CTP报单指令详解

期货生意的营业规则较量重大，报单时需要填写不少字段。下面以CTP接口为例，详细说明一下差别的营业指令应该怎样填写CTP报单指令。

生意所代码	产品类型	营业类型	价钱类型	指令类型	报单价钱条件 OrderPriceType	触发条件 ContingentCondition	有用期类型 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
			限价单	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。
			市价单	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
		跨期套利	限价单	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
		跨品种套利	限价单	FAK	THOST_FTDC_OPT_AnyPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_IOC	THOST_FTDC_VC_AV
		交流（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″
		交流（跨期、跨品种）	限价单	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
		跨式套利	限价单	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
		宽跨式套利	限价单	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，指令连忙转为市价指令。
				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。
		交流	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″, 大连交流单不支持限价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恣意成交数目	THOST_FTDC_OPT_LimitPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_IOC	THOST_FTDC_VC_AV
				FAK指定成交数目	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恣意成交数目	THOST_FTDC_OPT_LimitPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_IOC	THOST_FTDC_VC_AV	连忙成交剩余指令自举措废
				FAK指定成交数目	THOST_FTDC_OPT_LimitPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_IOC	THOST_FTDC_VC_MV	MinVolume填非0值, 指定命目成交剩余指令自举措废
				FOK	THOST_FTDC_OPT_LimitPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_IOC	THOST_FTDC_VC_CV	连忙所有成交不然自举措废
			市价单	五档市价	THOST_FTDC_OPT_FiveLevelPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_IOC	THOST_FTDC_VC_AV	市价单与敌手方五档价钱报单实验成交，剩余未成交部分作废
				五档市价转限价	THOST_FTDC_OPT_FiveLevelPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_GFD	THOST_FTDC_VC_AV	市价单与敌手方五档价钱报单实验成交，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	市价单与敌手方最优一档价钱报单实验成交，剩余未成交部分作废
				最优价转限价	THOST_FTDC_OPT_BestPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_GFD	THOST_FTDC_VC_AV	市价单与敌手方最优一档价钱报单实验成交，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恣意成交数目	THOST_FTDC_OPT_LimitPrice	THOST_FTDC_CC_Immediately	THOST_FTDC_TC_IOC	THOST_FTDC_VC_AV
				FAK指定成交数目	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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CTP报单指令详解

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