List of Enumerations
Class
Class
OrderObject
| Parameter | Type | Meaning |
|---|---|---|
| buySell | BsAction | Buy/Sell Type, valid values: Buy, Sell |
| stockNo | string | Symbol |
| price | string | Order Price |
| quantity | int | Order Quantity |
| marketType | FutOptMarketType | Trading Session, valid values: Future, Option, FutureNight, OptionNight |
| priceType | FutOptPriceType | Price Type, valid values: Limit, Market, RangeMarket, Reference |
| timeInForce | TimeInForce | Time In Force, valid values: Rod, Fok, Ioc |
| orderType | FutOptOrderType | Order Type, valid values: New, Close, Auto, FdayTrade |
| userDef (optional) | string | Customer field (up to 10 characters; special characters are not supported) |
FutOptOrderResult
OrderResult，You can using GetOrderResult(accounts) get data.
| Parameter | Type | Meaning |
|---|---|---|
| functionType | int | Function Type: 0 New, 10 Execute New, 15 Amend Price, 20 Amend Lot, 30 Cancel, 90 Failed |
| date | string | Transaction Date |
| seqNo | string | Order Serial Number |
| branchNo | string | Branch Number |
| account | string | Account |
| orderNo | string | Order Number |
| assetType | int | Asset Type: 1 Future, 2 Option |
| market | string | Market Type: TAIMEX Future or Option |
| marketType | FutOptMarketType | Trading Session Type: Future, Option, FutureNight, OptionNight |
| unit | int | Unit |
| currency | string | Currency |
| symbol | string | Symbol |
| expiryDate | string | Expiry Date |
| strikePrice | double | Strike Price |
| callPut | CallPut | Call / Put: Call, Put |
| buySell | BsAction | Buy/Sell Type: Buy, Sell |
| symbolLeg2 | string | Symbol - second leg of spread order |
| expiryDateLeg2 | string | Expiry Date - second leg of spread order |
| strikePriceLeg2 | double | Strike Price - second leg of spread order |
| callPutLeg2 | string | Call / Put - second leg of spread order: Call, Put |
| buySellLeg2 | BsAction | Buy/Sell Type - second leg of spread order: Buy, Sell |
| priceType | FutOptPriceType | Original Order Price Type: Limit, Market, RangeMarket, Reference |
| price | double | Order Price |
| lot | int | Original Order Lot |
| timeInForce | TimeInforce | Time In Force: ROD, FOK, IOC |
| orderType | FutOptOrderType | Order Type: New, Close, Auto, FdayTrade |
| isPreOrder | bool | Reservation Order Flag |
| status | int | See the status table for order status values |
| afterPriceType | FutOptPriceType | Effective Order Price Type: Limit, Market, RangeMarket, Reference |
| afterPrice | double | Effective Order Price |
| afterLot | int | Effective Order Lot |
| filledLot | int | Filled Lot |
| filledMoney | double | Filled Value |
| beforeLot | int | Effective Lot Before Modification |
| beforePrice | double | Effective Price Before Modification |
| userDef | string | Custom Field |
| lastTime | string | Last Modification Time |
| errorMessage | string | Error Message |
| detail | list | Order Process (returned by OrderResultDetail or OrderHistory) |
| >> functionType | int | Function Type: 10 New, 15 Amend Price, 20 Amend Lot, 30 Cancel, 50 Filled, 90 Failed |
| >> modifiedTime | string | Modified Time |
| >> beforeLot | int | Original Order Lot |
| >> afterLot | int | Effective Order Lot |
| >> beforePrice | double | Original Order Price |
| >> afterPrice | double | Effective Order Price |
| >> filledMoney | double | Filled Value |
| >> errorMessage | string | Error Message |
BatchResult
BatchResult，You can using BatchOrderLists(accounts) get data.
