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TradeX交易接口开发手册 - 多账户版 v1.5.0.pdf
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Trade X.dll 是 C++编写的 32 位 DLL(基于 VS2010),可以在 32 位和 64 位的 Windows 7/8/10 以及服务器版 Windows 2008 Svr 等操作系统的环境下使用;但如果您使用 64 位的 C#、java、python,因为没有办法直接调用 32 位的接 口,所以无法直接使用 Trade X.dll。
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TradeX Dev Team TradeX.dll 接口开发手册 C++
第 1 页
[TradeX 交易接口
开发手册 C++]
[多账户版]
[版本 1.5.0 ]
[2018-06-29 ]
TradeX Dev Team

TradeX Dev Team TradeX.dll 接口开发手册 C++
第 2 页
目 录
1. 简述 ................................................................................................................................................................................... 5
2. 基础知识 ............................................................................................................................................................................ 5
2.1. 行情 .................................................................................................................................................................................... 5
2.1.1.
行情服务器
............................................................................................................................................................... 5
2.1.2.
Level 2 行情
............................................................................................................................................................ 6
3. 交易 API(批量版/多账户版)......................................................................................................................................... 7
3.1. 函数 .................................................................................................................................................................................... 7
3.1.1.
OpenTdx 打开通达信实例
...................................................................................................................................... 7
3.1.2.
CloseTdx 关闭通达信实例
.................................................................................................................................... 8
3.1.3.
Logon 交易账户登录 (原 TradeX 版本)
........................................................................................................ 8
3.1.4.
Logon 交易账户登录 (TradeX2 版本)
........................................................................................................... 9
3.1.5.
Logoff 交易账户退出登录
.................................................................................................................................. 10
3.1.6.
IsConnectOK 判断交易连接是否正确
................................................................................................................ 10
3.1.7.
QueryData 查询交易数据
.................................................................................................................................... 11
3.1.8.
QueryDataEx 分页查询交易数据
........................................................................................................................ 12
3.1.9.
SendOrder 委托下单
............................................................................................................................................ 13
3.1.10.
CancelOrder 撤销委托
................................................................................................................................... 14
3.1.11.
CancelOrderEx 撤销委托(多市场)
................................................................................................................ 15
3.1.12.
GetTradableQuantity 查询当前可交易股票数量
........................................................................................ 15
3.1.13.
Repay 融资融券账户直接还款
....................................................................................................................... 16
3.1.14.
QueryHistoryData 查询历史交易数据
.......................................................................................................... 17
3.1.15.
QueryHistoryDataEx 分页查询历史交易数据
.............................................................................................. 18
3.1.16.
QueryDatas 单账户批量查询各类交易数据
.................................................................................................. 19
3.1.17.
SendOrders 单账户批量委托交易证券
.......................................................................................................... 19
3.1.18.
CancelOrders 批量撤委托
............................................................................................................................. 21
3.1.19.
QueryMultiAccountsDatas
............................................................................................................................... 21
3.1.20.
SendMultiAccountsOrders
............................................................................................................................... 22
3.1.21.
CancelMultiAccountsOrders
........................................................................................................................... 23
3.1.22.
GetMultiAccountsQuotes
................................................................................................................................. 24
4. 普通行情 API ................................................................................................................................................................... 25
4.1. 使用流程 .......................................................................................................................................................................... 25
4.2. 函数 .................................................................................................................................................................................. 25
4.2.1.
TdxHq_Connect
....................................................................................................................................................... 25
4.2.2.
TdxHq_Disconnect
................................................................................................................................................. 26
4.2.3.
TdxHq_GetSecurityCount
...................................................................................................................................... 26
4.2.4.
TdxHq_GetSecurityList
........................................................................................................................................ 27
4.2.5.
TdxHq_GetSecurityQuotes
.................................................................................................................................... 27
4.2.6.
TdxHq_GetSecurityBars
........................................................................................................................................ 28
4.2.7.
TdxHq_GetIndexBars
.............................................................................................................................................. 29
4.2.8.
TdxHq_GetMinuteTimeData
.................................................................................................................................... 30
4.2.9.
TdxHq_GetHistoryMinuteTimeData
...................................................................................................................... 31

