1888 lines
41 KiB
C
1888 lines
41 KiB
C
/////////////////////////////////////////////////////////////////////////
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///@system QuantDo Platform
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///@company 上海量投网络科技有限公司
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///@file QdpFtdcUserApiStruct.h
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///@brief 定义了客户端接口使用的业务数据结构
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///@history
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/////////////////////////////////////////////////////////////////////////
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#if !defined(Qdp_FTDCSTRUCT_H)
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#define Qdp_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 "QdpFtdcUserApiDataType.h"
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///系统用户登录请求
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struct CQdpFtdcReqUserLoginField
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{
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///交易日
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TQdpFtdcDateType TradingDay;
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///交易用户代码
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TQdpFtdcUserIDType UserID;
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///密码
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TQdpFtdcPasswordType Password;
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///用户端产品信息
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TQdpFtdcProductInfoType UserProductInfo;
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///接口端产品信息
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TQdpFtdcProductInfoType InterfaceProductInfo;
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///协议信息
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TQdpFtdcProtocolInfoType ProtocolInfo;
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///IP地址
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TQdpFtdcIPAddressType IPAddress;
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///Mac地址
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TQdpFtdcMacAddressType MacAddress;
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///数据中心代码
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TQdpFtdcDataCenterIDType DataCenterID;
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///动态密码
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TQdpFtdcPasswordType OneTimePassword;
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///终端IP地址
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TQdpFtdcIPAddressType ClientIPAddress;
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};
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///系统用户登录应答
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struct CQdpFtdcRspUserLoginField
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{
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///交易日
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TQdpFtdcDateType TradingDay;
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///交易用户代码
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TQdpFtdcUserIDType UserID;
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///登录成功时间
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TQdpFtdcTimeType LoginTime;
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///用户最大本地报单号
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TQdpFtdcUserOrderLocalIDType MaxOrderLocalID;
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///交易系统名称
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TQdpFtdcTradingSystemNameType TradingSystemName;
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///数据中心代码
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TQdpFtdcDataCenterIDType DataCenterID;
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///会员私有流当前长度
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TQdpFtdcSequenceNoType PrivateFlowSize;
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///交易员私有流当前长度
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TQdpFtdcSequenceNoType UserFlowSize;
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///会话编号
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TQdpFtdcSessionIDType SessionID;
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///前置编号
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TQdpFtdcFrontIDType FrontID;
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};
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///用户登出请求
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struct CQdpFtdcReqUserLogoutField
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{
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///交易用户代码
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TQdpFtdcUserIDType UserID;
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};
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///用户登出请求
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struct CQdpFtdcRspUserLogoutField
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{
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///交易用户代码
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TQdpFtdcUserIDType UserID;
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};
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///强制用户退出
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struct CQdpFtdcForceUserExitField
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{
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///交易用户代码
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TQdpFtdcUserIDType UserID;
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};
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///用户口令修改
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struct CQdpFtdcUserPasswordUpdateField
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{
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///交易用户代码
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TQdpFtdcUserIDType UserID;
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///旧密码
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TQdpFtdcPasswordType OldPassword;
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///新密码
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TQdpFtdcPasswordType NewPassword;
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};
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///输入报单
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struct CQdpFtdcInputOrderField
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{
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///交易所代码
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TQdpFtdcExchangeIDType ExchangeID;
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///系统报单编号
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TQdpFtdcOrderSysIDType OrderSysID;
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///投资者编号
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TQdpFtdcInvestorIDType InvestorID;
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///用户代码
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TQdpFtdcUserIDType UserID;
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///合约代码
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TQdpFtdcInstrumentIDType InstrumentID;
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///用户本地报单号
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TQdpFtdcUserOrderLocalIDType UserOrderLocalID;
