2313 lines
54 KiB
C
2313 lines
54 KiB
C
/////////////////////////////////////////////////////////////////////////
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///@company shanghai liber information Technology Co.,Ltd
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///@file SecurityFtdcUserApiStruct.h
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///@brief 定义业务数据结构
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/////////////////////////////////////////////////////////////////////////
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#if !defined(SECURITY_FTDCSTRUCT_H)
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#define SECURITY_FTDCSTRUCT_H
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#if _MSC_VER > 1000
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#pragma once
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#endif // _MSC_VER > 1000
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#include "SecurityFtdcUserApiDataType.h"
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///响应信息
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struct CSecurityFtdcRspInfoField
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{
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///错误代码
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TSecurityFtdcErrorIDType ErrorID;
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///错误信息
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TSecurityFtdcErrorMsgType ErrorMsg;
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};
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///交易所
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struct CSecurityFtdcExchangeField
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{
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///交易所代码
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TSecurityFtdcExchangeIDType ExchangeID;
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///交易所名称
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TSecurityFtdcExchangeNameType ExchangeName;
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///交易所属性
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TSecurityFtdcExchangePropertyType ExchangeProperty;
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};
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///产品
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struct CSecurityFtdcProductField
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{
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///产品代码
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TSecurityFtdcInstrumentIDType ProductID;
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///产品名称
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TSecurityFtdcProductNameType ProductName;
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///交易所代码
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TSecurityFtdcExchangeIDType ExchangeID;
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///产品类型
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TSecurityFtdcProductClassType ProductClass;
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///合约数量乘数
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TSecurityFtdcVolumeMultipleType VolumeMultiple;
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///最小变动价位
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TSecurityFtdcPriceType PriceTick;
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///市价单最大下单量
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TSecurityFtdcVolumeType MaxMarketOrderVolume;
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///市价单最小下单量
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TSecurityFtdcVolumeType MinMarketOrderVolume;
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///限价单最大下单量
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TSecurityFtdcVolumeType MaxLimitOrderVolume;
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///限价单最小下单量
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TSecurityFtdcVolumeType MinLimitOrderVolume;
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///持仓类型
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TSecurityFtdcPositionTypeType PositionType;
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///持仓日期类型
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TSecurityFtdcPositionDateTypeType PositionDateType;
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///ETF最小交易单位
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TSecurityFtdcVolumeType EFTMinTradeVolume;
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};
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///合约
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struct CSecurityFtdcInstrumentField
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{
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///合约代码
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TSecurityFtdcInstrumentIDType InstrumentID;
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///交易所代码
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TSecurityFtdcExchangeIDType ExchangeID;
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///合约名称
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TSecurityFtdcInstrumentNameType InstrumentName;
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///合约在交易所的代码
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TSecurityFtdcExchangeInstIDType ExchangeInstID;
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///产品代码
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TSecurityFtdcInstrumentIDType ProductID;
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///产品类型
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TSecurityFtdcProductClassType ProductClass;
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///交割年份
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TSecurityFtdcYearType DeliveryYear;
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///交割月
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TSecurityFtdcMonthType DeliveryMonth;
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///市价单最大下单量
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TSecurityFtdcVolumeType MaxMarketOrderVolume;
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///市价单最小下单量
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TSecurityFtdcVolumeType MinMarketOrderVolume;
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///限价单最大下单量
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TSecurityFtdcVolumeType MaxLimitOrderVolume;
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///限价单最小下单量
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TSecurityFtdcVolumeType MinLimitOrderVolume;
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///合约数量乘数
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TSecurityFtdcVolumeMultipleType VolumeMultiple;
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///最小变动价位
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TSecurityFtdcPriceType PriceTick;
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///创建日
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TSecurityFtdcDateType CreateDate;
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///上市日
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TSecurityFtdcDateType OpenDate;
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///到期日
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TSecurityFtdcDateType ExpireDate;
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///开始交割日
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TSecurityFtdcDateType StartDelivDate;
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///结束交割日
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TSecurityFtdcDateType EndDelivDate;
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///合约生命周期状态
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TSecurityFtdcInstLifePhaseType InstLifePhase;
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///当前是否交易
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TSecurityFtdcBoolType IsTrading;
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///持仓类型
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TSecurityFtdcPositionTypeType PositionType;
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///报单能否撤单
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TSecurityFtdcBoolType OrderCanBeWithdraw;
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///最小买下单单位
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TSecurityFtdcVolumeType MinBuyVolume;
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///最小卖下单单位
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TSecurityFtdcVolumeType MinSellVolume;
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///股票权限模版代码
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TSecurityFtdcRightModelIDType RightModelID;
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///持仓交易类型
