List of Enumerations

Classes

Class

OrderObject

Parameter	Type	Meaning
buy_sell	BSAction	Side Options: BUY, SELL
symbol	string	Stock Symbol
price	string	Order Price (Enter std::nullopt if not using LIMIT price)
quantity	int	Order Quantity
market_type	MarketType	Market Type Options: COMMON (Round Lot), FIXING (Fixed Price), INTRADAY_ODD (Intraday Odd Lot), ODD (Post-market Odd Lot), EMG (Emerging Market), EMG_ODD (Emerging Odd Lot)
price_type	PriceType	Price Flag Options: LIMIT, LIMIT_UP, LIMIT_DOWN, MARKET, REFERENCE
time_in_force	TimeInForce	Time In Force Options: ROD, FOK, IOC
order_type	OrderType	Order Type Options: STOCK (Spot), MARGIN (Margin Buy), SHORT (Short Sell), DAY_TRADE (Day Trade - Sell First), SBL (Securities Borrowing)
user_def (optional)	string	User Defined Field (Max 10 characters, no special characters or Chinese, not applicable for Emerging Markets)

caution

The unit and range for quantity vary depending on the MarketType. Please refer to the Market Type section.

caution

When MarketType is MarketType.COMMON, MarketType.ODD, or MarketType.INTRADAY_ODD, and priceType is PriceType.LIMIT, the price field must be filled. In other cases, the price field should be std::nullopt.

caution

For Day Trade Sell First: order_type must be DAY_TRADE, buy_sell must be SELL, and market_type must be COMMON.

OrderResult

Order list, retrieved via get_order_result(accounts).

Parameter	Type	Description
function_type	int	Function Type: 0 New Order, 10 New Order Execution, 15 Modify Price, 20 Modify Qty, 30 Cancel Order, 90 Failed
date	string	Trade Date
seq_no	string	Order Sequence Number
branch_no	string	Branch Code
account	string	Account Number
order_no	string	Order Book Number
asset_type	int	Asset Type: 0 Securities
market	string	Market Type: TAIEX (Listed), TAISDAQ (OTC), TAIEMG (Emerging)
market_type	MarketType	Trading Unit: COMMON, FIXING, INTRADAY_ODD, ODD, EMG, EMG_ODD
stock_no	string	Stock Symbol
buy_sell	BSAction	Side: BUY, SELL
price_type	PriceType	Original Price Type: LIMIT, LIMIT_UP, LIMIT_DOWN, MARKET, REFERENCE
price	double	Price
quantity	int	Original Order Quantity
time_in_force	TimeInforce	Time In Force: ROD, FOK, IOC
order_type	OrderType	Order Type: STOCK, MARGIN, SHORT, DAY_TRADE, SBL
is_pre_order	bool	Is Pre-order
status	int	Order Status: 0 Pre-order, 4 Sending to Backend, 9 Timeout, 10 Success, 30 Cancelled (Unfilled), 40 Partially Filled (Remainder Cancelled), 50 Fully Filled, 90 Failed
after_price_type	PriceType	Effective Price Type: LIMIT, LIMIT_UP, LIMIT_DOWN, MARKET, REFERENCE
after_price	double	Effective Price
unit	int	Unit Count
after_qty	int	Effective Quantity (Includes filled portion)
filled_qty	int	Filled Quantity
filled_money	int	Filled Amount
before_qty	int	Valid Qty Before Modification
before_price	double	Valid Price Before Modification
user_def	string	Custom Field
last_time	string	Last Modified Time (See format below)
error_message	string	Error Message
details	list	Order History (Populated when querying order_result_detail or order_history)
>> function_type	int	Function Type: 0 New, 10 Exec, 15 Mod Price, 20 Mod Qty, 30 Cancel, 50 Filled, 90 Fail
>> modified_time	string	Modification Time (See format below)
>> before_qty	int	Original Order Qty
>> after_qty	int	Effective Order Qty (Includes filled)
>> before_price	double	Original Order Price
>> after_price	double	Effective Order Price
>> filled_money	double	Filled Amount
>> status	int	Order Status
>> err_msg	string	Error Message

Time Format Description

Time format for last_time and modified_time: HH:MM:SS.fff or HH:MM:SS (omitted when .fff = .000).

BatchResult

Batch order list, retrieved via BatchOrderLists(account).

Parameter	Type	Meaning
function_type	int	Function Type: 0 New, 10 Exec, 15 Mod Price, 20 Mod Qty, 30 Cancel, 90 Fail
date	string	Trade Date
branch_no	string	Branch Code
account	string	Account Number
batch_seq_no	string	Batch Sequence Number

ModifyPriceObj

Object for modifying price.

Parameter	Type	Meaning
order_result	Object	Order List
price	string	New Price
price_type	PriceType	New Price Type: LIMIT, LIMIT_UP, LIMIT_DOWN, MARKET, REFERENCE

ModifyQuantityObj

Object for modifying quantity.

