2017-12-01 10:12:34.844 04卖:6270.8
2017-12-01 10:12:34.845 04买:6266.6
2017-12-01 10:12:34.845 04差:-31.2
2017-12-01 10:12:34.845 IH04AJ:6270.8
2017-12-01 10:12:34.845 IH04B:6266.6
2017-12-01 10:12:34.845 IH03BJ:6295.4
2017-12-01 10:12:34.846 IH03A:6297.8
2017-12-01 10:12:34.846 IH04AJ:6270.8
2017-12-01 10:12:34.846 IH04B:6266.6
2017-12-01 10:12:34.847 IH03BJ:6295.4
2017-12-01 10:12:34.847 IH03A:6297.8
2017-12-01 10:12:34.928 IH04AJ:6270.8
2017-12-01 10:12:34.928 IH04B:6266.6
2017-12-01 10:12:34.928 IH03BJ:6295.4
2017-12-01 10:12:34.928 IH03A:6297.8
2017-12-01 10:12:34.985 IH04AJ:6270.8
2017-12-01 10:12:34.986 IH04B:6266.6
2017-12-01 10:12:34.986 IH03BJ:6295.4
2017-12-01 10:12:34.987 IH03A:6297.8
2017-12-01 10:12:35.094 IH04AJ:6270.8
2017-12-01 10:12:35.095 IH04B:6266.6
2017-12-01 10:12:35.095 IH03BJ:6295.4
2017-12-01 10:12:35.095 IH03A:6297.8
2017-12-01 10:12:35.205 IH04AJ:6270.8
2017-12-01 10:12:35.206 IH04B:6266.6
2017-12-01 10:12:35.206 IH03BJ:6295.4
2017-12-01 10:12:35.206 IH03A:6297.8
2017-12-01 10:12:35.313 IH04AJ:6270.8
2017-12-01 10:12:35.313 IH04B:6266.6
2017-12-01 10:12:35.314 IH03BJ:6295.4
2017-12-01 10:12:35.314 IH03A:6297.8
2017-12-01 10:12:35.429 IH04AJ:6270.8
2017-12-01 10:12:35.430 IH04B:6266.6
2017-12-01 10:12:35.430 IH03BJ:6295.4
2017-12-01 10:12:35.430 IH03A:6297.8
2017-12-01 10:12:35.467 IH04AJ:6266.6
2017-12-01 10:12:35.467 IH04B:6266.2
2017-12-01 10:12:35.467 IH03BJ:6295.0
2017-12-01 10:12:35.467 IH03A:6301.0
2017-12-01 10:12:35.527 IH04AJ:6266.6
2017-12-01 10:12:35.527 IH04B:6266.2
交易日志如下:
2017-12-01 10:12:34.663 【后台】IC12 运行结束
2017-12-01 10:12:34.663 【后台】IC01 运行结束
2017-12-01 10:12:34.772 【后台】IC12 运行结束
2017-12-01 10:12:34.772 【后台】IC01 运行结束
2017-12-01 10:12:34.844 【后台】IC12 TBuyShort 第 26 行出现信号
2017-12-01 10:12:34.845 【后台】IC01 TBuyShort 已成功触发下单操作 价格:6266.600098 数量:1 类型:0 账户: 品种:IC01
2017-12-01 10:12:34.846 【后台】下单已发送
2017-12-01 10:12:34.847 【后台】IC12 TSellShort 第 27 行出现信号
2017-12-01 10:12:34.847 【后台】IC12 TSellShort 已成功触发下单操作 价格:6297.799805 数量:1 类型:0 账户: 品种:IC12
2017-12-01 10:12:34.848 【后台】实际账户持仓 1
2017-12-01 10:12:34.848 【后台】下单已发送
2017-12-01 10:12:34.849 【后台】IC12 运行结束
2017-12-01 10:12:34.849 【下单】IC01 价6266.600098 量1 买卖1 类型0 开平0 账户98221096 Formula 1
2017-12-01 10:12:34.850 【下单】确认报单已发送 ID=-1192126957 RefID = 35320
2017-12-01 10:12:34.850 【后台】IC01 运行结束
2017-12-01 10:12:34.851 【下单】IC12 价6297.799805 量1 买卖0 类型0 开平1 账户98221096 Formula 1
2017-12-01 10:12:34.851 【下单】确认报单已发送 ID=-1192126947 RefID = 35330
2017-12-01 10:12:34.855 【指令】收到回报指令 ID = -1192126957 RefID = 35320
2017-12-01 10:12:34.902 【指令】收到回报指令 ID = -1192126957 RefID = 35320
2017-12-01 10:12:34.903 【指令】收到回报指令 ID = -1192126947 RefID = 35330
2017-12-01 10:12:34.906 【指令】收到回报指令 ID = -1192126947 RefID = 35330
2017-12-01 10:12:34.907 【指令】收到回报指令 ID = -1192126947 RefID = 35330
2017-12-01 10:12:34.910 【指令】收到成交回报指令 REFID = 35330 vol = 1
2017-12-01 10:12:34.916 【回报】98221096 : IC1801 - 已报单 1 价格:6266.6 开 卖
2017-12-01 10:12:34.917 【回报】98221096 : IC1712 - 已报单 1 价格:6297.8 平 买
2017-12-01 10:12:34.917 【回报】98221096 : IC1712 - 已成交 1 价格:6295.6 平 买
2017-12-01 10:12:34.932 【后台】IC01 运行结束
2017-12-01 10:12:34.917 【回报】98221096 : IC1712 - 已报单 1 价格:6297.8 平 买
这个说明单子都报到交易所了
后续的成交不是软件可以控制
你可以找期货公司拉下委托记录,看下两笔单子是不是实时发送过去的