTime"] = "string" #业务功能码 CQdpFtdcTransferSerialField["TradeCode"] = "string" #会话号 CQdpFtdcTransferSerialField["SessionID"] = "int" #银行代码 CQdpFtdcTransferSerialField["BankID"] = "string" #银行分支机构代码 CQdpFtdcTransferSerialField["BankBrchID"] = "string" #银行账号类型 CQdpFtdcTransferSerialField["BankAccType"] = "char" #银行账号 CQdpFtdcTransferSerialField["BankAccount"] = "string" #币种代码 CQdpFtdcTransferSerialField["Currency"] = "string" #银行流水号 CQdpFtdcTransferSerialField["BankSerial"] = "string" #经纪公司编号 CQdpFtdcTransferSerialField["BrokerID"] = "string" #期商分支机构代码 CQdpFtdcTransferSerialField["BrokerBranchID"] = "string" #期货公司账号类型 CQdpFtdcTransferSerialField["FutureAccType"] = "char" #资金账号 CQdpFtdcTransferSerialField["AccountID"] = "string" #投资者编号 CQdpFtdcTransferSerialField["InvestorID"] = "string" #期货公司流水号 CQdpFtdcTransferSerialField["FutureSerial"] = "int" #证件类型 CQdpFtdcTransferSerialField["IdCardType"] = "string" #证件号码 CQdpFtdcTransferSerialField["IdentifiedCardNo"] = "string" #交易金额 CQdpFtdcTransferSerialField["TradeAmount"] = "float" #应收客户费用 CQdpFtdcTransferSerialField["CustFee"] = "float" #应收期货公司费用 CQdpFtdcTransferSerialField["BrokerFee"] = "float" #有效标志 CQdpFtdcTransferSerialField["AvailabilityFlag"] = "char" #操作员 CQdpFtdcTransferSerialField["OperatorCode"] = "string" #新银行账号 CQdpFtdcTransferSerialField["BankNewAccount"] = "string" #错误代码 CQdpFtdcTransferSerialField["ErrorID"] = "int" #错误信息 CQdpFtdcTransferSerialField["ErrorMsg"] = "string" structDict['CQdpFtdcTransferSerialField'] = CQdpFtdcTransferSerialField #实时行情查询请求 CQdpFtdcQryMarketDataField = {} #交易所代码 CQdpFtdcQryMarketDataField["ExchangeID"] = "string" #合约代码 CQdpFtdcQryMarketDataField["InstrumentID"] = "string" structDict['CQdpFtdcQryMarketDataField'] = CQdpFtdcQryMarketDataField #实时行情查询应答 CQdpFtdcMarketDataField = {} #交易日 CQdpFtdcMarketDataField["TradingDay"] = "string" #交易所代码 CQdpFtdcMarketDataField["ExchangeID"] = "string" #合约代码 CQdpFtdcMarketDataField["InstrumentID"] = "string" #今开盘 CQdpFtdcMarketDataField["OpenPrice"] = "float" #最高价 CQdpFtdcMarketDataField["HighestPrice"] = "float" #最低价 CQdpFtdcMarketDataField["LowestPrice"] = "float" #最新价 CQdpFtdcMarketDataField["LastPrice"] = "float" #数量 CQdpFtdcMarketDataField["Volume"] = "int" #成交金额 CQdpFtdcMarketDataField["Turnover"] = "float" #跌停板价 CQdpFtdcMarketDataField["LowerLimitPrice"] = "float" #涨停板价 CQdpFtdcMarketDataField["UpperLimitPrice"] = "float" #持仓量 CQdpFtdcMarketDataField["OpenInterest"] = "int" #昨收盘 CQdpFtdcMarketDataField["PreClosePrice"] = "float" #昨持仓量 CQdpFtdcMarketDataField["PreOpenInterest"] = "int" #昨结算 CQdpFtdcMarketDataField["PreSettlementPrice"] = "float" #今结算 