ctp开发手册2009(8)

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; };

5.2.29 OnErrRtnOrderAction

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 OnErrRtnOrderAction (

CThostFtdcOrderActionField *pOrderAction, CThostFtdcRspInfoField *pRspInfo);

参数：

pOrderAction：Pointer of the structure for the order action information

including the response from server. The following is definition of the structure, struct CThostFtdcOrderActionField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; ///order action reference

TThostFtdcOrderActionRefType OrderActionRef; ///order reference

TThostFtdcOrderRefType OrderRef; ///request ID

TThostFtdcRequestIDType RequestID; ///front ID

TThostFtdcFrontIDType FrontID; ///session ID

TThostFtdcSessionIDType SessionID; ///exchange ID

TThostFtdcExchangeIDType ExchangeID; ///order system ID

TThostFtdcOrderSysIDType OrderSysID; ///action flag

TThostFtdcActionFlagType ActionFlag; ///price

TThostFtdcPriceType LimitPrice; ///volume change

TThostFtdcVolumeType VolumeChange; ///action date

TThostFtdcDateType ActionDate; ///action time

TThostFtdcTimeType ActionTime; ///trader ID

TThostFtdcTraderIDType TraderID; ///install ID

TThostFtdcInstallIDType InstallID; ///order local ID

TThostFtdcOrderLocalIDType OrderLocalID; ///action local ID

TThostFtdcOrderLocalIDType ActionLocalID; ///participant ID

TThostFtdcParticipantIDType ParticipantID; ///trading code

TThostFtdcClientIDTypeClientID; ///business unit

TThostFtdcBusinessUnitType BusinessUnit; ///order action status

TThostFtdcOrderActionStatusTypeOrderActionStatus; ///user id

TThostFtdcUserIDType UserID; ///status message

TThostFtdcErrorMsgType StatusMsg; };

5.2.30 OnRspQrySettlementInfoConfirm

CTP服务器利用此callback函数反馈客户端应用程序“ReqQrySettlementInfoConfirm”运行成功。

定义：void OnRspQrySettlementInfoConfirm(

CThostFtdcSettlementInfoConfirmField *pSettlementInfoConfirm, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数：

pSettlementInfoConfirm ： Pointer of the structure for the response of ReqQrySettlementInfoConfirm. The following is definition of the structure, struct CThostFtdcSettlementInfoConfirmField {

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; ///confirm date

TThostFtdcDateType ConfirmDate; ///confirm time

TThostFtdcTimeType ConfirmTime; };;

5.2.31 RspQryParkedOrder

CTP服务器利用此callback函数反馈预报单（parked order）的查询。 定义：

void OnRspQryParkedOrder(CThostFtdcParkedOrderField *pParkedOrder, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数：

pParkedOrder：Pointer of the structure for the response of ReqQryParkedOrder. The following is

definition of the structure,

struct CThostFtdcParkedOrderField {

///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

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; ///user force close flag

TThostFtdcBoolType UserForceClose; ///exchange ID

TThostFtdcExchangeIDType ExchangeID; ///parked order system ID

TThostFtdcParkedOrderIDType ParkedOrderID; ///user type

TThostFtdcUserTypeType UserType; ///parked order status

TThostFtdcParkedOrderStatusType Status; };

5.2.32 RspQryParkedOrderAction

CTP服务器利用此callback函数反馈““RspQryParkedOrderAction”的查询。 定义：void OnRspQryParkedOrderAction(

CThostFtdcParkedOrderActionField *pParkedOrderAction, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

参数：

pParkedOrderAction ： Pointer of the structure for the response of ReqQryParkedOrderAction. The following is definition of the structure, struct CThostFtdcParkedOrderActionField

{

///broker id

TThostFtdcBrokerIDType BrokerID; ///investor ID

TThostFtdcInvestorIDType InvestorID; ///order action reference

TThostFtdcOrderActionRefType OrderActionRef; ///order reference

TThostFtdcOrderRefType OrderRef; ///request ID

TThostFtdcRequestIDType RequestID; ///front ID

TThostFtdcFrontIDType FrontID; ///session ID

TThostFtdcSessionIDType SessionID; ///exchange ID

TThostFtdcExchangeIDType ExchangeID; ///order system ID

TThostFtdcOrderSysIDType OrderSysID; ///action flag

TThostFtdcActionFlagType ActionFlag; ///price

TThostFtdcPriceType LimitPrice; ///volume change

TThostFtdcVolumeType VolumeChange; ///user id

TThostFtdcUserIDType UserID; ///instrument ID

TThostFtdcInstrumentIDType InstrumentID; ///parked order action ID

TThostFtdcParkedOrderActionIDType ParkedOrderActionID; ///user type

TThostFtdcUserTypeType UserType; ///parked order action status

TThostFtdcParkedOrderStatusType Status; };

5.2.33 RspQryInvestorPositionCombineDetail

CTP服务器利用此callback函数反馈，投资者连接合约的位置查询。 定义：void OnRspQryInvestorPositionCombineDetail(

CThostFtdcInvestorPositionCombineDetailField *pInvestorPositionCombineDetail, CThostFtdcRspInfoField *pRspInfo, int nRequestID, bool bIsLast);

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