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        CTP報單指令詳解

        期貨交易的業務規則比較復雜,報單時需要填寫不少字段。下面以CTP接口為例,詳細說明一下不同的業務指令應該如何填寫CTP報單指令。

        交易所代碼產品類型業務類型價格類型指令類型報單價格條件 OrderPriceType觸發條件 ContingentCondition有效期類型 TimeCondition成交量類型 VolumeCondition備注
        CZCE 鄭商所期貨單腿限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        市價單市價THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV剩余未成交部分不允許掛單。
        FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        跨期套利限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        跨品種套利限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        互換(跨期、跨品種)限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AVIsSwapOrder=True, CombOffsetFlag=”01″或”10″
        FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AVIsSwapOrder=True, CombOffsetFlag=”01″或”10″
        期權單腿限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FOKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        市價單市價THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV剩余未成交部分不允許掛單。
        FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FOKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        跨式套利限價單FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FOKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        寬跨式套利限價單FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FOKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        DCE 大商所期貨單腿限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FOKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        止損THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        止盈THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchProfitTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        市價單市價THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV市價單,剩余未成交部分轉為漲跌停價限價單
        FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FOKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        止損THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV當市場最新價觸及投資者預先設定止損價(或止盈價)時,指令立即轉為市價指令。
        止盈THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchProfitTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        套利限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV大連套利單不支持限價fak fok。
        互換限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AVIsSwapOrder=True, , CombOffsetFlag=”01″或”10″, 大連互換單不支持限價fak fok。
        期權單腿限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FOKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        止損THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        止盈THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchProfitTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        SHFE 上期所期貨/期權單腿限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAK任意成交數量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FAK指定成交數量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_MVMinVolume填非0值
        FOKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
        CFFEX 中金所期貨單腿限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAK任意成交數量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV立即成交剩余指令自動撤銷
        FAK指定成交數量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_MVMinVolume填非0值, 指定數量成交剩余指令自動撤銷
        FOKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV立即全部成交否則自動撤銷
        市價單五檔市價THOST_FTDC_OPT_FiveLevelPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV市價單與對手方五檔價格報單嘗試成交,剩余未成交部分撤銷
        五檔市價轉限價THOST_FTDC_OPT_FiveLevelPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV市價單與對手方五檔價格報單嘗試成交,剩余未成交部分轉為最新價限價單
        最優價THOST_FTDC_OPT_BestPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV市價單與對手方最優一檔價格報單嘗試成交,剩余未成交部分撤銷
        最優價轉限價THOST_FTDC_OPT_BestPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV市價單與對手方最優一檔價格報單嘗試成交,剩余未成交部分轉為最新價限價單
        期權單腿限價單限價THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
        FAK任意成交數量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
        FAK指定成交數量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_MVMinVolume填非0值
        FOKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV
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