2739 lines
54 KiB
C
2739 lines
54 KiB
C
/////////////////////////////////////////////////////////////////////////
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///@author 中泰证券股份有限公司
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///@file xtp_api_struct_compatible.h
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///@brief 定义业务的兼容数据结构
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/////////////////////////////////////////////////////////////////////////
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#if !defined(XTP_FTDCSTRUCT_H)
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#define XTP_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 "xtp_api_data_type.h"
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///指定的合约
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struct CXTPSpecificInstrumentField
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{
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///合约代码
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TXTPInstrumentIDType InstrumentID;
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///交易所代码
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TXTPExchangeIDType ExchangeID;
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};
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///深度行情
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struct CXTPDepthMarketDataField
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{
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///交易日
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TXTPDateType TradingDay;
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///合约代码
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TXTPInstrumentIDType InstrumentID;
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///交易所代码
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TXTPExchangeIDType ExchangeID;
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///合约在交易所的代码
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TXTPExchangeInstIDType ExchangeInstID;
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///最新价
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TXTPPriceType LastPrice;
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///上次结算价
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TXTPPriceType PreSettlementPrice;
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///昨收盘
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TXTPPriceType PreClosePrice;
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///昨持仓量
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TXTPLargeVolumeType PreOpenInterest;
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///今开盘
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TXTPPriceType OpenPrice;
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///最高价
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TXTPPriceType HighestPrice;
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///最低价
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TXTPPriceType LowestPrice;
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///数量
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TXTPVolumeType Volume;
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///成交金额
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TXTPMoneyType Turnover;
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///持仓量
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TXTPLargeVolumeType OpenInterest;
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///今收盘
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TXTPPriceType ClosePrice;
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///本次结算价
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TXTPPriceType SettlementPrice;
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///涨停板价
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TXTPPriceType UpperLimitPrice;
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///跌停板价
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TXTPPriceType LowerLimitPrice;
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///昨虚实度
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TXTPRatioType PreDelta;
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///今虚实度
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TXTPRatioType CurrDelta;
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///最后修改时间
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TXTPTimeType UpdateTime;
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///最后修改毫秒
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TXTPMillisecType UpdateMillisec;
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///当日均价
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TXTPPriceType AveragePrice;
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///业务日期
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TXTPDateType ActionDay;
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///数量(新)
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TXTPLargeVolumeType Volume_New;
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union {
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struct {
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///申买价一
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TXTPPriceType BidPrice1;
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///申买价二
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TXTPPriceType BidPrice2;
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///申买价三
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TXTPPriceType BidPrice3;
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///申买价四
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TXTPPriceType BidPrice4;
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///申买价五
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TXTPPriceType BidPrice5;
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///申买价六
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TXTPPriceType BidPrice6;
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///申买价七
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TXTPPriceType BidPrice7;
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///申买价八
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TXTPPriceType BidPrice8;
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///申买价九
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TXTPPriceType BidPrice9;
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///申买价十
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TXTPPriceType BidPrice10;
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};
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struct {
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///十档买盘价
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TXTPPriceType BidPrices[10];
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};
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};
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union {
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struct {
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///申卖价一
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TXTPPriceType AskPrice1;
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///申卖价二
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TXTPPriceType AskPrice2;
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///申卖价三
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TXTPPriceType AskPrice3;
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///申卖价四
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TXTPPriceType AskPrice4;
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///申卖价五
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TXTPPriceType AskPrice5;
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///申卖价六
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TXTPPriceType AskPrice6;
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///申卖价七
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TXTPPriceType AskPrice7;
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///申卖价八
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TXTPPriceType AskPrice8;
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///申卖价九
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TXTPPriceType AskPrice9;
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///申卖价十
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TXTPPriceType AskPrice10;
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};
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struct {
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///十档申卖价
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TXTPPriceType AskPrices[10];
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};
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};
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union {
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struct {
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///申买量一
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TXTPVolumeType BidVolume1;
