1059 lines
24 KiB
C
1059 lines
24 KiB
C
/////////////////////////////////////////////////////////////////////////
|
|
///@system 风控前置系统
|
|
///@company CFFEX
|
|
///@file USTPFtdcUserApiStruct.h
|
|
///@brief 定义了客户端接口使用的业务数据结构
|
|
///@history
|
|
/////////////////////////////////////////////////////////////////////////
|
|
|
|
#if !defined(_USTP_FTDCSTRUCT_H)
|
|
#define _USTP_FTDCSTRUCT_H
|
|
|
|
#if _MSC_VER > 1000
|
|
#pragma once
|
|
#endif // _MSC_VER > 1000
|
|
|
|
#include "USTPFtdcUserApiDataType.h"
|
|
|
|
///系统用户登录请求
|
|
struct CUstpFtdcReqUserLoginField
|
|
{
|
|
///交易日
|
|
TUstpFtdcDateType TradingDay;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///密码
|
|
TUstpFtdcPasswordType Password;
|
|
///用户端产品信息
|
|
TUstpFtdcProductInfoType UserProductInfo;
|
|
///接口端产品信息
|
|
TUstpFtdcProductInfoType InterfaceProductInfo;
|
|
///协议信息
|
|
TUstpFtdcProtocolInfoType ProtocolInfo;
|
|
///IP地址
|
|
TUstpFtdcIPAddressType IPAddress;
|
|
///Mac地址
|
|
TUstpFtdcMacAddressType MacAddress;
|
|
///数据中心代码
|
|
TUstpFtdcDataCenterIDType DataCenterID;
|
|
};
|
|
///系统用户登录应答
|
|
struct CUstpFtdcRspUserLoginField
|
|
{
|
|
///交易日
|
|
TUstpFtdcDateType TradingDay;
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///登录成功时间
|
|
TUstpFtdcTimeType LoginTime;
|
|
///用户最大本地报单号
|
|
TUstpFtdcUserOrderLocalIDType MaxOrderLocalID;
|
|
///交易系统名称
|
|
TUstpFtdcTradingSystemNameType TradingSystemName;
|
|
///数据中心代码
|
|
TUstpFtdcDataCenterIDType DataCenterID;
|
|
///会员私有流当前长度
|
|
TUstpFtdcSequenceNoType PrivateFlowSize;
|
|
///交易员私有流当前长度
|
|
TUstpFtdcSequenceNoType UserFlowSize;
|
|
};
|
|
///用户登出请求
|
|
struct CUstpFtdcReqUserLogoutField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
};
|
|
///用户登出请求
|
|
struct CUstpFtdcRspUserLogoutField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
};
|
|
///强制用户退出
|
|
struct CUstpFtdcForceUserExitField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
};
|
|
///用户口令修改
|
|
struct CUstpFtdcUserPasswordUpdateField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///旧密码
|
|
TUstpFtdcPasswordType OldPassword;
|
|
///新密码
|
|
TUstpFtdcPasswordType NewPassword;
|
|
};
|
|
///输入报单
|
|
struct CUstpFtdcInputOrderField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///系统报单编号
|
|
TUstpFtdcOrderSysIDType OrderSysID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///用户本地报单号
|
|
TUstpFtdcUserOrderLocalIDType UserOrderLocalID;
|
|
///报单类型
|
|
TUstpFtdcOrderPriceTypeType OrderPriceType;
|
|
///买卖方向
|
|
TUstpFtdcDirectionType Direction;
|
|
///开平标志
|
|
TUstpFtdcOffsetFlagType OffsetFlag;
|
|
///投机套保标志
|
|
TUstpFtdcHedgeFlagType HedgeFlag;
|
|
///价格
|
|
TUstpFtdcPriceType LimitPrice;
|
|
///数量
|
|
TUstpFtdcVolumeType Volume;
|
|
///有效期类型
|
|
TUstpFtdcTimeConditionType TimeCondition;
|
|
///GTD日期
|
|
TUstpFtdcDateType GTDDate;
|
|
///成交量类型
