List of Enumerations
Class
Class
OrderObject
| Parameter | Type | Meaning |
|---|---|---|
| buy_sell | BSAction | Buy/Sell Type valid in Buy 、 Sell |
| symbol | string | Symbol |
| buy_sell2 (optional) | BSAction | Spread Order Buy/Sell Type |
| symbol2 (optional) | string | Spread Order Symbol |
| price | string | Order Price |
| lot | int | Order Lot |
| market_type | FutOptMarketType | Trading Session valid in Future、Option、FutureNight、OptionNight |
| price_type | FutOptPriceType | Price Type valid in Limit、Market、 RangeMarket、Reference |
| time_in_force | TimeInForce | Time In Force valid in ROD、FOK、IOC |
| order_type | FutOptOrderType | Order Type valid in New、Close、Auto、FdayTrade |
| user_def (optional) | string | Customer Field (Up to 10 characters, no special characters supported) |
caution
If FutOptPriceType.Limit, the 'price' field must be filled; otherwise, the 'price' field should be empty or None
FutOptOrderResult
OrderResult，You can using get_order_result(accounts) get data.
| Parameter | Type | Meaning |
|---|---|---|
| function_type | int | Function Type : 0 New 、 10 Execute New、15 Amend Price 、 20 Amend Lot 、 30 Cancel、90 Failed |
| date | string | Transaction Date |
| seq_no | string | Order Serial Number |
| branch_no | string | Branch Number |
| account | string | Account |
| order_no | string | Order Number |
| asset_type | int | Asset Type : 1 Future 、2 Option |
| market | string | Market Type : TAIMEX Future、Option |
| market_type | FutOptMarketType | Trading Session Type : Future 、 Option 、 FutureNight After-Hour Future、 OptionNight After-Hour Option |
| unit | int | Unit |
| currency | string | Trading Currency |
| symbol | string | Symbol |
| expiry_date | string | Expiry Date |
| strike_price | float | Strike Price |
| call_put | string | Call / Put : Call、Put |
| buy_sell | BSAction | Buy/Sell Type : Buy 、 Sell |
| symbol_leg2 | string | Spread Symbol |
| expiry_date_leg2 | string | Expiry Date - Spread Order |
| strike_price_leg2 | float | Strike Price - Spread Order |
| call_put_leg2 | string | Call / Put - Spread Order: Call 、 Put |
| buy_sell_leg2 | BSAction | Buy/Sell Type - Spread Order: Buy 、 Sell |
| price_type | FutOptPriceType | Original Order Price Type : Limit 、 Market、RangeMarket Market with Protection Orders 、 Reference |
| price | float | Order Price |
| lots | int | Original Order Lot |
| time_in_force | TimeInForce | Time In Force : ROD FOK 、 IOC |
| order_type | FutOptOrderType | Order Type : New 、 Close 、 Auto 、 FdayTrade DayTrade |
| is_pre_order | bool | Reservation Order Flag |
| status | int | Order Status : 0 Reservation 、 4 InQueue、9 TimeOut 、 10 New Order 、 30 Cancel Order 、 50 Fully Filled 、 90 Order Failed |
| after_price_type | FutOptPriceType | Valid Order Price Type : Limit Market、RangeMarket Market with Protection Orders 、 Reference |
| after_price | float | Valid Order Price |
| unit | int | Trading Unit |
| after_lot | int | Valid Order Lot |
| filled_lot | int | Filled Lot |
| filled_money | float | Filled Value |
| before_lot | int | Before the Lot Modification |
| before_price | float | Before the Price Modification |
| user_def | string | Custom Fields |
| last_time | string | Last Modification Time |
| error_message | string | Error Message |
| details | list | Order Process (Return value when query order_result_detail or order_history ) |
| >> function_type | int | Function Type : 10 Execute New、 15 Amend Price 、 20 Amend Lot 、 30 Cancel 、50 Fully Filled 、90Failed |
| >> modified_time | string | Order Modified Time |
| >> before_lot | int | Original Order Lot |
| >> after_lot | int | Valid Order Lot |
| >> before_price | float | Original Order Price |
| >> after_price | float | Valid Order Price |
| >> filled_money | float | Filled Value |
| >> error_message | string | Error Message |
BatchResult
BatchResult，You can using BatchOrderLists(accounts) get data.
| Parameter | Type | Meaning |
|---|---|---|
| function_type | int | Function Type : 0 New 、 15 Amend Price 、 20 Amend Lot 、 30 Cancel |
| date | string | Date |
| branch_no | string | Branch Number |
| account | string | Account |
| batch_seq_no | string | Batch Serial Number |
FutOptModifyPrice
Modified Price Object
| Parameter | Type | Meaning |
|---|---|---|
| FutOptOrderResult | Object | FutOptOrderResult |
| price | string | The price after modification |
| Price_type | FutOptPriceType | The price type after modification : Limit Market、RangeMarket Market with Protection Orders 、 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 |
| branch_no | string | Branch Number |
| account | string | Account |
| seq_no | string | Order Serial Number (only display on filled callback) |
| order_no | string | Order Number |
| symbol | string | Symbol |
| expiry_date | string | Expiry Date |
| strike_price | float | Strike Price |
| call_put | CallPut | Call / Put : Call、Put |
| buy_sell | BSAction | Buy/Sell Type : Buy 、 Sell |
| symbol_leg2 | string | Spread Symbol |
| expiry_date_leg2 | string | Expiry Date - Spread Order |
| strik_price_leg2 | float | Strike Price - Spread Order |
| call_put_leg2 | CallPut | Call / Put : Call、Put |
| buy_sell_leg2 | BSAction | Buy/Sell Type - Spread Order: Buy 、 Sell |
| filled_no | string | Filled Serial Number |
| filled_avg_price | float | Filled Average Price |
| filled_qty | int | Filled Share |
| filled_price | float | Filled Price |
| filled_time | string | Filled Time |
| user_def | string | Custom Fields (only display on filled callback) |
Account
Account Information
| Parameter | Type | Meaning |
|---|---|---|
| name | string | Customer Name |
| account | string | Account |
| branch_no | string | Branch Number |
| account_type | 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 Commodity |
| Option | Option Commodity |
| FutureNight | After-Hour Future |
| OptionNight | After-Hour Option |
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 |
function_type
Function Type
| Name | Value |
|---|---|
| New Order | 0 |
| Execute New Order | 10 |
| Amend Price | 15 |
| Amend Lot | 20 |
| Cancel Order | 30 |
market
Market Category
| Name | Value |
|---|---|
| Future / Option | TAIMEX |
status
Order Status
| Name | Value |
|---|---|
| Reservation | 0 |
| InQueue | 4 (Using GetOrderResult retrieve the latest status) |
| TimeOut | 9 (Please wait a moment and use GetOrderResult retrieve the latest status ； or connect your agency) |
| New Order | 10 |
| Cancel | 30 |
| Fully filled | 50 |
| Modified Price Failed | 19 |
| Modified Quantity Failed | 29 |
| Cancel Order Failed | 39 |
| Failed | 90 |
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 |