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TSecurityFtdcPosTradeTypeType PosTradeType;
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///市场代码
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TSecurityFtdcInstrumentIDType MarketID;
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///期权执行价格
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TSecurityFtdcPriceType ExecPrice;
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///期权单手保证金
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TSecurityFtdcMoneyType UnitMargin;
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///合约类型
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TSecurityFtdcInstrumentTypeType InstrumentType;
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///期权保证金参数1
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TSecurityFtdcRatioType OptionsMarginParam1;
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///期权保证金参数2
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TSecurityFtdcRatioType OptionsMarginParam2;
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};
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///经纪公司
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struct CSecurityFtdcBrokerField
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{
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///经纪公司简称
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TSecurityFtdcBrokerAbbrType BrokerAbbr;
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///经纪公司名称
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TSecurityFtdcBrokerNameType BrokerName;
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///是否活跃
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TSecurityFtdcBoolType IsActive;
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};
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///会员编码和经纪公司编码对照表
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struct CSecurityFtdcPartBrokerField
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{
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///交易所代码
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TSecurityFtdcExchangeIDType ExchangeID;
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///会员代码
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TSecurityFtdcParticipantIDType ParticipantID;
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///是否活跃
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TSecurityFtdcBoolType IsActive;
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};
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///投资者
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struct CSecurityFtdcInvestorField
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{
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///投资者代码
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TSecurityFtdcInvestorIDType InvestorID;
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///投资者分组代码
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TSecurityFtdcInvestorIDType InvestorGroupID;
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///投资者名称
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TSecurityFtdcPartyNameType InvestorName;
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///证件类型
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TSecurityFtdcIdCardTypeType IdentifiedCardType;
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///证件号码
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TSecurityFtdcIdentifiedCardNoType IdentifiedCardNo;
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///是否活跃
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TSecurityFtdcBoolType IsActive;
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///上海营业部编号
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TSecurityFtdcTraderIDType SHBranchID;
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///深圳营业部编号
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TSecurityFtdcTraderIDType SZBranchID;
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///所属结算系统类型
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TSecurityFtdcSettleSystemTypeType SettleSystemType;
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///投资者期权交易等级
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TSecurityFtdcInvestorLevelType InvestorLevel;
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};
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///交易编码
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struct CSecurityFtdcTradingCodeField
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{
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///投资者代码
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TSecurityFtdcInvestorIDType InvestorID;
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///交易所代码
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TSecurityFtdcExchangeIDType ExchangeID;
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///客户代码
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TSecurityFtdcClientIDType ClientID;
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///是否活跃
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TSecurityFtdcBoolType IsActive;
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///AccountID
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TSecurityFtdcAccountIDType AccountID;
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///交易单元号
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TSecurityFtdcTraderIDType PBU;
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///ClientType
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TSecurityFtdcClientTypeType ClientType;
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};
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///管理用户
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struct CSecurityFtdcSuperUserField
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{
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///用户代码
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TSecurityFtdcUserIDType UserID;
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///用户名称
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TSecurityFtdcUserNameType UserName;
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///密码
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TSecurityFtdcPasswordType Password;
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///是否活跃
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TSecurityFtdcBoolType IsActive;
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};
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///管理用户功能权限
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struct CSecurityFtdcSuperUserFunctionField
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{
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///用户代码
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TSecurityFtdcUserIDType UserID;
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///功能代码
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TSecurityFtdcFunctionCodeType FunctionCode;
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};
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///经纪公司用户
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struct CSecurityFtdcBrokerUserField
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{
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///用户代码
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TSecurityFtdcUserIDType UserID;
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///用户名称
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TSecurityFtdcUserNameType UserName;
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///用户类型
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TSecurityFtdcUserTypeType UserType;
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///是否活跃
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TSecurityFtdcBoolType IsActive;
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///是否使用令牌
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TSecurityFtdcBoolType IsUsingOTP;
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};
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///经纪公司用户功能权限
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struct CSecurityFtdcBrokerUserFunctionField
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{
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///用户代码
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TSecurityFtdcUserIDType UserID;
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///经纪公司功能代码
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TSecurityFtdcBrokerFunctionCodeType BrokerFunctionCode;
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};
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///资金账户
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struct CSecurityFtdcTradingAccountField
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{
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///投资者帐号
