上期所API头文件一、ThostFtdcUserApiStruct.h---API结构体的定义及工作流程（源代码6.3.19版）
2024-05-15 17:51:55
结构体的定义及工作流程
- 一、API工作流程
- 1.1、MdApi
- 1.2、TraderApi
- 二、 ThostFtdcUserApiStruct结构体的定义
- 三、源代码
一、API工作流程
1.1、MdApi
1.创建MdSpi对象
2.调用MdApi类以Create开头的静态方法，创建MdApi对象
3.调用MdApi对象的RegisterSpi方法注册MdSpi对象的指针
4.调用MdApi对象的RegisterFront方法注册行情柜台的前置机地址
5.调用MdApi对象的Init方法初始化到前置机的连接，连接成功后会通过MdSpi对象的OnFrontConnected回调函数通知用户
6.等待连接成功的通知后，可以调用MdApi的ReqUserLogin方法登陆，登陆成功后会通过MdSpi对象的OnRspUserLogin通知用户
7.登陆成功后就可以开始订阅合约了，使用MdApi对象的SubscribeMarketData方法，传入参数为想要订阅的合约的代码
8.订阅成功后，当合约有新的行情时，会通过MdApi的OnRtnDepthMarketData回调函数通知用户
9.用户的某次请求发生错误时，会通过OnRspError通知用户。
10.MdApi同样提供了退订合约、登出的功能，一般退出程序时就直接杀进程（不太安全）
1.2、TraderApi
TraderApi和MdApi类似，以下仅仅介绍不同点
1.注册TraderSpi对象的指针后，需要调用TraderApi对象的SubscribePrivateTopic和SubscribePublicTopic方法去选择公开和私有数据流的重传方法（这一步MdApi没有）
2.对于期货柜台而言（CTP、恒生UFT期货等），在每日第一次登陆成功后需要先查询前一日的结算单，等待结算单查询结果返回后，确认结算单，才可以进行后面的操作；而证券柜台LTS无此要求
3.上一步完成后，用户可以调用ReqQryInstrument的方法查询柜台上所有可以交易的合约信息（包括代码、中文名、涨跌停、最小价位变动、合约乘数等大量细节），一般是在这里获得合约信息列表后，再去MdApi中订阅合约；经常有人问为什么在MdApi中找不到查询可供订阅的合约代码的函数，这里尤其要注意，必须通过TraderApi来获取
4.当用户的报单、成交状态发生变化时，TraderApi会自动通过OnRtnOrder、OnRtnTrade通知用户，无需额外订阅
二、 ThostFtdcUserApiStruct结构体的定义
ThostFtdcUserApiStruct.h该文件中包含了API中用到的结构体的定义，如以下代码定义了交易所报单这个结构体的构成
///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;以下省略............................三、源代码
/
///@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;///登录备注TThostFtdcLoginRemarkType LoginRemark;///终端IP端口TThostFtdcIPPortType ClientIPPort;
};///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;///App代码TThostFtdcAppIDType AppID;
};///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;///App代码TThostFtdcAppIDType AppID;///App类型TThostFtdcAppTypeType AppType;
};///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;///App代码TThostFtdcAppIDType AppID;///App类型TThostFtdcAppTypeType AppType;///终端IP地址TThostFtdcIPAddressType ClientIPAddress;
};///用户登录应答2
struct CThostFtdcRspUserLogin2Field
{///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;///随机串TThostFtdcRandomStringType RandomString;
};///银期转帐报文头
struct CThostFtdcTransferHeaderField
{///版本号，常量，1.0TThostFtdcVersionType Version;///交易代码，必填TThostFtdcTradeCodeType TradeCode;///交易日期，必填，格式：yyyymmddTThostFtdcTradeDateType TradeDate;///交易时间，必填，格式：hhmmssTThostFtdcTradeTimeType TradeTime;///发起方流水号，N/ATThostFtdcTradeSerialType 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/ATThostFtdcOperNoType OperNo;///交易设备类型，N/ATThostFtdcDeviceIDType DeviceID;///记录数，N/ATThostFtdcRecordNumType RecordNum;///会话编号，N/ATThostFtdcSessionIDType SessionID;///请求编号，N/ATThostFtdcRequestIDType 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;///交易所产品代码TThostFtdcInstrumentIDType ExchangeProductID;///合约基础商品乘数TThostFtdcUnderlyingMultipleType UnderlyingMultiple;
};///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;///基础商品代码TThostFtdcInstrumentIDType UnderlyingInstrID;///执行价TThostFtdcPriceType StrikePrice;///期权类型TThostFtdcOptionsTypeType OptionsType;///合约基础商品乘数TThostFtdcUnderlyingMultipleType UnderlyingMultiple;///组合类型TThostFtdcCombinationTypeType CombinationType;
};///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;///营业部编号TThostFtdcBranchIDType BranchID;///业务类型TThostFtdcBizTypeType BizType;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///业务类型TThostFtdcBizTypeType BizType;///延时换汇冻结金额TThostFtdcMoneyType FrozenSwap;///剩余换汇额度TThostFtdcMoneyType RemainSwap;
};///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;///执行冻结TThostFtdcVolumeType StrikeFrozen;///执行冻结金额TThostFtdcMoneyType StrikeFrozenAmount;///放弃执行冻结TThostFtdcVolumeType AbandonFrozen;///交易所代码TThostFtdcExchangeIDType ExchangeID;///执行冻结的昨仓TThostFtdcVolumeType YdStrikeFrozen;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///大商所持仓成本差值，只有大商所使用TThostFtdcMoneyType PositionCostOffset;///tas持仓手数TThostFtdcVolumeType TasPosition;///tas持仓成本TThostFtdcMoneyType TasPositionCost;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///业务类型TThostFtdcBizTypeType BizType;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///是否强制终端认证TThostFtdcBoolType IsAuthForce;
};///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;///上次修改时间TThostFtdcDateTimeType LastUpdateTime;///上次登陆时间TThostFtdcDateTimeType LastLoginTime;///密码过期时间TThostFtdcDateType ExpireDate;///弱密码过期时间TThostFtdcDateType WeakExpireDate;
};///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;///投资者帐号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///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,已弃用TThostFtdcPasswordType PasswordDeprecated;///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;///查询时是否需要流控TThostFtdcBoolType IsQryControl;///登录备注TThostFtdcLoginRemarkType LoginRemark;///密码TThostFtdcPasswordType Password;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///交易编码TThostFtdcClientIDType ClientID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///营业部编号TThostFtdcBranchIDType BranchID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///营业部编号TThostFtdcBranchIDType BranchID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///登录备注TThostFtdcLoginRemarkType LoginRemark;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///结算编号TThostFtdcSettlementIDType SettlementID;///投资者帐号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;
};///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;///延时换汇冻结金额TThostFtdcMoneyType FrozenSwap;///剩余换汇额度TThostFtdcMoneyType RemainSwap;
};///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;///执行冻结TThostFtdcVolumeType StrikeFrozen;///执行冻结金额TThostFtdcMoneyType StrikeFrozenAmount;///放弃执行冻结TThostFtdcVolumeType AbandonFrozen;///交易所代码TThostFtdcExchangeIDType ExchangeID;///执行冻结的昨仓TThostFtdcVolumeType YdStrikeFrozen;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///大商所持仓成本差值，只有大商所使用TThostFtdcMoneyType PositionCostOffset;///tas持仓手数TThostFtdcVolumeType TasPosition;///tas持仓成本TThostFtdcMoneyType TasPositionCost;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///业务类型TThostFtdcBizTypeType BizType;///投资者帐号TThostFtdcAccountIDType AccountID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///产品类型TThostFtdcProductClassType ProductClass;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///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;///投资者帐号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///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;
