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SecurityFtdcUserApiStruct.h
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2580 lines (2448 loc) · 60.1 KB
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/////////////////////////////////////////////////////////////////////////
///@company shanghai liber information Technology Co.,Ltd
///@file SecurityFtdcUserApiStruct.h
///@brief 定义业务数据结构
/////////////////////////////////////////////////////////////////////////
#if !defined(SECURITY_FTDCSTRUCT_H)
#define SECURITY_FTDCSTRUCT_H
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "SecurityFtdcUserApiDataType.h"
///响应信息
struct CSecurityFtdcRspInfoField
{
///错误代码
TSecurityFtdcErrorIDType ErrorID;
///错误信息
TSecurityFtdcErrorMsgType ErrorMsg;
};
///交易所
struct CSecurityFtdcExchangeField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///交易所名称
TSecurityFtdcExchangeNameType ExchangeName;
///交易所属性
TSecurityFtdcExchangePropertyType ExchangeProperty;
};
///产品
struct CSecurityFtdcProductField
{
///产品代码
TSecurityFtdcInstrumentIDType ProductID;
///产品名称
TSecurityFtdcProductNameType ProductName;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///产品类型
TSecurityFtdcProductClassType ProductClass;
///合约数量乘数
TSecurityFtdcVolumeMultipleType VolumeMultiple;
///最小变动价位
TSecurityFtdcPriceType PriceTick;
///市价单最大下单量
TSecurityFtdcVolumeType MaxMarketOrderVolume;
///市价单最小下单量
TSecurityFtdcVolumeType MinMarketOrderVolume;
///限价单最大下单量
TSecurityFtdcVolumeType MaxLimitOrderVolume;
///限价单最小下单量
TSecurityFtdcVolumeType MinLimitOrderVolume;
///持仓类型
TSecurityFtdcPositionTypeType PositionType;
///持仓日期类型
TSecurityFtdcPositionDateTypeType PositionDateType;
///ETF最小交易单位
TSecurityFtdcVolumeType EFTMinTradeVolume;
};
///合约
struct CSecurityFtdcInstrumentField
{
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约名称
TSecurityFtdcInstrumentNameType InstrumentName;
///合约在交易所的代码
TSecurityFtdcExchangeInstIDType ExchangeInstID;
///产品代码
TSecurityFtdcInstrumentIDType ProductID;
///产品类型
TSecurityFtdcProductClassType ProductClass;
///交割年份
TSecurityFtdcYearType DeliveryYear;
///交割月
TSecurityFtdcMonthType DeliveryMonth;
///市价单最大下单量
TSecurityFtdcVolumeType MaxMarketOrderVolume;
///市价单最小下单量
TSecurityFtdcVolumeType MinMarketOrderVolume;
///限价单最大下单量
TSecurityFtdcVolumeType MaxLimitOrderVolume;
///限价单最小下单量
TSecurityFtdcVolumeType MinLimitOrderVolume;
///合约数量乘数
TSecurityFtdcVolumeMultipleType VolumeMultiple;
///最小变动价位
TSecurityFtdcPriceType PriceTick;
///创建日
TSecurityFtdcDateType CreateDate;
///上市日
TSecurityFtdcDateType OpenDate;
///到期日
TSecurityFtdcDateType ExpireDate;
///开始交割日
TSecurityFtdcDateType StartDelivDate;
///结束交割日
TSecurityFtdcDateType EndDelivDate;
///合约生命周期状态
TSecurityFtdcInstLifePhaseType InstLifePhase;
///当前是否交易
TSecurityFtdcBoolType IsTrading;
///持仓类型
TSecurityFtdcPositionTypeType PositionType;
///报单能否撤单
TSecurityFtdcBoolType OrderCanBeWithdraw;
///最小买下单单位
TSecurityFtdcVolumeType MinBuyVolume;