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TSecurityFtdcAccountIDType AccountID;
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///上次质押金额
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TSecurityFtdcMoneyType PreMortgage;
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///上次信用额度
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TSecurityFtdcMoneyType PreCredit;
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///上次存款额
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TSecurityFtdcMoneyType PreDeposit;
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///上次结算准备金
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TSecurityFtdcMoneyType PreBalance;
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///上次占用的保证金
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TSecurityFtdcMoneyType PreMargin;
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///利息基数
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TSecurityFtdcMoneyType InterestBase;
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///利息收入
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TSecurityFtdcMoneyType Interest;
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///入金金额
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TSecurityFtdcMoneyType Deposit;
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///出金金额
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TSecurityFtdcMoneyType Withdraw;
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///冻结的保证金
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TSecurityFtdcMoneyType FrozenMargin;
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///冻结的资金
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TSecurityFtdcMoneyType FrozenCash;
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///冻结的手续费
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TSecurityFtdcMoneyType FrozenCommission;
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///当前保证金总额
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TSecurityFtdcMoneyType CurrMargin;
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///资金差额
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TSecurityFtdcMoneyType CashIn;
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///手续费
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TSecurityFtdcMoneyType Commission;
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///结算准备金
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TSecurityFtdcMoneyType Balance;
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///现金
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TSecurityFtdcMoneyType Available;
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///可取资金
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TSecurityFtdcMoneyType WithdrawQuota;
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///基本准备金
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TSecurityFtdcMoneyType Reserve;
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///交易日
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TSecurityFtdcDateType TradingDay;
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///保证金可用余额
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TSecurityFtdcMoneyType Credit;
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///质押金额
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TSecurityFtdcMoneyType Mortgage;
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///交易所保证金
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TSecurityFtdcMoneyType ExchangeMargin;
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///投资者交割保证金
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TSecurityFtdcMoneyType DeliveryMargin;
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///交易所交割保证金
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TSecurityFtdcMoneyType ExchangeDeliveryMargin;
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///冻结的过户费
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TSecurityFtdcMoneyType FrozenTransferFee;
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///冻结的印花税
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TSecurityFtdcMoneyType FrozenStampTax;
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///过户费
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TSecurityFtdcMoneyType TransferFee;
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///印花税
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TSecurityFtdcMoneyType StampTax;
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///折算金额
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TSecurityFtdcMoneyType ConversionAmount;
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///授信额度
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TSecurityFtdcMoneyType CreditAmount;
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///证券总价值
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TSecurityFtdcMoneyType StockValue;
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///国债回购占用资金
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TSecurityFtdcMoneyType BondRepurchaseAmount;
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///国债逆回购占用资金
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TSecurityFtdcMoneyType ReverseRepurchaseAmount;
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///币种
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TSecurityFtdcCurrencyCodeType CurrencyCode;
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///账户类型
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TSecurityFtdcAccountTypeType AccountType;
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///融资买入金额
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TSecurityFtdcMoneyType MarginTradeAmount;
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///融券卖出金额
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TSecurityFtdcMoneyType ShortSellAmount;
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///融资持仓盈亏
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TSecurityFtdcMoneyType MarginTradeProfit;
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///融券持仓盈亏
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TSecurityFtdcMoneyType ShortSellProfit;
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///融券总市值
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TSecurityFtdcMoneyType SSStockValue;
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///维持担保比例
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TSecurityFtdcRatioType CreditRatio;
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///行权冻结资金
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TSecurityFtdcMoneyType FrozenExecCash;
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};
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///禁止登录用户
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struct CSecurityFtdcLoginForbiddenUserField
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{
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///用户代码
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TSecurityFtdcUserIDType UserID;
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};
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///深度行情
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struct CSecurityFtdcDepthMarketDataField
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{
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///交易日
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TSecurityFtdcDateType TradingDay;
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///合约代码
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TSecurityFtdcInstrumentIDType InstrumentID;
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///交易所代码
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TSecurityFtdcExchangeIDType ExchangeID;
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///合约在交易所的代码
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TSecurityFtdcExchangeInstIDType ExchangeInstID;
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///最新价
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TSecurityFtdcPriceType LastPrice;
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///上次结算价
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TSecurityFtdcPriceType PreSettlementPrice;
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///昨收盘
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TSecurityFtdcPriceType PreClosePrice;
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///昨持仓量
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TSecurityFtdcLargeVolumeType PreOpenInterest;
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///今开盘
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TSecurityFtdcPriceType OpenPrice;
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///最高价
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TSecurityFtdcPriceType HighestPrice;
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///最低价