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///价格类型
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TQdpFtdcOrderPriceTypeType OrderPriceType;
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///买卖方向
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TQdpFtdcDirectionType Direction;
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///开平标志
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TQdpFtdcOffsetFlagType OffsetFlag;
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///投机套保标志
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TQdpFtdcHedgeFlagType HedgeFlag;
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///价格
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TQdpFtdcPriceType LimitPrice;
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///数量
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TQdpFtdcVolumeType Volume;
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///有效期类型
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TQdpFtdcTimeConditionType TimeCondition;
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///GTD日期
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TQdpFtdcDateType GTDDate;
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///成交量类型
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TQdpFtdcVolumeConditionType VolumeCondition;
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///最小成交量
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TQdpFtdcVolumeType MinVolume;
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///止损价
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TQdpFtdcPriceType StopPrice;
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///强平原因
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TQdpFtdcForceCloseReasonType ForceCloseReason;
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///自动挂起标志
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TQdpFtdcBoolType IsAutoSuspend;
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///业务单元
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TQdpFtdcBusinessUnitType BusinessUnit;
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///用户自定义域
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TQdpFtdcCustomType UserCustom;
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///营业部代码
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TQdpFtdcBranchIDType BranchID;
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///记录编号
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TQdpFtdcSequenceNoType RecNum;
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///业务类别
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TQdpFtdcBusinessTypeType BusinessType;
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};
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///报单操作
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struct CQdpFtdcOrderActionField
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{
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///交易所代码
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TQdpFtdcExchangeIDType ExchangeID;
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///报单编号
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TQdpFtdcOrderSysIDType OrderSysID;
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///投资者编号
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TQdpFtdcInvestorIDType InvestorID;
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///用户代码
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TQdpFtdcUserIDType UserID;
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///合约代码
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TQdpFtdcInstrumentIDType InstrumentID;
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///本次撤单操作的本地编号
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TQdpFtdcUserOrderLocalIDType UserOrderActionLocalID;
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///被撤订单的本地报单编号
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TQdpFtdcUserOrderLocalIDType UserOrderLocalID;
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///报单操作标志
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TQdpFtdcActionFlagType ActionFlag;
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///价格
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TQdpFtdcPriceType LimitPrice;
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///数量变化
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TQdpFtdcVolumeType VolumeChange;
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///记录编号
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TQdpFtdcSequenceNoType RecNum;
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///前置编号
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TQdpFtdcFrontIDType FrontID;
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///会话编号
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TQdpFtdcSessionIDType SessionID;
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};
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///内存表导出
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struct CQdpFtdcMemDbField
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{
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///内存表名
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TQdpFtdcMemTableNameType MemTableName;
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};
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///投资者资金帐户出入金请求
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struct CQdpFtdcReqAccountDepositField
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{
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///资金流水号
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TQdpFtdcAccountSeqNoType AccountSeqNo;
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///资金帐号
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TQdpFtdcAccountIDType AccountID;
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///连续递增的总资金流水号
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TQdpFtdcAccountSeqNoType AccountInsideSeqNo;
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///投资者编号
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TQdpFtdcInvestorIDType InvestorID;
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///金额
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TQdpFtdcMoneyType Amount;
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///出入金方向
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TQdpFtdcAccountDirectionType AmountDirection;
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///用户代码
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TQdpFtdcUserIDType UserID;
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};
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///投资者资金帐户出入金应答
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struct CQdpFtdcRspAccountDepositField
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{
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///投资者编号
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TQdpFtdcInvestorIDType InvestorID;
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///资金帐号
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TQdpFtdcAccountIDType AccountID;
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///资金流水号
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TQdpFtdcAccountSeqNoType AccountSeqNo;
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///连续递增的总资金流水号
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TQdpFtdcAccountSeqNoType AccountInsideSeqNo;