CQdpFtdcMarketDataField["SettlementPrice"] = "float" #最后修改毫秒 CQdpFtdcMarketDataField["UpdateMillisec"] = "int" #最后修改时间 CQdpFtdcMarketDataField["UpdateTime"] = "string" structDict['CQdpFtdcMarketDataField'] = CQdpFtdcMarketDataField #行情查询应答 CQdpFtdcRspMarketDataField = {} #交易所代码 CQdpFtdcRspMarketDataField["ExchangeID"] = "string" #交易日 CQdpFtdcRspMarketDataField["TradingDay"] = "string" #结算组代码 CQdpFtdcRspMarketDataField["SettlementGroupID"] = "string" #结算编号 CQdpFtdcRspMarketDataField["SettlementID"] = "int" #昨结算 CQdpFtdcRspMarketDataField["PreSettlementPrice"] = "float" #昨收盘 CQdpFtdcRspMarketDataField["PreClosePrice"] = "float" #昨持仓量 CQdpFtdcRspMarketDataField["PreOpenInterest"] = "float" #昨虚实度 CQdpFtdcRspMarketDataField["PreDelta"] = "float" #今开盘 CQdpFtdcRspMarketDataField["OpenPrice"] = "float" #最高价 CQdpFtdcRspMarketDataField["HighestPrice"] = "float" #最低价 CQdpFtdcRspMarketDataField["LowestPrice"] = "float" #今收盘 CQdpFtdcRspMarketDataField["ClosePrice"] = "float" #涨停板价 CQdpFtdcRspMarketDataField["UpperLimitPrice"] = "float" #跌停板价 CQdpFtdcRspMarketDataField["LowerLimitPrice"] = "float" #今结算 CQdpFtdcRspMarketDataField["SettlementPrice"] = "float" #今虚实度 CQdpFtdcRspMarketDataField["CurrDelta"] = "float" #最新价 CQdpFtdcRspMarketDataField["LastPrice"] = "float" #数量 CQdpFtdcRspMarketDataField["Volume"] = "int" #成交金额 CQdpFtdcRspMarketDataField["Turnover"] = "float" #持仓量 CQdpFtdcRspMarketDataField["OpenInterest"] = "float" #申买价一 CQdpFtdcRspMarketDataField["BidPrice1"] = "float" #申买量一 CQdpFtdcRspMarketDataField["BidVolume1"] = "int" #申卖价一 CQdpFtdcRspMarketDataField["AskPrice1"] = "float" #申卖量一 CQdpFtdcRspMarketDataField["AskVolume1"] = "int" #合约代码 CQdpFtdcRspMarketDataField["InstrumentID"] = "string" #最后修改时间 CQdpFtdcRspMarketDataField["UpdateTime"] = "string" #最后修改毫秒 CQdpFtdcRspMarketDataField["UpdateMillisec"] = "int" structDict['CQdpFtdcRspMarketDataField'] = CQdpFtdcRspMarketDataField #客户库存查询 CQdpFtdcQryInventoryField = {} #投资者编号 CQdpFtdcQryInventoryField["InvestorID"] = "string" #品种代码 CQdpFtdcQryInventoryField["ProductID"] = "string" structDict['CQdpFtdcQryInventoryField'] = CQdpFtdcQryInventoryField #客户库存查询应答 CQdpFtdcInventoryField = {} #经纪公司编号 CQdpFtdcInventoryField["BrokerID"] = "string" #投资者编号 CQdpFtdcInventoryField["InvestorID"] = "string" #交易所代码 CQdpFtdcInventoryField["ExchangeID"] = "string" #品种代码 CQdpFtdcInventoryField["ProductID"] = "string" #库存总量 CQdpFtdcInventoryField["TotalInventory"] = "float" #可用库存 CQdpFtdcInventoryField["AvailInventory"] = "float" #冻结库存 CQdpFtdcInventoryField["FrozenInventory"] = "float" structDict['CQdpFtdcInventoryField'] = CQdpFtdcInventoryField #金交所递延费率查询请求 CQdpFtdcQrySGEDeferRateField = {} #合约代码 CQdpFtdcQrySGEDeferRateField["InstrumentID"] = "string" structDict['CQdpFtdcQrySGEDeferRateField'] = CQdpFtdcQrySGEDeferRateField #金交所递延费率查询应答 CQdpFtdcSGEDeferRateField = {} #合约代码 CQdpFtdcSGEDeferRateField["InstrumentID"] = "string" #交易所代码 CQdpFtdcSGEDeferRateField["ExchangeID"] = "string" #交易日期 CQdpFtdcSGEDeferRateField["TradeDate"] = "string" #支付方向 CQdpFtdcSGEDeferRateField["Direction"] = "char" #递延费率 CQdpFtdcSGEDeferRateField["DeferRate"] = "float" structDict['CQdpFtdcSGEDeferRateField'] = CQdpFtdcSGEDeferRateField #成交 CQdpFtdcTradeField = {} #交易日 CQdpFtdcTradeField["TradingDay"] = "string" #经纪公司编号 CQdpFtdcTradeField["BrokerID"] = "string" #交易所代码 CQdpFtdcTradeField["ExchangeID"] = "string" #会员编号 CQdpFtdcTradeField["ParticipantID"] = "string" #下单席位号 CQdpFtdcTradeField["SeatID"] = "string" #投资者编号 CQdpFtdcTradeField["InvestorID"] = "string" #客户号 CQdpFtdcTradeField["ClientID"] = "string" #用户编号 CQdpFtdcTradeField["UserID"] = "string" #成交编号 CQdpFtdcTradeField["TradeID"] = "string" #报单编号 CQdpFtdcTradeField["OrderSysID"] = "string" #本地报单编号 CQdpFtdcTradeField["UserOrderLocalID"] = "string" #合约代码 CQdpFtdcTradeField["InstrumentID"] = "string" #买卖方向 CQdpFtdcTradeField["Direction"] = "char" #开平标志 CQdpFtdcTradeField["OffsetFlag"] = "char" #投机套保标志 CQdpFtdcTradeField["HedgeFlag"] = "char" #成交价格 CQdpFtdcTradeField["TradePrice"] = "float" #成交数量 CQdpFtdcTradeField["TradeVolume"] = "int" #成交时间 CQdpFtdcTradeField["TradeTime"] = "string" #清算会员编号 CQdpFtdcTradeField["ClearingPartID"] = "string" #成交金额 CQdpFtdcTradeField["TradeAmnt"] = "float" #记录编号 CQdpFtdcTradeField["RecNum"] = "int" structDict['CQdpFtdcTradeField'] = CQdpFtdcTradeField #报单 CQdpFtdcOrderField = {} #经纪公司编号 CQdpFtdcOrderField["BrokerID"] = "string" #交易所代码 CQdpFtdcOrderField["ExchangeID"] = "string" #系统报单编号 CQdpFtdcOrderField["OrderSysID"] = "string" #投资者编号 CQdpFtdcOrderField["InvestorID"] = "string" #用户代码 CQdpFtdcOrderField["UserID"] = "string" #合约代码 CQdpFtdcOrderField["InstrumentID"] = "string" #用户本地报单号 CQdpFtdcOrderField["UserOrderLocalID"] = "string" #价格类型 CQdpFtdcOrderField["OrderPriceType"] = "char" #买卖方向 CQdpFtdcOrderField["Direction"] = "char" #开平标志 CQdpFtdcOrderField["OffsetFlag"] = "char" #投机套保标志 CQdpFtdcOrderField["HedgeFlag"] = "char" #价格 CQdpFtdcOrderField["LimitPrice"] = "float" #数量 CQdpFtdcOrderField["Volume"] = "int" #有效期类型 CQdpFtdcOrderField["TimeCondition"] = "char" #GTD日期 CQdpFtdcOrderField["GTDDate"] = "string" #成交量类型 CQdpFtdcOrderField["VolumeCondition"] = "char" #最小成交量 CQdpFtdcOrderField["MinVolume"] = "int" #止损价 CQdpFtdcOrderField["StopPrice"] = "float" #强平原因 CQdpFtdcOrderField["ForceCloseReason"] = "char" #自动挂起标志 