方正FIX统一金融接入平台接口规范公司名称文档名称起审草批方正证券股份有限公司FIX网关接入说明文档编号文档版本起草日期审批日期1.02014年2月14日修订历史
版本号日期2014年2月17日状态C修订人郭光煜,张昊天摘要增加了使用Demo的附录1.01.12014年8月7日A郭光煜增加银证转账，资金调拨加密，行情接口状态标识：C–CreatedA-AddedM-ModifiedD-Deleted说明:该文档所说明的FIXDemo是在LinuxUbuntu12.04版本运行的EclipseIDEforC/C++developer环境下运行测试.2目录
第一章.第二章.2.12.22.32.4第三章.3.1FIX网关介绍...............................................................................................................6FIX网关接口说明.......................................................................................................7FIX版本.......................................................................................................................7连接模式.....................................................................................................................7会话控制.....................................................................................................................7帐户模式.....................................................................................................................7消息格式说明.............................................................................................................8会话层消息.................................................................................................................83.1.1.3.1.2.3.1.3.3.1.4.3.1.5.3.1.6.3.1.7.3.1.8.3.1.9.3.1.10.3.2登录请求(A)........................................................................................................8登录应答(A)......................................................................................................10注销请求(5)......................................................................................................11注销应答(5)......................................................................................................12心跳包请求(0)..................................................................................................12心跳包应答(0)..................................................................................................12会话拒绝(3)......................................................................................................13重发请求(2)......................................................................................................13序号重置(4)......................................................................................................14心跳测试(1)......................................................................................................14应用层消息...............................................................................................................153.2.1.3.2.1.13.2.1.23.2.1.3交易类消息......................................................................................................15单笔委托(D).....................................................................................................15委托确认，New(8)..........................................................................................19委托拒绝，Reject(8)........................................................................................2033.2.1.43.2.1.53.2.1.63.2.1.73.2.1.83.2.1.93.2.1.103.2.1.113.2.1.123.2.1.133.2.1.143.2.1.153.2.1.163.2.1.173.2.1.183.2.1.193.2.1.203.2.1.213.2.1.223.2.1.233.2.1.243.2.2执行回报(8)......................................................................................................21撤单请求(F)......................................................................................................22撤单确认，PendingCancel(8)..........................................................................23撤单拒绝(9)......................................................................................................24撤单回报，Cancel(8).......................................................................................25委托状态查询请求(H).....................................................................................26委托状态查询应答(8)..................................................................................27组合委托(COD)...............................................................................................29组合委托确认，New(8)................................................................................32组合委托拒绝，Reject(8).............................................................................34组合执行回报(8)............................................................................................35组合撤单请求(COF).......................................................................................36组合撤单确认，PendingCancel(8)................................................................37组合撤单拒绝(9)............................................................................................39组合撤单回报，Cancel(8).............................................................................40组合委托查询请求(COH)..............................................................................41组合委托查询应答(8)..................................................................................42批量委托(POD)...............................................................................................43批量委托确认，New(8)................................................................................45批量委托拒绝，Reject(8).............................................................................46批量执行回报(8)............................................................................................47头寸查询类消息......................................................................................................49资金股份查询(UAN)........................................................................................49资金股份查询回报(UAP).................................................................................49资金流水查询请求(UAN)................................................................................5243.2.2.13.2.2.23.2.2.33.2.2.43.2.2.53.2.2.63.2.3资金流水查询应答(UAP).................................................................................52银证转账查询请求(UAN)................................................................................55银证转账查询应答(UAP).................................................................................56头寸变更类消息......................................................................................................58银证转账/银行余额业务流程说明................................................................58银证转账/银行余额请求(UAL)........................................................................58银证转账/银行余额应答(UAM)......................................................................60资金调拨请求(UAL).........................................................................................61资金调拨应答(UAM).......................................................................................62股份调拨请求(UAL).........................................................................................63股份调拨应答(UAM).......................................................................................643.2.3.13.2.2.73.2.3.23.2.3.33.2.3.43.2.3.53.2.3.6附录：测试Demo使用说明...................................................................................................665
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