PLS_API_Intro.rst

PLS API

修改历史

修改日期	修改内容	修改人	备注
9.15	初稿
2015.11.5	增加行情现价接口增加仿真交易参数新增条件交易demo	Ysq/Hugh	牛牛版本需要最低307版本才可以正常运行
2015.12.18	1.报价增加时间字段 2.股票个数上限由100上调至300	Ysq
2015.1.21	更新港股交易接口文档，修改部分参数 'OrderTypeHK’ 改为 'OrderType' “ SetOrderStatusHK ”改为” SetOrderStatus ” 增加美股交易接口(下单，撤单，改单) 增加解锁接口	YSQ	!! 新接口需要3.14及以上客户端版本支持
2015.2.22	6007协议文档错误纠正	Ysq
2016.11.23	1001协议增加每手数量字段	zeno
2016.12.12	1010协议拉取当天分时数据 6010 协议港股成交记录 7010 协议美股成交记录	zeno
2016.12.26	1011协议拉取最近1000根K线	zeno
2017.1.10	API一期	Zeno;Tajod
2017.4.~	快照1015增加总市值及流通市值/窝轮信息/字符串返回的更新时间 1014取股票列表增加owner股票信息及子类型(窝轮用到）增加1026获取板块集合的子板块列表港、美股查订单列表增加过滤选项	Ysq

名词定义

FTNN : 特指富途牛牛For Windows

PLS : Plugin Local Server 的简称, 该模块是FTNN的一个标准插件

概述

PLS说明

本节主要介绍如何使用富途牛牛windows客户端插件PLS进行socket二次开发.

接口背景

富途牛牛3.3 版本之后，开始支持插件开发, 接口规范详见 https://github.com/szmile2008/FTPlugin.git 但考虑到实现插件需要较厚深的win vc编程基础，使用多有不便，故官方提供socket插件中间层，方便用户使用第三方工具如Python，以脚本的方式调用行情交易接口

源代码

基于富途牛牛插件框架开发的本地Server , 代码完全开源, 见上述开源项目 “ PluginServer”目录 , 该工程在vc2005下编译通过

安装及使用

https://github.com/szmile2008/FTPlugin/blob/master/Plugins/PluginLocalServer/bin/readme.txt

当前api最低版本要求

牛牛版本号: 3.32

错误码说明

错误码	错误说明
0	无错误
400	未知错误
401	版本不支持
402	股票未找到
403	协议号不支持
404	参数错误
405	频率错误（请求过快）
406	订阅达到上限
407	未订阅
408	未满足反订阅时间限制
501	服务器忙
502	超时
503	网络错误

协议号

行情相关
1001	报价	1002	摆盘
1005	订阅	1006	反订阅
1007	查询订阅	1008	推送协议
1010	分时	1011	最近K线
1012	逐笔	1013	交易日
1014	股票信息	1015	市场快照
1023	批量报价	1024	历史K线
1025	复权因子
交易相关
6003	港股下单	7003	美股下单
6004	港股订单状态更改	7004	美股订单状态修改
6005	港股改单	7005	美股改单
6006	解锁交易
6007	港股查询账户信息	7007	美股查询账户信息
6008	港股查询订单列表	7008	美股查询订单列表
6009	港股查询持仓	7009	美股查询持仓
6010	港股查询成交记录	7010	美股查询成交记录

市场说明

Market值	对应市场
1	港股
2	美股
3	沪股
4	深股
5	旧期货
6	新期货

订阅类型说明

StockSubType值	对应订阅类型	对应协议
1	报价	1001、1023
2	摆盘	1002
4	逐笔	1012
5	分时	1010
6	日分K	1011
7	5分K	1011
8	15分K	1011
9	30分K	1011
10	60分K	1011
11	1分K	1011
12	周K	1011
13	月K	1011
14	经纪队列	1028

时间说明

时间的标准格式为“2017-01-01 08:18:28”，部分时间例如end_date精准到日即可。

API接口

接口简介

协议采用纯文本，方便脚本语言处理。
协议内容是一个完整的json字符。
Json 请求或返回以\r\n 作为分隔。
所有金额相关的字段都是*1000，也就是开盘价1000表示1.000$
所有成交量都是股数，非在UI上看到的”xx手”
所有行情相关协议获取数据都需要先通过（1005）协议订阅成功后才能查询
订阅的上限为500个订阅单位。一只股票的一个K线类型占2个订阅单位、分时占2个订阅单位、报价占1个订阅单位、摆盘占5个订阅单位（牛熊为1）、逐笔占5个订阅单位（牛熊为1）、经纪队列占5个订阅单位（牛熊为1）。
反订阅（1006）的时间限制为１分钟，即订阅某支股票某个订阅位１分钟之后才能反订阅
30秒内不能超过20次交易请求。
建议所有行情拉取接口在同一条长连接上。推送数据在第二条长连接上。交易接口在第三条长连接上。

Socket 连接

IP: 127.0.0.1 (为安全起见，默认只作本地监听）
Port: 11111

Json基础字段

字段名	字段值	备注
Protocol		请求协议号
Version	‘1’	协议版本号
Market	Int32	市场类型详见市场类型说明
ErrCode	Int64 : 0 表示成功	返回错误码详见错误码说明
ErrDesc	UTF-8	返回错误描述
StockCode	eg ’00700’	股票代码
ReqParam	随协号定义	请求参数
RetData	随协号定义	返回数据

协议介绍

获取基础报价(Protocol: 1001)

C->S eg:

{'Protocol':'1001', 'ReqParam':{'Market':'1','StockCode':'00700'},'Version':'1'}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1001","RetData":{"Close":"135400","CurPrice":"135400","High":"137600","LastClose":"139800","LotSize":"0","Low":"133800","Market":"1","Open":"136900","StockCode":"00700","Time":"57600","Turnover":"3588168326322","Volume":"26441962"},"Version":"1"}

字段说明:

字段名	字段值	备注
Close	Int32	收盘价
High	Int32	最高价
LastClose	Int32	昨收
Low	Int32	最低价
Open	Int32	开盘价
Turnover	Int64	成交额
Volume	Int64	成交量
LotSize	Int32	每手数量（沪深为0，美股为1, 期货为0）
CurPrice	Int32	现价
Time	Int32	报价最后更新时间

获取摆盘数据(Protocol:1002)

C->S eg:

{"Protocol":"1002","ReqParam":{"Num":"3","Market":"1","StockCode":"00700"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1002","RetData":{"GearArr":[{"BuyOrder":"1","BuyPrice":"135300","BuyVol":"3400","SellOrder":"2","SellPrice":"135400","SellVol":"27000"},{"BuyOrder":"5","BuyPrice":"135200","BuyVol":"64000","SellOrder":"5","SellPrice":"135500","SellVol":"70200"},{"BuyOrder":"20","BuyPrice":"135100","BuyVol":"108300","SellOrder":"9","SellPrice":"135600","SellVol":"142300"}],"Market":"1","StockCode":"00700"},"Version":"1"}

字段说明:

字段名	字段值	备注
GearArr		摆盘数据结点
BuyOrder	Int32	买盘经纪个数
BuyPrice	Int32	买价
BuyVol	Int64	买量
SellOrder	Int32	卖盘经纪个数
SellPrice	Int32	卖价
SellVol	Int64	卖量
Num	In32(1~ 10)	待请求的摆盘个数

注:1.Num为原先的(GetGearNum)

2.当实际摆盘数小于Num的数值时，只返回实际的摆盘情况

3.调用前须先1005订阅摆盘

订阅股票协议(Protocol:1005)

C->S eg:

{"Protocol":"1005","ReqParam":{ "StockSubType": "1", "Market": "1", "StockCode":
"00700"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1005","RetData":{"Market":"1","StockCode":"00700","StockSubType":"1"}"Version":"1"}

反订阅股票协议(Protocol:1006)

C->S eg:

{"Protocol":"1006","ReqParam":{ "StockSubType": "1", "Market": "1", "StockCode":
"00700"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1006","RetData":{"Market":"1","StockCode":"00700","StockSubType":"1"}"Version":"1"}

注：反订阅带有1分钟的时间限制，如果不满足时间要求则会反订阅失败。

查询订阅股票协议(Protocol: 1007)

C->S eg:

{"Protocol":"1007","ReqParam":{"QueryAllSocket":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1007","RetData":{"SubInfoArr":[{"Market":"1","StockCode":"00038","StockSubType":"1"},{"Market":"1","StockCode":"00700","StockSubType":"1"},{"Market":"1","StockCode":"00700","StockSubType":"4"}]},Version":"1"}

字段说明:

字段名	字段值	备注
QueryAllSocket	Int32	非0表示查询所有socket的订阅状态,否则表示当前查询socket
StockPushType	Int32	同StockSubType

设置要接收推送协议的股票信息(Protocol: 1008)

C->S eg:

{"Protocol":"1008","ReqParam":{ "StockPushType": "1", "Market": "1",
"StockCode": "00700"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1008","RetData":{ "StockPushType": "1",
"Market": "1", "StockCode": "00700"},Version":"1"}

字段说明:

字段名	字段值	备注
StockPushType	Int32	同StockSubType

推送数据协议号

推送数据类型	推送协议号	拉取协议号
报价	1030	1023
摆盘	1031	1002
K线	1032	1011
逐笔	1033	1012
分时	1034	1010
经纪队列	1035	1028

注:调用该接口会在该条连接上推送数据。建议所有推送数据请求在同一条新建连接上，并做好异步处理。推送的数据协议号如上表所示，结构与拉取数据相同。例如：拉取摆盘时协议号为1002、推送摆盘为1031。其他协议字段不变。

拉取分时数据(Protocol: 1010)

C->S eg:

{"Protocol":"1010", "ReqParam":{"Market":"1","StockCode":"00700"},"Version":
"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1010","RetData":{"Num":"305","Market":"1","RTDataArr":[{"Volume":"0","Turnover":"0","OpenedMins":"570","AvgPrice":"0","CurPrice":"4350","DataStatu":"1","LastClose":"4350","Time":"2016-11-129:30"},{"Volume":"0","Turnover":"0","OpenedMins":"571","AvgPrice":"0","CurPrice":"4350","DataStatus":"1","LastClose":"4350","Time":"2016-11-12
9:31:0"},{"Volume":"0","Turnover":"0",

"OpenedMins":"572","AvgPrice":"0","CurPrice":"4330","DataStatus":"1","LastClose":"4350",

"strTime":"2016-11-12
9:32"},{"Volume":"0","Turnover":"0","OpenedMins":"573","AvgPrice":"0","CurPrice":

"4340","DataStatus":"1","LastClose":"4350","Time":"2016-11-12
9:33:0"}],"StockCode":"00700"},"Version":"1"}

字段说明:

字段名	字段值	备注
RTDataArr		分时数据
DataStatus	Int32	数据状态（1为正确，2、3暂不支持，4为伪造）
Time	String	时间
OpenedMins	Int32	开盘多少分钟
CurPrice	Int32	目前价
LastClose	Int32	昨收价
AvgPrice	Int32	平均价
Volume	Int64	成交量
Turnover	Int64	成交额
Num	Int32	数据个数

拉取最近1000根K线数据(Protocol:1011)

C->S eg:

{"Protocol":"1011","ReqParam":{ "Num":
"2","Market":"1","StockCode":"00700","KLType":"1","RehabType":

"1"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1011","RetData":{"Market":"1","StockCode":"00700","KLType":"1","RehabType":"1""KLDataArr":[{"Close":"181400","DataStatus":"1","High":"181400","Low":"181300","Open":"181300","PERatio":"0","Turnover":"6982740000","Volume":"38500","Time":"2016-11-19
15:54:0","Turnover":"0"},{"Close":"181300","DataStatus":"1","High":"181400","Low":"181200","Open":"181300","PERatio":"0","Turnover":"9374000000","Volume":"51700","Time":"2016-11-19
15:55:0","Turnover":"0"}],"Version":"1"}

字段说明:

字段名	字段值	备注
KLDataArr		K线数据
DataStatus	Int32	数据状态（1为正确，2、3暂不支持，4为伪造）
KLType	Int32	K线类型 1 = 1分K; 2 = 日K; 3 = 周K; 4 = 月K; 6 = 5分K; 7 = 15分K; 8 = 30分K; 9 = 60分K;
RehabType	Int32	复权类型 0 = 不复权； 1 = 前复权； 2 = 后复权；
Time	String	时间
Close	Int32	收盘价
High	Int32	最高价
Low	Int32	最低价
Open	Int32	开盘价
Volume	Int64	成交量
Turnover	Int64	成交额
PERatio	Int32	市盈率
TurnoverRate	Int32	换手率
Num	Int32（1~1000）	拉取个数

注:Num为新增参数，为拉取个数。但实际返回个数不一定有Num个。Num取值为1至1000。

逐笔协议(Protocol:1012)

C->S eg:

