交易 参数与回复
"Param":{"BrokerID":"xxxxx","Account":"xxxxx","Symbol":"TC.F.xxx.xxx.201710","Price":"xxxxx","StopPrie":"xxxxx","Side":"n",...}
Field | 类型 | 说明 |
BrokerID | BSTR | 交易商 |
Account | BSTR | 账号 |
Symbol | BSTR | 商品ID (包含复式商品ID) |
SymbolA | BSTR | 复式单脚1商品TCore代码 |
SymbolB | BSTR | 复式单脚2商品TCore代码 |
Price | BSTR | 委托价格 or 字段 + or - 价格 字段 + or - 跳数T(加减几跳 大写的T) Ex : ASK+1T，ASK+2T ， BID-2T 字段為固定字,可为 LAST or BID or ASK or FILLED FILLED为OTO, OTOCO使用, 其他单不可使用FILLED ex. FILLED-150000000000 |
StopPrie | BSTR | 停损价 or 字段 + or - 价格 字段 + or - 跳数T(加减几跳 大写的T) Ex : ASK+1T，ASK+2T ， BID-2T 字段为固定字, 可为LAST or BID or ASK or MID or FILLED FILLED为OTO, OTOCO使用, 其他单不可使用FILLED |
Side | BSTR | 买卖别 (复式单为整体买卖方向) 1:Buy 2:Sell |
Side1 | BSTR | 买卖别(复式单脚1) 1:Buy 2:Sell |
Side2 | BSTR | 买卖别(复式单脚2) 1:Buy 2:Sell |
OrderQty | BSTR | 下单口数 |
TimeInForce | BSTR | 1 : ROD Day order 2 : IOC | FAK Immediate or Cancel | Fill and Kill 3 : FOK Fill or Kill |
OrderType | BSTR | 1 : Market order 2 : Limit order 3 : Stop order 4 : Stop limit order 5 : Trailing Stop 6 : Trailing StopLimit 7 : Market if Touched Order 8 : Limit if Touched Order 9 : Trailing Limit 10 : 对方价(HIT) 11 : 本方价(JOIN) 15 : 中间价(MID) 20 : 最优价 (BST) 21 : 最优价转限价 (BSTL) 22 : 五档市价 (5LvlMKT) 23 : 五档市价转限价 (5LvlMTL) 24 : 市价转限价 (MTL) 25 : 一定范围市价(MWP) |
PositionEffect | BSTR | 0 : Open Open position 1 : Close Close position 2 : 平今 3 : 平昨 4 : Auto Auto select Open/Cloe position 10 : 备兑开仓 11 : 备兑平仓 |
ContingentSymbol | BSTR | 追踪Symbol 仅Synthetic = 1 OrderType=7 或 OrderType=8使用 |
TrailingField | BSTR | 仅Synthetic = 1 OrderType=5 或 OrderType=6使用 0 : None 1 : Last 2 : Bid 3 : Ask |
TrailingType | BSTR | 仅Synthetic = 1 OrderType=5 或 OrderType=6使用 0 : None 1 : 依价格 2 : 依TrailingPrice百分比 3 : 依TickSize几跳 |
TrailingAmount | BSTR | 仅Synthetic = 1 OrderType=5 或 OrderType=6使用 TrailingType=1时, TrailingAmount为百分比 TrailingType=2时, TrailingAmount为点数 TrailingType=3时, TrailingAmount为几跳 |
TouchPrice | BSTR | 仅Synthetic = 1 OrderType=7 或 OrderType=8使用 触发价 or 字段 + or - 价格 字段 + or - 跳数T(加减几跳 大写的T) Ex : ASK+1T，ASK+2T ， BID-2T 字段为固定字, 可为LAST or BID or ASK or FILLED FILLED为OTO, OTOCO使用, 其他单不可使用FILLED |
TouchField | BSTR | 仅Synthetic = 1 OrderType=7 或 OrderType=8使用 0 : None 1 : Last 2 : Bid 3 : Ask |
TouchCondition | BSTR | 仅Synthetic = 1 OrderType=7 或 OrderType=8使用 0 : touch or 穿价 1 : Greater 2 : GreaterEqual 3 : Equl 4 : LessEqual 5 : Less |
Synthetic | BSTR | 0 : None 1 : Synthetic |
