vnpy/vn.api/vn.xspeed/xspeedapi/DFITCApiStruct.h

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/**
* 版权所有(C)2012-2016, 大连飞创信息技术有限公司
* 文件名称DFITCApiStruct.h
* 文件说明:定义接口所需的数据接口
* 当前版本1.0.14.91
* 作者XSpeed项目组
* 发布日期2015年5月6日
*/
#ifndef DFITCAPISTRUCT_H_
#define DFITCAPISTRUCT_H_
#include "DFITCApiDataType.h"
#define APISTRUCT
///心跳包
struct APISTRUCT DFITCTimeOutField
{
DFITCRequestIDType lRequestID; //请求ID
};
///请求报单数据类型(基本报单)
struct APISTRUCT DFITCInsertOrderField
{
DFITCAccountIDType accountID; //资金账户
DFITCLocalOrderIDType localOrderID; //本地委托号, 由API使用者维护在同一个会话中不能重复
DFITCInstrumentIDType instrumentID; //合约代码, 支持目前国内4个期货交易所的所有合约包括大商所/郑商所的套利合约
DFITCPriceType insertPrice; //报单价格, 当报单类型为市价时,该字段不起作用
DFITCAmountType orderAmount; //报单数量
DFITCBuySellTypeType buySellType; //买卖标志
DFITCOpenCloseTypeType openCloseType; //开平标志
DFITCSpeculatorType speculator; //投保类型, 支持投机、套利、套保
DFITCInsertType insertType; //自动单类别(默认为普通订单)
DFITCOrderTypeType orderType; //报单类型, 支持限价 、市价;上期所合约不支持市价,均按限价进行处理
DFITCOrderPropertyType orderProperty; //报单附加属性, 支持None、FAK、FOK
DFITCInstrumentTypeType instrumentType; //合约类型, 可选值:期货、期权
DFITCAmountType minMatchAmount; //最小成交量
DFITCReservedType reservedType2; //预留字段2
DFITCRequestIDType lRequestID; //请求ID
DFITCCustomCategoryType customCategory; //自定义类别
DFITCPriceType profitLossPrice; //止盈止损价格
};
///撤单数据类型
struct APISTRUCT DFITCCancelOrderField
{
DFITCAccountIDType accountID; //资金账户ID
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCInstrumentIDType instrumentID; //合约代码
DFITCRequestIDType lRequestID; //请求ID
};
///委托响应类型
struct APISTRUCT DFITCOrderRspDataRtnField
{
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCRequestIDType lRequestID; //请求ID
DFITCPriceType fee; //手续费,该字段仅供下单时使用
DFITCPriceType margin; //冻结保证金,该字段仅供下单时使用
DFITCCustomCategoryType customCategory; //自定义类别
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentIDType instrumentID; //合约代码
DFITCSessionIDType sessionID; //会话ID
DFITCExchangeIDType exchangeID; //交易所
DFITCBuySellTypeType buySellType; //买卖
DFITCOpenCloseTypeType openCloseType; //开平
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCSpeculatorType speculator; //投资类别
DFITCPriceType insertPrice; //委托价
DFITCPriceType profitLossPrice; //止盈止损价格
DFITCAmountType minMatchAmount; //最小成交量
DFITCAmountType orderAmount; //委托数量
DFITCInsertType insertType; //自动单类别
DFITCOrderTypeType orderType; //订单类型
DFITCOrderPropertyType orderProperty; //订单属性
DFITCClientIDType clientID; //交易编码
};
///查询资金数据类型
struct APISTRUCT DFITCCapitalField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
};
///查询持仓数据类型
struct APISTRUCT DFITCPositionField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentIDType instrumentID; //合约代码
DFITCInstrumentTypeType instrumentType; //合约类型
};
///交易所合约
struct APISTRUCT DFITCExchangeInstrumentField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCExchangeIDType exchangeID; //交易所编码
DFITCInstrumentTypeType instrumentType; //合约类型
};
///用户登录数据类型
struct APISTRUCT DFITCUserLoginField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCPasswdType passwd; //密码
DFITCCompanyIDType companyID; //厂商ID
};
///用户退出类型
struct APISTRUCT DFITCUserLogoutField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金帐号ID
DFITCSessionIDType sessionID; //会话ID
};
///委托回报
struct APISTRUCT DFITCOrderRtnField
{
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCOrderSysIDType OrderSysID; //报单编号
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCSessionIDType sessionID; //会话ID
DFITCDateType SuspendTime; //挂起时间
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所
DFITCBuySellTypeType buySellType; //买卖
DFITCOpenCloseTypeType openCloseType; //开平
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCSpeculatorType speculator; //投资类别
DFITCPriceType insertPrice; //委托价
DFITCPriceType profitLossPrice; //止盈止损价格
DFITCAccountIDType accountID; //资金账号
DFITCAmountType cancelAmount; //撤单数量
DFITCAmountType orderAmount; //委托数量
DFITCInsertType insertType; //自动单类别
DFITCOrderTypeType orderType; //报单类型
DFITCSPDOrderIDType extSpdOrderID; //算法单编号
DFITCReservedType reservedType2; //预留字段2
DFITCCustomCategoryType customCategory; //自定义类别
DFITCOrderPropertyType orderProperty; //订单属性
