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- /////////////////////////////////////////////////////////////////////////
- ///@system 新一代交易所系统
- ///@company 上海期货信息技术有限公司
- ///@file ThostFtdcUserApiStruct.h
- ///@brief 定义了客户端接口使用的业务数据结构
- ///@history
- ///20060106 赵鸿昊 创建该文件
- /////////////////////////////////////////////////////////////////////////
- #if !defined(THOST_FTDCSTRUCT_H)
- #define THOST_FTDCSTRUCT_H
- #if _MSC_VER > 1000
- #pragma once
- #endif // _MSC_VER > 1000
- #include "ThostFtdcUserApiDataType.h"
- ///信息分发
- struct CThostFtdcDisseminationField
- {
- ///序列系列号
- TThostFtdcSequenceSeriesType SequenceSeries;
- ///序列号
- TThostFtdcSequenceNoType SequenceNo;
- };
- ///用户登录请求
- struct CThostFtdcReqUserLoginField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///密码
- TThostFtdcPasswordType Password;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- ///接口端产品信息
- TThostFtdcProductInfoType InterfaceProductInfo;
- ///协议信息
- TThostFtdcProtocolInfoType ProtocolInfo;
- ///Mac地址
- TThostFtdcMacAddressType MacAddress;
- ///动态密码
- TThostFtdcPasswordType OneTimePassword;
- ///终端IP地址
- TThostFtdcIPAddressType ClientIPAddress;
- };
- ///用户登录应答
- struct CThostFtdcRspUserLoginField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///登录成功时间
- TThostFtdcTimeType LoginTime;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///交易系统名称
- TThostFtdcSystemNameType SystemName;
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///最大报单引用
- TThostFtdcOrderRefType MaxOrderRef;
- ///上期所时间
- TThostFtdcTimeType SHFETime;
- ///大商所时间
- TThostFtdcTimeType DCETime;
- ///郑商所时间
- TThostFtdcTimeType CZCETime;
- ///中金所时间
- TThostFtdcTimeType FFEXTime;
- ///能源中心时间
- TThostFtdcTimeType INETime;
- };
- ///用户登出请求
- struct CThostFtdcUserLogoutField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///强制交易员退出
- struct CThostFtdcForceUserLogoutField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///客户端认证请求
- struct CThostFtdcReqAuthenticateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- ///认证码
- TThostFtdcAuthCodeType AuthCode;
- };
- ///客户端认证响应
- struct CThostFtdcRspAuthenticateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- };
- ///客户端认证信息
- struct CThostFtdcAuthenticationInfoField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- ///认证信息
- TThostFtdcAuthInfoType AuthInfo;
- ///是否为认证结果
- TThostFtdcBoolType IsResult;
- };
- ///银期转帐报文头
- struct CThostFtdcTransferHeaderField
- {
- ///版本号,常量,1.0
- TThostFtdcVersionType Version;
- ///交易代码,必填
- TThostFtdcTradeCodeType TradeCode;
- ///交易日期,必填,格式:yyyymmdd
- TThostFtdcTradeDateType TradeDate;
- ///交易时间,必填,格式:hhmmss
- TThostFtdcTradeTimeType TradeTime;
- ///发起方流水号,N/A
- TThostFtdcTradeSerialType TradeSerial;
- ///期货公司代码,必填
- TThostFtdcFutureIDType FutureID;
- ///银行代码,根据查询银行得到,必填
- TThostFtdcBankIDType BankID;
- ///银行分中心代码,根据查询银行得到,必填
- TThostFtdcBankBrchIDType BankBrchID;
- ///操作员,N/A
- TThostFtdcOperNoType OperNo;
- ///交易设备类型,N/A
- TThostFtdcDeviceIDType DeviceID;
- ///记录数,N/A
- TThostFtdcRecordNumType RecordNum;
- ///会话编号,N/A
- TThostFtdcSessionIDType SessionID;
- ///请求编号,N/A
- TThostFtdcRequestIDType RequestID;
- };
- ///银行资金转期货请求,TradeCode=202001
- struct CThostFtdcTransferBankToFutureReqField
- {
- ///期货资金账户
- TThostFtdcAccountIDType FutureAccount;
- ///密码标志
- TThostFtdcFuturePwdFlagType FuturePwdFlag;
- ///密码
- TThostFtdcFutureAccPwdType FutureAccPwd;
- ///转账金额
- TThostFtdcMoneyType TradeAmt;
- ///客户手续费
- TThostFtdcMoneyType CustFee;
- ///币种:RMB-人民币 USD-美圆 HKD-港元
- TThostFtdcCurrencyCodeType CurrencyCode;
- };
- ///银行资金转期货请求响应
- struct CThostFtdcTransferBankToFutureRspField
- {
- ///响应代码
- TThostFtdcRetCodeType RetCode;
- ///响应信息
- TThostFtdcRetInfoType RetInfo;
- ///资金账户
- TThostFtdcAccountIDType FutureAccount;
- ///转帐金额
- TThostFtdcMoneyType TradeAmt;
- ///应收客户手续费
- TThostFtdcMoneyType CustFee;
- ///币种
- TThostFtdcCurrencyCodeType CurrencyCode;
- };
- ///期货资金转银行请求,TradeCode=202002
- struct CThostFtdcTransferFutureToBankReqField
- {
- ///期货资金账户
- TThostFtdcAccountIDType FutureAccount;
- ///密码标志
- TThostFtdcFuturePwdFlagType FuturePwdFlag;
- ///密码
- TThostFtdcFutureAccPwdType FutureAccPwd;
- ///转账金额
- TThostFtdcMoneyType TradeAmt;
- ///客户手续费
- TThostFtdcMoneyType CustFee;
- ///币种:RMB-人民币 USD-美圆 HKD-港元
- TThostFtdcCurrencyCodeType CurrencyCode;
- };
- ///期货资金转银行请求响应
- struct CThostFtdcTransferFutureToBankRspField
- {
- ///响应代码
- TThostFtdcRetCodeType RetCode;
- ///响应信息
- TThostFtdcRetInfoType RetInfo;
- ///资金账户
- TThostFtdcAccountIDType FutureAccount;
- ///转帐金额
- TThostFtdcMoneyType TradeAmt;
- ///应收客户手续费
- TThostFtdcMoneyType CustFee;
- ///币种
- TThostFtdcCurrencyCodeType CurrencyCode;
- };
- ///查询银行资金请求,TradeCode=204002
- struct CThostFtdcTransferQryBankReqField
- {
- ///期货资金账户
- TThostFtdcAccountIDType FutureAccount;
- ///密码标志
- TThostFtdcFuturePwdFlagType FuturePwdFlag;
- ///密码
- TThostFtdcFutureAccPwdType FutureAccPwd;
- ///币种:RMB-人民币 USD-美圆 HKD-港元
- TThostFtdcCurrencyCodeType CurrencyCode;
- };
- ///查询银行资金请求响应
- struct CThostFtdcTransferQryBankRspField
- {
- ///响应代码
- TThostFtdcRetCodeType RetCode;
- ///响应信息
- TThostFtdcRetInfoType RetInfo;
- ///资金账户
- TThostFtdcAccountIDType FutureAccount;
- ///银行余额
- TThostFtdcMoneyType TradeAmt;
- ///银行可用余额
- TThostFtdcMoneyType UseAmt;
- ///银行可取余额
- TThostFtdcMoneyType FetchAmt;
- ///币种
- TThostFtdcCurrencyCodeType CurrencyCode;
- };
- ///查询银行交易明细请求,TradeCode=204999
- struct CThostFtdcTransferQryDetailReqField
- {
- ///期货资金账户
- TThostFtdcAccountIDType FutureAccount;
- };
- ///查询银行交易明细请求响应
- struct CThostFtdcTransferQryDetailRspField
- {
- ///交易日期
- TThostFtdcDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///交易代码
- TThostFtdcTradeCodeType TradeCode;
- ///期货流水号
- TThostFtdcTradeSerialNoType FutureSerial;
- ///期货公司代码
- TThostFtdcFutureIDType FutureID;
- ///资金帐号
- TThostFtdcFutureAccountType FutureAccount;
- ///银行流水号
- TThostFtdcTradeSerialNoType BankSerial;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分中心代码
- TThostFtdcBankBrchIDType BankBrchID;
- ///银行账号
- TThostFtdcBankAccountType BankAccount;
- ///证件号码
- TThostFtdcCertCodeType CertCode;
- ///货币代码
- TThostFtdcCurrencyCodeType CurrencyCode;
- ///发生金额
- TThostFtdcMoneyType TxAmount;
- ///有效标志
- TThostFtdcTransferValidFlagType Flag;
- };
- ///响应信息
- struct CThostFtdcRspInfoField
- {
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///交易所
- struct CThostFtdcExchangeField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///交易所名称
- TThostFtdcExchangeNameType ExchangeName;
- ///交易所属性
- TThostFtdcExchangePropertyType ExchangeProperty;
- };
- ///产品
- struct CThostFtdcProductField
- {
- ///产品代码
- TThostFtdcInstrumentIDType ProductID;
- ///产品名称
- TThostFtdcProductNameType ProductName;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///产品类型
- TThostFtdcProductClassType ProductClass;
- ///合约数量乘数
- TThostFtdcVolumeMultipleType VolumeMultiple;
- ///最小变动价位
- TThostFtdcPriceType PriceTick;
- ///市价单最大下单量
- TThostFtdcVolumeType MaxMarketOrderVolume;
- ///市价单最小下单量
- TThostFtdcVolumeType MinMarketOrderVolume;
- ///限价单最大下单量
- TThostFtdcVolumeType MaxLimitOrderVolume;
- ///限价单最小下单量
- TThostFtdcVolumeType MinLimitOrderVolume;
- ///持仓类型
- TThostFtdcPositionTypeType PositionType;
- ///持仓日期类型
- TThostFtdcPositionDateTypeType PositionDateType;
- ///平仓处理类型
- TThostFtdcCloseDealTypeType CloseDealType;
- ///交易币种类型
- TThostFtdcCurrencyIDType TradeCurrencyID;
- ///质押资金可用范围
- TThostFtdcMortgageFundUseRangeType MortgageFundUseRange;
- };
- ///合约
- struct CThostFtdcInstrumentField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约名称
- TThostFtdcInstrumentNameType InstrumentName;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///产品代码
- TThostFtdcInstrumentIDType ProductID;
- ///产品类型
- TThostFtdcProductClassType ProductClass;
- ///交割年份
- TThostFtdcYearType DeliveryYear;
- ///交割月
- TThostFtdcMonthType DeliveryMonth;
- ///市价单最大下单量
- TThostFtdcVolumeType MaxMarketOrderVolume;
- ///市价单最小下单量
- TThostFtdcVolumeType MinMarketOrderVolume;
- ///限价单最大下单量
- TThostFtdcVolumeType MaxLimitOrderVolume;
- ///限价单最小下单量
- TThostFtdcVolumeType MinLimitOrderVolume;
- ///合约数量乘数
- TThostFtdcVolumeMultipleType VolumeMultiple;
- ///最小变动价位
- TThostFtdcPriceType PriceTick;
- ///创建日
- TThostFtdcDateType CreateDate;
- ///上市日
- TThostFtdcDateType OpenDate;
- ///到期日
- TThostFtdcDateType ExpireDate;
- ///开始交割日
- TThostFtdcDateType StartDelivDate;
- ///结束交割日
- TThostFtdcDateType EndDelivDate;
- ///合约生命周期状态
- TThostFtdcInstLifePhaseType InstLifePhase;
- ///当前是否交易
- TThostFtdcBoolType IsTrading;
- ///持仓类型
- TThostFtdcPositionTypeType PositionType;
- ///持仓日期类型
- TThostFtdcPositionDateTypeType PositionDateType;
- ///多头保证金率
- TThostFtdcRatioType LongMarginRatio;
- ///空头保证金率
- TThostFtdcRatioType ShortMarginRatio;
- ///是否使用大额单边保证金算法
- TThostFtdcMaxMarginSideAlgorithmType MaxMarginSideAlgorithm;
- };
- ///经纪公司
- struct CThostFtdcBrokerField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///经纪公司简称
- TThostFtdcBrokerAbbrType BrokerAbbr;
- ///经纪公司名称
- TThostFtdcBrokerNameType BrokerName;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- };
- ///交易所交易员
- struct CThostFtdcTraderField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///密码
- TThostFtdcPasswordType Password;
- ///安装数量
- TThostFtdcInstallCountType InstallCount;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- };
- ///投资者
- struct CThostFtdcInvestorField
- {
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者分组代码
- TThostFtdcInvestorIDType InvestorGroupID;
- ///投资者名称
- TThostFtdcPartyNameType InvestorName;
- ///证件类型
- TThostFtdcIdCardTypeType IdentifiedCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- ///联系电话
- TThostFtdcTelephoneType Telephone;
- ///通讯地址
- TThostFtdcAddressType Address;
- ///开户日期
- TThostFtdcDateType OpenDate;
- ///手机
- TThostFtdcMobileType Mobile;
- ///手续费率模板代码
- TThostFtdcInvestorIDType CommModelID;
- ///保证金率模板代码
- TThostFtdcInvestorIDType MarginModelID;
- };
- ///交易编码
- struct CThostFtdcTradingCodeField
- {
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- ///交易编码类型
- TThostFtdcClientIDTypeType ClientIDType;
- };
- ///会员编码和经纪公司编码对照表
- struct CThostFtdcPartBrokerField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- };
- ///管理用户
- struct CThostFtdcSuperUserField
- {
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///用户名称
- TThostFtdcUserNameType UserName;
- ///密码
- TThostFtdcPasswordType Password;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- };
- ///管理用户功能权限
- struct CThostFtdcSuperUserFunctionField
- {
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///功能代码
- TThostFtdcFunctionCodeType FunctionCode;
- };
- ///投资者组
- struct CThostFtdcInvestorGroupField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者分组代码
- TThostFtdcInvestorIDType InvestorGroupID;
- ///投资者分组名称
- TThostFtdcInvestorGroupNameType InvestorGroupName;
- };
- ///资金账户
- struct CThostFtdcTradingAccountField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///上次质押金额
- TThostFtdcMoneyType PreMortgage;
- ///上次信用额度
- TThostFtdcMoneyType PreCredit;
- ///上次存款额
- TThostFtdcMoneyType PreDeposit;
- ///上次结算准备金
- TThostFtdcMoneyType PreBalance;
- ///上次占用的保证金
- TThostFtdcMoneyType PreMargin;
- ///利息基数
- TThostFtdcMoneyType InterestBase;
- ///利息收入
- TThostFtdcMoneyType Interest;
- ///入金金额
- TThostFtdcMoneyType Deposit;
- ///出金金额
- TThostFtdcMoneyType Withdraw;
- ///冻结的保证金
- TThostFtdcMoneyType FrozenMargin;
- ///冻结的资金
- TThostFtdcMoneyType FrozenCash;
- ///冻结的手续费