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///申买量二
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TXTPVolumeType BidVolume2;
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///申买量三
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TXTPVolumeType BidVolume3;
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///申买量四
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TXTPVolumeType BidVolume4;
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///申买量五
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TXTPVolumeType BidVolume5;
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///申买量六
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TXTPVolumeType BidVolume6;
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///申买量七
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TXTPVolumeType BidVolume7;
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///申买量八
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TXTPVolumeType BidVolume8;
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///申买量九
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TXTPVolumeType BidVolume9;
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///申买量十
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TXTPVolumeType BidVolume10;
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};
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struct {
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///十档申买量
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TXTPVolumeType BidVolumes[10];
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};
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};
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union {
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struct {
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///申卖量一
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TXTPVolumeType AskVolume1;
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///申卖量二
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TXTPVolumeType AskVolume2;
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///申卖量三
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TXTPVolumeType AskVolume3;
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///申卖量四
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TXTPVolumeType AskVolume4;
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///申卖量五
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TXTPVolumeType AskVolume5;
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///申卖量六
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TXTPVolumeType AskVolume6;
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///申卖量七
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TXTPVolumeType AskVolume7;
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///申卖量八
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TXTPVolumeType AskVolume8;
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///申卖量九
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TXTPVolumeType AskVolume9;
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///申卖量十
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TXTPVolumeType AskVolume10;
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};
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struct {
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///十档申卖量
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TXTPVolumeType AskVolumes[10];
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};
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};
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///成交笔数
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TXTPVolumeType NumTrades;
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///当前交易状态说明
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char InstrumentStatus[8];
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///委托买入总量
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TXTPVolumeType TotalBidQty;
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///委托卖出总量
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TXTPVolumeType TotalOfferQty;
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///加权平均委买价格
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TXTPPriceType WeightedAvgBidPx;
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///加权平均委卖价格
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TXTPPriceType WeightedAvgOfferPx;
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///债券加权平均委买价格
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TXTPPriceType AltWeightedAvgBidPx;
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///债券加权平均委卖价格
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TXTPPriceType AltWeightedAvgOfferPx;
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///债券到期收益率
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TXTPPriceType YieldToMaturity;
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///ETF净值估值
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TXTPPriceType IOPV;
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///ETF申购笔数
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TXTPVolumeType ETFBuyNumber;
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///ETF赎回笔数
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TXTPVolumeType ETFSellNumber;
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///ETF申购数量
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TXTPLargeVolumeType ETFBuyAmount;
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///ETF赎回数量
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TXTPMoneyType ETFBuyMoney;
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///ETF申购金额
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TXTPLargeVolumeType ETFSellAmount;
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///ETF赎回金额
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TXTPMoneyType ETFSellMoney;
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///权证执行的总数量
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TXTPLargeVolumeType TotalWarrantExecQty;
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///权证跌停价格（元）
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TXTPPriceType WarLowerPx;
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///权证涨停价格（元）
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TXTPPriceType WarUpperPx;
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///买入撤单笔数
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TXTPVolumeType WithdrawBuyNumber;
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///卖出撤单笔数
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TXTPVolumeType WithdrawSellNumber;
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///买入撤单数量
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TXTPLargeVolumeType WithdrawBuyAmount;
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///卖出撤单数量
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TXTPLargeVolumeType WithdrawSellAmount;
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///买入撤单金额
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TXTPMoneyType WithdrawBuyMoney;
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///卖出撤单金额
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TXTPMoneyType WithdrawSellMoney;
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///买入总笔数
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TXTPVolumeType TotalBidNumber;
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///卖出总笔数
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TXTPVolumeType TotalOfferNumber;
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///买入委托成交最大等待时间
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TXTPVolumeType BidTradeMaxDuration;
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///卖出委托成交最大等待时间
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TXTPVolumeType OfferTradeMaxDuration;
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///买方委托价位数
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TXTPVolumeType NumBidOrders;
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///卖方委托价位数
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TXTPVolumeType NumOfferOrders;
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///成交时间（UA3113）
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int TradeTime;
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///闭市标志（UA103/UA104）
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char EndOfDayMaker[4];
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///合约持仓量（UA103）
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TXTPLargeVolumeType TotalLongPosition;
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///市盈率1（2位小数）（UA103）
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double PERatio1;
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///市盈率2（2位小数）（UA103）
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double PERatio2;
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};
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///响应信息