|
|
TUstpFtdcVolumeConditionType VolumeCondition;
|
|
///最小成交量
|
|
TUstpFtdcVolumeType MinVolume;
|
|
///止损价
|
|
TUstpFtdcPriceType StopPrice;
|
|
///强平原因
|
|
TUstpFtdcForceCloseReasonType ForceCloseReason;
|
|
///自动挂起标志
|
|
TUstpFtdcBoolType IsAutoSuspend;
|
|
///业务单元
|
|
TUstpFtdcBusinessUnitType BusinessUnit;
|
|
///用户自定义域
|
|
TUstpFtdcCustomType UserCustom;
|
|
};
|
|
///报单操作
|
|
struct CUstpFtdcOrderActionField
|
|
{
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///报单编号
|
|
TUstpFtdcOrderSysIDType OrderSysID;
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///本次撤单操作的本地编号
|
|
TUstpFtdcUserOrderLocalIDType UserOrderActionLocalID;
|
|
///被撤订单的本地报单编号
|
|
TUstpFtdcUserOrderLocalIDType UserOrderLocalID;
|
|
///报单操作标志
|
|
TUstpFtdcActionFlagType ActionFlag;
|
|
///价格
|
|
TUstpFtdcPriceType LimitPrice;
|
|
///数量变化
|
|
TUstpFtdcVolumeType VolumeChange;
|
|
};
|
|
///内存表导出
|
|
struct CUstpFtdcMemDbField
|
|
{
|
|
///内存表名
|
|
TUstpFtdcMemTableNameType MemTableName;
|
|
};
|
|
///响应信息
|
|
struct CUstpFtdcRspInfoField
|
|
{
|
|
///错误代码
|
|
TUstpFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TUstpFtdcErrorMsgType ErrorMsg;
|
|
};
|
|
///报单查询
|
|
struct CUstpFtdcQryOrderField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///报单编号
|
|
TUstpFtdcOrderSysIDType OrderSysID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
///成交查询
|
|
struct CUstpFtdcQryTradeField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///成交编号
|
|
TUstpFtdcTradeIDType TradeID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
///合约查询
|
|
struct CUstpFtdcQryInstrumentField
|
|
{
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///产品代码
|
|
TUstpFtdcProductIDType ProductID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
///合约查询应答
|
|
struct CUstpFtdcRspInstrumentField
|
|
{
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///品种代码
|
|
TUstpFtdcProductIDType ProductID;
|
|
///品种名称
|
|
TUstpFtdcProductNameType ProductName;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///合约名称
|
|
TUstpFtdcInstrumentNameType InstrumentName;
|
|
///交割年份
|
|
TUstpFtdcYearType DeliveryYear;
|
|
///交割月
|
|
TUstpFtdcMonthType DeliveryMonth;
|
|
///限价单最大下单量
|
|
TUstpFtdcVolumeType MaxLimitOrderVolume;
|
|
///限价单最小下单量
|
|
TUstpFtdcVolumeType MinLimitOrderVolume;
|
|
///市价单最大下单量
|
|
TUstpFtdcVolumeType MaxMarketOrderVolume;
|
|
///市价单最小下单量
|
|
TUstpFtdcVolumeType MinMarketOrderVolume;
|
|
///数量乘数
|
|
TUstpFtdcVolumeMultipleType VolumeMultiple;
|
|
///报价单位
|
|
TUstpFtdcPriceTickType PriceTick;
|
|
///币种
|
|
TUstpFtdcCurrencyType Currency;
|
|
///多头限仓
|
|
TUstpFtdcVolumeType LongPosLimit;
|
|
///空头限仓
|
|
TUstpFtdcVolumeType ShortPosLimit;
|
|
///跌停板价
|
|
TUstpFtdcPriceType LowerLimitPrice;
|
|
///涨停板价
|
|
TUstpFtdcPriceType UpperLimitPrice;
|
|
///昨结算
|
|
TUstpFtdcPriceType PreSettlementPrice;
