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@AndrewTsao
Created December 13, 2015 14:31
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上交所深交所原始数据消息类型列表

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
@fenglc
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fenglc commented Nov 25, 2023

UA5803 - 竞价逐笔合并数据
UA5815 - 竞价逐笔通道序号数据

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