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///金额
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TQdpFtdcMoneyType Amount;
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///出入金方向
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TQdpFtdcAccountDirectionType AmountDirection;
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///可用资金
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TQdpFtdcMoneyType Available;
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///结算准备金
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TQdpFtdcMoneyType Balance;
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///用户代码
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TQdpFtdcUserIDType UserID;
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};
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///期货发起转账请求
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struct CQdpFtdcReqTransferField
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{
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///业务功能码
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TQdpFtdcTradeCodeType TradeCode;
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///银行代码
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TQdpFtdcBankIDType BankID;
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///银行分支机构代码
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TQdpFtdcBankBrchIDType BankBrchID;
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///期商分支机构代码
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TQdpFtdcBranchIDType BrokerBranchID;
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///交易日期
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TQdpFtdcTradingDayType TradeDate;
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///交易时间
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TQdpFtdcTimeType TradingTime;
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///银行流水号
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TQdpFtdcSerialType BankSerial;
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///交易系统日期
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TQdpFtdcTradingDayType TradingDay;
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///银期平台消息流水号
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TQdpFtdcSequenceNoType PlateSerial;
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///最后分片标志
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TQdpFtdcYesNoIndicatorType LastFragment;
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///会话号
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TQdpFtdcSessionIDType SessionID;
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///客户姓名
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TQdpFtdcClientNameType CustomerName;
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///证件类型
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TQdpFtdcIdentifiedCardTypeType IdCardType;
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///证件号码
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TQdpFtdcIdentifiedCardNoType IdentifiedCardNo;
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///客户类型
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TQdpFtdcClientTypeType CustType;
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///银行账号
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TQdpFtdcBankAccountType BankAccount;
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///银行密码
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TQdpFtdcPasswordType BankPassWord;
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///资金账号
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TQdpFtdcAccountIDType AccountID;
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///投资者编号
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TQdpFtdcInvestorIDType InvestorID;
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///期货密码
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TQdpFtdcPasswordType Password;
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///安装编号
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TQdpFtdcSequenceNoType InstallID;
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///期货公司流水号
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TQdpFtdcSequenceNoType FutureSerial;
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///交易员
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TQdpFtdcUserIDType UserID;
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///验证客户证件号码标志
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TQdpFtdcUserIDType VerifyCertNoFlag;
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///币种代码
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TQdpFtdcCurrencyIDType Currency;
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///转账金额
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TQdpFtdcMoneyType TradeAmount;
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///期货可取金额
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TQdpFtdcMoneyType FutureFetchAmount;
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///费用支付标志
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TQdpFtdcFeePayFlagType FeePayFlag;
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///应收客户费用
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TQdpFtdcFeeType CustFee;
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///应收期货公司费用
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TQdpFtdcFeeType BrokerFee;
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///发送方给接收方的消息
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TQdpFtdcAbstractType Message;
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///摘要
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TQdpFtdcAbstractType Digest;
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///银行账号类型
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TQdpFtdcBankAccTypeType BankAccType;
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///渠道标志
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TQdpFtdcDeviceIDType DeviceID;
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///期货单位账号类型
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TQdpFtdcBankAccTypeType BankSecuAccType;
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///期货公司银行编码
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TQdpFtdcBankCodingForFutureType BankCodingForFuture;
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///期货单位账号
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TQdpFtdcBankAccountType BankSecuAcc;
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///银行密码标志
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TQdpFtdcPwdFlagType BankPwdFlag;
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///期货资金密码核对标志
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TQdpFtdcPwdFlagType SecuPwdFlag;
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///交易柜员
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TQdpFtdcUserIDType OperNo;
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///请求编号
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TQdpFtdcRequestIDType RequestID;
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///交易ID
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TQdpFtdcTIDType TID;
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///转账交易状态
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TQdpFtdcTransferStatusType TransferStatus;
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};
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///期货发起转账通知