|
|
///合约交易状态
|
|
TUstpFtdcInstrumentStatusType InstrumentStatus;
|
|
///创建日
|
|
TUstpFtdcDateType CreateDate;
|
|
///上市日
|
|
TUstpFtdcDateType OpenDate;
|
|
///到期日
|
|
TUstpFtdcDateType ExpireDate;
|
|
///开始交割日
|
|
TUstpFtdcDateType StartDelivDate;
|
|
///最后交割日
|
|
TUstpFtdcDateType EndDelivDate;
|
|
///挂牌基准价
|
|
TUstpFtdcPriceType BasisPrice;
|
|
///当前是否交易
|
|
TUstpFtdcBoolType IsTrading;
|
|
///基础商品代码
|
|
TUstpFtdcInstrumentIDType UnderlyingInstrID;
|
|
///基础商品乘数
|
|
TUstpFtdcUnderlyingMultipleType UnderlyingMultiple;
|
|
///持仓类型
|
|
TUstpFtdcPositionTypeType PositionType;
|
|
///执行价
|
|
TUstpFtdcPriceType StrikePrice;
|
|
///期权类型
|
|
TUstpFtdcOptionsTypeType OptionsType;
|
|
};
|
|
///合约状态
|
|
struct CUstpFtdcInstrumentStatusField
|
|
{
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///品种代码
|
|
TUstpFtdcProductIDType ProductID;
|
|
///品种名称
|
|
TUstpFtdcProductNameType ProductName;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///合约名称
|
|
TUstpFtdcInstrumentNameType InstrumentName;
|
|
///交割年份
|
|
TUstpFtdcYearType DeliveryYear;
|
|
///交割月
|
|
TUstpFtdcMonthType DeliveryMonth;
|
|
///限价单最大下单量
|
|
TUstpFtdcVolumeType MaxLimitOrderVolume;
|
|
///限价单最小下单量
|
|
TUstpFtdcVolumeType MinLimitOrderVolume;
|
|
///市价单最大下单量
|
|
TUstpFtdcVolumeType MaxMarketOrderVolume;
|
|
///市价单最小下单量
|
|
TUstpFtdcVolumeType MinMarketOrderVolume;
|
|
///数量乘数
|
|
TUstpFtdcVolumeMultipleType VolumeMultiple;
|
|
///报价单位
|
|
TUstpFtdcPriceTickType PriceTick;
|
|
///币种
|
|
TUstpFtdcCurrencyType Currency;
|
|
///多头限仓
|
|
TUstpFtdcVolumeType LongPosLimit;
|
|
///空头限仓
|
|
TUstpFtdcVolumeType ShortPosLimit;
|
|
///跌停板价
|
|
TUstpFtdcPriceType LowerLimitPrice;
|
|
///涨停板价
|
|
TUstpFtdcPriceType UpperLimitPrice;
|
|
///昨结算
|
|
TUstpFtdcPriceType PreSettlementPrice;
|
|
///合约交易状态
|
|
TUstpFtdcInstrumentStatusType InstrumentStatus;
|
|
///创建日
|
|
TUstpFtdcDateType CreateDate;
|
|
///上市日
|
|
TUstpFtdcDateType OpenDate;
|
|
///到期日
|
|
TUstpFtdcDateType ExpireDate;
|
|
///开始交割日
|
|
TUstpFtdcDateType StartDelivDate;
|
|
///最后交割日
|
|
TUstpFtdcDateType EndDelivDate;
|
|
///挂牌基准价
|
|
TUstpFtdcPriceType BasisPrice;
|
|
///当前是否交易
|
|
TUstpFtdcBoolType IsTrading;
|
|
///基础商品代码
|
|
TUstpFtdcInstrumentIDType UnderlyingInstrID;
|
|
///基础商品乘数
|
|
TUstpFtdcUnderlyingMultipleType UnderlyingMultiple;
|
|
///持仓类型
|
|
TUstpFtdcPositionTypeType PositionType;
|
|
///执行价
|
|
TUstpFtdcPriceType StrikePrice;
|
|
///期权类型
|
|
TUstpFtdcOptionsTypeType OptionsType;
|
|
};
|
|
///投资者资金查询
|
|
struct CUstpFtdcQryInvestorAccountField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
};
|
|
///投资者资金应答
|
|
struct CUstpFtdcRspInvestorAccountField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///资金帐号
|
|
TUstpFtdcAccountIDType AccountID;
|
|
///上次结算准备金
|
|
TUstpFtdcMoneyType PreBalance;
|
|
///入金金额
|