CQdpFtdcOrderField["IsAutoSuspend"] = "int" #业务单元 CQdpFtdcOrderField["BusinessUnit"] = "string" #用户自定义域 CQdpFtdcOrderField["UserCustom"] = "string" #营业部代码 CQdpFtdcOrderField["BranchID"] = "string" #记录编号 CQdpFtdcOrderField["RecNum"] = "int" #业务类别 CQdpFtdcOrderField["BusinessType"] = "char" #交易日 CQdpFtdcOrderField["TradingDay"] = "string" #会员编号 CQdpFtdcOrderField["ParticipantID"] = "string" #客户号 CQdpFtdcOrderField["ClientID"] = "string" #下单席位号 CQdpFtdcOrderField["SeatID"] = "string" #插入时间 CQdpFtdcOrderField["InsertTime"] = "string" #本地报单编号 CQdpFtdcOrderField["OrderLocalID"] = "string" #报单来源 CQdpFtdcOrderField["OrderSource"] = "char" #报单状态 CQdpFtdcOrderField["OrderStatus"] = "char" #撤销时间 CQdpFtdcOrderField["CancelTime"] = "string" #撤单用户编号 CQdpFtdcOrderField["CancelUserID"] = "string" #今成交数量 CQdpFtdcOrderField["VolumeTraded"] = "int" #剩余数量 CQdpFtdcOrderField["VolumeRemain"] = "int" #前置编号 CQdpFtdcOrderField["FrontID"] = "int" #会话编号 CQdpFtdcOrderField["SessionID"] = "int" structDict['CQdpFtdcOrderField'] = CQdpFtdcOrderField #数据流回退 CQdpFtdcFlowMessageCancelField = {} #序列系列号 CQdpFtdcFlowMessageCancelField["SequenceSeries"] = "int" #交易日 CQdpFtdcFlowMessageCancelField["TradingDay"] = "string" #数据中心代码 CQdpFtdcFlowMessageCancelField["DataCenterID"] = "int" #回退起始序列号 CQdpFtdcFlowMessageCancelField["StartSequenceNo"] = "int" #回退结束序列号 CQdpFtdcFlowMessageCancelField["EndSequenceNo"] = "int" structDict['CQdpFtdcFlowMessageCancelField'] = CQdpFtdcFlowMessageCancelField #信息分发 CQdpFtdcDisseminationField = {} #序列系列号 CQdpFtdcDisseminationField["SequenceSeries"] = "int" #序列号 CQdpFtdcDisseminationField["SequenceNo"] = "int" structDict['CQdpFtdcDisseminationField'] = CQdpFtdcDisseminationField #出入金结果 CQdpFtdcInvestorAccountDepositResField = {} #经纪公司编号 CQdpFtdcInvestorAccountDepositResField["BrokerID"] = "string" #投资者编号 CQdpFtdcInvestorAccountDepositResField["InvestorID"] = "string" #资金帐号 CQdpFtdcInvestorAccountDepositResField["AccountID"] = "string" #资金流水号 CQdpFtdcInvestorAccountDepositResField["AccountSeqNo"] = "string" #连续递增的总资金流水号 CQdpFtdcInvestorAccountDepositResField["AccountInsideSeqNo"] = "string" #金额 CQdpFtdcInvestorAccountDepositResField["Amount"] = "float" #出入金方向 CQdpFtdcInvestorAccountDepositResField["AmountDirection"] = "char" #可用资金 CQdpFtdcInvestorAccountDepositResField["Available"] = "float" #结算准备金 CQdpFtdcInvestorAccountDepositResField["Balance"] = "float" #用户代码 CQdpFtdcInvestorAccountDepositResField["UserID"] = "string" structDict['CQdpFtdcInvestorAccountDepositResField'] = CQdpFtdcInvestorAccountDepositResField #QDP警告消息通知 CQdpFtdcMessageNotifyInfoField = {} #经纪公司编号 