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struct CQdpFtdcRspTransferField
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{
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///业务功能码
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TQdpFtdcTradeCodeType TradeCode;
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///银行代码
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TQdpFtdcBankIDType BankID;
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///银行分支机构代码
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TQdpFtdcBankBrchIDType BankBrchID;
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///期商分支机构代码
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TQdpFtdcBranchIDType BrokerBranchID;
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///交易日期
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TQdpFtdcTradingDayType TradeDate;
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///交易时间
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TQdpFtdcTimeType TradingTime;
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///银行流水号
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TQdpFtdcSerialType BankSerial;
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///交易系统日期
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TQdpFtdcTradingDayType TradingDay;
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///银期平台消息流水号
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TQdpFtdcSequenceNoType PlateSerial;
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///最后分片标志
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TQdpFtdcYesNoIndicatorType LastFragment;
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///会话号
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TQdpFtdcSessionIDType SessionID;
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///客户姓名
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TQdpFtdcClientNameType CustomerName;
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///证件类型
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TQdpFtdcIdentifiedCardTypeType IdCardType;
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///证件号码
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TQdpFtdcIdentifiedCardNoType IdentifiedCardNo;
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///客户类型
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TQdpFtdcClientTypeType CustType;
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///银行账号
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TQdpFtdcBankAccountType BankAccount;
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///银行密码
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TQdpFtdcPasswordType BankPassWord;
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///资金账号
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TQdpFtdcAccountIDType AccountID;
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///投资者编号
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TQdpFtdcInvestorIDType InvestorID;
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///期货密码
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TQdpFtdcPasswordType Password;
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///安装编号
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TQdpFtdcSequenceNoType InstallID;
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///期货公司流水号
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TQdpFtdcSequenceNoType FutureSerial;
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///交易员
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TQdpFtdcUserIDType UserID;
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///验证客户证件号码标志
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TQdpFtdcUserIDType VerifyCertNoFlag;
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///币种代码
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TQdpFtdcCurrencyIDType Currency;
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///转账金额
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TQdpFtdcMoneyType TradeAmount;
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///期货可取金额
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TQdpFtdcMoneyType FutureFetchAmount;
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///费用支付标志
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TQdpFtdcFeePayFlagType FeePayFlag;
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///应收客户费用
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TQdpFtdcFeeType CustFee;
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///应收期货公司费用
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TQdpFtdcFeeType BrokerFee;
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///发送方给接收方的消息
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TQdpFtdcAbstractType Message;
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///摘要
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TQdpFtdcAbstractType Digest;
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///银行账号类型
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TQdpFtdcBankAccTypeType BankAccType;
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///渠道标志
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TQdpFtdcDeviceIDType DeviceID;
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///期货单位账号类型
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TQdpFtdcBankAccTypeType BankSecuAccType;
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///期货公司银行编码
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TQdpFtdcBankCodingForFutureType BankCodingForFuture;
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///期货单位账号
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TQdpFtdcBankAccountType BankSecuAcc;
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///银行密码标志
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TQdpFtdcPwdFlagType BankPwdFlag;
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///期货资金密码核对标志
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TQdpFtdcPwdFlagType SecuPwdFlag;
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///交易柜员
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TQdpFtdcUserIDType OperNo;
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///请求编号
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TQdpFtdcRequestIDType RequestID;
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///交易ID
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TQdpFtdcTIDType TID;
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///转账交易状态
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TQdpFtdcTransferStatusType TransferStatus;
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///错误代码
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TQdpFtdcErrorIDType ErrorID;
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///错误信息
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TQdpFtdcErrorMsgType ErrorMsg;
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};
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///期货发起查询银行余额通知
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struct CQdpFtdcNotifyQueryAccountField
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{
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///业务功能码
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TQdpFtdcTradeCodeType TradeCode;
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///银行代码
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TQdpFtdcBankIDType BankID;
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///银行分中心代码
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TQdpFtdcBankBrchIDType BankBrchID;