GroupType | BSTR | 0 : None 1 : Normal 2 : OCO 3 : OTO 4 : OTOCO |
GroupID | BSTR | GroupID or OCOID or OTOID or OTOCOID |
ChasePrice | BSTR | 追价 格式为[每次增加价格|追价几次|每次追价几秒|最后下市价或删单或挂 (M or C)] |
ExtCommands | BSTR | 延伸下单参数 下单前 将平仓挂单都删单 CancelCloseWorking=1 or 2 平净仓 CancelCloseWorking=2 全平 1. stock CancelCloseWorking=2 2. future/option a. 多空并存 CancelCloseWorking=1 b. 只有单边 CancelCloseWorking=2 |
Strategy | BSTR | 策略名称 |
UserKey1 | BSTR | 将可在回报的UserKey1字段得到相同的字符串 |
{"ReportID":"123456","ReplaceExecType":"n","OrderQty":"n","Price":"xxxxx","StopPrice":"xxxxx",}
Field | | |
ReportID | BSTR | 回报编号 |
ReplaceExecType | BSTR | 0:改价 1:改量 2:改价改量 |
OrderQty | BSTR | 使用者期望减少的委托量 |
Price | BSTR | 使用者期望的委托价格 |
StopPrice | BSTR | 使用者期望的停损价格 |
{"DataType":"ACCOUNTS","Success":"OK","Accounts":[{"BrokerID":"123456","Account":"XXX","UserName":"XXX","AccountName":"XXX",...},{"BrokerID":"123456","Account":"XXX","UserName":"XXX","AccountName":"XXX",...}]}
Field | | |
BrokerID | BSTR | 交易商 (对应下单与回报栏位) |
Account | BSTR | 账号 (对应下单与回报栏位) |
UserName | BSTR | 登入账号名称 |
AccountName | BSTR | 账号名称 |
AccountMask | BSTR | BrokerID-Account |
BrokerName | BSTR | 交易商名称 |
Status | BSTR | 账号状态(0:尚未登入 1:登入中 2:登入完成) |
AccountType | BSTR | S/F/O |
OrderExchange | BSTR | 可下单交易所 |
Level | BSTR | 股票期权, 使用者级别 |
AccountReleated | BSTR | 证券/期货账号 连结ID |
Region | BSTR | 1:CN 2:TW 4:OB |
"Report":{"ReportID":"123456","Account":"XXX","BrokerID":"XXX","Symbol":"XXX","Side":"n",...}
Field | 类型 | 说明 |
ReportID | BSTR | 回报编号 |
OrderID | BSTR | 委托书号 |
Account | BSTR | 账号 (对应下单与回报栏位) |
BrokerID | BSTR | 交易商 |
SecurityType | BSTR | S/F/O |
Symbol | BSTR | 商品TCore代码 |
Side | BSTR | 买卖别 1:Buy 2:Sell |
OriginalQty | BSTR | new order 时候的委托数量 |
OrderQty | BSTR | 实际委托数量=成交数量+剩余有效委托数量 |
Price | LONGLONG | 委托价格 |
StopPrice | LONGLONG | 停损价 |
OrderType | BSTR | 0 : None Unknown 1 : Market Market order 2 : Limit Limit order 3 : Stop Stop order 4 : StopLimit Stop limit order 5 : Stop Stop order 6 : StopLimit Stop limit order 7 : Market if Touched Order 8 : Limit if Touched Order 9 : Trailing Limit 10 : 对方价(HIT) 11 : 本方价(JOIN) 15: 中间价(MID) 20 : 最优价 (BST) 21 : 最优价转限价 (BSTL) 22 : 五档市价 (5LvlMKT) 23 : 五档市价转限价 (5LvlMTL) 24 : 市价转限价 (MTL) 25 : 一定范围市价 |
TradeType | BSTR | 0 : Normal 1 : Purchase on Margin 2 : ShortSell |
PositionEffect | BSTR | 0 : Open Open position 1 : Close Close position 2 : 平今 3 : 平昨 4 : Auto Auto select Open/Cloe position 10 : 备兑开仓 11 : 备兑平仓 |