TradeX Dev Team TradeX.dll 接口开发手册 C++
第 3 页
4.2.10.
TdxHq_GetTransactionData
............................................................................................................................. 31
4.2.11.
TdxHq_GetHistoryTransactionData
................................................................................................................ 32
4.2.12.
TdxHq_GetCompanyInfoCategory
..................................................................................................................... 33
4.2.13.
TdxHq_GetCompanyInfoContent
....................................................................................................................... 34
4.2.14.
TdxHq_GetXDXRInfo
........................................................................................................................................... 34
4.2.15.
TdxHq_GetFinanceInfo
..................................................................................................................................... 35
5. Level 2 行情 API ............................................................................................................................................................ 36
5.1. 使用流程 .......................................................................................................................................................................... 36
5.2. 函数 .................................................................................................................................................................................. 37
5.2.1.
TdxL2Hq_Connect
................................................................................................................................................... 37
5.2.2.
TdxL2Hq_Disconnect
.............................................................................................................................................. 37
5.2.3.
TdxL2Hq_GetSecurityCount
.................................................................................................................................. 38
5.2.4.
TdxL2Hq_GetSecurityList
.................................................................................................................................... 38
5.2.5.
TdxL2Hq_GetSecurityQuotes
................................................................................................................................ 39
5.2.6.
TdxL2Hq_GetSecurityBars
.................................................................................................................................... 40
5.2.7.
TdxL2Hq_GetIndexBars
.......................................................................................................................................... 41
5.2.8.
TdxL2Hq_GetMinuteTimeData
................................................................................................................................ 42
5.2.9.
TdxL2Hq_GetHistoryMinuteTimeData
.................................................................................................................. 42
5.2.10.
TdxL2Hq_GetTransactionData
......................................................................................................................... 43
5.2.11.
TdxL2Hq_GetHistoryTransactionData
............................................................................................................ 44
5.2.12.
TdxL2Hq_GetCompanyInfoCategory
.................................................................................................................. 45
5.2.13.
TdxL2Hq_GetCompanyInfoContent
.................................................................................................................... 45
5.2.14.
TdxL2Hq_GetXDXRInfo
....................................................................................................................................... 46
5.2.15.
TdxL2Hq_GetFinanceInfo
................................................................................................................................. 47
5.2.16.
TdxL2Hq_GetSecurityQuotes10
....................................................................................................................... 47
5.2.17.
TdxL2Hq_GetDetailTransactionData
.............................................................................................................. 48
5.2.18.
TdxL2Hq_GetDetailOrderData
......................................................................................................................... 49
5.2.19.
TdxL2Hq_GetBuySellQueue
............................................................................................................................... 50
6. 扩展行情 API ................................................................................................................................................................... 50
6.1. 函数 .................................................................................................................................................................................. 50
6.1.1.
TdxExHq_Connect
................................................................................................................................................... 50
6.1.2.
TdxExHq_Disconnect
.............................................................................................................................................. 51
6.1.3.
TdxExHq_GetMarkets
.............................................................................................................................................. 51
6.1.4.
TdxExHq_GetInstrumentCount
.............................................................................................................................. 52
6.1.5.
TdxExHq_GetInstrumentInfo
................................................................................................................................ 52
6.1.6.
TdxExHq_GetInstrumentQuote
.............................................................................................................................. 53
6.1.7.
TdxExHq_GetInstrumentBars
................................................................................................................................ 54
6.1.8.
TdxExHq_GetMinuteTimeData
................................................................................................................................ 55
6.1.9.
TdxExHq_GetHistoryMinuteTimeData
.................................................................................................................. 55
6.1.10.
TdxExHq_GetTransactionData
......................................................................................................................... 56
6.1.11.
TdxExHq_GetHistoryTransactionData
............................................................................................................ 57
7. 常见问题 .......................................................................................................................................................................... 57
7.1.1.
常见问题
................................................................................................................................................................. 57