- TThostFtdcMoneyType FrozenCommission;
- ///当前保证金总额
- TThostFtdcMoneyType CurrMargin;
- ///资金差额
- TThostFtdcMoneyType CashIn;
- ///手续费
- TThostFtdcMoneyType Commission;
- ///平仓盈亏
- TThostFtdcMoneyType CloseProfit;
- ///持仓盈亏
- TThostFtdcMoneyType PositionProfit;
- ///期货结算准备金
- TThostFtdcMoneyType Balance;
- ///可用资金
- TThostFtdcMoneyType Available;
- ///可取资金
- TThostFtdcMoneyType WithdrawQuota;
- ///基本准备金
- TThostFtdcMoneyType Reserve;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///信用额度
- TThostFtdcMoneyType Credit;
- ///质押金额
- TThostFtdcMoneyType Mortgage;
- ///交易所保证金
- TThostFtdcMoneyType ExchangeMargin;
- ///投资者交割保证金
- TThostFtdcMoneyType DeliveryMargin;
- ///交易所交割保证金
- TThostFtdcMoneyType ExchangeDeliveryMargin;
- ///保底期货结算准备金
- TThostFtdcMoneyType ReserveBalance;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///上次货币质入金额
- TThostFtdcMoneyType PreFundMortgageIn;
- ///上次货币质出金额
- TThostFtdcMoneyType PreFundMortgageOut;
- ///货币质入金额
- TThostFtdcMoneyType FundMortgageIn;
- ///货币质出金额
- TThostFtdcMoneyType FundMortgageOut;
- ///货币质押余额
- TThostFtdcMoneyType FundMortgageAvailable;
- ///可质押货币金额
- TThostFtdcMoneyType MortgageableFund;
- ///特殊产品占用保证金
- TThostFtdcMoneyType SpecProductMargin;
- ///特殊产品冻结保证金
- TThostFtdcMoneyType SpecProductFrozenMargin;
- ///特殊产品手续费
- TThostFtdcMoneyType SpecProductCommission;
- ///特殊产品冻结手续费
- TThostFtdcMoneyType SpecProductFrozenCommission;
- ///特殊产品持仓盈亏
- TThostFtdcMoneyType SpecProductPositionProfit;
- ///特殊产品平仓盈亏
- TThostFtdcMoneyType SpecProductCloseProfit;
- ///根据持仓盈亏算法计算的特殊产品持仓盈亏
- TThostFtdcMoneyType SpecProductPositionProfitByAlg;
- ///特殊产品交易所保证金
- TThostFtdcMoneyType SpecProductExchangeMargin;
- };
- ///投资者持仓
- struct CThostFtdcInvestorPositionField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///持仓多空方向
- TThostFtdcPosiDirectionType PosiDirection;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///持仓日期
- TThostFtdcPositionDateType PositionDate;
- ///上日持仓
- TThostFtdcVolumeType YdPosition;
- ///今日持仓
- TThostFtdcVolumeType Position;
- ///多头冻结
- TThostFtdcVolumeType LongFrozen;
- ///空头冻结
- TThostFtdcVolumeType ShortFrozen;
- ///开仓冻结金额
- TThostFtdcMoneyType LongFrozenAmount;
- ///开仓冻结金额
- TThostFtdcMoneyType ShortFrozenAmount;
- ///开仓量
- TThostFtdcVolumeType OpenVolume;
- ///平仓量
- TThostFtdcVolumeType CloseVolume;
- ///开仓金额
- TThostFtdcMoneyType OpenAmount;
- ///平仓金额
- TThostFtdcMoneyType CloseAmount;
- ///持仓成本
- TThostFtdcMoneyType PositionCost;
- ///上次占用的保证金
- TThostFtdcMoneyType PreMargin;
- ///占用的保证金
- TThostFtdcMoneyType UseMargin;
- ///冻结的保证金
- TThostFtdcMoneyType FrozenMargin;
- ///冻结的资金
- TThostFtdcMoneyType FrozenCash;
- ///冻结的手续费
- TThostFtdcMoneyType FrozenCommission;
- ///资金差额
- TThostFtdcMoneyType CashIn;
- ///手续费
- TThostFtdcMoneyType Commission;
- ///平仓盈亏
- TThostFtdcMoneyType CloseProfit;
- ///持仓盈亏
- TThostFtdcMoneyType PositionProfit;
- ///上次结算价
- TThostFtdcPriceType PreSettlementPrice;
- ///本次结算价
- TThostFtdcPriceType SettlementPrice;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///开仓成本
- TThostFtdcMoneyType OpenCost;
- ///交易所保证金
- TThostFtdcMoneyType ExchangeMargin;
- ///组合成交形成的持仓
- TThostFtdcVolumeType CombPosition;
- ///组合多头冻结
- TThostFtdcVolumeType CombLongFrozen;
- ///组合空头冻结
- TThostFtdcVolumeType CombShortFrozen;
- ///逐日盯市平仓盈亏
- TThostFtdcMoneyType CloseProfitByDate;
- ///逐笔对冲平仓盈亏
- TThostFtdcMoneyType CloseProfitByTrade;
- ///今日持仓
- TThostFtdcVolumeType TodayPosition;
- ///保证金率
- TThostFtdcRatioType MarginRateByMoney;
- ///保证金率(按手数)
- TThostFtdcRatioType MarginRateByVolume;
- };
- ///合约保证金率
- struct CThostFtdcInstrumentMarginRateField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///多头保证金率
- TThostFtdcRatioType LongMarginRatioByMoney;
- ///多头保证金费
- TThostFtdcMoneyType LongMarginRatioByVolume;
- ///空头保证金率
- TThostFtdcRatioType ShortMarginRatioByMoney;
- ///空头保证金费
- TThostFtdcMoneyType ShortMarginRatioByVolume;
- ///是否相对交易所收取
- TThostFtdcBoolType IsRelative;
- };
- ///合约手续费率
- struct CThostFtdcInstrumentCommissionRateField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///开仓手续费率
- TThostFtdcRatioType OpenRatioByMoney;
- ///开仓手续费
- TThostFtdcRatioType OpenRatioByVolume;
- ///平仓手续费率
- TThostFtdcRatioType CloseRatioByMoney;
- ///平仓手续费
- TThostFtdcRatioType CloseRatioByVolume;
- ///平今手续费率
- TThostFtdcRatioType CloseTodayRatioByMoney;
- ///平今手续费
- TThostFtdcRatioType CloseTodayRatioByVolume;
- };
- ///深度行情
- struct CThostFtdcDepthMarketDataField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///最新价
- TThostFtdcPriceType LastPrice;
- ///上次结算价
- TThostFtdcPriceType PreSettlementPrice;
- ///昨收盘
- TThostFtdcPriceType PreClosePrice;
- ///昨持仓量
- TThostFtdcLargeVolumeType PreOpenInterest;
- ///今开盘
- TThostFtdcPriceType OpenPrice;
- ///最高价
- TThostFtdcPriceType HighestPrice;
- ///最低价
- TThostFtdcPriceType LowestPrice;
- ///数量
- TThostFtdcVolumeType Volume;
- ///成交金额
- TThostFtdcMoneyType Turnover;
- ///持仓量
- TThostFtdcLargeVolumeType OpenInterest;
- ///今收盘
- TThostFtdcPriceType ClosePrice;
- ///本次结算价
- TThostFtdcPriceType SettlementPrice;
- ///涨停板价
- TThostFtdcPriceType UpperLimitPrice;
- ///跌停板价
- TThostFtdcPriceType LowerLimitPrice;
- ///昨虚实度
- TThostFtdcRatioType PreDelta;
- ///今虚实度
- TThostFtdcRatioType CurrDelta;
- ///最后修改时间
- TThostFtdcTimeType UpdateTime;
- ///最后修改毫秒
- TThostFtdcMillisecType UpdateMillisec;
- ///申买价一
- TThostFtdcPriceType BidPrice1;
- ///申买量一
- TThostFtdcVolumeType BidVolume1;
- ///申卖价一
- TThostFtdcPriceType AskPrice1;
- ///申卖量一
- TThostFtdcVolumeType AskVolume1;
- ///申买价二
- TThostFtdcPriceType BidPrice2;
- ///申买量二
- TThostFtdcVolumeType BidVolume2;
- ///申卖价二
- TThostFtdcPriceType AskPrice2;
- ///申卖量二
- TThostFtdcVolumeType AskVolume2;
- ///申买价三
- TThostFtdcPriceType BidPrice3;
- ///申买量三
- TThostFtdcVolumeType BidVolume3;
- ///申卖价三
- TThostFtdcPriceType AskPrice3;
- ///申卖量三
- TThostFtdcVolumeType AskVolume3;
- ///申买价四
- TThostFtdcPriceType BidPrice4;
- ///申买量四
- TThostFtdcVolumeType BidVolume4;
- ///申卖价四
- TThostFtdcPriceType AskPrice4;
- ///申卖量四
- TThostFtdcVolumeType AskVolume4;
- ///申买价五
- TThostFtdcPriceType BidPrice5;
- ///申买量五
- TThostFtdcVolumeType BidVolume5;
- ///申卖价五
- TThostFtdcPriceType AskPrice5;
- ///申卖量五
- TThostFtdcVolumeType AskVolume5;
- ///当日均价
- TThostFtdcPriceType AveragePrice;
- ///业务日期
- TThostFtdcDateType ActionDay;
- };
- ///投资者合约交易权限
- struct CThostFtdcInstrumentTradingRightField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易权限
- TThostFtdcTradingRightType TradingRight;
- };
- ///经纪公司用户
- struct CThostFtdcBrokerUserField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///用户名称
- TThostFtdcUserNameType UserName;
- ///用户类型
- TThostFtdcUserTypeType UserType;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- ///是否使用令牌
- TThostFtdcBoolType IsUsingOTP;
- };
- ///经纪公司用户口令
- struct CThostFtdcBrokerUserPasswordField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///密码
- TThostFtdcPasswordType Password;
- };
- ///经纪公司用户功能权限
- struct CThostFtdcBrokerUserFunctionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///经纪公司功能代码
- TThostFtdcBrokerFunctionCodeType BrokerFunctionCode;
- };
- ///交易所交易员报盘机
- struct CThostFtdcTraderOfferField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///交易所交易员连接状态
- TThostFtdcTraderConnectStatusType TraderConnectStatus;
- ///发出连接请求的日期
- TThostFtdcDateType ConnectRequestDate;
- ///发出连接请求的时间
- TThostFtdcTimeType ConnectRequestTime;
- ///上次报告日期
- TThostFtdcDateType LastReportDate;
- ///上次报告时间
- TThostFtdcTimeType LastReportTime;
- ///完成连接日期
- TThostFtdcDateType ConnectDate;
- ///完成连接时间
- TThostFtdcTimeType ConnectTime;
- ///启动日期
- TThostFtdcDateType StartDate;
- ///启动时间
- TThostFtdcTimeType StartTime;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///本席位最大成交编号
- TThostFtdcTradeIDType MaxTradeID;
- ///本席位最大报单备拷
- TThostFtdcReturnCodeType MaxOrderMessageReference;
- };
- ///投资者结算结果
- struct CThostFtdcSettlementInfoField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///序号
- TThostFtdcSequenceNoType SequenceNo;
- ///消息正文
- TThostFtdcContentType Content;
- };
- ///合约保证金率调整
- struct CThostFtdcInstrumentMarginRateAdjustField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///多头保证金率
- TThostFtdcRatioType LongMarginRatioByMoney;
- ///多头保证金费
- TThostFtdcMoneyType LongMarginRatioByVolume;
- ///空头保证金率
- TThostFtdcRatioType ShortMarginRatioByMoney;
- ///空头保证金费
- TThostFtdcMoneyType ShortMarginRatioByVolume;
- ///是否相对交易所收取
- TThostFtdcBoolType IsRelative;
- };
- ///交易所保证金率
- struct CThostFtdcExchangeMarginRateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///多头保证金率
- TThostFtdcRatioType LongMarginRatioByMoney;
- ///多头保证金费
- TThostFtdcMoneyType LongMarginRatioByVolume;
- ///空头保证金率
- TThostFtdcRatioType ShortMarginRatioByMoney;
- ///空头保证金费
- TThostFtdcMoneyType ShortMarginRatioByVolume;
- };
- ///交易所保证金率调整
- struct CThostFtdcExchangeMarginRateAdjustField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///跟随交易所投资者多头保证金率
- TThostFtdcRatioType LongMarginRatioByMoney;
- ///跟随交易所投资者多头保证金费
- TThostFtdcMoneyType LongMarginRatioByVolume;
- ///跟随交易所投资者空头保证金率
- TThostFtdcRatioType ShortMarginRatioByMoney;
- ///跟随交易所投资者空头保证金费
- TThostFtdcMoneyType ShortMarginRatioByVolume;
- ///交易所多头保证金率
- TThostFtdcRatioType ExchLongMarginRatioByMoney;
- ///交易所多头保证金费
- TThostFtdcMoneyType ExchLongMarginRatioByVolume;
- ///交易所空头保证金率
- TThostFtdcRatioType ExchShortMarginRatioByMoney;
- ///交易所空头保证金费
- TThostFtdcMoneyType ExchShortMarginRatioByVolume;
- ///不跟随交易所投资者多头保证金率
- TThostFtdcRatioType NoLongMarginRatioByMoney;
- ///不跟随交易所投资者多头保证金费
- TThostFtdcMoneyType NoLongMarginRatioByVolume;
- ///不跟随交易所投资者空头保证金率
- TThostFtdcRatioType NoShortMarginRatioByMoney;
- ///不跟随交易所投资者空头保证金费
- TThostFtdcMoneyType NoShortMarginRatioByVolume;
- };
- ///汇率
- struct CThostFtdcExchangeRateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///源币种
- TThostFtdcCurrencyIDType FromCurrencyID;
- ///源币种单位数量
- TThostFtdcCurrencyUnitType FromCurrencyUnit;
- ///目标币种
- TThostFtdcCurrencyIDType ToCurrencyID;
- ///汇率
- TThostFtdcExchangeRateType ExchangeRate;
- };
- ///结算引用
- struct CThostFtdcSettlementRefField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- };
- ///当前时间
- struct CThostFtdcCurrentTimeField
- {
- ///当前日期
- TThostFtdcDateType CurrDate;
- ///当前时间
- TThostFtdcTimeType CurrTime;
- ///当前时间(毫秒)
- TThostFtdcMillisecType CurrMillisec;
- ///业务日期
- TThostFtdcDateType ActionDay;
- };
- ///通讯阶段
- struct CThostFtdcCommPhaseField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///通讯时段编号
- TThostFtdcCommPhaseNoType CommPhaseNo;
- ///系统编号
- TThostFtdcSystemIDType SystemID;
- };
- ///登录信息
- struct CThostFtdcLoginInfoField
- {
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///登录日期
- TThostFtdcDateType LoginDate;
- ///登录时间
- TThostFtdcTimeType LoginTime;
- ///IP地址
- TThostFtdcIPAddressType IPAddress;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- ///接口端产品信息
- TThostFtdcProductInfoType InterfaceProductInfo;
- ///协议信息
- TThostFtdcProtocolInfoType ProtocolInfo;
- ///系统名称
- TThostFtdcSystemNameType SystemName;
- ///密码
- TThostFtdcPasswordType Password;
- ///最大报单引用
- TThostFtdcOrderRefType MaxOrderRef;
- ///上期所时间
- TThostFtdcTimeType SHFETime;
- ///大商所时间
- TThostFtdcTimeType DCETime;
- ///郑商所时间
- TThostFtdcTimeType CZCETime;
- ///中金所时间
- TThostFtdcTimeType FFEXTime;
- ///Mac地址
- TThostFtdcMacAddressType MacAddress;
- ///动态密码
- TThostFtdcPasswordType OneTimePassword;
- ///能源中心时间
- TThostFtdcTimeType INETime;
- };
- ///登录信息
- struct CThostFtdcLogoutAllField