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struct CXTPRspInfoField
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{
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///错误代码
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TXTPErrorIDType ErrorID;
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///错误信息
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TXTPErrorMsgType ErrorMsg;
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};
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///交易所
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struct CXTPExchangeField
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{
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///交易所代码
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TXTPExchangeIDType ExchangeID;
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///交易所名称
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TXTPExchangeNameType ExchangeName;
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///交易所属性
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TXTPExchangePropertyType ExchangeProperty;
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};
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///产品
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struct CXTPProductField
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{
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///产品代码
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TXTPInstrumentIDType ProductID;
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///产品名称
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TXTPProductNameType ProductName;
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///交易所代码
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TXTPExchangeIDType ExchangeID;
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///产品类型
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TXTPProductClassType ProductClass;
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///合约数量乘数
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TXTPVolumeMultipleType VolumeMultiple;
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///最小变动价位
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TXTPPriceType PriceTick;
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///市价单最大下单量
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TXTPVolumeType MaxMarketOrderVolume;
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///市价单最小下单量
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TXTPVolumeType MinMarketOrderVolume;
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///限价单最大下单量
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TXTPVolumeType MaxLimitOrderVolume;
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///限价单最小下单量
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TXTPVolumeType MinLimitOrderVolume;
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///持仓类型
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TXTPPositionTypeType PositionType;
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///持仓日期类型
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TXTPPositionDateTypeType PositionDateType;
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///ETF最小交易单位
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TXTPVolumeType EFTMinTradeVolume;
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};
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///合约
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struct CXTPInstrumentField
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{
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///合约代码
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TXTPInstrumentIDType InstrumentID;
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///交易所代码
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TXTPExchangeIDType ExchangeID;
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///合约名称
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TXTPInstrumentNameType InstrumentName;
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///合约在交易所的代码
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TXTPExchangeInstIDType ExchangeInstID;
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///产品代码
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TXTPInstrumentIDType ProductID;
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///产品类型
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TXTPProductClassType ProductClass;
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///交割年份
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TXTPYearType DeliveryYear;
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///交割月
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TXTPMonthType DeliveryMonth;
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///市价单最大下单量
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TXTPVolumeType MaxMarketOrderVolume;
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///市价单最小下单量
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TXTPVolumeType MinMarketOrderVolume;
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///限价单最大下单量
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TXTPVolumeType MaxLimitOrderVolume;
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///限价单最小下单量
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TXTPVolumeType MinLimitOrderVolume;
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///合约数量乘数
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TXTPVolumeMultipleType VolumeMultiple;
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///最小变动价位
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TXTPPriceType PriceTick;
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///创建日
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TXTPDateType CreateDate;
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///上市日
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TXTPDateType OpenDate;
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///到期日
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TXTPDateType ExpireDate;
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///开始交割日
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TXTPDateType StartDelivDate;
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///结束交割日
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TXTPDateType EndDelivDate;
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///合约生命周期状态
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TXTPInstLifePhaseType InstLifePhase;
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///当前是否交易
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TXTPBoolType IsTrading;
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///持仓类型
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TXTPPositionTypeType PositionType;
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///报单能否撤单
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TXTPBoolType OrderCanBeWithdraw;
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///最小买下单单位
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TXTPVolumeType MinBuyVolume;
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///最小卖下单单位
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TXTPVolumeType MinSellVolume;
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///股票权限模版代码
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TXTPRightModelIDType RightModelID;
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///持仓交易类型
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TXTPPosTradeTypeType PosTradeType;
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///市场代码
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TXTPInstrumentIDType MarketID;
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///期权执行价格
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TXTPPriceType ExecPrice;
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///期权单手保证金
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TXTPMoneyType UnitMargin;
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///合约类型
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TXTPInstrumentTypeType InstrumentType;
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///期权保证金参数1
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TXTPRatioType OptionsMarginParam1;
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///期权保证金参数2
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TXTPRatioType OptionsMarginParam2;
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};
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///经纪公司
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struct CXTPBrokerField
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{
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///经纪公司代码
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TXTPBrokerIDType BrokerID;
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///经纪公司简称
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TXTPBrokerAbbrType BrokerAbbr;
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///经纪公司名称