CQdpFtdcMessageNotifyInfoField["BrokerID"] = "string" #修改用户编号 CQdpFtdcMessageNotifyInfoField["UserID"] = "string" #投资者编号 CQdpFtdcMessageNotifyInfoField["InvestorID"] = "string" #交易所代码 CQdpFtdcMessageNotifyInfoField["ExchangeID"] = "string" #累加次数 CQdpFtdcMessageNotifyInfoField["Nums"] = "int" #业务类别 CQdpFtdcMessageNotifyInfoField["BusinessType"] = "char" #警告信息 CQdpFtdcMessageNotifyInfoField["WarnMsg"] = "string" structDict['CQdpFtdcMessageNotifyInfoField'] = CQdpFtdcMessageNotifyInfoField #行情基础属性 CQdpFtdcMarketDataBaseField = {} #交易日 CQdpFtdcMarketDataBaseField["TradingDay"] = "string" #结算组代码 CQdpFtdcMarketDataBaseField["SettlementGroupID"] = "string" #结算编号 CQdpFtdcMarketDataBaseField["SettlementID"] = "int" #昨结算 CQdpFtdcMarketDataBaseField["PreSettlementPrice"] = "float" #昨收盘 CQdpFtdcMarketDataBaseField["PreClosePrice"] = "float" #昨持仓量 CQdpFtdcMarketDataBaseField["PreOpenInterest"] = "float" #昨虚实度 CQdpFtdcMarketDataBaseField["PreDelta"] = "float" structDict['CQdpFtdcMarketDataBaseField'] = CQdpFtdcMarketDataBaseField #行情静态属性 CQdpFtdcMarketDataStaticField = {} #今开盘 CQdpFtdcMarketDataStaticField["OpenPrice"] = "float" #最高价 CQdpFtdcMarketDataStaticField["HighestPrice"] = "float" #最低价 CQdpFtdcMarketDataStaticField["LowestPrice"] = "float" #今收盘 CQdpFtdcMarketDataStaticField["ClosePrice"] = "float" #涨停板价 CQdpFtdcMarketDataStaticField["UpperLimitPrice"] = "float" #跌停板价 CQdpFtdcMarketDataStaticField["LowerLimitPrice"] = "float" #今结算 CQdpFtdcMarketDataStaticField["SettlementPrice"] = "float" #今虚实度 CQdpFtdcMarketDataStaticField["CurrDelta"] = "float" structDict['CQdpFtdcMarketDataStaticField'] = CQdpFtdcMarketDataStaticField #行情最新成交属性 CQdpFtdcMarketDataLastMatchField = {} #最新价 CQdpFtdcMarketDataLastMatchField["LastPrice"] = "float" #数量 CQdpFtdcMarketDataLastMatchField["Volume"] = "int" #成交金额 CQdpFtdcMarketDataLastMatchField["Turnover"] = "float" #持仓量 CQdpFtdcMarketDataLastMatchField["OpenInterest"] = "float" structDict['CQdpFtdcMarketDataLastMatchField'] = CQdpFtdcMarketDataLastMatchField #行情最优价属性 CQdpFtdcMarketDataBestPriceField = {} #申买价一 CQdpFtdcMarketDataBestPriceField["BidPrice1"] = "float" #申买量一 CQdpFtdcMarketDataBestPriceField["BidVolume1"] = "int" #申卖价一 CQdpFtdcMarketDataBestPriceField["AskPrice1"] = "float" #申卖量一 CQdpFtdcMarketDataBestPriceField["AskVolume1"] = "int" structDict['CQdpFtdcMarketDataBestPriceField'] = CQdpFtdcMarketDataBestPriceField #行情申买二、三属性 CQdpFtdcMarketDataBid23Field = {} #申买价二 CQdpFtdcMarketDataBid23Field["BidPrice2"] = "float" #申买量二 CQdpFtdcMarketDataBid23Field["BidVolume2"] = "int" #申买价三 CQdpFtdcMarketDataBid23Field["BidPrice3"] = "float" #申买量三 