{"Protocol":"1012","ReqParam":{"Market":"1","StockCode":"00700","Num":"3","Sequence":"-1"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1012","RetData":{"Market":"1","NextSequence":"-1","StockCode":"00700","TickerArr":[{"Direction":"2","Price":"199000","Sequence":"6376603941391569400","Time":"2017-01-18
14:22:16","Turnover":"119400000","Volume":"600"},{"Direction":"2","Price":"199000","Sequence":"6376603941391569401","Time":"2017-01-18
14:22:16","Turnover":"19900000","Volume":"100"},{"Direction":"2","Price"

:"199000","Sequence":"6376603941391569402","Time":"2017-01-18
14:22:18","Turnover":"59700000",

"Volume":"300"}]},"Version":"1"}

字段说明:

字段名	字段值	备注
Num	Int32	返回的最多逐笔个数
TickerArr	Array	返回的逐笔记录数组
Sequence	Int64	暂不起作用（输入时填入-1即可）
NextSequence	Int64	暂不起作用
Direction	Int32	买卖方向 1 = 买 2 = 卖 3 = 平
Price	Int64	价格
Time	String	时间（精确到秒）
Volume	Int64	成交量（股）
Turnover	Int64	成交金额

注：1.最多逐笔个数为请求返回的最多逐笔个数，但实际返回数量不一定会返回这么多。

2.只返回订阅逐笔以后的逐笔成交记录，订阅以前的逐笔成交记录不返回

3.Sequence、NextSequence暂时没用到，将在以后版本用于扩展。本版本使用者只需注意在发送请求时将Sequence值设为-1即可。

交易日列表协议(Protocol:1013)

C->S eg:

{"Protocol":"1013", "ReqParam":{"start_date":"2017-01-10","end_date":
"2017-01-17", "Market": "1"}, "Version": "1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1013","RetData":{"Market":"1","TradeDateArr":["2017-01-16","2017-01-13","2017-01-12","2017-01-11","2017-01-10"],"end_date":"2017-01-17","start_date":"2017-01-10"},"Version":"1"}

字段说明:

字段名	字段值	备注
TradeDateArr	Array	返回交易日数组
end_date	string	结束日期
start_date	string	开始日期

股票信息协议(Protocol:1014)

C->S eg:

{"Protocol":"1014", "ReqParam": {"StockType": "3", "Market": "1"}, "Version":
"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1013","RetData":{"Market":"1",
"BasicInfoArr":[{"LotSize":"500",

" StockName
":"长和","StockCode":"00001","StockID":"4440996184065","StockType":"3","StockChildType"

:"0", "OwnerStockCode":"","OwnerMarketType":"0"},{"LotSize":"6000","StockName
":"九号运通","StockCode"

:"00009","StockID":"49718541418505","StockType":"3","StockChildType":"0",
"OwnerStockCode":"",

"OwnerMarketType":"0"},{"LotSize":"1000"," StockName
":"鹰君","StockCode":"00041","StockID":"41"

,"StockType":"3","StockChildType":"0",
"OwnerStockCode":"","OwnerMarketType":"0"}]},"Version":"1"}

字段说明:

字段名	字段值	备注
BasicInfoArr	Array	股票信息数组
ListTime	String	上市时间
LotSize	Int32	每手数量
StockName	String	股票名
StockCode	String	股票代码
StockType	Int32	股票类型 1 = BOND--债券 3 = STOCK--正股 4 = ETF--ETF基金 5 = WARRANT--窝轮牛熊 6 = IDX--指数
StockID	Int64	股票哈希代码
StockChildType	Int32	子类型: 1=认购证 2=认沽证 3=牛证4=熊证 (目前仅支持窝轮)
OwnerStockCode	String	所属正股的code(目前仅支持窝轮）
OwnerMarketType	Int32	所属正股的market(目前仅支持窝轮）

注：start_date需小于end_date，否则TradeDateArr为空

市场快照协议(Protocol:1015)

C->S eg:

{"Protocol": "1015", "Version":"1","ReqParam":{"StockArr": [{"Market": "1",
"StockCode": "00700"}, {"Market": "1", "StockCode": "00038"}]}}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1015","RetData":{"SnapshotArr":[{"HighestPrice":"226400","StockType":"3","LastClose":"225200","ListingDate":"1087315200","ListingStatus":"0","LotSize":"100","LowestPrice":"222600","MarketType":"1","NominalPrice":"222800","OpenPrice":"225400","RetErrCode":"0","Volume":"16116998","StockCode":"00700","StockID":"54047868453564","SuspendFlag":"0",,"Turnover":"3614003913900","TurnoverRate":"170","UpdateTime":"1490947724","CircularMarketVal":"0","TotalMarketVal":"0","UpdateTimeStr":"2017-03-31
16:08:44","Wrt_ConversionRatio":"0","Wrt_Delta":"0","Wrt_EndTradeDateStr":"",

"Wrt_ImpliedVolatility":"0","Wrt_IssueVol":"0","Wrt_MaturityDateStr":"","Wrt_OwnerMarketType":"0","Wrt_OwnerStockCode":"","Wrt_Premium":"0","Wrt_RecoveryPrice":"0","Wrt_StreetRatio":"0","Wrt_StreetVol":"0","Wrt_StrikePrice":"0","Wrt_Type":"0","Wrt_Valid":"0"},{"CircularMarketVal":"0","HighestPrice":"4540","StockType":"3","LastClose":"4480","ListingDate":"866995200","ListingStatus":"0","LotSize":"2000","LowestPrice":"4460","MarketType":"1","NominalPrice":"4540","OpenPrice":"4500","RetErrCode":"0","Volume":"1164000","StockCode":"00038","StockID":"43095701848102","SuspendFlag":"0","TotalMarketVal":"0","Turnover":"5240900000","TurnoverRate":"290","UpdateTime":"1490947726","UpdateTimeStr":"2017-03-31
16:08:46",

"Wrt_ConversionRatio":"0","Wrt_Delta":"0","Wrt_EndTradeDateStr":"","Wrt_ImpliedVolatility":"0","Wrt_IssueVol":"0","Wrt_MaturityDateStr":"","Wrt_OwnerMarketType":"0","Wrt_OwnerStockCode":"","Wrt_Premium":"0","Wrt_RecoveryPrice":"0","Wrt_StreetRatio":"0","Wrt_StreetVol":"0","Wrt_StrikePrice":"0","Wrt_Type":"0","Wrt_Valid":"0"}]},"Version":"1"}

字段说明:

字段名	字段值	备注
StockArr	Array	快照信息数组
StockType	Int32	股票类型 1=债券 3=正股 4=EFT 5=窝轮牛熊 6=指数
ListingDate	Int64	上市日期
ListingStatus	Int64	上市状态
NominalPrice	Int64	按盘价
StockID	Int64	股票哈希代码
SuspendFlag	Int64	停牌状态（1表示停牌，0表示非停牌）
TurnoverRate	Int32	换手率
UpdateTime	Int64	更新时间
UpdateTimeStr	String	格式化的更新时间
Volume	Int64	成交量
Turnover	Int64	成交额
CircularMarketVal	Int64	流通市值 (3位精度) ( 只对A股有效)
TotalMarketVal	Int64	总市值(3位精度)
Wrt_Valid	Int32	是否是窝轮
Wrt_ConversionRatio	Int32	换股比率
Wrt_Type	Int32	窝轮类型: 1=认购证 2=认沽证 3=牛证4=熊证
Wrt_StrikePrice	Int32	行使价格(3位精度)
Wrt_MaturityDateStr	String	格式化窝轮到期时间
Wrt_EndTradeDateStr	String	格式化窝轮最后交易时间
Wrt_OwnerStockCode	String	窝轮对应的正股code
Wrt_OwnerMarketType	Int32	窝轮对应的正股market
Wrt_RecoveryPrice	Int64	窝轮回收价(3位精度)
Wrt_StreetVol	Int64	窝轮街货量
Wrt_IssueVol	Int64	窝轮发行量
Wrt_StreetRatio	Int32	窝轮街货占比(除100000得到浮点数)
Wrt_Delta	Int32	窝轮对冲值（3位精度）
Wrt_ImpliedVolatility	Int32	窝轮引伸波幅(3位精度)
Wrt_Premium	Int32	窝轮溢价(3位精度)

批量报价协议(Protocol:1023)

C->S eg:

{"Protocol":"1023","ReqParam":{"ReqArr":[{"Market":"1","StockCode": "00700"},
{"Market": "1", "StockCode": "00038"}]},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1023","RetData":{
"SubSnapshotArr":[{"Amplitude":"910","CurPrice":"199500","Date":"2017-01-18","High":"199800","LastClose":"197700","ListTime":"2004-06-16","Low":"198000","Market":"1","Open":"197700","StockCode":"00700","Suspension":"2","Turnover":"1609391321800","Volume":"8082594","Time":"15:02:13","TurnoverRate":"85"
,{"Amplitude":"3571","CurPrice":"4610","Date":"2017-01-18","High":"4640","LastClose":"4480","ListTime":"1997-06-23","Low":"4480","Market":"1","Open":"4480","StockCode":"00038","Suspension":"2","Turnover":"14022680000","Volume":"3068000","Time":"15:02:13","TurnoverRate":"763"}]},"Version":"1"}

字段说明:

字段名	字段值	备注
ReqArr	Array	查询数组
SubSnapshotArr	Array	回复批量报价数组
ListTime	String	上市时间
Amplitude	Int64	振幅
Suspension	Int32	股票状态 1 =停牌 2 = 正常 3 = 熔断（可恢复） 4 = 熔断（不可恢复）
Volume	Int64	成交量·
Turnover	Int64	成交额
TurnoverRate	Int32	换手率
Time	String	报价时间

注：1.使用该协议查询的股票必须先订阅基础报价（StockSubType = 1）

2.每次查询的股票个数上限为50支（与订阅基础报价的上限个数相同）

历史K线(Protocol:1024)

C->S eg:

{"Protocol":"1024","ReqParam":{"KLType":"2","Market":"2","RehabType":"1","StockCode":"CFO","end_date":"2017-03-01","start_date":"2017-01-01"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1024","RetData":{"HistoryKLArr":[{"Close":"42710000000","High":"42745000000","Low":"42360000000","Open":"42360000000","PERatio":"0","Turnover":"1872941000","Volume":"43904","Time":"2017-02-21
00:00:00","TurnoverRate":"0"},{"Close":"42704000000","High":"42718000000",

"Low":"42580000000","Open":"42700000000","PERatio":"0","Turnover":"1059874000","Volume":"24830","Time":"2017-02-2200:00:00","TurnoverRate":"0"},{"Close":"42620000000","High":"42900000000","Low":"42535000000","Open":"42900000000","PERatio":"0","Turnover":"1211681000","Volume":"28394","Time":"2017-02-23
00:00:00","TurnoverRate":"0"}],"KLType":"2","Market":"2","RehabType":"1","StockCode":"CFO","end_date":"2017-03-01","start_date":"2017-01-01"},"Version":"1"}

放大系数：Close/High/Low/Open为10的9次方。成交额为10的3次方。

字段名	字段值	备注
HistoryKLArr		K线数据
DataStatus	Int32	数据状态（1为正确，4为伪造）
KLType	Int32	K线类型 1 = 1分K; 2 = 日K; 3 = 周K; 4 = 月K; 6 = 5分K; 7 = 15分K; 8 = 30分K; 9 = 60分K;
RehabType	Int32	复权类型 0 = 不复权； 1 = 前复权； 2 = 后复权；
Time	String	时间
Close	Int64	收盘价
High	Int64	最高价
Low	Int64	最低价
Open	Int64	开盘价
Volume	Int64	成交量
Turnover	Int64	成交额
PERatio	Int32	市盈率
TurnoverRate	Int32	换手率
end_date	String	结束日期
start_date	String	开始日期

复权因子(Protocol:1025)

C->S eg:

{"Protocol":"1025","ReqParam":{"StockArr":[{"Market":"2","StockCode":"CFO"}]},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1025","RetData":{"ExRightInfoArr":[{"AllotmentPrice":"0","AllotmentRatio":"0","BackwarAdjFactorB":"2020","BackwardAdjFactorA":"100000","ExDivDate":"2017-01-17","ForwardAdjFactorA":"100000","ForwardAdjFactorB":"-2020","Market":"2","PerCashDiv":"2000","PerShareDivRatio":"0","PerShareTransRatio":"0","SplitRatio":"0","StkSpoPrice":"0","StkSpoRatio":"0","StockCode":"CFO"},{"AllotmentPrice":"0","AllotmentRatio":"0","BackwarAdjFactorB":"2600","BackwardAdjFactorA":"100000","ExDivDate":"2017-02-14","ForwardAdjFactorA":"100000","ForwardAdjFactorB":"-2600","Market":"2","PerCashDiv":"2600","PerShareDivRatio":"0","PerShareTransRatio":"0","SplitRatio":"0","StkSpoPrice":"0","StkSpoRatio":"0","StockCode":"CFO"}]},"Version":"1"}