};///当前期权合约最小保证金
struct CThostFtdcOptionInstrMiniMarginField
{///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;///单位（手）期权合约最小保证金TThostFtdcMoneyType MinMargin;///取值方式TThostFtdcValueMethodType ValueMethod;///是否跟随交易所收取TThostFtdcBoolType IsRelative;
};///当前期权合约保证金调整系数
struct CThostFtdcOptionInstrMarginAdjustField
{///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;///投机空头保证金调整系数TThostFtdcRatioType SShortMarginRatioByMoney;///投机空头保证金调整系数TThostFtdcMoneyType SShortMarginRatioByVolume;///保值空头保证金调整系数TThostFtdcRatioType HShortMarginRatioByMoney;///保值空头保证金调整系数TThostFtdcMoneyType HShortMarginRatioByVolume;///套利空头保证金调整系数TThostFtdcRatioType AShortMarginRatioByMoney;///套利空头保证金调整系数TThostFtdcMoneyType AShortMarginRatioByVolume;///是否跟随交易所收取TThostFtdcBoolType IsRelative;///做市商空头保证金调整系数TThostFtdcRatioType MShortMarginRatioByMoney;///做市商空头保证金调整系数TThostFtdcMoneyType MShortMarginRatioByVolume;
};///当前期权合约手续费的详细内容
struct CThostFtdcOptionInstrCommRateField
{///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;///执行手续费率TThostFtdcRatioType StrikeRatioByMoney;///执行手续费TThostFtdcRatioType StrikeRatioByVolume;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///期权交易成本
struct CThostFtdcOptionInstrTradeCostField
{///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;///期权合约保证金不变部分TThostFtdcMoneyType FixedMargin;///期权合约最小保证金TThostFtdcMoneyType MiniMargin;///期权合约权利金TThostFtdcMoneyType Royalty;///交易所期权合约保证金不变部分TThostFtdcMoneyType ExchFixedMargin;///交易所期权合约最小保证金TThostFtdcMoneyType ExchMiniMargin;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///期权交易成本查询
struct CThostFtdcQryOptionInstrTradeCostField
{///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;///期权合约报价TThostFtdcPriceType InputPrice;///标的价格,填0则用昨结算价TThostFtdcPriceType UnderlyingPrice;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///期权手续费率查询
struct CThostFtdcQryOptionInstrCommRateField
{///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///股指现货指数
struct CThostFtdcIndexPriceField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///指数现货收盘价TThostFtdcPriceType ClosePrice;
};///输入的执行宣告
struct CThostFtdcInputExecOrderField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///执行宣告引用TThostFtdcOrderRefType ExecOrderRef;///用户代码TThostFtdcUserIDType UserID;///数量TThostFtdcVolumeType Volume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///开平标志TThostFtdcOffsetFlagType OffsetFlag;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///执行类型TThostFtdcActionTypeType ActionType;///保留头寸申请的持仓方向TThostFtdcPosiDirectionType PosiDirection;///期权行权后是否保留期货头寸的标记,该字段已废弃TThostFtdcExecOrderPositionFlagType ReservePositionFlag;///期权行权后生成的头寸是否自动平仓TThostFtdcExecOrderCloseFlagType CloseFlag;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///交易编码TThostFtdcClientIDType ClientID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///输入执行宣告操作
struct CThostFtdcInputExecOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///执行宣告操作引用TThostFtdcOrderActionRefType ExecOrderActionRef;///执行宣告引用TThostFtdcOrderRefType ExecOrderRef;///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;///执行宣告操作编号TThostFtdcExecOrderSysIDType ExecOrderSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///用户代码TThostFtdcUserIDType UserID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///执行宣告
struct CThostFtdcExecOrderField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///执行宣告引用TThostFtdcOrderRefType ExecOrderRef;///用户代码TThostFtdcUserIDType UserID;///数量TThostFtdcVolumeType Volume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///开平标志TThostFtdcOffsetFlagType OffsetFlag;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///执行类型TThostFtdcActionTypeType ActionType;///保留头寸申请的持仓方向TThostFtdcPosiDirectionType PosiDirection;///期权行权后是否保留期货头寸的标记,该字段已废弃TThostFtdcExecOrderPositionFlagType ReservePositionFlag;///期权行权后生成的头寸是否自动平仓TThostFtdcExecOrderCloseFlagType CloseFlag;///本地执行宣告编号TThostFtdcOrderLocalIDType ExecOrderLocalID;///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;///执行宣告提交状态TThostFtdcOrderSubmitStatusType OrderSubmitStatus;///报单提示序号TThostFtdcSequenceNoType NotifySequence;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///执行宣告编号TThostFtdcExecOrderSysIDType ExecOrderSysID;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///撤销时间TThostFtdcTimeType CancelTime;///执行结果TThostFtdcExecResultType ExecResult;///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;///操作用户代码TThostFtdcUserIDType ActiveUserID;///经纪公司报单编号TThostFtdcSequenceNoType BrokerExecOrderSeq;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///执行宣告操作
struct CThostFtdcExecOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///执行宣告操作引用TThostFtdcOrderActionRefType ExecOrderActionRef;///执行宣告引用TThostFtdcOrderRefType ExecOrderRef;///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;///执行宣告操作编号TThostFtdcExecOrderSysIDType ExecOrderSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///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;///本地执行宣告编号TThostFtdcOrderLocalIDType ExecOrderLocalID;///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;///执行类型TThostFtdcActionTypeType ActionType;///状态信息TThostFtdcErrorMsgType StatusMsg;///合约代码TThostFtdcInstrumentIDType InstrumentID;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///执行宣告查询
struct CThostFtdcQryExecOrderField
{///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;///执行宣告编号TThostFtdcExecOrderSysIDType ExecOrderSysID;///开始时间TThostFtdcTimeType InsertTimeStart;///结束时间TThostFtdcTimeType InsertTimeEnd;
};///交易所执行宣告信息
struct CThostFtdcExchangeExecOrderField