CQdpFtdcMarketDataBid23Field["BidVolume3"] = "int" structDict['CQdpFtdcMarketDataBid23Field'] = CQdpFtdcMarketDataBid23Field #行情申卖二、三属性 CQdpFtdcMarketDataAsk23Field = {} #申卖价二 CQdpFtdcMarketDataAsk23Field["AskPrice2"] = "float" #申卖量二 CQdpFtdcMarketDataAsk23Field["AskVolume2"] = "int" #申卖价三 CQdpFtdcMarketDataAsk23Field["AskPrice3"] = "float" #申卖量三 CQdpFtdcMarketDataAsk23Field["AskVolume3"] = "int" structDict['CQdpFtdcMarketDataAsk23Field'] = CQdpFtdcMarketDataAsk23Field #行情申买四、五属性 CQdpFtdcMarketDataBid45Field = {} #申买价四 CQdpFtdcMarketDataBid45Field["BidPrice4"] = "float" #申买量四 CQdpFtdcMarketDataBid45Field["BidVolume4"] = "int" #申买价五 CQdpFtdcMarketDataBid45Field["BidPrice5"] = "float" #申买量五 CQdpFtdcMarketDataBid45Field["BidVolume5"] = "int" structDict['CQdpFtdcMarketDataBid45Field'] = CQdpFtdcMarketDataBid45Field #行情申卖四、五属性 CQdpFtdcMarketDataAsk45Field = {} #申卖价四 CQdpFtdcMarketDataAsk45Field["AskPrice4"] = "float" #申卖量四 CQdpFtdcMarketDataAsk45Field["AskVolume4"] = "int" #申卖价五 CQdpFtdcMarketDataAsk45Field["AskPrice5"] = "float" #申卖量五 CQdpFtdcMarketDataAsk45Field["AskVolume5"] = "int" structDict['CQdpFtdcMarketDataAsk45Field'] = CQdpFtdcMarketDataAsk45Field #行情更新时间属性 CQdpFtdcMarketDataUpdateTimeField = {} #合约代码 CQdpFtdcMarketDataUpdateTimeField["InstrumentID"] = "string" #最后修改时间 CQdpFtdcMarketDataUpdateTimeField["UpdateTime"] = "string" #最后修改毫秒 CQdpFtdcMarketDataUpdateTimeField["UpdateMillisec"] = "int" structDict['CQdpFtdcMarketDataUpdateTimeField'] = CQdpFtdcMarketDataUpdateTimeField #深度行情 CQdpFtdcDepthMarketDataField = {} #交易日 CQdpFtdcDepthMarketDataField["TradingDay"] = "string" #结算组代码 CQdpFtdcDepthMarketDataField["SettlementGroupID"] = "string" #结算编号 CQdpFtdcDepthMarketDataField["SettlementID"] = "int" #昨结算 CQdpFtdcDepthMarketDataField["PreSettlementPrice"] = "float" #昨收盘 CQdpFtdcDepthMarketDataField["PreClosePrice"] = "float" #昨持仓量 CQdpFtdcDepthMarketDataField["PreOpenInterest"] = "float" #昨虚实度 CQdpFtdcDepthMarketDataField["PreDelta"] = "float" #今开盘 CQdpFtdcDepthMarketDataField["OpenPrice"] = "float" #最高价 CQdpFtdcDepthMarketDataField["HighestPrice"] = "float" #最低价 CQdpFtdcDepthMarketDataField["LowestPrice"] = "float" #今收盘 CQdpFtdcDepthMarketDataField["ClosePrice"] = "float" #涨停板价 CQdpFtdcDepthMarketDataField["UpperLimitPrice"] = "float" #跌停板价 CQdpFtdcDepthMarketDataField["LowerLimitPrice"] = "float" #今结算 CQdpFtdcDepthMarketDataField["SettlementPrice"] = "float" #今虚实度 CQdpFtdcDepthMarketDataField["CurrDelta"] = "float" #最新价 CQdpFtdcDepthMarketDataField["LastPrice"] = "float" #数量 CQdpFtdcDepthMarketDataField["Volume"] = "int" #成交金额 CQdpFtdcDepthMarketDataField["Turnover"] = "float" #持仓量 CQdpFtdcDepthMarketDataField["OpenInterest"] = "float" #申买价一 