DFITCAmountType minMatchAmount; //最小成交量
DFITCClientIDType clientID; //交易编码
DFITCErrorMsgInfoType statusMsg; //状态信息
};
///成交回报
struct APISTRUCT DFITCMatchRtnField
{
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCOrderSysIDType OrderSysID; //报单编号(交易所报单编号)
DFITCMatchIDType matchID; //成交编号
DFITCInstrumentIDType instrumentID; //合约代码
DFITCBuySellTypeType buySellType; //买卖
DFITCOpenCloseTypeType openCloseType; //开平标志
DFITCPriceType matchedPrice; //成交价格
DFITCAmountType orderAmount; //委托数量
DFITCAmountType matchedAmount; //成交数量
DFITCDateType matchedTime; //成交时间
DFITCPriceType insertPrice; //报价
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCMatchType matchType; //成交类型
DFITCSpeculatorType speculator; //投保
DFITCExchangeIDType exchangeID; //交易所ID
DFITCFeeType fee; //手续费
DFITCSessionIDType sessionID; //会话标识
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCAccountIDType accountID; //资金账号
DFITCOrderAnswerStatusType orderStatus; //申报结果
DFITCPriceType margin; //开仓为保证金,平仓为解冻保证金
DFITCPriceType frozenCapita; //成交解冻委托冻结的资金
DFITCAdjustmentInfoType adjustmentInfo; //组合或对锁的保证金调整信息,格式:[合约代码,买卖标志,投资类别,调整金额;]
DFITCCustomCategoryType customCategory; //自定义类别
DFITCPriceType turnover; //成交金额
DFITCOrderTypeType orderType; //报单类型
DFITCInsertType insertType; //自动单类别
DFITCClientIDType clientID; //交易编码
};
///撤单回报
struct APISTRUCT DFITCOrderCanceledRtnField
{
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCOrderSysIDType OrderSysID; //报单编号
DFITCInstrumentIDType instrumentID; //合约代码
DFITCPriceType insertPrice; //报单价格
DFITCBuySellTypeType buySellType; //买卖类型
DFITCOpenCloseTypeType openCloseType; //开平标志
DFITCAmountType cancelAmount; //撤单数量
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCSpeculatorType speculator; //投保
DFITCExchangeIDType exchangeID; //交易所ID
DFITCDateType canceledTime; //撤单时间
DFITCSessionIDType sessionID; //会话标识
DFITCOrderAnswerStatusType orderStatus; //申报结果
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCAccountIDType accountID; //资金账号
DFITCAmountType orderAmount; //委托数量
DFITCPriceType margin; //保证金
DFITCPriceType fee; //手续费
DFITCCustomCategoryType customCategory; //自定义类别
DFITCPriceType profitLossPrice; //止盈止损价格
DFITCAmountType minMatchAmount; //最小成交量
DFITCInsertType insertType; //自动单类别
DFITCClientIDType clientID; //交易编码
DFITCErrorMsgInfoType statusMsg; //状态信息
DFITCOrderPropertyType orderProperty; //报单附加属性
};
///错误信息
struct APISTRUCT DFITCErrorRtnField
{
DFITCRequestIDType requestID; //请求ID
DFITCSessionIDType sessionID; //会话标识
DFITCAccountIDType accountID; //资金账号
DFITCErrorIDType nErrorID; //错误ID
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCErrorMsgInfoType errorMsg; //错误信息
DFITCInstrumentIDType instrumentID; //合约代码
};
///返回资金信息
struct APISTRUCT DFITCCapitalInfoRtnField
{
DFITCRequestIDType requestID; //请求ID
DFITCAccountIDType accountID; //资金帐号
DFITCEquityType preEquity; //上日权益
DFITCEquityType todayEquity; //当日客户权益
DFITCProfitLossType closeProfitLoss; //平仓盈亏
DFITCProfitLossType positionProfitLoss; //持仓盈亏
DFITCProfitLossType frozenMargin; //冻结资金
DFITCProfitLossType margin; //持仓保证金
DFITCProfitLossType fee; //当日手续费
DFITCProfitLossType available; //可用资金
DFITCProfitLossType withdraw; //可取资金
DFITCRiskDegreeType riskDegree; //风险度
DFITCPremiumType todayPremiumIncome; //本日权利金收入
DFITCPremiumType todayPremiumPay; //本日权利金付出
DFITCPremiumType yesterdayPremium; //昨权利金收付
DFITCMarketValueType optMarketValue; //期权市值
DFITCProfitLossType floatProfitLoss; //浮动盈亏
DFITCProfitLossType totFundOut; //总出金
DFITCProfitLossType totFundIn; //总入金
};
///返回持仓信息
struct APISTRUCT DFITCPositionInfoRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金帐号ID
DFITCExchangeIDType exchangeID; //交易所代码
DFITCInstrumentIDType instrumentID; //合约号
DFITCBuySellTypeType buySellType; //买卖
DFITCPriceType openAvgPrice; //开仓均价
DFITCPriceType positionAvgPrice; //持仓均价
DFITCAmountType positionAmount; //持仓量
DFITCAmountType totalAvaiAmount; //总可用
DFITCAmountType todayAvaiAmount; //今可用
DFITCAmountType lastAvaiAmount; //昨可用
DFITCAmountType todayAmount; //今仓
DFITCAmountType lastAmount; //昨仓
DFITCAmountType tradingAmount; //平今挂单量
DFITCProfitLossType datePositionProfitLoss; //盯市持仓盈亏
DFITCProfitLossType dateCloseProfitLoss; //盯市平仓盈亏