///最小卖下单单位
TSecurityFtdcVolumeType MinSellVolume;
///股票权限模版代码
TSecurityFtdcRightModelIDType RightModelID;
///持仓交易类型
TSecurityFtdcPosTradeTypeType PosTradeType;
///市场代码
TSecurityFtdcInstrumentIDType MarketID;
///期权执行价格
TSecurityFtdcPriceType ExecPrice;
///期权单手保证金
TSecurityFtdcMoneyType UnitMargin;
///合约类型
TSecurityFtdcInstrumentTypeType InstrumentType;
///期权保证金参数1
TSecurityFtdcRatioType OptionsMarginParam1;
///期权保证金参数2
TSecurityFtdcRatioType OptionsMarginParam2;
};
///经纪公司
struct CSecurityFtdcBrokerField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///经纪公司简称
TSecurityFtdcBrokerAbbrType BrokerAbbr;
///经纪公司名称
TSecurityFtdcBrokerNameType BrokerName;
///是否活跃
TSecurityFtdcBoolType IsActive;
};
///会员编码和经纪公司编码对照表
struct CSecurityFtdcPartBrokerField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///会员代码
TSecurityFtdcParticipantIDType ParticipantID;
///是否活跃
TSecurityFtdcBoolType IsActive;
};
///投资者
struct CSecurityFtdcInvestorField
{
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者分组代码
TSecurityFtdcInvestorIDType InvestorGroupID;
///投资者名称
TSecurityFtdcPartyNameType InvestorName;
///证件类型
TSecurityFtdcIdCardTypeType IdentifiedCardType;
///证件号码
TSecurityFtdcIdentifiedCardNoType IdentifiedCardNo;
///是否活跃
TSecurityFtdcBoolType IsActive;
///上海营业部编号
TSecurityFtdcTraderIDType SHBranchID;
///深圳营业部编号
TSecurityFtdcTraderIDType SZBranchID;
///所属结算系统类型
TSecurityFtdcSettleSystemTypeType SettleSystemType;
///投资者期权交易等级
TSecurityFtdcInvestorLevelType InvestorLevel;
};
///交易编码
struct CSecurityFtdcTradingCodeField
{
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///客户代码
TSecurityFtdcClientIDType ClientID;
///是否活跃
TSecurityFtdcBoolType IsActive;
///AccountID
TSecurityFtdcAccountIDType AccountID;
///交易单元号
TSecurityFtdcTraderIDType PBU;
///ClientType
TSecurityFtdcClientTypeType ClientType;
};
///管理用户
struct CSecurityFtdcSuperUserField
{
///用户代码
TSecurityFtdcUserIDType UserID;
///用户名称
TSecurityFtdcUserNameType UserName;
///密码
TSecurityFtdcPasswordType Password;
///是否活跃
TSecurityFtdcBoolType IsActive;
};
///管理用户功能权限
struct CSecurityFtdcSuperUserFunctionField
{
///用户代码
TSecurityFtdcUserIDType UserID;
///功能代码
TSecurityFtdcFunctionCodeType FunctionCode;
};
///经纪公司用户
struct CSecurityFtdcBrokerUserField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///用户代码
TSecurityFtdcUserIDType UserID;
///用户名称
TSecurityFtdcUserNameType UserName;
///用户类型
TSecurityFtdcUserTypeType UserType;
///是否活跃
TSecurityFtdcBoolType IsActive;
///是否使用令牌
TSecurityFtdcBoolType IsUsingOTP;
};
///经纪公司用户功能权限
struct CSecurityFtdcBrokerUserFunctionField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///用户代码
TSecurityFtdcUserIDType UserID;
///经纪公司功能代码
TSecurityFtdcBrokerFunctionCodeType BrokerFunctionCode;
};
///资金账户
struct CSecurityFtdcTradingAccountField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者帐号
TSecurityFtdcAccountIDType AccountID;
///上次质押金额
TSecurityFtdcMoneyType PreMortgage;
///上次信用额度