- {
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///系统名称
- TThostFtdcSystemNameType SystemName;
- };
- ///前置状态
- struct CThostFtdcFrontStatusField
- {
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///上次报告日期
- TThostFtdcDateType LastReportDate;
- ///上次报告时间
- TThostFtdcTimeType LastReportTime;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- };
- ///用户口令变更
- struct CThostFtdcUserPasswordUpdateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///原来的口令
- TThostFtdcPasswordType OldPassword;
- ///新的口令
- TThostFtdcPasswordType NewPassword;
- };
- ///输入报单
- struct CThostFtdcInputOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///报单价格条件
- TThostFtdcOrderPriceTypeType OrderPriceType;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///组合开平标志
- TThostFtdcCombOffsetFlagType CombOffsetFlag;
- ///组合投机套保标志
- TThostFtdcCombHedgeFlagType CombHedgeFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量
- TThostFtdcVolumeType VolumeTotalOriginal;
- ///有效期类型
- TThostFtdcTimeConditionType TimeCondition;
- ///GTD日期
- TThostFtdcDateType GTDDate;
- ///成交量类型
- TThostFtdcVolumeConditionType VolumeCondition;
- ///最小成交量
- TThostFtdcVolumeType MinVolume;
- ///触发条件
- TThostFtdcContingentConditionType ContingentCondition;
- ///止损价
- TThostFtdcPriceType StopPrice;
- ///强平原因
- TThostFtdcForceCloseReasonType ForceCloseReason;
- ///自动挂起标志
- TThostFtdcBoolType IsAutoSuspend;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///用户强评标志
- TThostFtdcBoolType UserForceClose;
- ///互换单标志
- TThostFtdcBoolType IsSwapOrder;
- };
- ///报单
- struct CThostFtdcOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///报单价格条件
- TThostFtdcOrderPriceTypeType OrderPriceType;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///组合开平标志
- TThostFtdcCombOffsetFlagType CombOffsetFlag;
- ///组合投机套保标志
- TThostFtdcCombHedgeFlagType CombHedgeFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量
- TThostFtdcVolumeType VolumeTotalOriginal;
- ///有效期类型
- TThostFtdcTimeConditionType TimeCondition;
- ///GTD日期
- TThostFtdcDateType GTDDate;
- ///成交量类型
- TThostFtdcVolumeConditionType VolumeCondition;
- ///最小成交量
- TThostFtdcVolumeType MinVolume;
- ///触发条件
- TThostFtdcContingentConditionType ContingentCondition;
- ///止损价
- TThostFtdcPriceType StopPrice;
- ///强平原因
- TThostFtdcForceCloseReasonType ForceCloseReason;
- ///自动挂起标志
- TThostFtdcBoolType IsAutoSuspend;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///报单提交状态
- TThostFtdcOrderSubmitStatusType OrderSubmitStatus;
- ///报单提示序号
- TThostFtdcSequenceNoType NotifySequence;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///报单来源
- TThostFtdcOrderSourceType OrderSource;
- ///报单状态
- TThostFtdcOrderStatusType OrderStatus;
- ///报单类型
- TThostFtdcOrderTypeType OrderType;
- ///今成交数量
- TThostFtdcVolumeType VolumeTraded;
- ///剩余数量
- TThostFtdcVolumeType VolumeTotal;
- ///报单日期
- TThostFtdcDateType InsertDate;
- ///委托时间
- TThostFtdcTimeType InsertTime;
- ///激活时间
- TThostFtdcTimeType ActiveTime;
- ///挂起时间
- TThostFtdcTimeType SuspendTime;
- ///最后修改时间
- TThostFtdcTimeType UpdateTime;
- ///撤销时间
- TThostFtdcTimeType CancelTime;
- ///最后修改交易所交易员代码
- TThostFtdcTraderIDType ActiveTraderID;
- ///结算会员编号
- TThostFtdcParticipantIDType ClearingPartID;
- ///序号
- TThostFtdcSequenceNoType SequenceNo;
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- ///状态信息
- TThostFtdcErrorMsgType StatusMsg;
- ///用户强评标志
- TThostFtdcBoolType UserForceClose;
- ///操作用户代码
- TThostFtdcUserIDType ActiveUserID;
- ///经纪公司报单编号
- TThostFtdcSequenceNoType BrokerOrderSeq;
- ///相关报单
- TThostFtdcOrderSysIDType RelativeOrderSysID;
- ///郑商所成交数量
- TThostFtdcVolumeType ZCETotalTradedVolume;
- ///互换单标志
- TThostFtdcBoolType IsSwapOrder;
- };
- ///交易所报单
- struct CThostFtdcExchangeOrderField
- {
- ///报单价格条件
- TThostFtdcOrderPriceTypeType OrderPriceType;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///组合开平标志
- TThostFtdcCombOffsetFlagType CombOffsetFlag;
- ///组合投机套保标志
- TThostFtdcCombHedgeFlagType CombHedgeFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量
- TThostFtdcVolumeType VolumeTotalOriginal;
- ///有效期类型
- TThostFtdcTimeConditionType TimeCondition;
- ///GTD日期
- TThostFtdcDateType GTDDate;
- ///成交量类型
- TThostFtdcVolumeConditionType VolumeCondition;
- ///最小成交量
- TThostFtdcVolumeType MinVolume;
- ///触发条件
- TThostFtdcContingentConditionType ContingentCondition;
- ///止损价
- TThostFtdcPriceType StopPrice;
- ///强平原因
- TThostFtdcForceCloseReasonType ForceCloseReason;
- ///自动挂起标志
- TThostFtdcBoolType IsAutoSuspend;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///报单提交状态
- TThostFtdcOrderSubmitStatusType OrderSubmitStatus;
- ///报单提示序号
- TThostFtdcSequenceNoType NotifySequence;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///报单来源
- TThostFtdcOrderSourceType OrderSource;
- ///报单状态
- TThostFtdcOrderStatusType OrderStatus;
- ///报单类型
- TThostFtdcOrderTypeType OrderType;
- ///今成交数量
- TThostFtdcVolumeType VolumeTraded;
- ///剩余数量
- TThostFtdcVolumeType VolumeTotal;
- ///报单日期
- TThostFtdcDateType InsertDate;
- ///委托时间
- TThostFtdcTimeType InsertTime;
- ///激活时间
- TThostFtdcTimeType ActiveTime;
- ///挂起时间
- TThostFtdcTimeType SuspendTime;
- ///最后修改时间
- TThostFtdcTimeType UpdateTime;
- ///撤销时间
- TThostFtdcTimeType CancelTime;
- ///最后修改交易所交易员代码
- TThostFtdcTraderIDType ActiveTraderID;
- ///结算会员编号
- TThostFtdcParticipantIDType ClearingPartID;
- ///序号
- TThostFtdcSequenceNoType SequenceNo;
- };
- ///交易所报单插入失败
- struct CThostFtdcExchangeOrderInsertErrorField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///输入报单操作
- struct CThostFtdcInputOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///报单操作引用
- TThostFtdcOrderActionRefType OrderActionRef;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///操作标志
- TThostFtdcActionFlagType ActionFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量变化
- TThostFtdcVolumeType VolumeChange;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///报单操作
- struct CThostFtdcOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///报单操作引用
- TThostFtdcOrderActionRefType OrderActionRef;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///操作标志
- TThostFtdcActionFlagType ActionFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量变化
- TThostFtdcVolumeType VolumeChange;
- ///操作日期
- TThostFtdcDateType ActionDate;
- ///操作时间
- TThostFtdcTimeType ActionTime;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///操作本地编号
- TThostFtdcOrderLocalIDType ActionLocalID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///报单操作状态
- TThostFtdcOrderActionStatusType OrderActionStatus;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///状态信息
- TThostFtdcErrorMsgType StatusMsg;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///交易所报单操作
- struct CThostFtdcExchangeOrderActionField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///操作标志
- TThostFtdcActionFlagType ActionFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量变化
- TThostFtdcVolumeType VolumeChange;
- ///操作日期
- TThostFtdcDateType ActionDate;
- ///操作时间
- TThostFtdcTimeType ActionTime;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///操作本地编号
- TThostFtdcOrderLocalIDType ActionLocalID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///报单操作状态
- TThostFtdcOrderActionStatusType OrderActionStatus;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///交易所报单操作失败
- struct CThostFtdcExchangeOrderActionErrorField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///操作本地编号
- TThostFtdcOrderLocalIDType ActionLocalID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///交易所成交
- struct CThostFtdcExchangeTradeField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///成交编号
- TThostFtdcTradeIDType TradeID;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///交易角色
- TThostFtdcTradingRoleType TradingRole;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///开平标志
- TThostFtdcOffsetFlagType OffsetFlag;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///价格
- TThostFtdcPriceType Price;
- ///数量
- TThostFtdcVolumeType Volume;
- ///成交时期
- TThostFtdcDateType TradeDate;
- ///成交时间
- TThostFtdcTimeType TradeTime;
- ///成交类型
- TThostFtdcTradeTypeType TradeType;
- ///成交价来源
- TThostFtdcPriceSourceType PriceSource;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///结算会员编号
- TThostFtdcParticipantIDType ClearingPartID;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///序号
- TThostFtdcSequenceNoType SequenceNo;
- ///成交来源
- TThostFtdcTradeSourceType TradeSource;
- };
- ///成交
- struct CThostFtdcTradeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///成交编号
- TThostFtdcTradeIDType TradeID;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///交易角色
- TThostFtdcTradingRoleType TradingRole;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///开平标志
- TThostFtdcOffsetFlagType OffsetFlag;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///价格
- TThostFtdcPriceType Price;
- ///数量
- TThostFtdcVolumeType Volume;
- ///成交时期
- TThostFtdcDateType TradeDate;
- ///成交时间
- TThostFtdcTimeType TradeTime;
- ///成交类型
- TThostFtdcTradeTypeType TradeType;
- ///成交价来源
- TThostFtdcPriceSourceType PriceSource;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///结算会员编号
- TThostFtdcParticipantIDType ClearingPartID;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///序号
- TThostFtdcSequenceNoType SequenceNo;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///经纪公司报单编号
- TThostFtdcSequenceNoType BrokerOrderSeq;
- ///成交来源
- TThostFtdcTradeSourceType TradeSource;
- };
- ///用户会话
- struct CThostFtdcUserSessionField
- {
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///登录日期
- TThostFtdcDateType LoginDate;
- ///登录时间
- TThostFtdcTimeType LoginTime;
- ///IP地址
- TThostFtdcIPAddressType IPAddress;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- ///接口端产品信息
- TThostFtdcProductInfoType InterfaceProductInfo;
- ///协议信息
- TThostFtdcProtocolInfoType ProtocolInfo;
- ///Mac地址
- TThostFtdcMacAddressType MacAddress;
- };
- ///查询最大报单数量
- struct CThostFtdcQueryMaxOrderVolumeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///开平标志
- TThostFtdcOffsetFlagType OffsetFlag;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///最大允许报单数量
- TThostFtdcVolumeType MaxVolume;
- };
- ///投资者结算结果确认信息
- struct CThostFtdcSettlementInfoConfirmField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///确认日期
- TThostFtdcDateType ConfirmDate;
- ///确认时间
- TThostFtdcTimeType ConfirmTime;
- };
- ///出入金同步
- struct CThostFtdcSyncDepositField
- {
- ///出入金流水号
- TThostFtdcDepositSeqNoType DepositSeqNo;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///入金金额
- TThostFtdcMoneyType Deposit;
- ///是否强制进行
- TThostFtdcBoolType IsForce;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///货币质押同步
- struct CThostFtdcSyncFundMortgageField
- {
- ///货币质押流水号
- TThostFtdcDepositSeqNoType MortgageSeqNo;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///源币种
- TThostFtdcCurrencyIDType FromCurrencyID;
- ///质押金额
- TThostFtdcMoneyType MortgageAmount;
- ///目标币种
- TThostFtdcCurrencyIDType ToCurrencyID;
- };
- ///经纪公司同步
- struct CThostFtdcBrokerSyncField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- };
- ///正在同步中的投资者
- struct CThostFtdcSyncingInvestorField
- {
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者分组代码
- TThostFtdcInvestorIDType InvestorGroupID;
- ///投资者名称
- TThostFtdcPartyNameType InvestorName;
- ///证件类型
- TThostFtdcIdCardTypeType IdentifiedCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- ///联系电话
- TThostFtdcTelephoneType Telephone;
- ///通讯地址
