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| constexpr int | BeginString = 8 |
| | 协议版本标识,固定为 "FIX.4.0"
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| constexpr int | BodyLength = 9 |
| | 消息体长度(从 Tag 35 到 CheckSum 前的字节数)
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| constexpr int | MsgType = 35 |
| | 消息类型(如 "A"=Logon, "0"=Heartbeat, "5"=Logout)
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| constexpr int | SenderCompID = 49 |
| | 发送方标识符
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| constexpr int | TargetCompID = 56 |
| | 接收方标识符
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| constexpr int | MsgSeqNum = 34 |
| | 消息序列号
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| constexpr int | SendingTime = 52 |
| | 发送时间(UTC 格式:YYYYMMDD-HH:MM:SS)
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| constexpr int | EncryptMethod = 98 |
| | 加密方法(0=无加密)
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| constexpr int | HeartBtInt = 108 |
| | 心跳间隔(秒)
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| constexpr int | ResetSeqNumFlag = 141 |
| | 重置序列号标志 (Reset Sequence Number Flag) Y = 双方都将会话序列号重置为 1(通常在一方丢失持久化状态时使用)
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| constexpr int | TestReqID = 112 |
| | 测试请求标识符
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| constexpr int | Text = 58 |
| | 文本消息(用于 Logout 原因等)
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| constexpr int | CheckSum = 10 |
| | 校验和(消息所有字节之和 mod 256,3 位数字)
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| constexpr int | ClOrdID = 11 |
| | 客户端订单ID (Client Order ID),必填,客户端生成用于唯一标识订单
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| constexpr int | OrderID = 37 |
| | 交易所/服务端订单ID (Order ID),服务端生成
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| constexpr int | ExecID = 17 |
| | 执行ID (Execution ID),每一笔成交或状态变化都应有唯一的执行ID
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| constexpr int | OrigClOrdID = 41 |
| | 原始客户端订单ID (Original Client Order ID),撤单/改单时引用原订单
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| constexpr int | ExecRefID = 19 |
| | 执行引用ID (Exec Ref ID),当 ExecTransType 为 Cancel/Correct 时引用前一次的 ExecID
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| constexpr int | HandlInst = 21 |
| | 处理指令 (Handling Instructions),FIX 4.0 必填。通常 '1'=Automated execution
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| constexpr int | Symbol = 55 |
| | 标的代码 (Symbol),如 "IF2305", "AAPL"
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| constexpr int | Side = 54 |
| | 买卖方向 (Side): 1=Buy, 2=Sell
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| constexpr int | OrderQty = 38 |
| | 订单数量 (Order Quantity)
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| constexpr int | Price = 44 |
| | 价格 (Price),限价单必填
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| constexpr int | OrdType = 40 |
| | 订单类型 (Order Type): 1=Market, 2=Limit
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| constexpr int | TransactTime = 60 |
| | 交易时间 (Transaction Time),UTC 时间
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| constexpr int | TimeInForce = 59 |
| | 订单有效时间 (Time In Force): 0=Day, 1=GTC, 3=IOC, 4=FOK
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| constexpr int | CxlType = 125 |
| | 撤单类型 (Cancel Type),FIX 4.0 撤单消息(F)必填。'F'=Full remaining quantity
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| constexpr int | OrdStatus = 39 |
| | 订单状态 (Order Status) 0=New, 1=Partially Filled, 2=Filled, 4=Canceled, 8=Rejected
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| constexpr int | ExecTransType = 20 |
| | 执行事务类型 (Execution Transaction Type) - FIX 4.0 核心字段 0=New, 1=Cancel, 2=Correct, 3=Status 注意:FIX 4.0 没有 ExecType(150),状态变化由本字段和 OrdStatus 共同表达
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| |
| constexpr int | CumQty = 14 |
| | 累计成交数量 (Cumulative Quantity)
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| constexpr int | AvgPx = 6 |
| | 平均成交价格 (Average Price)
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| constexpr int | LastShares = 32 |
| | 本次成交数量 (Last Shares) - FIX 4.0 用于表达单次成交量
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| constexpr int | LastPx = 31 |
| | 本次成交价格 (Last Price) - FIX 4.0 用于表达单次成交价