TSecurityFtdcMoneyType PreCredit;
///上次存款额
TSecurityFtdcMoneyType PreDeposit;
///上次结算准备金
TSecurityFtdcMoneyType PreBalance;
///上次占用的保证金
TSecurityFtdcMoneyType PreMargin;
///利息基数
TSecurityFtdcMoneyType InterestBase;
///利息收入
TSecurityFtdcMoneyType Interest;
///入金金额
TSecurityFtdcMoneyType Deposit;
///出金金额
TSecurityFtdcMoneyType Withdraw;
///冻结的保证金
TSecurityFtdcMoneyType FrozenMargin;
///冻结的资金
TSecurityFtdcMoneyType FrozenCash;
///冻结的手续费
TSecurityFtdcMoneyType FrozenCommission;
///当前保证金总额
TSecurityFtdcMoneyType CurrMargin;
///资金差额
TSecurityFtdcMoneyType CashIn;
///手续费
TSecurityFtdcMoneyType Commission;
///结算准备金
TSecurityFtdcMoneyType Balance;
///现金
TSecurityFtdcMoneyType Available;
///可取资金
TSecurityFtdcMoneyType WithdrawQuota;
///基本准备金
TSecurityFtdcMoneyType Reserve;
///交易日
TSecurityFtdcDateType TradingDay;
///保证金可用余额
TSecurityFtdcMoneyType Credit;
///质押金额
TSecurityFtdcMoneyType Mortgage;
///交易所保证金
TSecurityFtdcMoneyType ExchangeMargin;
///投资者交割保证金
TSecurityFtdcMoneyType DeliveryMargin;
///交易所交割保证金
TSecurityFtdcMoneyType ExchangeDeliveryMargin;
///冻结的过户费
TSecurityFtdcMoneyType FrozenTransferFee;
///冻结的印花税
TSecurityFtdcMoneyType FrozenStampTax;
///过户费
TSecurityFtdcMoneyType TransferFee;
///印花税
TSecurityFtdcMoneyType StampTax;
///折算金额
TSecurityFtdcMoneyType ConversionAmount;
///授信额度
TSecurityFtdcMoneyType CreditAmount;
///证券总价值
TSecurityFtdcMoneyType StockValue;
///国债回购占用资金
TSecurityFtdcMoneyType BondRepurchaseAmount;
///国债逆回购占用资金
TSecurityFtdcMoneyType ReverseRepurchaseAmount;
///币种
TSecurityFtdcCurrencyCodeType CurrencyCode;
///账户类型
TSecurityFtdcAccountTypeType AccountType;
///融资买入金额
TSecurityFtdcMoneyType MarginTradeAmount;
///融券卖出金额
TSecurityFtdcMoneyType ShortSellAmount;
///融资持仓盈亏
TSecurityFtdcMoneyType MarginTradeProfit;
///融券持仓盈亏
TSecurityFtdcMoneyType ShortSellProfit;
///融券总市值
TSecurityFtdcMoneyType SSStockValue;
///维持担保比例
TSecurityFtdcRatioType CreditRatio;
///行权冻结资金
TSecurityFtdcMoneyType FrozenExecCash;
///期权买入资金(SSE)
TSecurityFtdcMoneyType SSEOptionsBuyAmount;
///期权买入冻结资金(SSE)
TSecurityFtdcMoneyType SSEOptionsBuyFrozenAmount;
///结算保证金总额
TSecurityFtdcMoneyType SettleMargin;
};
///禁止登录用户
struct CSecurityFtdcLoginForbiddenUserField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///用户代码
TSecurityFtdcUserIDType UserID;
};
///深度行情
struct CSecurityFtdcDepthMarketDataField
{
///交易日
TSecurityFtdcDateType TradingDay;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约在交易所的代码
TSecurityFtdcExchangeInstIDType ExchangeInstID;
///最新价
TSecurityFtdcPriceType LastPrice;
///上次结算价
TSecurityFtdcPriceType PreSettlementPrice;
///昨收盘
TSecurityFtdcPriceType PreClosePrice;
///昨持仓量
TSecurityFtdcLargeVolumeType PreOpenInterest;
///今开盘
TSecurityFtdcPriceType OpenPrice;
///最高价
TSecurityFtdcPriceType HighestPrice;
///最低价
TSecurityFtdcPriceType LowestPrice;
///数量
TSecurityFtdcVolumeType Volume;
///成交金额
TSecurityFtdcMoneyType Turnover;
///持仓量
TSecurityFtdcLargeVolumeType OpenInterest;
///今收盘