TimeInForce | BSTR | 0 : None None 1 : ROD Day order 2 : IOC Immediate or Cancel 3 : FOK Fill or Kill |
CumQty | BSTR | 已成交数量 |
LeavesQty | BSTR | 委托剩余有效量 |
AvgPrice | BSTR | 成交均价 |
ExecType | BSTR | 委托执行状态 0 : 委托成功(包含改价改量) 1 : 部份委托成功其余处理中 2 : 部份委托成功其余错误 3 : 全部成交 4 : 部份成交其余委托处理中 5 : 部份成交其余删单 6 : 部分成交尚有有效单 7 : 部份成交其余错误 8 : 完全删单成功 9 : 部份删单成功 10 : 委托失败 11 : 委托处理中 12 : 删改单错误 13 : 洗价中 14 : ITS主机已收单(增加中) 15 : 等待中 16 : 洗价单 触价送单 17 : 锁券成功 18 : 锁券失败 |
ExecTypeText | BSTR | 委托执行状态描述[server错误讯息] |
TransactDate | BSTR | 更新日期 |
TransactTime | BSTR | 更新时间 (UpdateTime) |
FilledOrdersCount | BSTR | 成交回报数量 |
Strategy | BSTR | 策略名称 |
UserKey1 | BSTR | 对应委托参数的UserKey1栏位资料 |
UserKey2 | BSTR | 对应委托参数的UserKey2栏位资料 |
{"Reply":"RESTOREREPORT","Success":"OK","Orders":[{"ReportID":"123456","Account":"XXX","BrokerID":"XXX","Symbol":"XXX","Side":"n","QryIndex":"n",…},{"ReportID":"123456","Account":"XXX","BrokerID":"XXX","Symbol":"XXX","Side":"n","QryIndex":"n",…}]}
回报栏位同这里。
"Report":{"ReportID":"123456","Account":"XXX","BrokerID":"XXX","Symbol":"XXX","Side":"n",...}
| | |
ReportID | string | TCore回报编号 |
Account | string | 账号 (对应下单与回报字段) |
BrokerID | string | 交易商 |
Symbol | string | 商品TCore代码 |
Side | string | 买卖别 1:Buy 2:Sell (复式单为整体买卖方向) |
OrderID | string | 委托书编号 |
MatchedPrice | string | 本次成交价格 |
MatchedQty | string | 本次成交数量 |
PositionEffect | string | 0:Open Open position 1:Close Close position 2 : 平今 3 : 平昨 4: Auto Auto select Open/Close position 10 : 备兑开仓 11: 备兑平仓 |
TransactDate | string | 更新日期 |
TransactTime | string | 更新时间 |
UserKey1 | string | 对应委托参数的UserKey1字段数据 |
UserKey2 | string | 对应委托参数的UserKey2字段数据 |
{"Reply":"RESTOREFILLREPORT","Success":"OK","Orders":[{"ReportID":"123456","Account":"XXX","BrokerID":"XXX","Symbol":"XXX","Side":"n","QryIndex":"n",…},{"ReportID":"123456","Account":"XXX","BrokerID":"XXX","Symbol":"XXX","Side":"n","QryIndex":"n",…}]}
{"Reply":"MARGINS","Success":"OK","Margins":[{"BrokerID":"XXX","Account":"XXX","TransactDate":"n","TransactTime":"n","BeginningBalance":"XXX","Commissions":"XXX",...},{"BrokerID":"XXX","Account":"XXX","TransactDate":"n","TransactTime":"n","BeginningBalance":"XXX","Commissions":"XXX",...}]}
Field | 类型 | 说明 |
LoginID | BSTR | 登入账号 |
UserName | BSTR | 登入账号名称 |
BrokerID | BSTR | 交易商 (对应下单与回报栏位) |
BrokerName | BSTR | 交易商名称 |
Account | BSTR | 账号 (对应下单与回报栏位) |
AccountName | BSTR | 账号名称 |
TransactDate | BSTR | 更新日期 UTC+0 |