TradeX Dev Team TradeX.dll 接口开发手册 C++
第 4 页
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
重要提醒
⚫ TradeX.dll 交易接口,是用于股票程序化交易的 DLL 接口,适合有编程基础的用户。如果您无编程基础且没有
学习编程的心理准备,不建议您选择!
⚫ 为节省您宝贵的时间,也让工程师、客服人员把时间和精力聚焦于更好的产品改进和用户体验,我们一次性提
供有诚意、有竞争力的价格!谢绝议价!我们不对任何议价予以回复,感谢理解支持!
⚫ 使用 TradeX.dll 接口之前,请仔细阅读“TradeX.dll 接口快速入门指南”!
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-----------------------> 版本更新 (2018/06/29) <----------------------
新发布的 TradeX2 交易接口有如下更新:
⚫ 支持升级后的券商接入。
如联讯证券、宏信证券、海通证券、西部证券、光大证券、万联证券、中泰证券、国融证券、广发证券、兴业
证券、国海证券、华西证券、银河证券、大同证券、九州证券、浙商证券、联储证券、财富证券、红塔证券、
华龙证券、山西证券等。
⚫ Logon()参数格式调整
Logon()函数中,参数“登录账户”的格式更新为“账户号+‘.标志符’”,具体参阅最新版开发手册。
例如融资融券账户“888888888”,其参数的格式为“888888888.C”。
⚫ 支持 Level 2 行情并发连接
高级多账户版,允许使用多个 Level 2 行情账户建立并发行情连接(最多 32 个)
----------------------------------------------------------------------
技术 QQ 群:318139137 QQ:196014559,2265833599
技术首页:https://tradexdll.com/
下载:Http://pan.baidu.com/s/1jIjYq1K

TradeX Dev Team TradeX.dll 接口开发手册 C++
第 5 页
1. 简述
TradeX.dll 是 C++编写的 32 位 DLL(基于 VS2010),可以在 32 位和 64 位的 Windows 7/8/10 以及服务器版 Windows
2008 Svr 等操作系统的环境下使用;但如果您使用 64 位的 C#、java、python,因为没有办法直接调用 32 位的接
口,所以无法直接使用 TradeX.dll。
相关语言代码范例和演示程序(含 DLL 导出库、API 头文件、开发文档)可以从网盘链接/群文件夹中下载(链
接:http://pan.baidu.com/s/1jIjYq1K)。
本手册为 C++语言描述,但支持 C#, Java, Delphi, VB、易语言,均可以参考本手册的参数说明;
Python 语言请另行参阅的“TradeX 接口 Python 开发手册”。
2. 基础知识
2.1. 行情
TradeX.dll 的行情接口均要求客户端主动查询请求行情数据,而非全推送行情;交易所推送的分笔数据为 3s
切片,逐笔为每 3s 间隔内的所有成交。
当查询股票时,如果存在停牌、退市等无效的股票代码,行情服务器会使用代码 600839 自动填充。这种情况
建议用户自行维护一个停牌/退市的股票列表,在批量获取行情时对列表中股票代码予以剔除。
API 接口的空闲超时缺省值为 2000ms,如果连接空闲超时,API 接口会主动释放到行情服务器的连接,并返回
提示:“接收数据超时, 连接断开, 请重连服务器”。
2.1.1. 行情服务器
行情服务器一侧为保证系统资源的有效利用,会主动释放超时的连接;如果行情客户端要保持连接,应避免设
置过长的空闲时间,可以每隔几秒请求一次行情数据,以保持保持心跳;否则超时无活动,服务器会主动断开连接。
用户可以通过编写程序,每隔几秒调用一次任意一个 API 行情函数请求行情数据,以保持连接。
服务器侧同样有空闲超时机制,当查询连接超过阀值,服务器将主动释放连接,返回错误提示:“接收数据失
败, 服务器主动断开连接! 请检查请求数据并重连服务器”。
行情服务器对客户端频繁的连接,也会主动释放断开。
剩余56页未读,继续阅读











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