TSecurityFtdcPriceType ClosePrice;
///本次结算价
TSecurityFtdcPriceType SettlementPrice;
///涨停板价
TSecurityFtdcPriceType UpperLimitPrice;
///跌停板价
TSecurityFtdcPriceType LowerLimitPrice;
///昨虚实度
TSecurityFtdcRatioType PreDelta;
///今虚实度
TSecurityFtdcRatioType CurrDelta;
///最后修改时间
TSecurityFtdcTimeType UpdateTime;
///最后修改毫秒
TSecurityFtdcMillisecType UpdateMillisec;
///申买价一
TSecurityFtdcPriceType BidPrice1;
///申买量一
TSecurityFtdcVolumeType BidVolume1;
///申卖价一
TSecurityFtdcPriceType AskPrice1;
///申卖量一
TSecurityFtdcVolumeType AskVolume1;
///申买价二
TSecurityFtdcPriceType BidPrice2;
///申买量二
TSecurityFtdcVolumeType BidVolume2;
///申卖价二
TSecurityFtdcPriceType AskPrice2;
///申卖量二
TSecurityFtdcVolumeType AskVolume2;
///申买价三
TSecurityFtdcPriceType BidPrice3;
///申买量三
TSecurityFtdcVolumeType BidVolume3;
///申卖价三
TSecurityFtdcPriceType AskPrice3;
///申卖量三
TSecurityFtdcVolumeType AskVolume3;
///申买价四
TSecurityFtdcPriceType BidPrice4;
///申买量四
TSecurityFtdcVolumeType BidVolume4;
///申卖价四
TSecurityFtdcPriceType AskPrice4;
///申卖量四
TSecurityFtdcVolumeType AskVolume4;
///申买价五
TSecurityFtdcPriceType BidPrice5;
///申买量五
TSecurityFtdcVolumeType BidVolume5;
///申卖价五
TSecurityFtdcPriceType AskPrice5;
///申卖量五
TSecurityFtdcVolumeType AskVolume5;
///当日均价
TSecurityFtdcPriceType AveragePrice;
///业务日期
TSecurityFtdcDateType ActionDay;
///数量(新)
TSecurityFtdcLargeVolumeType Volume_New;
};
///投资者合约交易权限
struct CSecurityFtdcInstrumentTradingRightField
{
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///投资者范围
TSecurityFtdcInvestorRangeType InvestorRange;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///买卖
TSecurityFtdcDirectionType Direction;
///交易权限
TSecurityFtdcTradingRightType TradingRight;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///股票权限分类
TSecurityFtdcInstrumentRangeType InstrumentRange;
};
///投资者持仓明细
struct CSecurityFtdcInvestorPositionDetailField
{
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///投机套保标志
TSecurityFtdcHedgeFlagType HedgeFlag;
///买卖
TSecurityFtdcDirectionType Direction;
///开仓日期
TSecurityFtdcDateType OpenDate;
///成交编号
TSecurityFtdcTradeIDType TradeID;
///数量
TSecurityFtdcVolumeType Volume;
///开仓价
TSecurityFtdcPriceType OpenPrice;
///交易日
TSecurityFtdcDateType TradingDay;
///成交类型
TSecurityFtdcTradeTypeType TradeType;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///投资者保证金
TSecurityFtdcMoneyType Margin;
///交易所保证金
TSecurityFtdcMoneyType ExchMargin;
///昨结算价
TSecurityFtdcPriceType LastSettlementPrice;
///结算价
TSecurityFtdcPriceType SettlementPrice;
///平仓量
TSecurityFtdcVolumeType CloseVolume;
///平仓金额
TSecurityFtdcMoneyType CloseAmount;
///过户费
TSecurityFtdcMoneyType TransferFee;
///印花税
TSecurityFtdcMoneyType StampTax;
///手续费
TSecurityFtdcMoneyType Commission;
///AccountID
TSecurityFtdcAccountIDType AccountID;
///质押入库数量
TSecurityFtdcVolumeType PledgeInPosition;
///质押入库冻结数量
TSecurityFtdcVolumeType PledgeInFrozenPosition;
///正回购使用的标准券数量
TSecurityFtdcVolumeType RepurchasePosition;
///融资融券金额
