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AndrewTsao/STEP.md

Created December 13, 2015 14:31
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  1. AndrewTsao created this gist Dec 13, 2015.
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    ## 上交所行情消息编号及意义

    | 消息类型码| 含义 |
    | :-------- | --------:|
    |UA1115 |A+H市场状态 |
    |UA1202 |3 心跳消息(Heartbeat)|
    |UA2102 |A+H个股行情|
    |UA2107 |A+H个股集合竞价|
    |UA2201 |文档无|
    |UA3107 |3.2.2.2 虚拟集合竞价(Virtual Auction Price)--UA3107|
    |UA3113 |3.2.2.3 指数行情(Index)--UA3113|
    |UA3115 |3.2.2.4 市场总览(Market Overview)--UA3115|
    |UA3201 |3.2.1.1 逐笔成交消息(Transaction) --UA3201|
    |UA3202 |3.2.2.1 市场行情(Market Data)--UA3202|
    |UA7301 |文档无|
    |UA8102 |文档无|
    |UA9002 |文档无|

    ## 深交所行情消息编码及意义
    |消息类型码 |含义|
    |:--------:|:---:|
    |UA001 |Heartbeat心跳消息|
    |UA002 |系统参数信息|
    |UA101 |StockInfo证券信息消息|
    |UA102 |StockStatus证券状态消息|
    |UA103 |Snapshot行情快照消息|
    |UA104 |Index指数快照消息|
    |UA201 |Order逐笔委托消息|
    |UA202 |Trade逐笔成交消息|
    |UA401 |Bulletin公告消息|