6.7.11_API接口说明目录


> 6.7.11_API接口说明

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 阅读指引

 文档版本与重要更新

 6.5.1版本更新说明

 6.5.1版本更新说明补充说明

 6.6.1P1版本更新说明

 6.6.5版本更新说明

 6.6.7版本更新说明

 6.6.8版本更新说明

 6.6.9版本更新说明

 6.7.0版本更新说明

 6.7.1版本更新说明

 6.7.2版本更新说明

 6.7.7版本更新说明

 6.7.8版本更新说明

 6.7.9版本更新说明

 6.7.9P1版本更新说明

 6.7.10版本更新说明

 6.7.11版本更新说明

 > 看穿式监管数据采集说明

  常见FAQ

  CTP-GetSystemInfo

  CTP-GetDataCollectApiVersion

 > 行情接口

  > CThostFtdcMdApi

   CreateFtdcMdApi

   GetApiVersion

   GetTradingDay

   Init

   Join

   RegisterFensUserInfo

   RegisterFront

   RegisterNameServer

   RegisterSpi

   Release

   ReqQryMulticastInstrument

   ReqUserLogin

   ReqUserLogout

   SubscribeForQuoteRsp

   SubscribeMarketData

   UnSubscribeForQuoteRsp

   UnSubscribeMarketData

  > CThostFtdcMdSpi

   OnFrontConnected

   OnFrontDisconnected

   OnHeartBeatWarning

   OnRspError

   OnRspQryMulticastInstrument

   OnRspSubForQuoteRsp

   OnRspSubMarketData

   OnRspUnSubForQuoteRsp

   OnRspUnSubMarketData

   OnRspUserLogin

   OnRspUserLogout

   OnRtnDepthMarketData

   OnRtnForQuoteRsp

 > 交易接口

  > CThostFtdcTraderApi

   CreateFtdcTraderApi

   GetApiVersion

   GetTradingDay

   GetFrontInfo

   Init

   Join

   RegisterFensUserInfo

   RegisterFront

   RegisterNameServer

   RegisterSpi

   RegisterUserSystemInfo

   Release

   ReqAuthenticate

   ReqBatchOrderAction

   ReqCombActionInsert

   ReqExecOrderAction

   ReqExecOrderInsert

   ReqForQuoteInsert

   ReqFromBankToFutureByFuture

   ReqFromFutureToBankByFuture

   ReqGenUserCaptcha

   ReqGenUserText

   ReqOptionSelfCloseAction

   ReqOptionSelfCloseInsert

   ReqOrderAction

   ReqOrderInsert

   ReqParkedOrderAction

   ReqParkedOrderInsert

   ReqQryAccountregister

   ReqQryBrokerTradingAlgos

   ReqQryBrokerTradingParams

   ReqQryCFMMCTradingAccountKey

   ReqQryCombAction

   ReqQryCombInstrumentGuard

   ReqQryContractBank

   ReqQryDepthMarketData

   ReqQryEWarrantOffset

   ReqQryExchange

   ReqQryExchangeMarginRate

   ReqQryExchangeMarginRateAdjust

   ReqQryExchangeRate

   ReqQryExecOrder

   ReqQryForQuote

   ReqQryInstrument

   ReqQryInstrumentCommissionRate

   ReqQryInstrumentMarginRate

   ReqQryInstrumentOrderCommRate

   ReqQryInvestor

   ReqQryInvestorPosition

   ReqQryInvestorPositionCombineDetail

   ReqQryInvestorPositionDetail

   ReqQryInvestorProductGroupMargin

   ReqQryInvestUnit

   ReqQryMMInstrumentCommissionRate

   ReqQryMMOptionInstrCommRate

   ReqQryNotice

   ReqQryOptionInstrCommRate

   ReqQryOptionInstrTradeCost

   ReqQryOptionSelfClose

   ReqQryOrder

   ReqQryParkedOrder

   ReqQryParkedOrderAction

   ReqQryProduct

   ReqQryProductExchRate

   ReqQryProductGroup

   ReqQryQuote

   ReqQrySecAgentACIDMap

   ReqQrySecAgentCheckMode

   ReqQrySecAgentTradeInfo

   ReqQrySecAgentTradingAccount

   ReqQrySettlementInfo

   ReqQrySettlementInfoConfirm

   ReqQryTrade

   ReqQryTradingAccount

   ReqQryTradingCode

   ReqQryTradingNotice

   ReqQryTransferBank

   ReqQryTransferSerial

   ReqQueryBankAccountMoneyByFuture

   ReqQueryCFMMCTradingAccountToken

   ReqQryMaxOrderVolume

   ReqQuoteAction

   ReqQuoteInsert

   ReqRemoveParkedOrder

   ReqRemoveParkedOrderAction

