郑商所期货交易 数据交换接口规范
V3.5
Version3.5
本文档适用于ZCEAPI 1.1.3.4
郑州商品交易所 2019年12月
郑商所期货交易数据交换接口规范V3.5
目录
修改历史 ................................................................................................................................... 1 目的与说明 ............................................................................................................................... 5 数据元类型 ............................................................................................................................... 5 数据元定义 ............................................................................................................................... 5 业务命令报文 ......................................................................................................................... 13 交易员登录请求（PID）：0x00016 ...................................................................... 13 交易员登录应答（PID）：0x10016 ...................................................................... 13 交易员登录退出请求（PID）：0x00017 .............................................................. 14 交易员登录退出应答（PID）：0x10017 .............................................................. 14 交易员修改密码请求：（PID）：0x00018 ............................................................ 14 交易员修改密码应答（PID）：0x10018 .............................................................. 15 报单录入请求（PID）：0x00003 .......................................................................... 15 报单应答（PID）：0x10003 .................................................................................. 16 做市商报价响应录入请求（PID）：0x03003....................................................... 17 做市商报价响应应答（PID）：0x13003 .............................................................. 17 报单操作请求（PID）：0x00004 .......................................................................... 18 报单操作应答（PID）：0x10004 .......................................................................... 18 报单查询请求（PID）：0x00006 .......................................................................... 18 报单查询应答（PID）：0x10006 .......................................................................... 19 按定单类型报单查询请求（PID）：0x03010....................................................... 20 按定单类型报单查询应答（PID）：0x13010....................................................... 20 按本地定单号报单查询请求（PID）：0x03013................................................... 21 按本地定单号报单查询应答（PID）：0x13013................................................... 22 套期保值额度查询请求（PID）：0x03017........................................................... 23 套期保值额度查询应答（PID）：0x13017........................................................... 23 套期保值确认查询请求（PID）：0x03018........................................................... 24 套期保值确认应答（PID）：0x13018 .................................................................. 24 套利额度查询请求（PID）：0x03019 .................................................................. 25 套利额度应答（PID）：0x13019 .......................................................................... 25 套利确认查询请求（PID）：0x03020 .................................................................. 25 套利确认应答（PID）：0x13020 .......................................................................... 26 做市商报价响应查询请求（PID）：0x03026....................................................... 26 做市商报价响应查询应答（PID）：0x13026....................................................... 26 期权执行查询请求（PID）：0x03025 .................................................................. 27 期权执行应答（PID）：0x13025 .......................................................................... 27 市场查询请求（PID）：0x0000B .......................................................................... 28 市场查询应答（PID）：0x1000B .......................................................................... 28 市场交易状态查询请求（PID）：0x0000D .......................................................... 28 市场交易状态应答（PID）：0x1000D .................................................................. 28 合约查询请求（PID）：0x00005 .......................................................................... 29 合约查询应答（PID）：0x10005 .......................................................................... 29 品种交易状态查询请求（PID）：0x0000E .......................................................... 31
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郑商所期货交易数据交换接口规范V3.5
品种交易状态应答（PID）：0x1000E .................................................................. 31 组合合约查询请求（PID）：0x03015 .................................................................. 31 组合合约应答（PID）：0x13015 .......................................................................... 31 客户信息查询请求（PID）：0x0000C .................................................................. 32 客户信息应答（PID）：0x1000C .......................................................................... 32 会员资金查询请求（PID）：0x00008 .................................................................. 32 会员资金应答（PID）：0x10008 .......................................................................... 33 成交行情查询请求（PID）：0x00002 .................................................................. 33 成交行情应答（PID）：0x10002 .......................................................................... 34 按合同编号成交合约查询请求（PID）：0x00007 ............................................... 35 按合同编号成交合约应答（PID）：0x10007....................................................... 35 按成交编号成交合约查询请求（PID）：0x03014 ............................................... 36 按成交编号成交合约应答（PID）：0x13014....................................................... 36 会员持仓查询请求（PID）：0x00009 .................................................................. 37 会员持仓应答（PID）：0x10009 .......................................................................... 37 会员客户持仓查询请求（PID）：0x0000A .......................................................... 38 会员客户持仓应答（PID）：0x1000A .................................................................. 38 会员客户组合持仓查询请求（PID）：0x03031................................................... 39 会员客户组合持仓应答（PID）：0x13031........................................................... 39 错误响应（PID）：0x10001 .................................................................................. 40 合约参数改变通知（PID）：0x12007 .................................................................. 40 品种状态改变通知（PID）：0x12006 .................................................................. 42 交易所告示广播（PID）：0x12003 ...................................................................... 42 成交行情（PID）：0x12004 .................................................................................. 43 组合行情（PID）：0x13016 .................................................................................. 44 市场状态改变通知（PID）：0x12005 .................................................................. 44 报价请求（PID）：0x13002 .................................................................................. 44 报单状态确认（PID）：0x11003 ........................................................................... 45 套利确认（PID）：0x13041 .................................................................................. 46 套期保值确认（PID）：0x13040 .......................................................................... 46 期权执行确认（PID）：0x13042 .......................................................................... 47 做市商报价响应确认（PID）：0x13026 .............................................................. 47 单边成交回报（PID）：0x11001 ........................................................................... 48 业务处理流程 ......................................................................................................................... 48 对话流交易员登录 ................................................................................................. 48 私有流交易员登录 ................................................................................................. 49 广播流交易员登录 ................................................................................................. 49 行情发送方式 ......................................................................................................... 49 交易系统的合约组织 ............................................................................................. 50 交易系统的持仓组织 ............................................................................................. 50 交易系统的定单类型 ............................................................................................. 50 报单录入和报单操作（撤单）过程 ..................................................................... 50 单腿定单成交过程 ................................................................................................. 51 组合定单成交过程 ................................................................................................. 51
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郑商所期货交易数据交换接口规范V3.5