|
TUstpFtdcMoneyType Deposit;
|
|
///出金金额
|
|
TUstpFtdcMoneyType Withdraw;
|
|
///冻结的保证金
|
|
TUstpFtdcMoneyType FrozenMargin;
|
|
///冻结手续费
|
|
TUstpFtdcMoneyType FrozenFee;
|
|
///冻结权利金
|
|
TUstpFtdcMoneyType FrozenPremium;
|
|
///手续费
|
|
TUstpFtdcMoneyType Fee;
|
|
///平仓盈亏
|
|
TUstpFtdcMoneyType CloseProfit;
|
|
///持仓盈亏
|
|
TUstpFtdcMoneyType PositionProfit;
|
|
///可用资金
|
|
TUstpFtdcMoneyType Available;
|
|
///多头冻结的保证金
|
|
TUstpFtdcMoneyType LongFrozenMargin;
|
|
///空头冻结的保证金
|
|
TUstpFtdcMoneyType ShortFrozenMargin;
|
|
///多头占用保证金
|
|
TUstpFtdcMoneyType LongMargin;
|
|
///空头占用保证金
|
|
TUstpFtdcMoneyType ShortMargin;
|
|
///当日释放保证金
|
|
TUstpFtdcMoneyType ReleaseMargin;
|
|
///动态权益
|
|
TUstpFtdcMoneyType DynamicRights;
|
|
///今日出入金
|
|
TUstpFtdcMoneyType TodayInOut;
|
|
///占用保证金
|
|
TUstpFtdcMoneyType Margin;
|
|
///期权权利金收支
|
|
TUstpFtdcMoneyType Premium;
|
|
///风险度
|
|
TUstpFtdcMoneyType Risk;
|
|
};
|
|
///可用投资者查询
|
|
struct CUstpFtdcQryUserInvestorField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
};
|
|
///可用投资者
|
|
struct CUstpFtdcRspUserInvestorField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
};
|
|
///交易编码查询
|
|
struct CUstpFtdcQryTradingCodeField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
///交易编码查询
|
|
struct CUstpFtdcRspTradingCodeField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///客户代码
|
|
TUstpFtdcClientIDType ClientID;
|
|
///客户代码权限
|
|
TUstpFtdcTradingRightType ClientRight;
|
|
///是否活跃
|
|
TUstpFtdcIsActiveType IsActive;
|
|
};
|
|
///交易所查询请求
|
|
struct CUstpFtdcQryExchangeField
|
|
{
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
///交易所查询应答
|
|
struct CUstpFtdcRspExchangeField
|
|
{
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///交易所名称
|
|
TUstpFtdcExchangeNameType ExchangeName;
|
|
};
|
|
///投资者持仓查询请求
|
|
struct CUstpFtdcQryInvestorPositionField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
///投资者持仓查询应答
|
|
struct CUstpFtdcRspInvestorPositionField
|
|
{
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///客户代码
|
|
TUstpFtdcClientIDType ClientID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///买卖方向
|
|
TUstpFtdcDirectionType Direction;
|
|
///投机套保标志
|
|
TUstpFtdcHedgeFlagType HedgeFlag;
|
|
///占用保证金
|
|
TUstpFtdcMoneyType UsedMargin;
|
|
///今持仓量
|
|
TUstpFtdcVolumeType Position;
|
|
///今日持仓成本
|
|
TUstpFtdcPriceType PositionCost;
|
|
///昨持仓量
|
|
TUstpFtdcVolumeType YdPosition;
|
|
///昨日持仓成本
|
|
TUstpFtdcMoneyType YdPositionCost;
|
|
///冻结的保证金
|
|
TUstpFtdcMoneyType FrozenMargin;
|
|
///开仓冻结持仓
|
|
TUstpFtdcVolumeType FrozenPosition;
|
|
///平仓冻结持仓
|
|
TUstpFtdcVolumeType FrozenClosing;
|
|
///冻结的权利金
|
|
TUstpFtdcMoneyType FrozenPremium;
|
|
///最后一笔成交编号
|
|
TUstpFtdcTradeIDType LastTradeID;
|
|
///最后一笔本地报单编号
|
|
TUstpFtdcOrderLocalIDType LastOrderLocalID;
|
|
///币种
|
|