{///数量TThostFtdcVolumeType Volume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///开平标志TThostFtdcOffsetFlagType OffsetFlag;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///执行类型TThostFtdcActionTypeType ActionType;///保留头寸申请的持仓方向TThostFtdcPosiDirectionType PosiDirection;///期权行权后是否保留期货头寸的标记,该字段已废弃TThostFtdcExecOrderPositionFlagType ReservePositionFlag;///期权行权后生成的头寸是否自动平仓TThostFtdcExecOrderCloseFlagType CloseFlag;///本地执行宣告编号TThostFtdcOrderLocalIDType ExecOrderLocalID;///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;///执行宣告提交状态TThostFtdcOrderSubmitStatusType OrderSubmitStatus;///报单提示序号TThostFtdcSequenceNoType NotifySequence;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///执行宣告编号TThostFtdcExecOrderSysIDType ExecOrderSysID;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///撤销时间TThostFtdcTimeType CancelTime;///执行结果TThostFtdcExecResultType ExecResult;///结算会员编号TThostFtdcParticipantIDType ClearingPartID;///序号TThostFtdcSequenceNoType SequenceNo;///营业部编号TThostFtdcBranchIDType BranchID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///交易所执行宣告查询
struct CThostFtdcQryExchangeExecOrderField
{///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;
};///执行宣告操作查询
struct CThostFtdcQryExecOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///交易所执行宣告操作
struct CThostFtdcExchangeExecOrderActionField
{///交易所代码TThostFtdcExchangeIDType ExchangeID;///执行宣告操作编号TThostFtdcExecOrderSysIDType ExecOrderSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///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;///本地执行宣告编号TThostFtdcOrderLocalIDType ExecOrderLocalID;///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;///执行类型TThostFtdcActionTypeType ActionType;///营业部编号TThostFtdcBranchIDType BranchID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///合约在交易所的代码TThostFtdcExchangeInstIDType ExchangeInstID;///数量TThostFtdcVolumeType Volume;
};///交易所执行宣告操作查询
struct CThostFtdcQryExchangeExecOrderActionField
{///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;
};///错误执行宣告
struct CThostFtdcErrExecOrderField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///执行宣告引用TThostFtdcOrderRefType ExecOrderRef;///用户代码TThostFtdcUserIDType UserID;///数量TThostFtdcVolumeType Volume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///开平标志TThostFtdcOffsetFlagType OffsetFlag;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///执行类型TThostFtdcActionTypeType ActionType;///保留头寸申请的持仓方向TThostFtdcPosiDirectionType PosiDirection;///期权行权后是否保留期货头寸的标记,该字段已废弃TThostFtdcExecOrderPositionFlagType ReservePositionFlag;///期权行权后生成的头寸是否自动平仓TThostFtdcExecOrderCloseFlagType CloseFlag;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///交易编码TThostFtdcClientIDType ClientID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;
};///查询错误执行宣告
struct CThostFtdcQryErrExecOrderField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;
};///错误执行宣告操作
struct CThostFtdcErrExecOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///执行宣告操作引用TThostFtdcOrderActionRefType ExecOrderActionRef;///执行宣告引用TThostFtdcOrderRefType ExecOrderRef;///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;///执行宣告操作编号TThostFtdcExecOrderSysIDType ExecOrderSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///用户代码TThostFtdcUserIDType UserID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;
};///查询错误执行宣告操作
struct CThostFtdcQryErrExecOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;
};///投资者期权合约交易权限
struct CThostFtdcOptionInstrTradingRightField
{///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;///买卖方向TThostFtdcDirectionType Direction;///交易权限TThostFtdcTradingRightType TradingRight;
};///查询期权合约交易权限
struct CThostFtdcQryOptionInstrTradingRightField
{///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;
};///输入的询价
struct CThostFtdcInputForQuoteField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///询价引用TThostFtdcOrderRefType ForQuoteRef;///用户代码TThostFtdcUserIDType UserID;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///询价
struct CThostFtdcForQuoteField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///询价引用TThostFtdcOrderRefType ForQuoteRef;///用户代码TThostFtdcUserIDType UserID;///本地询价编号TThostFtdcOrderLocalIDType ForQuoteLocalID;///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;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///询价状态TThostFtdcForQuoteStatusType ForQuoteStatus;///前置编号TThostFtdcFrontIDType FrontID;///会话编号TThostFtdcSessionIDType SessionID;///状态信息TThostFtdcErrorMsgType StatusMsg;///操作用户代码TThostFtdcUserIDType ActiveUserID;///经纪公司询价编号TThostFtdcSequenceNoType BrokerForQutoSeq;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///询价查询
struct CThostFtdcQryForQuoteField
{///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;///开始时间TThostFtdcTimeType InsertTimeStart;///结束时间TThostFtdcTimeType InsertTimeEnd;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///交易所询价信息
struct CThostFtdcExchangeForQuoteField
{///本地询价编号TThostFtdcOrderLocalIDType ForQuoteLocalID;///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;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///询价状态TThostFtdcForQuoteStatusType ForQuoteStatus;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///交易所询价查询
struct CThostFtdcQryExchangeForQuoteField
{///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;
};///输入的报价
struct CThostFtdcInputQuoteField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///报价引用TThostFtdcOrderRefType QuoteRef;///用户代码TThostFtdcUserIDType UserID;///卖价格TThostFtdcPriceType AskPrice;///买价格TThostFtdcPriceType BidPrice;///卖数量TThostFtdcVolumeType AskVolume;///买数量TThostFtdcVolumeType BidVolume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///卖开平标志TThostFtdcOffsetFlagType AskOffsetFlag;///买开平标志TThostFtdcOffsetFlagType BidOffsetFlag;///卖投机套保标志TThostFtdcHedgeFlagType AskHedgeFlag;///买投机套保标志TThostFtdcHedgeFlagType BidHedgeFlag;///衍生卖报单引用TThostFtdcOrderRefType AskOrderRef;///衍生买报单引用TThostFtdcOrderRefType BidOrderRef;///应价编号TThostFtdcOrderSysIDType ForQuoteSysID;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///交易编码TThostFtdcClientIDType ClientID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///输入报价操作
struct CThostFtdcInputQuoteActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///报价操作引用TThostFtdcOrderActionRefType QuoteActionRef;///报价引用TThostFtdcOrderRefType QuoteRef;///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;///报价操作编号TThostFtdcOrderSysIDType QuoteSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///用户代码TThostFtdcUserIDType UserID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///交易编码TThostFtdcClientIDType ClientID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///报价
struct CThostFtdcQuoteField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///报价引用TThostFtdcOrderRefType QuoteRef;///用户代码TThostFtdcUserIDType UserID;///卖价格TThostFtdcPriceType AskPrice;///买价格TThostFtdcPriceType BidPrice;///卖数量TThostFtdcVolumeType AskVolume;///买数量TThostFtdcVolumeType BidVolume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///卖开平标志TThostFtdcOffsetFlagType AskOffsetFlag;///买开平标志TThostFtdcOffsetFlagType BidOffsetFlag;///卖投机套保标志TThostFtdcHedgeFlagType AskHedgeFlag;///买投机套保标志TThostFtdcHedgeFlagType BidHedgeFlag;///本地报价编号TThostFtdcOrderLocalIDType QuoteLocalID;///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;///报价提示序号TThostFtdcSequenceNoType NotifySequence;///报价提交状态TThostFtdcOrderSubmitStatusType OrderSubmitStatus;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///报价编号TThostFtdcOrderSysIDType QuoteSysID;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///撤销时间TThostFtdcTimeType CancelTime;///报价状态TThostFtdcOrderStatusType QuoteStatus;///结算会员编号TThostFtdcParticipantIDType ClearingPartID;///序号TThostFtdcSequenceNoType SequenceNo;///卖方报单编号TThostFtdcOrderSysIDType AskOrderSysID;///买方报单编号TThostFtdcOrderSysIDType BidOrderSysID;///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;///操作用户代码TThostFtdcUserIDType ActiveUserID;///经纪公司报价编号TThostFtdcSequenceNoType BrokerQuoteSeq;///衍生卖报单引用TThostFtdcOrderRefType AskOrderRef;///衍生买报单引用TThostFtdcOrderRefType BidOrderRef;///应价编号TThostFtdcOrderSysIDType ForQuoteSysID;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///报价操作
struct CThostFtdcQuoteActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///报价操作引用TThostFtdcOrderActionRefType QuoteActionRef;///报价引用TThostFtdcOrderRefType QuoteRef;///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;///报价操作编号TThostFtdcOrderSysIDType QuoteSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///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;///本地报价编号TThostFtdcOrderLocalIDType QuoteLocalID;///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;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///报价查询
struct CThostFtdcQryQuoteField
{///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;///报价编号TThostFtdcOrderSysIDType QuoteSysID;///开始时间TThostFtdcTimeType InsertTimeStart;///结束时间TThostFtdcTimeType InsertTimeEnd;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///交易所报价信息
struct CThostFtdcExchangeQuoteField
{///卖价格TThostFtdcPriceType AskPrice;///买价格TThostFtdcPriceType BidPrice;///卖数量TThostFtdcVolumeType AskVolume;///买数量TThostFtdcVolumeType BidVolume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///卖开平标志TThostFtdcOffsetFlagType AskOffsetFlag;///买开平标志TThostFtdcOffsetFlagType BidOffsetFlag;///卖投机套保标志TThostFtdcHedgeFlagType AskHedgeFlag;///买投机套保标志TThostFtdcHedgeFlagType BidHedgeFlag;///本地报价编号TThostFtdcOrderLocalIDType QuoteLocalID;///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;///报价提示序号TThostFtdcSequenceNoType NotifySequence;///报价提交状态TThostFtdcOrderSubmitStatusType OrderSubmitStatus;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///报价编号TThostFtdcOrderSysIDType QuoteSysID;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///撤销时间TThostFtdcTimeType CancelTime;///报价状态TThostFtdcOrderStatusType QuoteStatus;///结算会员编号TThostFtdcParticipantIDType ClearingPartID;///序号TThostFtdcSequenceNoType SequenceNo;///卖方报单编号TThostFtdcOrderSysIDType AskOrderSysID;///买方报单编号TThostFtdcOrderSysIDType BidOrderSysID;///应价编号TThostFtdcOrderSysIDType ForQuoteSysID;///营业部编号TThostFtdcBranchIDType BranchID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///交易所报价查询
struct CThostFtdcQryExchangeQuoteField
{///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;
};///报价操作查询
struct CThostFtdcQryQuoteActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///交易所报价操作
struct CThostFtdcExchangeQuoteActionField
{///交易所代码TThostFtdcExchangeIDType ExchangeID;///报价操作编号TThostFtdcOrderSysIDType QuoteSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///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;///本地报价编号TThostFtdcOrderLocalIDType QuoteLocalID;///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;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///交易所报价操作查询
struct CThostFtdcQryExchangeQuoteActionField
{///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;
};///期权合约delta值
struct CThostFtdcOptionInstrDeltaField
{///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;///Delta值TThostFtdcRatioType Delta;
};///发给做市商的询价请求
struct CThostFtdcForQuoteRspField
{///交易日TThostFtdcDateType TradingDay;///合约代码TThostFtdcInstrumentIDType InstrumentID;///询价编号TThostFtdcOrderSysIDType ForQuoteSysID;///询价时间TThostFtdcTimeType ForQuoteTime;///业务日期TThostFtdcDateType ActionDay;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///当前期权合约执行偏移值的详细内容
struct CThostFtdcStrikeOffsetField
{///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;///执行偏移值TThostFtdcMoneyType Offset;///执行偏移类型TThostFtdcStrikeOffsetTypeType OffsetType;
};///期权执行偏移值查询
struct CThostFtdcQryStrikeOffsetField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;
};///输入批量报单操作
struct CThostFtdcInputBatchOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///报单操作引用TThostFtdcOrderActionRefType OrderActionRef;///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;///用户代码TThostFtdcUserIDType UserID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///批量报单操作
struct CThostFtdcBatchOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///报单操作引用TThostFtdcOrderActionRefType OrderActionRef;///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;///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;///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///交易所批量报单操作
struct CThostFtdcExchangeBatchOrderActionField