DFITCProfitLossType dPremium; //权利金
DFITCProfitLossType floatProfitLoss; //浮动盈亏
DFITCProfitLossType dMargin; //占用保证金
DFITCSpeculatorType speculator; //投保类别
DFITCClientIDType clientID; //交易编码
DFITCPriceType preSettlementPrice; //昨结算价
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCAmountType yesterdayTradingAmount; //平昨挂单量
};
///用户登录返回信息
struct APISTRUCT DFITCUserLoginInfoRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金帐号ID
DFITCAccountLoginResultType loginResult; //登录结果
DFITCLocalOrderIDType initLocalOrderID; //初始本地委托号
DFITCSessionIDType sessionID; //sessionID(会话ID)
DFITCErrorIDType nErrorID; //错误ID
DFITCErrorMsgInfoType errorMsg; //错误信息
DFITCTimeType DCEtime; //大商所时间
DFITCTimeType SHFETime; //上期所时间
DFITCTimeType CFFEXTime; //中金所时间
DFITCTimeType CZCETime; //郑商所时间
DFITCTimeType INETime; //上能所时间
};
///用户退出返回信息
struct APISTRUCT DFITCUserLogoutInfoRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCAccountLogoutResultType logoutResult; //退出结果
DFITCErrorIDType nErrorID; //错误ID
DFITCErrorMsgInfoType errorMsg; //错误信息
};
///套利合约查询
struct APISTRUCT DFITCAbiInstrumentField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCExchangeIDType exchangeID; //交易所代码
};
///套利合约返回信息
struct APISTRUCT DFITCAbiInstrumentRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCExchangeIDType exchangeID; //交易所编码
DFITCInstrumentIDType InstrumentID; //合约代码
DFITCInstrumentNameType instrumentName; //合约名称
};
///指定的合约
struct APISTRUCT DFITCSpecificInstrumentField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentIDType InstrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所ID
DFITCInstrumentTypeType instrumentType; //合约类型
};
//****************期权扩展行情合约回报定义*************************
///指定的合约信息
struct APISTRUCT DFITCSpecificInstrumentFieldEX
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCFunctionIDType FunctionID; //功能ID
DFITCInstrumentIDType InstrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所ID
DFITCInstrumentTypeType instrumentType; //合约类型
};
//*****************************************
///行情订阅返回信息
struct APISTRUCT DFITCActiveContractField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCActiveContractType activeContract; //有效合约
};
///交易所合约返回信息
struct APISTRUCT DFITCExchangeInstrumentRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCExchangeIDType exchangeID; //交易所编码
DFITCInstrumentIDType instrumentID; //合约代码
DFITCVarietyNameType VarietyName; //品种名称
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCAmountType orderTopLimit; //限价委托上限
DFITCAmountType mktOrderTopLimit; //市价委托上限
DFITCPriceType contractMultiplier; //合约乘数
DFITCPriceType minPriceFluctuation; //最小变动价位
DFITCInstrumentMaturityType instrumentMaturity; //合约最后交易日
DFITCPriceType upperLimitPrice; //涨停板价
DFITCPriceType lowerLimitPrice; //跌停板价
DFITCPriceType preClosePrice; //昨收盘
DFITCPriceType preSettlementPrice; //昨结算价
DFITCPriceType settlementPrice; //结算价
DFITCAmountType preOpenInterest; //昨持仓量
DFITCInstrumentPrefixType instrumentPrefix; //合约前缀
DFITCInstrumenExpirationDateType instrumentExpiration; //合约到期日
DFITCInstrumentIDType underlying; //期权对应的标的合约代码
DFITCOptionTypeType optionType; //期权类型
DFITCPriceType strikePrice; //执行价格
DFITCRiskDegreeType exchangeRiskDegree; //交易所期权最低保障风险系数
DFITCPriceType minMargin; //单位(手)期权合约最小保证金
DFITCAmountType tradeSize; //期权开仓单位
};
///委托查询数据结构
struct APISTRUCT DFITCOrderField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCCustomCategoryType customCategory; //自定义类别
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCOrderTypeType orderType; //报单类型
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCInstrumentIDType instrumentID; //合约代码
};
///成交查询数据结构
struct APISTRUCT DFITCMatchField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCCustomCategoryType customCategory; //自定义类别
DFITCOrderTypeType orderType; //报单类型
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCInstrumentIDType instrumentID; //合约代码
};
///委托查询响应数据结构
struct APISTRUCT DFITCOrderCommRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCInstrumentIDType instrumentID; //合约代码
DFITCBuySellTypeType buySellType; //买卖
DFITCOpenCloseTypeType openClose; //开平标志
DFITCPriceType insertPrice; //委托价
DFITCAmountType orderAmount; //委托数量
