TThostFtdcOrderPriceTypeType OrderPriceType;
///市价
#define THOST_FTDC_OPT_AnyPrice '1'
///限价/条件单
#define THOST_FTDC_OPT_LimitPrice '2'
///最优价
#define THOST_FTDC_OPT_BestPrice '3'
///最新价
#define THOST_FTDC_OPT_LastPrice '4'
///最新价浮动上浮1个ticks
#define THOST_FTDC_OPT_LastPricePlusOneTicks '5'
///最新价浮动上浮2个ticks
#define THOST_FTDC_OPT_LastPricePlusTwoTicks '6'
///最新价浮动上浮3个ticks
#define THOST_FTDC_OPT_LastPricePlusThreeTicks '7'
///卖一价
#define THOST_FTDC_OPT_AskPrice1 '8'
///卖一价浮动上浮1个ticks
#define THOST_FTDC_OPT_AskPrice1PlusOneTicks '9'
///卖一价浮动上浮2个ticks
#define THOST_FTDC_OPT_AskPrice1PlusTwoTicks 'A'
///卖一价浮动上浮3个ticks
#define THOST_FTDC_OPT_AskPrice1PlusThreeTicks 'B'
///买一价
#define THOST_FTDC_OPT_BidPrice1 'C'
///买一价浮动上浮1个ticks
#define THOST_FTDC_OPT_BidPrice1PlusOneTicks 'D'
///买一价浮动上浮2个ticks
#define THOST_FTDC_OPT_BidPrice1PlusTwoTicks 'E'
///买一价浮动上浮3个ticks
#define THOST_FTDC_OPT_BidPrice1PlusThreeTicks 'F'
TThostFtdcDirectionType Direction;
///买
#define THOST_FTDC_D_Buy '0'
///卖
#define THOST_FTDC_D_Sell '1'
TThostFtdcCombOffsetFlagType CombOffsetFlag;
///开仓
#define THOST_FTDC_OF_Open '0'
///平仓
#define THOST_FTDC_OF_Close '1'
///强平
#define THOST_FTDC_OF_ForceClose '2'
///平今
#define THOST_FTDC_OF_CloseToday '3'
///平昨
#define THOST_FTDC_OF_CloseYesterday '4'
///强减
#define THOST_FTDC_OF_ForceOff '5'
///本地强平
#define THOST_FTDC_OF_LocalForceClose '6'
TThostFtdcCombHedgeFlagType CombHedgeFlag;
///投机
#define THOST_FTDC_HF_Speculation '1'
///套利
#define THOST_FTDC_HF_Arbitrage '2'
///套保
#define THOST_FTDC_HF_Hedge '3'
TThostFtdcPriceType LimitPrice;
//市价 0
//限价 你的价格
//条件单 你的价格
///数量TThostFtdcVolumeType VolumeTotalOriginal;
//你的单量
///有效期类型TThostFtdcTimeConditionType TimeCondition;
///立即完成,否则撤销
#define THOST_FTDC_TC_IOC '1' //市价
///本节有效
#define THOST_FTDC_TC_GFS '2'
///当日有效
#define THOST_FTDC_TC_GFD '3' //限价、条件单
///指定日期前有效
#define THOST_FTDC_TC_GTD '4'
///撤销前有效
#define THOST_FTDC_TC_GTC '5'
///集合竞价有效
#define THOST_FTDC_TC_GFA '6'
TThostFtdcDateType GTDDate;
TThostFtdcVolumeConditionType VolumeCondition;
///任何数量
#define THOST_FTDC_VC_AV '1' //普遍用这个
///最小数量
#define THOST_FTDC_VC_MV '2'
///全部数量
#define THOST_FTDC_VC_CV '3'
TThostFtdcVolumeType MinVolume;
针对FAK指令,上表中THOST_FTDC_VC_AV代表任意数量,而THOST_FTDC_VC_MV代表最小数量。若为后者,投资者需
要指定能成交手数的最小值。该字段表示立即能成交的手数如果小于该数量,则不会参与撮合成交,全部立
即撤销。
TThostFtdcContingentConditionType ContingentCondition;
///立即
#define THOST_FTDC_CC_Immediately '1'
///止损
#define THOST_FTDC_CC_Touch '2'
///止赢
#define THOST_FTDC_CC_TouchProfit '3'
///预埋单
#define THOST_FTDC_CC_ParkedOrder '4'
///最新价大于条件价
#define THOST_FTDC_CC_LastPriceGreaterThanStopPrice '5'
///最新价大于等于条件价
#define THOST_FTDC_CC_LastPriceGreaterEqualStopPrice '6'
///最新价小于条件价
#define THOST_FTDC_CC_LastPriceLesserThanStopPrice '7'
///最新价小于等于条件价
#define THOST_FTDC_CC_LastPriceLesserEqualStopPrice '8'
///卖一价大于条件价
#define THOST_FTDC_CC_AskPriceGreaterThanStopPrice '9'
///卖一价大于等于条件价
#define THOST_FTDC_CC_AskPriceGreaterEqualStopPrice 'A'
///卖一价小于条件价
#define THOST_FTDC_CC_AskPriceLesserThanStopPrice 'B'
///卖一价小于等于条件价
#define THOST_FTDC_CC_AskPriceLesserEqualStopPrice 'C'
///买一价大于条件价
#define THOST_FTDC_CC_BidPriceGreaterThanStopPrice 'D'
///买一价大于等于条件价
#define THOST_FTDC_CC_BidPriceGreaterEqualStopPrice 'E'
///买一价小于条件价
#define THOST_FTDC_CC_BidPriceLesserThanStopPrice 'F'
///买一价小于等于条件价
#define THOST_FTDC_CC_BidPriceLesserEqualStopPrice 'H'
TThostFtdcPriceType StopPrice;
//条件单 触发价格
///强平原因TThostFtdcForceCloseReasonType ForceCloseReason;
///非强平
#define THOST_FTDC_FCC_NotForceClose '0' //正常交易选这个
///资金不足
#define THOST_FTDC_FCC_LackDeposit '1'
///客户超仓
#define THOST_FTDC_FCC_ClientOverPositionLimit '2'
///会员超仓
#define THOST_FTDC_FCC_MemberOverPositionLimit '3'
///持仓非整数倍
#define THOST_FTDC_FCC_NotMultiple '4'
///违规
#define THOST_FTDC_FCC_Violation '5'
///其它
#define THOST_FTDC_FCC_Other '6'
///自然人临近交割
#define THOST_FTDC_FCC_PersonDeliv '7'
TThostFtdcBoolType IsAutoSuspend;
// 0 no 一般选0
//1 yes
///业务单元TThostFtdcBusinessUnitType BusinessUnit;
TThostFtdcBoolType UserForceClose;
// 0 no 一般选0
//1 yes