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TXTPBrokerNameType BrokerName;
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///是否活跃
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TXTPBoolType 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 CXTPPartBrokerField
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{
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///经纪公司代码
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TXTPBrokerIDType BrokerID;
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///交易所代码
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TXTPExchangeIDType ExchangeID;
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///会员代码
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TXTPParticipantIDType ParticipantID;
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///是否活跃
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TXTPBoolType IsActive;
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};
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///投资者
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struct CXTPInvestorField
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{
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///投资者代码
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TXTPInvestorIDType InvestorID;
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///经纪公司代码
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TXTPBrokerIDType BrokerID;
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///投资者分组代码
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TXTPInvestorIDType InvestorGroupID;
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///投资者名称
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TXTPPartyNameType InvestorName;
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///证件类型
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TXTPIdCardTypeType IdentifiedCardType;
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///证件号码
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TXTPIdentifiedCardNoType IdentifiedCardNo;
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///是否活跃
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TXTPBoolType IsActive;
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///上海营业部编号
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TXTPTraderIDType SHBranchID;
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///深圳营业部编号
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TXTPTraderIDType SZBranchID;
|
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///所属结算系统类型
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TXTPSettleSystemTypeType SettleSystemType;
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///投资者期权交易等级
|
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TXTPInvestorLevelType InvestorLevel;
|
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};
|
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///交易编码
|
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struct CXTPTradingCodeField
|
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{
|
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///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///客户代码
|
||
TXTPClientIDType ClientID;
|
||
///是否活跃
|
||
TXTPBoolType IsActive;
|
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///AccountID
|
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TXTPAccountIDType AccountID;
|
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///交易单元号
|
||
TXTPTraderIDType PBU;
|
||
///ClientType
|
||
TXTPClientTypeType ClientType;
|
||
};
|
||
|
||
///管理用户
|
||
struct CXTPSuperUserField
|
||
{
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///用户名称
|
||
TXTPUserNameType UserName;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
///是否活跃
|
||
TXTPBoolType IsActive;
|
||
};
|
||
|
||
///管理用户功能权限
|
||
struct CXTPSuperUserFunctionField
|
||
{
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///功能代码
|
||
TXTPFunctionCodeType FunctionCode;
|
||
};
|
||
|
||
///经纪公司用户
|
||
struct CXTPBrokerUserField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///用户名称
|
||
TXTPUserNameType UserName;
|
||
///用户类型
|
||
TXTPUserTypeType UserType;
|
||
///是否活跃
|
||
TXTPBoolType IsActive;
|
||
///是否使用令牌
|
||
TXTPBoolType IsUsingOTP;
|
||
};
|
||
|
||
///经纪公司用户功能权限
|
||
struct CXTPBrokerUserFunctionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///经纪公司功能代码
|
||
TXTPBrokerFunctionCodeType BrokerFunctionCode;
|
||
};
|
||
|
||
///资金账户
|
||
struct CXTPTradingAccountField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者帐号
|
||
TXTPAccountIDType AccountID;
|
||
///上次质押金额
|
||
TXTPMoneyType PreMortgage;
|
||
///上次信用额度
|
||
TXTPMoneyType PreCredit;
|
||
///上次存款额
|
||
TXTPMoneyType PreDeposit;
|
||
///上次结算准备金
|
||
TXTPMoneyType PreBalance;
|
||
///上次占用的保证金
|
||
TXTPMoneyType PreMargin;
|
||
///利息基数
|
||
TXTPMoneyType InterestBase;
|
||
///利息收入
|
||
TXTPMoneyType Interest;
|
||
///入金金额
|
||
TXTPMoneyType Deposit;
|
||
///出金金额
|
||
TXTPMoneyType Withdraw;
|
||
///冻结的保证金
|
||
TXTPMoneyType FrozenMargin;
|
||
///冻结的资金
|
||
TXTPMoneyType FrozenCash;
|
||
///冻结的手续费
|
||
TXTPMoneyType FrozenCommission;
|
||
///当前保证金总额
|
||
TXTPMoneyType CurrMargin;
|
||
///资金差额
|
||
TXTPMoneyType CashIn;
|
||
///手续费
|
||
TXTPMoneyType Commission;
|
||
///结算准备金
|
||
TXTPMoneyType Balance;
|
||
///现金
|
||
TXTPMoneyType Available;
|
||
///可取资金
|
||
TXTPMoneyType WithdrawQuota;
|
||
///基本准备金
|
||
TXTPMoneyType Reserve;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///保证金可用余额
|
||
TXTPMoneyType Credit;
|
||
///质押金额
|
||
TXTPMoneyType Mortgage;
|
||
///交易所保证金
|
||
TXTPMoneyType ExchangeMargin;
|
||
///投资者交割保证金
|
||
TXTPMoneyType DeliveryMargin;
|
||
///交易所交割保证金
|
||
TXTPMoneyType ExchangeDeliveryMargin;
|
||
///冻结的过户费
|
||
TXTPMoneyType FrozenTransferFee;
|
||
///冻结的印花税
|
||
TXTPMoneyType FrozenStampTax;
|
||
///过户费
|
||
TXTPMoneyType TransferFee;
|
||
///印花税
|
||
TXTPMoneyType StampTax;
|
||
///折算金额
|
||
TXTPMoneyType ConversionAmount;
|
||
///授信额度
|
||
TXTPMoneyType CreditAmount;
|
||
///证券总价值
|
||
TXTPMoneyType StockValue;
|
||
///国债回购占用资金
|
||
TXTPMoneyType BondRepurchaseAmount;
|
||
///国债逆回购占用资金
|
||
TXTPMoneyType ReverseRepurchaseAmount;
|
||
///币种
|
||
TXTPCurrencyCodeType CurrencyCode;
|
||
///账户类型
|
||
TXTPAccountTypeType AccountType;
|
||
///融资买入金额
|
||
TXTPMoneyType MarginTradeAmount;
|
||
///融券卖出金额
|
||
TXTPMoneyType ShortSellAmount;
|
||
///融资持仓盈亏
|
||
TXTPMoneyType MarginTradeProfit;
|
||
///融券持仓盈亏
|
||
TXTPMoneyType ShortSellProfit;
|
||
///融券总市值
|
||
TXTPMoneyType SSStockValue;
|
||
///维持担保比例
|
||
TXTPRatioType CreditRatio;
|
||
///行权冻结资金
|
||
TXTPMoneyType FrozenExecCash;
|
||
///期权买入资金(SSE)
|
||
TXTPMoneyType SSEOptionsBuyAmount;
|
||
///期权买入冻结资金(SSE)
|
||
TXTPMoneyType SSEOptionsBuyFrozenAmount;
|
||
///结算保证金总额
|
||
TXTPMoneyType SettleMargin;
|
||
};
|
||
|
||
///禁止登录用户
|
||
struct CXTPLoginForbiddenUserField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///投资者合约交易权限
|
||
struct CXTPInstrumentTradingRightField
|
||
{
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///投资者范围
|
||
TXTPInvestorRangeType InvestorRange;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///买卖
|
||
TXTPDirectionType Direction;
|
||
///交易权限
|
||
TXTPTradingRightType TradingRight;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///股票权限分类
|
||
TXTPInstrumentRangeType InstrumentRange;
|
||
};
|
||
|
||
///投资者持仓明细
|
||
struct CXTPInvestorPositionDetailField
|
||
{
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///投机套保标志
|
||
TXTPHedgeFlagType HedgeFlag;
|
||
///买卖
|
||
TXTPDirectionType Direction;
|
||
///开仓日期
|
||
TXTPDateType OpenDate;
|
||
///成交编号
|
||
TXTPTradeIDType TradeID;
|
||
///数量
|
||
TXTPVolumeType Volume;
|
||
///开仓价
|
||
TXTPPriceType OpenPrice;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///成交类型
|
||
TXTPTradeTypeType TradeType;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///投资者保证金
|
||
TXTPMoneyType Margin;
|
||
///交易所保证金
|
||
TXTPMoneyType ExchMargin;
|
||
///昨结算价
|
||
TXTPPriceType LastSettlementPrice;
|
||
///结算价
|
||
TXTPPriceType SettlementPrice;
|
||
///平仓量
|
||
TXTPVolumeType CloseVolume;
|
||
///平仓金额
|
||
TXTPMoneyType CloseAmount;
|
||
///过户费
|
||
TXTPMoneyType TransferFee;
|
||
///印花税
|
||
TXTPMoneyType StampTax;
|
||
///手续费
|
||
TXTPMoneyType Commission;
|
||
///AccountID
|
||
TXTPAccountIDType AccountID;
|
||
///质押入库数量
|
||
TXTPVolumeType PledgeInPosition;
|
||
///质押入库冻结数量
|
||
TXTPVolumeType PledgeInFrozenPosition;
|
||
///正回购使用的标准券数量
|
||
TXTPVolumeType RepurchasePosition;
|
||
///融资融券金额
|
||
TXTPMoneyType Amount;
|
||
///标的合约代码
|
||
TXTPInstrumentIDType UnderlyingInstrumentID;
|
||
};
|
||
|
||
///债券利息
|
||
struct CXTPBondInterestField
|
||
{
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///利息
|
||
TXTPInterestType Interest;
|
||
};
|
||
|
||
///市值配售信息
|
||
struct CXTPMarketRationInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///可配售手数
|
||
TXTPVolumeType RationVolume;
|
||
};
|
||
|
||
///合约手续费率
|
||