DFITCPriceType matchedPrice; //成交价格
DFITCAmountType matchedAmount; //成交数量
DFITCAmountType cancelAmount; //撤单数量
DFITCInsertType insertType; //自动单类别
DFITCSpeculatorType speculator; //投保
DFITCDateType commTime; //委托时间
DFITCDateType submitTime; //申报时间
DFITCClientIDType clientID; //交易编码
DFITCExchangeIDType exchangeID; //交易所ID
DFITCFrontAddrType operStation; //委托地址
DFITCAccountIDType accountID; //客户号
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCSessionIDType sessionId; //会话ID
DFITCReservedType reservedType2; //预留字段2
DFITCOrderSysIDType OrderSysID; //报单编号
DFITCCustomCategoryType customCategory; //自定义类别
DFITCPriceType margin; //保证金
DFITCPriceType fee; //手续费
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCPriceType profitLossPrice; //止损止盈价
DFITCOrderTypeType orderType; //报单类别
DFITCOrderPropertyType orderProperty; //订单属性
};
///成交查询数据响应
struct APISTRUCT DFITCMatchedRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCAccountIDType accountID; //资金账号
DFITCExchangeIDType exchangeID; //交易所ID
DFITCInstrumentIDType instrumentID; //合约代码
DFITCBuySellTypeType buySellType; //买卖
DFITCOpenCloseTypeType openClose; //开平
DFITCPriceType matchedPrice; //成交价格
DFITCAmountType matchedAmount; //成交数量
DFITCPriceType matchedMort; //成交金额
DFITCSpeculatorType speculator; //投保类别
DFITCDateType matchedTime; //成交时间
DFITCMatchIDType matchedID; //成交编号
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCClientIDType clientID; //交易编码
DFITCMatchType matchType; //成交类型
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCSessionIDType sessionId; //会话ID
DFITCReservedType reservedType2; //预留字段2
DFITCCustomCategoryType customCategory; //自定义类别
DFITCPriceType fee; //手续费
DFITCOrderTypeType orderType; //报单类型
DFITCOrderSysIDType OrderSysID; //报单编号
};
///返回合约信息数据结构
struct APISTRUCT DFITCInstrumentRtnField
{
DFITCRequestIDType lRequestID; //请求编号
DFITCInstrumentIDType instrumentID; //合约代码
DFITCRatioType longMarginRatio; //多头保证金率
DFITCRatioType shortMarginRatio; //空头保证金率
DFITCPriceType longMarginRatioByVolume; //多头保证金费(定额)
DFITCPriceType shortMarginRatioByVolume; //空头保证金费(定额)
DFITCRatioType openFeeVolRatio; //开仓手续费 按手数计算
DFITCRatioType closeFeeVolRatio; //平仓手续费 按手数计算
DFITCRatioType closeTodayFeeVolRatio; //平今手续费 按手数计算
DFITCRatioType openFeeAmtRatio; //开仓手续费率 按金额计算
DFITCRatioType closeFeeAmtRatio; //平仓手续费率 按金额计算
DFITCRatioType closeTodayFeeAmtRatio; //平今手续费率 按金额计算
DFITCAmountType orderTopLimit; //限价委托上限
DFITCPriceType contractMultiplier; //合约乘数
DFITCPriceType minimumPriceChange; //最小变动价位
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCInstrumentMaturityType instrumentMaturity; //合约最后交易日
DFITCComputeModeType computeMode; //计算方式
DFITCPriceType atMoneyNorm; //平值按定额
DFITCPriceType upperLimitPrice; //涨停板价
DFITCPriceType lowerLimitPrice; //跌停板价
DFITCPriceType preClosePrice; //昨收盘
DFITCPriceType preSettlementPrice; //昨结算价
DFITCPriceType settlementPrice; //结算价
DFITCAmountType preOpenInterest; //昨持仓量
DFITCRatioType optExecRatio; //期权:行权按比例 期货:交割按比例
DFITCRatioType optExecRatioPerVol; //期权:行权按定额 期货:交割按定额
};
///深度行情
struct APISTRUCT DFITCDepthMarketDataField
{
DFITCDateType tradingDay; //交易日
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所代码
DFITCInstrumentIDType exchangeInstID; //合约在交易所的代码
DFITCPriceType lastPrice; //最新价
DFITCPriceType preSettlementPrice; //上次结算价
DFITCPriceType preClosePrice; //昨收盘
DFITCAmountType preOpenInterest; //昨持仓量
DFITCPriceType openPrice; //今开盘
DFITCPriceType highestPrice; //最高价
DFITCPriceType lowestPrice; //最低价
DFITCAmountType Volume; //成交数量
DFITCPriceType turnover; //成交金额
DFITCAmountType openInterest; //持仓量
DFITCPriceType closePrice; //今收盘
DFITCPriceType settlementPrice; //本次结算价
DFITCPriceType upperLimitPrice; //涨停板价
DFITCPriceType lowerLimitPrice; //跌停板价
DFITCDeltaType preDelta; //昨虚实度
DFITCDeltaType currDelta; //今虚实度
DFITCDateType UpdateTime; //最后修改时间
DFITCMilliSecType UpdateMillisec; //最后修改毫秒
DFITCPriceType BidPrice1; //申买价一
DFITCVolumeType BidVolume1; //申买量一
DFITCPriceType AskPrice1; //申卖价一
DFITCVolumeType AskVolume1; //申卖量一
DFITCPriceType BidPrice2; //申买价二
DFITCVolumeType BidVolume2; //申买量二
DFITCPriceType AskPrice2; //申卖价二
DFITCVolumeType AskVolume2; //申卖量二
DFITCPriceType BidPrice3; //申买价三
DFITCVolumeType BidVolume3; //申买量三
