- BUY: 买入开仓(证券买入)
- SELL: 卖出平仓(证券卖出)
- SHORT: 卖出开仓
- COVER: 买入平仓
- SELLTODAY: 卖出平今仓
- COVERTODAY: 买入平今仓
限价委托(LMT, limit), 以指定的价格报单
对手方最优价格委托（BOC, best of counterparty)
本方最优价格委托(BOP, best of party)
即时成交剩余撤销委托(ITC, immediately then cancel)
最优五档即时成交剩余撤销委托(B5TC, best 5 then cancel)
全额成交或撤销委托(FOK, fill or kill)
最优五档剩余转限价委托(B5TL,best 5 then limit)
目前，深交所支持 LMT, BOC, BOP, ITC, B5TC, FOK；上交所支持LMT、B5TC、B5TL。
除了 LimitOrder和 MarketOrder，有些交易所/交易系统(如CTP,文华)还支持其他类型的委托，比如：
Stop Orders (STP, stop-loss order) 市价止损/止盈单
Stop orders are similar to market orders in that they are orders to buy or sell an asset at the best available price, but these orders are only processed if the market reaches a specific price.
For example, if the current price of an asset is 1.2567, a trader might place a buy stop order with a price of 1.2572. If the market trades at 1.2572 or above, the trader’s stop order will be processed as a market order, and will then get filled at the current best price.
Stop orders are processed as market orders, so if the stop (or trigger) price is reached, the order will always get filled, but not necessarily at the price that the trader intended. Stop orders will trigger if the market trades at or past the stop price. For a buy order, the stop price must be above the current price, and for a sell order, the stop price must be below the current price.
Stop orders can be used to enter a trade, but also used to exit a trade, typically called a stop loss. For example, if a trader buys a stock at$50.50, they may place a sell stop at$50.25.
If the price reaches$50.25 or below, the sell order will be executed, getting the trader out of the position at$50.25 (or below), limiting the loss on the position. If a trader is short at$50.50, they may place a buy stop at$50.75 to limit their loss. If the price reaches$50.75 (or above) the buy stop will execute, closing the trader’s position at$50.75 or above.
Stop Limit Orders (STPLMT) 限价止损/止盈单
Traders will commonly combine a stop and a limit order to fine-tune what price they get. To open a trade, a trader could place a buy stop limit at$50.75. Assume the stock currently trades at$50.50. If the price reaches$50.75 the buy stop limit order will be executed, but only if the order can executed at$50.75 or below. This also works to initiate a short positions. If the current price is$25.25, and a trader wants to go short if the price falls to$25.10, they could place a sell stop limit at$25.10. If the price reaches$25.10 the order will be executed, but only if the order can be executed$25.10 or above.
When using a stop limit order, the stop and limit prices of the order can be different. For the buying example, our trader could place a buy stop at$50.75, but with a limit at$50.78. The buy stop kicks in and buys if$50.75 is reached, but due to the limit order, the order will only buy up to$50.78. This assures that the trader buys if$50.75 is reached, but only if the market allows them to do so below$50.78.
Stop limit orders will remain pending until someone else is willing to transact at the stop limit order price(s), or better.
Market If Touched Orders (MIT)
A buy MIT order price is placed below the current price, while the sell MIT order price is placed above the current price. For example, assume a stock is trading at$16.50. A MIT buy order could be placed at$16.40. If the price moves to$16.40 or below–the trigger price–then an market buy order will be sent out.
For a sell order, assume a stock is trading$16.50. An MIT sell order could be place at$16.60. If the price moves to$16.60–the trigger price–than a market sell order be sent out.
Limit If Touched Orders (LIT)
A LIT is like a MIT order, but it sends out a limit order instead of a market order. For a LIT order there is a trigger price, and a limit price.
For example, assume a stock is trading at$16.50. A LIT trigger could be placed at$16.40. In addition, a limit price of$16.35 could be set. If the price moves to$16.40 or below–the trigger price–then a limit order will be placed at$16.35. Since it is a limit order, the buy will only be executed at$16.35 or below..
For a sell order, assume a stock is trading at$16.50. A LIT trigger could be placed at$16.60. In addition, a limit price of$16.65 could be set. If the price moves to$16.60 or above–the trigger price–then a limit order will be placed at$16.65. Since it is a limit order, the sell trade will only be executed at$16.65 or above.
One Cancels the Other (OCO)
One Cancels the Other (OCO) order is used in case if one simultaneously places a limit order and a stop-loss order. If either order is carried out the other is abrogated which lets the broker to make a deal without
supervising the market. Once the market reaches up the level of the limit order, the currency is sold at a profit but when he market falls, the stop-loss order is used.
对于 StopOrder 和 StopLimitOrder，有人画了一张图更容易理解：