该Jupyter Notebook用于展示如何使用ScriptTraderApp模块，在CLI命令行下进行交易指令的调用



In [1]:

    
from vnpy.app.script_trader import init_cli_trading
from vnpy.gateway.oes import OesGateway



In [2]:

    
# 连接到服务器
setting = {
    "td_ord_server": "tcp://106.15.58.119:6101",
    "td_rpt_server": "tcp://106.15.58.119:6301",
    "td_qry_server": "tcp://106.15.58.119:6401",
    "md_tcp_server": "tcp://139.196.228.232:5103",
    "md_qry_server": "tcp://139.196.228.232:5203",
    "username": "",
    "password": "",
    "hdd_serial": "",
    "customize_ip": "",
    "customize_mac": ""
}

engine = init_cli_trading([OesGateway])
engine.connect_gateway(setting, "OES")









    



2019-07-02 17:30:22.289718	成功连接到行情服务器
2019-07-02 17:30:22.427419	成功连接到交易服务器
2019-07-02 17:30:26.294755	合约信息查询成功
2019-07-02 17:30:26.327959	撤单失败，订单号： 1000107。原因：无效的订单状态
2019-07-02 17:30:26.328936	撤单失败，订单号： 1000115。原因：未找到委托信息
2019-07-02 17:30:26.328936	撤单失败，订单号： 1000117。原因：无效的订单状态



In [3]:

    
# 查询所有合约
engine.get_all_contracts(use_df=True)









    Out[3]:







  
    
      
      exchange
      gateway_name
      history_data
      min_volume
      name
      net_position
      option_expiry
      option_strike
      option_type
      option_underlying
      pricetick
      product
      size
      stop_supported
      symbol
      vt_symbol
    
  
  
    
      0
      Exchange.SSE
      OES
      False
      100
      21国债⑺
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010107
      010107.SSE
    
    
      1
      Exchange.SSE
      OES
      False
      100
      03国债⑶
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010303
      010303.SSE
    
    
      2
      Exchange.SSE
      OES
      False
      100
      05国债⑷
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010504
      010504.SSE
    
    
      3
      Exchange.SSE
      OES
      False
      100
      05国债⑿
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010512
      010512.SSE
    
    
      4
      Exchange.SSE
      OES
      False
      100
      06国债⑼
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010609
      010609.SSE
    
    
      5
      Exchange.SSE
      OES
      False
      100
      06国债⒆
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010619
      010619.SSE
    
    
      6
      Exchange.SSE
      OES
      False
      100
      07国债06
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010706
      010706.SSE
    
    
      7
      Exchange.SSE
      OES
      False
      100
      07国债13
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      010713
      010713.SSE
    
    
      8
      Exchange.SSE
      OES
      False
      100
      国开1401
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      018003
      018003.SSE
    
    
      9
      Exchange.SSE
      OES
      False
      100
      国开1702
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      018006
      018006.SSE
    
    
      10
      Exchange.SSE
      OES
      False
      100
      国开1801
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      018007
      018007.SSE
    
    
      11
      Exchange.SSE
      OES
      False
      100
      国开1802
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      018008
      018008.SSE
    
    
      12
      Exchange.SSE
      OES
      False
      100
      国开1803
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      018009
      018009.SSE
    
    
      13
      Exchange.SSE
      OES
      False
      100
      10国债02
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019002
      019002.SSE
    
    
      14
      Exchange.SSE
      OES
      False
      100
      10国债03
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019003
      019003.SSE
    
    
      15
      Exchange.SSE
      OES
      False
      100
      10国债07
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019007
      019007.SSE
    
    
      16
      Exchange.SSE
      OES
      False
      100
      10国债09
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019009
      019009.SSE
    
    
      17
      Exchange.SSE
      OES
      False
      100
      10国债12
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019012
      019012.SSE
    
    
      18
      Exchange.SSE
      OES
      False
      100
      10国债14
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019014
      019014.SSE
    
    
      19
      Exchange.SSE
      OES
      False
      100
      10国债18
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019018
      019018.SSE
    
    
      20
      Exchange.SSE
      OES
      False
      100
      10国债19
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019019
      019019.SSE
    
    
      21
      Exchange.SSE
      OES
      False
      100
      10国债23
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019023
      019023.SSE
    
