2
一、概述...........................................................................................................................................4
二、界面描述...................................................................................................................................4
三、数据接口文件定义...................................................................................................................4
3.1．文件格式..........................................................................................................................4
3.2．申报库：zq_order.dbf....................................................................................................5
3.3．回报库：zq_feedback.dbf..............................................................................................6
四、申报库的填写...........................................................................................................................8
4.1．无条件确定报价申报......................................................................................................8
4.2．最优价确定报价成交申报..............................................................................................9
4.3．指定确定报价订单成交申报........................................................................................10
4.4．可转确定报价的成交申报............................................................................................11
4.5．协议交易申报................................................................................................................12
4.6．出入库申报....................................................................................................................13
4.7．客户出入库申报............................................................................................................13
4.8．转托管申报....................................................................................................................14
4.9．撤单申报........................................................................................................................14
五、申报库的处理及确认信息的填写.........................................................................................15
5.1．申报库处理的一般流程................................................................................................15
5.2．无条件确定报价申报确认............................................................................................16
5.3．最优价确定报价成交申报确认....................................................................................17
5.4．指定确定报价订单成交申报确认................................................................................18
5.5．可转确定报价的成交申报确认....................................................................................19
5.6．协议交易申报确认........................................................................................................20
5.7．出入库申报确认............................................................................................................21
5.8．客户出入库申报确认....................................................................................................22
5.9．转托管申报确认............................................................................................................22
5.10．撤单申报确认..............................................................................................................23
六、成交回报的填写.....................................................................................................................25
6.1．确定报价、待定报价、询价、场务应急成交回报....................................................25
6.2．协议交易成交回报........................................................................................................27
6.3．出入库、客户出入库成交回报....................................................................................28
6.4．隔夜回购成交回报........................................................................................................29
七、自动撤单回报的填写.............................................................................................................30
八、行情信息的获取.....................................................................................................................31
8.1．行情数据文件下载方式
................................................................................................31
8.2．行情文件格式说明........................................................................................................31
8.3．确定报价行情记录格式................................................................................................32
8.4．成交行情记录格式........................................................................................................33
8.5．成交明细行情记录格式................................................................................................34
8.6．证券信息记录格式........................................................................................................35
九、成交数据下载.........................................................................................................................37
9.1．成交数据文件下载方式................................................................................................37
9.2．成交数据文件格式说明................................................................................................37
十、公告信息的获取.....................................................................................................................38