TUstpFtdcCurrencyIDType Currency;
|
|
};
|
|
///合规参数查询请求
|
|
struct CUstpFtdcQryComplianceParamField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
///合规参数查询应答
|
|
struct CUstpFtdcRspComplianceParamField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///客户号
|
|
TUstpFtdcClientIDType ClientID;
|
|
///每日最大报单笔
|
|
TUstpFtdcVolumeType DailyMaxOrder;
|
|
///每日最大撤单笔
|
|
TUstpFtdcVolumeType DailyMaxOrderAction;
|
|
///每日最大错单笔
|
|
TUstpFtdcVolumeType DailyMaxErrorOrder;
|
|
///每日最大报单手
|
|
TUstpFtdcVolumeType DailyMaxOrderVolume;
|
|
///每日最大撤单手
|
|
TUstpFtdcVolumeType DailyMaxOrderActionVolume;
|
|
};
|
|
///用户查询
|
|
struct CUstpFtdcQryUserField
|
|
{
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType StartUserID;
|
|
///交易用户代码
|
|
TUstpFtdcUserIDType EndUserID;
|
|
};
|
|
///用户
|
|
struct CUstpFtdcUserField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///用户登录密码
|
|
TUstpFtdcPasswordType Password;
|
|
///是否活跃
|
|
TUstpFtdcIsActiveType IsActive;
|
|
///用户名称
|
|
TUstpFtdcUserNameType UserName;
|
|
///用户类型
|
|
TUstpFtdcUserTypeType UserType;
|
|
///营业部
|
|
TUstpFtdcDepartmentType Department;
|
|
///授权功能集
|
|
TUstpFtdcGrantFuncSetType GrantFuncSet;
|
|
///修改用户编号
|
|
TUstpFtdcUserIDType SetUserID;
|
|
///操作日期
|
|
TUstpFtdcDateType CommandDate;
|
|
///操作时间
|
|
TUstpFtdcTimeType CommandTime;
|
|
};
|
|
///投资者手续费率查询
|
|
struct CUstpFtdcQryInvestorFeeField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
///投资者手续费率
|
|
struct CUstpFtdcInvestorFeeField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///客户号
|
|
TUstpFtdcClientIDType ClientID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///品种代码
|
|
TUstpFtdcProductIDType ProductID;
|
|
///开仓手续费按比例
|
|
TUstpFtdcRatioType OpenFeeRate;
|
|
///开仓手续费按手数
|
|
TUstpFtdcRatioType OpenFeeAmt;
|
|
///平仓手续费按比例
|
|
TUstpFtdcRatioType OffsetFeeRate;
|
|
///平仓手续费按手数
|
|
TUstpFtdcRatioType OffsetFeeAmt;
|
|
///平今仓手续费按比例
|
|
TUstpFtdcRatioType OTFeeRate;
|
|
///平今仓手续费按手数
|
|
TUstpFtdcRatioType OTFeeAmt;
|
|
};
|
|
///投资者保证金率查询
|
|
struct CUstpFtdcQryInvestorMarginField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
///投资者保证金率
|
|
struct CUstpFtdcInvestorMarginField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///客户号
|
|
TUstpFtdcClientIDType ClientID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///品种代码
|
|
TUstpFtdcProductIDType ProductID;
|
|
///多头占用保证金按比例
|
|
TUstpFtdcRatioType LongMarginRate;
|
|
///多头保证金按手数
|
|
TUstpFtdcRatioType LongMarginAmt;
|
|
///空头占用保证金按比例
|
|
TUstpFtdcRatioType ShortMarginRate;
|
|
///空头保证金按手数
|
|
TUstpFtdcRatioType ShortMarginAmt;
|
|
};
|
|
///成交
|
|
struct CUstpFtdcTradeField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///交易日
|
|
TUstpFtdcTradingDayType TradingDay;
|
|
///会员编号
|
|
TUstpFtdcParticipantIDType ParticipantID;
|
|
///下单席位号
|
|