- TThostFtdcAddressType Address;
- ///开户日期
- TThostFtdcDateType OpenDate;
- ///手机
- TThostFtdcMobileType Mobile;
- ///手续费率模板代码
- TThostFtdcInvestorIDType CommModelID;
- ///保证金率模板代码
- TThostFtdcInvestorIDType MarginModelID;
- };
- ///正在同步中的交易代码
- struct CThostFtdcSyncingTradingCodeField
- {
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- ///交易编码类型
- TThostFtdcClientIDTypeType ClientIDType;
- };
- ///正在同步中的投资者分组
- struct CThostFtdcSyncingInvestorGroupField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者分组代码
- TThostFtdcInvestorIDType InvestorGroupID;
- ///投资者分组名称
- TThostFtdcInvestorGroupNameType InvestorGroupName;
- };
- ///正在同步中的交易账号
- struct CThostFtdcSyncingTradingAccountField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///上次质押金额
- TThostFtdcMoneyType PreMortgage;
- ///上次信用额度
- TThostFtdcMoneyType PreCredit;
- ///上次存款额
- TThostFtdcMoneyType PreDeposit;
- ///上次结算准备金
- TThostFtdcMoneyType PreBalance;
- ///上次占用的保证金
- TThostFtdcMoneyType PreMargin;
- ///利息基数
- TThostFtdcMoneyType InterestBase;
- ///利息收入
- TThostFtdcMoneyType Interest;
- ///入金金额
- TThostFtdcMoneyType Deposit;
- ///出金金额
- TThostFtdcMoneyType Withdraw;
- ///冻结的保证金
- TThostFtdcMoneyType FrozenMargin;
- ///冻结的资金
- TThostFtdcMoneyType FrozenCash;
- ///冻结的手续费
- TThostFtdcMoneyType FrozenCommission;
- ///当前保证金总额
- TThostFtdcMoneyType CurrMargin;
- ///资金差额
- TThostFtdcMoneyType CashIn;
- ///手续费
- TThostFtdcMoneyType Commission;
- ///平仓盈亏
- TThostFtdcMoneyType CloseProfit;
- ///持仓盈亏
- TThostFtdcMoneyType PositionProfit;
- ///期货结算准备金
- TThostFtdcMoneyType Balance;
- ///可用资金
- TThostFtdcMoneyType Available;
- ///可取资金
- TThostFtdcMoneyType WithdrawQuota;
- ///基本准备金
- TThostFtdcMoneyType Reserve;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///信用额度
- TThostFtdcMoneyType Credit;
- ///质押金额
- TThostFtdcMoneyType Mortgage;
- ///交易所保证金
- TThostFtdcMoneyType ExchangeMargin;
- ///投资者交割保证金
- TThostFtdcMoneyType DeliveryMargin;
- ///交易所交割保证金
- TThostFtdcMoneyType ExchangeDeliveryMargin;
- ///保底期货结算准备金
- TThostFtdcMoneyType ReserveBalance;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///上次货币质入金额
- TThostFtdcMoneyType PreFundMortgageIn;
- ///上次货币质出金额
- TThostFtdcMoneyType PreFundMortgageOut;
- ///货币质入金额
- TThostFtdcMoneyType FundMortgageIn;
- ///货币质出金额
- TThostFtdcMoneyType FundMortgageOut;
- ///货币质押余额
- TThostFtdcMoneyType FundMortgageAvailable;
- ///可质押货币金额
- TThostFtdcMoneyType MortgageableFund;
- ///特殊产品占用保证金
- TThostFtdcMoneyType SpecProductMargin;
- ///特殊产品冻结保证金
- TThostFtdcMoneyType SpecProductFrozenMargin;
- ///特殊产品手续费
- TThostFtdcMoneyType SpecProductCommission;
- ///特殊产品冻结手续费
- TThostFtdcMoneyType SpecProductFrozenCommission;
- ///特殊产品持仓盈亏
- TThostFtdcMoneyType SpecProductPositionProfit;
- ///特殊产品平仓盈亏
- TThostFtdcMoneyType SpecProductCloseProfit;
- ///根据持仓盈亏算法计算的特殊产品持仓盈亏
- TThostFtdcMoneyType SpecProductPositionProfitByAlg;
- ///特殊产品交易所保证金
- TThostFtdcMoneyType SpecProductExchangeMargin;
- };
- ///正在同步中的投资者持仓
- struct CThostFtdcSyncingInvestorPositionField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///持仓多空方向
- TThostFtdcPosiDirectionType PosiDirection;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///持仓日期
- TThostFtdcPositionDateType PositionDate;
- ///上日持仓
- TThostFtdcVolumeType YdPosition;
- ///今日持仓
- TThostFtdcVolumeType Position;
- ///多头冻结
- TThostFtdcVolumeType LongFrozen;
- ///空头冻结
- TThostFtdcVolumeType ShortFrozen;
- ///开仓冻结金额
- TThostFtdcMoneyType LongFrozenAmount;
- ///开仓冻结金额
- TThostFtdcMoneyType ShortFrozenAmount;
- ///开仓量
- TThostFtdcVolumeType OpenVolume;
- ///平仓量
- TThostFtdcVolumeType CloseVolume;
- ///开仓金额
- TThostFtdcMoneyType OpenAmount;
- ///平仓金额
- TThostFtdcMoneyType CloseAmount;
- ///持仓成本
- TThostFtdcMoneyType PositionCost;
- ///上次占用的保证金
- TThostFtdcMoneyType PreMargin;
- ///占用的保证金
- TThostFtdcMoneyType UseMargin;
- ///冻结的保证金
- TThostFtdcMoneyType FrozenMargin;
- ///冻结的资金
- TThostFtdcMoneyType FrozenCash;
- ///冻结的手续费
- TThostFtdcMoneyType FrozenCommission;
- ///资金差额
- TThostFtdcMoneyType CashIn;
- ///手续费
- TThostFtdcMoneyType Commission;
- ///平仓盈亏
- TThostFtdcMoneyType CloseProfit;
- ///持仓盈亏
- TThostFtdcMoneyType PositionProfit;
- ///上次结算价
- TThostFtdcPriceType PreSettlementPrice;
- ///本次结算价
- TThostFtdcPriceType SettlementPrice;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///开仓成本
- TThostFtdcMoneyType OpenCost;
- ///交易所保证金
- TThostFtdcMoneyType ExchangeMargin;
- ///组合成交形成的持仓
- TThostFtdcVolumeType CombPosition;
- ///组合多头冻结
- TThostFtdcVolumeType CombLongFrozen;
- ///组合空头冻结
- TThostFtdcVolumeType CombShortFrozen;
- ///逐日盯市平仓盈亏
- TThostFtdcMoneyType CloseProfitByDate;
- ///逐笔对冲平仓盈亏
- TThostFtdcMoneyType CloseProfitByTrade;
- ///今日持仓
- TThostFtdcVolumeType TodayPosition;
- ///保证金率
- TThostFtdcRatioType MarginRateByMoney;
- ///保证金率(按手数)
- TThostFtdcRatioType MarginRateByVolume;
- };
- ///正在同步中的合约保证金率
- struct CThostFtdcSyncingInstrumentMarginRateField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///多头保证金率
- TThostFtdcRatioType LongMarginRatioByMoney;
- ///多头保证金费
- TThostFtdcMoneyType LongMarginRatioByVolume;
- ///空头保证金率
- TThostFtdcRatioType ShortMarginRatioByMoney;
- ///空头保证金费
- TThostFtdcMoneyType ShortMarginRatioByVolume;
- ///是否相对交易所收取
- TThostFtdcBoolType IsRelative;
- };
- ///正在同步中的合约手续费率
- struct CThostFtdcSyncingInstrumentCommissionRateField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///开仓手续费率
- TThostFtdcRatioType OpenRatioByMoney;
- ///开仓手续费
- TThostFtdcRatioType OpenRatioByVolume;
- ///平仓手续费率
- TThostFtdcRatioType CloseRatioByMoney;
- ///平仓手续费
- TThostFtdcRatioType CloseRatioByVolume;
- ///平今手续费率
- TThostFtdcRatioType CloseTodayRatioByMoney;
- ///平今手续费
- TThostFtdcRatioType CloseTodayRatioByVolume;
- };
- ///正在同步中的合约交易权限
- struct CThostFtdcSyncingInstrumentTradingRightField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易权限
- TThostFtdcTradingRightType TradingRight;
- };
- ///查询报单
- struct CThostFtdcQryOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///开始时间
- TThostFtdcTimeType InsertTimeStart;
- ///结束时间
- TThostFtdcTimeType InsertTimeEnd;
- };
- ///查询成交
- struct CThostFtdcQryTradeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///成交编号
- TThostFtdcTradeIDType TradeID;
- ///开始时间
- TThostFtdcTimeType TradeTimeStart;
- ///结束时间
- TThostFtdcTimeType TradeTimeEnd;
- };
- ///查询投资者持仓
- struct CThostFtdcQryInvestorPositionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///查询资金账户
- struct CThostFtdcQryTradingAccountField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///查询投资者
- struct CThostFtdcQryInvestorField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- };
- ///查询交易编码
- struct CThostFtdcQryTradingCodeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///交易编码类型
- TThostFtdcClientIDTypeType ClientIDType;
- };
- ///查询投资者组
- struct CThostFtdcQryInvestorGroupField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- };
- ///查询合约保证金率
- struct CThostFtdcQryInstrumentMarginRateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- };
- ///查询手续费率
- struct CThostFtdcQryInstrumentCommissionRateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///查询合约交易权限
- struct CThostFtdcQryInstrumentTradingRightField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///查询经纪公司
- struct CThostFtdcQryBrokerField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- };
- ///查询交易员
- struct CThostFtdcQryTraderField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- };
- ///查询管理用户功能权限
- struct CThostFtdcQrySuperUserFunctionField
- {
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///查询用户会话
- struct CThostFtdcQryUserSessionField
- {
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///查询经纪公司会员代码
- struct CThostFtdcQryPartBrokerField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- };
- ///查询前置状态
- struct CThostFtdcQryFrontStatusField
- {
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- };
- ///查询交易所报单
- struct CThostFtdcQryExchangeOrderField
- {
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- };
- ///查询报单操作
- struct CThostFtdcQryOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- };
- ///查询交易所报单操作
- struct CThostFtdcQryExchangeOrderActionField
- {
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- };
- ///查询管理用户
- struct CThostFtdcQrySuperUserField
- {
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///查询交易所
- struct CThostFtdcQryExchangeField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- };
- ///查询产品
- struct CThostFtdcQryProductField
- {
- ///产品代码
- TThostFtdcInstrumentIDType ProductID;
- };
- ///查询合约
- struct CThostFtdcQryInstrumentField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///产品代码
- TThostFtdcInstrumentIDType ProductID;
- };
- ///查询行情
- struct CThostFtdcQryDepthMarketDataField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///查询经纪公司用户
- struct CThostFtdcQryBrokerUserField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///查询经纪公司用户权限
- struct CThostFtdcQryBrokerUserFunctionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///查询交易员报盘机
- struct CThostFtdcQryTraderOfferField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- };
- ///查询出入金流水
- struct CThostFtdcQrySyncDepositField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///出入金流水号
- TThostFtdcDepositSeqNoType DepositSeqNo;
- };
- ///查询投资者结算结果
- struct CThostFtdcQrySettlementInfoField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易日
- TThostFtdcDateType TradingDay;
- };
- ///查询交易所保证金率
- struct CThostFtdcQryExchangeMarginRateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- };
- ///查询交易所调整保证金率
- struct CThostFtdcQryExchangeMarginRateAdjustField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- };
- ///查询汇率
- struct CThostFtdcQryExchangeRateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///源币种
- TThostFtdcCurrencyIDType FromCurrencyID;
- ///目标币种
- TThostFtdcCurrencyIDType ToCurrencyID;
- };
- ///查询货币质押流水
- struct CThostFtdcQrySyncFundMortgageField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///货币质押流水号
- TThostFtdcDepositSeqNoType MortgageSeqNo;
- };
- ///查询报单
- struct CThostFtdcQryHisOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///开始时间
- TThostFtdcTimeType InsertTimeStart;
- ///结束时间
- TThostFtdcTimeType InsertTimeEnd;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- };
- ///市场行情
- struct CThostFtdcMarketDataField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///最新价
- TThostFtdcPriceType LastPrice;
- ///上次结算价
- TThostFtdcPriceType PreSettlementPrice;
- ///昨收盘
- TThostFtdcPriceType PreClosePrice;
- ///昨持仓量
- TThostFtdcLargeVolumeType PreOpenInterest;
- ///今开盘
- TThostFtdcPriceType OpenPrice;
- ///最高价
- TThostFtdcPriceType HighestPrice;
- ///最低价
- TThostFtdcPriceType LowestPrice;
- ///数量
- TThostFtdcVolumeType Volume;
- ///成交金额
- TThostFtdcMoneyType Turnover;
- ///持仓量
- TThostFtdcLargeVolumeType OpenInterest;
- ///今收盘
- TThostFtdcPriceType ClosePrice;
- ///本次结算价
- TThostFtdcPriceType SettlementPrice;
- ///涨停板价
- TThostFtdcPriceType UpperLimitPrice;
- ///跌停板价
- TThostFtdcPriceType LowerLimitPrice;
- ///昨虚实度
- TThostFtdcRatioType PreDelta;
- ///今虚实度
- TThostFtdcRatioType CurrDelta;
- ///最后修改时间
- TThostFtdcTimeType UpdateTime;
- ///最后修改毫秒
- TThostFtdcMillisecType UpdateMillisec;
- ///业务日期
- TThostFtdcDateType ActionDay;
- };
- ///行情基础属性
- struct CThostFtdcMarketDataBaseField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///上次结算价
- TThostFtdcPriceType PreSettlementPrice;
- ///昨收盘
- TThostFtdcPriceType PreClosePrice;
- ///昨持仓量