{///交易所代码TThostFtdcExchangeIDType ExchangeID;///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;///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;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///查询批量报单操作
struct CThostFtdcQryBatchOrderActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///组合合约安全系数
struct CThostFtdcCombInstrumentGuardField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///TThostFtdcRatioType GuarantRatio;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///组合合约安全系数查询
struct CThostFtdcQryCombInstrumentGuardField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///输入的申请组合
struct CThostFtdcInputCombActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///组合引用TThostFtdcOrderRefType CombActionRef;///用户代码TThostFtdcUserIDType UserID;///买卖方向TThostFtdcDirectionType Direction;///数量TThostFtdcVolumeType Volume;///组合指令方向TThostFtdcCombDirectionType CombDirection;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///交易所代码TThostFtdcExchangeIDType ExchangeID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///前置编号TThostFtdcFrontIDType FrontID;///会话编号TThostFtdcSessionIDType SessionID;
};///申请组合
struct CThostFtdcCombActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///组合引用TThostFtdcOrderRefType CombActionRef;///用户代码TThostFtdcUserIDType UserID;///买卖方向TThostFtdcDirectionType Direction;///数量TThostFtdcVolumeType Volume;///组合指令方向TThostFtdcCombDirectionType CombDirection;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///本地申请组合编号TThostFtdcOrderLocalIDType ActionLocalID;///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;///组合状态TThostFtdcOrderActionStatusType ActionStatus;///报单提示序号TThostFtdcSequenceNoType NotifySequence;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///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;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///组合编号TThostFtdcTradeIDType ComTradeID;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///申请组合查询
struct CThostFtdcQryCombActionField
{///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///交易所申请组合信息
struct CThostFtdcExchangeCombActionField
{///买卖方向TThostFtdcDirectionType Direction;///数量TThostFtdcVolumeType Volume;///组合指令方向TThostFtdcCombDirectionType CombDirection;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///本地申请组合编号TThostFtdcOrderLocalIDType ActionLocalID;///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;///组合状态TThostFtdcOrderActionStatusType ActionStatus;///报单提示序号TThostFtdcSequenceNoType NotifySequence;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///序号TThostFtdcSequenceNoType SequenceNo;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///组合编号TThostFtdcTradeIDType ComTradeID;///营业部编号TThostFtdcBranchIDType BranchID;
};///交易所申请组合查询
struct CThostFtdcQryExchangeCombActionField
{///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;
};///产品报价汇率
struct CThostFtdcProductExchRateField
{///产品代码TThostFtdcInstrumentIDType ProductID;///报价币种类型TThostFtdcCurrencyIDType QuoteCurrencyID;///汇率TThostFtdcExchangeRateType ExchangeRate;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///产品报价汇率查询
struct CThostFtdcQryProductExchRateField
{///产品代码TThostFtdcInstrumentIDType ProductID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///查询询价价差参数
struct CThostFtdcQryForQuoteParamField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///询价价差参数
struct CThostFtdcForQuoteParamField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///交易所代码TThostFtdcExchangeIDType ExchangeID;///最新价TThostFtdcPriceType LastPrice;///价差TThostFtdcPriceType PriceInterval;
};///当前做市商期权合约手续费的详细内容
struct CThostFtdcMMOptionInstrCommRateField
{///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;///执行手续费率TThostFtdcRatioType StrikeRatioByMoney;///执行手续费TThostFtdcRatioType StrikeRatioByVolume;
};///做市商期权手续费率查询
struct CThostFtdcQryMMOptionInstrCommRateField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;
};///做市商合约手续费率
struct CThostFtdcMMInstrumentCommissionRateField
{///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;
};///查询做市商合约手续费率
struct CThostFtdcQryMMInstrumentCommissionRateField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;
};///当前报单手续费的详细内容
struct CThostFtdcInstrumentOrderCommRateField
{///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;///报单手续费TThostFtdcRatioType OrderCommByVolume;///撤单手续费TThostFtdcRatioType OrderActionCommByVolume;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///报单手续费率查询
struct CThostFtdcQryInstrumentOrderCommRateField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;
};///交易参数
struct CThostFtdcTradeParamField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///参数代码TThostFtdcTradeParamIDType TradeParamID;///参数代码值TThostFtdcSettlementParamValueType TradeParamValue;///备注TThostFtdcMemoType Memo;
};///合约保证金率调整
struct CThostFtdcInstrumentMarginRateULField
{///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;
};///期货持仓限制参数
struct CThostFtdcFutureLimitPosiParamField
{///投资者范围TThostFtdcInvestorRangeType InvestorRange;///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///产品代码TThostFtdcInstrumentIDType ProductID;///当日投机开仓数量限制TThostFtdcVolumeType SpecOpenVolume;///当日套利开仓数量限制TThostFtdcVolumeType ArbiOpenVolume;///当日投机+套利开仓数量限制TThostFtdcVolumeType OpenVolume;
};///禁止登录IP
struct CThostFtdcLoginForbiddenIPField
{///IP地址TThostFtdcIPAddressType IPAddress;
};///IP列表
struct CThostFtdcIPListField
{///IP地址TThostFtdcIPAddressType IPAddress;///是否白名单TThostFtdcBoolType IsWhite;
};///输入的期权自对冲
struct CThostFtdcInputOptionSelfCloseField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///期权自对冲引用TThostFtdcOrderRefType OptionSelfCloseRef;///用户代码TThostFtdcUserIDType UserID;///数量TThostFtdcVolumeType Volume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///期权行权的头寸是否自对冲TThostFtdcOptSelfCloseFlagType OptSelfCloseFlag;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///交易编码TThostFtdcClientIDType ClientID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///输入期权自对冲操作
struct CThostFtdcInputOptionSelfCloseActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///期权自对冲操作引用TThostFtdcOrderActionRefType OptionSelfCloseActionRef;///期权自对冲引用TThostFtdcOrderRefType OptionSelfCloseRef;///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;///期权自对冲操作编号TThostFtdcOrderSysIDType OptionSelfCloseSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///用户代码TThostFtdcUserIDType UserID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///期权自对冲
struct CThostFtdcOptionSelfCloseField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///期权自对冲引用TThostFtdcOrderRefType OptionSelfCloseRef;///用户代码TThostFtdcUserIDType UserID;///数量TThostFtdcVolumeType Volume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///期权行权的头寸是否自对冲TThostFtdcOptSelfCloseFlagType OptSelfCloseFlag;///本地期权自对冲编号TThostFtdcOrderLocalIDType OptionSelfCloseLocalID;///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;///期权自对冲提交状态TThostFtdcOrderSubmitStatusType OrderSubmitStatus;///报单提示序号TThostFtdcSequenceNoType NotifySequence;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///期权自对冲编号TThostFtdcOrderSysIDType OptionSelfCloseSysID;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///撤销时间TThostFtdcTimeType CancelTime;///自对冲结果TThostFtdcExecResultType ExecResult;///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;///操作用户代码TThostFtdcUserIDType ActiveUserID;///经纪公司报单编号TThostFtdcSequenceNoType BrokerOptionSelfCloseSeq;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///期权自对冲操作
struct CThostFtdcOptionSelfCloseActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///期权自对冲操作引用TThostFtdcOrderActionRefType OptionSelfCloseActionRef;///期权自对冲引用TThostFtdcOrderRefType OptionSelfCloseRef;///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;///期权自对冲操作编号TThostFtdcOrderSysIDType OptionSelfCloseSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///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;///本地期权自对冲编号TThostFtdcOrderLocalIDType OptionSelfCloseLocalID;///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;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///期权自对冲查询
struct CThostFtdcQryOptionSelfCloseField
{///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;///期权自对冲编号TThostFtdcOrderSysIDType OptionSelfCloseSysID;///开始时间TThostFtdcTimeType InsertTimeStart;///结束时间TThostFtdcTimeType InsertTimeEnd;
};///交易所期权自对冲信息
struct CThostFtdcExchangeOptionSelfCloseField
{///数量TThostFtdcVolumeType Volume;///请求编号TThostFtdcRequestIDType RequestID;///业务单元TThostFtdcBusinessUnitType BusinessUnit;///投机套保标志TThostFtdcHedgeFlagType HedgeFlag;///期权行权的头寸是否自对冲TThostFtdcOptSelfCloseFlagType OptSelfCloseFlag;///本地期权自对冲编号TThostFtdcOrderLocalIDType OptionSelfCloseLocalID;///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;///期权自对冲提交状态TThostFtdcOrderSubmitStatusType OrderSubmitStatus;///报单提示序号TThostFtdcSequenceNoType NotifySequence;///交易日TThostFtdcDateType TradingDay;///结算编号TThostFtdcSettlementIDType SettlementID;///期权自对冲编号TThostFtdcOrderSysIDType OptionSelfCloseSysID;///报单日期TThostFtdcDateType InsertDate;///插入时间TThostFtdcTimeType InsertTime;///撤销时间TThostFtdcTimeType CancelTime;///自对冲结果TThostFtdcExecResultType ExecResult;///结算会员编号TThostFtdcParticipantIDType ClearingPartID;///序号TThostFtdcSequenceNoType SequenceNo;///营业部编号TThostFtdcBranchIDType BranchID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///期权自对冲操作查询
struct CThostFtdcQryOptionSelfCloseActionField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///交易所期权自对冲操作
struct CThostFtdcExchangeOptionSelfCloseActionField
{///交易所代码TThostFtdcExchangeIDType ExchangeID;///期权自对冲操作编号TThostFtdcOrderSysIDType OptionSelfCloseSysID;///操作标志TThostFtdcActionFlagType ActionFlag;///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;///本地期权自对冲编号TThostFtdcOrderLocalIDType OptionSelfCloseLocalID;///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;///营业部编号TThostFtdcBranchIDType BranchID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///合约在交易所的代码TThostFtdcExchangeInstIDType ExchangeInstID;///期权行权的头寸是否自对冲TThostFtdcOptSelfCloseFlagType OptSelfCloseFlag;
};///延时换汇同步
struct CThostFtdcSyncDelaySwapField
{///换汇流水号TThostFtdcDepositSeqNoType DelaySwapSeqNo;///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///源币种TThostFtdcCurrencyIDType FromCurrencyID;///源金额TThostFtdcMoneyType FromAmount;///源换汇冻结金额(可用冻结)TThostFtdcMoneyType FromFrozenSwap;///源剩余换汇额度(可提冻结)TThostFtdcMoneyType FromRemainSwap;///目标币种TThostFtdcCurrencyIDType ToCurrencyID;///目标金额TThostFtdcMoneyType ToAmount;///是否手工换汇TThostFtdcBoolType IsManualSwap;///是否将所有外币的剩余换汇额度设置为0TThostFtdcBoolType IsAllRemainSetZero;
};///查询延时换汇同步
struct CThostFtdcQrySyncDelaySwapField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///延时换汇流水号TThostFtdcDepositSeqNoType DelaySwapSeqNo;
};///投资单元
struct CThostFtdcInvestUnitField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///投资者单元名称TThostFtdcPartyNameType InvestorUnitName;///投资者分组代码TThostFtdcInvestorIDType InvestorGroupID;///手续费率模板代码TThostFtdcInvestorIDType CommModelID;///保证金率模板代码TThostFtdcInvestorIDType MarginModelID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;
};///查询投资单元
struct CThostFtdcQryInvestUnitField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///二级代理商资金校验模式
struct CThostFtdcSecAgentCheckModeField
{///投资者代码TThostFtdcInvestorIDType InvestorID;///经纪公司代码TThostFtdcBrokerIDType BrokerID;///币种TThostFtdcCurrencyIDType CurrencyID;///境外中介机构资金帐号TThostFtdcAccountIDType BrokerSecAgentID;///是否需要校验自己的资金账户TThostFtdcBoolType CheckSelfAccount;
};///二级代理商信息
struct CThostFtdcSecAgentTradeInfoField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///境外中介机构资金帐号TThostFtdcAccountIDType BrokerSecAgentID;///投资者代码TThostFtdcInvestorIDType InvestorID;///二级代理商姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///先开先平剩余数量（DCE）TThostFtdcVolumeType TimeFirstVolume;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///特殊持仓标志TThostFtdcSpecPosiTypeType SpecPosiType;
};///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;///投资者帐号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;