    
      22
      Exchange.SSE
      OES
      False
      100
      10国债24
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019024
      019024.SSE
    
    
      23
      Exchange.SSE
      OES
      False
      100
      10国债26
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019026
      019026.SSE
    
    
      24
      Exchange.SSE
      OES
      False
      100
      10国债29
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019029
      019029.SSE
    
    
      25
      Exchange.SSE
      OES
      False
      100
      10国债31
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019031
      019031.SSE
    
    
      26
      Exchange.SSE
      OES
      False
      100
      10国债34
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019034
      019034.SSE
    
    
      27
      Exchange.SSE
      OES
      False
      100
      10国债37
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019037
      019037.SSE
    
    
      28
      Exchange.SSE
      OES
      False
      100
      10国债40
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019040
      019040.SSE
    
    
      29
      Exchange.SSE
      OES
      False
      100
      10国债41
      True
      None
      0
      None
      
      100
      Product.EQUITY
      10
      False
      019041
      019041.SSE
    
    
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
    
    
      16289
      Exchange.SZSE
      OES
      False
      100
      越博动力
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300742
      300742.SZSE
    
    
      16290
      Exchange.SZSE
      OES
      False
      100
      天地数码
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300743
      300743.SZSE
    
    
      16291
      Exchange.SZSE
      OES
      False
      100
      欣锐科技
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300745
      300745.SZSE
    
    
      16292
      Exchange.SZSE
      OES
      False
      100
      汉嘉设计
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300746
      300746.SZSE
    
    
      16293
      Exchange.SZSE
      OES
      False
      100
      锐科激光
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300747
      300747.SZSE
    
    
      16294
      Exchange.SZSE
      OES
      False
      100
      金力永磁
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300748
      300748.SZSE
    
    
      16295
      Exchange.SZSE
      OES
      False
      100
      顶固集创
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300749
      300749.SZSE
    
    
      16296
      Exchange.SZSE
      OES
      False
      100
      宁德时代
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300750
      300750.SZSE
    
    
      16297
      Exchange.SZSE
      OES
      False
      100
      迈为股份
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300751
      300751.SZSE
    
    
      16298
      Exchange.SZSE
      OES
      False
      100
      隆利科技
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300752
      300752.SZSE
    
    
      16299
      Exchange.SZSE
      OES
      False
      100
      爱朋医疗
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300753
      300753.SZSE
    
    
      16300
      Exchange.SZSE
      OES
      False
      100
      华致酒行
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300755
      300755.SZSE
    
    
      16301
      Exchange.SZSE
      OES
      False
      100
      中山金马
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300756
      300756.SZSE
    
    
      16302
      Exchange.SZSE
      OES
      False
      100
      罗博特科
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300757
      300757.SZSE
    
    
      16303
      Exchange.SZSE
      OES
      False
      100
      七彩化学
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300758
      300758.SZSE
    
    
      16304
      Exchange.SZSE
      OES
      False
      100
      康龙化成
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300759
      300759.SZSE
    
    
      16305
      Exchange.SZSE
      OES
      False
      100
      迈瑞医疗
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300760
      300760.SZSE
    
    
      16306
      Exchange.SZSE
      OES
      False
      100
      立华股份
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300761
      300761.SZSE
    
    
      16307
      Exchange.SZSE
      OES
      False
      100
      上海瀚讯
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300762
      300762.SZSE
    
    
      16308
      Exchange.SZSE
      OES
      False
      100
      锦浪科技
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300763
      300763.SZSE
    
    
      16309
      Exchange.SZSE
      OES
      False
      100
      新诺威
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300765
      300765.SZSE
    
    
      16310
      Exchange.SZSE
      OES
      False
      100
      每日互动
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300766
      300766.SZSE
    
    
      16311
      Exchange.SZSE
      OES
      False
      100
      震安科技
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300767
      300767.SZSE
    
    
      16312
      Exchange.SZSE
      OES
      False
      100
      迪普科技
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300768
      300768.SZSE
    
    
      16313
      Exchange.SZSE
      OES
      False
      100
      德方纳米
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300769
      300769.SZSE
    
    
      16314
      Exchange.SZSE
      OES
      False
      100
      新媒股份
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300770
      300770.SZSE
    
    
      16315
      Exchange.SZSE
      OES
      False
      100
      智莱科技
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300771
      300771.SZSE
    