- TThostFtdcLargeVolumeType PreOpenInterest;
- ///昨虚实度
- TThostFtdcRatioType PreDelta;
- };
- ///行情静态属性
- struct CThostFtdcMarketDataStaticField
- {
- ///今开盘
- TThostFtdcPriceType OpenPrice;
- ///最高价
- TThostFtdcPriceType HighestPrice;
- ///最低价
- TThostFtdcPriceType LowestPrice;
- ///今收盘
- TThostFtdcPriceType ClosePrice;
- ///涨停板价
- TThostFtdcPriceType UpperLimitPrice;
- ///跌停板价
- TThostFtdcPriceType LowerLimitPrice;
- ///本次结算价
- TThostFtdcPriceType SettlementPrice;
- ///今虚实度
- TThostFtdcRatioType CurrDelta;
- };
- ///行情最新成交属性
- struct CThostFtdcMarketDataLastMatchField
- {
- ///最新价
- TThostFtdcPriceType LastPrice;
- ///数量
- TThostFtdcVolumeType Volume;
- ///成交金额
- TThostFtdcMoneyType Turnover;
- ///持仓量
- TThostFtdcLargeVolumeType OpenInterest;
- };
- ///行情最优价属性
- struct CThostFtdcMarketDataBestPriceField
- {
- ///申买价一
- TThostFtdcPriceType BidPrice1;
- ///申买量一
- TThostFtdcVolumeType BidVolume1;
- ///申卖价一
- TThostFtdcPriceType AskPrice1;
- ///申卖量一
- TThostFtdcVolumeType AskVolume1;
- };
- ///行情申买二、三属性
- struct CThostFtdcMarketDataBid23Field
- {
- ///申买价二
- TThostFtdcPriceType BidPrice2;
- ///申买量二
- TThostFtdcVolumeType BidVolume2;
- ///申买价三
- TThostFtdcPriceType BidPrice3;
- ///申买量三
- TThostFtdcVolumeType BidVolume3;
- };
- ///行情申卖二、三属性
- struct CThostFtdcMarketDataAsk23Field
- {
- ///申卖价二
- TThostFtdcPriceType AskPrice2;
- ///申卖量二
- TThostFtdcVolumeType AskVolume2;
- ///申卖价三
- TThostFtdcPriceType AskPrice3;
- ///申卖量三
- TThostFtdcVolumeType AskVolume3;
- };
- ///行情申买四、五属性
- struct CThostFtdcMarketDataBid45Field
- {
- ///申买价四
- TThostFtdcPriceType BidPrice4;
- ///申买量四
- TThostFtdcVolumeType BidVolume4;
- ///申买价五
- TThostFtdcPriceType BidPrice5;
- ///申买量五
- TThostFtdcVolumeType BidVolume5;
- };
- ///行情申卖四、五属性
- struct CThostFtdcMarketDataAsk45Field
- {
- ///申卖价四
- TThostFtdcPriceType AskPrice4;
- ///申卖量四
- TThostFtdcVolumeType AskVolume4;
- ///申卖价五
- TThostFtdcPriceType AskPrice5;
- ///申卖量五
- TThostFtdcVolumeType AskVolume5;
- };
- ///行情更新时间属性
- struct CThostFtdcMarketDataUpdateTimeField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///最后修改时间
- TThostFtdcTimeType UpdateTime;
- ///最后修改毫秒
- TThostFtdcMillisecType UpdateMillisec;
- ///业务日期
- TThostFtdcDateType ActionDay;
- };
- ///行情交易所代码属性
- struct CThostFtdcMarketDataExchangeField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- };
- ///指定的合约
- struct CThostFtdcSpecificInstrumentField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///合约状态
- struct CThostFtdcInstrumentStatusField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///结算组代码
- TThostFtdcSettlementGroupIDType SettlementGroupID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///合约交易状态
- TThostFtdcInstrumentStatusType InstrumentStatus;
- ///交易阶段编号
- TThostFtdcTradingSegmentSNType TradingSegmentSN;
- ///进入本状态时间
- TThostFtdcTimeType EnterTime;
- ///进入本状态原因
- TThostFtdcInstStatusEnterReasonType EnterReason;
- };
- ///查询合约状态
- struct CThostFtdcQryInstrumentStatusField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- };
- ///投资者账户
- struct CThostFtdcInvestorAccountField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///浮动盈亏算法
- struct CThostFtdcPositionProfitAlgorithmField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///盈亏算法
- TThostFtdcAlgorithmType Algorithm;
- ///备注
- TThostFtdcMemoType Memo;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///会员资金折扣
- struct CThostFtdcDiscountField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///资金折扣比例
- TThostFtdcRatioType Discount;
- };
- ///查询转帐银行
- struct CThostFtdcQryTransferBankField
- {
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分中心代码
- TThostFtdcBankBrchIDType BankBrchID;
- };
- ///转帐银行
- struct CThostFtdcTransferBankField
- {
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分中心代码
- TThostFtdcBankBrchIDType BankBrchID;
- ///银行名称
- TThostFtdcBankNameType BankName;
- ///是否活跃
- TThostFtdcBoolType IsActive;
- };
- ///查询投资者持仓明细
- struct CThostFtdcQryInvestorPositionDetailField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///投资者持仓明细
- struct CThostFtdcInvestorPositionDetailField
- {
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///买卖
- TThostFtdcDirectionType Direction;
- ///开仓日期
- TThostFtdcDateType OpenDate;
- ///成交编号
- TThostFtdcTradeIDType TradeID;
- ///数量
- TThostFtdcVolumeType Volume;
- ///开仓价
- TThostFtdcPriceType OpenPrice;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///成交类型
- TThostFtdcTradeTypeType TradeType;
- ///组合合约代码
- TThostFtdcInstrumentIDType CombInstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///逐日盯市平仓盈亏
- TThostFtdcMoneyType CloseProfitByDate;
- ///逐笔对冲平仓盈亏
- TThostFtdcMoneyType CloseProfitByTrade;
- ///逐日盯市持仓盈亏
- TThostFtdcMoneyType PositionProfitByDate;
- ///逐笔对冲持仓盈亏
- TThostFtdcMoneyType PositionProfitByTrade;
- ///投资者保证金
- TThostFtdcMoneyType Margin;
- ///交易所保证金
- TThostFtdcMoneyType ExchMargin;
- ///保证金率
- TThostFtdcRatioType MarginRateByMoney;
- ///保证金率(按手数)
- TThostFtdcRatioType MarginRateByVolume;
- ///昨结算价
- TThostFtdcPriceType LastSettlementPrice;
- ///结算价
- TThostFtdcPriceType SettlementPrice;
- ///平仓量
- TThostFtdcVolumeType CloseVolume;
- ///平仓金额
- TThostFtdcMoneyType CloseAmount;
- };
- ///资金账户口令域
- struct CThostFtdcTradingAccountPasswordField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///密码
- TThostFtdcPasswordType Password;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///交易所行情报盘机
- struct CThostFtdcMDTraderOfferField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///交易所交易员连接状态
- TThostFtdcTraderConnectStatusType TraderConnectStatus;
- ///发出连接请求的日期
- TThostFtdcDateType ConnectRequestDate;
- ///发出连接请求的时间
- TThostFtdcTimeType ConnectRequestTime;
- ///上次报告日期
- TThostFtdcDateType LastReportDate;
- ///上次报告时间
- TThostFtdcTimeType LastReportTime;
- ///完成连接日期
- TThostFtdcDateType ConnectDate;
- ///完成连接时间
- TThostFtdcTimeType ConnectTime;
- ///启动日期
- TThostFtdcDateType StartDate;
- ///启动时间
- TThostFtdcTimeType StartTime;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///本席位最大成交编号
- TThostFtdcTradeIDType MaxTradeID;
- ///本席位最大报单备拷
- TThostFtdcReturnCodeType MaxOrderMessageReference;
- };
- ///查询行情报盘机
- struct CThostFtdcQryMDTraderOfferField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- };
- ///查询客户通知
- struct CThostFtdcQryNoticeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- };
- ///客户通知
- struct CThostFtdcNoticeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///消息正文
- TThostFtdcContentType Content;
- ///经纪公司通知内容序列号
- TThostFtdcSequenceLabelType SequenceLabel;
- };
- ///用户权限
- struct CThostFtdcUserRightField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///客户权限类型
- TThostFtdcUserRightTypeType UserRightType;
- ///是否禁止
- TThostFtdcBoolType IsForbidden;
- };
- ///查询结算信息确认域
- struct CThostFtdcQrySettlementInfoConfirmField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- };
- ///装载结算信息
- struct CThostFtdcLoadSettlementInfoField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- };
- ///经纪公司可提资金算法表
- struct CThostFtdcBrokerWithdrawAlgorithmField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///可提资金算法
- TThostFtdcAlgorithmType WithdrawAlgorithm;
- ///资金使用率
- TThostFtdcRatioType UsingRatio;
- ///可提是否包含平仓盈利
- TThostFtdcIncludeCloseProfitType IncludeCloseProfit;
- ///本日无仓且无成交客户是否受可提比例限制
- TThostFtdcAllWithoutTradeType AllWithoutTrade;
- ///可用是否包含平仓盈利
- TThostFtdcIncludeCloseProfitType AvailIncludeCloseProfit;
- ///是否启用用户事件
- TThostFtdcBoolType IsBrokerUserEvent;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///货币质押比率
- TThostFtdcRatioType FundMortgageRatio;
- };
- ///资金账户口令变更域
- struct CThostFtdcTradingAccountPasswordUpdateV1Field
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///原来的口令
- TThostFtdcPasswordType OldPassword;
- ///新的口令
- TThostFtdcPasswordType NewPassword;
- };
- ///资金账户口令变更域
- struct CThostFtdcTradingAccountPasswordUpdateField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///原来的口令
- TThostFtdcPasswordType OldPassword;
- ///新的口令
- TThostFtdcPasswordType NewPassword;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///查询组合合约分腿
- struct CThostFtdcQryCombinationLegField
- {
- ///组合合约代码
- TThostFtdcInstrumentIDType CombInstrumentID;
- ///单腿编号
- TThostFtdcLegIDType LegID;
- ///单腿合约代码
- TThostFtdcInstrumentIDType LegInstrumentID;
- };
- ///查询组合合约分腿
- struct CThostFtdcQrySyncStatusField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- };
- ///组合交易合约的单腿
- struct CThostFtdcCombinationLegField
- {
- ///组合合约代码
- TThostFtdcInstrumentIDType CombInstrumentID;
- ///单腿编号
- TThostFtdcLegIDType LegID;
- ///单腿合约代码
- TThostFtdcInstrumentIDType LegInstrumentID;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///单腿乘数
- TThostFtdcLegMultipleType LegMultiple;
- ///派生层数
- TThostFtdcImplyLevelType ImplyLevel;
- };
- ///数据同步状态
- struct CThostFtdcSyncStatusField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///数据同步状态
- TThostFtdcDataSyncStatusType DataSyncStatus;
- };
- ///查询联系人
- struct CThostFtdcQryLinkManField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- };
- ///联系人
- struct CThostFtdcLinkManField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///联系人类型
- TThostFtdcPersonTypeType PersonType;
- ///证件类型
- TThostFtdcIdCardTypeType IdentifiedCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///名称
- TThostFtdcPartyNameType PersonName;
- ///联系电话
- TThostFtdcTelephoneType Telephone;
- ///通讯地址
- TThostFtdcAddressType Address;
- ///邮政编码
- TThostFtdcZipCodeType ZipCode;
- ///优先级
- TThostFtdcPriorityType Priority;
- ///开户邮政编码
- TThostFtdcUOAZipCodeType UOAZipCode;
- ///全称
- TThostFtdcInvestorFullNameType PersonFullName;
- };
- ///查询经纪公司用户事件
- struct CThostFtdcQryBrokerUserEventField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///用户事件类型
- TThostFtdcUserEventTypeType UserEventType;
- };
- ///查询经纪公司用户事件
- struct CThostFtdcBrokerUserEventField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///用户事件类型
- TThostFtdcUserEventTypeType UserEventType;
- ///用户事件序号
- TThostFtdcSequenceNoType EventSequenceNo;
- ///事件发生日期
- TThostFtdcDateType EventDate;
- ///事件发生时间
- TThostFtdcTimeType EventTime;
- ///用户事件信息
- TThostFtdcUserEventInfoType UserEventInfo;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///查询签约银行请求
- struct CThostFtdcQryContractBankField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分中心代码
- TThostFtdcBankBrchIDType BankBrchID;
- };
- ///查询签约银行响应
- struct CThostFtdcContractBankField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分中心代码
- TThostFtdcBankBrchIDType BankBrchID;
- ///银行名称
- TThostFtdcBankNameType BankName;
- };
- ///投资者组合持仓明细
- struct CThostFtdcInvestorPositionCombineDetailField
- {
- ///交易日
- TThostFtdcDateType TradingDay;
- ///开仓日期
- TThostFtdcDateType OpenDate;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///组合编号
- TThostFtdcTradeIDType ComTradeID;
- ///撮合编号
- TThostFtdcTradeIDType TradeID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///买卖
- TThostFtdcDirectionType Direction;
- ///持仓量
- TThostFtdcVolumeType TotalAmt;
- ///投资者保证金
- TThostFtdcMoneyType Margin;
- ///交易所保证金
- TThostFtdcMoneyType ExchMargin;
- ///保证金率
- TThostFtdcRatioType MarginRateByMoney;
- ///保证金率(按手数)
- TThostFtdcRatioType MarginRateByVolume;
- ///单腿编号
- TThostFtdcLegIDType LegID;
- ///单腿乘数
- TThostFtdcLegMultipleType LegMultiple;
- ///组合持仓合约编码
- TThostFtdcInstrumentIDType CombInstrumentID;
- ///成交组号
- TThostFtdcTradeGroupIDType TradeGroupID;
- };
- ///预埋单
- struct CThostFtdcParkedOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///报单价格条件
