CTP报单指令详解

期货交易的业务规则比较复杂,报单时需要填写不少字段。下面以CTP接口为例,详细说明一下不同的业务指令应该如何填写CTP报单指令。

交易所代码产品类型业务类型价格类型指令类型报单价格条件 OrderPriceType触发条件 ContingentCondition有效期类型 TimeCondition成交量类型 VolumeCondition备注
CZCE 郑商所期货单腿限价单限价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
市价单市价THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV剩余未成交部分不允许挂单。
FAKTHOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
跨期套利限价单限价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
跨品种套利限价单限价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
互换(跨期、跨品种)限价单限价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″
期权单腿限价单限价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
市价单市价THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV剩余未成交部分不允许挂单。
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
跨式套利限价单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
宽跨式套利限价单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 大商所期货单腿限价单限价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
止损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
市价单市价THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV市价单,剩余未成交部分转为涨跌停价限价单
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
止损THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV当市场最新价触及投资者预先设定止损价(或止盈价)时,指令立即转为市价指令。
止盈THOST_FTDC_OPT_AnyPriceTHOST_FTDC_CC_TouchProfitTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
套利限价单限价THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV大连套利单不支持限价fak fok。
互换限价单限价THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AVIsSwapOrder=True, , CombOffsetFlag=”01″或”10″, 大连互换单不支持限价fak fok。
期权单腿限价单限价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
止损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 上期所期货/期权单腿限价单限价THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
FAK任意成交数量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
FAK指定成交数量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 中金所期货单腿限价单限价THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
FAK任意成交数量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV立即成交剩余指令自动撤销
FAK指定成交数量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_MVMinVolume填非0值, 指定数量成交剩余指令自动撤销
FOKTHOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_CV立即全部成交否则自动撤销
市价单五档市价THOST_FTDC_OPT_FiveLevelPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV市价单与对手方五档价格报单尝试成交,剩余未成交部分撤销
五档市价转限价THOST_FTDC_OPT_FiveLevelPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV市价单与对手方五档价格报单尝试成交,剩余未成交部分转为最新价限价单
最优价THOST_FTDC_OPT_BestPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV市价单与对手方最优一档价格报单尝试成交,剩余未成交部分撤销
最优价转限价THOST_FTDC_OPT_BestPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV市价单与对手方最优一档价格报单尝试成交,剩余未成交部分转为最新价限价单
期权单腿限价单限价THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_GFDTHOST_FTDC_VC_AV
FAK任意成交数量THOST_FTDC_OPT_LimitPriceTHOST_FTDC_CC_ImmediatelyTHOST_FTDC_TC_IOCTHOST_FTDC_VC_AV
FAK指定成交数量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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