   ReqSettlementInfoConfirm

   ReqTradingAccountPasswordUpdate

   ReqUserAuthMethod

   ReqUserLogin

   ReqUserLoginWithCaptcha

   ReqUserLoginWithOTP

   ReqUserLoginWithText

   ReqUserLogout

   ReqUserPasswordUpdate

   SubmitUserSystemInfo

   SubscribePrivateTopic

   SubscribePublicTopic

   ReqQryClassifiedInstrument

   ReqQryCombPromotionParam

   ReqQryRiskSettleInvstPosition

   ReqQryRiskSettleProductStatus

   ReqQryTraderOffer

   ReqQrySPBMFutureParameter

   ReqQrySPBMOptionParameter

   ReqQrySPBMIntraParameter

   ReqQrySPBMInterParameter

   ReqQrySPBMPortfDefinition

   ReqQrySPBMInvestorPortfDef

   ReqQryInvestorPortfMarginRatio

   ReqQryInvestorProdSPBMDetail

   ReqQryInvestorCommoditySPMMMargin

   ReqQryInvestorCommodityGroupSPMMMargin

   ReqQrySPMMInstParam

   ReqQrySPMMProductParam

   ReqQrySPBMAddOnInterParameter

   ReqQryRCAMSCombProductInfo

   ReqQryRCAMSInstrParameter

   ReqQryRCAMSIntraParameter

   ReqQryRCAMSInterParameter

   ReqQryRCAMSShortOptAdjustParam

   ReqQryRCAMSInvestorCombPosition

   ReqQryInvestorProdRCAMSMargin

   ReqQryRULEInstrParameter

   ReqQryRULEIntraParameter

   ReqQryRULEInterParameter

   ReqQryInvestorProdRULEMargin

   ReqQryInvestorPortfSetting

   ReqQryInvestorInfoCommRec

   ReqQryCombLeg

   ReqOffsetSetting

   ReqCancelOffsetSetting

   ReqQryOffsetSetting

   RegisterWechatUserSystemInfo

   SubmitWechatUserSystemInfo

   ReqQryUserSession

  > CThostFtdcTraderSpi

   OnErrRtnBankToFutureByFuture

   OnErrRtnBatchOrderAction

   OnErrRtnCombActionInsert

   OnErrRtnExecOrderAction

   OnErrRtnExecOrderInsert

   OnErrRtnForQuoteInsert

   OnErrRtnFutureToBankByFuture

   OnErrRtnOptionSelfCloseAction

   OnErrRtnOptionSelfCloseInsert

   OnErrRtnOrderAction

   OnErrRtnOrderInsert

   OnErrRtnQueryBankBalanceByFuture

   OnErrRtnQuoteAction

   OnErrRtnQuoteInsert

   OnErrRtnRepealBankToFutureByFutureManual

   OnErrRtnRepealFutureToBankByFutureManual

   OnFrontConnected

   OnFrontDisconnected

   OnHeartBeatWarning

   OnRspAuthenticate

   OnRspBatchOrderAction

   OnRspCombActionInsert

   OnRspError

   OnRspExecOrderAction

   OnRspExecOrderInsert

   OnRspForQuoteInsert

   OnRspFromBankToFutureByFuture

   OnRspFromFutureToBankByFuture

   OnRspGenUserCaptcha

   OnRspGenUserText

   OnRspOptionSelfCloseAction

   OnRspOptionSelfCloseInsert

   OnRspOrderAction

   OnRspOrderInsert

   OnRspParkedOrderAction

   OnRspParkedOrderInsert

   OnRspQryAccountregister

   OnRspQryBrokerTradingAlgos

   OnRspQryBrokerTradingParams

   OnRspQryCFMMCTradingAccountKey

   OnRspQryCombAction

   OnRspQryCombInstrumentGuard

   OnRspQryContractBank

   OnRspQryDepthMarketData

   OnRspQryEWarrantOffset

   OnRspQryExchange

   OnRspQryExchangeMarginRate

   OnRspQryExchangeMarginRateAdjust

   OnRspQryExchangeRate

   OnRspQryExecOrder

   OnRspQryForQuote

   OnRspQryInstrument

   OnRspQryInstrumentCommissionRate

   OnRspQryInstrumentMarginRate

   OnRspQryInstrumentOrderCommRate

   OnRspQryInvestor

   OnRspQryInvestorPosition

   OnRspQryInvestorPositionCombineDetail

   OnRspQryInvestorPositionDetail

   OnRspQryInvestorProductGroupMargin

   OnRspQryInvestUnit

   OnRspQryMMInstrumentCommissionRate

   OnRspQryMMOptionInstrCommRate