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TSecurityFtdcPriceType LowestPrice;
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///数量
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TSecurityFtdcVolumeType Volume;
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///成交金额
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TSecurityFtdcMoneyType Turnover;
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///持仓量
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TSecurityFtdcLargeVolumeType OpenInterest;
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///今收盘
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TSecurityFtdcPriceType ClosePrice;
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///本次结算价
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TSecurityFtdcPriceType SettlementPrice;
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///涨停板价
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TSecurityFtdcPriceType UpperLimitPrice;
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///跌停板价
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TSecurityFtdcPriceType LowerLimitPrice;
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///昨虚实度
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TSecurityFtdcRatioType PreDelta;
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///今虚实度
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TSecurityFtdcRatioType CurrDelta;
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///最后修改时间
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TSecurityFtdcTimeType UpdateTime;
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///最后修改毫秒
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TSecurityFtdcMillisecType UpdateMillisec;
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///申买价一
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TSecurityFtdcPriceType BidPrice1;
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///申买量一
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TSecurityFtdcVolumeType BidVolume1;
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///申卖价一
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TSecurityFtdcPriceType AskPrice1;
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///申卖量一
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TSecurityFtdcVolumeType AskVolume1;
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///申买价二
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TSecurityFtdcPriceType BidPrice2;
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///申买量二
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TSecurityFtdcVolumeType BidVolume2;
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///申卖价二
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TSecurityFtdcPriceType AskPrice2;
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///申卖量二
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TSecurityFtdcVolumeType AskVolume2;
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///申买价三
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TSecurityFtdcPriceType BidPrice3;
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///申买量三
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TSecurityFtdcVolumeType BidVolume3;
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///申卖价三
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TSecurityFtdcPriceType AskPrice3;
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///申卖量三
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TSecurityFtdcVolumeType AskVolume3;
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///申买价四
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TSecurityFtdcPriceType BidPrice4;
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///申买量四
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TSecurityFtdcVolumeType BidVolume4;
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///申卖价四
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TSecurityFtdcPriceType AskPrice4;
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///申卖量四
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TSecurityFtdcVolumeType AskVolume4;
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///申买价五
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TSecurityFtdcPriceType BidPrice5;
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///申买量五
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TSecurityFtdcVolumeType BidVolume5;
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///申卖价五
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TSecurityFtdcPriceType AskPrice5;
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///申卖量五
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TSecurityFtdcVolumeType AskVolume5;
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///当日均价
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TSecurityFtdcPriceType AveragePrice;
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///业务日期
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TSecurityFtdcDateType ActionDay;
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};
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///投资者合约交易权限
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struct CSecurityFtdcInstrumentTradingRightField
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{
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///合约代码
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TSecurityFtdcInstrumentIDType InstrumentID;
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///投资者范围
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TSecurityFtdcInvestorRangeType InvestorRange;
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///投资者代码
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TSecurityFtdcInvestorIDType InvestorID;
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///买卖
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TSecurityFtdcDirectionType Direction;
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///交易权限
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TSecurityFtdcTradingRightType TradingRight;
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///交易所代码
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TSecurityFtdcExchangeIDType ExchangeID;
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///股票权限分类
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TSecurityFtdcInstrumentRangeType InstrumentRange;
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};
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///投资者持仓明细
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struct CSecurityFtdcInvestorPositionDetailField
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{
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///合约代码
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TSecurityFtdcInstrumentIDType InstrumentID;
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///经纪公司代码
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TSecurityFtdcBrokerIDType BrokerID;
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///投资者代码
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TSecurityFtdcInvestorIDType InvestorID;
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///投机套保标志
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|
TSecurityFtdcHedgeFlagType HedgeFlag;
|
|
///买卖
|
|
TSecurityFtdcDirectionType Direction;
|
|
///开仓日期
|
|
TSecurityFtdcDateType OpenDate;
|
|
///成交编号
|
|
TSecurityFtdcTradeIDType TradeID;
|
|
///数量
|
|
TSecurityFtdcVolumeType Volume;
|
|
///开仓价
|
|
TSecurityFtdcPriceType OpenPrice;
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///成交类型
|
|
TSecurityFtdcTradeTypeType TradeType;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///投资者保证金
|
|
TSecurityFtdcMoneyType Margin;
|
|
///交易所保证金
|
|
TSecurityFtdcMoneyType ExchMargin;
|
|
///昨结算价
|
|
TSecurityFtdcPriceType LastSettlementPrice;
|
|
///结算价
|
|
TSecurityFtdcPriceType SettlementPrice;
|
|
///平仓量
|
|
TSecurityFtdcVolumeType CloseVolume;
|
|
///平仓金额
|
|
TSecurityFtdcMoneyType CloseAmount;
|
|
///过户费
|
|
TSecurityFtdcMoneyType TransferFee;
|
|
///印花税
|
|
TSecurityFtdcMoneyType StampTax;
|
|
///手续费
|
|
TSecurityFtdcMoneyType Commission;
|
|
///AccountID
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///质押入库数量
|
|
TSecurityFtdcVolumeType PledgeInPosition;
|
|
///质押入库冻结数量
|
|
TSecurityFtdcVolumeType PledgeInFrozenPosition;
|
|
///正回购使用的标准券数量
|
|
TSecurityFtdcVolumeType RepurchasePosition;
|
|
///融资融券金额
|
|
TSecurityFtdcMoneyType Amount;
|
|
///标的合约代码
|
|
TSecurityFtdcInstrumentIDType UnderlyingInstrumentID;
|
|
};
|
|
|
|
///债券利息
|
|
struct CSecurityFtdcBondInterestField
|
|
{
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///利息
|
|
TSecurityFtdcInterestType Interest;
|
|
};
|
|
|
|
///市值配售信息
|
|
struct CSecurityFtdcMarketRationInfoField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///可配售手数
|
|
TSecurityFtdcVolumeType RationVolume;
|
|
};
|
|
|
|
///合约手续费率
|
|
struct CSecurityFtdcInstrumentCommissionRateField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///投资者范围