};///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;///权益算法TThostFtdcBalanceAlgorithmType BalanceAlgorithm;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///交易编码TThostFtdcClientIDType ClientID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///交易编码TThostFtdcClientIDType ClientID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///资金账号TThostFtdcAccountIDType AccountID;///币种代码TThostFtdcCurrencyIDType CurrencyID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;
};///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;///营业部编号TThostFtdcBranchIDType BranchID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;///IP地址TThostFtdcIPAddressType IPAddress;///Mac地址TThostFtdcMacAddressType MacAddress;///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资者帐号TThostFtdcAccountIDType AccountID;
};///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;///期权权利金价格类型TThostFtdcOptionRoyaltyPriceTypeType OptionRoyaltyPriceType;///投资者帐号TThostFtdcAccountIDType AccountID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///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;///交易所代码TThostFtdcExchangeIDType ExchangeID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///查询监控中心用户令牌
struct CThostFtdcQueryCFMMCTradingAccountTokenField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///投资单元代码TThostFtdcInvestUnitIDType InvestUnitID;
};///监控中心用户令牌
struct CThostFtdcCFMMCTradingAccountTokenField
{///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;///动态令牌TThostFtdcCFMMCTokenType Token;
};///查询产品组
struct CThostFtdcQryProductGroupField
{///产品代码TThostFtdcInstrumentIDType ProductID;///交易所代码TThostFtdcExchangeIDType ExchangeID;
};///投资者品种/跨品种保证金产品组
struct CThostFtdcProductGroupField
{///产品代码TThostFtdcInstrumentIDType ProductID;///交易所代码TThostFtdcExchangeIDType ExchangeID;///产品组代码TThostFtdcInstrumentIDType ProductGroupID;
};///交易所公告
struct CThostFtdcBulletinField
{///交易所代码TThostFtdcExchangeIDType ExchangeID;///交易日TThostFtdcDateType TradingDay;///公告编号TThostFtdcBulletinIDType BulletinID;///序列号TThostFtdcSequenceNoType SequenceNo;///公告类型TThostFtdcNewsTypeType NewsType;///紧急程度TThostFtdcNewsUrgencyType NewsUrgency;///发送时间TThostFtdcTimeType SendTime;///消息摘要TThostFtdcAbstractType Abstract;///消息来源TThostFtdcComeFromType ComeFrom;///消息正文TThostFtdcContentType Content;///WEB地址TThostFtdcURLLinkType URLLink;///市场代码TThostFtdcMarketIDType MarketID;
};///查询交易所公告
struct CThostFtdcQryBulletinField
{///交易所代码TThostFtdcExchangeIDType ExchangeID;///公告编号TThostFtdcBulletinIDType BulletinID;///序列号TThostFtdcSequenceNoType SequenceNo;///公告类型TThostFtdcNewsTypeType NewsType;///紧急程度TThostFtdcNewsUrgencyType NewsUrgency;
};///MulticastInstrument
struct CThostFtdcMulticastInstrumentField
{///主题号TThostFtdcInstallIDType TopicID;///合约代码TThostFtdcInstrumentIDType InstrumentID;///合约编号TThostFtdcInstallIDType InstrumentNo;///基准价TThostFtdcPriceType CodePrice;///合约数量乘数TThostFtdcVolumeMultipleType VolumeMultiple;///最小变动价位TThostFtdcPriceType PriceTick;
};///QryMulticastInstrument
struct CThostFtdcQryMulticastInstrumentField
{///主题号TThostFtdcInstallIDType TopicID;///合约代码TThostFtdcInstrumentIDType InstrumentID;
};///App客户端权限分配
struct CThostFtdcAppIDAuthAssignField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///App代码TThostFtdcAppIDType AppID;///交易中心代码TThostFtdcDRIdentityIDType DRIdentityID;
};///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IDTThostFtdcTIDType TID;///用户标识TThostFtdcUserIDType UserID;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///用户标识TThostFtdcUserIDType UserID;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///摘要TThostFtdcDigestType Digest;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///转账交易状态TThostFtdcTransferStatusType TransferStatus;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///转账交易状态TThostFtdcTransferStatusType TransferStatus;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///转账交易状态TThostFtdcTransferStatusType TransferStatus;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///转账交易状态TThostFtdcTransferStatusType TransferStatus;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///银行可用金额TThostFtdcTradeAmountType BankUseAmount;///银行可取金额TThostFtdcTradeAmountType BankFetchAmount;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType 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IDTThostFtdcTIDType 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IDTThostFtdcTIDType 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IDTThostFtdcTIDType 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;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType 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;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType 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IDTThostFtdcTIDType 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IDTThostFtdcTIDType 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;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType 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IDTThostFtdcTIDType 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IDTThostFtdcTIDType 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IDTThostFtdcTIDType TID;///客户类型TThostFtdcCustTypeType CustType;///银行帐号类型TThostFtdcBankAccTypeType BankAccType;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///用户标识TThostFtdcUserIDType UserID;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///用户标识TThostFtdcUserIDType UserID;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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IDTThostFtdcTIDType TID;///摘要TThostFtdcDigestType Digest;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;///长客户姓名TThostFtdcLongIndividualNameType LongCustomerName;
};///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;///IP地址TThostFtdcIPAddressType IPAddress;
};///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;
};///查询禁止登录IP
struct CThostFtdcQryLoginForbiddenIPField
{///IP地址TThostFtdcIPAddressType IPAddress;
};///查询IP列表
struct CThostFtdcQryIPListField
{///IP地址TThostFtdcIPAddressType IPAddress;
};///查询用户下单权限分配表
struct CThostFtdcQryUserRightsAssignField
{///应用单元代码TThostFtdcBrokerIDType BrokerID;///用户代码TThostFtdcUserIDType UserID;
};///银期预约开户确认请求
struct CThostFtdcReserveOpenAccountConfirmField