- TThostFtdcOrderPriceTypeType OrderPriceType;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///组合开平标志
- TThostFtdcCombOffsetFlagType CombOffsetFlag;
- ///组合投机套保标志
- TThostFtdcCombHedgeFlagType CombHedgeFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量
- TThostFtdcVolumeType VolumeTotalOriginal;
- ///有效期类型
- TThostFtdcTimeConditionType TimeCondition;
- ///GTD日期
- TThostFtdcDateType GTDDate;
- ///成交量类型
- TThostFtdcVolumeConditionType VolumeCondition;
- ///最小成交量
- TThostFtdcVolumeType MinVolume;
- ///触发条件
- TThostFtdcContingentConditionType ContingentCondition;
- ///止损价
- TThostFtdcPriceType StopPrice;
- ///强平原因
- TThostFtdcForceCloseReasonType ForceCloseReason;
- ///自动挂起标志
- TThostFtdcBoolType IsAutoSuspend;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///用户强评标志
- TThostFtdcBoolType UserForceClose;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///预埋报单编号
- TThostFtdcParkedOrderIDType ParkedOrderID;
- ///用户类型
- TThostFtdcUserTypeType UserType;
- ///预埋单状态
- TThostFtdcParkedOrderStatusType Status;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- ///互换单标志
- TThostFtdcBoolType IsSwapOrder;
- };
- ///输入预埋单操作
- struct CThostFtdcParkedOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///报单操作引用
- TThostFtdcOrderActionRefType OrderActionRef;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///操作标志
- TThostFtdcActionFlagType ActionFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量变化
- TThostFtdcVolumeType VolumeChange;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///预埋撤单单编号
- TThostFtdcParkedOrderActionIDType ParkedOrderActionID;
- ///用户类型
- TThostFtdcUserTypeType UserType;
- ///预埋撤单状态
- TThostFtdcParkedOrderStatusType Status;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///查询预埋单
- struct CThostFtdcQryParkedOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- };
- ///查询预埋撤单
- struct CThostFtdcQryParkedOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- };
- ///删除预埋单
- struct CThostFtdcRemoveParkedOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///预埋报单编号
- TThostFtdcParkedOrderIDType ParkedOrderID;
- };
- ///删除预埋撤单
- struct CThostFtdcRemoveParkedOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///预埋撤单编号
- TThostFtdcParkedOrderActionIDType ParkedOrderActionID;
- };
- ///经纪公司可提资金算法表
- struct CThostFtdcInvestorWithdrawAlgorithmField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///可提资金比例
- TThostFtdcRatioType UsingRatio;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///货币质押比率
- TThostFtdcRatioType FundMortgageRatio;
- };
- ///查询组合持仓明细
- struct CThostFtdcQryInvestorPositionCombineDetailField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///组合持仓合约编码
- TThostFtdcInstrumentIDType CombInstrumentID;
- };
- ///成交均价
- struct CThostFtdcMarketDataAveragePriceField
- {
- ///当日均价
- TThostFtdcPriceType AveragePrice;
- };
- ///校验投资者密码
- struct CThostFtdcVerifyInvestorPasswordField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///密码
- TThostFtdcPasswordType Password;
- };
- ///用户IP
- struct CThostFtdcUserIPField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///IP地址
- TThostFtdcIPAddressType IPAddress;
- ///IP地址掩码
- TThostFtdcIPAddressType IPMask;
- ///Mac地址
- TThostFtdcMacAddressType MacAddress;
- };
- ///用户事件通知信息
- struct CThostFtdcTradingNoticeInfoField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///发送时间
- TThostFtdcTimeType SendTime;
- ///消息正文
- TThostFtdcContentType FieldContent;
- ///序列系列号
- TThostFtdcSequenceSeriesType SequenceSeries;
- ///序列号
- TThostFtdcSequenceNoType SequenceNo;
- };
- ///用户事件通知
- struct CThostFtdcTradingNoticeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者范围
- TThostFtdcInvestorRangeType InvestorRange;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///序列系列号
- TThostFtdcSequenceSeriesType SequenceSeries;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///发送时间
- TThostFtdcTimeType SendTime;
- ///序列号
- TThostFtdcSequenceNoType SequenceNo;
- ///消息正文
- TThostFtdcContentType FieldContent;
- };
- ///查询交易事件通知
- struct CThostFtdcQryTradingNoticeField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- };
- ///查询错误报单
- struct CThostFtdcQryErrOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- };
- ///错误报单
- struct CThostFtdcErrOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///报单价格条件
- TThostFtdcOrderPriceTypeType OrderPriceType;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///组合开平标志
- TThostFtdcCombOffsetFlagType CombOffsetFlag;
- ///组合投机套保标志
- TThostFtdcCombHedgeFlagType CombHedgeFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量
- TThostFtdcVolumeType VolumeTotalOriginal;
- ///有效期类型
- TThostFtdcTimeConditionType TimeCondition;
- ///GTD日期
- TThostFtdcDateType GTDDate;
- ///成交量类型
- TThostFtdcVolumeConditionType VolumeCondition;
- ///最小成交量
- TThostFtdcVolumeType MinVolume;
- ///触发条件
- TThostFtdcContingentConditionType ContingentCondition;
- ///止损价
- TThostFtdcPriceType StopPrice;
- ///强平原因
- TThostFtdcForceCloseReasonType ForceCloseReason;
- ///自动挂起标志
- TThostFtdcBoolType IsAutoSuspend;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///用户强评标志
- TThostFtdcBoolType UserForceClose;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- ///互换单标志
- TThostFtdcBoolType IsSwapOrder;
- };
- ///查询错误报单操作
- struct CThostFtdcErrorConditionalOrderField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///报单价格条件
- TThostFtdcOrderPriceTypeType OrderPriceType;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///组合开平标志
- TThostFtdcCombOffsetFlagType CombOffsetFlag;
- ///组合投机套保标志
- TThostFtdcCombHedgeFlagType CombHedgeFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量
- TThostFtdcVolumeType VolumeTotalOriginal;
- ///有效期类型
- TThostFtdcTimeConditionType TimeCondition;
- ///GTD日期
- TThostFtdcDateType GTDDate;
- ///成交量类型
- TThostFtdcVolumeConditionType VolumeCondition;
- ///最小成交量
- TThostFtdcVolumeType MinVolume;
- ///触发条件
- TThostFtdcContingentConditionType ContingentCondition;
- ///止损价
- TThostFtdcPriceType StopPrice;
- ///强平原因
- TThostFtdcForceCloseReasonType ForceCloseReason;
- ///自动挂起标志
- TThostFtdcBoolType IsAutoSuspend;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///合约在交易所的代码
- TThostFtdcExchangeInstIDType ExchangeInstID;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///报单提交状态
- TThostFtdcOrderSubmitStatusType OrderSubmitStatus;
- ///报单提示序号
- TThostFtdcSequenceNoType NotifySequence;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///报单来源
- TThostFtdcOrderSourceType OrderSource;
- ///报单状态
- TThostFtdcOrderStatusType OrderStatus;
- ///报单类型
- TThostFtdcOrderTypeType OrderType;
- ///今成交数量
- TThostFtdcVolumeType VolumeTraded;
- ///剩余数量
- TThostFtdcVolumeType VolumeTotal;
- ///报单日期
- TThostFtdcDateType InsertDate;
- ///委托时间
- TThostFtdcTimeType InsertTime;
- ///激活时间
- TThostFtdcTimeType ActiveTime;
- ///挂起时间
- TThostFtdcTimeType SuspendTime;
- ///最后修改时间
- TThostFtdcTimeType UpdateTime;
- ///撤销时间
- TThostFtdcTimeType CancelTime;
- ///最后修改交易所交易员代码
- TThostFtdcTraderIDType ActiveTraderID;
- ///结算会员编号
- TThostFtdcParticipantIDType ClearingPartID;
- ///序号
- TThostFtdcSequenceNoType SequenceNo;
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///用户端产品信息
- TThostFtdcProductInfoType UserProductInfo;
- ///状态信息
- TThostFtdcErrorMsgType StatusMsg;
- ///用户强评标志
- TThostFtdcBoolType UserForceClose;
- ///操作用户代码
- TThostFtdcUserIDType ActiveUserID;
- ///经纪公司报单编号
- TThostFtdcSequenceNoType BrokerOrderSeq;
- ///相关报单
- TThostFtdcOrderSysIDType RelativeOrderSysID;
- ///郑商所成交数量
- TThostFtdcVolumeType ZCETotalTradedVolume;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- ///互换单标志
- TThostFtdcBoolType IsSwapOrder;
- };
- ///查询错误报单操作
- struct CThostFtdcQryErrOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- };
- ///错误报单操作
- struct CThostFtdcErrOrderActionField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///报单操作引用
- TThostFtdcOrderActionRefType OrderActionRef;
- ///报单引用
- TThostFtdcOrderRefType OrderRef;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///前置编号
- TThostFtdcFrontIDType FrontID;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///报单编号
- TThostFtdcOrderSysIDType OrderSysID;
- ///操作标志
- TThostFtdcActionFlagType ActionFlag;
- ///价格
- TThostFtdcPriceType LimitPrice;
- ///数量变化
- TThostFtdcVolumeType VolumeChange;
- ///操作日期
- TThostFtdcDateType ActionDate;
- ///操作时间
- TThostFtdcTimeType ActionTime;
- ///交易所交易员代码
- TThostFtdcTraderIDType TraderID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///本地报单编号
- TThostFtdcOrderLocalIDType OrderLocalID;
- ///操作本地编号
- TThostFtdcOrderLocalIDType ActionLocalID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///客户代码
- TThostFtdcClientIDType ClientID;
- ///业务单元
- TThostFtdcBusinessUnitType BusinessUnit;
- ///报单操作状态
- TThostFtdcOrderActionStatusType OrderActionStatus;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///状态信息
- TThostFtdcErrorMsgType StatusMsg;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///查询交易所状态
- struct CThostFtdcQryExchangeSequenceField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- };
- ///交易所状态
- struct CThostFtdcExchangeSequenceField
- {
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///序号
- TThostFtdcSequenceNoType SequenceNo;
- ///合约交易状态
- TThostFtdcInstrumentStatusType MarketStatus;
- };
- ///根据价格查询最大报单数量
- struct CThostFtdcQueryMaxOrderVolumeWithPriceField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///开平标志
- TThostFtdcOffsetFlagType OffsetFlag;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///最大允许报单数量
- TThostFtdcVolumeType MaxVolume;
- ///报单价格
- TThostFtdcPriceType Price;
- };
- ///查询经纪公司交易参数
- struct CThostFtdcQryBrokerTradingParamsField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///经纪公司交易参数
- struct CThostFtdcBrokerTradingParamsField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///保证金价格类型
- TThostFtdcMarginPriceTypeType MarginPriceType;
- ///盈亏算法
- TThostFtdcAlgorithmType Algorithm;
- ///可用是否包含平仓盈利
- TThostFtdcIncludeCloseProfitType AvailIncludeCloseProfit;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///查询经纪公司交易算法
- struct CThostFtdcQryBrokerTradingAlgosField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///经纪公司交易算法
- struct CThostFtdcBrokerTradingAlgosField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///持仓处理算法编号
- TThostFtdcHandlePositionAlgoIDType HandlePositionAlgoID;
- ///寻找保证金率算法编号
- TThostFtdcFindMarginRateAlgoIDType FindMarginRateAlgoID;
- ///资金处理算法编号
- TThostFtdcHandleTradingAccountAlgoIDType HandleTradingAccountAlgoID;
- };
- ///查询经纪公司资金
- struct CThostFtdcQueryBrokerDepositField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- };
- ///经纪公司资金
- struct CThostFtdcBrokerDepositField
- {
- ///交易日期
- TThostFtdcTradeDateType TradingDay;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///会员代码
- TThostFtdcParticipantIDType ParticipantID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///上次结算准备金
- TThostFtdcMoneyType PreBalance;
- ///当前保证金总额
- TThostFtdcMoneyType CurrMargin;
- ///平仓盈亏
- TThostFtdcMoneyType CloseProfit;
- ///期货结算准备金
- TThostFtdcMoneyType Balance;
- ///入金金额
- TThostFtdcMoneyType Deposit;
- ///出金金额
- TThostFtdcMoneyType Withdraw;
- ///可提资金
- TThostFtdcMoneyType Available;
- ///基本准备金
- TThostFtdcMoneyType Reserve;
- ///冻结的保证金
- TThostFtdcMoneyType FrozenMargin;
- };
- ///查询保证金监管系统经纪公司密钥
- struct CThostFtdcQryCFMMCBrokerKeyField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- };
- ///保证金监管系统经纪公司密钥
