> 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