{///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TThostFtdcLongIndividualNameType 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;///安装编号TThostFtdcInstallIDType InstallID;///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;///期货公司银行编码TThostFtdcBankCodingForFutureType BrokerIDByBank;///交易IDTThostFtdcTIDType TID;///投资者帐号TThostFtdcAccountIDType AccountID;///期货密码TThostFtdcPasswordType Password;///预约开户银行流水号TThostFtdcBankSerialType BankReserveOpenSeq;///预约开户日期TThostFtdcTradeDateType BookDate;///预约开户验证密码TThostFtdcPasswordType BookPsw;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;
};///银期预约开户
struct CThostFtdcReserveOpenAccountField
{///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TThostFtdcLongIndividualNameType 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;///安装编号TThostFtdcInstallIDType InstallID;///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;///期货公司银行编码TThostFtdcBankCodingForFutureType BrokerIDByBank;///交易IDTThostFtdcTIDType TID;///预约开户状态TThostFtdcReserveOpenAccStasType ReserveOpenAccStas;///错误代码TThostFtdcErrorIDType ErrorID;///错误信息TThostFtdcErrorMsgType ErrorMsg;
};///银行账户属性
struct CThostFtdcAccountPropertyField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者帐号TThostFtdcAccountIDType AccountID;///银行统一标识类型TThostFtdcBankIDType BankID;///银行账户TThostFtdcBankAccountType BankAccount;///银行账户的开户人名称TThostFtdcInvestorFullNameType OpenName;///银行账户的开户行TThostFtdcOpenBankType OpenBank;///是否活跃TThostFtdcBoolType IsActive;///账户来源TThostFtdcAccountSourceTypeType AccountSourceType;///开户日期TThostFtdcDateType OpenDate;///注销日期TThostFtdcDateType CancelDate;///录入员代码TThostFtdcOperatorIDType OperatorID;///录入日期TThostFtdcDateType OperateDate;///录入时间TThostFtdcTimeType OperateTime;///币种代码TThostFtdcCurrencyIDType CurrencyID;
};///查询当前交易中心
struct CThostFtdcQryCurrDRIdentityField
{///交易中心代码TThostFtdcDRIdentityIDType DRIdentityID;
};///当前交易中心
struct CThostFtdcCurrDRIdentityField
{///交易中心代码TThostFtdcDRIdentityIDType DRIdentityID;
};///查询二级代理商资金校验模式
struct CThostFtdcQrySecAgentCheckModeField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;
};///查询二级代理商信息
struct CThostFtdcQrySecAgentTradeInfoField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///境外中介机构资金帐号TThostFtdcAccountIDType BrokerSecAgentID;
};///用户系统信息
struct CThostFtdcUserSystemInfoField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///用户代码TThostFtdcUserIDType UserID;///用户端系统内部信息长度TThostFtdcSystemInfoLenType ClientSystemInfoLen;///用户端系统内部信息TThostFtdcClientSystemInfoType ClientSystemInfo;///用户公网IPTThostFtdcIPAddressType ClientPublicIP;///终端IP端口TThostFtdcIPPortType ClientIPPort;///登录成功时间TThostFtdcTimeType ClientLoginTime;///App代码TThostFtdcAppIDType ClientAppID;
};///用户发出获取安全安全登陆方法请求
struct CThostFtdcReqUserAuthMethodField
{///交易日TThostFtdcDateType TradingDay;///经纪公司代码TThostFtdcBrokerIDType BrokerID;///用户代码TThostFtdcUserIDType UserID;
};///用户发出获取安全安全登陆方法回复
struct CThostFtdcRspUserAuthMethodField
{///当前可以用的认证模式TThostFtdcCurrentAuthMethodType UsableAuthMethod;
};///用户发出获取安全安全登陆方法请求
struct CThostFtdcReqGenUserCaptchaField
{///交易日TThostFtdcDateType TradingDay;///经纪公司代码TThostFtdcBrokerIDType BrokerID;///用户代码TThostFtdcUserIDType UserID;
};///生成的图片验证码信息
struct CThostFtdcRspGenUserCaptchaField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///用户代码TThostFtdcUserIDType UserID;///图片信息长度TThostFtdcCaptchaInfoLenType CaptchaInfoLen;///图片信息TThostFtdcCaptchaInfoType CaptchaInfo;
};///用户发出获取安全安全登陆方法请求
struct CThostFtdcReqGenUserTextField
{///交易日TThostFtdcDateType TradingDay;///经纪公司代码TThostFtdcBrokerIDType BrokerID;///用户代码TThostFtdcUserIDType UserID;
};///短信验证码生成的回复
struct CThostFtdcRspGenUserTextField
{///短信验证码序号TThostFtdcUserTextSeqType UserTextSeq;
};///用户发出带图形验证码的登录请求请求
struct CThostFtdcReqUserLoginWithCaptchaField
{///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;///终端IP地址TThostFtdcIPAddressType ClientIPAddress;///登录备注TThostFtdcLoginRemarkType LoginRemark;///图形验证码的文字内容TThostFtdcPasswordType Captcha;///终端IP端口TThostFtdcIPPortType ClientIPPort;
};///用户发出带短信验证码的登录请求请求
struct CThostFtdcReqUserLoginWithTextField
{///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;///终端IP地址TThostFtdcIPAddressType ClientIPAddress;///登录备注TThostFtdcLoginRemarkType LoginRemark;///短信验证码文字内容TThostFtdcPasswordType Text;///终端IP端口TThostFtdcIPPortType ClientIPPort;
};///用户发出带动态验证码的登录请求请求
struct CThostFtdcReqUserLoginWithOTPField
{///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;///终端IP地址TThostFtdcIPAddressType ClientIPAddress;///登录备注TThostFtdcLoginRemarkType LoginRemark;///OTP密码TThostFtdcPasswordType OTPPassword;///终端IP端口TThostFtdcIPPortType ClientIPPort;
};///api握手请求
struct CThostFtdcReqApiHandshakeField
{///api与front通信密钥版本号TThostFtdcCryptoKeyVersionType CryptoKeyVersion;
};///front发给api的握手回复
struct CThostFtdcRspApiHandshakeField
{///握手回复数据长度TThostFtdcHandshakeDataLenType FrontHandshakeDataLen;///握手回复数据TThostFtdcHandshakeDataType FrontHandshakeData;///API认证是否开启TThostFtdcBoolType IsApiAuthEnabled;
};///api给front的验证key的请求
struct CThostFtdcReqVerifyApiKeyField
{///握手回复数据长度TThostFtdcHandshakeDataLenType ApiHandshakeDataLen;///握手回复数据TThostFtdcHandshakeDataType ApiHandshakeData;
};///操作员组织架构关系
struct CThostFtdcDepartmentUserField
{///经纪公司代码TThostFtdcBrokerIDType BrokerID;///用户代码TThostFtdcUserIDType UserID;///投资者范围TThostFtdcDepartmentRangeType InvestorRange;///投资者代码TThostFtdcInvestorIDType InvestorID;
};///查询频率，每秒查询比数
struct CThostFtdcQueryFreqField
{///查询频率TThostFtdcQueryFreqType QueryFreq;
};///禁止认证IP
struct CThostFtdcAuthForbiddenIPField
{///IP地址TThostFtdcIPAddressType IPAddress;
};///查询禁止认证IP
struct CThostFtdcQryAuthForbiddenIPField
{///IP地址TThostFtdcIPAddressType IPAddress;
};///换汇可提冻结
struct CThostFtdcSyncDelaySwapFrozenField
{///换汇流水号TThostFtdcDepositSeqNoType DelaySwapSeqNo;///经纪公司代码TThostFtdcBrokerIDType BrokerID;///投资者代码TThostFtdcInvestorIDType InvestorID;///源币种TThostFtdcCurrencyIDType FromCurrencyID;///源剩余换汇额度(可提冻结)TThostFtdcMoneyType FromRemainSwap;///是否手工换汇TThostFtdcBoolType IsManualSwap;
};#endif上期所API头文件一、ThostFtdcUserApiStruct.h---API结构体的定义及工作流程（源代码6.3.19版）相关推荐
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