TUstpFtdcSeatIDType SeatID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///客户号
|
|
TUstpFtdcClientIDType ClientID;
|
|
///用户编号
|
|
TUstpFtdcUserIDType UserID;
|
|
///成交编号
|
|
TUstpFtdcTradeIDType TradeID;
|
|
///报单编号
|
|
TUstpFtdcOrderSysIDType OrderSysID;
|
|
///本地报单编号
|
|
TUstpFtdcUserOrderLocalIDType UserOrderLocalID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///买卖方向
|
|
TUstpFtdcDirectionType Direction;
|
|
///开平标志
|
|
TUstpFtdcOffsetFlagType OffsetFlag;
|
|
///投机套保标志
|
|
TUstpFtdcHedgeFlagType HedgeFlag;
|
|
///成交价格
|
|
TUstpFtdcPriceType TradePrice;
|
|
///成交数量
|
|
TUstpFtdcVolumeType TradeVolume;
|
|
///成交时间
|
|
TUstpFtdcTimeType TradeTime;
|
|
///清算会员编号
|
|
TUstpFtdcParticipantIDType ClearingPartID;
|
|
};
|
|
///报单
|
|
struct CUstpFtdcOrderField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TUstpFtdcExchangeIDType ExchangeID;
|
|
///系统报单编号
|
|
TUstpFtdcOrderSysIDType OrderSysID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///用户本地报单号
|
|
TUstpFtdcUserOrderLocalIDType UserOrderLocalID;
|
|
///报单类型
|
|
TUstpFtdcOrderPriceTypeType OrderPriceType;
|
|
///买卖方向
|
|
TUstpFtdcDirectionType Direction;
|
|
///开平标志
|
|
TUstpFtdcOffsetFlagType OffsetFlag;
|
|
///投机套保标志
|
|
TUstpFtdcHedgeFlagType HedgeFlag;
|
|
///价格
|
|
TUstpFtdcPriceType LimitPrice;
|
|
///数量
|
|
TUstpFtdcVolumeType Volume;
|
|
///有效期类型
|
|
TUstpFtdcTimeConditionType TimeCondition;
|
|
///GTD日期
|
|
TUstpFtdcDateType GTDDate;
|
|
///成交量类型
|
|
TUstpFtdcVolumeConditionType VolumeCondition;
|
|
///最小成交量
|
|
TUstpFtdcVolumeType MinVolume;
|
|
///止损价
|
|
TUstpFtdcPriceType StopPrice;
|
|
///强平原因
|
|
TUstpFtdcForceCloseReasonType ForceCloseReason;
|
|
///自动挂起标志
|
|
TUstpFtdcBoolType IsAutoSuspend;
|
|
///业务单元
|
|
TUstpFtdcBusinessUnitType BusinessUnit;
|
|
///用户自定义域
|
|
TUstpFtdcCustomType UserCustom;
|
|
///交易日
|
|
TUstpFtdcTradingDayType TradingDay;
|
|
///会员编号
|
|
TUstpFtdcParticipantIDType ParticipantID;
|
|
///客户号
|
|
TUstpFtdcClientIDType ClientID;
|
|
///下单席位号
|
|
TUstpFtdcSeatIDType SeatID;
|
|
///插入时间
|
|
TUstpFtdcTimeType InsertTime;
|
|
///本地报单编号
|
|
TUstpFtdcOrderLocalIDType OrderLocalID;
|
|
///报单来源
|
|
TUstpFtdcOrderSourceType OrderSource;
|
|
///报单状态
|
|
TUstpFtdcOrderStatusType OrderStatus;
|
|
///撤销时间
|
|
TUstpFtdcTimeType CancelTime;
|
|
///撤单用户编号
|
|
TUstpFtdcUserIDType CancelUserID;
|
|
///今成交数量
|
|
TUstpFtdcVolumeType VolumeTraded;
|
|
///剩余数量
|
|
TUstpFtdcVolumeType VolumeRemain;
|
|
};
|
|
///数据流回退
|
|
struct CUstpFtdcFlowMessageCancelField
|
|
{
|
|
///序列系列号
|
|
TUstpFtdcSequenceSeriesType SequenceSeries;
|
|
///交易日
|
|
TUstpFtdcDateType TradingDay;
|
|
///数据中心代码
|
|
TUstpFtdcDataCenterIDType DataCenterID;
|
|
///回退起始序列号
|
|
TUstpFtdcSequenceNoType StartSequenceNo;
|
|
///回退结束序列号
|
|
TUstpFtdcSequenceNoType EndSequenceNo;
|
|
};
|
|
///信息分发
|
|
struct CUstpFtdcDisseminationField
