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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_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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