期货报单指令详解
CTP报单指令详解：
| 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_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |
| FAK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| 市价单 | 市价 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | 剩余未成交部分不允许挂单。 | |||
| FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| 跨期套利 | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |||
| FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| 跨品种套利 | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |||
| FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| 互换（跨期、跨品种） | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | IsSwapOrder=True, CombOffsetFlag=”01″或”10″ | ||
| FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | IsSwapOrder=True, CombOffsetFlag=”01″或”10″ | ||||
| 期权 | 单腿 | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | ||
| FAK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| FOK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| 市价单 | 市价 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | 剩余未成交部分不允许挂单。 | |||
| FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| FOK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| 跨式套利 | 限价单 | FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||
| FOK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| 宽跨式套利 | 限价单 | FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||
| FOK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| DCE 大商所 | 期货 | 单腿 | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |
| FAK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| FOK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| 止损 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Touch | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |||||
| 止盈 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_TouchProfit | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |||||
| 市价单 | 市价 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | 市价单，剩余未成交部分转为涨跌停价限价单 | |||
| FAK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| FOK | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| 止损 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Touch | THOST_FTDC_TC_GFD | THOST_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_AnyPrice | THOST_FTDC_CC_TouchProfit | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |||||
| 套利 | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_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_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | IsSwapOrder=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_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | ||
| FAK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| FOK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| 止损 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_Touch | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |||||
| 止盈 | THOST_FTDC_OPT_AnyPrice | THOST_FTDC_CC_TouchProfit | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |||||
| SHFE 上期所 | 期货/期权 | 单腿 | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |
| FAK任意成交数量 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| FAK指定成交数量 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_MV | MinVolume填非0值 | ||||
| FOK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV | |||||
| CFFEX 中金所 | 期货 | 单腿 | 限价单 | 限价 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | |
| FAK任意成交数量 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_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_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_MV | MinVolume填非0值, 指定数量成交剩余指令自动撤销 | ||||
| FOK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_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_FiveLevelPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_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_FiveLevelPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_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_BestPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_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_BestPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_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_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_GFD | THOST_FTDC_VC_AV | ||
| FAK任意成交数量 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_AV | |||||
| FAK指定成交数量 | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_MV | MinVolume填非0值 | ||||
| FOK | THOST_FTDC_OPT_LimitPrice | THOST_FTDC_CC_Immediately | THOST_FTDC_TC_IOC | THOST_FTDC_VC_CV |
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