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
Received by the middle office	4 (use get_order_results 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 get_order_results, 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