///user id
TThostFtdcUserIDType UserID; ///order price type
TThostFtdcOrderPriceTypeType OrderPriceType; ///direction
TThostFtdcDirectionType Direction; ///combination order’s offset flag
TThostFtdcCombOffsetFlagType CombOffsetFlag; ///combination or hedge flag
TThostFtdcCombHedgeFlagType CombHedgeFlag; ///price
TThostFtdcPriceType LimitPrice; ///volume
TThostFtdcVolumeType VolumeTotalOriginal; ///valid date type
TThostFtdcTimeConditionType TimeCondition; ///GTD DATE
TThostFtdcDateType GTDDate; ///volume condition
TThostFtdcVolumeConditionType VolumeCondition; ///min volume
TThostFtdcVolumeType MinVolume; ///trigger condition
TThostFtdcContingentConditionType ContingentCondition; ///stop price
TThostFtdcPriceType StopPrice; ///force close reason
TThostFtdcForceCloseReasonType ForceCloseReason; /// auto suspend flag
TThostFtdcBoolType IsAutoSuspend; ///business unit
TThostFtdcBusinessUnitType BusinessUnit; ///request ID
TThostFtdcRequestIDType RequestID; ///order local ID
TThostFtdcOrderLocalIDType OrderLocalID; ///exchange ID
TThostFtdcExchangeIDType ExchangeID; ///participant ID
TThostFtdcParticipantIDType ParticipantID; ///trading code
TThostFtdcClientIDTypeClientID; ///exchange instrument ID
TThostFtdcExchangeInstIDType ExchangeInstID;
///trader ID
TThostFtdcTraderIDType TraderID; ///install ID
TThostFtdcInstallIDType InstallID; ///order submit status
TThostFtdcOrderSubmitStatusType OrderSubmitStatus; ///order notify sequence
TThostFtdcSequenceNoType NotifySequence; ///trading day
TThostFtdcDateType TradingDay; ///settlement ID
TThostFtdcSettlementIDType SettlementID; ///order system ID
TThostFtdcOrderSysIDType OrderSysID; ///order source
TThostFtdcOrderSourceType OrderSource; ///order status
TThostFtdcOrderStatusType OrderStatus; ///order type
TThostFtdcOrderTypeType OrderType; ///volume traded
TThostFtdcVolumeType VolumeTraded; /// total volume
TThostFtdcVolumeType VolumeTotal; ///insert date
TThostFtdcDateType InsertDate; ///insert time
TThostFtdcTimeType InsertTime; ///active time
TThostFtdcTimeType ActiveTime; ///suspend time
TThostFtdcTimeType SuspendTime; ///update time
TThostFtdcTimeType UpdateTime; ///cancel time
TThostFtdcTimeType CancelTime; ///active trader ID
TThostFtdcTraderIDType ActiveTraderID; ///clear participant ID
TThostFtdcParticipantIDType ClearingPartID; ///sequence No.
TThostFtdcSequenceNoType SequenceNo; ///front ID
TThostFtdcFrontIDType FrontID;
///session ID
TThostFtdcSessionIDType SessionID; ///user product information
TThostFtdcProductInfoType UserProductInfo; ///status message
TThostFtdcErrorMsgType StatusMsg; };
5.2.14 OnRspQryTrade
CTP服务器利用此callback函数反馈客户端应用程序“ReqQryTrade”的请求。
定义：void OnRspQryTrade(
CThostFtdcTradeField *pTrade, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)；
参数：
pTrade：Pointer of the structure for the response of ReqQryTrade. The following is definition of the structure, struct CThostFtdcTradeField {
///broker id
TThostFtdcBrokerIDType BrokerID; ///investor ID
TThostFtdcInvestorIDType InvestorID; ///instrument ID
TThostFtdcInstrumentIDType InstrumentID; ///order reference
TThostFtdcOrderRefType OrderRef; ///user id
TThostFtdcUserIDType UserID; ///exchange ID
TThostFtdcExchangeIDType ExchangeID; ///trade ID
TThostFtdcTradeIDTypeTradeID; ///direction
TThostFtdcDirectionType Direction; ///order system ID
TThostFtdcOrderSysIDType OrderSysID; ///participant ID
TThostFtdcParticipantIDType ParticipantID; ///trading code
TThostFtdcClientIDTypeClientID; ///trading role
TThostFtdcTradingRoleType TradingRole; ///exchange instrument ID
TThostFtdcExchangeInstIDType ExchangeInstID; ///offset flag
TThostFtdcOffsetFlagType OffsetFlag; ///hedge flag
TThostFtdcHedgeFlagType HedgeFlag; ///price
TThostFtdcPriceType Price; ///volume
TThostFtdcVolumeType Volume; ///trade date
TThostFtdcDateType TradeDate; ///trade time
TThostFtdcTimeType TradeTime; ///trade type
TThostFtdcTradeTypeType TradeType; ///price source
TThostFtdcPriceSourceType PriceSource; ///trader ID
TThostFtdcTraderIDType TraderID; ///order local ID
TThostFtdcOrderLocalIDType OrderLocalID; ///clear participant ID
TThostFtdcParticipantIDType ClearingPartID; ///business unit
TThostFtdcBusinessUnitType BusinessUnit; ///sequence No.
TThostFtdcSequenceNoType SequenceNo; ///trading day
TThostFtdcDateType TradingDay; ///settlement ID
TThostFtdcSettlementIDType SettlementID; };
5.2.15 OnRspQryInvestor
CTP服务器利用此callback函数反馈客户端应用程序“ReqQryInvestor”的请求。
定义：void OnRspQry Investor (
CThostFtdcInvestorField *pInvestor, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)；
参数：
pInvestor：Pointer of the structure for the response of ReqQryInvestor. The following is definition of the structure, struct CThostFtdcInvestorField {
///investor ID
TThostFtdcInvestorIDType InvestorID; ///broker id
TThostFtdcBrokerIDType BrokerID; ///investor group ID
TThostFtdcInvestorIDType InvestorGroupID; ///investor name
TThostFtdcPartyNameType InvestorName; ///Identified Card Type
TThostFtdcIdCardTypeType IdentifiedCardType; ///Identified Card No.
TThostFtdcIdentifiedCardNoType IdentifiedCardNo; ///is active
TThostFtdcBoolType IsActive; };
5.2.16 OnRspQryInvestorPosition
CTP服务器利用此callback函数反馈客户端应用程序“ReqQryInvestorPosition”的请求。
定义：void OnRspQry InvestorPosition(
CThostFtdcInvestorPositionField *pInvestorPosition, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)；
参数：
pInvestorPosition ： Pointer of the structure for the response of ReqQryInvestorPosition. The following is definition of the structure, struct CThostFtdcInvestorPositionField {
///instrument ID
TThostFtdcInstrumentIDType InstrumentID; ///broker id
TThostFtdcBrokerIDType BrokerID; ///investor ID
TThostFtdcInvestorIDType InvestorID; ///position direction
TThostFtdcPosiDirectionType PosiDirection; ///hedge flag
TThostFtdcHedgeFlagType HedgeFlag; ///position date