放大系数全部为10的5次方。

字段名	字段值	备注
ExRightInfoArr		K线数据
ExDivDate	Int32	除权除息日期
AllotmentRatio	Int32	配股比例
AllotmentPrice	Int32	配股价
PerCashDiv	string	现金派现
PerShareDivRatio	Int32	送股比例
PerShareTransRatio	Int32	转增股比例
SplitRatio	Int32	拆合股比例
StkSpoPrice	Int32	增发价格
StkSpoRatio	Int64	增发比例
ForwardAdjFactorA	Int64	前复权因子A
ForwardAdjFactorB	Int64	前复权因子B
ForwardAdjFactorA	Int64	后复权因子A
ForwardAdjFactorB	Int64	后复权因子B

获取板块集合下的子板块列表(Protocol: 1026)

C->S eg:

{"Protocol":"1026","ReqParam":{"Market":"1","PlateClass":"1"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1026","RetData":

{"Market":"1","PlateClass":"1","PlatesetIDsArr":[{"Market":"1","StockCode":"BK1001","StockID":"10001001","StockName":"乳制品"},{"Market":"1","StockCode":"BK1002","StockID":"10001002","StockName":"供应链管理"}]},"Version":"1"}

字段说明:

字段名	字段值	备注
‘PlateClass’	Int32 0:所有板块 1: 行业分类 2:地域分类 3: 概念分类	板块分类说明：港美股市场的地域分类数据暂为空（富途牛牛客户端也没有对应展现）
‘Market’	Int32	市场id
‘StockCode’	Utf8 string	板块代码
‘StockName’	Utf8 string	板块名称
‘StockID’	Int64	板块ID

获取板块下的股票列表(Protocol: 1027)

C->S eg:

{"Protocol":"1027","ReqParam":{"Market":"1","StockCode":"BK1001"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1027","RetData":{"Market":"1","PlateSubIDsArr":[{"LotSize"

:"4000","Market":"1","StockName":"天然乳品","OwnerMarketType":"0","OwnerStockCode":"","StockCode"

:"00462","StockChildType":"0","StockType":"3"},{"LotSize":"1000","Market":"1","StockName":"大庆乳业","OwnerMarketType":"0","OwnerStockCode":"","StockCode":"01007","StockChildType":"0","StockType":"3"}

],"StockCode":"BK1001"},"Version":"1"}

字段说明:

字段名	字段值	备注
‘StockCode’	Utf8 string	板块代码
‘Market’	Int32	市场id
‘LotSize’	Int32	股票每手
‘StockName’	Utf8 string	股票名称
‘OwnerMarketType’	Int32	所属股票的市场id(目前仅支持窝轮)
‘OwnerStockCode’	Utf8 string	所属股票的code(目前仅支持窝轮)
‘StockChildType’	Int32	子类型: 1=认购证 2=认沽证 3=牛证4=熊证 (目前仅支持窝轮)
‘StockType’	Int32	股票类型 1 = BOND--债券 3 = STOCK--正股 4 = ETF--ETF基金 5 = WARRANT--窝轮牛熊 6 = IDX--指数

获取经纪队列(Protocol:1028)

C->S eg:

{"Protocol":"1028","ReqParam":{"Market":"1","StockCode":"00700"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1028","RetData":{"BrokerAskArr":

[{"BrokerID":"4057","BrokerName":"法巴","BrokerPos":"0"},

{"BrokerID":"4057","BrokerName":"法巴","BrokerPos":"1"}],

"BrokerBidArr":

[{"BrokerID":"3440","BrokerName":"高盛","BrokerPos":"0"},

{"BrokerID":"5347","BrokerName":"J.P.摩根","BrokerPos":"0"}],

"Market":"1","StockCode":"00700"},"Version":"1"}

字段说明:

字段名	字段值	备注
‘StockCode’	Utf8 string	股票代码
‘Market’	Int32	市场id
‘BrokerAskArr’	数组	经纪Ask(卖)盘
‘BrokerID’	Int32	经纪ID
‘BrokerName’	Utf8 string	经纪名称
‘BrokerBidArr’	数组	经纪Bid(买)盘
‘BrokerPos’	Int32	经纪档位(0, 1, 2...)

注：同1001拉取报价接口一样，调用拉取时，需先主动定阅

获取牛牛程序全局状态(Protocol:1029)

C->S eg:

{"Protocol":"1029","ReqParam":{"StateType":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"1029","RetData":{"Market_HK":"5","Market_HKFuture":"15","Market_SH":"6","Market_SZ":"6","Market_US":"11","Quote_Logined":"1","Trade_Logined":"1"},"Version":"1"}

字段说明:

字段名	字段值	备注
StateType	Int32	暂时无用，保留字段
Market_HK	Int32	港股主板市场状态，字段定义详见下表
Market_US	Int32	美股Nasdaq市场状态，字段定义详见下表
Market_SH	Int32	沪市状态，字段定义详见下表
Market_SZ	Int32	深市状态，字段定义详见下表
Market_HKFuture	Int32	港股期市场状态，字段定义详见下表
Quote_Logined	Int32(0 \| 1)	是否登陆行情服务器
Trade_Logined	Int32(0 \| 1)	是否登陆交易服务器

市场状态字段说明:

市场状态	说明
0	未开盘
1	竞价交易(港股)
2	早盘前等待开盘(港股)
3	早盘(A\|港股)
4	午休(A\|港股)
5	午盘(A\|港股) / 盘中(美股)
6	交易日结束(A\|港股) / 已收盘(美股)
8	盘前开始(美股)
9	盘前结束(美股)
10	盘后开始(美股)
11	盘后结束(美股)
12	内部状态，用于交易日切换
13	夜市交易中(港期货)
14	夜市收盘(港期货)
15	日市交易中(港期货)
16	日市午休(港期货)
17	日市收盘(港期货)
18	日市等待开盘(港期货)
19	港股盘后竞价

港股下单交易(Protocol: 6003)

C->S eg:

{"Protocol":"6003","ReqParam":{"Cookie":"123456","EnvType":"0","OrderSide":"0","OrderType":"0","Price":"253600","Qty":"100","StockCode":"00700"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6003","RetData":{"Cookie":"123456","EnvType":"0","LocalID":"2233082358006646","OrderID":"10486570","SvrResult":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	操作标识
OrderSide	0: 买入 1: 卖出	交易方向
OrderType	0：增强限价单(普通交易) 1：竞价单(竞价交易) 2：限价单（暂不支持) 3：竞价限价单(竞价限价)	交易类型
Price	Int32	交易价格
Qty	Int64	交易数量
LocalID	Int64	订单的本地标识
OrderID	Int64	订单ID
SvrResult	int32	Svr的返回结果
EnvType	0=真实交易 1=仿真交易	交易环境参数