    
      16316
      Exchange.SZSE
      OES
      False
      100
      运达股份
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300772
      300772.SZSE
    
    
      16317
      Exchange.SZSE
      OES
      False
      100
      拉卡拉
      True
      None
      0
      None
      
      100
      Product.EQUITY
      100
      False
      300773
      300773.SZSE
    
    
      16318
      Exchange.SZSE
      OES
      False
      100
      标准券
      True
      None
      0
      None
      
      0
      Product.EQUITY
      0
      False
      131990
      131990.SZSE
    
  

16319 rows × 16 columns



In [4]:

    
# 查询资金
engine.get_all_accounts(use_df=True)









    Out[4]:







  
    
      
      accountid
      available
      balance
      frozen
      gateway_name
      vt_accountid
    
  
  
    
      0
      1888000315
      10011029372761
      10011029372761
      0
      OES
      OES.1888000315



In [5]:

    
# 查询持仓
engine.get_all_positions(use_df=True)









    Out[5]:







  
    
      
      direction
      exchange
      frozen
      gateway_name
      pnl
      price
      symbol
      volume
      vt_positionid
      vt_symbol
      yd_volume
    
  
  
    
      0
      Direction.NET
      Exchange.SSE
      0
      OES
      0
      4.1881
      600010
      296900
      600010.SSE.Direction.NET
      600010.SSE
      1000000
    
    
      1
      Direction.NET
      Exchange.SSE
      0
      OES
      0
      32.0068
      600036
      2300
      600036.SSE.Direction.NET
      600036.SSE
      0



In [6]:

    
# 查询活动委托
engine.get_all_active_orders(use_df=True)



In [7]:

    
# 订阅行情
engine.subscribe(["600036.SSE"])



In [9]:

    
# 查询行情
engine.get_tick("600036.SSE", use_df=True)









    Out[9]:







  
    
      
      ask_price_1
      ask_price_2
      ask_price_3
      ask_price_4
      ask_price_5
      ask_volume_1
      ask_volume_2
      ask_volume_3
      ask_volume_4
      ask_volume_5
      ...
      limit_down
      limit_up
      low_price
      name
      open_interest
      open_price
      pre_close
      symbol
      volume
      vt_symbol
    
  
  
    
      0
      34.6
      34.62
      34.63
      34.64
      34.65
      0
      0
      0
      0
      0
      ...
      0
      0
      33.85
      
      0
      34.57
      0.0
      600036
      1900
      600036.SSE
    
  

1 rows × 36 columns



In [10]:

    
# 委托下单
vt_orderid = engine.buy("600036.SSE", 32, 1000)
print(vt_orderid)









    



OES.1000124



In [11]:

    
# 查询特定委托
engine.get_order(vt_orderid)









    Out[11]:





OrderData(gateway_name='OES', symbol='600036', exchange=<Exchange.SSE: 'SSE'>, orderid='1000124', type=<OrderType.LIMIT: '限价'>, direction=<Direction.NET: '净'>, offset=<Offset.OPEN: '开'>, price=32, volume=1000, traded=1000, status=<Status.ALLTRADED: '全部成交'>, time=datetime.datetime(2019, 4, 30, 17, 31, 56, 965000, tzinfo=datetime.timezone(datetime.timedelta(seconds=28800))))



In [12]:

    
# 委托撤单
engine.cancel_order(vt_orderid)



In [ ]:

	exchange	gateway_name	history_data	min_volume	name	net_position	option_expiry	option_strike	option_type	option_underlying	pricetick	product	size	stop_supported	symbol	vt_symbol
0	Exchange.SSE	OES	False	100	21国债⑺	True	None	0	None		100	Product.EQUITY	10	False	010107	010107.SSE
1	Exchange.SSE	OES	False	100	03国债⑶	True	None	0	None		100	Product.EQUITY	10	False	010303	010303.SSE
2	Exchange.SSE	OES	False	100	05国债⑷	True	None	0	None		100	Product.EQUITY	10	False	010504	010504.SSE
3	Exchange.SSE	OES	False	100	05国债⑿	True	None	0	None		100	Product.EQUITY	10	False	010512	010512.SSE
4	Exchange.SSE	OES	False	100	06国债⑼	True	None	0	None		100	Product.EQUITY	10	False	010609	010609.SSE
5	Exchange.SSE	OES	False	100	06国债⒆	True	None	0	None		100	Product.EQUITY	10	False	010619	010619.SSE
6	Exchange.SSE	OES	False	100	07国债06	True	None	0	None		100	Product.EQUITY	10	False	010706	010706.SSE
7	Exchange.SSE	OES	False	100	07国债13	True	None	0	None		100	Product.EQUITY	10	False	010713	010713.SSE
8	Exchange.SSE	OES	False	100	国开1401	True	None	0	None		100	Product.EQUITY	10	False	018003	018003.SSE
9	Exchange.SSE	OES	False	100	国开1702	True	None	0	None		100	Product.EQUITY	10	False	018006	018006.SSE
10	Exchange.SSE	OES	False	100	国开1801	True	None	0	None		100	Product.EQUITY	10	False	018007	018007.SSE
11	Exchange.SSE	OES	False	100	国开1802	True	None	0	None		100	Product.EQUITY	10	False	018008	018008.SSE
12	Exchange.SSE	OES	False	100	国开1803	True	None	0	None		100	Product.EQUITY	10	False	018009	018009.SSE
13	Exchange.SSE	OES	False	100	10国债02	True	None	0	None		100	Product.EQUITY	10	False	019002	019002.SSE
14	Exchange.SSE	OES	False	100	10国债03	True	None	0	None		100	Product.EQUITY	10	False	019003	019003.SSE
15	Exchange.SSE	OES	False	100	10国债07	True	None	0	None		100	Product.EQUITY	10	False	019007	019007.SSE
16	Exchange.SSE	OES	False	100	10国债09	True	None	0	None		100	Product.EQUITY	10	False	019009	019009.SSE
17	Exchange.SSE	OES	False	100	10国债12	True	None	0	None		100	Product.EQUITY	10	False	019012	019012.SSE
18	Exchange.SSE	OES	False	100	10国债14	True	None	0	None		100	Product.EQUITY	10	False	019014	019014.SSE
19	Exchange.SSE	OES	False	100	10国债18	True	None	0	None		100	Product.EQUITY	10	False	019018	019018.SSE
20	Exchange.SSE	OES	False	100	10国债19	True	None	0	None		100	Product.EQUITY	10	False	019019	019019.SSE
21	Exchange.SSE	OES	False	100	10国债23	True	None	0	None		100	Product.EQUITY	10	False	019023	019023.SSE
22	Exchange.SSE	OES	False	100	10国债24	True	None	0	None		100	Product.EQUITY	10	False	019024	019024.SSE
23	Exchange.SSE	OES	False	100	10国债26	True	None	0	None		100	Product.EQUITY	10	False	019026	019026.SSE
24	Exchange.SSE	OES	False	100	10国债29	True	None	0	None		100	Product.EQUITY	10	False	019029	019029.SSE
25	Exchange.SSE	OES	False	100	10国债31	True	None	0	None		100	Product.EQUITY	10	False	019031	019031.SSE
26	Exchange.SSE	OES	False	100	10国债34	True	None	0	None		100	Product.EQUITY	10	False	019034	019034.SSE
27	Exchange.SSE	OES	False	100	10国债37	True	None	0	None		100	Product.EQUITY	10	False	019037	019037.SSE
28	Exchange.SSE	OES	False	100	10国债40	True	None	0	None		100	Product.EQUITY	10	False	019040	019040.SSE
29	Exchange.SSE	OES	False	100	10国债41	True	None	0	None		100	Product.EQUITY	10	False	019041	019041.SSE
...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...	...
16289	Exchange.SZSE	OES	False	100	越博动力	True	None	0	None		100	Product.EQUITY	100	False	300742	300742.SZSE
