股指期货业务基金-期货数据交换接口(试行版)中国证券业协会二〇一一年三月目次编写说明................................................................................1股指期货业务基金-期货数据交换接口.......................................................31范围..................................................................................32规范性引用文件........................................................................33术语和定义............................................................................33.1新订单NewOrder-Single...........................................................33.2执行报告ExecutionReports..........................................................33.3交易客户方订单编号ClOrdID..........................................................33.4期货公司委托号OrderID..............................................................33.5执行编号ExecID.....................................................................33.6报单号DeclarationID................................................................33.7撮合编号TradeID....................................................................33.8客户资金帐号ClientID...............................................................33.9客户交易编码Account................................................................34通讯方式..............................................................................45消息格式..............................................................................45.1数据类型............................................................................45.1.1整数int..........................................................................45.1.2浮点数float......................................................................45.1.3单个字符char.....................................................................45.1.4字符串String.....................................................................45.1.5数据data.........................................................................55.2域..................................................................................55.2.1域的使用..........................................................................55.2.2自定义域..........................................................................55.2.3域汉字编码........................................................................55.2.4域界定............................................................................55.2.5语法..............................................................................55.2.6重复组............................................................................66安全与加密............................................................................67数据完整性............................................................................68扩展方式..............................................................................68.1扩展分类............................................................................68.2扩展规则............................................................................68.3版本管理............................................................................79消息定义..............................................................................79.1消息头..............................................................................79.2消息尾...........