- struct CThostFtdcCFMMCBrokerKeyField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///经纪公司统一编码
- TThostFtdcParticipantIDType ParticipantID;
- ///密钥生成日期
- TThostFtdcDateType CreateDate;
- ///密钥生成时间
- TThostFtdcTimeType CreateTime;
- ///密钥编号
- TThostFtdcSequenceNoType KeyID;
- ///动态密钥
- TThostFtdcCFMMCKeyType CurrentKey;
- ///动态密钥类型
- TThostFtdcCFMMCKeyKindType KeyKind;
- };
- ///保证金监管系统经纪公司资金账户密钥
- struct CThostFtdcCFMMCTradingAccountKeyField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///经纪公司统一编码
- TThostFtdcParticipantIDType ParticipantID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///密钥编号
- TThostFtdcSequenceNoType KeyID;
- ///动态密钥
- TThostFtdcCFMMCKeyType CurrentKey;
- };
- ///请求查询保证金监管系统经纪公司资金账户密钥
- struct CThostFtdcQryCFMMCTradingAccountKeyField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- };
- ///用户动态令牌参数
- struct CThostFtdcBrokerUserOTPParamField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///动态令牌提供商
- TThostFtdcOTPVendorsIDType OTPVendorsID;
- ///动态令牌序列号
- TThostFtdcSerialNumberType SerialNumber;
- ///令牌密钥
- TThostFtdcAuthKeyType AuthKey;
- ///漂移值
- TThostFtdcLastDriftType LastDrift;
- ///成功值
- TThostFtdcLastSuccessType LastSuccess;
- ///动态令牌类型
- TThostFtdcOTPTypeType OTPType;
- };
- ///手工同步用户动态令牌
- struct CThostFtdcManualSyncBrokerUserOTPField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///动态令牌类型
- TThostFtdcOTPTypeType OTPType;
- ///第一个动态密码
- TThostFtdcPasswordType FirstOTP;
- ///第二个动态密码
- TThostFtdcPasswordType SecondOTP;
- };
- ///投资者手续费率模板
- struct CThostFtdcCommRateModelField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///手续费率模板代码
- TThostFtdcInvestorIDType CommModelID;
- ///模板名称
- TThostFtdcCommModelNameType CommModelName;
- };
- ///请求查询投资者手续费率模板
- struct CThostFtdcQryCommRateModelField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///手续费率模板代码
- TThostFtdcInvestorIDType CommModelID;
- };
- ///投资者保证金率模板
- struct CThostFtdcMarginModelField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///保证金率模板代码
- TThostFtdcInvestorIDType MarginModelID;
- ///模板名称
- TThostFtdcCommModelNameType MarginModelName;
- };
- ///请求查询投资者保证金率模板
- struct CThostFtdcQryMarginModelField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///保证金率模板代码
- TThostFtdcInvestorIDType MarginModelID;
- };
- ///仓单折抵信息
- struct CThostFtdcEWarrantOffsetField
- {
- ///交易日期
- TThostFtdcTradeDateType TradingDay;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- ///买卖方向
- TThostFtdcDirectionType Direction;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- ///数量
- TThostFtdcVolumeType Volume;
- };
- ///查询仓单折抵信息
- struct CThostFtdcQryEWarrantOffsetField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易所代码
- TThostFtdcExchangeIDType ExchangeID;
- ///合约代码
- TThostFtdcInstrumentIDType InstrumentID;
- };
- ///查询投资者品种/跨品种保证金
- struct CThostFtdcQryInvestorProductGroupMarginField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///品种/跨品种标示
- TThostFtdcInstrumentIDType ProductGroupID;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- };
- ///投资者品种/跨品种保证金
- struct CThostFtdcInvestorProductGroupMarginField
- {
- ///品种/跨品种标示
- TThostFtdcInstrumentIDType ProductGroupID;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///交易日
- TThostFtdcDateType TradingDay;
- ///结算编号
- TThostFtdcSettlementIDType SettlementID;
- ///冻结的保证金
- TThostFtdcMoneyType FrozenMargin;
- ///多头冻结的保证金
- TThostFtdcMoneyType LongFrozenMargin;
- ///空头冻结的保证金
- TThostFtdcMoneyType ShortFrozenMargin;
- ///占用的保证金
- TThostFtdcMoneyType UseMargin;
- ///多头保证金
- TThostFtdcMoneyType LongUseMargin;
- ///空头保证金
- TThostFtdcMoneyType ShortUseMargin;
- ///交易所保证金
- TThostFtdcMoneyType ExchMargin;
- ///交易所多头保证金
- TThostFtdcMoneyType LongExchMargin;
- ///交易所空头保证金
- TThostFtdcMoneyType ShortExchMargin;
- ///平仓盈亏
- TThostFtdcMoneyType CloseProfit;
- ///冻结的手续费
- TThostFtdcMoneyType FrozenCommission;
- ///手续费
- TThostFtdcMoneyType Commission;
- ///冻结的资金
- TThostFtdcMoneyType FrozenCash;
- ///资金差额
- TThostFtdcMoneyType CashIn;
- ///持仓盈亏
- TThostFtdcMoneyType PositionProfit;
- ///折抵总金额
- TThostFtdcMoneyType OffsetAmount;
- ///多头折抵总金额
- TThostFtdcMoneyType LongOffsetAmount;
- ///空头折抵总金额
- TThostFtdcMoneyType ShortOffsetAmount;
- ///交易所折抵总金额
- TThostFtdcMoneyType ExchOffsetAmount;
- ///交易所多头折抵总金额
- TThostFtdcMoneyType LongExchOffsetAmount;
- ///交易所空头折抵总金额
- TThostFtdcMoneyType ShortExchOffsetAmount;
- ///投机套保标志
- TThostFtdcHedgeFlagType HedgeFlag;
- };
- ///转帐开户请求
- struct CThostFtdcReqOpenAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///性别
- TThostFtdcGenderType Gender;
- ///国家代码
- TThostFtdcCountryCodeType CountryCode;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///地址
- TThostFtdcAddressType Address;
- ///邮编
- TThostFtdcZipCodeType ZipCode;
- ///电话号码
- TThostFtdcTelephoneType Telephone;
- ///手机
- TThostFtdcMobilePhoneType MobilePhone;
- ///传真
- TThostFtdcFaxType Fax;
- ///电子邮件
- TThostFtdcEMailType EMail;
- ///资金账户状态
- TThostFtdcMoneyAccountStatusType MoneyAccountStatus;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///汇钞标志
- TThostFtdcCashExchangeCodeType CashExchangeCode;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///交易ID
- TThostFtdcTIDType TID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- };
- ///转帐销户请求
- struct CThostFtdcReqCancelAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///性别
- TThostFtdcGenderType Gender;
- ///国家代码
- TThostFtdcCountryCodeType CountryCode;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///地址
- TThostFtdcAddressType Address;
- ///邮编
- TThostFtdcZipCodeType ZipCode;
- ///电话号码
- TThostFtdcTelephoneType Telephone;
- ///手机
- TThostFtdcMobilePhoneType MobilePhone;
- ///传真
- TThostFtdcFaxType Fax;
- ///电子邮件
- TThostFtdcEMailType EMail;
- ///资金账户状态
- TThostFtdcMoneyAccountStatusType MoneyAccountStatus;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///汇钞标志
- TThostFtdcCashExchangeCodeType CashExchangeCode;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///交易ID
- TThostFtdcTIDType TID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- };
- ///变更银行账户请求
- struct CThostFtdcReqChangeAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///性别
- TThostFtdcGenderType Gender;
- ///国家代码
- TThostFtdcCountryCodeType CountryCode;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///地址
- TThostFtdcAddressType Address;
- ///邮编
- TThostFtdcZipCodeType ZipCode;
- ///电话号码
- TThostFtdcTelephoneType Telephone;
- ///手机
- TThostFtdcMobilePhoneType MobilePhone;
- ///传真
- TThostFtdcFaxType Fax;
- ///电子邮件
- TThostFtdcEMailType EMail;
- ///资金账户状态
- TThostFtdcMoneyAccountStatusType MoneyAccountStatus;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///新银行帐号
- TThostFtdcBankAccountType NewBankAccount;
- ///新银行密码
- TThostFtdcPasswordType NewBankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易ID
- TThostFtdcTIDType TID;
- ///摘要
- TThostFtdcDigestType Digest;
- };
- ///转账请求
- struct CThostFtdcReqTransferField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///转帐金额
- TThostFtdcTradeAmountType TradeAmount;
- ///期货可取金额
- TThostFtdcTradeAmountType FutureFetchAmount;
- ///费用支付标志
- TThostFtdcFeePayFlagType FeePayFlag;
- ///应收客户费用
- TThostFtdcCustFeeType CustFee;
- ///应收期货公司费用
- TThostFtdcFutureFeeType BrokerFee;
- ///发送方给接收方的消息
- TThostFtdcAddInfoType Message;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///转账交易状态
- TThostFtdcTransferStatusType TransferStatus;
- };
- ///银行发起银行资金转期货响应
- struct CThostFtdcRspTransferField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///转帐金额
- TThostFtdcTradeAmountType TradeAmount;
- ///期货可取金额
- TThostFtdcTradeAmountType FutureFetchAmount;
- ///费用支付标志
- TThostFtdcFeePayFlagType FeePayFlag;
- ///应收客户费用
- TThostFtdcCustFeeType CustFee;
- ///应收期货公司费用
- TThostFtdcFutureFeeType BrokerFee;
- ///发送方给接收方的消息
- TThostFtdcAddInfoType Message;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///转账交易状态
- TThostFtdcTransferStatusType TransferStatus;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///冲正请求
- struct CThostFtdcReqRepealField
- {
- ///冲正时间间隔
- TThostFtdcRepealTimeIntervalType RepealTimeInterval;
- ///已经冲正次数
- TThostFtdcRepealedTimesType RepealedTimes;
- ///银行冲正标志
- TThostFtdcBankRepealFlagType BankRepealFlag;
- ///期商冲正标志
- TThostFtdcBrokerRepealFlagType BrokerRepealFlag;
- ///被冲正平台流水号
- TThostFtdcPlateSerialType PlateRepealSerial;
- ///被冲正银行流水号
- TThostFtdcBankSerialType BankRepealSerial;
- ///被冲正期货流水号
- TThostFtdcFutureSerialType FutureRepealSerial;
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///转帐金额
- TThostFtdcTradeAmountType TradeAmount;
- ///期货可取金额
- TThostFtdcTradeAmountType FutureFetchAmount;
- ///费用支付标志
- TThostFtdcFeePayFlagType FeePayFlag;
- ///应收客户费用
- TThostFtdcCustFeeType CustFee;
- ///应收期货公司费用
- TThostFtdcFutureFeeType BrokerFee;
- ///发送方给接收方的消息
- TThostFtdcAddInfoType Message;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///转账交易状态
- TThostFtdcTransferStatusType TransferStatus;
- };
- ///冲正响应
- struct CThostFtdcRspRepealField
- {
- ///冲正时间间隔
- TThostFtdcRepealTimeIntervalType RepealTimeInterval;
- ///已经冲正次数
- TThostFtdcRepealedTimesType RepealedTimes;
- ///银行冲正标志
- TThostFtdcBankRepealFlagType BankRepealFlag;
- ///期商冲正标志
- TThostFtdcBrokerRepealFlagType BrokerRepealFlag;
- ///被冲正平台流水号
- TThostFtdcPlateSerialType PlateRepealSerial;
- ///被冲正银行流水号
- TThostFtdcBankSerialType BankRepealSerial;
- ///被冲正期货流水号
- TThostFtdcFutureSerialType FutureRepealSerial;
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///转帐金额
- TThostFtdcTradeAmountType TradeAmount;
- ///期货可取金额
- TThostFtdcTradeAmountType FutureFetchAmount;
- ///费用支付标志
- TThostFtdcFeePayFlagType FeePayFlag;
- ///应收客户费用
- TThostFtdcCustFeeType CustFee;
- ///应收期货公司费用
- TThostFtdcFutureFeeType BrokerFee;
- ///发送方给接收方的消息
- TThostFtdcAddInfoType Message;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///转账交易状态
- TThostFtdcTransferStatusType TransferStatus;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///查询账户信息请求
- struct CThostFtdcReqQueryAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- };
- ///查询账户信息响应
- struct CThostFtdcRspQueryAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///银行可用金额
- TThostFtdcTradeAmountType BankUseAmount;
- ///银行可取金额
- TThostFtdcTradeAmountType BankFetchAmount;
- };
- ///期商签到签退
- struct CThostFtdcFutureSignIOField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- };
- ///期商签到响应
- struct CThostFtdcRspFutureSignInField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- ///PIN密钥
- TThostFtdcPasswordKeyType PinKey;
- ///MAC密钥
- TThostFtdcPasswordKeyType MacKey;
- };
- ///期商签退请求
- struct CThostFtdcReqFutureSignOutField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- };
- ///期商签退响应
- struct CThostFtdcRspFutureSignOutField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///查询指定流水号的交易结果请求
- struct CThostFtdcReqQueryTradeResultBySerialField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///流水号
- TThostFtdcSerialType Reference;
- ///本流水号发布者的机构类型
- TThostFtdcInstitutionTypeType RefrenceIssureType;
- ///本流水号发布者机构编码
- TThostFtdcOrganCodeType RefrenceIssure;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///转帐金额
- TThostFtdcTradeAmountType TradeAmount;
- ///摘要
- TThostFtdcDigestType Digest;
- };
- ///查询指定流水号的交易结果响应
- struct CThostFtdcRspQueryTradeResultBySerialField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- ///流水号
- TThostFtdcSerialType Reference;
- ///本流水号发布者的机构类型
- TThostFtdcInstitutionTypeType RefrenceIssureType;
