定义：void OnRspQryDepthMarketData(
CThostFtdcDepthMarketDataField *pDepthMarketData, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ；
参数：
pDepthMarketData ： Pointer of the structure for the response of ReqQryDepthMarketData. The following is definition of the structure, struct CThostFtdcDepthMarketDataField {
///trading day
TThostFtdcDateType TradingDay; ///instrument ID
TThostFtdcInstrumentIDType InstrumentID; ///exchange ID
TThostFtdcExchangeIDType ExchangeID; ///exchange instrument ID
TThostFtdcExchangeInstIDType ExchangeInstID; ///last price
TThostFtdcPriceType LastPrice; ///previous settlement price
TThostFtdcPriceType PreSettlementPrice; ///previous close price
TThostFtdcPriceType PreClosePrice; ///previous open volume
TThostFtdcLargeVolumeType PreOpenInterest; ///open price
TThostFtdcPriceType OpenPrice; ///highest price
TThostFtdcPriceType HighestPrice; ///lowest price
TThostFtdcPriceType LowestPrice; ///trade volume
TThostFtdcVolumeType Volume; ///turnover
TThostFtdcMoneyType Turnover; ///open interest
TThostFtdcLargeVolumeType OpenInterest; ///close Price
TThostFtdcPriceType ClosePrice; ///settlement price
TThostFtdcPriceType SettlementPrice; ///upper limit price
TThostFtdcPriceType UpperLimitPrice;
///lower limit price
TThostFtdcPriceType LowerLimitPrice; ///pre-delta
TThostFtdcRatioType PreDelta; ///current delta
TThostFtdcRatioType CurrDelta; ///update time
TThostFtdcTimeType UpdateTime; ///Update Millisecond
TThostFtdcMillisecType UpdateMillisec; ///the first bid price
TThostFtdcPriceType BidPrice1; ///the first bid volume
TThostFtdcVolumeType BidVolume1; ///the first ask price
TThostFtdcPriceType AskPrice1; ///the first ask volume
TThostFtdcVolumeType AskVolume1; ///the second bid price
TThostFtdcPriceType BidPrice2; ///the second bid volume
TThostFtdcVolumeType BidVolume2; ///the second ask price
TThostFtdcPriceType AskPrice2; ///the second ask volume
TThostFtdcVolumeType AskVolume2; ///the third bid price
TThostFtdcPriceType BidPrice3; TThostFtdcPriceType AskPrice3; ///the third ask volume
TThostFtdcVolumeType AskVolume3; ///the forth bid price
TThostFtdcPriceType BidPrice4; ///the forth bid volume
TThostFtdcVolumeType BidVolume4; ///the forth ask price
TThostFtdcPriceType AskPrice4; ///the forth ask volume
TThostFtdcVolumeType AskVolume4; ///the fifth bid price
TThostFtdcPriceType BidPrice5; ///the fifth bid volume
TThostFtdcVolumeType BidVolume5; ///the fifth ask price
TThostFtdcPriceType AskPrice5; ///the fifth ask volume
TThostFtdcVolumeType AskVolume5; };
5.2.22 OnRspQrySettlementInfo
CTP服务器利用此callback函数反馈客户端应用程序“ReqQrySettlementInfo”的请求。
定义：void OnRspQrySettlementInfo(
CThostFtdcSettlementInfoField *pSettlementInfo, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ；
参数：
pSettlementInfo ： Pointer of the structure for the response of ReqQrySettlementInfo. The following is definition of the structure, struct CThostFtdcSettlementInfoField {
///trading day
TThostFtdcDateType TradingDay; ///settlement ID
TThostFtdcSettlementIDType SettlementID; ///broker id
TThostFtdcBrokerIDType BrokerID; ///investor ID
TThostFtdcInvestorIDType InvestorID; ///sequence No.
TThostFtdcSequenceNoType SequenceNo; ///content
TThostFtdcContentType Content; };
5.2.23 OnRspQryInvestorPositionDetail
CTP服务器利用此callback函数反馈客户端应用程序“ReqQryInvestorPositionDetail”的请求。
定义：void OnRspQryInvestorPositionDetail(
CThostFtdcInvestorPositionDetailField *pInvestorPositionDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast) ；
参数：
pInvestorPositionDetail ： Pointer of the structure for the response of ReqQryInvestorPositionDetail. The following is definition of the structure, struct CThostFtdcInvestorPositionDetailField
{
///instrument ID
TThostFtdcInstrumentIDType InstrumentID; ///broker id
TThostFtdcBrokerIDType BrokerID; ///investor ID
TThostFtdcInvestorIDType InvestorID; ///hedge flag
TThostFtdcHedgeFlagType HedgeFlag; ///direction
TThostFtdcDirectionType Direction; ///open date
TThostFtdcDateType OpenDate; ///trade ID
TThostFtdcTradeIDTypeTradeID; ///volume
TThostFtdcVolumeType Volume; ///open price
TThostFtdcPriceType OpenPrice; ///trading day
TThostFtdcDateType TradingDay; ///settlement ID
TThostFtdcSettlementIDType SettlementID; ///trade type
TThostFtdcTradeTypeType TradeType; ///combination instrument ID
TThostFtdcInstrumentIDTypeCombInstrumentID; };
5.2.24 OnRspQryNotice
CTP服务器利用此callback函数反馈客户端应用程序“ReqQryNotice”的请求。
定义：void OnRspQryNotice(
CThostFtdcNoticeField *pNotice, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)；
参数：
pNotice：Pointer of the structure for the response of ReqQryNotice. The following is definition of the structure, struct CThostFtdcNoticeField {
///broker id
TThostFtdcBrokerIDType BrokerID;
///content
TThostFtdcContentType Content; ///Sequence Label of broker notice
TThostFtdcSequenceLabelType SequenceLabel; };
5.2.25 OnRspQryInstrument
CTP服务器利用此callback函数反馈客户端应用程序“ReqQryInstrument”的请求。
定义：void OnRspQryInstrument(
CThostFtdcInstrumentField *pInstrument, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast)；
参数：
pRspInstrument：Pointer of the structure for the response of ReqQryInstrument. The following is definition of the structure, struct CThostFtdcInstrumentField {
///instrument ID
TThostFtdcInstrumentIDType InstrumentID; ///exchange ID
TThostFtdcExchangeIDType ExchangeID; ///instrument name
TThostFtdcInstrumentNameType InstrumentName; ///exchange instrument ID
TThostFtdcExchangeInstIDType ExchangeInstID; ///product ID
TThostFtdcInstrumentIDTypeProductID; ///product class
TThostFtdcProductClassTypeProductClass; ///delivery year
TThostFtdcYearType DeliveryYear; ///delivery month
TThostFtdcMonthType DeliveryMonth; ///max volume for market order
TThostFtdcVolumeType MaxMarketOrderVolume; ///min volume for market order
TThostFtdcVolumeType MinMarketOrderVolume; ///max volume for limit order
TThostFtdcVolumeType MaxLimitOrderVolume; ///min volume for limit order
TThostFtdcVolumeType MinLimitOrderVolume;