TransactTime | BSTR | 更新时间 UTC+0 |
ItemType | BSTR | 固定13 |
BeginningBalance | BSTR | 昨日余额 |
Commissions | BSTR | 交易手续费 |
FrozenCommission | BSTR | 冻结手续费 |
ExchangeClearinigFee | BSTR | 交易所费用与结算费用 |
BrokerageFee | BSTR | 经纪商费用 |
GrossPL | BSTR | 已实现损益(未扣除费用) |
OptionPremium | BSTR | 权利金收支 |
CashIn | BSTR | 证券收支 |
NetPL | BSTR | 已实现损益(扣除费用並加上期权权利金收支) |
Deposit | BSTR | 今日入金 |
Withdraw | BSTR | 今日出金 |
CashActivity | BSTR | 今日出入金 |
ExcessEquity | BSTR | 可用资金 |
WithdrawQuota | BSTR | 可取资金 |
EndingBalance | BSTR | 静态权益 |
OpenTradeEquity | BSTR | 未平仓损益(包含期权和期货) |
TotalEquity | BSTR | 动态权益 |
OptionNetMarketValue | BSTR | 未冲销权利金市值 |
AccountValueAtMarket | BSTR | 账户市值 |
InitialMarginRequirement | BSTR | 初始保证金 |
MaintenanceMarginRequirement | BSTR | 维持保证金 |
CurrMargin | BSTR | 占用保证金 |
MarginDeficit | BSTR | 追缴保证金 |
FrozenMargin | BSTR | 冻结保证金 |
FrozenCash | BSTR | 冻结资金 |
ReserveBalance | BSTR | 保底结算准备金 |
Credit | BSTR | 信用额度 |
Mortgage | BSTR | 质押金额 |
PreMortgage | BSTR | 上次质押金额 |
PreCredit | BSTR | 上次信用额度 |
PreDeposit | BSTR | 上次存款额 |
PreMargin | BSTR | 上次占用保证金 |
ExchangeMargin | BSTR | 交易所保证金 |
DeliveryMargin | BSTR | 投资者交割保证金 |
ExchangeDeliveryMargin | BSTR | 交易所交割保证金 |
CurrencyToSystem | BSTR | 系统币别 |
CurrencyConversionRate | BSTR | 币别转换比率(转换到账户币别使用) |
CurrencyToClient | BSTR | 账户币别 |
ConvertedAccountValueAtMkt | BSTR | 币别转换后账户市值 |
ExerciseIncome | BSTR | 行权盈亏 |
IncomeBalance | BSTR | 盈亏金额 |
InterestBase | BSTR | 利息基数 |
Interest | BSTR | 利息收入 |
FloatProfitByDate | BSTR | 逐日浮动盈亏 |
FloatProfitByTrade | BSTR | 逐笔浮动盈亏 |
FutureProfitByDay | BSTR | 期货当日盈亏 |
ReferenceRiskRate | BSTR | 参考风险度 |
TryExcessEquity | BSTR | 试算可用资金 |
DynamicEquity | BSTR | 试算动态权益 |
MarketPremium | BSTR | 试算市值权益 |
{"Reply":"POSITIONS","Success":"OK","Positions":[{"BrokerID":"XXX","Account":"XXX","TransactDate":"n","TransactTime":"n","Quantity":"n","SumLongQty":"n","SumShortQty":"n","QryIndex":"n",...},{"BrokerID":"XXX","Account":"XXX","TransactDate":"n","TransactTime":"n","Quantity":"n","SumLongQty":"n","SumShortQty":"n","QryIndex":"n",...}]}
Field | 类型 | 说明 |
LoginID | BSTR | 登入账号 |
UserName | BSTR | 登入账号名称 |
BrokerID | BSTR | 交易商 |
BrokerName | BSTR | 交易商 |
Account | BSTR | 账号 |
AccountName | BSTR | 账号名称 |
TransactDate | BSTR | 更新日期 UTC+0 |
TransactTime | BSTR | 更新时间 UTC+0 |
SecurityType | BSTR | F / O / F2 / O2 |
Symbol | BSTR | 商品TCore代码 |
SymbolA | BSTR | 复式单脚1商品TCore代码 |
SymbolB | BSTR | 复式单脚2商品TCore代码 |
