FangQuant › Rules
| Orders Types | |||
| Exchanges | Types of order | Maximum number of lot per order | Order Declaration Fee |
| DCE |
1、limit
orders(can attach FOK or FAK) 2、Market orders(can attach FOK or FAK) 3、Market Stop Loss（Gain） Orders 4、Limit Stop Loss（Gain） Orders 5、cross-terms arbitrage orders（including swap orders） 6、cross-varieties arbitrage orders（including swap orders） |
The maximum number of lot placed per iron ore contract order is 1000 lots | - |
| ZCE |
1、Limit
Orders 2、Market Orders 3、Cancel Orders 4、cross-terms arbitrage orders（including swap orders） 5、cross-varieties arbitrage orders（including swap orders） |
The
maximum number of lot placed per limit order is 1000. The maximum number of lot placed per market order is 200. |
- |
| INE |
1、Limit
Orders 2、FOK 3、FAK 4、Other orders regulated by INE |
maximum quantities:500 lots | - |
| Notes： |
Difference
between FAK and FOK: FOK：send order at limit price, if it is not all filled,all lots in the order will be revoked.(all done or none) FAK：send order at limit price, if it is not all filled,the remaining unfilled part will be revoked.（revoke unfilled part） |
- | - |
交易所
交易指令的种类
每笔最大下单数量规定
申报费
大商所
1、限价指令(可以附加立即全部成交否则自动撤销和立即成交剩余指令自动撤销两种指令属性即FOK和FAK指令)
2、市价指令(可以附加立即全部成交否则自动撤销和立即成交剩余指令自动撤销两种指令属性即FOK和FAK指令)
3、市价止损（盈）指令
4、限价止损（盈）指令
5、跨期套利指令（含互换指令）
6、跨品种套利指令（含互换指令）
铁矿石合约交易指令每次最大下单数量为1000手
-
郑商所
1、限价指令
2、市价指令
3、取消指令
4、跨期套利指令（含互换指令）
5、跨品种套利指令（含互换指令）
限价指令每次最大下单数量为1000手
市价指令每次最大下单数量为200手
-
能源中心
1、限价指令
2、FOK（立即全部成交否则自动撤销指令）
3、FAK（立即成交剩余指令自动撤销指令）
4、能源中心规定的其他指令
每次最大下单量500手
-
备注：
FOK与FAK的区别：
FOK指令(立即全部成交否则自动撤销指令)：指在限定价位下达指令，如果该指令下所有申报手数未能全部成交，该指令下所有申报手数自动被系统撤销。(全部成交或者不成)
FAK指令(立即成交剩余指令自动撤销指令)：指在限定价位下达指令，如果该指令下部分申报手数成交，该指令下剩余申报手数自动被系统撤销。（未成交的撤单）
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