List of Enumerations
Class
Class
OrderObject
Parameter | Type | Meaning |
---|---|---|
buy_sell | BSAction | Buy/Sell Type valid in Buy 、 Sell |
symbol | string | Symbol |
price | string | Order Price (use None if priceType is not Limit ) |
quantity | int | Order Quantity |
market_type | MarketType | Trading Session valid in Common 、Fixing 、IntradayOdd 、Odd 、Emg 、 EmgOdd |
price_type | PriceType | Price Type valid in Limit 、LimitUp 、LimitDown 、Market 、Reference |
time_in_force | TimeInForce | Time In Force valid in ROD 、FOK 、IOC |
order_type | OrderType | Order Type valid in Stock 、Margin 、Short 、DayTrade 、 SBL |
user_def (optional) | string | Customer Field (Up to 10 characters, no special characters supported、Not applicable to Emg) |
The units and ranges for 'quantity' vary for different MarketTypes. Please refer to the market_type description for details
When market_type is one of MarketType.Common, MarketType.Odd, MarketType.IntradayOdd, MarketType.Emg, and priceType is PriceType.Limit, the 'price' field must be filled; otherwise, the 'price' field should be empty or None
When directly short selling common stocks, order_type should be DayTrade, buy_sell is Sell, and market_type is Common
OrderResult
OrderResult; You can use get_order_result(accounts) to get data.
Parameter | Type | Meaning |
---|---|---|
function_type | int | Function Type : 0 New Order 、 10 New Order Executed 、 15 Change Price 、 20 Change Quantity 、 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 : 0 Stock |
market | string | Market Type : TAIEX Listed 、 TAISDAQ OTC 、 TAIEMG EMG |
market_type | MarketType | Trading Session Type : Common 、 Fixing 、 IntradayOdd 、 Odd 、 Emg 、 EmgOdd |
stock_no | string | Symbol |
buy_sell | BSAction | Buy/Sell Type : Buy 、 Sell |
price_type | PriceType | Original Order Price Type : Limit 、 LimitUp 、 LimitDown 、 Market 、 Reference |
price | float | Order Price |
quantity | int | Original Order Quantity |
time_in_force | TimeInForce | Time In Force : ROD FOK 、 IOC |
order_type | OrderType | Order Type : Stock 、 Margin 、 Short 、 DayTrade 、 SBL |
is_pre_order | bool | Reservation Order Flag |
status | int | Order Status : 0 Reservation 、 4 Sending to the system backend 、 9 Timeout 、 10 Active order 、 30 Canceled 、 40 Partially filled, others canceled 、 50 Fully filled 、 90 Failed |
after_price_type | PriceType | Valid Order Price Type : Limit 、 LimitUp 、 LimitDown 、 Market 、 Reference |
after_price | float | Valid Order Price |
unit | int | Trading Unit |
after_qty | int | Valid Order Quantity (filled quantity included) |
filled_qty | int | Filled Quantity |
filled_money | int | Filled Value |
before_qty | int | Before the Quantity Modification |
before_price | float | Before the Price Modification |
user_def | string | Custom Fields |
last_time | string | Last Modification Time (see below for the format) |
error_message | string | Error Message |
details | list | Order Process (Return value when query order_result_detail or order_history ) |
>> function_type | int | Function Type : 0 New Order 、 10 New Order Executed 、 15 Change Price 、 20 Change Quantity 、 30 Cancel 、 50 Fully Filled 、 90 Failed |
>> modified_time | string | Order Modified Time (see below for the format) |
>> before_qty | int | Original Order Quantity |
>> after_qty | int | Valid Order Quantity (filled quantity included) |
>> before_price | float | Original Order Price |
>> after_price | float | Valid Order Price |
>> filled_money | float | Filled Value |
>> status | int | Order Status |
>> err_msg | string | Error Message |
last_time and modified_time format: HH:MM:SS.fff or HH:MM:SS (that is, if .fff = .000, .fff will be ommitted).
BatchResult
BatchResult; You can use BatchOrderLists(accounts) to get data.