- ///本流水号发布者机构编码
- TThostFtdcOrganCodeType RefrenceIssure;
- ///原始返回代码
- TThostFtdcReturnCodeType OriginReturnCode;
- ///原始返回码描述
- TThostFtdcDescrInfoForReturnCodeType OriginDescrInfoForReturnCode;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///转帐金额
- TThostFtdcTradeAmountType TradeAmount;
- ///摘要
- TThostFtdcDigestType Digest;
- };
- ///日终文件就绪请求
- struct CThostFtdcReqDayEndFileReadyField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///文件业务功能
- TThostFtdcFileBusinessCodeType FileBusinessCode;
- ///摘要
- TThostFtdcDigestType Digest;
- };
- ///返回结果
- struct CThostFtdcReturnResultField
- {
- ///返回代码
- TThostFtdcReturnCodeType ReturnCode;
- ///返回码描述
- TThostFtdcDescrInfoForReturnCodeType DescrInfoForReturnCode;
- };
- ///验证期货资金密码
- struct CThostFtdcVerifyFuturePasswordField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///验证客户信息
- struct CThostFtdcVerifyCustInfoField
- {
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- };
- ///验证期货资金密码和客户信息
- struct CThostFtdcVerifyFuturePasswordAndCustInfoField
- {
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///验证期货资金密码和客户信息
- struct CThostFtdcDepositResultInformField
- {
- ///出入金流水号,该流水号为银期报盘返回的流水号
- TThostFtdcDepositSeqNoType DepositSeqNo;
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///入金金额
- TThostFtdcMoneyType Deposit;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///返回代码
- TThostFtdcReturnCodeType ReturnCode;
- ///返回码描述
- TThostFtdcDescrInfoForReturnCodeType DescrInfoForReturnCode;
- };
- ///交易核心向银期报盘发出密钥同步请求
- struct CThostFtdcReqSyncKeyField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///交易核心给银期报盘的消息
- TThostFtdcAddInfoType Message;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- };
- ///交易核心向银期报盘发出密钥同步响应
- struct CThostFtdcRspSyncKeyField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///交易核心给银期报盘的消息
- TThostFtdcAddInfoType Message;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///查询账户信息通知
- struct CThostFtdcNotifyQueryAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///银行可用金额
- TThostFtdcTradeAmountType BankUseAmount;
- ///银行可取金额
- TThostFtdcTradeAmountType BankFetchAmount;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///银期转账交易流水表
- struct CThostFtdcTransferSerialField
- {
- ///平台流水号
- TThostFtdcPlateSerialType PlateSerial;
- ///交易发起方日期
- TThostFtdcTradeDateType TradeDate;
- ///交易日期
- TThostFtdcDateType TradingDay;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///交易代码
- TThostFtdcTradeCodeType TradeCode;
- ///会话编号
- TThostFtdcSessionIDType SessionID;
- ///银行编码
- TThostFtdcBankIDType BankID;
- ///银行分支机构编码
- TThostFtdcBankBrchIDType BankBranchID;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///期货公司编码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///期货公司帐号类型
- TThostFtdcFutureAccTypeType FutureAccType;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///投资者代码
- TThostFtdcInvestorIDType InvestorID;
- ///期货公司流水号
- TThostFtdcFutureSerialType FutureSerial;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///交易金额
- TThostFtdcTradeAmountType TradeAmount;
- ///应收客户费用
- TThostFtdcCustFeeType CustFee;
- ///应收期货公司费用
- TThostFtdcFutureFeeType BrokerFee;
- ///有效标志
- TThostFtdcAvailabilityFlagType AvailabilityFlag;
- ///操作员
- TThostFtdcOperatorCodeType OperatorCode;
- ///新银行帐号
- TThostFtdcBankAccountType BankNewAccount;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///请求查询转帐流水
- struct CThostFtdcQryTransferSerialField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///银行编码
- TThostFtdcBankIDType BankID;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///期商签到通知
- struct CThostFtdcNotifyFutureSignInField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- ///PIN密钥
- TThostFtdcPasswordKeyType PinKey;
- ///MAC密钥
- TThostFtdcPasswordKeyType MacKey;
- };
- ///期商签退通知
- struct CThostFtdcNotifyFutureSignOutField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///交易核心向银期报盘发出密钥同步处理结果的通知
- struct CThostFtdcNotifySyncKeyField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///交易核心给银期报盘的消息
- TThostFtdcAddInfoType Message;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///请求编号
- TThostFtdcRequestIDType RequestID;
- ///交易ID
- TThostFtdcTIDType TID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///请求查询银期签约关系
- struct CThostFtdcQryAccountregisterField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///银行编码
- TThostFtdcBankIDType BankID;
- ///银行分支机构编码
- TThostFtdcBankBrchIDType BankBranchID;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///客户开销户信息表
- struct CThostFtdcAccountregisterField
- {
- ///交易日期
- TThostFtdcTradeDateType TradeDay;
- ///银行编码
- TThostFtdcBankIDType BankID;
- ///银行分支机构编码
- TThostFtdcBankBrchIDType BankBranchID;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///期货公司编码
- TThostFtdcBrokerIDType BrokerID;
- ///期货公司分支机构编码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///开销户类别
- TThostFtdcOpenOrDestroyType OpenOrDestroy;
- ///签约日期
- TThostFtdcTradeDateType RegDate;
- ///解约日期
- TThostFtdcTradeDateType OutDate;
- ///交易ID
- TThostFtdcTIDType TID;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- };
- ///银期开户信息
- struct CThostFtdcOpenAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///性别
- TThostFtdcGenderType Gender;
- ///国家代码
- TThostFtdcCountryCodeType CountryCode;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///地址
- TThostFtdcAddressType Address;
- ///邮编
- TThostFtdcZipCodeType ZipCode;
- ///电话号码
- TThostFtdcTelephoneType Telephone;
- ///手机
- TThostFtdcMobilePhoneType MobilePhone;
- ///传真
- TThostFtdcFaxType Fax;
- ///电子邮件
- TThostFtdcEMailType EMail;
- ///资金账户状态
- TThostFtdcMoneyAccountStatusType MoneyAccountStatus;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///汇钞标志
- TThostFtdcCashExchangeCodeType CashExchangeCode;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///交易ID
- TThostFtdcTIDType TID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///银期销户信息
- struct CThostFtdcCancelAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///性别
- TThostFtdcGenderType Gender;
- ///国家代码
- TThostFtdcCountryCodeType CountryCode;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///地址
- TThostFtdcAddressType Address;
- ///邮编
- TThostFtdcZipCodeType ZipCode;
- ///电话号码
- TThostFtdcTelephoneType Telephone;
- ///手机
- TThostFtdcMobilePhoneType MobilePhone;
- ///传真
- TThostFtdcFaxType Fax;
- ///电子邮件
- TThostFtdcEMailType EMail;
- ///资金账户状态
- TThostFtdcMoneyAccountStatusType MoneyAccountStatus;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///汇钞标志
- TThostFtdcCashExchangeCodeType CashExchangeCode;
- ///摘要
- TThostFtdcDigestType Digest;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///渠道标志
- TThostFtdcDeviceIDType DeviceID;
- ///期货单位帐号类型
- TThostFtdcBankAccTypeType BankSecuAccType;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///期货单位帐号
- TThostFtdcBankAccountType BankSecuAcc;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易柜员
- TThostFtdcOperNoType OperNo;
- ///交易ID
- TThostFtdcTIDType TID;
- ///用户标识
- TThostFtdcUserIDType UserID;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///银期变更银行账号信息
- struct CThostFtdcChangeAccountField
- {
- ///业务功能码
- TThostFtdcTradeCodeType TradeCode;
- ///银行代码
- TThostFtdcBankIDType BankID;
- ///银行分支机构代码
- TThostFtdcBankBrchIDType BankBranchID;
- ///期商代码
- TThostFtdcBrokerIDType BrokerID;
- ///期商分支机构代码
- TThostFtdcFutureBranchIDType BrokerBranchID;
- ///交易日期
- TThostFtdcTradeDateType TradeDate;
- ///交易时间
- TThostFtdcTradeTimeType TradeTime;
- ///银行流水号
- TThostFtdcBankSerialType BankSerial;
- ///交易系统日期
- TThostFtdcTradeDateType TradingDay;
- ///银期平台消息流水号
- TThostFtdcSerialType PlateSerial;
- ///最后分片标志
- TThostFtdcLastFragmentType LastFragment;
- ///会话号
- TThostFtdcSessionIDType SessionID;
- ///客户姓名
- TThostFtdcIndividualNameType CustomerName;
- ///证件类型
- TThostFtdcIdCardTypeType IdCardType;
- ///证件号码
- TThostFtdcIdentifiedCardNoType IdentifiedCardNo;
- ///性别
- TThostFtdcGenderType Gender;
- ///国家代码
- TThostFtdcCountryCodeType CountryCode;
- ///客户类型
- TThostFtdcCustTypeType CustType;
- ///地址
- TThostFtdcAddressType Address;
- ///邮编
- TThostFtdcZipCodeType ZipCode;
- ///电话号码
- TThostFtdcTelephoneType Telephone;
- ///手机
- TThostFtdcMobilePhoneType MobilePhone;
- ///传真
- TThostFtdcFaxType Fax;
- ///电子邮件
- TThostFtdcEMailType EMail;
- ///资金账户状态
- TThostFtdcMoneyAccountStatusType MoneyAccountStatus;
- ///银行帐号
- TThostFtdcBankAccountType BankAccount;
- ///银行密码
- TThostFtdcPasswordType BankPassWord;
- ///新银行帐号
- TThostFtdcBankAccountType NewBankAccount;
- ///新银行密码
- TThostFtdcPasswordType NewBankPassWord;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///期货密码
- TThostFtdcPasswordType Password;
- ///银行帐号类型
- TThostFtdcBankAccTypeType BankAccType;
- ///安装编号
- TThostFtdcInstallIDType InstallID;
- ///验证客户证件号码标志
- TThostFtdcYesNoIndicatorType VerifyCertNoFlag;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- ///期货公司银行编码
- TThostFtdcBankCodingForFutureType BrokerIDByBank;
- ///银行密码标志
- TThostFtdcPwdFlagType BankPwdFlag;
- ///期货资金密码核对标志
- TThostFtdcPwdFlagType SecuPwdFlag;
- ///交易ID
- TThostFtdcTIDType TID;
- ///摘要
- TThostFtdcDigestType Digest;
- ///错误代码
- TThostFtdcErrorIDType ErrorID;
- ///错误信息
- TThostFtdcErrorMsgType ErrorMsg;
- };
- ///二级代理操作员银期权限
- struct CThostFtdcSecAgentACIDMapField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///资金账户
- TThostFtdcAccountIDType AccountID;
- ///币种
- TThostFtdcCurrencyIDType CurrencyID;
- ///境外中介机构资金帐号
- TThostFtdcAccountIDType BrokerSecAgentID;
- };
- ///二级代理操作员银期权限查询
- struct CThostFtdcQrySecAgentACIDMapField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///资金账户
- TThostFtdcAccountIDType AccountID;
- ///币种
- TThostFtdcCurrencyIDType CurrencyID;
- };
- ///灾备中心交易权限
- struct CThostFtdcUserRightsAssignField
- {
- ///应用单元代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///交易中心代码
- TThostFtdcDRIdentityIDType DRIdentityID;
- };
- ///经济公司是否有在本标示的交易权限
- struct CThostFtdcBrokerUserRightAssignField
- {
- ///应用单元代码
- TThostFtdcBrokerIDType BrokerID;
- ///交易中心代码
- TThostFtdcDRIdentityIDType DRIdentityID;
- ///能否交易
- TThostFtdcBoolType Tradeable;
- };
- ///灾备交易转换报文
- struct CThostFtdcDRTransferField
- {
- ///原交易中心代码
- TThostFtdcDRIdentityIDType OrigDRIdentityID;
- ///目标交易中心代码
- TThostFtdcDRIdentityIDType DestDRIdentityID;
- ///原应用单元代码
- TThostFtdcBrokerIDType OrigBrokerID;
- ///目标易用单元代码
- TThostFtdcBrokerIDType DestBrokerID;
- };
- ///Fens用户信息
- struct CThostFtdcFensUserInfoField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- ///登录模式
- TThostFtdcLoginModeType LoginMode;
- };
- ///当前银期所属交易中心
- struct CThostFtdcCurrTransferIdentityField
- {
- ///交易中心代码
- TThostFtdcDRIdentityIDType IdentityID;
- };
- ///禁止登录用户
- struct CThostFtdcLoginForbiddenUserField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///查询禁止登录用户
- struct CThostFtdcQryLoginForbiddenUserField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///用户代码
- TThostFtdcUserIDType UserID;
- };
- ///UDP组播组信息
- struct CThostFtdcMulticastGroupInfoField
- {
- ///组播组IP地址
- TThostFtdcIPAddressType GroupIP;
- ///组播组IP端口
- TThostFtdcIPPortType GroupPort;
- ///源地址
- TThostFtdcIPAddressType SourceIP;
- };
- ///资金账户基本准备金
- struct CThostFtdcTradingAccountReserveField
- {
- ///经纪公司代码
- TThostFtdcBrokerIDType BrokerID;
- ///投资者帐号
- TThostFtdcAccountIDType AccountID;
- ///基本准备金
- TThostFtdcMoneyType Reserve;
- ///币种代码
- TThostFtdcCurrencyIDType CurrencyID;
- };
- #endif
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