CQdpFtdcDepthMarketDataField["BidPrice1"] = "float" #申买量一 CQdpFtdcDepthMarketDataField["BidVolume1"] = "int" #申卖价一 CQdpFtdcDepthMarketDataField["AskPrice1"] = "float" #申卖量一 CQdpFtdcDepthMarketDataField["AskVolume1"] = "int" #申买价二 CQdpFtdcDepthMarketDataField["BidPrice2"] = "float" #申买量二 CQdpFtdcDepthMarketDataField["BidVolume2"] = "int" #申买价三 CQdpFtdcDepthMarketDataField["BidPrice3"] = "float" #申买量三 CQdpFtdcDepthMarketDataField["BidVolume3"] = "int" #申卖价二 CQdpFtdcDepthMarketDataField["AskPrice2"] = "float" #申卖量二 CQdpFtdcDepthMarketDataField["AskVolume2"] = "int" #申卖价三 CQdpFtdcDepthMarketDataField["AskPrice3"] = "float" #申卖量三 CQdpFtdcDepthMarketDataField["AskVolume3"] = "int" #申买价四 CQdpFtdcDepthMarketDataField["BidPrice4"] = "float" #申买量四 CQdpFtdcDepthMarketDataField["BidVolume4"] = "int" #申买价五 CQdpFtdcDepthMarketDataField["BidPrice5"] = "float" #申买量五 CQdpFtdcDepthMarketDataField["BidVolume5"] = "int" #申卖价四 CQdpFtdcDepthMarketDataField["AskPrice4"] = "float" #申卖量四 CQdpFtdcDepthMarketDataField["AskVolume4"] = "int" #申卖价五 CQdpFtdcDepthMarketDataField["AskPrice5"] = "float" #申卖量五 CQdpFtdcDepthMarketDataField["AskVolume5"] = "int" #合约代码 CQdpFtdcDepthMarketDataField["InstrumentID"] = "string" #最后修改时间 CQdpFtdcDepthMarketDataField["UpdateTime"] = "string" #最后修改毫秒 CQdpFtdcDepthMarketDataField["UpdateMillisec"] = "int" #交易所代码 CQdpFtdcDepthMarketDataField["ExchangeID"] = "string" structDict['CQdpFtdcDepthMarketDataField'] = CQdpFtdcDepthMarketDataField #订阅合约的相关信息 CQdpFtdcSpecificInstrumentField = {} #合约代码 CQdpFtdcSpecificInstrumentField["InstrumentID"] = "string" structDict['CQdpFtdcSpecificInstrumentField'] = CQdpFtdcSpecificInstrumentField #共享内存行情查询 CQdpFtdcShmDepthMarketDataField = {} #合约代码 CQdpFtdcShmDepthMarketDataField["InstrumentID"] = "string" #IP地址 CQdpFtdcShmDepthMarketDataField["IPAddress"] = "string" #订阅号 CQdpFtdcShmDepthMarketDataField["TopicID"] = "int" structDict['CQdpFtdcShmDepthMarketDataField'] = CQdpFtdcShmDepthMarketDataField #交易所代码 CQdpFtdcMarketDataExchangeIDField = {} #交易所代码 CQdpFtdcMarketDataExchangeIDField["ExchangeID"] = "string" structDict['CQdpFtdcMarketDataExchangeIDField'] = CQdpFtdcMarketDataExchangeIDField #TOPIC查询 CQdpFtdcTopicSearchField = {} #订阅号 CQdpFtdcTopicSearchField["TopicID"] = "int" structDict['CQdpFtdcTopicSearchField'] = CQdpFtdcTopicSearchField #合约状态 CQdpFtdcQmdInstrumentStateField = {} #交易所代码 CQdpFtdcQmdInstrumentStateField["ExchangeID"] = "string" #合约代码 CQdpFtdcQmdInstrumentStateField["InstrumentID"] = "string" #合约交易状态 CQdpFtdcQmdInstrumentStateField["InstrumentStatus"] = "char" structDict['CQdpFtdcQmdInstrumentStateField'] = CQdpFtdcQmdInstrumentStateField