港股设置订单状态(Protocol: 6004)

C->S eg:

{"Protocol":"6004","ReqParam":{"Cookie":"33333","EnvType":"0","LocalID":"0","OrderID":"11283","SetOrderStatus":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6004","RetData":{"Cookie":"33333","EnvType":"0","LocalID":"0","OrderID":"11283","SvrResult":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie		操作标识
SetOrderStatus	0: 撤单 1: 失效 2: 生效 3: 删除	更改状态的类型
OrderID	Int64	定单id
LocalID	Int64	订单的本地标识
SvrResult	Int32	Svr的返回结果
EnvType	0=真实交易 1=仿真交易	交易环境参数

注：OrderID、LocalID只用设一个非0有效值(因PlaceOrder只能返回LocalID),OrderID参数优先处理

港股修改订单(Protocol: 6005)

C->S eg:

{"Protocol":"6005","ReqParam":{"Cookie":"654231","EnvType":"0","LocalID":"0","OrderID":"11283","Price":"365","Qty":"4000"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6005","RetData":{"Cookie":"654231","EnvType":"0","LocalID":"0","OrderID":"11283","SvrResult":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
Price	Int32	修改的新价格
Qty	Int64	修改的新数量
OrderID	Int64	定单id
LocalID	Int64	订单的本地标识
SvrResult	int32	Svr的返回结果
EnvType	0=真实交易 1=仿真交易	交易环境参数

注：OrderID、LocalID只用设一个非0有效值(因PlaceOrder只能返回LocalID),OrderID参数优先处理

解锁交易(Protocol: 6006)

C->S eg:

{"Protocol":"6006","ReqParam":{"Cookie":"123456","Password":"123456"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6006","RetData":{"Cookie":"123456","SvrResult":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
SvrResult	int32	Svr的返回结果
		该接口会同时对美股和港股交易解锁

港股查询帐户信息(Protocol: 6007)

C->S eg:

{"Protocol":"6007","ReqParam":{"Cookie":"123456","EnvType":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6007","RetData":{"Cookie":"123456","DJZJ":"0","EnvType":"0","GPBZJ":"0","KQXJ":"0","Power":"0","XJJY":"0","YYJDE":"0","ZCJZ":"0","ZGJDE":"0","ZQSZ":"0","ZSJE":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
Power	Int64	现金账号的购买力，不适用于融资账号（因每支股票的融资额不同，融资账号的购买力由购买的股票决定）
ZCJZ	Int64	资产净值
ZQSZ	Int64	证券市值
XJJY	Int64	现金结余
KQXJ	Int64	可取现金

DJZJ	Int64	冻结资金
ZSJE	Int64	追收金额
ZGJDE	Int64	最高借贷额
YYJDE	Int64	已用信贷额
GPBZJ	Int64	股票保证金

EnvType	0=真实交易 1=仿真交易	交易环境参数

港股查询订单列表(Protocol: 6008)

C->S eg:

{"Protocol":"6008","ReqParam":{"Cookie":"123123","EnvType":"0",
"StatusFilterStr": "0,1,2" },"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6008","RetData":{"Cookie":"123123","EnvType":"0","HKOrderArr":[

{"DealtAvgPrice":"0","DealtQty":"0","ErrCode":"0","LocalID":"2827880381052386","OrderID":"18680","Price":"150000","Qty":"100","OrderSide":"1","Status":"1","StockCode":"00700","StockName":"腾讯控股",

"SubmitedTime":"1454485407","OrderType":"0","UpdatedTime":"1454485407"},{"DealtAvgPrice":"0",

"DealtQty":"0","ErrCode":"0","LocalID":"2827934046337573","OrderID":"18687","Price":"151000","Qty":"100","OrderSide":"1","Status":"1","StockCode":"00700","StockName":"腾讯控股","SubmitedTime":"1454485424"

,"OrderType":"0","UpdatedTime":"1454485424"}]},"Version":"1"}

字段说明:

字段名	字段值	备注
StatusFilterStr	String	状态过滤字符串, ",”号分隔需要返回的状态, 空字符串返回全部订单
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
DealtAvgPrice	Int32	成交均价
DealtQty	Int64	成交数量
OrderID	Int64	定单id
LocalID	Int64	订单的本地标识
Price	Int32	订单价格
Qty	Int64	订单数量
OrderSide	0: 买入 1: 卖出	交易方向
Status	0 = 服务器处理中... 1 = 等待成交 2 = 部分成交 3 = 全部成交 4 = 已失效 5 = 下单失败 6 = 已撤单 7 = 已删除 8 = 等待开盘 21 = 本地已发送 22 = 本地已发送，服务器返回下单失败，没产生订单 23 = 本地已发送，等待服务器返回超时	订单状态
StockCode	string	股票代码
StockName	string	股票名称
SubmitedTime	Int64	服务器收到的订单提交时间(GMT)
UpdatedTime	Int64	订单最后更新的时间(GMT)
'OrderType'	0：增强限价单(普通交易) 1：竞价单(竞价交易) 2：限价单（暂不支持) 3：竞价限价单(竞价限价)	交易类型
EnvType	0=真实交易 1=仿真交易	交易环境参数

港股查询持仓列表(Protocol: 6009)

C->S eg:

{"Protocol":"6009","ReqParam":{"Cookie":"123123","EnvType":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6009","RetData":{"Cookie":"123123","EnvType":"0","HKPositionArr"[

{"CanSellQty":"100","CostPrice":"140000","CostPriceValid":"1","MarketVal":"15000000","NominalPrice":"141000","PLRatio":"0","PLRatioValid":"1","PLVal":"0","PLValValid":"1","Qty":"100","StockCode":"00700","StockName":"腾讯控股","Today_BuyQty":"0","Today_BuyVal":"0","Today_PLVal":"0","Today_SellQty":"0",

"Today_SellVal":"0"},{"CanSellQty":"12000","CostPrice":"1953","CostPriceValid":"1","MarketVal":"9480000","NominalPrice":"790","PLRatio":"-54320","PLRatioValid":"1","PLVal":"-13960000","PLValValid":"1","Qty":"12000","StockCode":"00587","StockName":"华瀚健康","Today_BuyQty":"0","Today_BuyVal":"0","Today_PLVal"

