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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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