| Parameter | Type | Meaning |
|---|---|---|
| functionType | int | Function Type: 0 New, 10 Execute New, 15 Amend Price, 20 Amend Lot, 30 Cancel, 90 Failed |
| date | string | Date |
| branchNo | string | Branch Aumber |
| account | string | Account |
| batchSeqNo | string | Batch Serial Number |
FutOptModifyPrice
Modified Price Object
| Parameter | Type | Meaning |
|---|---|---|
| FutOptOrderResult | Object | FutOptOrderResult |
| price | string | The price after modification |
| FutOptPriceType | FutOptPriceType | The price type after modification: Limit, Market, RangeMarket, Reference |
FutOptModifyLot
Modified Lot Object
| Parameter | Type | Meaning |
|---|---|---|
| FutOptOrderResult | Object | FutOptOrderResult |
| lot | int | The lot after modification |
FutOptFilledData
Filled Data Object
| Parameter | Type | Meaning |
|---|---|---|
| date | string | Filled Date |
| branchNo | string | Branch Number |
| account | string | Account |
| seqNo | string | Order serial number (only display on filled callback) |
| orderNo | string | Order Number |
| symbol | string | Symbol |
| expiryDate | string | Expiry Date |
| strikePrice | double | Strike Price |
| callPut | CallPut | Call / Put : Call、Put |
| buySell | BsAction | Buy/Sell Type : Buy 、 Sell |
| symbolLeg2 | string | Spread Symbol |
| expiryDateLeg2 | string | Expiry Date - Spread Order |
| strikePriceLeg2 | double | Strike Price - Spread Order |
| callPutLeg2 | CallPut | Call / Put : Call、Put |
| buySellLeg2 | BsAction | Buy/Sell Type - Spread Order: Buy 、 Sell |
| orderType | FutOptOrderType | Order Type: New, Close, Auto, FdayTrade |
| filledNo | string | Filled Serial Number |
| filledAvgPrice | double | Filled Average Price |
| filledLot | int | Filled Share |
| filledPrice | double | Filled Price |
| filledTime | string | Filled Time |
| userDef | string | Custom Fields (only display on filled callback) |
Account
Account Information
| Parameter | Type | Meaning |
|---|---|---|
| name | string | Customer Name |
| account | string | Account |
| branchNo | string | Branch Number |
| accountType | string | Account Type : stock 、 futopt |
Constants ( Corresponding Values for Returned Fields )
BSAction
Buy / Sell Type
| Name | Meaning |
|---|---|
| Buy | Buy |
| Sell | Sell |
CallPut
Call / Put Type
| Name | Meaning |
|---|---|
| Call | Call |
| Put | Put |
FutOptMarketType
Trading Session Type
| Name | Meaning |
|---|---|
| Future | Future Regular Session |
| FutureNight | Future After-Hours |
| Option | Option Regular Session |
| OptionNight | Option After-Hours |
FutOptPriceType
Price Type
| Name | Meaning |
|---|---|
| Limit | Limit |
| Market | Market |
| RangeMarket | Market with Protection Orders |
| Reference | Reference Price |
TimeInForce
Time In Force
| Name | Meaning |
|---|---|
| ROD | Rest of Day |
| FOK | Fill-or-Kill |
| IOC | Immediate-or-Cancel |
FutOptOrderType
Order Type
| Name | Meaning |
|---|---|
| New | Open Position |
| Close | Close Position |
| Auto | Auto |
| FdayTrade | DayTrade |
functionType
Function Type
| Name | Value |
|---|---|
| New Order | 0 |
| Execute New Order | 10 |
| Amend Price | 15 |
| Amend Lot | 20 |
| Cancel Order | 30 |
| Failed | 90 |
market
Market Category
| Name | Value |
|---|---|
| Futures Exchange | TAIMEX |
status
Order Status
| Name | Value |
|---|---|
| Reservation | 0 |
| Received by the middle office | 4 (use GetOrderResult to retrieve the latest status) |
| Processing reported by the exchange | 8 (often observed for orders not priced at the limit-up or limit-down price; not shown by get_result or get_result_detail) |
| Back-office connection timeout | 9 (query again later with GetOrderResult, or contact your broker) |
| Order or modification succeeded | 10 (successful price or quantity modifications also return 10; inspect the returned fields to identify the modification) |
| Cancellation successful | 30 |
| Partially filled; remainder cancelled | 40 |
| Fully filled | 50 |
| Price modification failed | 19 |
| Quantity modification failed | 29 |
| Cancellation failed | 39 |
| Failed | 90 |
Futures orders do not use the price/quantity modification success statuses 15 and 20 or the ACK statuses 14, 24, and 34. See Error and Status Code Reference.
Month
Month Code
Future
| Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|
| A | B | C | D | E | F |
| Jul | Aug | Sep | Oct | Nov | Dec |
| G | H | I | J | K | L |
Option
Call
| Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|
| A | B | C | D | E | F |
| Jul | Aug | Sep | Oct | Nov | Dec |
| G | H | I | J | K | L |
Put
| Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|
| M | N | O | P | Q | R |
| Jul | Aug | Sep | Oct | Nov | Dec |
| S | T | U | V | W | X |