|
|
{
|
|
///序列系列号
|
|
TUstpFtdcSequenceSeriesType SequenceSeries;
|
|
///序列号
|
|
TUstpFtdcSequenceNoType SequenceNo;
|
|
};
|
|
///出入金结果
|
|
struct CUstpFtdcInvestorAccountDepositResField
|
|
{
|
|
///经纪公司编号
|
|
TUstpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TUstpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TUstpFtdcInvestorIDType InvestorID;
|
|
///资金帐号
|
|
TUstpFtdcAccountIDType AccountID;
|
|
///资金流水号
|
|
TUstpFtdcAccountSeqNoType AccountSeqNo;
|
|
///金额
|
|
TUstpFtdcMoneyType Amount;
|
|
///出入金方向
|
|
TUstpFtdcAccountDirectionType AmountDirection;
|
|
///可用资金
|
|
TUstpFtdcMoneyType Available;
|
|
///结算准备金
|
|
TUstpFtdcMoneyType Balance;
|
|
};
|
|
///行情基础属性
|
|
struct CUstpFtdcMarketDataBaseField
|
|
{
|
|
///交易日
|
|
TUstpFtdcDateType TradingDay;
|
|
///结算组代码
|
|
TUstpFtdcSettlementGroupIDType SettlementGroupID;
|
|
///结算编号
|
|
TUstpFtdcSettlementIDType SettlementID;
|
|
///昨结算
|
|
TUstpFtdcPriceType PreSettlementPrice;
|
|
///昨收盘
|
|
TUstpFtdcPriceType PreClosePrice;
|
|
///昨持仓量
|
|
TUstpFtdcLargeVolumeType PreOpenInterest;
|
|
///昨虚实度
|
|
TUstpFtdcRatioType PreDelta;
|
|
};
|
|
///行情静态属性
|
|
struct CUstpFtdcMarketDataStaticField
|
|
{
|
|
///今开盘
|
|
TUstpFtdcPriceType OpenPrice;
|
|
///最高价
|
|
TUstpFtdcPriceType HighestPrice;
|
|
///最低价
|
|
TUstpFtdcPriceType LowestPrice;
|
|
///今收盘
|
|
TUstpFtdcPriceType ClosePrice;
|
|
///涨停板价
|
|
TUstpFtdcPriceType UpperLimitPrice;
|
|
///跌停板价
|
|
TUstpFtdcPriceType LowerLimitPrice;
|
|
///今结算
|
|
TUstpFtdcPriceType SettlementPrice;
|
|
///今虚实度
|
|
TUstpFtdcRatioType CurrDelta;
|
|
};
|
|
///行情最新成交属性
|
|
struct CUstpFtdcMarketDataLastMatchField
|
|
{
|
|
///最新价
|
|
TUstpFtdcPriceType LastPrice;
|
|
///数量
|
|
TUstpFtdcVolumeType Volume;
|
|
///成交金额
|
|
TUstpFtdcMoneyType Turnover;
|
|
///持仓量
|
|
TUstpFtdcLargeVolumeType OpenInterest;
|
|
};
|
|
///行情最优价属性
|
|
struct CUstpFtdcMarketDataBestPriceField
|
|
{
|
|
///申买价一
|
|
TUstpFtdcPriceType BidPrice1;
|
|
///申买量一
|
|
TUstpFtdcVolumeType BidVolume1;
|
|
///申卖价一
|
|
TUstpFtdcPriceType AskPrice1;
|
|
///申卖量一
|
|
TUstpFtdcVolumeType AskVolume1;
|
|
};
|
|
///行情申买二、三属性
|
|
struct CUstpFtdcMarketDataBid23Field
|
|
{
|
|
///申买价二
|
|
TUstpFtdcPriceType BidPrice2;
|
|
///申买量二
|
|
TUstpFtdcVolumeType BidVolume2;
|
|
///申买价三
|
|
TUstpFtdcPriceType BidPrice3;
|
|
///申买量三
|
|
TUstpFtdcVolumeType BidVolume3;
|
|
};
|
|
///行情申卖二、三属性
|
|
struct CUstpFtdcMarketDataAsk23Field
|
|
{
|
|
///申卖价二
|
|
TUstpFtdcPriceType AskPrice2;
|
|
///申卖量二
|
|
TUstpFtdcVolumeType AskVolume2;
|
|
///申卖价三
|
|
TUstpFtdcPriceType AskPrice3;
|
|
///申卖量三
|
|
TUstpFtdcVolumeType AskVolume3;
|
|
};
|
|
///行情申买四、五属性
|
|
struct CUstpFtdcMarketDataBid45Field
|
|
{
|
|
///申买价四
|
|
TUstpFtdcPriceType BidPrice4;
|
|
///申买量四
|
|
TUstpFtdcVolumeType BidVolume4;
|
|
///申买价五
|
|
TUstpFtdcPriceType BidPrice5;