|
|
TSecurityFtdcInvestorRangeType InvestorRange;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///买卖方向
|
|
TSecurityFtdcDirectionType Direction;
|
|
///印花税率
|
|
TSecurityFtdcRatioType StampTaxRateByMoney;
|
|
///印花税率(按手数)
|
|
TSecurityFtdcRatioType StampTaxRateByVolume;
|
|
///过户费率
|
|
TSecurityFtdcRatioType TransferFeeRateByMoney;
|
|
///过户费率(按手数)
|
|
TSecurityFtdcRatioType TransferFeeRateByVolume;
|
|
///交易费
|
|
TSecurityFtdcRatioType TradeFeeByMoney;
|
|
///交易费(按手数)
|
|
TSecurityFtdcRatioType TradeFeeByVolume;
|
|
///交易附加费率
|
|
TSecurityFtdcRatioType MarginByMoney;
|
|
///最小交易费
|
|
TSecurityFtdcPriceType MinTradeFee;
|
|
};
|
|
|
|
///余券信息
|
|
struct CSecurityFtdcExcessStockInfoField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///余券数量
|
|
TSecurityFtdcVolumeType ExcessVolume;
|
|
///余券冻结数量
|
|
TSecurityFtdcVolumeType ExcessFrozenVolume;
|
|
};
|
|
|
|
///ETF合约
|
|
struct CSecurityFtdcETFInstrumentField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///ETF证券代码
|
|
TSecurityFtdcInstrumentIDType ETFInstrumentID;
|
|
///ETF对应申赎代码
|
|
TSecurityFtdcInstrumentIDType ETFPurRedInstrumentID;
|
|
///最小申购赎回单位对应的ETF份数
|
|
TSecurityFtdcVolumeType CreationRedemptionUnit;
|
|
///最大现金替代比例
|
|
TSecurityFtdcRatioType Maxcashratio;
|
|
///基金当天申购赎回状态
|
|
TSecurityFtdcCreationredemptionStatusType Creationredemption;
|
|
///预估金额
|
|
TSecurityFtdcMoneyType EstimateCashComponent;
|
|
};
|
|
|
|
///ETF股票篮
|
|
struct CSecurityFtdcETFBasketField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///ETF证券代码
|
|
TSecurityFtdcInstrumentIDType ETFInstrumentID;
|
|
///股票证券代码
|
|
TSecurityFtdcInstrumentIDType StockInstrumentID;
|
|
///股票证券名称
|
|
TSecurityFtdcInstrumentNameType StockInstrumentName;
|
|
///股票数量
|
|
TSecurityFtdcVolumeType Volume;
|
|
///替代标志
|
|
TSecurityFtdcETFCurrenceReplaceStatusType CurrenceReplaceStatus;
|
|
///溢价比例
|
|
TSecurityFtdcRatioType Premium;
|
|
///总金额
|
|
TSecurityFtdcMoneyType Amount;
|
|
};
|
|
|
|
///OF合约
|
|
struct CSecurityFtdcOFInstrumentField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///OF基金代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///基金当天申购赎回状态
|
|
TSecurityFtdcCreationredemptionStatusType Creationredemption;
|
|
///基金净值
|
|
TSecurityFtdcPriceType NetPrice;
|
|
};
|
|
|
|
///ETF合约
|
|
struct CSecurityFtdcSFInstrumentField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///基金代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///SF基金代码
|
|
TSecurityFtdcInstrumentIDType SFInstrumentID;
|
|
///基金当天拆分合并状态
|
|
TSecurityFtdcSplitMergeStatusType SplitMergeStatus;
|
|
///最小拆分数量
|
|
TSecurityFtdcVolumeType MinSplitVolume;
|
|
///最小合并数量
|
|
TSecurityFtdcVolumeType MinMergeVolume;
|
|
///拆分/合并比例
|
|
TSecurityFtdcVolumeType VolumeRatio;
|
|
///基金净值
|
|
TSecurityFtdcPriceType NetPrice;
|
|
};
|
|
|
|
///交易所交易员报盘机
|
|
struct CSecurityFtdcTraderOfferField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///安装编号
|
|
TSecurityFtdcInstallIDType InstallID;
|
|
///本地报单编号
|
|
TSecurityFtdcOrderLocalIDType OrderLocalID;
|
|
///交易所交易员连接状态
|
|
TSecurityFtdcTraderConnectStatusType TraderConnectStatus;
|
|
///发出连接请求的日期
|
|
TSecurityFtdcDateType ConnectRequestDate;
|
|
///发出连接请求的时间
|
|
TSecurityFtdcTimeType ConnectRequestTime;
|
|
///上次报告日期
|
|
TSecurityFtdcDateType LastReportDate;
|
|
///上次报告时间
|
|
TSecurityFtdcTimeType LastReportTime;
|
|
///完成连接日期
|
|
TSecurityFtdcDateType ConnectDate;
|
|
///完成连接时间
|
|
TSecurityFtdcTimeType ConnectTime;
|
|
///启动日期
|
|
TSecurityFtdcDateType StartDate;
|
|
///启动时间
|
|
TSecurityFtdcTimeType StartTime;
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
};
|
|
|
|
///交易所行情报盘机
|
|
struct CSecurityFtdcMDTraderOfferField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///安装编号
|
|
TSecurityFtdcInstallIDType InstallID;
|
|
///本地报单编号
|
|
TSecurityFtdcOrderLocalIDType OrderLocalID;
|
|
///交易所交易员连接状态
|
|
TSecurityFtdcTraderConnectStatusType TraderConnectStatus;
|
|
///发出连接请求的日期
|
|
TSecurityFtdcDateType ConnectRequestDate;
|
|
///发出连接请求的时间
|
|
TSecurityFtdcTimeType ConnectRequestTime;
|
|
///上次报告日期
|
|
TSecurityFtdcDateType LastReportDate;
|
|
///上次报告时间
|
|
TSecurityFtdcTimeType LastReportTime;
|
|
///完成连接日期
|
|
TSecurityFtdcDateType ConnectDate;
|
|
///完成连接时间
|
|
TSecurityFtdcTimeType ConnectTime;
|
|
///启动日期
|
|
TSecurityFtdcDateType StartDate;
|
|
///启动时间
|
|
TSecurityFtdcTimeType StartTime;
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
};
|
|
|
|
///前置状态
|
|
struct CSecurityFtdcFrontStatusField
|
|
{
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///上次报告日期
|
|
TSecurityFtdcDateType LastReportDate;
|
|
///上次报告时间
|
|
TSecurityFtdcTimeType LastReportTime;
|
|
///是否活跃
|
|
TSecurityFtdcBoolType IsActive;
|
|
};
|
|
|
|
///用户会话
|
|
struct CSecurityFtdcUserSessionField
|
|
{
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///登录日期
|
|
TSecurityFtdcDateType LoginDate;
|
|
///登录时间
|
|
TSecurityFtdcTimeType LoginTime;
|
|
///IP地址
|
|
TSecurityFtdcIPAddressType IPAddress;
|
|
///用户端产品信息
|
|
TSecurityFtdcProductInfoType UserProductInfo;
|
|
///接口端产品信息
|
|
TSecurityFtdcProductInfoType InterfaceProductInfo;
|
|
///协议信息
|
|
TSecurityFtdcProtocolInfoType ProtocolInfo;
|
|
///Mac地址
|
|
TSecurityFtdcMacAddressType MacAddress;
|
|
};
|
|
|
|
///报单
|
|
struct CSecurityFtdcOrderField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///报单引用
|
|
TSecurityFtdcOrderRefType OrderRef;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///报单价格条件
|
|
TSecurityFtdcOrderPriceTypeType OrderPriceType;
|
|
///买卖方向
|
|
TSecurityFtdcDirectionType Direction;
|
|
///组合开平标志
|
|
TSecurityFtdcCombOffsetFlagType CombOffsetFlag;
|
|
///组合投机套保标志
|
|
TSecurityFtdcCombHedgeFlagType CombHedgeFlag;
|
|
///价格
|
|
TSecurityFtdcStockPriceType LimitPrice;
|
|
///数量
|
|
TSecurityFtdcVolumeType VolumeTotalOriginal;
|
|
///有效期类型
|
|
TSecurityFtdcTimeConditionType TimeCondition;
|
|
///GTD日期
|
|
TSecurityFtdcDateType GTDDate;
|
|
///成交量类型
|
|
TSecurityFtdcVolumeConditionType VolumeCondition;
|
|
///最小成交量
|
|
TSecurityFtdcVolumeType MinVolume;
|
|
///触发条件
|
|
TSecurityFtdcContingentConditionType ContingentCondition;
|
|
///止损价
|
|
TSecurityFtdcPriceType StopPrice;
|
|
///强平原因
|
|
TSecurityFtdcForceCloseReasonType ForceCloseReason;
|
|
///自动挂起标志
|
|
TSecurityFtdcBoolType IsAutoSuspend;
|
|
///业务单元
|
|
TSecurityFtdcBusinessUnitType BusinessUnit;
|
|
///请求编号
|
|
TSecurityFtdcRequestIDType RequestID;
|
|
///本地报单编号
|
|
TSecurityFtdcOrderLocalIDType OrderLocalID;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///客户代码
|
|
TSecurityFtdcClientIDType ClientID;
|
|
///合约在交易所的代码
|
|
TSecurityFtdcExchangeInstIDType ExchangeInstID;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
///安装编号
|
|
TSecurityFtdcInstallIDType InstallID;
|
|
///报单提交状态
|
|
TSecurityFtdcOrderSubmitStatusType OrderSubmitStatus;
|
|
///账户代码
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///报单提示序号
|
|
TSecurityFtdcSequenceNoType NotifySequence;
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///报单编号
|
|
TSecurityFtdcOrderSysIDType OrderSysID;
|
|
///报单来源
|
|
TSecurityFtdcOrderSourceType OrderSource;
|
|
///报单状态
|
|
TSecurityFtdcOrderStatusType OrderStatus;
|
|
///报单类型
|
|
TSecurityFtdcOrderTypeType OrderType;
|
|
///今成交数量
|
|
TSecurityFtdcVolumeType VolumeTraded;
|
|
///剩余数量
|
|
TSecurityFtdcVolumeType VolumeTotal;
|
|
///报单日期
|
|
TSecurityFtdcDateType InsertDate;
|
|
///委托时间
|
|
TSecurityFtdcTimeType InsertTime;
|
|
///激活时间
|
|
TSecurityFtdcTimeType ActiveTime;
|
|
///挂起时间
|
|
TSecurityFtdcTimeType SuspendTime;
|
|
///最后修改时间
|
|
TSecurityFtdcTimeType UpdateTime;
|
|
///撤销时间
|
|
TSecurityFtdcTimeType CancelTime;
|
|
///最后修改交易所交易员代码
|
|
TSecurityFtdcTraderIDType ActiveTraderID;
|
|
///结算会员编号
|
|
TSecurityFtdcParticipantIDType ClearingPartID;
|
|
///序号
|
|
TSecurityFtdcSequenceNoType SequenceNo;
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///用户端产品信息
|
|
TSecurityFtdcProductInfoType UserProductInfo;
|
|
///状态信息
|
|
TSecurityFtdcErrorMsgType StatusMsg;
|
|
///用户强评标志
|
|
TSecurityFtdcBoolType UserForceClose;
|
|
///操作用户代码
|
|
TSecurityFtdcUserIDType ActiveUserID;
|
|
///经纪公司报单编号
|
|
TSecurityFtdcSequenceNoType BrokerOrderSeq;
|
|
///相关报单
|
|
TSecurityFtdcOrderSysIDType RelativeOrderSysID;
|
|
///营业部编号
|
|
TSecurityFtdcBranchIDType BranchID;
|
|
///成交数量
|
|
TSecurityFtdcMoneyType TradeAmount;
|
|
///是否ETF
|
|
TSecurityFtdcBoolType IsETF;
|
|
///合约类型
|
|
TSecurityFtdcInstrumentTypeType InstrumentType;
|
|
};
|
|
|
|
///报单操作
|
|
struct CSecurityFtdcOrderActionField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///报单操作引用
|
|
TSecurityFtdcOrderActionRefType OrderActionRef;
|
|
///报单引用
|
|
TSecurityFtdcOrderRefType OrderRef;
|
|
///请求编号
|
|
TSecurityFtdcRequestIDType RequestID;
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///操作标志
|
|
TSecurityFtdcActionFlagType ActionFlag;
|
|
///价格
|
|
TSecurityFtdcPriceType LimitPrice;
|
|
///数量变化
|
|
TSecurityFtdcVolumeType VolumeChange;
|
|
///操作日期
|
|
TSecurityFtdcDateType ActionDate;
|
|
///操作时间
|
|