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///经纪公司编号
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TQdpFtdcBrokerIDType BrokerID;
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///期商分支机构代码
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TQdpFtdcBranchIDType BrokerBranchID;
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///交易日期
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TQdpFtdcTradingDayType TradeDate;
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///交易时间
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TQdpFtdcTimeType TradeTime;
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///银行流水号
|
|
TQdpFtdcSerialType BankSerial;
|
|
///交易系统日期
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///银期平台消息流水号
|
|
TQdpFtdcSequenceNoType PlateSerial;
|
|
///最后分片标志
|
|
TQdpFtdcYesNoIndicatorType LastFragment;
|
|
///会话号
|
|
TQdpFtdcSessionIDType SessionID;
|
|
///客户姓名
|
|
TQdpFtdcClientNameType CustomerName;
|
|
///证件类型
|
|
TQdpFtdcIdentifiedCardTypeType IdCardType;
|
|
///证件号码
|
|
TQdpFtdcIdentifiedCardNoType IdentifiedCardNo;
|
|
///客户类型
|
|
TQdpFtdcClientTypeType CustType;
|
|
///银行账号
|
|
TQdpFtdcBankAccountType BankAccount;
|
|
///银行密码
|
|
TQdpFtdcPasswordType BankPassWord;
|
|
///资金账号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///期货密码
|
|
TQdpFtdcPasswordType Password;
|
|
///期货公司流水号
|
|
TQdpFtdcSequenceNoType FutureSerial;
|
|
///安装编号
|
|
TQdpFtdcSequenceNoType InstallID;
|
|
///交易员
|
|
TQdpFtdcUserIDType UserID;
|
|
///验证客户证件号码标志
|
|
TQdpFtdcUserIDType VerifyCertNoFlag;
|
|
///币种代码
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
///摘要
|
|
TQdpFtdcAbstractType Digest;
|
|
///银行账号类型
|
|
TQdpFtdcBankAccTypeType BankAccType;
|
|
///渠道标志
|
|
TQdpFtdcDeviceIDType DeviceID;
|
|
///期货单位账号类型
|
|
TQdpFtdcBankAccTypeType BankSecuAccType;
|
|
///期货公司银行编码
|
|
TQdpFtdcBankCodingForFutureType BankCodingForFuture;
|
|
///期货单位账号
|
|
TQdpFtdcBankAccountType BankSecuAcc;
|
|
///银行密码标志
|
|
TQdpFtdcPwdFlagType BankPwdFlag;
|
|
///期货资金密码核对标志
|
|
TQdpFtdcPwdFlagType SecuPwdFlag;
|
|
///交易柜员
|
|
TQdpFtdcUserIDType OperNo;
|
|
///请求编号
|
|
TQdpFtdcRequestIDType RequestID;
|
|
///交易ID
|
|
TQdpFtdcTIDType TID;
|
|
///银行可用金额
|
|
TQdpFtdcMoneyType BankUseAmount;
|
|
///银行可取金额
|
|
TQdpFtdcMoneyType BankFetchAmount;
|
|
///错误代码
|
|
TQdpFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TQdpFtdcErrorMsgType ErrorMsg;
|
|
};
|
|
|
|
///响应信息
|
|
struct CQdpFtdcRspInfoField
|
|
{
|
|
///错误代码
|
|
TQdpFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TQdpFtdcErrorMsgType ErrorMsg;
|
|
};
|
|
|
|
///报单查询
|
|
struct CQdpFtdcQryOrderField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///报单编号
|
|
TQdpFtdcOrderSysIDType OrderSysID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///成交查询
|
|
struct CQdpFtdcQryTradeField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///成交编号
|
|
TQdpFtdcTradeIDType TradeID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///合约查询
|
|
struct CQdpFtdcQryInstrumentField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///产品代码
|
|
TQdpFtdcProductIDType ProductID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///合约查询应答
|
|
struct CQdpFtdcRspInstrumentField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///品种代码
|
|
TQdpFtdcProductIDType ProductID;
|
|
///品种名称
|
|
TQdpFtdcProductNameType ProductName;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///合约名称
|
|
TQdpFtdcInstrumentNameType InstrumentName;
|
|
///交割年份
|
|
TQdpFtdcYearType DeliveryYear;
|
|
///交割月
|
|
TQdpFtdcMonthType DeliveryMonth;
|
|
///限价单最大下单量
|
|
TQdpFtdcVolumeType MaxLimitOrderVolume;
|
|
///限价单最小下单量
|
|
TQdpFtdcVolumeType MinLimitOrderVolume;
|
|
///市价单最大下单量
|
|
TQdpFtdcVolumeType MaxMarketOrderVolume;
|
|
///市价单最小下单量
|
|
TQdpFtdcVolumeType MinMarketOrderVolume;
|
|
///数量乘数
|
|
TQdpFtdcVolumeMultipleType VolumeMultiple;
|
|
///报价单位
|
|
TQdpFtdcPriceTickType PriceTick;
|
|
///币种
|
|
TQdpFtdcCurrencyType Currency;
|
|
///多头限仓
|
|
TQdpFtdcVolumeType LongPosLimit;
|
|
///空头限仓
|
|
TQdpFtdcVolumeType ShortPosLimit;
|
|
///跌停板价
|
|
TQdpFtdcPriceType LowerLimitPrice;
|
|
///涨停板价
|
|
TQdpFtdcPriceType UpperLimitPrice;
|
|
///昨结算
|
|
TQdpFtdcPriceType PreSettlementPrice;
|
|
///合约交易状态
|
|
TQdpFtdcInstrumentStatusType InstrumentStatus;
|
|
///创建日
|
|
TQdpFtdcDateType CreateDate;
|
|
///上市日
|
|
TQdpFtdcDateType OpenDate;
|
|
///到期日
|
|
TQdpFtdcDateType ExpireDate;
|
|
///开始交割日
|
|
TQdpFtdcDateType StartDelivDate;
|
|
///最后交割日
|
|
TQdpFtdcDateType EndDelivDate;
|
|
///挂牌基准价
|
|
TQdpFtdcPriceType BasisPrice;
|
|
///当前是否交易
|
|
TQdpFtdcBoolType IsTrading;
|
|
///基础商品代码
|
|
TQdpFtdcInstrumentIDType UnderlyingInstrID;
|
|
///基础商品乘数
|
|
TQdpFtdcUnderlyingMultipleType UnderlyingMultiple;
|
|
///持仓类型
|
|
TQdpFtdcPositionTypeType PositionType;
|
|
///执行价
|
|
TQdpFtdcPriceType StrikePrice;
|
|
///期权类型
|
|
TQdpFtdcOptionsTypeType OptionsType;
|
|
///产品类型
|
|
TQdpFtdcProductClassType ProductClass;
|
|
};
|
|
|
|
///合约状态
|
|
struct CQdpFtdcInstrumentStatusField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///品种代码
|
|
TQdpFtdcProductIDType ProductID;
|
|
///品种名称
|
|
TQdpFtdcProductNameType ProductName;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///合约名称
|
|
TQdpFtdcInstrumentNameType InstrumentName;
|
|
///交割年份
|
|
TQdpFtdcYearType DeliveryYear;
|
|
///交割月
|
|
TQdpFtdcMonthType DeliveryMonth;
|
|
///限价单最大下单量
|
|
TQdpFtdcVolumeType MaxLimitOrderVolume;
|
|
///限价单最小下单量
|
|
TQdpFtdcVolumeType MinLimitOrderVolume;
|
|
///市价单最大下单量
|
|
TQdpFtdcVolumeType MaxMarketOrderVolume;
|
|
///市价单最小下单量
|
|
TQdpFtdcVolumeType MinMarketOrderVolume;
|
|
///数量乘数
|
|
TQdpFtdcVolumeMultipleType VolumeMultiple;
|
|
///报价单位
|
|
TQdpFtdcPriceTickType PriceTick;
|
|
///币种
|
|
TQdpFtdcCurrencyType Currency;
|
|
///多头限仓
|
|
TQdpFtdcVolumeType LongPosLimit;
|
|
///空头限仓
|
|
TQdpFtdcVolumeType ShortPosLimit;
|
|
///跌停板价
|
|
TQdpFtdcPriceType LowerLimitPrice;
|
|
///涨停板价
|
|
TQdpFtdcPriceType UpperLimitPrice;
|
|
///昨结算
|
|
TQdpFtdcPriceType PreSettlementPrice;
|
|
///合约交易状态
|
|
TQdpFtdcInstrumentStatusType InstrumentStatus;
|
|
///创建日
|
|
TQdpFtdcDateType CreateDate;
|
|
///上市日
|
|
TQdpFtdcDateType OpenDate;
|
|
///到期日
|
|
TQdpFtdcDateType ExpireDate;
|
|
///开始交割日
|
|
TQdpFtdcDateType StartDelivDate;
|
|
///最后交割日
|
|
TQdpFtdcDateType EndDelivDate;
|
|
///挂牌基准价
|
|
TQdpFtdcPriceType BasisPrice;
|
|
///当前是否交易
|
|
TQdpFtdcBoolType IsTrading;
|
|
///基础商品代码
|
|
TQdpFtdcInstrumentIDType UnderlyingInstrID;
|
|
///基础商品乘数
|
|
TQdpFtdcUnderlyingMultipleType UnderlyingMultiple;
|
|
///持仓类型
|
|
TQdpFtdcPositionTypeType PositionType;
|
|
///执行价
|
|
TQdpFtdcPriceType StrikePrice;
|
|
///期权类型
|
|
TQdpFtdcOptionsTypeType OptionsType;
|
|
///产品类型
|
|
TQdpFtdcProductClassType ProductClass;
|
|
};
|
|
|
|
///投资者资金查询
|
|
struct CQdpFtdcQryInvestorAccountField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///投资者资金应答
|
|
struct CQdpFtdcRspInvestorAccountField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///资金帐号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///上次结算准备金
|
|
TQdpFtdcMoneyType PreBalance;
|
|
///上日可用资金
|
|
TQdpFtdcMoneyType PreAvailable;
|
|
///入金金额
|
|
TQdpFtdcMoneyType Deposit;
|
|
///出金金额
|
|
TQdpFtdcMoneyType Withdraw;
|
|
///占用保证金
|
|
TQdpFtdcMoneyType Margin;
|
|
///期权权利金收支
|
|
TQdpFtdcMoneyType Premium;
|
|
///手续费
|
|
TQdpFtdcMoneyType Fee;
|
|
///冻结的保证金
|
|
TQdpFtdcMoneyType FrozenMargin;
|
|
///冻结权利金
|
|
TQdpFtdcMoneyType FrozenPremium;
|
|
///冻结手续费
|
|
TQdpFtdcMoneyType FrozenFee;
|
|
///平仓盈亏
|
|
TQdpFtdcMoneyType CloseProfit;
|
|
///持仓盈亏
|
|
TQdpFtdcMoneyType PositionProfit;
|
|
///可用资金
|
|