|
|
///申买量五
|
|
TUstpFtdcVolumeType BidVolume5;
|
|
};
|
|
///行情申卖四、五属性
|
|
struct CUstpFtdcMarketDataAsk45Field
|
|
{
|
|
///申卖价四
|
|
TUstpFtdcPriceType AskPrice4;
|
|
///申卖量四
|
|
TUstpFtdcVolumeType AskVolume4;
|
|
///申卖价五
|
|
TUstpFtdcPriceType AskPrice5;
|
|
///申卖量五
|
|
TUstpFtdcVolumeType AskVolume5;
|
|
};
|
|
///行情更新时间属性
|
|
struct CUstpFtdcMarketDataUpdateTimeField
|
|
{
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///最后修改时间
|
|
TUstpFtdcTimeType UpdateTime;
|
|
///最后修改毫秒
|
|
TUstpFtdcMillisecType UpdateMillisec;
|
|
};
|
|
///深度行情
|
|
struct CUstpFtdcDepthMarketDataField
|
|
{
|
|
///交易日
|
|
TUstpFtdcDateType TradingDay;
|
|
///结算组代码
|
|
TUstpFtdcSettlementGroupIDType SettlementGroupID;
|
|
///结算编号
|
|
TUstpFtdcSettlementIDType SettlementID;
|
|
///昨结算
|
|
TUstpFtdcPriceType PreSettlementPrice;
|
|
///昨收盘
|
|
TUstpFtdcPriceType PreClosePrice;
|
|
///昨持仓量
|
|
TUstpFtdcLargeVolumeType PreOpenInterest;
|
|
///昨虚实度
|
|
TUstpFtdcRatioType PreDelta;
|
|
///今开盘
|
|
TUstpFtdcPriceType OpenPrice;
|
|
///最高价
|
|
TUstpFtdcPriceType HighestPrice;
|
|
///最低价
|
|
TUstpFtdcPriceType LowestPrice;
|
|
///今收盘
|
|
TUstpFtdcPriceType ClosePrice;
|
|
///涨停板价
|
|
TUstpFtdcPriceType UpperLimitPrice;
|
|
///跌停板价
|
|
TUstpFtdcPriceType LowerLimitPrice;
|
|
///今结算
|
|
TUstpFtdcPriceType SettlementPrice;
|
|
///今虚实度
|
|
TUstpFtdcRatioType CurrDelta;
|
|
///最新价
|
|
TUstpFtdcPriceType LastPrice;
|
|
///数量
|
|
TUstpFtdcVolumeType Volume;
|
|
///成交金额
|
|
TUstpFtdcMoneyType Turnover;
|
|
///持仓量
|
|
TUstpFtdcLargeVolumeType OpenInterest;
|
|
///申买价一
|
|
TUstpFtdcPriceType BidPrice1;
|
|
///申买量一
|
|
TUstpFtdcVolumeType BidVolume1;
|
|
///申卖价一
|
|
TUstpFtdcPriceType AskPrice1;
|
|
///申卖量一
|
|
TUstpFtdcVolumeType AskVolume1;
|
|
///申买价二
|
|
TUstpFtdcPriceType BidPrice2;
|
|
///申买量二
|
|
TUstpFtdcVolumeType BidVolume2;
|
|
///申买价三
|
|
TUstpFtdcPriceType BidPrice3;
|
|
///申买量三
|
|
TUstpFtdcVolumeType BidVolume3;
|
|
///申卖价二
|
|
TUstpFtdcPriceType AskPrice2;
|
|
///申卖量二
|
|
TUstpFtdcVolumeType AskVolume2;
|
|
///申卖价三
|
|
TUstpFtdcPriceType AskPrice3;
|
|
///申卖量三
|
|
TUstpFtdcVolumeType AskVolume3;
|
|
///申买价四
|
|
TUstpFtdcPriceType BidPrice4;
|
|
///申买量四
|
|
TUstpFtdcVolumeType BidVolume4;
|
|
///申买价五
|
|
TUstpFtdcPriceType BidPrice5;
|
|
///申买量五
|
|
TUstpFtdcVolumeType BidVolume5;
|
|
///申卖价四
|
|
TUstpFtdcPriceType AskPrice4;
|
|
///申卖量四
|
|
TUstpFtdcVolumeType AskVolume4;
|
|
///申卖价五
|
|
TUstpFtdcPriceType AskPrice5;
|
|
///申卖量五
|
|
TUstpFtdcVolumeType AskVolume5;
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
///最后修改时间
|
|
TUstpFtdcTimeType UpdateTime;
|
|
///最后修改毫秒
|
|
TUstpFtdcMillisecType UpdateMillisec;
|
|
};
|
|
///订阅合约的相关信息
|
|
struct CUstpFtdcSpecificInstrumentField
|
|
{
|
|
///合约代码
|
|
TUstpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
|
|
#endif
|