TSecurityFtdcTimeType ActionTime;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
///安装编号
|
|
TSecurityFtdcInstallIDType InstallID;
|
|
///本地报单编号
|
|
TSecurityFtdcOrderLocalIDType OrderLocalID;
|
|
///操作本地编号
|
|
TSecurityFtdcOrderLocalIDType ActionLocalID;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///客户代码
|
|
TSecurityFtdcClientIDType ClientID;
|
|
///业务单元
|
|
TSecurityFtdcBusinessUnitType BusinessUnit;
|
|
///报单操作状态
|
|
TSecurityFtdcOrderActionStatusType OrderActionStatus;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///营业部编号
|
|
TSecurityFtdcBranchIDType BranchID;
|
|
///状态信息
|
|
TSecurityFtdcErrorMsgType StatusMsg;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///合约类型
|
|
TSecurityFtdcInstrumentTypeType InstrumentType;
|
|
};
|
|
|
|
///错误报单
|
|
struct CSecurityFtdcErrOrderField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///报单引用
|
|
TSecurityFtdcOrderRefType OrderRef;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///报单价格条件
|
|
TSecurityFtdcOrderPriceTypeType OrderPriceType;
|
|
///买卖方向
|
|
TSecurityFtdcDirectionType Direction;
|
|
///组合开平标志
|
|
TSecurityFtdcCombOffsetFlagType CombOffsetFlag;
|
|
///组合投机套保标志
|
|
TSecurityFtdcCombHedgeFlagType CombHedgeFlag;
|
|
///价格
|
|
TSecurityFtdcStockPriceType LimitPrice;
|
|
///数量
|
|
TSecurityFtdcVolumeType VolumeTotalOriginal;
|
|
///有效期类型
|
|
TSecurityFtdcTimeConditionType TimeCondition;
|
|
///GTD日期
|
|
TSecurityFtdcDateType GTDDate;
|
|
///成交量类型
|
|
TSecurityFtdcVolumeConditionType VolumeCondition;
|
|
///最小成交量
|
|
TSecurityFtdcVolumeType MinVolume;
|
|
///触发条件
|
|
TSecurityFtdcContingentConditionType ContingentCondition;
|
|
///止损价
|
|
TSecurityFtdcPriceType StopPrice;
|
|
///强平原因
|
|
TSecurityFtdcForceCloseReasonType ForceCloseReason;
|
|
///自动挂起标志
|
|
TSecurityFtdcBoolType IsAutoSuspend;
|
|
///业务单元
|
|
TSecurityFtdcBusinessUnitType BusinessUnit;
|
|
///请求编号
|
|
TSecurityFtdcRequestIDType RequestID;
|
|
///用户强评标志
|
|
TSecurityFtdcBoolType UserForceClose;
|
|
///错误代码
|
|
TSecurityFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TSecurityFtdcErrorMsgType ErrorMsg;
|
|
};
|
|
|
|
///错误报单操作
|
|
struct CSecurityFtdcErrOrderActionField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///报单操作引用
|
|
TSecurityFtdcOrderActionRefType OrderActionRef;
|
|
///报单引用
|
|
TSecurityFtdcOrderRefType OrderRef;
|
|
///请求编号
|
|
TSecurityFtdcRequestIDType RequestID;
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///操作标志
|
|
TSecurityFtdcActionFlagType ActionFlag;
|
|
///价格
|
|
TSecurityFtdcPriceType LimitPrice;
|
|
///数量变化
|
|
TSecurityFtdcVolumeType VolumeChange;
|
|
///操作日期
|
|
TSecurityFtdcDateType ActionDate;
|
|
///操作时间
|
|
TSecurityFtdcTimeType ActionTime;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
///安装编号
|
|
TSecurityFtdcInstallIDType InstallID;
|
|
///本地报单编号
|
|
TSecurityFtdcOrderLocalIDType OrderLocalID;
|
|
///操作本地编号
|
|
TSecurityFtdcOrderLocalIDType ActionLocalID;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///客户代码
|
|
TSecurityFtdcClientIDType ClientID;
|
|
///业务单元
|
|
TSecurityFtdcBusinessUnitType BusinessUnit;
|
|
///报单操作状态
|
|
TSecurityFtdcOrderActionStatusType OrderActionStatus;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///营业部编号
|
|
TSecurityFtdcBranchIDType BranchID;
|
|
///状态信息
|
|
TSecurityFtdcErrorMsgType StatusMsg;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///错误代码
|
|
TSecurityFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TSecurityFtdcErrorMsgType ErrorMsg;
|
|
///合约类型
|
|
TSecurityFtdcInstrumentTypeType InstrumentType;
|
|
};
|
|
|
|
///成交
|
|
struct CSecurityFtdcTradeField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///报单引用
|
|
TSecurityFtdcOrderRefType OrderRef;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///成交编号
|
|
TSecurityFtdcTradeIDType TradeID;
|
|
///买卖方向
|
|
TSecurityFtdcDirectionType Direction;
|
|
///报单编号
|
|
TSecurityFtdcOrderSysIDType OrderSysID;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///客户代码
|
|
TSecurityFtdcClientIDType ClientID;
|
|
///交易角色
|
|
TSecurityFtdcTradingRoleType TradingRole;
|
|
///合约在交易所的代码
|
|
TSecurityFtdcExchangeInstIDType ExchangeInstID;
|
|
///开平标志
|
|
TSecurityFtdcOffsetFlagType OffsetFlag;
|
|
///投机套保标志
|
|
TSecurityFtdcHedgeFlagType HedgeFlag;
|
|
///价格
|
|
TSecurityFtdcStockPriceType Price;
|
|
///数量
|
|
TSecurityFtdcVolumeType Volume;
|
|
///成交时期
|
|
TSecurityFtdcDateType TradeDate;
|
|
///成交时间
|
|
TSecurityFtdcTimeType TradeTime;
|
|
///成交类型
|
|
TSecurityFtdcTradeTypeType TradeType;
|
|
///成交价来源
|
|
TSecurityFtdcPriceSourceType PriceSource;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
///本地报单编号
|
|
TSecurityFtdcOrderLocalIDType OrderLocalID;
|
|
///结算会员编号
|
|
TSecurityFtdcParticipantIDType ClearingPartID;
|
|
///业务单元
|
|
TSecurityFtdcBusinessUnitType BusinessUnit;
|
|
///序号
|
|
TSecurityFtdcSequenceNoType SequenceNo;
|
|
///成交来源
|
|
TSecurityFtdcTradeSourceType TradeSource;
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///经纪公司报单编号
|
|
TSecurityFtdcSequenceNoType BrokerOrderSeq;
|
|
///成交金额
|
|
TSecurityFtdcMoneyType TradeAmount;
|
|
///成交序号
|
|
TSecurityFtdcTradeIndexType TradeIndex;
|
|
};
|
|
|
|
///投资者持仓
|
|
struct CSecurityFtdcInvestorPositionField
|
|
{
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///持仓多空方向
|
|
TSecurityFtdcPosiDirectionType PosiDirection;
|
|
///投机套保标志
|
|
TSecurityFtdcHedgeFlagType HedgeFlag;
|
|
///持仓日期
|
|
TSecurityFtdcPositionDateType PositionDate;
|
|
///上日持仓
|
|
TSecurityFtdcVolumeType YdPosition;
|
|
///今日持仓
|
|
TSecurityFtdcVolumeType Position;
|
|
///多头冻结
|
|
TSecurityFtdcVolumeType LongFrozen;
|
|
///空头冻结
|
|
TSecurityFtdcVolumeType ShortFrozen;
|
|
///开仓冻结金额
|
|
TSecurityFtdcMoneyType LongFrozenAmount;
|
|
///开仓冻结金额
|
|
TSecurityFtdcMoneyType ShortFrozenAmount;
|
|
///开仓量
|
|
TSecurityFtdcVolumeType OpenVolume;
|
|
///平仓量
|
|
TSecurityFtdcVolumeType CloseVolume;
|
|
///开仓金额
|
|
TSecurityFtdcMoneyType OpenAmount;
|
|
///平仓金额
|
|
TSecurityFtdcMoneyType CloseAmount;
|
|
///持仓成本
|
|
TSecurityFtdcMoneyType PositionCost;
|
|
///冻结的资金
|
|
TSecurityFtdcMoneyType FrozenCash;
|
|
///资金差额
|
|
TSecurityFtdcMoneyType CashIn;
|
|
///手续费
|
|
TSecurityFtdcMoneyType Commission;
|
|
///上次结算价
|
|
TSecurityFtdcPriceType PreSettlementPrice;
|
|
///本次结算价
|
|
TSecurityFtdcPriceType SettlementPrice;
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///开仓成本
|
|
TSecurityFtdcMoneyType OpenCost;
|
|
///交易所保证金
|
|
TSecurityFtdcMoneyType ExchangeMargin;
|
|
///今日持仓
|
|
TSecurityFtdcVolumeType TodayPosition;
|
|
///过户费
|
|
TSecurityFtdcMoneyType TransferFee;
|
|
///印花税
|
|
TSecurityFtdcMoneyType StampTax;
|
|
///今日申购赎回数量
|
|
TSecurityFtdcVolumeType TodayPurRedVolume;
|
|
///折算率
|
|
TSecurityFtdcRatioType ConversionRate;
|
|
///折算金额
|
|
TSecurityFtdcMoneyType ConversionAmount;
|
|
///证券价值
|
|
TSecurityFtdcMoneyType StockValue;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///AccountID
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///质押入库数量
|
|
TSecurityFtdcVolumeType PledgeInPosition;
|
|
///正回购使用的标准券数量
|
|
TSecurityFtdcVolumeType RepurchasePosition;
|
|
///ETF申赎空头冻结
|
|
TSecurityFtdcVolumeType PurRedShortFrozen;
|
|
///融资买入数量
|
|
TSecurityFtdcVolumeType MarginTradeVolume;
|
|
///融资买入金额
|
|
TSecurityFtdcMoneyType MarginTradeAmount;
|
|
///融资买入冻结数量
|
|
TSecurityFtdcVolumeType MarginTradeFrozenVolume;
|
|
///融资买入冻结金额
|
|
TSecurityFtdcMoneyType MarginTradeFrozenAmount;
|
|
///融资买入盈亏
|
|
TSecurityFtdcMoneyType MarginTradeConversionProfit;
|
|
///融券卖出数量
|
|
TSecurityFtdcVolumeType ShortSellVolume;
|
|
///融券卖出金额
|
|
TSecurityFtdcMoneyType ShortSellAmount;
|
|
///融券卖出冻结数量
|
|
TSecurityFtdcVolumeType ShortSellFrozenVolume;
|
|
///融券卖出冻结金额
|
|
TSecurityFtdcMoneyType ShortSellFrozenAmount;
|
|
///融券卖出盈亏
|
|
TSecurityFtdcMoneyType ShortSellConversionProfit;
|
|
///融券总市值
|
|
TSecurityFtdcMoneyType SSStockValue;
|
|
///今日融资持仓
|
|
TSecurityFtdcVolumeType TodayMTPosition;
|
|
///今日融券持仓
|
|
TSecurityFtdcVolumeType TodaySSPosition;
|
|
///历史持仓开仓成本
|
|
TSecurityFtdcMoneyType YdOpenCost;
|
|
///锁定仓位
|
|
TSecurityFtdcVolumeType LockPosition;
|
|
///备兑仓位
|
|
TSecurityFtdcVolumeType CoverPosition;
|
|
///锁定冻结仓位
|
|
TSecurityFtdcVolumeType LockFrozenPosition;
|
|
///解锁冻结仓位
|
|
TSecurityFtdcVolumeType UnlockFrozenPosition;
|
|
///备兑冻结仓位
|
|
TSecurityFtdcVolumeType CoverFrozenPosition;
|
|
///行权冻结仓位
|
|
TSecurityFtdcVolumeType ExecFrozenPosition;
|
|
};
|
|
|
|
///出入金同步
|
|
struct CSecurityFtdcSyncDepositField
|
|
{
|
|
///出入金流水号
|
|
TSecurityFtdcDepositSeqNoType DepositSeqNo;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///入金金额
|
|
TSecurityFtdcMoneyType Deposit;
|
|
///是否强制进行
|
|
TSecurityFtdcBoolType IsForce;
|
|
///账户代
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
};
|
|
|
|
///查询交易所
|
|
struct CSecurityFtdcQryExchangeField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///查询产品
|
|
struct CSecurityFtdcQryProductField
|
|
{
|
|
///产品代码
|
|
TSecurityFtdcInstrumentIDType ProductID;
|
|
};
|
|
|
|
///查询合约
|
|
struct CSecurityFtdcQryInstrumentField
|
|
{
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///合约在交易所的代码