TSecurityFtdcMoneyType Amount;
///标的合约代码
TSecurityFtdcInstrumentIDType UnderlyingInstrumentID;
};
///债券利息
struct CSecurityFtdcBondInterestField
{
///交易日
TSecurityFtdcDateType TradingDay;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///利息
TSecurityFtdcInterestType Interest;
};
///市值配售信息
struct CSecurityFtdcMarketRationInfoField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///可配售手数
TSecurityFtdcVolumeType RationVolume;
};
///合约手续费率
struct CSecurityFtdcInstrumentCommissionRateField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///投资者范围
TSecurityFtdcInvestorRangeType InvestorRange;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///买卖方向
TSecurityFtdcDirectionType Direction;
///印花税率
TSecurityFtdcRatioType StampTaxRateByMoney;
///印花税率(按手数)
TSecurityFtdcRatioType StampTaxRateByVolume;
///过户费率
TSecurityFtdcRatioType TransferFeeRateByMoney;
///过户费率(按手数)
TSecurityFtdcRatioType TransferFeeRateByVolume;
///交易费
TSecurityFtdcRatioType TradeFeeByMoney;
///交易费(按手数)
TSecurityFtdcRatioType TradeFeeByVolume;
///交易附加费率
TSecurityFtdcRatioType MarginByMoney;
///最小交易费
TSecurityFtdcPriceType MinTradeFee;
};
///余券信息
struct CSecurityFtdcExcessStockInfoField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///余券数量
TSecurityFtdcVolumeType ExcessVolume;
///余券冻结数量
TSecurityFtdcVolumeType ExcessFrozenVolume;
};
///ETF合约
struct CSecurityFtdcETFInstrumentField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///ETF证券代码
TSecurityFtdcInstrumentIDType ETFInstrumentID;
///ETF对应申赎代码
TSecurityFtdcInstrumentIDType ETFPurRedInstrumentID;
///最小申购赎回单位对应的ETF份数
TSecurityFtdcVolumeType CreationRedemptionUnit;
///最大现金替代比例
TSecurityFtdcRatioType Maxcashratio;
///基金当天申购赎回状态
TSecurityFtdcCreationredemptionStatusType Creationredemption;
///预估金额
TSecurityFtdcMoneyType EstimateCashComponent;
};
///ETF股票篮
struct CSecurityFtdcETFBasketField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///ETF证券代码
TSecurityFtdcInstrumentIDType ETFInstrumentID;
///股票证券代码
TSecurityFtdcInstrumentIDType StockInstrumentID;
///股票证券名称
TSecurityFtdcInstrumentNameType StockInstrumentName;
///股票数量
TSecurityFtdcVolumeType Volume;
///替代标志
TSecurityFtdcETFCurrenceReplaceStatusType CurrenceReplaceStatus;
///溢价比例
TSecurityFtdcRatioType Premium;
///总金额
TSecurityFtdcMoneyType Amount;
};
///OF合约
struct CSecurityFtdcOFInstrumentField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///OF基金代码
TSecurityFtdcInstrumentIDType InstrumentID;
///基金当天申购赎回状态
TSecurityFtdcCreationredemptionStatusType Creationredemption;
///基金净值
TSecurityFtdcPriceType NetPrice;
};
///SF合约
struct CSecurityFtdcSFInstrumentField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///基金代码
TSecurityFtdcInstrumentIDType InstrumentID;
///SF基金代码
TSecurityFtdcInstrumentIDType SFInstrumentID;
///基金当天拆分合并状态
TSecurityFtdcSplitMergeStatusType SplitMergeStatus;
///最小拆分数量
TSecurityFtdcVolumeType MinSplitVolume;
///最小合并数量
TSecurityFtdcVolumeType MinMergeVolume;
///拆分/合并比例
