交易所代码 | 产品类型 | 业务类型 | 价格类型 | 指令类型 | 委托类型 OrderType | 触发条件 TriggerCondition | 委托有效类型 TimeInForce | 市价撮合深度 MarketLevel | 备注 |
CZCE 郑商所 | 期货 | 单腿 | 限价单 | 限价 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |
FAK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
市价单 | 市价 | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | 剩余未成交部分不允许挂单。 | |||
FAK | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
跨期套利 | 限价单 | 限价 | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||
FAK | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
跨品种套利 | 限价单 | 限价 | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||
FAK | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
互换(跨期、跨品种) | 限价单 | 限价 | TAPI_ORDER_TYPE_SWAP | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||
FAK | TAPI_ORDER_TYPE_SWAP | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
期权 | 单腿 | 限价单 | 限价 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | ||
FAK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FOK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 | |||||
市价单 | 市价 | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | 剩余未成交部分不允许挂单。 | |||
FAK | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FOK | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 | |||||
跨式套利 | 限价单 | FAK | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||
FOK | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 | |||||
宽跨式套利 | 限价单 | FAK | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||
FOK | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 |
交易所代码 | 产品类型 | 业务类型 | 价格类型 | 指令类型 | 委托类型 OrderType | 触发条件 TriggerCondition | 委托有效类型 TimeInForce | 市价撮合深度 MarketLevel | 备注 |
DCE 大商所 | 期货 | 单腿 | 限价单 | 限价 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |
FAK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FOK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 | |||||
止损 | TAPI_ORDER_TYPE_STOP_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||||
止盈 | TAPI_ORDER_TYPE_PROFIT_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||||
市价单 | 市价 | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | 市价单,剩余未成交部分转为涨跌停价限价单 | |||
FAK | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FOK | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 | |||||
止损 | TAPI_ORDER_TYPE_STOP_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | 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 | TAPI_ORDER_TYPE_PROFIT_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||||
套利 | 限价单 | 限价 | TAPI_ORDER_TYPE_COMB | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||
互换 | 限价单 | 限价 | TAPI_ORDER_TYPE_SWAP | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | 大连互换单不支持限价fak/fok。 | ||
期权 | 单腿 | 限价单 | 限价 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | ||
FAK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FOK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 | |||||
止损 | TAPI_ORDER_TYPE_STOP_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |||||
止盈 | TAPI_ORDER_TYPE_PROFIT_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 |
交易所代码 | 产品类型 | 业务类型 | 价格类型 | 指令类型 | 委托类型 OrderType | 触发条件 TriggerCondition | 委托有效类型 TimeInForce | 市价撮合深度 MarketLevel | 备注 |
SHFE 上期所 | 期货/期权 | 单腿 | 限价单 | 限价 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |
FAK任意成交数量 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FAK指定成交数量 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | OrderMinQty填非0值 | ||||
FOK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 |
交易所代码 | 产品类型 | 业务类型 | 价格类型 | 指令类型 | 委托类型 OrderType | 触发条件 TriggerCondition | 委托有效类型 TimeInForce | 市价撮合深度 MarketLevel | 备注 |
CFFEX 中金所 | 期货 | 单腿 | 限价单 | 限价 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | |
FAK任意成交数量 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FAK指定成交数量 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | OrderMinQty填非0值 | ||||
FOK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 | |||||
市价单 | 五档市价 | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_5 | 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 | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | 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 | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_1 | 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 | TAPI_ORDER_TYPE_MARKET | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_1 | 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 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_GFD | TAPI_MARKET_LEVEL_0 | ||
FAK任意成交数量 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | |||||
FAK指定成交数量 | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FAK | TAPI_MARKET_LEVEL_0 | OrderMinQty填非0值 | ||||
FOK | TAPI_ORDER_TYPE_LIMIT | TAPI_TRIGGER_CONDITION_NONE | TAPI_ORDER_TIMEINFORCE_FOK | TAPI_MARKET_LEVEL_0 |