   OnRspQryNotice

   OnRspQryOptionInstrCommRate

   OnRspQryOptionInstrTradeCost

   OnRspQryOptionSelfClose

   OnRspQryOrder

   OnRspQryParkedOrder

   OnRspQryParkedOrderAction

   OnRspQryProduct

   OnRspQryProductExchRate

   OnRspQryProductGroup

   OnRspQryQuote

   OnRspQrySecAgentACIDMap

   OnRspQrySecAgentCheckMode

   OnRspQrySecAgentTradeInfo

   OnRspQrySecAgentTradingAccount

   OnRspQrySettlementInfo

   OnRspQrySettlementInfoConfirm

   OnRspQryTrade

   OnRspQryTradingAccount

   OnRspQryTradingCode

   OnRspQryTradingNotice

   OnRspQryTransferBank

   OnRspQryTransferSerial

   OnRspQueryBankAccountMoneyByFuture

   OnRspQueryCFMMCTradingAccountToken

   OnRspQuoteAction

   OnRspQuoteInsert

   OnRspRemoveParkedOrder

   OnRspRemoveParkedOrderAction

   OnRspSettlementInfoConfirm

   OnRspTradingAccountPasswordUpdate

   OnRspUserAuthMethod

   OnRspUserLogin

   OnRspUserLogout

   OnRspUserPasswordUpdate

   OnRtnBulletin

   OnRtnCancelAccountByBank

   OnRtnCFMMCTradingAccountToken

   OnRtnChangeAccountByBank

   OnRtnCombAction

   OnRtnErrorConditionalOrder

   OnRtnExecOrder

   OnRtnForQuoteRsp

   OnRtnFromBankToFutureByBank

   OnRtnFromBankToFutureByFuture

   OnRtnFromFutureToBankByBank

   OnRtnFromFutureToBankByFuture

   OnRtnInstrumentStatus

   OnRtnOpenAccountByBank

   OnRtnOptionSelfClose

   OnRtnOrder

   OnRtnQueryBankBalanceByFuture

   OnRtnQuote

   OnRtnRepealFromBankToFutureByBank

   OnRtnRepealFromBankToFutureByFuture

   OnRtnRepealFromBankToFutureByFutureManual

   OnRtnRepealFromFutureToBankByBank

   OnRtnRepealFromFutureToBankByFuture

   OnRtnRepealFromFutureToBankByFutureManual

   OnRtnTrade

   OnRtnTradingNotice

   OnRspQryMaxOrderVolume

   OnRspQryClassifiedInstrument

   OnRspQryCombPromotionParam

   OnRspQryRiskSettleInvstPosition

   OnRspQryRiskSettleProductStatus

   OnRspQryTraderOffer

   OnRspQrySPBMFutureParameter

   OnRspQrySPBMOptionParameter

   OnRspQrySPBMIntraParameter

   OnRspQrySPBMInterParameter

   OnRspQrySPBMPortfDefinition

   OnRspQrySPBMInvestorPortfDef

   OnRspQryInvestorPortfMarginRatio

   OnRspQryInvestorProdSPBMDetail

   OnRspQryInvestorCommoditySPMMMargin

   OnRspQryInvestorCommodityGroupSPMMMargin

   OnRspQrySPMMInstParam

   OnRspQrySPMMProductParam

   OnRspQrySPBMAddOnInterParameter

   OnRspQryRCAMSCombProductInfo

   OnRspQryRCAMSInstrParameter

   OnRspQryRCAMSIntraParameter

   OnRspQryRCAMSInterParameter

   OnRspQryRCAMSShortOptAdjustParam

   OnRspQryRCAMSInvestorCombPosition

   OnRspQryInvestorProdRCAMSMargin

   OnRspQryRULEInstrParameter

   OnRspQryRULEIntraParameter

   OnRspQryRULEInterParameter

   OnRspQryInvestorProdRULEMargin

   OnRspQryInvestorPortfSetting

   OnRspQryInvestorInfoCommRec

   OnRspQryCombLeg

   OnRspOffsetSetting

   OnRspCancelOffsetSetting

   OnRtnOffsetSetting

   OnErrRtnOffsetSetting

   OnErrRtnCancelOffsetSetting

   OnRspQryOffsetSetting

   OnRspQryUserSession

 > TGate网关接入指南

  TGate网关接入指南

  6.7.11TGate版本更新说明

 > 其他业务规则

  做市商询价和报价

  报单回调规则

  大商所组保

  报价回调规则

  协议方式接收二代组播行情

  fens连接说明

  各交易所行情区别

  合约状态变化说明

  报单流控、查询流控和会话数控制

  通讯模式

  TAS介绍

  条件单规则

  各交易所特殊指令

  接口中一些重要序号说明

  期货期权的行权、自对冲

  行情流控

  大商所行权优化二阶段业务


2025/8/6 15:37:19