DFITCPriceType AskPrice3; //申卖价三
DFITCVolumeType AskVolume3; //申卖量三
DFITCPriceType BidPrice4; //申买价四
DFITCVolumeType BidVolume4; //申买量四
DFITCPriceType AskPrice4; //申卖价四
DFITCVolumeType AskVolume4; //申卖量四
DFITCPriceType BidPrice5; //申买价五
DFITCVolumeType BidVolume5; //申买量五
DFITCPriceType AskPrice5; //申卖价五
DFITCVolumeType AskVolume5; //申卖量五
DFITCPriceType AveragePrice; //当日均价
DFITCDateType XSpeedTime; //柜台系统时间
};
///********************************期权扩展行情************************************
struct APISTRUCT DFITCMarketDataFieldEx
{
DFITCFunctionIDType FunctionID; //功能号
DFITCDateType tradingDay; //日期 2014-04-01
DFITCDateType UpdateTime; //时间 11:01:29
DFITCMilliSecType UpdateMillisec; //毫秒 000
DFITCInstrumentIDType instrumentID; //期权合约编号
DFITCExtMarketDataType ExtMarketData; //扩展行情数据
};
///********************************************************************************
//自定义组合行情
struct APISTRUCT DFITCCustomMarketDataField
{
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所
DFITCVolumeType bidVolume1; //买一量
DFITCPriceType bidPrice1; //买一价(挂价价差)
DFITCVolumeType askVolume1; //卖一量
DFITCPriceType askPrice1; //卖一价(对价价差)
DFITCPriceType lastPrice; //最新价价差
};
///查询持仓明细
struct APISTRUCT DFITCPositionDetailField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentIDType instrumentID; //合约代码
DFITCInstrumentTypeType instrumentType; //合约类型
};
///查询持仓明细响应
struct APISTRUCT DFITCPositionDetailRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金帐号ID
DFITCExchangeIDType exchangeID; //交易所代码
DFITCInstrumentIDType instrumentID; //合约号
DFITCBuySellTypeType buySellType; //买卖
DFITCPriceType openPrice; //开仓价
DFITCAmountType volume; //手数
DFITCMatchIDType matchID; //成交编号
DFITCDateType matchedDate; //成交日期
DFITCProfitLossType datePositionProfitLoss; //盯市持仓盈亏
DFITCProfitLossType dateCloseProfitLoss; //盯市平仓盈亏
DFITCProfitLossType floatProfitLoss; //浮动盈亏
DFITCProfitLossType dMargin; //占用保证金
DFITCSpeculatorType speculator; //投保类别
DFITCClientIDType clientID; //交易编码
DFITCPriceType preSettlementPrice; //昨结算价
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCCustomCategoryType customCategory; //自定义类别
DFITCAmountType closeOrderVol; //平仓委托数量
DFITCAmountType closeMatchVol; //平仓成交数量
DFITCPositionDateType positionDateType; //持仓日期类型
};
///用户事件通知信息
struct APISTRUCT DFITCTradingNoticeInfoField
{
DFITCAccountIDType accountID; //资金帐号ID
DFITCTimeType SendTime; //发送时间
DFITCContentType FieldContent; //消息正文
DFITCNoticeType noticeType; //消息类型
};
///合约交易状态通知信息
struct APISTRUCT DFITCInstrumentStatusField
{
DFITCExchangeIDType ExchangeID; //交易所代码
DFITCInstrumentIDType InstrumentID; //合约代码
DFITCInstrumentStatusType InstrumentStatus; //合约交易状态
DFITCTradingSegmentSNType TradingSegmentSN; //交易阶段编号
DFITCTimeType EnterTime; //进入本状态时间
DFITCInstStatusEnterReasonType EnterReason; //进入本状态原因
};
///用户密码修改
struct APISTRUCT DFITCResetPwdField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金帐号ID
DFITCPasswdType oldpasswd; //旧密码
DFITCPasswdType newpasswd; //新密码
};
///用户密码修改返回信息
struct APISTRUCT DFITCResetPwdRspField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCExecStateType execState; //状态标志
};
///账单确认
struct APISTRUCT DFITCBillConfirmField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金帐号ID
DFITCDateType date; //确认日期 格式yyyy.mm.dd
DFITCConfirmMarkType confirmFlag; //确认标志
};
///账单确认响应
struct APISTRUCT DFITCBillConfirmRspField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCExecStateType execState; //状态标志
};
///交易编码查询
struct APISTRUCT DFITCQryTradeCodeField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
};
///交易编码查询响应
struct APISTRUCT DFITCQryTradeCodeRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户
DFITCExchangeIDType exchangeCode; //交易所编码
DFITCClientIDType clientID; //交易编码
DFITCClientStatusType clientStatus; //交易编码状态
DFITCSpeculatorType clientIDType; //交易编码类型
};
///浮盈浮亏是否计算到权益中
struct APISTRUCT DFITCEquityComputModeRtnField
{
DFITCCapControlModeType capConMode; //资金控制方式,该方式需要用户按位判断,可能为多种组合
DFITCPriceNoteType priceNote; //标的期货价格说明
};
///查询账单
struct APISTRUCT DFITCQryBillField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户
DFITCDateType date; //查询日期 格式yyyy.mm.dd
};
///查询账单响应
