行情 参数与回复
行情订阅与解订参数
{
"Symbol":"TC.F.CFFEX.IF.201903",
"SubDataType":"REALTIME",
...
}
分页取得历史资料参数
{
"Request":"GETHISDATA",
"SessionKey":"XXXXXXXXX",
"Param":
{
"Symbol":"TC.F.CFFEX.IF.201903",
"SubDataType":"x",
"QryIndex":"n",
...
}
}
注1 : SubDataType、StartTime、EndTime,需与回补资料指令相同
实时行情回复
TC.F.CFFRX.IF.201903:{
"DataType":"REALTIME",
"Quote":
{
"Symbol":"TC.F.CFFRX.IF.201903",
"TradingPrice":"3886.5",
"TradeQuantity":"35435",
...
}
}
实时Greeks回复
TC.F.CFFRX.IF.201903:{
"DataType":"GREEKS",
"Quote":
{
"Symbol":"TC.F.CFFRX.IF.201903",
"TradingPrice":"3886.5",
"TradeQuantity":"35435",
...
}
}
回补
message["DataType"]
回补历史资料回复
TC.F.CFFRX.IF.201903:{
"DataType":"1K",
"StartTime":"YYMMDDHH",
"EndTime":"YYMMDDHH",
"Symbol":"TC.F.CFFRX.IF.201903",
"Status":"Ready"
}
get_history分页历史资料回复
TC.F.CFFRX.IF.201903:{
"DataType":"1K",
"HisData":
[
{
"Date":"YYYYMMDD",
"Time":"HHMMSS",
"Open":"3882",
"High":"3886.5",
"QryIndex":""
...
},
{
"Date":"YYYYMMDD",
"Time":"HHMMSS",
"Open":"3882",
"High":"3886.5",
"QryIndex":""
...
}
]
}
合约资讯回复
{
"Reply":"QUERYINSTRUMENTINFO",
"Success":"OK",
"Info":{
"TC.F.CFFEX.IF":{
"Currency":"CNY",
"Denominator":"1",
"EXG":"CFFEX",
"EXG.CTP":"CFFEX",
"EXG.SIM":"CFFEX",
"Group.CHS":"指数",
"Group.CHT":"指數",
"Group.ENG":"Equities",
"I3_TickSize":"0.2",
"Multiplier.ESNH":"1",
"Multiplier.ESXYA":"1",
"Multiplier.GQ2":"1",
"Name.CHS":"沪深300",
"Name.CHT":"滬深300",
"Name.ENG":"CSI 300",
"pinyin":"hs300",
"OpenCloseTime":"09:30~11:30;13:00~15:00",
"Symbol":"IF",
"Symbol.CTP":"IF"
...
}
}
}
全部合约资讯回复
{
"Reply":"QUERYALLINSTRUMENT",
"Success":"OK",
"Instruments":
{"CHS" : "期货",
"CHT" : "期貨",
"ENG" : "ALGOSTARS_EXG",
"EXGID" : "",
"Node" :
[
{"CHS" : "中国金融交易所",
"CHT" : "中國金融交易所",
"ENG" : "CFFEX",
"EXGID" : null,
"Node" :
[
{"CHS" : "热门月",
"CHT" : "熱門月",
"ENG" : "HOT",
"Contracts" :
["TC.F.CFFEX.IF.201906",
"TC.F.CFFEX.IH.201906",
"TC.F.CFFEX.IC.201906",
"TC.F.CFFEX.TF.201906",
"TC.F.CFFEX.T.201909"],
"ExpirationDate" :
["20190621",
"20190621",
"20190621",
"20190614",
"20190916"],
"InstrumentID" :
["IF1906",
"IH1906",
"IC1906",…]
…}
…]
…}
…]
…}
}
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