TSecurityFtdcVolumeType VolumeRatio;
///基金净值
TSecurityFtdcPriceType NetPrice;
};
///合约单手保证金
struct CSecurityFtdcInstrumentUnitMarginField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///合约单手保证金
TSecurityFtdcMoneyType UnitMargin;
};
///期权资金限制参数
struct CSecurityFtdcOptionsFundLimitParamField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///最大可买金额
TSecurityFtdcMoneyType MaxBuyAmount;
};
///投资者期权持仓
struct CSecurityFtdcInvestorOptionsPositionField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者范围
TSecurityFtdcInvestorRangeType InvestorRange;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///InstrumentID
TSecurityFtdcInstrumentIDType InstrumentID;
///最大多头仓位限制
TSecurityFtdcVolumeType MaxLongPositionLimit;
///最大买开量限制
TSecurityFtdcVolumeType MaxBuyVolLimit;
///最大总仓位限制
TSecurityFtdcVolumeType MaxPositionLimit;
///多头持仓
TSecurityFtdcVolumeType LongPosition;
///空头持仓
TSecurityFtdcVolumeType ShortPosition;
///买开量
TSecurityFtdcVolumeType BuyVolume;
///买开冻结量
TSecurityFtdcVolumeType BuyFrozenVolume;
///多头冻结持仓
TSecurityFtdcVolumeType LongFrozenPosition;
///空头冻结持仓
TSecurityFtdcVolumeType ShortFrozenPosition;
};
///预交割信息
struct CSecurityFtdcPreDelivInfoField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///交割类型
TSecurityFtdcDelivTypeType DelivType;
///标的合约代码
TSecurityFtdcInstrumentIDType UnderlyingInstrumentID;
///交割数量
TSecurityFtdcVolumeType DelivVolume;
///交割金额
TSecurityFtdcMoneyType DelivAmount;
///期权执行数量
TSecurityFtdcVolumeType ExecVolume;
///买卖方向
TSecurityFtdcDirectionType Direction;
};
///可融券分配信息
struct CSecurityFtdcCreditStockAssignInfoField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///融券限量
TSecurityFtdcVolumeType LimitVolume;
///上日融券数量
TSecurityFtdcVolumeType YDVolume;
///剩余可融券数量
TSecurityFtdcVolumeType LeftVolume;
///冻结融券数量
TSecurityFtdcVolumeType FrozenVolume;
};
///可融资分配信息
struct CSecurityFtdcCreditCashAssignInfoField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///融资限额
TSecurityFtdcMoneyType LimitAmount;
///上日融资金额
TSecurityFtdcMoneyType YDAmount;
};
///证券折算率
struct CSecurityFtdcConversionRateField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///折算比率
TSecurityFtdcRatioType ConversionRate;
///当前是否支持融资交易
TSecurityFtdcBoolType IsTradingForMargin;
///当前是否支持融券交易
TSecurityFtdcBoolType IsTradingForShort;
};
///历史信用负债信息
struct CSecurityFtdcHisCreditDebtInfoField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///开仓日期
TSecurityFtdcDateType OpenDate;
///负债类型
TSecurityFtdcDirectionType Direction;
///开仓价
TSecurityFtdcPriceType OpenPrice;
///数量
TSecurityFtdcVolumeType Volume;
///融资融券金额
TSecurityFtdcMoneyType Amount;
};
///交易所交易员报盘机
struct CSecurityFtdcTraderOfferField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///交易所交易员代码
TSecurityFtdcTraderIDType BranchPBU;
///会员代码
TSecurityFtdcParticipantIDType ParticipantID;
///密码
TSecurityFtdcPasswordType Password;
///安装编号
TSecurityFtdcInstallIDType InstallID;
///本地报单编号