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| constexpr int | OrdRejReason = 103 |
| | 订单拒绝原因 (Order Reject Reason)
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| constexpr int | BeginSeqNo = 7 |
| | 起始序列号 (Begin Sequence Number),用于 ResendRequest
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| constexpr int | EndSeqNo = 16 |
| | 结束序列号 (End Sequence Number),用于 ResendRequest
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| constexpr int | NewSeqNo = 36 |
| | 新序列号 (New Sequence Number),用于 SequenceReset
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| constexpr int | GapFillFlag = 123 |
| | GapFill 标志 (Gap Fill Flag),用于 SequenceReset Y = Gap Fill 模式,N = Reset 模式
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| constexpr int | PossDupFlag = 43 |
| | 可能重复标志 (Possible Duplicate Flag) Y = 消息可能是重复的
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| |
| constexpr int | OrigSendingTime = 122 |
| | 原始发送时间 (Original Sending Time) 重传消息时使用,记录原始发送时间
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| |
| constexpr int | Account = 1 |
| | 账户标识 (Account)
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| |
| constexpr int | RequestID = 10001 |
| | 请求ID,用于将响应匹配到请求
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| |
| constexpr int | Balance = 10002 |
| | 账户余额 (静态权益)
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| |
| constexpr int | Available = 10003 |
| | 可用资金
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| |
| constexpr int | FrozenMargin = 10004 |
| | 冻结保证金
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| |
| constexpr int | UsedMargin = 10005 |
| | 占用保证金
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| |
| constexpr int | PositionProfit = 10006 |
| | 持仓盈亏 (浮动盈亏)
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| |
| constexpr int | CloseProfit = 10007 |
| | 平仓盈亏 (已实现盈亏)
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| |
| constexpr int | DynamicEquity = 10008 |
| | 动态权益
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| |
| constexpr int | RiskRatio = 10009 |
| | 风险度
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| |
| constexpr int | InstrumentID = 10010 |
| | 合约ID
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| |
| constexpr int | LongPosition = 10011 |
| | 多头持仓
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| |
| constexpr int | ShortPosition = 10012 |
| | 空头持仓
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| |
| constexpr int | LongAvgPrice = 10013 |
| | 多头均价
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| |
| constexpr int | ShortAvgPrice = 10014 |
| | 空头均价
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| |
| constexpr int | PositionQty = 10015 |
| | 持仓数量 (用于持仓列表中的单条记录)
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| |
| constexpr int | PositionSide = 10016 |
| | 持仓方向 (1=多头, 2=空头)
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| |
| constexpr int | PositionAvgPrice = 10017 |
| | 持仓均价
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| |
| constexpr int | PositionMargin = 10018 |
| | 持仓保证金
|
| |
| constexpr int | NoPositions = 10019 |
| | 记录数量 (用于列表响应)
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| |
| constexpr int | UpdateType = 10020 |
| | 更新类型 (1=账户更新, 2=持仓更新, 3=成交通知)
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| |
| constexpr int | UpdateReason = 10021 |
| | 更新原因 (1=行情变化, 2=成交, 3=出入金)
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| |
| constexpr int | SearchPattern = 10022 |
| | 搜索关键字(合约代码前缀)
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| |
| constexpr int | MaxResults = 10023 |
| | 搜索结果数量上限
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| |
| constexpr int | ResultCount = 10024 |
| | 搜索结果数量
|
| |
| constexpr int | InstrumentList = 10025 |
| | 合约列表(逗号分隔)
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| |
| constexpr int | ExchangeID = 10026 |
| | 交易所代码
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| |
| constexpr int | ProductID = 10027 |
| | 品种代码
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| |
| constexpr int | PriceTick = 10028 |
| | 最小变动价位
|
| |
| constexpr int | VolumeMultiple = 10029 |
| | 合约乘数
|
| |
| constexpr int | MarginRate = 10030 |
| | 保证金率
|
| |