///volume multiple of instrument
TThostFtdcVolumeMultipleType VolumeMultiple; ///price tick
TThostFtdcPriceType PriceTick; ///create date
TThostFtdcDateType CreateDate; ///open date
TThostFtdcDateType OpenDate; ///expire date
TThostFtdcDateType ExpireDate; ///start delivery date
TThostFtdcDateType StartDelivDate; ///end delivery date
TThostFtdcDateType EndDelivDate; ///instrument life phase
TThostFtdcInstLifePhaseTypeInstLifePhase; ///is trading
TThostFtdcBoolType IsTrading; ///position type
TThostFtdcPositionTypeType PositionType; ///position date type
TThostFtdcPositionDateTypeType PositionDateType; };
5.2.26 OnRtnTrade
CTP服务器利用此callback函数通知客户端应用程序，什么时候交易已经结束。
定义：void OnRtnTrade(CThostFtdcTradeField *pTrade)； 参数：
pTrade：Pointer of the structure for the trade information. 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; };
5.2.27 OnRtnOrder
CTP服务器利用此callback函数通知客户端应用程序，订单状态的变化。 定义：void OnRtnOrder(CThostFtdcOrderField *pOrder); 参数：
pOrder：Pointer of the structure for the order information. The following is definition of the structure, struct CThostFtdcOrderField {
///broker id
TThostFtdcBrokerIDType BrokerID; ///investor ID
TThostFtdcInvestorIDType InvestorID; ///instrument ID
TThostFtdcInstrumentIDType InstrumentID; ///order reference
TThostFtdcOrderRefType OrderRef; ///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; 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; ///notify sequence
TThostFtdcSequenceNoType NotifySequence; ///trading day
TThostFtdcDateType TradingDay; VolumeTraded; ///volume total
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; };
5.2.28 OnErrRtnOrderInsert
此callback函数用于通知客户端应用程序，CTP服务器或交易所的验证出错。 定义：void OnErrRtnOrderInsert(
CThostFtdcInputOrderField *pInputOrder, CThostFtdcRspInfoField *pRspInfo)；
参数：
pInputOrder：Pointer of the structure for the order insertion information
including the response from server. The following is definition of the structure, struct CThostFtdcInputOrderField {
///broker id
TThostFtdcBrokerIDType BrokerID; ///investor ID
TThostFtdcInvestorIDType InvestorID; ///instrument ID
TThostFtdcInstrumentIDType InstrumentID; ///order reference
TThostFtdcOrderRefType OrderRef; ///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
TThostFtdcTimeConditionType TimeCondition; ///GTD DATE
TThostFtdcDateType GTDDate; ///volume condition
TThostFtdcVolumeConditionType VolumeCondition; ///min volume