struct CXTPInstrumentCommissionRateField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///投资者范围
|
||
TXTPInvestorRangeType InvestorRange;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///买卖方向
|
||
TXTPDirectionType Direction;
|
||
///印花税率
|
||
TXTPRatioType StampTaxRateByMoney;
|
||
///印花税率(按手数)
|
||
TXTPRatioType StampTaxRateByVolume;
|
||
///过户费率
|
||
TXTPRatioType TransferFeeRateByMoney;
|
||
///过户费率(按手数)
|
||
TXTPRatioType TransferFeeRateByVolume;
|
||
///交易费
|
||
TXTPRatioType TradeFeeByMoney;
|
||
///交易费(按手数)
|
||
TXTPRatioType TradeFeeByVolume;
|
||
///交易附加费率
|
||
TXTPRatioType MarginByMoney;
|
||
///最小交易费
|
||
TXTPPriceType MinTradeFee;
|
||
};
|
||
|
||
///余券信息
|
||
struct CXTPExcessStockInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///余券数量
|
||
TXTPVolumeType ExcessVolume;
|
||
///余券冻结数量
|
||
TXTPVolumeType ExcessFrozenVolume;
|
||
};
|
||
|
||
///ETF合约
|
||
struct CXTPETFInstrumentField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///ETF证券代码
|
||
TXTPInstrumentIDType ETFInstrumentID;
|
||
///ETF对应申赎代码
|
||
TXTPInstrumentIDType ETFPurRedInstrumentID;
|
||
///最小申购赎回单位对应的ETF份数
|
||
TXTPVolumeType CreationRedemptionUnit;
|
||
///最大现金替代比例
|
||
TXTPRatioType Maxcashratio;
|
||
///基金当天申购赎回状态
|
||
TXTPCreationredemptionStatusType Creationredemption;
|
||
///预估金额
|
||
TXTPMoneyType EstimateCashComponent;
|
||
};
|
||
|
||
///ETF股票篮
|
||
struct CXTPETFBasketField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///ETF证券代码
|
||
TXTPInstrumentIDType ETFInstrumentID;
|
||
///股票证券代码
|
||
TXTPInstrumentIDType StockInstrumentID;
|
||
///股票证券名称
|
||
TXTPInstrumentNameType StockInstrumentName;
|
||
///股票数量
|
||
TXTPVolumeType Volume;
|
||
///替代标志
|
||
TXTPETFCurrenceReplaceStatusType CurrenceReplaceStatus;
|
||
///溢价比例
|
||
TXTPRatioType Premium;
|
||
///总金额
|
||
TXTPMoneyType Amount;
|
||
};
|
||
|
||
///OF合约
|
||
struct CXTPOFInstrumentField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///OF基金代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///基金当天申购赎回状态
|
||
TXTPCreationredemptionStatusType Creationredemption;
|
||
///基金净值
|
||
TXTPPriceType NetPrice;
|
||
};
|
||
|
||
///SF合约
|
||
struct CXTPSFInstrumentField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///基金代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///SF基金代码
|
||
TXTPInstrumentIDType SFInstrumentID;
|
||
///基金当天拆分合并状态
|
||
TXTPSplitMergeStatusType SplitMergeStatus;
|
||
///最小拆分数量
|
||
TXTPVolumeType MinSplitVolume;
|
||
///最小合并数量
|
||
TXTPVolumeType MinMergeVolume;
|
||
///拆分/合并比例
|
||
TXTPVolumeType VolumeRatio;
|
||
///基金净值
|
||
TXTPPriceType NetPrice;
|
||
};
|
||
|
||
///合约单手保证金
|
||
struct CXTPInstrumentUnitMarginField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///合约单手保证金
|
||
TXTPMoneyType UnitMargin;
|
||
};
|
||
|
||
///期权资金限制参数
|
||
struct CXTPOptionsFundLimitParamField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///最大可买金额
|
||
TXTPMoneyType MaxBuyAmount;
|
||
};
|
||
|
||
///投资者期权持仓
|
||
struct CXTPInvestorOptionsPositionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者范围
|
||
TXTPInvestorRangeType InvestorRange;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///InstrumentID
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///最大多头仓位限制
|
||
TXTPVolumeType MaxLongPositionLimit;
|
||
///最大买开量限制
|
||
TXTPVolumeType MaxBuyVolLimit;
|
||
///最大总仓位限制
|
||
TXTPVolumeType MaxPositionLimit;
|
||
///多头持仓
|
||
TXTPVolumeType LongPosition;
|
||
///空头持仓
|
||
TXTPVolumeType ShortPosition;
|
||
///买开量
|
||
TXTPVolumeType BuyVolume;
|
||
///买开冻结量
|
||
TXTPVolumeType BuyFrozenVolume;
|
||
///多头冻结持仓
|
||
TXTPVolumeType LongFrozenPosition;
|
||
///空头冻结持仓
|
||
TXTPVolumeType ShortFrozenPosition;
|
||
};
|
||
|
||
///预交割信息
|
||
struct CXTPPreDelivInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///交割类型
|
||
TXTPDelivTypeType DelivType;
|
||
///标的合约代码
|
||
TXTPInstrumentIDType UnderlyingInstrumentID;
|
||
///交割数量
|
||
TXTPVolumeType DelivVolume;
|
||
///交割金额
|
||
TXTPMoneyType DelivAmount;
|
||
///期权执行数量
|
||
TXTPVolumeType ExecVolume;
|
||
///买卖方向
|
||
TXTPDirectionType Direction;
|
||
};
|
||
|
||
///可融券分配信息
|
||
struct CXTPCreditStockAssignInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///融券限量
|
||
TXTPVolumeType LimitVolume;
|
||
///上日融券数量
|
||
TXTPVolumeType YDVolume;
|
||
///剩余可融券数量
|
||
TXTPVolumeType LeftVolume;
|
||
///冻结融券数量
|
||
TXTPVolumeType FrozenVolume;
|
||
};
|
||
|
||
///可融资分配信息
|
||
struct CXTPCreditCashAssignInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///融资限额
|
||
TXTPMoneyType LimitAmount;
|
||
///上日融资金额
|
||
TXTPMoneyType YDAmount;
|
||
};
|
||
|
||
///证券折算率
|
||
struct CXTPConversionRateField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///折算比率
|
||
TXTPRatioType ConversionRate;
|
||
///当前是否支持融资交易
|
||
TXTPBoolType IsTradingForMargin;
|
||
///当前是否支持融券交易
|
||
TXTPBoolType IsTradingForShort;
|
||
};
|
||
|
||
///历史信用负债信息
|
||
struct CXTPHisCreditDebtInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///开仓日期
|
||
TXTPDateType OpenDate;
|
||
///负债类型
|
||
TXTPDirectionType Direction;
|
||
///开仓价
|
||
TXTPPriceType OpenPrice;
|
||
///数量
|
||
TXTPVolumeType Volume;
|
||
///融资融券金额
|
||
TXTPMoneyType Amount;
|
||
};
|
||
|
||
///交易所交易员报盘机
|
||
struct CXTPTraderOfferField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
///安装编号
|
||
TXTPInstallIDType InstallID;
|
||
///本地报单编号
|
||
TXTPOrderLocalIDType OrderLocalID;
|
||
///交易所交易员连接状态
|
||
TXTPTraderConnectStatusType TraderConnectStatus;
|
||
///发出连接请求的日期
|
||
TXTPDateType ConnectRequestDate;
|
||
///发出连接请求的时间
|
||
TXTPTimeType ConnectRequestTime;
|
||
///上次报告日期
|
||
TXTPDateType LastReportDate;
|
||
///上次报告时间
|
||
TXTPTimeType LastReportTime;
|
||
///完成连接日期
|
||
TXTPDateType ConnectDate;
|
||
///完成连接时间
|
||
TXTPTimeType ConnectTime;
|
||
///启动日期
|
||
TXTPDateType StartDate;
|
||
///启动时间
|
||
TXTPTimeType StartTime;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
};
|
||
|
||
///交易所行情报盘机
|
||
struct CXTPMDTraderOfferField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
///安装编号
|
||
TXTPInstallIDType InstallID;
|
||
///本地报单编号
|
||
TXTPOrderLocalIDType OrderLocalID;
|
||
///交易所交易员连接状态
|
||
TXTPTraderConnectStatusType TraderConnectStatus;
|
||
///发出连接请求的日期
|
||
TXTPDateType ConnectRequestDate;
|
||
///发出连接请求的时间
|
||
TXTPTimeType ConnectRequestTime;
|
||
///上次报告日期
|
||
TXTPDateType LastReportDate;
|
||
///上次报告时间
|
||
TXTPTimeType LastReportTime;
|
||
///完成连接日期
|
||
TXTPDateType ConnectDate;
|
||
///完成连接时间
|
||
TXTPTimeType ConnectTime;
|
||
///启动日期
|
||
TXTPDateType StartDate;
|
||
///启动时间
|
||
TXTPTimeType StartTime;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
};
|
||
|
||
///前置状态
|
||
struct CXTPFrontStatusField
|
||
{
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///上次报告日期
|
||
TXTPDateType LastReportDate;
|
||
///上次报告时间
|
||
TXTPTimeType LastReportTime;
|
||
///是否活跃
|
||
TXTPBoolType IsActive;
|
||
};
|
||
|
||
///用户会话
|
||
struct CXTPUserSessionField
|
||
{
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///登录日期
|
||
TXTPDateType LoginDate;
|
||
///登录时间
|
||
TXTPTimeType LoginTime;
|
||
///IP地址
|
||
TXTPIPAddressType IPAddress;
|
||
///用户端产品信息
|
||
TXTPProductInfoType UserProductInfo;
|
||
///接口端产品信息
|
||
TXTPProductInfoType InterfaceProductInfo;
|
||
///协议信息
|
||
TXTPProtocolInfoType ProtocolInfo;
|
||
///Mac地址
|
||
TXTPMacAddressType MacAddress;
|
||
};
|
||
|
||
///报单
|
||
struct CXTPOrderField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///报单引用
|
||
TXTPOrderRefType OrderRef;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///报单价格条件
|
||
TXTPOrderPriceTypeType OrderPriceType;
|
||
///买卖方向
|
||
TXTPDirectionType Direction;
|
||
///组合开平标志
|
||
TXTPCombOffsetFlagType CombOffsetFlag;
|
||
///组合投机套保标志
|
||
TXTPCombHedgeFlagType CombHedgeFlag;
|
||
///价格
|
||
TXTPStockPriceType LimitPrice;
|
||
///数量
|
||
TXTPVolumeType VolumeTotalOriginal;
|
||
///有效期类型
|
||
TXTPTimeConditionType TimeCondition;
|
||
///GTD日期
|
||
TXTPDateType GTDDate;
|
||
///成交量类型
|
||
TXTPVolumeConditionType VolumeCondition;
|
||
///最小成交量
|
||
TXTPVolumeType MinVolume;
|
||
///触发条件
|
||
TXTPContingentConditionType ContingentCondition;
|
||
///止损价
|
||
TXTPPriceType StopPrice;
|
||
///强平原因
|
||
TXTPForceCloseReasonType ForceCloseReason;
|
||
///自动挂起标志
|
||
TXTPBoolType IsAutoSuspend;
|
||
///业务单元
|
||
TXTPBusinessUnitType BusinessUnit;
|
||
///请求编号
|
||
TXTPRequestIDType RequestID;
|
||
///本地报单编号
|
||
TXTPOrderLocalIDType OrderLocalID;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///客户代码
|
||
TXTPClientIDType ClientID;
|
||
///合约在交易所的代码
|
||
TXTPExchangeInstIDType ExchangeInstID;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
///安装编号
|
||
TXTPInstallIDType InstallID;
|
||
///报单提交状态
|
||
TXTPOrderSubmitStatusType OrderSubmitStatus;
|
||
///账户代码
|
||
TXTPAccountIDType AccountID;
|
||
///报单提示序号
|
||
TXTPSequenceNoType NotifySequence;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///报单编号
|
||
TXTPOrderSysIDType OrderSysID;
|
||
///报单来源
|
||
TXTPOrderSourceType OrderSource;
|
||
///报单状态
|
||
TXTPOrderStatusType OrderStatus;
|
||
///报单类型
|
||
TXTPOrderTypeType OrderType;