TQdpFtdcMoneyType Available;
|
|
///结算准备金
|
|
TQdpFtdcMoneyType Balance;
|
|
///多头占用保证金
|
|
TQdpFtdcMoneyType LongMargin;
|
|
///空头占用保证金
|
|
TQdpFtdcMoneyType ShortMargin;
|
|
///多头冻结的保证金
|
|
TQdpFtdcMoneyType LongFrozenMargin;
|
|
///空头冻结的保证金
|
|
TQdpFtdcMoneyType ShortFrozenMargin;
|
|
///动态权益
|
|
TQdpFtdcMoneyType DynamicRights;
|
|
///风险度
|
|
TQdpFtdcMoneyType Risk;
|
|
///其他费用
|
|
TQdpFtdcMoneyType OtherFee;
|
|
///质押金额
|
|
TQdpFtdcMoneyType Mortgage;
|
|
///币种
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
};
|
|
|
|
///可用投资者查询
|
|
struct CQdpFtdcQryUserInvestorField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
};
|
|
|
|
///可用投资者应答
|
|
struct CQdpFtdcRspUserInvestorField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
};
|
|
|
|
///交易编码查询
|
|
struct CQdpFtdcQryTradingCodeField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///交易编码查询
|
|
struct CQdpFtdcRspTradingCodeField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///资金帐号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///会员编号
|
|
TQdpFtdcParticipantIDType ParticipantID;
|
|
///客户代码
|
|
TQdpFtdcClientIDType ClientID;
|
|
///客户代码权限
|
|
TQdpFtdcTradingRightType ClientRight;
|
|
///客户类型
|
|
TQdpFtdcClientTypeType ClientType;
|
|
///客户保值类型
|
|
TQdpFtdcClientHedgeFlagType ClientHedgeFlag;
|
|
///是否活跃
|
|
TQdpFtdcIsActiveType IsActive;
|
|
};
|
|
|
|
///交易所查询请求
|
|
struct CQdpFtdcQryExchangeField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///交易所查询应答
|
|
struct CQdpFtdcRspExchangeField
|
|
{
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///交易所名称
|
|
TQdpFtdcExchangeNameType ExchangeName;
|
|
};
|
|
|
|
///投资者持仓查询请求
|
|
struct CQdpFtdcQryInvestorPositionField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///投资者持仓查询应答
|
|
struct CQdpFtdcRspInvestorPositionField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///会员编号
|
|
TQdpFtdcParticipantIDType ParticipantID;
|
|
///客户代码
|
|
TQdpFtdcClientIDType ClientID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///买卖方向
|
|
TQdpFtdcDirectionType Direction;
|
|
///投机套保标志
|
|
TQdpFtdcHedgeFlagType HedgeFlag;
|
|
///占用保证金
|
|
TQdpFtdcMoneyType UsedMargin;
|
|
///总持仓量
|
|
TQdpFtdcVolumeType Position;
|
|
///今日持仓成本
|
|
TQdpFtdcPriceType PositionCost;
|
|
///昨持仓量(不变值)
|
|
TQdpFtdcVolumeType YdPosition;
|
|
///昨日持仓成本
|
|
TQdpFtdcMoneyType YdPositionCost;
|
|
///冻结的保证金
|
|
TQdpFtdcMoneyType FrozenMargin;
|
|
///开仓冻结持仓
|
|
TQdpFtdcVolumeType FrozenPosition;
|
|
///平仓冻结持仓
|
|
TQdpFtdcVolumeType FrozenClosing;
|
|
///冻结的权利金
|
|
TQdpFtdcMoneyType FrozenPremium;
|
|
///最后一笔成交编号
|
|
TQdpFtdcTradeIDType LastTradeID;
|
|
///最后一笔本地报单编号
|
|
TQdpFtdcOrderLocalIDType LastOrderLocalID;
|
|
///币种
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
///持仓盈亏
|
|
TQdpFtdcMoneyType PositionProfit;
|
|
///今持仓量
|
|
TQdpFtdcVolumeType TodayPosition;
|
|
///今仓平仓冻结
|
|
TQdpFtdcVolumeType FrozenTodayClosing;
|
|
};
|
|
|
|
///用户查询
|
|
struct CQdpFtdcQryUserField
|
|
{
|
|
///交易用户代码
|
|
TQdpFtdcUserIDType StartUserID;
|
|
///交易用户代码
|
|
TQdpFtdcUserIDType EndUserID;
|
|
};
|
|
|
|
///用户
|
|
struct CQdpFtdcUserField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///用户登录密码
|
|
TQdpFtdcPasswordType Password;
|
|
///是否活跃
|
|
TQdpFtdcIsActiveType IsActive;
|
|
///用户名称
|
|
TQdpFtdcUserNameType UserName;
|
|
///用户类型
|
|
TQdpFtdcUserTypeType UserType;
|
|
///营业部
|
|
TQdpFtdcDepartmentType Department;
|
|
///授权功能集
|
|
TQdpFtdcGrantFuncSetType GrantFuncSet;
|
|
};
|
|
|
|
///投资者手续费率查询
|
|
struct CQdpFtdcQryInvestorFeeField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///投机套保标志
|
|
TQdpFtdcHedgeFlagType HedgeFlag;
|
|
};
|
|
|
|
///投资者手续费率
|
|
struct CQdpFtdcInvestorFeeField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///投资者编码
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///投机套保标志
|
|
TQdpFtdcHedgeFlagType HedgeFlag;
|
|
///开仓手续费按比例
|
|
TQdpFtdcRatioType OpenFeeRate;
|
|
///开仓手续费按手数
|
|
TQdpFtdcRatioType OpenFeeAmt;
|
|
///平仓手续费按比例
|
|
TQdpFtdcRatioType OffsetFeeRate;
|
|
///平仓手续费按手数
|
|
TQdpFtdcRatioType OffsetFeeAmt;
|
|
///平今仓手续费按比例
|
|
TQdpFtdcRatioType OTFeeRate;
|
|
///平今仓手续费按手数
|
|
TQdpFtdcRatioType OTFeeAmt;
|
|
};
|
|
|
|
///投资者保证金率查询
|
|
struct CQdpFtdcQryInvestorMarginField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///投机套保标志
|
|
TQdpFtdcHedgeFlagType HedgeFlag;
|
|
};
|
|
|
|
///投资者保证金率
|
|
struct CQdpFtdcInvestorMarginField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///投资者编码
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///投机套保标志
|
|
TQdpFtdcHedgeFlagType HedgeFlag;
|
|
///多头占用保证金按比例
|
|
TQdpFtdcRatioType LongMarginRate;
|
|
///多头保证金按手数
|
|
TQdpFtdcRatioType LongMarginAmt;
|
|
///空头占用保证金按比例
|
|
TQdpFtdcRatioType ShortMarginRate;
|
|
///空头保证金按手数
|
|
TQdpFtdcRatioType ShortMarginAmt;
|
|
};
|
|
|
|
///交易所时间偏差查询请求
|
|
struct CQdpFtdcQryExchangeDiffTimeField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///交易所时间偏差查询应答
|
|
struct CQdpFtdcRspExchangeDiffTimeField
|
|
{
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///交易所时间
|
|
TQdpFtdcTimeType ExchangeTime;
|
|
///偏差时间
|
|
TQdpFtdcDiffSndType DiffSnd;
|
|
};
|
|
|
|
///查询签约银行请求
|
|
struct CQdpFtdcQryContractBankField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易员
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///币种
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
///银行代码
|
|
TQdpFtdcBankIDType BankID;
|
|
///银行分中心代码
|
|
TQdpFtdcBankBrchIDType BankBrchID;
|
|
};
|
|
|
|
///查询签约银行应答
|
|
struct CQdpFtdcContractBankField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///资金账号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///币种
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
///银行代码
|
|
TQdpFtdcBankIDType BankID;
|
|
///银行分中心代码
|
|
TQdpFtdcBankBrchIDType BankBrchID;
|
|
///银行简称
|
|
TQdpFtdcNameType BankName;
|
|
};
|
|
|
|
///期货发起查询银行余额请求
|
|
struct CQdpFtdcReqQueryAccountField
|
|
{
|
|
///业务功能码
|
|
TQdpFtdcTradeCodeType TradeCode;
|
|
///银行代码
|
|
TQdpFtdcBankIDType BankID;
|
|
///银行分中心代码
|
|
TQdpFtdcBankBrchIDType BankBrchID;
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///期商分支机构代码
|
|
TQdpFtdcBranchIDType BrokerBranchID;
|
|
///交易日期
|
|
TQdpFtdcTradingDayType TradeDate;
|
|
///交易时间
|
|
TQdpFtdcTimeType TradeTime;
|
|
///银行流水号
|
|
TQdpFtdcSerialType BankSerial;
|
|
///交易系统日期
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///银期平台消息流水号
|
|
TQdpFtdcSequenceNoType PlateSerial;
|
|
///最后分片标志
|
|
TQdpFtdcYesNoIndicatorType LastFragment;
|
|
///会话号
|
|
TQdpFtdcSessionIDType SessionID;
|
|
///客户姓名
|
|
TQdpFtdcClientNameType CustomerName;
|
|
///证件类型
|
|
TQdpFtdcIdentifiedCardTypeType IdCardType;
|
|
///证件号码
|
|
TQdpFtdcIdentifiedCardNoType IdentifiedCardNo;
|
|
///客户类型
|
|
TQdpFtdcClientTypeType CustType;
|
|
///银行账号
|
|
TQdpFtdcBankAccountType BankAccount;
|
|
///银行密码
|
|
TQdpFtdcPasswordType BankPassWord;
|
|
///资金账号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///期货密码
|
|
TQdpFtdcPasswordType Password;
|
|
///期货公司流水号
|
|
TQdpFtdcSequenceNoType FutureSerial;
|
|
///安装编号
|
|
TQdpFtdcSequenceNoType InstallID;
|
|
///交易员
|
|
TQdpFtdcUserIDType UserID;
|
|
///验证客户证件号码标志
|
|
TQdpFtdcUserIDType VerifyCertNoFlag;
|
|
///币种代码
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
///摘要
|
|
TQdpFtdcAbstractType Digest;
|
|
///银行账号类型
|
|
TQdpFtdcBankAccTypeType BankAccType;
|
|
///渠道标志
|
|
TQdpFtdcDeviceIDType DeviceID;
|
|
///期货单位账号类型
|
|
TQdpFtdcBankAccTypeType BankSecuAccType;
|
|
///期货公司银行编码
|
|
TQdpFtdcBankCodingForFutureType BankCodingForFuture;
|
|
///期货单位账号
|
|
TQdpFtdcBankAccountType BankSecuAcc;
|
|
///银行密码标志
|
|
TQdpFtdcPwdFlagType BankPwdFlag;
