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": {
        "full-name": "I.O.SSE.510050",
        "Type": "O",
        "Exchange": "SSE",
        "Symbol": "510050",
        "Weight": "10000.0",
        "TickSize": "0.0001",
        "cat": "期權",
        "marketCat": "債券類",
        "group": {
            "CHT": null
        },
        "Underlying.F": "TC.F.U_SSE.510050",
        "Name.CHS_M": "50ETF",
        "Symbol.GQ2": "ICE.SSE.510050",
        "Timezone": "Asia/Shanghai",
        "Symbol.SIM": "510050",
        "Symbol.SS2": "I.O.SSE.510050",
        "Underlying": "TC.S.SSE.510050",
        "Name.ENG": "50ETF(510050)",
        "Name.CHT": "50ETF(510050)",
        "Name.CHS": "50ETF(510050)",
        "Name.ENG_M": "50ETF",
        "Name.CHT_M": "50ETF"
    }
}

全部合约列表回复

{
	"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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