|
||
///今成交数量
|
||
TXTPVolumeType VolumeTraded;
|
||
///剩余数量
|
||
TXTPVolumeType VolumeTotal;
|
||
///报单日期
|
||
TXTPDateType InsertDate;
|
||
///委托时间
|
||
TXTPTimeType InsertTime;
|
||
///激活时间
|
||
TXTPTimeType ActiveTime;
|
||
///挂起时间
|
||
TXTPTimeType SuspendTime;
|
||
///最后修改时间
|
||
TXTPTimeType UpdateTime;
|
||
///撤销时间
|
||
TXTPTimeType CancelTime;
|
||
///最后修改交易所交易员代码
|
||
TXTPTraderIDType ActiveTraderID;
|
||
///结算会员编号
|
||
TXTPParticipantIDType ClearingPartID;
|
||
///序号
|
||
TXTPSequenceNoType SequenceNo;
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///用户端产品信息
|
||
TXTPProductInfoType UserProductInfo;
|
||
///状态信息
|
||
TXTPErrorMsgType StatusMsg;
|
||
///用户强平标志
|
||
TXTPBoolType UserForceClose;
|
||
///操作用户代码
|
||
TXTPUserIDType ActiveUserID;
|
||
///经纪公司报单编号
|
||
TXTPSequenceNoType BrokerOrderSeq;
|
||
///相关报单
|
||
TXTPOrderSysIDType RelativeOrderSysID;
|
||
///营业部编号
|
||
TXTPBranchIDType BranchID;
|
||
///成交数量
|
||
TXTPMoneyType TradeAmount;
|
||
///是否ETF
|
||
TXTPBoolType IsETF;
|
||
///合约类型
|
||
TXTPInstrumentTypeType InstrumentType;
|
||
};
|
||
|
||
///报单操作
|
||
struct CXTPOrderActionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///报单操作引用
|
||
TXTPOrderActionRefType OrderActionRef;
|
||
///报单引用
|
||
TXTPOrderRefType OrderRef;
|
||
///请求编号
|
||
TXTPRequestIDType RequestID;
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///操作标志
|
||
TXTPActionFlagType ActionFlag;
|
||
///价格
|
||
TXTPPriceType LimitPrice;
|
||
///数量变化
|
||
TXTPVolumeType VolumeChange;
|
||
///操作日期
|
||
TXTPDateType ActionDate;
|
||
///操作时间
|
||
TXTPTimeType ActionTime;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
///安装编号
|
||
TXTPInstallIDType InstallID;
|
||
///本地报单编号
|
||
TXTPOrderLocalIDType OrderLocalID;
|
||
///操作本地编号
|
||
TXTPOrderLocalIDType ActionLocalID;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///客户代码
|
||
TXTPClientIDType ClientID;
|
||
///业务单元
|
||
TXTPBusinessUnitType BusinessUnit;
|
||
///报单操作状态
|
||
TXTPOrderActionStatusType OrderActionStatus;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///营业部编号
|
||
TXTPBranchIDType BranchID;
|
||
///状态信息
|
||
TXTPErrorMsgType StatusMsg;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///合约类型
|
||
TXTPInstrumentTypeType InstrumentType;
|
||
};
|
||
|
||
///错误报单
|
||
struct CXTPErrOrderField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///报单引用
|
||
TXTPOrderRefType OrderRef;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///报单价格条件
|
||
TXTPOrderPriceTypeType OrderPriceType;
|
||
///买卖方向
|
||
TXTPDirectionType Direction;
|
||
///组合开平标志
|
||
TXTPCombOffsetFlagType CombOffsetFlag;
|
||
///组合投机套保标志
|
||
TXTPCombHedgeFlagType CombHedgeFlag;
|
||
///价格
|
||
TXTPStockPriceType LimitPrice;
|
||
///数量
|
||
TXTPVolumeType VolumeTotalOriginal;
|
||
///有效期类型
|
||
TXTPTimeConditionType TimeCondition;
|
||
///GTD日期
|
||
TXTPDateType GTDDate;
|
||
///成交量类型
|
||
TXTPVolumeConditionType VolumeCondition;
|
||
///最小成交量
|
||
TXTPVolumeType MinVolume;
|
||
///触发条件
|
||
TXTPContingentConditionType ContingentCondition;
|
||
///止损价
|
||
TXTPPriceType StopPrice;
|
||
///强平原因
|
||
TXTPForceCloseReasonType ForceCloseReason;
|
||
///自动挂起标志
|
||
TXTPBoolType IsAutoSuspend;
|
||
///业务单元
|
||
TXTPBusinessUnitType BusinessUnit;
|
||
///请求编号
|
||
TXTPRequestIDType RequestID;
|
||
///用户强平标志
|
||
TXTPBoolType UserForceClose;
|
||
///错误代码
|
||
TXTPErrorIDType ErrorID;
|
||
///错误信息
|
||
TXTPErrorMsgType ErrorMsg;
|
||
};
|
||
|
||
///错误报单操作
|
||
struct CXTPErrOrderActionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///报单操作引用
|
||
TXTPOrderActionRefType OrderActionRef;
|
||
///报单引用
|
||
TXTPOrderRefType OrderRef;
|
||
///请求编号
|
||
TXTPRequestIDType RequestID;
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///操作标志
|
||
TXTPActionFlagType ActionFlag;
|
||
///价格
|
||
TXTPPriceType LimitPrice;
|
||
///数量变化
|
||
TXTPVolumeType VolumeChange;
|
||
///操作日期
|
||
TXTPDateType ActionDate;
|
||
///操作时间
|
||
TXTPTimeType ActionTime;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
///安装编号
|
||
TXTPInstallIDType InstallID;
|
||
///本地报单编号
|
||
TXTPOrderLocalIDType OrderLocalID;
|
||
///操作本地编号
|
||
TXTPOrderLocalIDType ActionLocalID;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///客户代码
|
||
TXTPClientIDType ClientID;
|
||
///业务单元
|
||
TXTPBusinessUnitType BusinessUnit;
|
||
///报单操作状态
|
||
TXTPOrderActionStatusType OrderActionStatus;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///营业部编号
|
||
TXTPBranchIDType BranchID;
|
||
///状态信息
|
||
TXTPErrorMsgType StatusMsg;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///错误代码
|
||
TXTPErrorIDType ErrorID;
|
||
///错误信息
|
||
TXTPErrorMsgType ErrorMsg;
|
||
///合约类型
|
||
TXTPInstrumentTypeType InstrumentType;
|
||
};
|
||
|
||
///成交
|
||
struct CXTPTradeField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///报单引用
|
||
TXTPOrderRefType OrderRef;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///成交编号
|
||
TXTPTradeIDType TradeID;
|
||
///买卖方向
|
||
TXTPDirectionType Direction;
|
||
///报单编号
|
||
TXTPOrderSysIDType OrderSysID;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///客户代码
|
||
TXTPClientIDType ClientID;
|
||
///交易角色
|
||
TXTPTradingRoleType TradingRole;
|
||
///合约在交易所的代码
|
||
TXTPExchangeInstIDType ExchangeInstID;
|
||
///开平标志
|
||
TXTPOffsetFlagType OffsetFlag;
|
||
///投机套保标志
|
||
TXTPHedgeFlagType HedgeFlag;
|
||
///价格
|
||
TXTPStockPriceType Price;
|
||
///数量
|
||
TXTPVolumeType Volume;
|
||
///成交时期
|
||
TXTPDateType TradeDate;
|
||
///成交时间
|
||
TXTPTimeType TradeTime;
|
||
///成交类型
|
||
TXTPTradeTypeType TradeType;
|
||
///成交价来源
|
||
TXTPPriceSourceType PriceSource;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
///本地报单编号
|
||
TXTPOrderLocalIDType OrderLocalID;
|
||
///结算会员编号
|
||
TXTPParticipantIDType ClearingPartID;
|
||
///业务单元
|
||
TXTPBusinessUnitType BusinessUnit;
|
||
///序号
|
||
TXTPSequenceNoType SequenceNo;
|
||
///成交来源
|
||
TXTPTradeSourceType TradeSource;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///经纪公司报单编号
|
||
TXTPSequenceNoType BrokerOrderSeq;
|
||
///成交金额
|
||
TXTPMoneyType TradeAmount;
|
||
///成交序号
|
||
TXTPTradeIndexType TradeIndex;
|
||
};
|
||
|
||
///投资者持仓
|
||
struct CXTPInvestorPositionField
|
||
{
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///持仓多空方向
|
||
TXTPPosiDirectionType PosiDirection;
|
||
///投机套保标志
|
||
TXTPHedgeFlagType HedgeFlag;
|
||
///持仓日期
|
||
TXTPPositionDateType PositionDate;
|
||
///上日持仓
|
||
TXTPVolumeType YdPosition;
|
||
///总持仓
|
||
TXTPVolumeType Position;
|
||
///多头冻结
|
||
TXTPVolumeType LongFrozen;
|
||
///空头冻结
|
||
TXTPVolumeType ShortFrozen;
|
||
///开仓冻结金额
|
||
TXTPMoneyType LongFrozenAmount;
|
||
///开仓冻结金额
|
||
TXTPMoneyType ShortFrozenAmount;
|
||
///开仓量
|
||
TXTPVolumeType OpenVolume;
|
||
///平仓量
|
||
TXTPVolumeType CloseVolume;
|
||
///开仓金额
|
||
TXTPMoneyType OpenAmount;
|
||
///平仓金额
|
||
TXTPMoneyType CloseAmount;
|
||
///持仓成本
|
||
TXTPMoneyType PositionCost;
|
||
///冻结的资金
|
||
TXTPMoneyType FrozenCash;
|
||
///资金差额
|
||
TXTPMoneyType CashIn;
|
||
///手续费
|
||
TXTPMoneyType Commission;
|
||
///上次结算价
|
||
TXTPPriceType PreSettlementPrice;
|
||
///本次结算价
|
||
TXTPPriceType SettlementPrice;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///开仓成本
|
||
TXTPMoneyType OpenCost;
|
||
///交易所保证金
|
||
TXTPMoneyType ExchangeMargin;
|
||
///今日持仓
|
||
TXTPVolumeType TodayPosition;
|
||
///过户费
|
||
TXTPMoneyType TransferFee;
|
||
///印花税
|
||
TXTPMoneyType StampTax;
|
||
///今日申购赎回数量
|
||
TXTPVolumeType TodayPurRedVolume;
|
||
///折算率
|
||
TXTPRatioType ConversionRate;
|
||
///折算金额
|
||
TXTPMoneyType ConversionAmount;
|
||
///证券价值
|
||
TXTPMoneyType StockValue;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///AccountID
|
||
TXTPAccountIDType AccountID;
|
||
///质押入库数量
|
||
TXTPVolumeType PledgeInPosition;
|
||
///正回购使用的标准券数量
|
||
TXTPVolumeType RepurchasePosition;
|
||
///ETF申赎空头冻结
|
||
TXTPVolumeType PurRedShortFrozen;
|
||
///融资买入数量
|
||
TXTPVolumeType MarginTradeVolume;
|
||
///融资买入金额
|
||
TXTPMoneyType MarginTradeAmount;
|
||
///融资买入冻结数量
|
||
TXTPVolumeType MarginTradeFrozenVolume;
|
||
///融资买入冻结金额
|
||
TXTPMoneyType MarginTradeFrozenAmount;
|
||
///融资买入盈亏
|
||
TXTPMoneyType MarginTradeConversionProfit;
|
||
///融券卖出数量
|
||
TXTPVolumeType ShortSellVolume;
|
||
///融券卖出金额
|
||
TXTPMoneyType ShortSellAmount;
|
||
///融券卖出冻结数量
|
||
TXTPVolumeType ShortSellFrozenVolume;
|
||
///融券卖出冻结金额
|
||
TXTPMoneyType ShortSellFrozenAmount;
|
||
///融券卖出盈亏
|
||
TXTPMoneyType ShortSellConversionProfit;
|
||
///融券总市值
|
||
TXTPMoneyType SSStockValue;
|
||
///今日融资持仓
|
||
TXTPVolumeType TodayMTPosition;
|
||
///今日融券持仓
|
||
TXTPVolumeType TodaySSPosition;
|
||
///历史持仓开仓成本
|
||
TXTPMoneyType YdOpenCost;
|
||
///锁定仓位
|
||
TXTPVolumeType LockPosition;
|
||
///备兑仓位
|
||
TXTPVolumeType CoverPosition;
|
||
///锁定冻结仓位
|
||
TXTPVolumeType LockFrozenPosition;
|
||
///解锁冻结仓位
|
||
TXTPVolumeType UnlockFrozenPosition;
|
||
///备兑冻结仓位
|
||
TXTPVolumeType CoverFrozenPosition;
|
||
///行权冻结仓位
|
||
TXTPVolumeType ExecFrozenPosition;
|
||
///上日备兑仓位
|
||
TXTPVolumeType YDCoverPosition;
|
||
};
|
||
|
||
///出入金同步