:"0","Today_SellQty":"0","Today_SellVal":"0"},]},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
Qty	Int64	持有数量
CanSellQty	Int64	可卖数量
NominalPrice	Int32	市价
MarketVal	Int64	市值
CostPrice	Int32	成本价
CostPriceValid	Int32 非0表求有效	成本价是否有效
PLVal	Int64	盈亏金额
PLRatioValid	Int32 非0表求有效	盈亏金额是否有效
PLRatio	Int32	*盈亏比例 (100000) eg: 1% = 1000**
PLRatioValid	Int32 非0表求有效	盈亏比例是否有效
Today_PLVal	Int64	今日盈亏金额
Today_BuyQty	Int64	今日买入成交量
Today_BuyVal	Int64	今日买入成交额
Today_SellQty	Int64	今日卖出成交量
Today_SellVal	Int64	今日卖出成交额
StockCode	string	股票代码
StockName	string	股票名称
EnvType	0=真实交易 1=仿真交易	交易环境参数

港股查询成交记录(Protocol:6010)

C->S eg:

{"Protocol":"6010","ReqParam":{"Cookie":"123123","EnvType":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"6010","RetData":{"Cookie":"123123","EnvType":"0","HKDealArr":

[{"DealID":"2827880381052386","OrderID":"18680","Price":"150000","Qty":"100","Orderside":"1","StockCode":"00700","StockName":"腾讯控股","Time":"1454485407",}]},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
OrderID	Int64	定单id
DealID	Int64	成交id
Price	Int32	订单价格
Qty	Int64	订单数量
OrderSide	0: 买入 1: 卖出	交易方向
Status	0 = 服务器处理中... 1 = 等待成交 2 = 部分成交 3 = 全部成交 4 = 已失效 5 = 下单失败 6 = 已撤单 7 = 已删除 8 = 等待开盘 21 = 本地已发送 22 = 本地已发送，服务器返回下单失败，没产生订单 23 = 本地已发送，等待服务器返回超时	订单状态
StockCode	string	股票代码
StockName	string	股票名称
Time	Int64	成交时间
EnvType	0=真实交易 1=仿真交易	交易环境参数

美股下单交易(Protocol: 7003)

C->S eg:

{"Protocol":"7003","ReqParam":{"Cookie":"123456","EnvType":"0","OrderSide":"0","OrderType":"2","Price":"153000","Qty":"1","StockCode":"AAPL"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"7003","RetData":{"Cookie":"123456","EnvType":"0","LocalID":"2237423408207425","OrderID":"2237423408207425","SvrResult":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	操作标识
OrderSide	0: 买入 1: 卖出	交易方向
OrderType	1: 市价单 2: 限价 51: 盘前交易，限价 52: 盘后交易，限价	交易类型
Price	Int32	交易价格
Qty	Int64	交易数量
LocalID	Int64	订单的本地标识
OrderID	Int64	订单ID
SvrResult	int32	Svr的返回结果
EnvType	0=真实交易美股暂不支持仿真交易！！	交易环境参数

美股设置订单状态(Protocol: 7004)

C->S eg:

{"Protocol":"7004","ReqParam":{"Cookie":"33333","EnvType":"0","LocalID":"127958246102014","OrderID":"0","SetOrderStatus":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"7004","RetData":{"Cookie":"33333","EnvType":"0","LocalID":"127958246102014","OrderID":"8105524018778112041","SvrResult":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	操作标识
SetOrderStatus	0: 撤单美股目前只支持撤单!!	更改状态的类型
OrderID	Int64	定单id
LocalID	Int64	订单的本地标识
SvrResult	int32	Svr的返回结果
EnvType	0=真实交易美股暂不支持仿真交易！！	交易环境参数

注：OrderID、LocalID只用设一个非0有效值(因PlaceOrder只能返回LocalID),OrderID参数优先处理

美股修改订单(Protocol: 7005)

C->S eg:

{"Protocol":"7005","ReqParam":{"Cookie":"654231","EnvType":"0","LocalID":"131717320241577","OrderID":"0","Price":"51500","Qty":"2000"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"7005","RetData":{"Cookie":"654231","EnvType":"0","LocalID":"131717320241577","OrderID":"7190271782920348012","SvrResult":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
Price	Int32	修改的新价格
Qty	Int64	修改的新数量
OrderID	Int64	定单id
LocalID	Int64	订单的本地标识
SvrResult	int32	Svr的返回结果
EnvType	0=真实交易美股暂不支持仿真交易！！	交易环境参数

注：OrderID、LocalID只用设一个非0有效值(因PlaceOrder只能返回LocalID),OrderID参数优先处理

美股查询帐户信息(Protocol: 7007)

C->S eg:

{"Protocol":"7007","ReqParam":{"Cookie":"123456","EnvType":"0"},"Version":"1"}

S->C eg:

{"EnvType":"0","Cookie":"123456","Power":"1000","ZCJZ":"1000","ZQSZ":"1000","XJJY":"1000","KQXJ":"1000","DJZJ":"0",
"ZSJE":"0", "ZGJDE":"0" ,"YYJDE":"0", "GPBZJ":"0"},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
Power	Int64	购买力
ZCJZ	Int64	资产净值
ZQSZ	Int64	证券市值
XJJY	Int64	现金结余
KQXJ	Int64	可取现金

DJZJ	Int64	冻结资金
ZSJE	Int64	追收金额
ZGJDE	Int64	最高借贷额
YYJDE	Int64	已用信贷额
GPBZJ	Int64	股票保证金

EnvType	0=真实交易 1=仿真交易	交易环境参数
		目前的字段名称与港股完全一样！！

美股查询订单列表(Protocol: 7008)

C->S eg:

{"Protocol":"7008","ReqParam":{"Cookie":"123123","EnvType":"0",
"StatusFilterStr": "0,1,2"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"7008","RetData":{"Cookie":"123123","EnvType":"0","USOrderArr":[

{"DealtAvgPrice":"65090","DealtQty":"100","ErrCode":"0","LocalID":"2850058438979314","OrderID":"5001812055423488114","OrderSide":"0","OrderType":"2","Price":"65090","Qty":"100","Status":"3","StockCode":"BABA","StockName":"阿里巴巴","SubmitedTime":"1454492354","UpdatedTime":"1454492354"},{"DealtAvgPrice"

:"94480","DealtQty":"200","ErrCode":"0","LocalID":"2850119943956001","OrderID":"948333054225995228","OrderSide":"0","OrderType":"2","Price":"94480","Qty":"200","Status":"3","StockCode":"AAPL","StockName":"苹果","SubmitedTime":"1454492373","UpdatedTime":"1454492373"}]},"Version":"1"}}

字段说明:

字段名	字段值	备注
StatusFilterStr	String	状态过滤字符串, ",”号分隔需要返回的状态, 空字符串返回全部订单
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
DealtAvgPrice	Int32	成交均价
DealtQty	Int64	成交数量
OrderID	Int64	定单id
LocalID	Int64	订单的本地标识
Price	Int32	订单价格
Qty	Int64	订单数量
OrderSide	0: 买入 1: 卖出	交易方向
Status	0 = 服务器处理中... 1 = 等待成交 2 = 部分成交 3 = 全部成交 4 = 已失效 5 = 下单失败 6 = 已撤单 7 = 已删除 8 = 等待开盘 21 = 本地已发送 22 = 本地已发送，服务器返回下单失败，没产生订单 23 = 本地已发送，等待服务器返回超时	订单状态
StockCode	string	股票代码
StockName	string	股票名称
SubmitedTime	Int64	服务器收到的订单提交时间(GMT)
UpdatedTime	Int64	订单最后更新的时间(GMT)
OrderType	1: 市价单 2: 限价 51: 盘前交易，限价 52: 盘后交易，限价	交易类型
EnvType	0=真实交易美股暂不支持仿真交易！！	交易环境参数

美股查询持仓列表(Protocol: 7009)

C->S eg:

{"Protocol":"7009","ReqParam":{"Cookie":"123123","EnvType":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"7009","RetData":{"Cookie":"123123","EnvType":"0","USPositionArr"[

{"CanSellQty":"100","CostPrice":"65090","CostPriceValid":"1","MarketVal":"6509000","NominalPrice":"65090","PLRatio":"0","PLRatioValid":"1","PLVal":"0","PLValValid":"1","Qty":"100","StockCode":"BABA","StockName":"阿里巴巴","Today_BuyQty":"100","Today_BuyVal":"6509000","Today_PLVal":"0","Today_SellQty":"0",

"Today_SellVal":"0"},{"CanSellQty":"200","CostPrice":"94480","CostPriceValid":"1","MarketVal":"18896000"

,"NominalPrice":"94480","PLRatio":"0","PLRatioValid":"1","PLVal":"0","PLValValid":"1","Qty":"200","StockCode":"AAPL","StockName":"苹果","Today_BuyQty":"200","Today_BuyVal":"18896000","Today_PLVal":"0",

"Today_SellQty":"0","Today_SellVal":"0"}]},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
Qty	Int64	持有数量
CanSellQty	Int64	可卖数量
NominalPrice	Int32	市价
MarketVal	Int64	市值
CostPrice	Int32	成本价
CostPriceValid	Int32 非0表求有效	成本价是否有效
PLVal	Int64	盈亏金额
PLRatioValid	Int32 非0表求有效	盈亏金额是否有效
PLRatio	Int32	*盈亏比例 (100000) eg: 1% = 1000**
PLRatioValid	Int32 非0表求有效	盈亏比例是否有效
Today_PLVal	Int64	今日盈亏金额
Today_BuyQty	Int64	今日买入成交量
Today_BuyVal	Int64	今日买入成交额
Today_SellQty	Int64	今日卖出成交量
Today_SellVal	Int64	今日卖出成交额
StockCode	string	股票代码
StockName	string	股票名称
EnvType	0=真实交易美股暂不支持仿真交易！！	交易环境参数

美股查询成交记录(Protocol: 7010)

C->S eg:

{"Protocol":"7010","ReqParam":{"Cookie":"123123","EnvType":"0"},"Version":"1"}

S->C eg:

{"ErrCode":"0","ErrDesc":"","Protocol":"7010","RetData":{"Cookie":"123123","EnvType":"0","USDealArr":

[{"DealID":"2827880381052386","OrderID":"18680","Price":"150000","Qty":"100","Orderside":"1","StockCode":"BABA","StockName":"阿里巴巴","nTime":"1454485407",}]},"Version":"1"}

字段说明:

字段名	字段值	备注
Cookie	Uint32	请求操作标识，输入参数,为了区分一个连接中有多个同样的请求
OrderID	Int64	定单id
DealID	Int64	成交id
Price	Int32	订单价格
Qty	Int64	订单数量
OrderSide	0: 买入 1: 卖出	交易方向
Status	0 = 服务器处理中... 1 = 等待成交 2 = 部分成交 3 = 全部成交 4 = 已失效 5 = 下单失败 6 = 已撤单 7 = 已删除 8 = 等待开盘 21 = 本地已发送 22 = 本地已发送，服务器返回下单失败，没产生订单 23 = 本地已发送，等待服务器返回超时	订单状态
StockCode	string	股票代码
StockName	string	股票名称
Time	Int64	成交时间
EnvType	0=真实交易 1=仿真交易	交易环境参数

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PLS_API_Intro.rst

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PLS_API_Intro.rst

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PLS API

概述

PLS说明

接口背景

源代码

安装及使用

当前api最低版本要求

错误码说明

协议号

市场说明

订阅类型说明

时间说明

API接口

接口简介

Socket 连接

Json基础字段

协议介绍

获取基础报价(Protocol: 1001)

获取摆盘数据(Protocol:1002)

订阅股票协议(Protocol:1005)

反订阅股票协议(Protocol:1006)

查询订阅股票协议(Protocol: 1007)

设置要接收推送协议的股票信息(Protocol: 1008)

拉取分时数据(Protocol: 1010)

拉取最近1000根K线数据(Protocol:1011)

逐笔协议(Protocol:1012)

交易日列表协议(Protocol:1013)

股票信息协议(Protocol:1014)

市场快照协议(Protocol:1015)

批量报价协议(Protocol:1023)

历史K线(Protocol:1024)

复权因子(Protocol:1025)

获取板块集合下的子板块列表(Protocol: 1026)

获取板块下的股票列表(Protocol: 1027)

获取经纪队列(Protocol:1028)

获取牛牛程序全局状态(Protocol:1029)

港股下单交易(Protocol: 6003)

港股设置订单状态(Protocol: 6004)

港股修改订单(Protocol: 6005)

解锁交易(Protocol: 6006)

港股查询帐户信息(Protocol: 6007)

港股查询订单列表(Protocol: 6008)

港股查询持仓列表(Protocol: 6009)

港股查询成交记录(Protocol:6010)

美股下单交易(Protocol: 7003)

美股设置订单状态(Protocol: 7004)

美股修改订单(Protocol: 7005)

美股查询帐户信息(Protocol: 7007)

美股查询订单列表(Protocol: 7008)

美股查询持仓列表(Protocol: 7009)

美股查询成交记录(Protocol: 7010)