|
|
///期货资金密码核对标志
|
|
TQdpFtdcPwdFlagType SecuPwdFlag;
|
|
///交易柜员
|
|
TQdpFtdcUserIDType OperNo;
|
|
///请求编号
|
|
TQdpFtdcRequestIDType RequestID;
|
|
///交易ID
|
|
TQdpFtdcTIDType TID;
|
|
};
|
|
|
|
///查询转账流水请求
|
|
struct CQdpFtdcQryTransferSerialField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易员
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///资金账号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///银行代码
|
|
TQdpFtdcBankIDType BankID;
|
|
///币种代码
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
};
|
|
|
|
///查询转账流水应答
|
|
struct CQdpFtdcTransferSerialField
|
|
{
|
|
///银期平台消息流水号
|
|
TQdpFtdcSequenceNoType PlateSerial;
|
|
///交易日期
|
|
TQdpFtdcTradingDayType TradeDate;
|
|
///交易系统日期
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///交易时间
|
|
TQdpFtdcTimeType TradingTime;
|
|
///业务功能码
|
|
TQdpFtdcTradeCodeType TradeCode;
|
|
///会话号
|
|
TQdpFtdcSessionIDType SessionID;
|
|
///银行代码
|
|
TQdpFtdcBankIDType BankID;
|
|
///银行分支机构代码
|
|
TQdpFtdcBankBrchIDType BankBrchID;
|
|
///银行账号类型
|
|
TQdpFtdcBankAccTypeType BankAccType;
|
|
///银行账号
|
|
TQdpFtdcBankAccountType BankAccount;
|
|
///币种代码
|
|
TQdpFtdcCurrencyIDType Currency;
|
|
///银行流水号
|
|
TQdpFtdcSerialType BankSerial;
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///期商分支机构代码
|
|
TQdpFtdcBranchIDType BrokerBranchID;
|
|
///期货公司账号类型
|
|
TQdpFtdcBankAccTypeType FutureAccType;
|
|
///资金账号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///期货公司流水号
|
|
TQdpFtdcSequenceNoType FutureSerial;
|
|
///证件类型
|
|
TQdpFtdcIdentifiedCardTypeType IdCardType;
|
|
///证件号码
|
|
TQdpFtdcIdentifiedCardNoType IdentifiedCardNo;
|
|
///交易金额
|
|
TQdpFtdcMoneyType TradeAmount;
|
|
///应收客户费用
|
|
TQdpFtdcFeeType CustFee;
|
|
///应收期货公司费用
|
|
TQdpFtdcFeeType BrokerFee;
|
|
///有效标志
|
|
TQdpFtdcAvailabilityFlagType AvailabilityFlag;
|
|
///操作员
|
|
TQdpFtdcUserIDType OperatorCode;
|
|
///新银行账号
|
|
TQdpFtdcBankAccountType BankNewAccount;
|
|
///错误代码
|
|
TQdpFtdcErrorIDType ErrorID;
|
|
///错误信息
|
|
TQdpFtdcErrorMsgType ErrorMsg;
|
|
};
|
|
|
|
///实时行情查询请求
|
|
struct CQdpFtdcQryMarketDataField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///实时行情查询应答
|
|
struct CQdpFtdcMarketDataField
|
|
{
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///今开盘
|
|
TQdpFtdcPriceType OpenPrice;
|
|
///最高价
|
|
TQdpFtdcPriceType HighestPrice;
|
|
///最低价
|
|
TQdpFtdcPriceType LowestPrice;
|
|
///最新价
|
|
TQdpFtdcPriceType LastPrice;
|
|
///数量
|
|
TQdpFtdcVolumeType Volume;
|
|
///成交金额
|
|
TQdpFtdcMoneyType Turnover;
|
|
///跌停板价
|
|
TQdpFtdcPriceType LowerLimitPrice;
|
|
///涨停板价
|
|
TQdpFtdcPriceType UpperLimitPrice;
|
|
///持仓量
|
|
TQdpFtdcVolumeType OpenInterest;
|
|
///昨收盘
|
|
TQdpFtdcPriceType PreClosePrice;
|
|
///昨持仓量
|
|
TQdpFtdcVolumeType PreOpenInterest;
|
|
///昨结算
|
|
TQdpFtdcPriceType PreSettlementPrice;
|
|
///今结算
|
|
TQdpFtdcPriceType SettlementPrice;
|
|
///最后修改毫秒
|
|
TQdpFtdcMillisecType UpdateMillisec;
|
|
///最后修改时间
|
|
TQdpFtdcTimeType UpdateTime;
|
|
};
|
|
|
|
///行情查询应答
|
|
struct CQdpFtdcRspMarketDataField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///结算组代码
|
|
TQdpFtdcSettlementGroupIDType SettlementGroupID;
|
|
///结算编号
|
|
TQdpFtdcSettlementIDType SettlementID;
|
|
///昨结算
|
|
TQdpFtdcPriceType PreSettlementPrice;
|
|
///昨收盘
|
|
TQdpFtdcPriceType PreClosePrice;
|
|
///昨持仓量
|
|
TQdpFtdcLargeVolumeType PreOpenInterest;
|
|
///昨虚实度
|
|
TQdpFtdcRatioType PreDelta;
|
|
///今开盘
|
|
TQdpFtdcPriceType OpenPrice;
|
|
///最高价
|
|
TQdpFtdcPriceType HighestPrice;
|
|
///最低价
|
|
TQdpFtdcPriceType LowestPrice;
|
|
///今收盘
|
|
TQdpFtdcPriceType ClosePrice;
|
|
///涨停板价
|
|
TQdpFtdcPriceType UpperLimitPrice;
|
|
///跌停板价
|
|
TQdpFtdcPriceType LowerLimitPrice;
|
|
///今结算
|
|
TQdpFtdcPriceType SettlementPrice;
|
|
///今虚实度
|
|
TQdpFtdcRatioType CurrDelta;
|
|
///最新价
|
|
TQdpFtdcPriceType LastPrice;
|
|
///数量
|
|
TQdpFtdcVolumeType Volume;
|
|
///成交金额
|
|
TQdpFtdcMoneyType Turnover;
|
|
///持仓量
|
|
TQdpFtdcLargeVolumeType OpenInterest;
|
|
///申买价一
|
|
TQdpFtdcPriceType BidPrice1;
|
|
///申买量一
|
|
TQdpFtdcVolumeType BidVolume1;
|
|
///申卖价一
|
|
TQdpFtdcPriceType AskPrice1;
|
|
///申卖量一
|
|
TQdpFtdcVolumeType AskVolume1;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///最后修改时间
|
|
TQdpFtdcTimeType UpdateTime;
|
|
///最后修改毫秒
|
|
TQdpFtdcMillisecType UpdateMillisec;
|
|
};
|
|
|
|
///客户库存查询
|
|
struct CQdpFtdcQryInventoryField
|
|
{
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///品种代码
|
|
TQdpFtdcProductIDType ProductID;
|
|
};
|
|
|
|
///客户库存查询应答
|
|
struct CQdpFtdcInventoryField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///品种代码
|
|
TQdpFtdcProductIDType ProductID;
|
|
///库存总量
|
|
TQdpFtdcInventoryType TotalInventory;
|
|
///可用库存
|
|
TQdpFtdcInventoryType AvailInventory;
|
|
///冻结库存
|
|
TQdpFtdcInventoryType FrozenInventory;
|
|
};
|
|
|
|
///金交所递延费率查询请求
|
|
struct CQdpFtdcQrySGEDeferRateField
|
|
{
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///金交所递延费率查询应答
|
|
struct CQdpFtdcSGEDeferRateField
|
|
{
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///交易日期
|
|
TQdpFtdcTradingDayType TradeDate;
|
|
///支付方向
|
|
TQdpFtdcPayDirectionType Direction;
|
|
///递延费率
|
|
TQdpFtdcRatioType DeferRate;
|
|
};
|
|
|
|
///成交
|
|
struct CQdpFtdcTradeField
|
|
{
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///会员编号
|
|
TQdpFtdcParticipantIDType ParticipantID;
|
|
///下单席位号
|
|
TQdpFtdcSeatIDType SeatID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///客户号
|
|
TQdpFtdcClientIDType ClientID;
|
|
///用户编号
|
|
TQdpFtdcUserIDType UserID;
|
|
///成交编号
|
|
TQdpFtdcTradeIDType TradeID;
|
|
///报单编号
|
|
TQdpFtdcOrderSysIDType OrderSysID;
|
|
///本地报单编号
|
|
TQdpFtdcUserOrderLocalIDType UserOrderLocalID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///买卖方向
|
|
TQdpFtdcDirectionType Direction;
|
|
///开平标志
|
|
TQdpFtdcOffsetFlagType OffsetFlag;
|
|
///投机套保标志
|
|
TQdpFtdcHedgeFlagType HedgeFlag;
|
|
///成交价格
|
|
TQdpFtdcPriceType TradePrice;
|
|
///成交数量
|
|
TQdpFtdcVolumeType TradeVolume;
|
|
///成交时间
|
|
TQdpFtdcTimeType TradeTime;
|
|
///清算会员编号
|
|
TQdpFtdcParticipantIDType ClearingPartID;
|
|
///成交金额
|
|
TQdpFtdcMoneyType TradeAmnt;
|
|
///记录编号
|
|
TQdpFtdcSequenceNoType RecNum;
|
|
};
|
|
|
|
///报单
|
|
struct CQdpFtdcOrderField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///系统报单编号
|
|
TQdpFtdcOrderSysIDType OrderSysID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///用户本地报单号
|
|
TQdpFtdcUserOrderLocalIDType UserOrderLocalID;
|
|
///价格类型
|
|
TQdpFtdcOrderPriceTypeType OrderPriceType;
|
|
///买卖方向
|
|
TQdpFtdcDirectionType Direction;
|
|
///开平标志
|
|
TQdpFtdcOffsetFlagType OffsetFlag;
|
|
///投机套保标志
|
|
TQdpFtdcHedgeFlagType HedgeFlag;
|
|
///价格
|
|
TQdpFtdcPriceType LimitPrice;
|
|
///数量
|
|
TQdpFtdcVolumeType Volume;
|
|
///有效期类型
|
|
TQdpFtdcTimeConditionType TimeCondition;
|
|
///GTD日期
|
|
TQdpFtdcDateType GTDDate;
|
|
///成交量类型
|
|
TQdpFtdcVolumeConditionType VolumeCondition;
|
|
///最小成交量
|
|
TQdpFtdcVolumeType MinVolume;
|
|
///止损价
|
|
TQdpFtdcPriceType StopPrice;
|
|
///强平原因
|
|
TQdpFtdcForceCloseReasonType ForceCloseReason;
|
|
///自动挂起标志
|
|
TQdpFtdcBoolType IsAutoSuspend;
|
|
///业务单元
|
|
TQdpFtdcBusinessUnitType BusinessUnit;
|
|
///用户自定义域
|
|
TQdpFtdcCustomType UserCustom;
|
|
///营业部代码
|
|
TQdpFtdcBranchIDType BranchID;
|
|
///记录编号
|
|
TQdpFtdcSequenceNoType RecNum;
|
|
///业务类别
|
|
TQdpFtdcBusinessTypeType BusinessType;
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///会员编号
|
|
TQdpFtdcParticipantIDType ParticipantID;
|
|
///客户号
|
|
TQdpFtdcClientIDType ClientID;
|
|
///下单席位号
|
|
TQdpFtdcSeatIDType SeatID;
|
|
///插入时间
|
|
TQdpFtdcTimeType InsertTime;