Parameter	Type	Meaning
order_result	Object	Order List
quantity	int	New Quantity

FilledData

Trade execution report object.

Parameter	Type	Description
date	string	Date
branch_no	string	Branch Code
account	string	Account Number
seq_no	string	Order Sequence Number (Only returned for active push reports)
order_no	string	Order Book Number
stock_no	string	Stock Symbol
buy_sell	BSAction	Side: BUY, SELL
order_type	OrderType	Order Type: STOCK, MARGIN, SHORT, DAY_TRADE, SBL
filled_no	string	Execution Sequence Number
filled_avg_price	double	Average Filled Price
filled_qty	int	Filled Quantity
filled_price	double	Filled Price
filled_time	string	Filled Time
user_def	string	User Defined Field (Only returned for active push reports)

Account

Account Information

Parameter	Type	Meaning
name	string	Client Name
account	string	Account Number
branch_no	string	Branch Code
account_type	string	Account Type: stock (Securities), futopt (Futures/Options)

Constants (Field Value Mapping)

BSAction

Buy/Sell Action

Name	Value	Meaning
BUY	1	Buy
SELL	2	Sell
UN_SUPPORTED	3	Unsupported Type
UN_DEFINED	4	Undefined Type

MarketType

Market Type (Trading Unit)

Name	Value	Meaning
COMMON	1	Round Lot
FIXING	2	Fixed Price
ODD	3	Post-market Odd Lot
INTRADAY_ODD	4	Intraday Odd Lot
EMG	5	Emerging Market
EMG_ODD	6	Emerging Odd Lot
UN_SUPPORTED	7	Unsupported Type
UN_DEFINED	8	Undefined Type

The unit and range for Quantity differ when using different MarketTypes, as shown below:

Name	Quantity Unit	Quantity Ranges
COMMON	1000 Shares	1000 ~ 499000
FIXING	1000 Shares	1000 ~ 499000
INTRADAY_ODD	Shares	1 ~ 999
ODD	Shares	1 ~ 999
EMG	1000 Shares	1000 ~ 499000
EMG_ODD	Shares	1 ~ 999

Available PriceType and TimeInForce vary by MarketType, as shown below:

MarketType	Available PriceType	Available TimeInForce
COMMON	LIMIT, LIMIT_UP, LIMIT_DOWN, MARKET, REFERENCE	ROD, IOC, FOK
FIXING	REFERENCE	ROD
INTRADAY_ODD	LIMIT, LIMIT_UP, LIMIT_DOWN, REFERENCE	ROD
ODD	LIMIT, LIMIT_UP, LIMIT_DOWN, REFERENCE	ROD
EMG	LIMIT	ROD
EMG_ODD	LIMIT	ROD

PriceType

Price Type

Name	Value	Meaning
LIMIT	1	Limit Price
LIMIT_UP	2	Limit Up (Ceiling)
LIMIT_DOWN	3	Limit Down (Floor)
MARKET	4	Market Price
REFERENCE	5	Reference Price (Fixed Price during fixing)
UN_SUPPORTED	6	Unsupported Type
UN_DEFINED	7	Undefined Type

TimeInForce

Time In Force Condition

Name	Value	Meaning
ROD	1	Rest of Day
FOK	2	Fill-or-Kill
IOC	3	Immediate-or-Cancel
UN_SUPPORTED	4	Unsupported Type
UN_DEFINED	5	Undefined Type

OrderType

Order Type

Name	Value	Meaning
STOCK	1	Spot (Cash)
MARGIN	2	Margin Buy
SHORT	3	Short Sell
SBL	4	Securities Borrowing
DAY_TRADE	5	Day Trade
UN_SUPPORTED	6	Unsupported Type
UN_DEFINED	7	Undefined Type

StockType

Stock Category

Name	Value	Meaning
Stock	0	Stock
ConvertBond	1	Convertible Bond
Warrent	2	Warrant
ETF_and_ETN	3	ETF & ETN
Bond_with_Warrent	4	Depositary Receipt with Warrant
ForeignStock	5	Foreign Stock
CGS	6	Central Government Securities

function_type

Function Category

Name	Value
New Order	0
New Order Exec	10
Modify Price	15
Modify Qty	20
Cancel Order	30
Fully Filled (for History)	50
Failed	90

market

Market

Name	Value
Listed	TAIEX
OTC	TAISDAQ
Emerging	TAIEMG

status

Order Status

Name	Value
Pre-order	0
Sending to Backend	4 (Use GetOrderResult to query status)
Backend Transmitting	8 (Use GetOrderResult to query status)
Connection Timeout	9 (Please use GetOrderResult later or contact agent)
Success	10
Cancelled (Unfilled)	30
Partially Filled, Remainder Cancelled	40
Fully Filled	50
Modify Price Failed	19
Modify Qty Failed	29
Cancel Failed	39
Failed	90