struct APISTRUCT DFITCQryBillRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户
DFITCMsgInfoType message; //返回信息
};
///厂商ID确认请求
struct APISTRUCT DFITCProductField
{
DFITCProductIDType productID; //产品编号
DFITCSoftwareVendorIDType vendorID; //软件供应商编号
};
///厂商ID确认响应
struct APISTRUCT DFITCProductRtnField
{
DFITCProductIDType productID; //产品编号
DFITCSoftwareVendorIDType vendorID; //软件供应商
DFITCProductOnlineCountType productOnlineCount; //产品在线数量
DFITCBrokerInfoType brokerInfoName; //期货公司名称
DFITCFrontIDType frontID; //前置机ID
};
///查询交易日请求
struct APISTRUCT DFITCTradingDayField
{
DFITCRequestIDType lRequestID; //请求ID
};
///交易日请求响应
struct APISTRUCT DFITCTradingDayRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCDateType date; //交易日
};
///询价通知订阅请求
struct APISTRUCT DFITCQuoteSubscribeField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账号
DFITCExchangeIDType exchangeID; //交易所
};
///询价通知订阅响应
struct APISTRUCT DFITCQuoteSubscribeRspField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCExecStateType subscribeFlag; //订阅状态
DFITCExchangeIDType exchangeID; //交易所
};
///询价通知退订请求
struct APISTRUCT DFITCQuoteUnSubscribeField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账号
DFITCExchangeIDType exchangeID; //交易所
};
///询价通知退订响应
struct APISTRUCT DFITCQuoteUnSubscribeRspField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCExecStateType subscribeFlag; //退订状态
DFITCExchangeIDType exchangeID; //交易所
};
///询价通知订阅回报
struct APISTRUCT DFITCQuoteSubscribeRtnField
{
DFITCQuoteIDType quoteID; //询价编号
DFITCExchangeIDType exchangeID; //交易所
DFITCInstrumentIDType instrumentID; //合约代码
DFITCSourceType source; //来源
DFITCDateType quoteTime; //询价时间
};
///询价通知查询请求
struct APISTRUCT DFITCQryQuoteNoticeField
{
DFITCAccountIDType accountID; //资金账号
DFITCRequestIDType lRequestID; //请求ID
DFITCExchangeIDType exchangeID; //交易所
DFITCInstrumentIDType instrumentID; //合约代码
};
///询价通知查询响应
struct APISTRUCT DFITCQryQuoteNoticeRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCQuoteIDType quoteID; //询价编号
DFITCExchangeIDType exchangeID; //交易所
DFITCInstrumentIDType instrumentID; //合约代码
DFITCSourceType source; //来源
DFITCDateType quoteTime; //询价时间
};
///做市商报单请求
struct APISTRUCT DFITCQuoteInsertField
{
DFITCAccountIDType accountID; //资金账号
DFITCRequestIDType lRequestID; //请求ID
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCInsertType insertType; //自动单类别
DFITCInstrumentIDType instrumentID; //合约代码
DFITCQuoteIDType quoteID; //询价编号
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCAmountType bOrderAmount; //报单数量(买)
DFITCAmountType sOrderAmount; //报单数量(卖)
DFITCPriceType bInsertPrice; //委托价格(买)
DFITCPriceType sInsertPrice; //委托价格(卖)
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
DFITCSpeculatorType bSpeculator; //投资类别(买)
DFITCSpeculatorType sSpeculator; //投资类别(卖)
DFITCStayTimeType stayTime; //停留时间仅支持郑州。其它情况可设置为0
DFITCCustomCategoryType customCategory; //自定义类别
};
///做市商报单响应
struct APISTRUCT DFITCQuoteRspField
{
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCRequestIDType lRequestID; //请求ID
DFITCPriceType fee; //手续费(仅报价使用)
DFITCPriceType margin; //保证金(仅报价使用)
DFITCDateType orderTime; //委托时间(仅报价使用)
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCCustomCategoryType customCategory; //自定义类别
DFITCInstrumentIDType instrumentID; //合约代码
DFITCAccountIDType accountID; //资金账号
DFITCQuoteIDType quoteID; //询价编号
DFITCSessionIDType sessionID; //会话ID
DFITCClientIDType clientID; //交易编码
};
///做市商报单回报
struct APISTRUCT DFITCQuoteRtnField
{
DFITCExchangeIDType exchangeID; //交易所
DFITCClientIDType clientID; //交易编码
DFITCOrderSysIDType orderSysID; //报单编号
DFITCInstrumentIDType instrumentID; //合约代码
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCSeatCodeType seatCode; //席位代码
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
DFITCSpeculatorType speculator; //投资类别
DFITCAmountType bOrderAmount; //委托数量(买)
DFITCAmountType sOrderAmount; //委托数量(卖)
DFITCPriceType bInsertPrice; //委托价 (买)
DFITCPriceType sInsertPrice; //委托价 (卖)
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCAccountIDType accountID; //资金账号
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCDateType suspendTime; //挂单时间
DFITCEntrusTellerType entrusTeller; //委托柜员