TSecurityFtdcOrderLocalIDType OrderLocalID;
///交易所交易员连接状态
TSecurityFtdcTraderConnectStatusType TraderConnectStatus;
///发出连接请求的日期
TSecurityFtdcDateType ConnectRequestDate;
///发出连接请求的时间
TSecurityFtdcTimeType ConnectRequestTime;
///上次报告日期
TSecurityFtdcDateType LastReportDate;
///上次报告时间
TSecurityFtdcTimeType LastReportTime;
///完成连接日期
TSecurityFtdcDateType ConnectDate;
///完成连接时间
TSecurityFtdcTimeType ConnectTime;
///启动日期
TSecurityFtdcDateType StartDate;
///启动时间
TSecurityFtdcTimeType StartTime;
///交易日
TSecurityFtdcDateType TradingDay;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
};
///交易所行情报盘机
struct CSecurityFtdcMDTraderOfferField
{
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///交易所交易员代码
TSecurityFtdcTraderIDType BranchPBU;
///会员代码
TSecurityFtdcParticipantIDType ParticipantID;
///密码
TSecurityFtdcPasswordType Password;
///安装编号
TSecurityFtdcInstallIDType InstallID;
///本地报单编号
TSecurityFtdcOrderLocalIDType OrderLocalID;
///交易所交易员连接状态
TSecurityFtdcTraderConnectStatusType TraderConnectStatus;
///发出连接请求的日期
TSecurityFtdcDateType ConnectRequestDate;
///发出连接请求的时间
TSecurityFtdcTimeType ConnectRequestTime;
///上次报告日期
TSecurityFtdcDateType LastReportDate;
///上次报告时间
TSecurityFtdcTimeType LastReportTime;
///完成连接日期
TSecurityFtdcDateType ConnectDate;
///完成连接时间
TSecurityFtdcTimeType ConnectTime;
///启动日期
TSecurityFtdcDateType StartDate;
///启动时间
TSecurityFtdcTimeType StartTime;
///交易日
TSecurityFtdcDateType TradingDay;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
};
///前置状态
struct CSecurityFtdcFrontStatusField
{
///前置编号
TSecurityFtdcFrontIDType FrontID;
///上次报告日期
TSecurityFtdcDateType LastReportDate;
///上次报告时间
TSecurityFtdcTimeType LastReportTime;
///是否活跃
TSecurityFtdcBoolType IsActive;
};
///用户会话
struct CSecurityFtdcUserSessionField
{
///前置编号
TSecurityFtdcFrontIDType FrontID;
///会话编号
TSecurityFtdcSessionIDType SessionID;
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///用户代码
TSecurityFtdcUserIDType UserID;
///登录日期
TSecurityFtdcDateType LoginDate;
///登录时间
TSecurityFtdcTimeType LoginTime;
///IP地址
TSecurityFtdcIPAddressType IPAddress;
///用户端产品信息
TSecurityFtdcProductInfoType UserProductInfo;
///接口端产品信息
TSecurityFtdcProductInfoType InterfaceProductInfo;
///协议信息
TSecurityFtdcProtocolInfoType ProtocolInfo;
///Mac地址
TSecurityFtdcMacAddressType MacAddress;
};
///报单
struct CSecurityFtdcOrderField
{
///经纪公司代码
TSecurityFtdcBrokerIDType BrokerID;
///投资者代码
TSecurityFtdcInvestorIDType InvestorID;
///合约代码
TSecurityFtdcInstrumentIDType InstrumentID;
///报单引用
TSecurityFtdcOrderRefType OrderRef;
///用户代码
TSecurityFtdcUserIDType UserID;
///交易所代码
TSecurityFtdcExchangeIDType ExchangeID;
///报单价格条件
TSecurityFtdcOrderPriceTypeType OrderPriceType;
///买卖方向
TSecurityFtdcDirectionType Direction;
///组合开平标志
TSecurityFtdcCombOffsetFlagType CombOffsetFlag;
///组合投机套保标志
TSecurityFtdcCombHedgeFlagType CombHedgeFlag;
///价格
TSecurityFtdcStockPriceType LimitPrice;
///数量
TSecurityFtdcVolumeType VolumeTotalOriginal;
///有效期类型