|
||
struct CXTPSyncDepositField
|
||
{
|
||
///出入金流水号
|
||
TXTPDepositSeqNoType DepositSeqNo;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///入金金额
|
||
TXTPMoneyType Deposit;
|
||
///是否强制进行
|
||
TXTPBoolType IsForce;
|
||
///账户代
|
||
TXTPAccountIDType AccountID;
|
||
};
|
||
|
||
///查询交易所
|
||
struct CXTPQryExchangeField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
};
|
||
|
||
///查询产品
|
||
struct CXTPQryProductField
|
||
{
|
||
///产品代码
|
||
TXTPInstrumentIDType ProductID;
|
||
};
|
||
|
||
///查询合约
|
||
struct CXTPQryInstrumentField
|
||
{
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约在交易所的代码
|
||
TXTPExchangeInstIDType ExchangeInstID;
|
||
///产品代码
|
||
TXTPInstrumentIDType ProductID;
|
||
};
|
||
|
||
///查询经纪公司
|
||
struct CXTPQryBrokerField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
};
|
||
|
||
///查询经纪公司会员代码
|
||
struct CXTPQryPartBrokerField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
};
|
||
|
||
///查询投资者
|
||
struct CXTPQryInvestorField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
};
|
||
|
||
///查询交易编码
|
||
struct CXTPQryTradingCodeField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///客户代码
|
||
TXTPClientIDType ClientID;
|
||
};
|
||
|
||
///查询管理用户
|
||
struct CXTPQrySuperUserField
|
||
{
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///查询管理用户功能权限
|
||
struct CXTPQrySuperUserFunctionField
|
||
{
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///查询经纪公司用户
|
||
struct CXTPQryBrokerUserField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///查询经纪公司用户权限
|
||
struct CXTPQryBrokerUserFunctionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///查询资金账户
|
||
struct CXTPQryTradingAccountField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
};
|
||
|
||
///查询禁止登录用户
|
||
struct CXTPQryLoginForbiddenUserField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///查询行情
|
||
struct CXTPQryDepthMarketDataField
|
||
{
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询合约交易权限
|
||
struct CXTPQryInstrumentTradingRightField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询投资者持仓明细
|
||
struct CXTPQryInvestorPositionDetailField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询债券利息
|
||
struct CXTPQryBondInterestField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询市值配售信息
|
||
struct CXTPQryMarketRationInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者帐号
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
};
|
||
|
||
///查询合约手续费率
|
||
struct CXTPQryInstrumentCommissionRateField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///买卖方向
|
||
TXTPDirectionType Direction;
|
||
///开平标志
|
||
TXTPOffsetFlagType OffsetFlag;
|
||
};
|
||
|
||
///查询余券信息
|
||
struct CXTPQryExcessStockInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询投资者帐户关系
|
||
struct CXTPQryInvestorAccountField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
};
|
||
|
||
///查询ETF合约
|
||
struct CXTPQryETFInstrumentField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///ETF证券代码
|
||
TXTPInstrumentIDType ETFInstrumentID;
|
||
};
|
||
|
||
///查询ETF股票篮
|
||
struct CXTPQryETFBasketField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///ETF证券代码
|
||
TXTPInstrumentIDType ETFInstrumentID;
|
||
};
|
||
|
||
///查询OF合约
|
||
struct CXTPQryOFInstrumentField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///ETF证券代码
|
||
TXTPInstrumentIDType OFInstrumentID;
|
||
};
|
||
|
||
///查询SF合约
|
||
struct CXTPQrySFInstrumentField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///ETF证券代码
|
||
TXTPInstrumentIDType SFInstrumentID;
|
||
};
|
||
|
||
///查询合约单手保证金
|
||
struct CXTPQryInstrumentUnitMarginField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询期权资金限制参数
|
||
struct CXTPQryOptionsFundLimitParamField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
};
|
||
|
||
///查询投资者期权持仓
|
||
struct CXTPQryInvestorOptionsPositionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///标的合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询预交割信息
|
||
struct CXTPQryPreDelivInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询可融券分配信息
|
||
struct CXTPQryCreditStockAssignInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询可融资分配信息
|
||
struct CXTPQryCreditCashAssignInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
};
|
||
|
||
///查询证券折算率
|
||
struct CXTPQryConversionRateField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询历史信用负债信息
|
||
struct CXTPQryHisCreditDebtInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询交易员报盘机
|
||
struct CXTPQryTraderOfferField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
};
|
||
|
||
///查询行情报盘机
|
||
struct CXTPQryMDTraderOfferField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///会员代码
|
||
TXTPParticipantIDType ParticipantID;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
};
|
||
|
||
///查询前置状态
|
||
struct CXTPQryFrontStatusField
|
||
{
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
};
|
||
|
||
///查询用户会话
|
||
struct CXTPQryUserSessionField
|
||
{
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///查询报单
|
||
struct CXTPQryOrderField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///报单编号
|
||
TXTPOrderSysIDType OrderSysID;
|
||
///开始时间
|
||
TXTPTimeType InsertTimeStart;
|
||
///结束时间
|
||
TXTPTimeType InsertTimeEnd;
|
||
};
|
||
|
||
///查询报单操作
|
||
struct CXTPQryOrderActionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
};
|
||
|
||
///查询错误报单
|
||
struct CXTPQryErrOrderField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
};
|
||
|
||
///查询错误报单操作
|
||
struct CXTPQryErrOrderActionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
};
|
||
|
||
///查询成交
|
||
struct CXTPQryTradeField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///成交编号
|
||
TXTPTradeIDType TradeID;
|
||
///开始时间
|
||
TXTPTimeType TradeTimeStart;
|
||
///结束时间
|
||
TXTPTimeType TradeTimeEnd;
|
||
};
|
||
|
||
///查询投资者持仓
|
||
struct CXTPQryInvestorPositionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
};
|
||
|
||
///查询出入金流水
|
||
struct CXTPQrySyncDepositField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///出入金流水号
|
||
TXTPDepositSeqNoType DepositSeqNo;
|
||
};
|
||
|
||
///用户口令变更
|
||
struct CXTPUserPasswordUpdateField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///原来的口令
|
||
TXTPPasswordType OldPassword;
|
||
///新的口令
|
||
TXTPPasswordType NewPassword;
|
||
};
|
||
|
||
///资金账户口令变更域
|
||
struct CXTPTradingAccountPasswordUpdateField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者帐号
|
||
TXTPAccountIDType AccountID;
|
||
///原来的口令
|
||
TXTPPasswordType OldPassword;
|
||
///新的口令
|
||
TXTPPasswordType NewPassword;
|
||
};
|
||
|
||
///手工同步用户动态令牌
|
||
struct CXTPManualSyncBrokerUserOTPField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///动态令牌类型
|
||
TXTPOTPTypeType OTPType;
|
||
///第一个动态密码
|
||
TXTPPasswordType FirstOTP;
|
||
///第二个动态密码
|
||
TXTPPasswordType SecondOTP;
|
||
};
|
||
|
||
///经纪公司用户口令
|
||
struct CXTPBrokerUserPasswordField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
};
|
||
|
||
///资金账户口令域
|
||
struct CXTPTradingAccountPasswordField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者帐号
|
||
TXTPAccountIDType AccountID;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
};
|
||
|
||
///用户权限
|
||
struct CXTPUserRightField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///客户权限类型
|
||
TXTPUserRightTypeType UserRightType;
|
||
///是否禁止
|
||
TXTPBoolType IsForbidden;
|
||
};
|
||
|
||
///投资者账户
|
||
struct CXTPInvestorAccountField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///投资者帐号
|
||
TXTPAccountIDType AccountID;
|
||
///是否主账户
|
||
TXTPBoolType IsDefault;
|
||
///账户类型
|
||
TXTPAccountTypeType AccountType;
|
||
///是否活跃
|
||
TXTPBoolType IsActive;
|
||
///上交所交易单元号
|
||
TXTPTraderIDType SHBranchPBU;
|
||
///深交所交易单元号
|
||
TXTPTraderIDType SZBranchPBU;
|
||
};
|
||
|
||
///用户IP
|
||
struct CXTPUserIPField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///IP地址
|
||
TXTPIPAddressType IPAddress;
|
||
///IP地址掩码
|
||
TXTPIPAddressType IPMask;
|
||
///Mac地址
|
||
TXTPMacAddressType MacAddress;
|
||
};
|
||
|
||
///用户动态令牌参数
|
||
struct CXTPBrokerUserOTPParamField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///动态令牌提供商
|
||
TXTPOTPVendorsIDType OTPVendorsID;
|
||
///动态令牌序列号
|
||
TXTPSerialNumberType SerialNumber;
|
||
///令牌密钥
|
||
TXTPAuthKeyType AuthKey;
|
||
///漂移值
|
||
TXTPLastDriftType LastDrift;
|
||
///成功值
|
||
TXTPLastSuccessType LastSuccess;
|
||
///动态令牌类型
|
||
TXTPOTPTypeType OTPType;
|
||
};
|
||
|
||
///用户登录请求
|
||
struct CXTPReqUserLoginField
|
||
{
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
///用户端产品信息
|
||
TXTPProductInfoType UserProductInfo;
|
||
///接口端产品信息
|
||
TXTPProductInfoType InterfaceProductInfo;
|
||
///协议信息
|
||
TXTPProtocolInfoType ProtocolInfo;
|
||
///Mac地址
|
||
TXTPMacAddressType MacAddress;
|
||
///动态密码
|
||
TXTPPasswordType OneTimePassword;
|
||
///终端IP地址
|
||
TXTPIPAddressType ClientIPAddress;
|
||
///客户端认证码
|
||
TXTPAuthCodeType AuthCode;
|
||
};
|
||
|
||
///用户登录应答
|
||
struct CXTPRspUserLoginField
|
||
{
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///登录成功时间