|
|
TSecurityFtdcExchangeInstIDType ExchangeInstID;
|
|
///产品代码
|
|
TSecurityFtdcInstrumentIDType ProductID;
|
|
};
|
|
|
|
///查询经纪公司
|
|
struct CSecurityFtdcQryBrokerField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
};
|
|
|
|
///查询经纪公司会员代码
|
|
struct CSecurityFtdcQryPartBrokerField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
};
|
|
|
|
///查询投资者
|
|
struct CSecurityFtdcQryInvestorField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///查询交易编码
|
|
struct CSecurityFtdcQryTradingCodeField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///客户代码
|
|
TSecurityFtdcClientIDType ClientID;
|
|
};
|
|
|
|
///查询管理用户
|
|
struct CSecurityFtdcQrySuperUserField
|
|
{
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///查询管理用户功能权限
|
|
struct CSecurityFtdcQrySuperUserFunctionField
|
|
{
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///查询经纪公司用户
|
|
struct CSecurityFtdcQryBrokerUserField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///查询经纪公司用户权限
|
|
struct CSecurityFtdcQryBrokerUserFunctionField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///查询资金账户
|
|
struct CSecurityFtdcQryTradingAccountField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///查询禁止登录用户
|
|
struct CSecurityFtdcQryLoginForbiddenUserField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///查询行情
|
|
struct CSecurityFtdcQryDepthMarketDataField
|
|
{
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///查询合约交易权限
|
|
struct CSecurityFtdcQryInstrumentTradingRightField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///查询投资者持仓明细
|
|
struct CSecurityFtdcQryInvestorPositionDetailField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///查询债券利息
|
|
struct CSecurityFtdcQryBondInterestField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///查询市值配售信息
|
|
struct CSecurityFtdcQryMarketRationInfoField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者帐号
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///查询合约手续费率
|
|
struct CSecurityFtdcQryInstrumentCommissionRateField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///买卖方向
|
|
TSecurityFtdcDirectionType Direction;
|
|
///开平标志
|
|
TSecurityFtdcOffsetFlagType OffsetFlag;
|
|
};
|
|
|
|
///查询余券信息
|
|
struct CSecurityFtdcQryExcessStockInfoField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///查询投资者帐户关系
|
|
struct CSecurityFtdcQryInvestorAccountField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///查询ETF合约
|
|
struct CSecurityFtdcQryETFInstrumentField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///ETF证券代码
|
|
TSecurityFtdcInstrumentIDType ETFInstrumentID;
|
|
};
|
|
|
|
///查询ETF股票篮
|
|
struct CSecurityFtdcQryETFBasketField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///ETF证券代码
|
|
TSecurityFtdcInstrumentIDType ETFInstrumentID;
|
|
};
|
|
|
|
///查询OF合约
|
|
struct CSecurityFtdcQryOFInstrumentField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///ETF证券代码
|
|
TSecurityFtdcInstrumentIDType OFInstrumentID;
|
|
};
|
|
|
|
///查询SF合约
|
|
struct CSecurityFtdcQrySFInstrumentField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///ETF证券代码
|
|
TSecurityFtdcInstrumentIDType SFInstrumentID;
|
|
};
|
|
|
|
///查询交易员报盘机
|
|
struct CSecurityFtdcQryTraderOfferField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
};
|
|
|
|
///查询行情报盘机
|
|
struct CSecurityFtdcQryMDTraderOfferField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///会员代码
|
|
TSecurityFtdcParticipantIDType ParticipantID;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
};
|
|
|
|
///查询前置状态
|
|
struct CSecurityFtdcQryFrontStatusField
|
|
{
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
};
|
|
|
|
///查询用户会话
|
|
struct CSecurityFtdcQryUserSessionField
|
|
{
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///查询报单
|
|
struct CSecurityFtdcQryOrderField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///报单编号
|
|
TSecurityFtdcOrderSysIDType OrderSysID;
|
|
///开始时间
|
|
TSecurityFtdcTimeType InsertTimeStart;
|
|
///结束时间
|
|
TSecurityFtdcTimeType InsertTimeEnd;
|
|
};
|
|
|
|
///查询报单操作
|
|
struct CSecurityFtdcQryOrderActionField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///查询错误报单
|
|
struct CSecurityFtdcQryErrOrderField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///查询错误报单操作
|
|
struct CSecurityFtdcQryErrOrderActionField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///查询成交
|
|
struct CSecurityFtdcQryTradeField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///成交编号
|
|
TSecurityFtdcTradeIDType TradeID;
|
|
///开始时间
|
|
TSecurityFtdcTimeType TradeTimeStart;
|
|
///结束时间
|
|
TSecurityFtdcTimeType TradeTimeEnd;
|
|
};
|
|
|
|
///查询投资者持仓
|
|
struct CSecurityFtdcQryInvestorPositionField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///查询出入金流水
|
|
struct CSecurityFtdcQrySyncDepositField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///出入金流水号
|
|
TSecurityFtdcDepositSeqNoType DepositSeqNo;
|
|
};
|
|
|
|
///用户口令变更
|
|
struct CSecurityFtdcUserPasswordUpdateField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///原来的口令
|
|
TSecurityFtdcPasswordType OldPassword;
|
|
///新的口令
|
|
TSecurityFtdcPasswordType NewPassword;
|
|
};
|
|
|
|
///资金账户口令变更域
|
|
struct CSecurityFtdcTradingAccountPasswordUpdateField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者帐号
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///原来的口令
|
|
TSecurityFtdcPasswordType OldPassword;
|
|
///新的口令
|
|
TSecurityFtdcPasswordType NewPassword;
|
|
};
|
|
|
|
///手工同步用户动态令牌
|
|
struct CSecurityFtdcManualSyncBrokerUserOTPField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///动态令牌类型
|
|
TSecurityFtdcOTPTypeType OTPType;
|
|
///第一个动态密码
|
|
TSecurityFtdcPasswordType FirstOTP;
|
|
///第二个动态密码
|
|
TSecurityFtdcPasswordType SecondOTP;
|
|
};
|
|
|
|
///经纪公司用户口令
|
|
struct CSecurityFtdcBrokerUserPasswordField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///密码
|
|
TSecurityFtdcPasswordType Password;
|
|
};
|
|
|
|
///资金账户口令域
|
|
struct CSecurityFtdcTradingAccountPasswordField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者帐号
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///密码
|
|
TSecurityFtdcPasswordType Password;
|
|
};
|
|
|
|
///用户权限
|
|
struct CSecurityFtdcUserRightField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///客户权限类型
|
|
TSecurityFtdcUserRightTypeType UserRightType;
|
|
///是否禁止
|
|
TSecurityFtdcBoolType IsForbidden;
|
|
};
|
|
|
|
///投资者账户
|
|
struct CSecurityFtdcInvestorAccountField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///投资者帐号
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///是否主账户
|
|
TSecurityFtdcBoolType IsDefault;
|
|
///账户类型
|
|
TSecurityFtdcAccountTypeType AccountType;
|
|
///是否活跃
|
|
TSecurityFtdcBoolType IsActive;
|
|
///上交所交易单元号
|
|
TSecurityFtdcTraderIDType SHBranchPBU;
|
|
///深交所交易单元号
|
|
TSecurityFtdcTraderIDType SZBranchPBU;
|
|
};
|
|
|
|
///用户IP
|
|
struct CSecurityFtdcUserIPField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///IP地址
|
|
TSecurityFtdcIPAddressType IPAddress;
|
|
///IP地址掩码
|
|
TSecurityFtdcIPAddressType IPMask;
|
|
///Mac地址
|
|
TSecurityFtdcMacAddressType MacAddress;
|
|
};
|
|
|
|
///用户动态令牌参数
|
|
struct CSecurityFtdcBrokerUserOTPParamField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///动态令牌提供商
|
|
TSecurityFtdcOTPVendorsIDType OTPVendorsID;
|
|
///动态令牌序列号
|
|
TSecurityFtdcSerialNumberType SerialNumber;
|
|
///令牌密钥
|
|
TSecurityFtdcAuthKeyType AuthKey;
|
|
///漂移值
|
|
TSecurityFtdcLastDriftType LastDrift;
|
|
///成功值
|
|
TSecurityFtdcLastSuccessType LastSuccess;
|
|
///动态令牌类型
|
|
TSecurityFtdcOTPTypeType OTPType;
|
|
};
|
|
|
|
///用户登录请求
|
|
struct CSecurityFtdcReqUserLoginField
|
|
{
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///用户端产品信息
|
|
TSecurityFtdcProductInfoType UserProductInfo;
|
|
///接口端产品信息
|
|
TSecurityFtdcProductInfoType InterfaceProductInfo;
|
|
///协议信息
|
|
TSecurityFtdcProtocolInfoType ProtocolInfo;
|
|
///Mac地址
|
|
TSecurityFtdcMacAddressType MacAddress;
|
|
///动态密码
|
|
TSecurityFtdcPasswordType OneTimePassword;
|
|
///终端IP地址
|
|
TSecurityFtdcIPAddressType ClientIPAddress;
|
|
///客户端认证码
|
|
TSecurityFtdcAuthCodeType AuthCode;
|
|
};
|
|
|
|
///用户登录应答
|
|
struct CSecurityFtdcRspUserLoginField
|
|
{
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///登录成功时间
|
|
TSecurityFtdcTimeType LoginTime;
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///交易系统名称
|
|
TSecurityFtdcSystemNameType SystemName;
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///最大报单引用
|
|
TSecurityFtdcOrderRefType MaxOrderRef;
|
|
};
|
|
|
|
///用户登出请求
|
|
struct CSecurityFtdcUserLogoutField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///全部登出信息
|
|
struct CSecurityFtdcLogoutAllField
|
|
{
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///系统名称
|
|
TSecurityFtdcSystemNameType SystemName;
|
|
};
|
|
|
|
///强制交易员退出
|
|
struct CSecurityFtdcForceUserLogoutField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///经纪公司用户激活
|
|
struct CSecurityFtdcActivateBrokerUserField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
};
|