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCSessionIDType sessionID; //会话ID
DFITCQuoteIDType quoteID; //询价编号
DFITCErrorMsgInfoType errorMsg; //错误信息
DFITCCustomCategoryType customCategory; //自定义类别
};
///做市商撤单回报
struct APISTRUCT DFITCQuoteCanceledRtnField
{
DFITCExchangeIDType exchangeID; //交易所
DFITCClientIDType clientID; //交易编码
DFITCOrderSysIDType orderSysID; //报单编号
DFITCInstrumentIDType instrumentID; //合约代码
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCSeatCodeType seatCode; //席位代码
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
DFITCSpeculatorType speculator; //投资类别
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCAccountIDType accountID; //资金账号
DFITCEntrusTellerType entrusTeller; //委托柜员
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCAmountType cancelAmount; //撤单数量
DFITCPriceType fee; //解冻手续费
DFITCPriceType margin; //解冻保证金
DFITCSessionIDType sessionID; //会话ID
DFITCBuySellTypeType buySellType; //买卖标志
DFITCQuoteIDType quoteID; //询价编号
DFITCDateType canceledTime; //撤单时间
DFITCCustomCategoryType customCategory; //自定义类别
};
///做市商成交回报
struct APISTRUCT DFITCQuoteMatchRtnField
{
DFITCExchangeIDType exchangeID; //交易所ID
DFITCClientIDType clientID; //交易编码
DFITCInstrumentIDType instrumentID; //合约代码
DFITCSeatCodeType seatCode; //席位代码
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCOpenCloseTypeType openCloseType; //开平标志
DFITCSpeculatorType speculator; //投资类别
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCOrderSysIDType OrderSysID; //报单编号(交易所报单编号)
DFITCMatchIDType matchID; //成交编号
DFITCAmountType matchedAmount; //成交数量
DFITCPriceType matchedPrice; //成交价格
DFITCAccountIDType accountID; //资金账号
DFITCPriceType turnover; //成交金额
DFITCEntrusTellerType entrusTeller; //委托柜员
DFITCDateType matchedTime; //成交时间
DFITCFeeType fee; //手续费
DFITCPriceType insertPrice; //委托价格
DFITCAmountType orderAmount; //委托数量
DFITCOrderAnswerStatusType orderStatus; //申报结果
DFITCPriceType margin; //开仓为保证金,平仓为解冻保证金
DFITCBuySellTypeType buySellType; //买卖
DFITCAmountType closeTodayAmount; //平今数量
DFITCPriceType closePrice; //平仓金额
DFITCPriceType closeTodayPrice; //平今金额
DFITCAdjustmentInfoType adjustmentInfo; //组合或对锁的保证金调整信息,格式:[合约代码,买卖标志,投资类别,调整金额;]
DFITCPriceType frozenCapita; //成交解冻委托冻结的资金
DFITCProfitLossType dateCloseProfitLoss; //盯市平仓盈亏
DFITCInstrumentTypeType instrumentType; //合约类型
DFITCSessionIDType sessionID; //会话标识
DFITCLargeMarginDirectType largeMarginDirect; //大边保证金方向
DFITCQuoteIDType quoteID; //询价编号
DFITCCustomCategoryType customCategory; //自定义类别
};
///批量撤单请求
struct APISTRUCT DFITCCancelAllOrderField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCExchangeIDType exchangeID; //交易所编码(目前只支持大商所)
};
///批量撤单响应
struct APISTRUCT DFITCCancelAllOrderRspField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCOrderAnswerStatusType orderStatus; //委托状态
};
///询价请求
struct APISTRUCT DFITCForQuoteField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentIDType instrumentID; //合约代码
};
///询价请求响应
struct APISTRUCT DFITCForQuoteRspField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCDateType commTime; //委托时间
};
///询价回报
struct APISTRUCT DFITCForQuoteRtnField
{
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCSessionIDType sessionID; //会话ID
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所
DFITCAccountIDType accountID; //资金账号
DFITCOrderAnswerStatusType orderStatus; //委托状态
};
///做市商报价委托查询
struct APISTRUCT DFITCQuoteOrderField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCExchangeIDType exchangeID; //交易所
DFITCAccountIDType accountID; //资金账户
DFITCInstrumentIDType instrumentID; //合约代码
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCOrderAnswerStatusType orderStatus; //委托状态
};
///做市商报价查询响应
struct APISTRUCT DFITCQuoteOrderRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCOrderAnswerStatusType orderStatus; //委托状态
DFITCInstrumentIDType instrumentID; //合约代码
DFITCPriceType margin; //保证金
DFITCPriceType fee; //手续费
DFITCLocalOrderIDType localOrderID; //本地委托号
DFITCAccountIDType accountID; //客户号
DFITCDateType commTime; //委托时间
DFITCDateType submitTime; //申报时间
DFITCExchangeIDType exchangeID; //交易所ID
DFITCAmountType bOrderAmount; //委托数量(买)
DFITCAmountType bMatchedAmount; //成交数量(买)
DFITCAmountType bCancelAmount; //撤单数量(买)