Parameter | Type | Meaning |
---|---|---|
function_type | int | Function Type : 0 New Order、 10 New Order Executed 、 15 Change Price 、 20 Change Quantity 、 30 Cancel 、 90 Failed |
date | string | Date |
branch_no | string | Branch Number |
account | string | Account |
batch_seq_no | string | Batch Serial Number |
ModifyPriceObj
Modified Price Object
Parameter | Type | Meaning |
---|---|---|
OrderResult | Object | OrderResult |
price | string | The price after modification |
Price_type | PriceType | The price type after modification : Limit 、LimitUp 、LimitDown 、Market 、Reference |
ModifyQuantityObj
Modified Quantity Object
Parameter | Type | Meaning |
---|---|---|
OrderResult | Object | OrderResult |
quantity | int | The quantity after modification |
FilledData
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 |
stock_no | string | Symbol |
buy_sell | BSAction | Buy/Sell Type : Buy 、 Sell |
order_type | OrderType | Order Type : Stock 、 Margin 、 Short 、 DayTrade 、 SBL |
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 |
MarketType
Trading Session Type
Name | Meaning |
---|---|
Common | Regular Session |
Fixing | Fixing Session |
IntradayOdd | Intraday Odd Lot |
Odd | Odd |
Emg | Emerging Stock Market |
EmgOdd | Emerging Stock Market (share Unit ) |
When using different MarketTypes, the corresponding units and ranges represented by Quantity may also vary. Details are as follows
Name | Quantity Unit | Quantity Ranges |
---|---|---|
Common | Thousand Shares | 1000 ~ 499000 |
Fixing | Thousand Shares | 1000 ~ 499000 |
IntradayOdd | Share | 1 ~ 999 |
Odd | Share | 1 ~ 999 |
Emg | Share | 1 ~ 999 ; 1000 ~ 499000 (Over 1000 ,minimum tick size is 1000) |
When using different MarketTypes, the available PriceType and TimeInForce as below.
MarketType | Available PriceType | Available TimeInForce |
---|---|---|
Common | Limit 、 LimitUp 、 LimitDown 、 Market 、 Reference | ROD 、 IOC 、 FOK |
Fixing | Reference | ROD |
IntradayOdd | Limit 、 LimitUp 、 LimitDown 、 Reference | ROD |
Odd | Limit 、 LimitUp 、 LimitDown 、 Reference | ROD |
Emg | Limit | ROD |
EmgOdd | Limit | ROD |
PriceType
Price Type
Name | Meaning |
---|---|
Limit | Limit |
LimitUp | Limit Up |
LimitDown | Limit Down |
Market | Market |
Reference | Reference Price (Fixing Price at Fixing Session) |
TimeInForce
Time In Force
Name | Meaning |
---|---|
ROD | Rest of Day |
FOK | Fill-or-Kill |
IOC | Immediate-or-Cancel |
OrderType
Order Type
Name | Meaning |
---|---|
Stock | Common Stock |
Margin | Margin |
Short | Short sale |
DayTrade | DayTrade |
SBL | Security Lending |
function_type
Function Type
Name | Value |
---|---|
New Order | 0 |
New Order Executed | 10 |
Change Price | 15 |
Change Quantity | 20 |
Cancel Order | 30 |
Fully Filled (for OrderResult details) | 50 |
Order Failed | 90 |
market
Market Category
Name | Value |
---|---|
Listed stocks | TAIEX |
Over-the-Counter (OTC) stocks | TAISDAQ |
Emerging Stock | TAIEMG |
status
Order Status
Name | Value |
---|---|
Reservation | 0 |
Sending to the system backend | 4 (Using GetOrderResult to retrieve the latest status) |
Processing by the backend | 8 (Using GetOrderResult to retrieve the latest status) |
Timeout | 9 (Please wait a moment and use GetOrderResult to retrieve the latest status ; or contact your broker agent) |
Active order | 10 |
Canceled | 30 |
Partially filled, others canceled | 40 |
Fully filled | 50 |
Fail to modify order price | 19 |
Fail to modify order quantity | 29 |
Fail to cancel | 39 |
Order not valid | 90 |