|
|
|
///输入报单
|
|
struct CSecurityFtdcInputOrderField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///报单引用
|
|
TSecurityFtdcOrderRefType OrderRef;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///报单价格条件
|
|
TSecurityFtdcOrderPriceTypeType OrderPriceType;
|
|
///买卖方向
|
|
TSecurityFtdcDirectionType Direction;
|
|
///组合开平标志
|
|
TSecurityFtdcCombOffsetFlagType CombOffsetFlag;
|
|
///组合投机套保标志
|
|
TSecurityFtdcCombHedgeFlagType CombHedgeFlag;
|
|
///价格
|
|
TSecurityFtdcStockPriceType LimitPrice;
|
|
///数量
|
|
TSecurityFtdcVolumeType VolumeTotalOriginal;
|
|
///有效期类型
|
|
TSecurityFtdcTimeConditionType TimeCondition;
|
|
///GTD日期
|
|
TSecurityFtdcDateType GTDDate;
|
|
///成交量类型
|
|
TSecurityFtdcVolumeConditionType VolumeCondition;
|
|
///最小成交量
|
|
TSecurityFtdcVolumeType MinVolume;
|
|
///触发条件
|
|
TSecurityFtdcContingentConditionType ContingentCondition;
|
|
///止损价
|
|
TSecurityFtdcPriceType StopPrice;
|
|
///强平原因
|
|
TSecurityFtdcForceCloseReasonType ForceCloseReason;
|
|
///自动挂起标志
|
|
TSecurityFtdcBoolType IsAutoSuspend;
|
|
///业务单元
|
|
TSecurityFtdcBusinessUnitType BusinessUnit;
|
|
///请求编号
|
|
TSecurityFtdcRequestIDType RequestID;
|
|
///用户强评标志
|
|
TSecurityFtdcBoolType UserForceClose;
|
|
};
|
|
|
|
///输入报单操作
|
|
struct CSecurityFtdcInputOrderActionField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///报单操作引用
|
|
TSecurityFtdcOrderActionRefType OrderActionRef;
|
|
///报单引用
|
|
TSecurityFtdcOrderRefType OrderRef;
|
|
///请求编号
|
|
TSecurityFtdcRequestIDType RequestID;
|
|
///前置编号
|
|
TSecurityFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
///操作标志
|
|
TSecurityFtdcActionFlagType ActionFlag;
|
|
///价格
|
|
TSecurityFtdcPriceType LimitPrice;
|
|
///数量变化
|
|
TSecurityFtdcVolumeType VolumeChange;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///交易所交易员代码
|
|
TSecurityFtdcTraderIDType BranchPBU;
|
|
///本地报单编号
|
|
TSecurityFtdcOrderLocalIDType OrderLocalID;
|
|
};
|
|
|
|
///指定的合约
|
|
struct CSecurityFtdcSpecificInstrumentField
|
|
{
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///指定的交易所
|
|
struct CSecurityFtdcSpecificExchangeField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///行情基础属性
|
|
struct CSecurityFtdcMarketDataBaseField
|
|
{
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///上次结算价
|
|
TSecurityFtdcPriceType PreSettlementPrice;
|
|
///昨收盘
|
|
TSecurityFtdcPriceType PreClosePrice;
|
|
///昨持仓量
|
|
TSecurityFtdcLargeVolumeType PreOpenInterest;
|
|
///昨虚实度
|
|
TSecurityFtdcRatioType PreDelta;
|
|
};
|
|
|
|
///行情静态属性
|
|
struct CSecurityFtdcMarketDataStaticField
|
|
{
|
|
///今开盘
|
|
TSecurityFtdcPriceType OpenPrice;
|
|
///最高价
|
|
TSecurityFtdcPriceType HighestPrice;
|
|
///最低价
|
|
TSecurityFtdcPriceType LowestPrice;
|
|
///今收盘
|
|
TSecurityFtdcPriceType ClosePrice;
|
|
///涨停板价
|
|
TSecurityFtdcPriceType UpperLimitPrice;
|
|
///跌停板价
|
|
TSecurityFtdcPriceType LowerLimitPrice;
|
|
///本次结算价
|
|
TSecurityFtdcPriceType SettlementPrice;
|
|
///今虚实度
|
|
TSecurityFtdcRatioType CurrDelta;
|
|
};
|
|
|
|
///行情最新成交属性
|
|
struct CSecurityFtdcMarketDataLastMatchField
|
|
{
|
|
///最新价
|
|
TSecurityFtdcPriceType LastPrice;
|
|
///数量
|
|
TSecurityFtdcVolumeType Volume;
|
|
///成交金额
|
|
TSecurityFtdcMoneyType Turnover;
|
|
///持仓量
|
|
TSecurityFtdcLargeVolumeType OpenInterest;
|
|
};
|
|
|
|
///行情最优价属性
|
|
struct CSecurityFtdcMarketDataBestPriceField
|
|
{
|
|
///申买价一
|
|
TSecurityFtdcPriceType BidPrice1;
|
|
///申买量一
|
|
TSecurityFtdcVolumeType BidVolume1;
|
|
///申卖价一
|
|
TSecurityFtdcPriceType AskPrice1;
|
|
///申卖量一
|
|
TSecurityFtdcVolumeType AskVolume1;
|
|
};
|
|
|
|
///行情申买二、三属性
|
|
struct CSecurityFtdcMarketDataBid23Field
|
|
{
|
|
///申买价二
|
|
TSecurityFtdcPriceType BidPrice2;
|
|
///申买量二
|
|
TSecurityFtdcVolumeType BidVolume2;
|
|
///申买价三
|
|
TSecurityFtdcPriceType BidPrice3;
|
|
///申买量三
|
|
TSecurityFtdcVolumeType BidVolume3;
|
|
};
|
|
|
|
///行情申卖二、三属性
|
|
struct CSecurityFtdcMarketDataAsk23Field
|
|
{
|
|
///申卖价二
|
|
TSecurityFtdcPriceType AskPrice2;
|
|
///申卖量二
|
|
TSecurityFtdcVolumeType AskVolume2;
|
|
///申卖价三
|
|
TSecurityFtdcPriceType AskPrice3;
|
|
///申卖量三
|
|
TSecurityFtdcVolumeType AskVolume3;
|
|
};
|
|
|
|
///行情申买四、五属性
|
|
struct CSecurityFtdcMarketDataBid45Field
|
|
{
|
|
///申买价四
|
|
TSecurityFtdcPriceType BidPrice4;
|
|
///申买量四
|
|
TSecurityFtdcVolumeType BidVolume4;
|
|
///申买价五
|
|
TSecurityFtdcPriceType BidPrice5;
|
|
///申买量五
|
|
TSecurityFtdcVolumeType BidVolume5;
|
|
};
|
|
|
|
///行情申卖四、五属性
|
|
struct CSecurityFtdcMarketDataAsk45Field
|
|
{
|
|
///申卖价四
|
|
TSecurityFtdcPriceType AskPrice4;
|
|
///申卖量四
|
|
TSecurityFtdcVolumeType AskVolume4;
|
|
///申卖价五
|
|
TSecurityFtdcPriceType AskPrice5;
|
|
///申卖量五
|
|
TSecurityFtdcVolumeType AskVolume5;
|
|
};
|
|
|
|
///行情更新时间属性
|
|
struct CSecurityFtdcMarketDataUpdateTimeField
|
|
{
|
|
///合约代码
|
|
TSecurityFtdcInstrumentIDType InstrumentID;
|
|
///最后修改时间
|
|
TSecurityFtdcTimeType UpdateTime;
|
|
///最后修改毫秒
|
|
TSecurityFtdcMillisecType UpdateMillisec;
|
|
///业务日期
|
|
TSecurityFtdcDateType ActionDay;
|
|
};
|
|
|
|
///成交均价
|
|
struct CSecurityFtdcMarketDataAveragePriceField
|
|
{
|
|
///当日均价
|
|
TSecurityFtdcPriceType AveragePrice;
|
|
};
|
|
|
|
///行情交易所代码属性
|
|
struct CSecurityFtdcMarketDataExchangeField
|
|
{
|
|
///交易所代码
|
|
TSecurityFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///信息分发
|
|
struct CSecurityFtdcDisseminationField
|
|
{
|
|
///序列系列号
|
|
TSecurityFtdcSequenceSeriesType SequenceSeries;
|
|
///序列号
|
|
TSecurityFtdcSequenceNoType SequenceNo;
|
|
};
|
|
|
|
///资金转账输入
|
|
struct CSecurityFtdcInputFundTransferField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///投资者资金帐号
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///资金帐户密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///交易金额
|
|
TSecurityFtdcTradeAmountType TradeAmount;
|
|
///摘要
|
|
TSecurityFtdcDigestType Digest;
|
|
///账户类型
|
|
TSecurityFtdcAccountTypeType AccountType;
|
|
};
|
|
|
|
///资金转账
|
|
struct CSecurityFtdcFundTransferField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///投资者资金帐号
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///资金帐户密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///交易金额
|
|
TSecurityFtdcTradeAmountType TradeAmount;
|
|
///摘要
|
|
TSecurityFtdcDigestType Digest;
|
|
///会话编号
|
|
TSecurityFtdcSessionIDType SessionID;
|
|
///Liber核心流水号
|
|
TSecurityFtdcLiberSerialType LiberSerial;
|
|
///转账平台流水号
|
|
TSecurityFtdcPlateSerialType PlateSerial;
|
|
///第三方流水号
|
|
TSecurityFtdcBankSerialType TransferSerial;
|
|
///交易日
|
|
TSecurityFtdcDateType TradingDay;
|
|
///转账时间
|
|
TSecurityFtdcTimeType TradeTime;
|
|
///出入金方向
|
|
TSecurityFtdcFundDirectionType FundDirection;
|
|
///错误代码
|
|
TSecurityFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TSecurityFtdcErrorMsgType ErrorMsg;
|
|
};
|
|
|
|
///资金转账查询请求
|
|
struct CSecurityFtdcQryFundTransferSerialField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者资金帐号
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///账户类型
|
|
TSecurityFtdcAccountTypeType AccountType;
|
|
};
|
|
|
|
///资金内转
|
|
struct CSecurityFtdcFundInterTransferField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///资金账户代码
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///资金账户密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///金额
|
|
TSecurityFtdcTradeAmountType TradeAmount;
|
|
///内转类型
|
|
TSecurityFtdcFundInterTransferTypeType TransferType;
|
|
///资金内转编号
|
|
TSecurityFtdcLiberSerialType SerialID;
|
|
};
|
|
|
|
///资金内转流水
|
|
struct CSecurityFtdcFundInterTransferSerialField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///资金账户代码
|
|
TSecurityFtdcAccountIDType AccountID;
|
|
///资金账户密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///金额
|
|
TSecurityFtdcTradeAmountType TradeAmount;
|
|
///内转类型
|
|
TSecurityFtdcFundInterTransferTypeType TransferType;
|
|
///资金内转编号
|
|
TSecurityFtdcLiberSerialType SerialID;
|
|
///转账时间
|
|
TSecurityFtdcTimeType TransferTime;
|
|
///错误代码
|
|
TSecurityFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TSecurityFtdcErrorMsgType ErrorMsg;
|
|
};
|
|
|
|
///资金内转流水查询请求
|
|
struct CSecurityFtdcQryFundInterTransferSerialField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///投资者代码
|
|
TSecurityFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///获取数据库信息
|
|
struct CSecurityFtdcFetchDBInfoField
|
|
{
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///数据库索引
|
|
TSecurityFtdcUserNameType DBIndex;
|
|
///数据库IP地址
|
|
TSecurityFtdcIPAddressType IPAddress;
|
|
///数据库IP端口
|
|
TSecurityFtdcIPPortType IPPort;
|
|
///数据库名称
|
|
TSecurityFtdcUserNameType DBName;
|
|
///数据库用户名
|
|
TSecurityFtdcUserIDType DBUserID;
|
|
///数据库密码
|
|
TSecurityFtdcPasswordType DBPassword;
|
|
};
|
|
|
|
///MD用户信息
|
|
struct CSecurityFtdcMDUserInfoField
|
|
{
|
|
///经纪公司代码
|
|
TSecurityFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TSecurityFtdcUserIDType UserID;
|
|
///用户名称
|
|
TSecurityFtdcUserNameType UserName;
|
|
///密码
|
|
TSecurityFtdcPasswordType Password;
|
|
///行情系统编号
|
|
TSecurityFtdcSequenceNoType MDSysID;
|
|
};
|
|
|
|
|
|
#endif
|