|
||
TXTPTimeType LoginTime;
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///交易系统名称
|
||
TXTPSystemNameType SystemName;
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///最大报单引用
|
||
TXTPOrderRefType MaxOrderRef;
|
||
};
|
||
|
||
///用户登出请求
|
||
struct CXTPUserLogoutField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///全部登出信息
|
||
struct CXTPLogoutAllField
|
||
{
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///系统名称
|
||
TXTPSystemNameType SystemName;
|
||
};
|
||
|
||
///强制交易员退出
|
||
struct CXTPForceUserLogoutField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///经纪公司用户激活
|
||
struct CXTPActivateBrokerUserField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
};
|
||
|
||
///输入报单
|
||
struct CXTPInputOrderField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///报单引用
|
||
TXTPOrderRefType OrderRef;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///报单价格条件
|
||
TXTPOrderPriceTypeType OrderPriceType;
|
||
///买卖方向
|
||
TXTPDirectionType Direction;
|
||
///组合开平标志
|
||
TXTPCombOffsetFlagType CombOffsetFlag;
|
||
///组合投机套保标志
|
||
TXTPCombHedgeFlagType CombHedgeFlag;
|
||
///价格
|
||
TXTPStockPriceType LimitPrice;
|
||
///数量
|
||
TXTPVolumeType VolumeTotalOriginal;
|
||
///有效期类型
|
||
TXTPTimeConditionType TimeCondition;
|
||
///GTD日期
|
||
TXTPDateType GTDDate;
|
||
///成交量类型
|
||
TXTPVolumeConditionType VolumeCondition;
|
||
///最小成交量
|
||
TXTPVolumeType MinVolume;
|
||
///触发条件
|
||
TXTPContingentConditionType ContingentCondition;
|
||
///止损价
|
||
TXTPPriceType StopPrice;
|
||
///强平原因
|
||
TXTPForceCloseReasonType ForceCloseReason;
|
||
///自动挂起标志
|
||
TXTPBoolType IsAutoSuspend;
|
||
///业务单元
|
||
TXTPBusinessUnitType BusinessUnit;
|
||
///请求编号
|
||
TXTPRequestIDType RequestID;
|
||
///用户强平标志
|
||
TXTPBoolType UserForceClose;
|
||
};
|
||
|
||
///输入报单操作
|
||
struct CXTPInputOrderActionField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///报单操作引用
|
||
TXTPOrderActionRefType OrderActionRef;
|
||
///报单引用
|
||
TXTPOrderRefType OrderRef;
|
||
///请求编号
|
||
TXTPRequestIDType RequestID;
|
||
///前置编号
|
||
TXTPFrontIDType FrontID;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
///操作标志
|
||
TXTPActionFlagType ActionFlag;
|
||
///价格
|
||
TXTPPriceType LimitPrice;
|
||
///数量变化
|
||
TXTPVolumeType VolumeChange;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///交易所交易员代码
|
||
TXTPTraderIDType BranchPBU;
|
||
///本地报单编号
|
||
TXTPOrderLocalIDType OrderLocalID;
|
||
};
|
||
|
||
///指定的合约
|
||
// struct CXTPSpecificInstrumentField
|
||
// {
|
||
// ///合约代码
|
||
// TXTPInstrumentIDType InstrumentID;
|
||
// ///交易所代码
|
||
// TXTPExchangeIDType ExchangeID;
|
||
// };
|
||
|
||
///指定的交易所
|
||
struct CXTPSpecificExchangeField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
};
|
||
|
||
///行情基础属性
|
||
struct CXTPMarketDataBaseField
|
||
{
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///上次结算价
|
||
TXTPPriceType PreSettlementPrice;
|
||
///昨收盘
|
||
TXTPPriceType PreClosePrice;
|
||
///昨持仓量
|
||
TXTPLargeVolumeType PreOpenInterest;
|
||
///昨虚实度
|
||
TXTPRatioType PreDelta;
|
||
};
|
||
|
||
///行情静态属性
|
||
struct CXTPMarketDataStaticField
|
||
{
|
||
///今开盘
|
||
TXTPPriceType OpenPrice;
|
||
///最高价
|
||
TXTPPriceType HighestPrice;
|
||
///最低价
|
||
TXTPPriceType LowestPrice;
|
||
///今收盘
|
||
TXTPPriceType ClosePrice;
|
||
///涨停板价
|
||
TXTPPriceType UpperLimitPrice;
|
||
///跌停板价
|
||
TXTPPriceType LowerLimitPrice;
|
||
///本次结算价
|
||
TXTPPriceType SettlementPrice;
|
||
///今虚实度
|
||
TXTPRatioType CurrDelta;
|
||
};
|
||
|
||
///行情最新成交属性
|
||
struct CXTPMarketDataLastMatchField
|
||
{
|
||
///最新价
|
||
TXTPPriceType LastPrice;
|
||
///数量
|
||
TXTPVolumeType Volume;
|
||
///成交金额
|
||
TXTPMoneyType Turnover;
|
||
///持仓量
|
||
TXTPLargeVolumeType OpenInterest;
|
||
///数量(新)
|
||
TXTPLargeVolumeType Volume_New;
|
||
};
|
||
|
||
///行情最优价属性
|
||
struct CXTPMarketDataBestPriceField
|
||
{
|
||
///申买价一
|
||
TXTPPriceType BidPrice1;
|
||
///申买量一
|
||
TXTPVolumeType BidVolume1;
|
||
///申卖价一
|
||
TXTPPriceType AskPrice1;
|
||
///申卖量一
|
||
TXTPVolumeType AskVolume1;
|
||
};
|
||
|
||
///行情申买二、三属性
|
||
struct CXTPMarketDataBid23Field
|
||
{
|
||
///申买价二
|
||
TXTPPriceType BidPrice2;
|
||
///申买量二
|
||
TXTPVolumeType BidVolume2;
|
||
///申买价三
|
||
TXTPPriceType BidPrice3;
|
||
///申买量三
|
||
TXTPVolumeType BidVolume3;
|
||
};
|
||
|
||
///行情申卖二、三属性
|
||
struct CXTPMarketDataAsk23Field
|
||
{
|
||
///申卖价二
|
||
TXTPPriceType AskPrice2;
|
||
///申卖量二
|
||
TXTPVolumeType AskVolume2;
|
||
///申卖价三
|
||
TXTPPriceType AskPrice3;
|
||
///申卖量三
|
||
TXTPVolumeType AskVolume3;
|
||
};
|
||
|
||
///行情申买四、五属性
|
||
struct CXTPMarketDataBid45Field
|
||
{
|
||
///申买价四
|
||
TXTPPriceType BidPrice4;
|
||
///申买量四
|
||
TXTPVolumeType BidVolume4;
|
||
///申买价五
|
||
TXTPPriceType BidPrice5;
|
||
///申买量五
|
||
TXTPVolumeType BidVolume5;
|
||
};
|
||
|
||
///行情申卖四、五属性
|
||
struct CXTPMarketDataAsk45Field
|
||
{
|
||
///申卖价四
|
||
TXTPPriceType AskPrice4;
|
||
///申卖量四
|
||
TXTPVolumeType AskVolume4;
|
||
///申卖价五
|
||
TXTPPriceType AskPrice5;
|
||
///申卖量五
|
||
TXTPVolumeType AskVolume5;
|
||
};
|
||
|
||
///行情更新时间属性
|
||
struct CXTPMarketDataUpdateTimeField
|
||
{
|
||
///合约代码
|
||
TXTPInstrumentIDType InstrumentID;
|
||
///最后修改时间
|
||
TXTPTimeType UpdateTime;
|
||
///最后修改毫秒
|
||
TXTPMillisecType UpdateMillisec;
|
||
///业务日期
|
||
TXTPDateType ActionDay;
|
||
};
|
||
|
||
///成交均价
|
||
struct CXTPMarketDataAveragePriceField
|
||
{
|
||
///当日均价
|
||
TXTPPriceType AveragePrice;
|
||
};
|
||
|
||
///行情交易所代码属性
|
||
struct CXTPMarketDataExchangeField
|
||
{
|
||
///交易所代码
|
||
TXTPExchangeIDType ExchangeID;
|
||
};
|
||
|
||
///信息分发
|
||
struct CXTPDisseminationField
|
||
{
|
||
///序列系列号
|
||
TXTPSequenceSeriesType SequenceSeries;
|
||
///序列号
|
||
TXTPSequenceNoType SequenceNo;
|
||
};
|
||
|
||
///资金转账输入
|
||
struct CXTPInputFundTransferField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///投资者资金帐号
|
||
TXTPAccountIDType AccountID;
|
||
///资金帐户密码
|
||
TXTPPasswordType Password;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///交易金额
|
||
TXTPTradeAmountType TradeAmount;
|
||
///摘要
|
||
TXTPDigestType Digest;
|
||
///账户类型
|
||
TXTPAccountTypeType AccountType;
|
||
};
|
||
|
||
///资金转账
|
||
struct CXTPFundTransferField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///投资者资金帐号
|
||
TXTPAccountIDType AccountID;
|
||
///资金帐户密码
|
||
TXTPPasswordType Password;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///交易金额
|
||
TXTPTradeAmountType TradeAmount;
|
||
///摘要
|
||
TXTPDigestType Digest;
|
||
///会话编号
|
||
TXTPSessionIDType SessionID;
|
||
///Liber核心流水号
|
||
TXTPLiberSerialType LiberSerial;
|
||
///转账平台流水号
|
||
TXTPPlateSerialType PlateSerial;
|
||
///第三方流水号
|
||
TXTPBankSerialType TransferSerial;
|
||
///交易日
|
||
TXTPDateType TradingDay;
|
||
///转账时间
|
||
TXTPTimeType TradeTime;
|
||
///出入金方向
|
||
TXTPFundDirectionType FundDirection;
|
||
///错误代码
|
||
TXTPErrorIDType ErrorID;
|
||
///错误信息
|
||
TXTPErrorMsgType ErrorMsg;
|
||
};
|
||
|
||
///资金转账查询请求
|
||
struct CXTPQryFundTransferSerialField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者资金帐号
|
||
TXTPAccountIDType AccountID;
|
||
///账户类型
|
||
TXTPAccountTypeType AccountType;
|
||
};
|
||
|
||
///资金内转
|
||
struct CXTPFundInterTransferField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///资金账户代码
|
||
TXTPAccountIDType AccountID;
|
||
///资金账户密码
|
||
TXTPPasswordType Password;
|
||
///金额
|
||
TXTPTradeAmountType TradeAmount;
|
||
///内转类型
|
||
TXTPFundInterTransferTypeType TransferType;
|
||
///资金内转编号
|
||
TXTPLiberSerialType SerialID;
|
||
};
|
||
|
||
///资金内转流水
|
||
struct CXTPFundInterTransferSerialField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///资金账户代码
|
||
TXTPAccountIDType AccountID;
|
||
///资金账户密码
|
||
TXTPPasswordType Password;
|
||
///金额
|
||
TXTPTradeAmountType TradeAmount;
|
||
///内转类型
|
||
TXTPFundInterTransferTypeType TransferType;
|
||
///资金内转编号
|
||
TXTPLiberSerialType SerialID;
|
||
///转账时间
|
||
TXTPTimeType TransferTime;
|
||
///错误代码
|
||
TXTPErrorIDType ErrorID;
|
||
///错误信息
|
||
TXTPErrorMsgType ErrorMsg;
|
||
};
|
||
|
||
///资金内转流水查询请求
|
||
struct CXTPQryFundInterTransferSerialField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///投资者代码
|
||
TXTPInvestorIDType InvestorID;
|
||
};
|
||
|
||
///获取数据库信息
|
||
struct CXTPFetchDBInfoField
|
||
{
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
///数据库索引
|
||
TXTPUserNameType DBIndex;
|
||
///数据库IP地址
|
||
TXTPIPAddressType IPAddress;
|
||
///数据库IP端口
|
||
TXTPIPPortType IPPort;
|
||
///数据库名称
|
||
TXTPUserNameType DBName;
|
||
///数据库用户名
|
||
TXTPUserIDType DBUserID;
|
||
///数据库密码
|
||
TXTPPasswordType DBPassword;
|
||
};
|
||
|
||
///MD用户信息
|
||
struct CXTPMDUserInfoField
|
||
{
|
||
///经纪公司代码
|
||
TXTPBrokerIDType BrokerID;
|
||
///用户代码
|
||
TXTPUserIDType UserID;
|
||
///用户名称
|
||
TXTPUserNameType UserName;
|
||
///密码
|
||
TXTPPasswordType Password;
|
||
///行情系统编号
|
||
TXTPSequenceNoType MDSysID;
|
||
///股票最大订阅数量
|
||
TXTPVolumeType MaxStockCount;
|
||
///期权最大订阅数量
|
||
TXTPVolumeType MaxOptionsCount;
|
||
};
|
||
|
||
|
||
#endif
|