DFITCPriceType bInsertPrice; //委托价格(买)
DFITCPriceType bMatchedPrice; //成交价格(买)
DFITCOpenCloseTypeType bOpenCloseType; //开平标志(买)
DFITCAmountType sOrderAmount; //委托数量(卖)
DFITCAmountType sMatchedAmount; //成交数量(卖)
DFITCAmountType sCancelAmount; //撤单数量(卖)
DFITCPriceType sInsertPrice; //委托价格(卖)
DFITCPriceType sMatchedPrice; //成交价格(卖)
DFITCOpenCloseTypeType sOpenCloseType; //开平标志(卖)
DFITCFrontAddrType operStation; //操作站点
DFITCSessionIDType sessionID; //会话ID
DFITCQuoteIDType quoteID; //询价编号
DFITCCustomCategoryType customCategory; //自定义类别
};
///查询转账银行
struct APISTRUCT DFITCQryTransferBankField
{
DFITCAccountIDType accountID; //资金账号
DFITCBankIDType bankID; //银行代码
DFITCRequestIDType lRequestID; //请求ID
};
///转帐银行响应
struct APISTRUCT DFITCTransferBankRspField
{
DFITCAccountIDType accountID; //客户号
DFITCBankIDType bankID; //银行代码
DFITCBankAccountType bankAccount; //银行账号
DFITCCurrencyType currency; //币种
DFITCDateType registDate; //登记日期
DFITCRequestIDType lRequestID; //请求ID
};
///查询转账流水
struct APISTRUCT DFITCQryTransferSerialField
{
DFITCAccountIDType accountID; //资金账号
DFITCBankIDType bankID; //银行代码
DFITCBankAccountType bankAccount; //银行账号
DFITCRequestIDType lRequestID; //请求ID
};
///转账流水响应
struct APISTRUCT DFITCTransferSerialRspField
{
DFITCAccountIDType accountID; //资金账号
DFITCBankIDType bankID; //银行代码
DFITCBankAccountType bankAccount; //银行账号
DFITCCurrencyType currency; //币种代码
DFITCApplyNumberType applyNum; //申请号
DFITCTransferType type; //转账业务类别
DFITCPriceType tradeAmount; //转账金额
DFITCPriceType curFutAccountFund; //本次资金余额
DFITCSerialType bankSerialNum; //银行流水号
DFITCTimeType reqTransferTime; //发起转账时间
DFITCTimeType dealTransferTime; //转账成功时间
DFITCProcResultType procResult; //转账处理结果
DFITCRequestIDType lRequestID; //请求ID
};
///资金转账请求信息
struct APISTRUCT DFITCReqTransferField
{
DFITCBankIDType bankID; //银行代码
DFITCBankAccountType bankAccount; //银行账号
DFITCPasswdType bankPassword; //银行密码
DFITCAccountIDType accountID; //投资者账号
DFITCPasswdType password; //期货密码
DFITCCurrencyType currency; //币种代码
DFITCPriceType tradeAmount; //转账金额
DFITCRequestIDType lRequestID; //请求ID
};
///资金转账响应信息
struct APISTRUCT DFITCTransferRspField
{
DFITCBankIDType bankID; //银行代码
DFITCBankAccountType bankAccount; //银行账号
DFITCAccountIDType accountID; //投资者账号
DFITCPriceType tradeAmount; //转账金额
DFITCApplyNumberType applyNumber; //转账申请号
DFITCRequestIDType lRequestID; //请求ID
};
///资金转账通知信息
struct APISTRUCT DFITCTransferRtnField
{
DFITCAccountIDType accountID; //投资者账号
DFITCBankIDType bankID; //银行代码
DFITCBankAccountType bankAccount; //银行账号
DFITCTransferType type; //转账类别
DFITCPriceType tradeAmount; //转账金额
DFITCSerialType bankSerialNum; //银行流水号
DFITCApplyNumberType applyNumber; //转账申请号
DFITCSessionIDType sessionID; //会话ID
};
///银行或主席发起出金冲正通知
struct APISTRUCT DFITCRepealRtnField
{
DFITCAccountIDType accountID; //投资者账号
DFITCBankIDType bankID; //银行代码
DFITCBankAccountType bankAccount; //银行账号
DFITCTransferType type; //转账类别
DFITCPriceType tradeAmount; //转账金额
DFITCSerialType bankSerialNum; //银行流水号
DFITCSerialType repealSerial; //被冲正流水号
};
///交易状态查询请求
struct APISTRUCT DFITCQryExchangeStatusField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCExchangeIDType exchangeID; //交易所编码
};
///交易所状态查询响应
struct APISTRUCT DFITCExchangeStatusRspField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCExchangeStatusType exchangeStatus; //交易所状态
DFITCExchangeIDType exchangeID; //交易所编码
};
///交易所状态通知
struct APISTRUCT DFITCExchangeStatusRtnField
{
DFITCExchangeIDType exchangeID; //交易所
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeStatusType exchangeStatus; //交易所状态
};
///行情查询请求
struct DFITCQryDepthMarketDataField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所
};
///查询询价请求
struct APISTRUCT DFITCQryForQuoteField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账户ID
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所
};
///查询询价响应
struct APISTRUCT DFITCQryForQuoteRtnField
{
DFITCRequestIDType lRequestID; //请求ID
DFITCAccountIDType accountID; //资金账号
DFITCSPDOrderIDType spdOrderID; //柜台委托号
DFITCInstrumentIDType instrumentID; //合约代码
DFITCExchangeIDType exchangeID; //交易所
DFITCDateType SuspendTime; //挂起时间
DFITCOrderAnswerStatusType orderStatus; //委托状态
};
#endif//DFITCAPISTRUCT_H_