16290	Exchange.SZSE	OES	False	100	天地数码	True	None	0	None		100	Product.EQUITY	100	False	300743	300743.SZSE
16291	Exchange.SZSE	OES	False	100	欣锐科技	True	None	0	None		100	Product.EQUITY	100	False	300745	300745.SZSE
16292	Exchange.SZSE	OES	False	100	汉嘉设计	True	None	0	None		100	Product.EQUITY	100	False	300746	300746.SZSE
16293	Exchange.SZSE	OES	False	100	锐科激光	True	None	0	None		100	Product.EQUITY	100	False	300747	300747.SZSE
16294	Exchange.SZSE	OES	False	100	金力永磁	True	None	0	None		100	Product.EQUITY	100	False	300748	300748.SZSE
16295	Exchange.SZSE	OES	False	100	顶固集创	True	None	0	None		100	Product.EQUITY	100	False	300749	300749.SZSE
16296	Exchange.SZSE	OES	False	100	宁德时代	True	None	0	None		100	Product.EQUITY	100	False	300750	300750.SZSE
16297	Exchange.SZSE	OES	False	100	迈为股份	True	None	0	None		100	Product.EQUITY	100	False	300751	300751.SZSE
16298	Exchange.SZSE	OES	False	100	隆利科技	True	None	0	None		100	Product.EQUITY	100	False	300752	300752.SZSE
16299	Exchange.SZSE	OES	False	100	爱朋医疗	True	None	0	None		100	Product.EQUITY	100	False	300753	300753.SZSE
16300	Exchange.SZSE	OES	False	100	华致酒行	True	None	0	None		100	Product.EQUITY	100	False	300755	300755.SZSE
16301	Exchange.SZSE	OES	False	100	中山金马	True	None	0	None		100	Product.EQUITY	100	False	300756	300756.SZSE
16302	Exchange.SZSE	OES	False	100	罗博特科	True	None	0	None		100	Product.EQUITY	100	False	300757	300757.SZSE
16303	Exchange.SZSE	OES	False	100	七彩化学	True	None	0	None		100	Product.EQUITY	100	False	300758	300758.SZSE
16304	Exchange.SZSE	OES	False	100	康龙化成	True	None	0	None		100	Product.EQUITY	100	False	300759	300759.SZSE
16305	Exchange.SZSE	OES	False	100	迈瑞医疗	True	None	0	None		100	Product.EQUITY	100	False	300760	300760.SZSE
16306	Exchange.SZSE	OES	False	100	立华股份	True	None	0	None		100	Product.EQUITY	100	False	300761	300761.SZSE
16307	Exchange.SZSE	OES	False	100	上海瀚讯	True	None	0	None		100	Product.EQUITY	100	False	300762	300762.SZSE
16308	Exchange.SZSE	OES	False	100	锦浪科技	True	None	0	None		100	Product.EQUITY	100	False	300763	300763.SZSE
16309	Exchange.SZSE	OES	False	100	新诺威	True	None	0	None		100	Product.EQUITY	100	False	300765	300765.SZSE
16310	Exchange.SZSE	OES	False	100	每日互动	True	None	0	None		100	Product.EQUITY	100	False	300766	300766.SZSE
16311	Exchange.SZSE	OES	False	100	震安科技	True	None	0	None		100	Product.EQUITY	100	False	300767	300767.SZSE
16312	Exchange.SZSE	OES	False	100	迪普科技	True	None	0	None		100	Product.EQUITY	100	False	300768	300768.SZSE
16313	Exchange.SZSE	OES	False	100	德方纳米	True	None	0	None		100	Product.EQUITY	100	False	300769	300769.SZSE
16314	Exchange.SZSE	OES	False	100	新媒股份	True	None	0	None		100	Product.EQUITY	100	False	300770	300770.SZSE
16315	Exchange.SZSE	OES	False	100	智莱科技	True	None	0	None		100	Product.EQUITY	100	False	300771	300771.SZSE
16316	Exchange.SZSE	OES	False	100	运达股份	True	None	0	None		100	Product.EQUITY	100	False	300772	300772.SZSE
16317	Exchange.SZSE	OES	False	100	拉卡拉	True	None	0	None		100	Product.EQUITY	100	False	300773	300773.SZSE
16318	Exchange.SZSE	OES	False	100	标准券	True	None	0	None		0	Product.EQUITY	0	False	131990	131990.SZSE

	direction	exchange	frozen	gateway_name	pnl	price	symbol	volume	vt_positionid	vt_symbol	yd_volume
0	Direction.NET	Exchange.SSE	0	OES	0	4.1881	600010	296900	600010.SSE.Direction.NET	600010.SSE	1000000
1	Direction.NET	Exchange.SSE	0	OES	0	32.0068	600036	2300	600036.SSE.Direction.NET	600036.SSE	0