这是什么合约??
‘exchange_id’: ‘DCE’, ‘instrument_id’: ‘SP c2105&c2109’,
Out[6]: <tqsdk.objs.Position object at 0x0000000016AEE048>, D({‘exchange_id’: ‘DCE’, ‘instrument_id’
: ‘SP c2105&c2109’, ‘pos_long_his’: 0, ‘pos_long_today’: 0, ‘pos_short_his’: 6, ‘pos_short_today’: 0
, ‘volume_long_today’: 0, ‘volume_long_his’: 0, ‘volume_long’: 0, ‘volume_long_frozen_today’: 0, ‘vo
lume_long_frozen_his’: 0, ‘volume_long_frozen’: 0, ‘volume_short_today’: 0, ‘volume_short_his’: 0, ‘
volume_short’: 0, ‘volume_short_frozen_today’: 0, ‘volume_short_frozen_his’: 0, ‘volume_short_frozen
‘: 0, ‘open_price_long’: nan, ‘open_price_short’: nan, ‘open_cost_long’: nan, ‘open_cost_short’: nan
, ‘position_price_long’: nan, ‘position_price_short’: nan, ‘position_cost_long’: nan, ‘position_cost
_short’: nan, ‘float_profit_long’: nan, ‘float_profit_short’: nan, ‘float_profit’: nan, ‘position_pr
ofit_long’: nan, ‘position_profit_short’: nan, ‘position_profit’: nan, ‘margin_long’: nan, ‘margin_s
hort’: nan, ‘margin’: nan, ‘market_value_long’: nan, ‘market_value_short’: nan, ‘market_value’: nan,
‘user_id’: ‘88038670’, ‘volume_long_yd’: 0, ‘volume_short_yd’: 6, ‘last_price’: ‘-‘})
好的,学习了
套利组合合约代码都是SP打头的吗?怎么与普通合约代码区分?
从天勤文档中看到示例:
CZCE.SPD SR901&SR903 – 郑商所 SR901&SR903 跨期合约
DCE.SP a1709&a1801 – 大商所 a1709&a1801 跨期合约
上期所的套利代码是什么?