止损定单触发成交过程 ......................................................................................... 52 做市商在有报价请求时的报价过程 ..................................................................... 52 做市商主动报价 ..................................................................................................... 52 做市商报价响应单成交过程 ................................................................................. 52 套利确认 ................................................................................................................. 53 套期保值确认 ......................................................................................................... 53 期权执行(或放弃)申请 .......................................................................................... 54 组合指令的价格 ..................................................................................................... 54 报文描述 ................................................................................................................................. 54 对话流交易员登录 ................................................................................................. 55
会员系统请求 ................................................................................................. 55 交易系统响应 ................................................................................................. 55 私有流交易员登录 ................................................................................................. 56
会员系统请求 ................................................................................................. 56 交易系统响应 ................................................................................................. 57 广播流交易员登录 ................................................................................................. 57
会员系统请求 ................................................................................................. 57 交易系统响应 ................................................................................................. 58 交易员登录退出 ..................................................................................................... 59
会员系统请求 ................................................................................................. 59 交易系统响应 ................................................................................................. 59 交易员修改密码 ..................................................................................................... 60
会员系统请求 ................................................................................................. 60 交易系统响应 ................................................................................................. 60 下期货期权限价指令 ............................................................................................. 60
会员系统请求 ................................................................................................. 60 交易系统响应 ................................................................................................. 61 下期货期权市价指令 ............................................................................................. 62
会员系统请求 ................................................................................................. 62 交易系统响应 ................................................................................................. 63 下期货止损指令 ..................................................................................................... 63
会员系统请求 ................................................................................................. 63 交易系统响应 ................................................................................................. 64 下期货期权组合指令 ............................................................................................. 64
会员系统请求 ................................................................................................. 64 交易系统响应 ................................................................................................. 65 下套利确认指令 ..................................................................................................... 65
会员系统请求 ................................................................................................. 65 交易系统响应 ................................................................................................. 66 下套期保值确认指令 ............................................................................................. 66
会员系统请求 ................................................................................................. 66 交易系统响应 ................................................................................................. 67 下报价请求指令 ..................................................................................................... 67
会员系统请求 ................................................................................................. 67
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郑商所期货交易数据交换接口规范V3.5
交易系统响应 ................................................................................................. 68 下期权权利行使指令 ............................................................................................. 68 会员系统请求 ................................................................................................. 68 交易系统响应 ................................................................................................. 69 下期权权利放弃指令 ............................................................................................. 69 会员系统请求 ................................................................................................. 69 交易系统响应 ................................................................................................. 70 下做市商报价响应指令 ......................................................................................... 70 会员系统请求 ................................................................................................. 70 交易系统响应 ................................................................................................. 71 撤销期货期权限价指令 ......................................................................................... 71 会员系统请求 ................................................................................................. 71 交易系统响应 ................................................................................................. 71 撤销期货止损指令 ................................................................................................. 72 会员系统请求 ................................................................................................. 72 交易系统响应 ................................................................................................. 72 撤销期货组合定单 ................................................................................................. 72 会员系统请求 ................................................................................................. 72 交易系统响应 ................................................................................................. 73 撤销套利确认指令 ................................................................................................. 73 会员系统请求 ................................................................................................. 73 交易系统响应 ................................................................................................. 73 撤销套期保值确认指令 ......................................................................................... 74 会员系统请求 ................................................................................................. 74 交易系统响应 ................................................................................................. 74 撤销期权权力行使指令 ......................................................................................... 74 会员系统请求 ................................................................................................. 74 交易系统响应 ................................................................................................. 75 撤销报价请求响应指令 ......................................................................................... 75 会员系统请求 ................................................................................................. 75 交易系统响应 ................................................................................................. 75 撤销期权权力放弃指令 ......................................................................................... 76 会员系统请求 ................................................................................................. 76 交易系统响应 ................................................................................................. 76 报单查询 ................................................................................................................. 76 会员系统请求 ................................................................................................. 76 交易系统响应 ................................................................................................. 77 按定单类型报单查询 ............................................................................................. 77 会员系统请求 ................................................................................................. 77 交易系统响应 ................................................................................................. 78 按本地定单号报单查询 ......................................................................................... 78 会员系统请求 ................................................................................................. 78 交易系统响应 ................................................................................................. 79 套期保值额度查询 ................................................................................................. 79
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郑商所期货交易数据交换接口规范 - 图文