Exchange | BSTR | 交易所 |
Security | BSTR | 商品ID |
Security2 | BSTR | 商品ID (复式单脚2) |
Month | BSTR | 月份 |
Month2 | BSTR | 月份(复式单脚2) |
CallPut | BSTR | CallPut |
CallPut2 | BSTR | CallPut(复式单脚2) |
StrikePrice | BSTR | 行权价 |
StrikePrice2 | BSTR | 行权价(复式单脚2) |
Side | BSTR | 买卖方向 1Buy 2Sell (复式单为整体买卖方向) |
Side1 | BSTR | 买卖方向(复式单脚1) 1Buy 2Sell |
Side2 | BSTR | 买卖方向(复式单脚2) 1Buy 2Sell |
OpenDate | BSTR | 开仓日 UTC+0 |
Quantity | BSTR | 持仓数量 |
OpenPrice | BSTR | 开仓价 |
AvgPrice | BSTR | 成本均价 |
UnrealizedPL | BSTR | 损益 |
SettlementPrice | BSTR | 结算价 |
PrevSettlementPrice | BSTR | 昨结算价 |
UsedMargin | BSTR | 占用保证金 |
FrozenMargin | BSTR | 冻结保证金 |
CloseProfit | BSTR | 当日平仓盈亏 |
CurrencyToSystem | BSTR | 系统币别 |
LongFrozen | BSTR | 多头冻结数量 |
ShortFrozen | BSTR | 空头冻结数量 |
LongFrozenAmount | BSTR | 多头开仓冻结金额 |
ShortFrozenAmount | BSTR | 空头开仓冻结金额 |
OpenVolume | BSTR | 开仓量 |
CloseVolume | BSTR | 平仓量 |
OpenAmount | BSTR | 今日开仓金额(市值) |
CloseAmount | BSTR | 今日平仓金额(市值) |
OpenCost | BSTR | 开仓成本 |
PositionCost | BSTR | 持仓成本 |
CloseProfitByDate | BSTR | 逐日盯市平仓盈亏 |
CloseProfitByTrade | BSTR | 逐日对冲平仓盈亏 |
PositionProfitByDate | BSTR | 逐日盯市持仓盈亏 |
PositionProfitByTrade | BSTR | 逐笔持仓盈亏 |
UsedMargin | BSTR | 投资者保证金 |
MarginRateByMoney | BSTR | 保证金率 |
MarginRateByVolume | BSTR | 保证金率(依手数) |
PreMargin | BSTR | 上次占用的保证金 |
FrozenCash | BSTR | 冻结资金(权利金) |
CashIn | BSTR | 当日资金差额 |
Commission | BSTR | 手续费 |
StrikeFrozen | BSTR | 执行冻结 |
StrikeFrozenAmount | BSTR | 执行冻结金额 |
AbandonFrozen | BSTR | 放弃执行冻结 |
CombPosition | BSTR | 组合成交形成的持仓 |
CombLongFrozen | BSTR | 组合多头冻结 |
CombShortFrozen | BSTR | 组合空头冻结 |
Covered | BSTR | 空头 备兑仓数量 |
SumLongQty | BSTR | 多头 持仓数量 |
SumShortQty | BSTR | 空头 持仓数量 |
TodayLongQty | BSTR | 多头 今日持仓 |
TodayShortQty | BSTR | 空头 今日持仓 |
YdLongQty | BSTR | 多头 昨日持仓 |
YdShortQty | BSTR | 空头 昨日持仓 |
LongAvgPrice | BSTR | 多头 成本均价 |
ShortAvgPrice | BSTR | 空头 成本均价 |
WorkingLong | BSTR | 多头 委托中数量 |
WorkingShort | BSTR | 空头 委托中数量 |
TdBuyQty | BSTR | 今买入 |
TdSellQty | BSTR | 今卖出 |
TdTotalQty | BSTR | 今成交 |
LongFrozen | BSTR | 多头 冻结 |
ShortFrozen | BSTR | 空头 冻结 |
Lock_ExecFrozen | BSTR | 锁券/执行冻结 |
LongAvailable | BSTR | 多头 可平仓量 |
ShortAvailable | BSTR | 空头 可平仓量 |
FloatProfitByDate | BSTR | 逐日浮动盈亏 |
FloatProfitByTrade | BSTR | 逐笔浮动盈亏 |
CloseProfitByTrade | BSTR | 逐笔对冲平仓盈亏 |
CloseProfitByDate | BSTR | 逐日盯市平仓盈亏 |
TodayProfit | BSTR | 估算当日盈亏 |
MarketPrice | BSTR | 市值权益 |
OpenCost | BSTR | 开仓成本 |
PositionCost | BSTR | 持仓成本 |