|
|
///本地报单编号
|
|
TQdpFtdcOrderLocalIDType OrderLocalID;
|
|
///报单来源
|
|
TQdpFtdcOrderSourceType OrderSource;
|
|
///报单状态
|
|
TQdpFtdcOrderStatusType OrderStatus;
|
|
///撤销时间
|
|
TQdpFtdcTimeType CancelTime;
|
|
///撤单用户编号
|
|
TQdpFtdcUserIDType CancelUserID;
|
|
///今成交数量
|
|
TQdpFtdcVolumeType VolumeTraded;
|
|
///剩余数量
|
|
TQdpFtdcVolumeType VolumeRemain;
|
|
///前置编号
|
|
TQdpFtdcFrontIDType FrontID;
|
|
///会话编号
|
|
TQdpFtdcSessionIDType SessionID;
|
|
};
|
|
|
|
///数据流回退
|
|
struct CQdpFtdcFlowMessageCancelField
|
|
{
|
|
///序列系列号
|
|
TQdpFtdcSequenceSeriesType SequenceSeries;
|
|
///交易日
|
|
TQdpFtdcDateType TradingDay;
|
|
///数据中心代码
|
|
TQdpFtdcDataCenterIDType DataCenterID;
|
|
///回退起始序列号
|
|
TQdpFtdcSequenceNoType StartSequenceNo;
|
|
///回退结束序列号
|
|
TQdpFtdcSequenceNoType EndSequenceNo;
|
|
};
|
|
|
|
///信息分发
|
|
struct CQdpFtdcDisseminationField
|
|
{
|
|
///序列系列号
|
|
TQdpFtdcSequenceSeriesType SequenceSeries;
|
|
///序列号
|
|
TQdpFtdcSequenceNoType SequenceNo;
|
|
};
|
|
|
|
///出入金结果
|
|
struct CQdpFtdcInvestorAccountDepositResField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///资金帐号
|
|
TQdpFtdcAccountIDType AccountID;
|
|
///资金流水号
|
|
TQdpFtdcAccountSeqNoType AccountSeqNo;
|
|
///连续递增的总资金流水号
|
|
TQdpFtdcAccountSeqNoType AccountInsideSeqNo;
|
|
///金额
|
|
TQdpFtdcMoneyType Amount;
|
|
///出入金方向
|
|
TQdpFtdcAccountDirectionType AmountDirection;
|
|
///可用资金
|
|
TQdpFtdcMoneyType Available;
|
|
///结算准备金
|
|
TQdpFtdcMoneyType Balance;
|
|
///用户代码
|
|
TQdpFtdcUserIDType UserID;
|
|
};
|
|
|
|
///QDP警告消息通知
|
|
struct CQdpFtdcMessageNotifyInfoField
|
|
{
|
|
///经纪公司编号
|
|
TQdpFtdcBrokerIDType BrokerID;
|
|
///修改用户编号
|
|
TQdpFtdcUserIDType UserID;
|
|
///投资者编号
|
|
TQdpFtdcInvestorIDType InvestorID;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///累加次数
|
|
TQdpFtdcTotalNumsType Nums;
|
|
///业务类别
|
|
TQdpFtdcBusinessTypeType BusinessType;
|
|
///警告信息
|
|
TQdpFtdcErrorMsgType WarnMsg;
|
|
};
|
|
|
|
///行情基础属性
|
|
struct CQdpFtdcMarketDataBaseField
|
|
{
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///结算组代码
|
|
TQdpFtdcSettlementGroupIDType SettlementGroupID;
|
|
///结算编号
|
|
TQdpFtdcSettlementIDType SettlementID;
|
|
///昨结算
|
|
TQdpFtdcPriceType PreSettlementPrice;
|
|
///昨收盘
|
|
TQdpFtdcPriceType PreClosePrice;
|
|
///昨持仓量
|
|
TQdpFtdcLargeVolumeType PreOpenInterest;
|
|
///昨虚实度
|
|
TQdpFtdcRatioType PreDelta;
|
|
};
|
|
|
|
///行情静态属性
|
|
struct CQdpFtdcMarketDataStaticField
|
|
{
|
|
///今开盘
|
|
TQdpFtdcPriceType OpenPrice;
|
|
///最高价
|
|
TQdpFtdcPriceType HighestPrice;
|
|
///最低价
|
|
TQdpFtdcPriceType LowestPrice;
|
|
///今收盘
|
|
TQdpFtdcPriceType ClosePrice;
|
|
///涨停板价
|
|
TQdpFtdcPriceType UpperLimitPrice;
|
|
///跌停板价
|
|
TQdpFtdcPriceType LowerLimitPrice;
|
|
///今结算
|
|
TQdpFtdcPriceType SettlementPrice;
|
|
///今虚实度
|
|
TQdpFtdcRatioType CurrDelta;
|
|
};
|
|
|
|
///行情最新成交属性
|
|
struct CQdpFtdcMarketDataLastMatchField
|
|
{
|
|
///最新价
|
|
TQdpFtdcPriceType LastPrice;
|
|
///数量
|
|
TQdpFtdcVolumeType Volume;
|
|
///成交金额
|
|
TQdpFtdcMoneyType Turnover;
|
|
///持仓量
|
|
TQdpFtdcLargeVolumeType OpenInterest;
|
|
};
|
|
|
|
///行情最优价属性
|
|
struct CQdpFtdcMarketDataBestPriceField
|
|
{
|
|
///申买价一
|
|
TQdpFtdcPriceType BidPrice1;
|
|
///申买量一
|
|
TQdpFtdcVolumeType BidVolume1;
|
|
///申卖价一
|
|
TQdpFtdcPriceType AskPrice1;
|
|
///申卖量一
|
|
TQdpFtdcVolumeType AskVolume1;
|
|
};
|
|
|
|
///行情申买二、三属性
|
|
struct CQdpFtdcMarketDataBid23Field
|
|
{
|
|
///申买价二
|
|
TQdpFtdcPriceType BidPrice2;
|
|
///申买量二
|
|
TQdpFtdcVolumeType BidVolume2;
|
|
///申买价三
|
|
TQdpFtdcPriceType BidPrice3;
|
|
///申买量三
|
|
TQdpFtdcVolumeType BidVolume3;
|
|
};
|
|
|
|
///行情申卖二、三属性
|
|
struct CQdpFtdcMarketDataAsk23Field
|
|
{
|
|
///申卖价二
|
|
TQdpFtdcPriceType AskPrice2;
|
|
///申卖量二
|
|
TQdpFtdcVolumeType AskVolume2;
|
|
///申卖价三
|
|
TQdpFtdcPriceType AskPrice3;
|
|
///申卖量三
|
|
TQdpFtdcVolumeType AskVolume3;
|
|
};
|
|
|
|
///行情申买四、五属性
|
|
struct CQdpFtdcMarketDataBid45Field
|
|
{
|
|
///申买价四
|
|
TQdpFtdcPriceType BidPrice4;
|
|
///申买量四
|
|
TQdpFtdcVolumeType BidVolume4;
|
|
///申买价五
|
|
TQdpFtdcPriceType BidPrice5;
|
|
///申买量五
|
|
TQdpFtdcVolumeType BidVolume5;
|
|
};
|
|
|
|
///行情申卖四、五属性
|
|
struct CQdpFtdcMarketDataAsk45Field
|
|
{
|
|
///申卖价四
|
|
TQdpFtdcPriceType AskPrice4;
|
|
///申卖量四
|
|
TQdpFtdcVolumeType AskVolume4;
|
|
///申卖价五
|
|
TQdpFtdcPriceType AskPrice5;
|
|
///申卖量五
|
|
TQdpFtdcVolumeType AskVolume5;
|
|
};
|
|
|
|
///行情更新时间属性
|
|
struct CQdpFtdcMarketDataUpdateTimeField
|
|
{
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///最后修改时间
|
|
TQdpFtdcTimeType UpdateTime;
|
|
///最后修改毫秒
|
|
TQdpFtdcMillisecType UpdateMillisec;
|
|
};
|
|
|
|
///深度行情
|
|
struct CQdpFtdcDepthMarketDataField
|
|
{
|
|
///交易日
|
|
TQdpFtdcTradingDayType TradingDay;
|
|
///结算组代码
|
|
TQdpFtdcSettlementGroupIDType SettlementGroupID;
|
|
///结算编号
|
|
TQdpFtdcSettlementIDType SettlementID;
|
|
///昨结算
|
|
TQdpFtdcPriceType PreSettlementPrice;
|
|
///昨收盘
|
|
TQdpFtdcPriceType PreClosePrice;
|
|
///昨持仓量
|
|
TQdpFtdcLargeVolumeType PreOpenInterest;
|
|
///昨虚实度
|
|
TQdpFtdcRatioType PreDelta;
|
|
///今开盘
|
|
TQdpFtdcPriceType OpenPrice;
|
|
///最高价
|
|
TQdpFtdcPriceType HighestPrice;
|
|
///最低价
|
|
TQdpFtdcPriceType LowestPrice;
|
|
///今收盘
|
|
TQdpFtdcPriceType ClosePrice;
|
|
///涨停板价
|
|
TQdpFtdcPriceType UpperLimitPrice;
|
|
///跌停板价
|
|
TQdpFtdcPriceType LowerLimitPrice;
|
|
///今结算
|
|
TQdpFtdcPriceType SettlementPrice;
|
|
///今虚实度
|
|
TQdpFtdcRatioType CurrDelta;
|
|
///最新价
|
|
TQdpFtdcPriceType LastPrice;
|
|
///数量
|
|
TQdpFtdcVolumeType Volume;
|
|
///成交金额
|
|
TQdpFtdcMoneyType Turnover;
|
|
///持仓量
|
|
TQdpFtdcLargeVolumeType OpenInterest;
|
|
///申买价一
|
|
TQdpFtdcPriceType BidPrice1;
|
|
///申买量一
|
|
TQdpFtdcVolumeType BidVolume1;
|
|
///申卖价一
|
|
TQdpFtdcPriceType AskPrice1;
|
|
///申卖量一
|
|
TQdpFtdcVolumeType AskVolume1;
|
|
///申买价二
|
|
TQdpFtdcPriceType BidPrice2;
|
|
///申买量二
|
|
TQdpFtdcVolumeType BidVolume2;
|
|
///申买价三
|
|
TQdpFtdcPriceType BidPrice3;
|
|
///申买量三
|
|
TQdpFtdcVolumeType BidVolume3;
|
|
///申卖价二
|
|
TQdpFtdcPriceType AskPrice2;
|
|
///申卖量二
|
|
TQdpFtdcVolumeType AskVolume2;
|
|
///申卖价三
|
|
TQdpFtdcPriceType AskPrice3;
|
|
///申卖量三
|
|
TQdpFtdcVolumeType AskVolume3;
|
|
///申买价四
|
|
TQdpFtdcPriceType BidPrice4;
|
|
///申买量四
|
|
TQdpFtdcVolumeType BidVolume4;
|
|
///申买价五
|
|
TQdpFtdcPriceType BidPrice5;
|
|
///申买量五
|
|
TQdpFtdcVolumeType BidVolume5;
|
|
///申卖价四
|
|
TQdpFtdcPriceType AskPrice4;
|
|
///申卖量四
|
|
TQdpFtdcVolumeType AskVolume4;
|
|
///申卖价五
|
|
TQdpFtdcPriceType AskPrice5;
|
|
///申卖量五
|
|
TQdpFtdcVolumeType AskVolume5;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///最后修改时间
|
|
TQdpFtdcTimeType UpdateTime;
|
|
///最后修改毫秒
|
|
TQdpFtdcMillisecType UpdateMillisec;
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///订阅合约的相关信息
|
|
struct CQdpFtdcSpecificInstrumentField
|
|
{
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
};
|
|
|
|
///共享内存行情查询
|
|
struct CQdpFtdcShmDepthMarketDataField
|
|
{
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///IP地址
|
|
TQdpFtdcIPAddressType IPAddress;
|
|
///订阅号
|
|
TQdpFtdcTopicIDType TopicID;
|
|
};
|
|
|
|
///交易所代码
|
|
struct CQdpFtdcMarketDataExchangeIDField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
};
|
|
|
|
///TOPIC查询
|
|
struct CQdpFtdcTopicSearchField
|
|
{
|
|
///订阅号
|
|
TQdpFtdcTopicIDType TopicID;
|
|
};
|
|
|
|
///合约状态
|
|
struct CQdpFtdcQmdInstrumentStateField
|
|
{
|
|
///交易所代码
|
|
TQdpFtdcExchangeIDType ExchangeID;
|
|
///合约代码
|
|
TQdpFtdcInstrumentIDType InstrumentID;
|
|
///合约交易状态
|
|
TQdpFtdcInstrumentStatusType InstrumentStatus;
|
|
};
|
|
|
|
|
|
|
|
#endif
|