Files

8.2 KiB

sidebar_position, id, title, slug
sidebar_position id title slug
2 quote_object Definition objects

TradeStatus - Security Status

Security Status

ID Description
0 Normal
1 Suspension
2 Delisted
3 Fuse
4 Papare List
5 Code Moved
6 To Be Opened
7 Split Stock Halts
8 Expired
9 Warrant To BeListed
10 Suspend

Protobuf

enum TradeStatus {
  NORMAL = 0;
  HALTED = 1;
  DELISTED = 2;
  FUSE = 3;
  PREPARE_LIST = 4;
  CODE_MOVED = 5;
  TO_BE_OPENED = 6;
  SPLIT_STOCK_HALTS = 7;
  EXPIRED = 8;
  WARRANT_PREPARE_LIST = 9;
  SUSPEND_TRADE = 10;
}

TradeSession - Trading Session

Trading Session

ID Description
0 Trading
1 Pre-Tradeing
2 Post-Tradeing

Protobuf

enum TradeSession {
  NORMAL_TRADE = 0;
  PRE_TRADE = 1;
  POST_TRADE = 2;
}

Period - Candlestick Period

ID Description
1 One Minute
5 Five Minutes
15 Fifteen Minutes
30 Thirty Minutes
60 Sixty Minutes
1000 One Days
2000 One Week
3000 One Month
4000 One Year

Protobuf

enum Period {
  UNKNOWN_PERIOD = 0;
  ONE_MINUTE = 1;
  FIVE_MINUTE = 5;
  FIFTEEN_MINUTE = 15;
  THIRTY_MINUTE = 30;
  SIXTY_MINUTE = 60;
  DAY = 1000;
  WEEK = 2000;
  MONTH = 3000;
  YEAR = 4000;
}

AdjustType - Candlestick Adjustment Type

ID Description
0 Actual
1 Adjust forward

Protobuf

enum AdjustType {
  NO_ADJUST = 0;
  FORWARD_ADJUST = 1;
}

SubType - Quote Type Of Subscription

ID Description
1 Quote
2 Depth
3 Broker
4 Trade

Protobuf

enum SubType {
  UNKNOWN_TYPE = 0;
  QUOTE = 1;
  DEPTH = 2;
  BROKERS = 3;
  TRADE = 4;
}

CalcIndex - Calculate Index

ID Description Applicable Security Type
1 Latest price All
2 Change value All
3 Change ratio All
4 Volume All
5 Turnover All
6 Year-to-date change ratio Except Option, Warrant
7 Turnover rate Except Option, Warrant
8 Total market value Except Option, Warrant
9 Capital flow Except Option, Warrant
10 Amplitude Except Option, Warrant
11 Volume ratio Except Option, Warrant
12 PE (TTM) Except Option, Warrant
13 PB Except Option, Warrant
14 Dividend ratio (TTM) Except Option, Warrant
15 Five days change ratio Except Option, Warrant
16 Ten days change ratio Except Option, Warrant
17 Half year change ratio Except Option, Warrant
18 Five minutes change ratio Except Option, Warrant
19 Expiry date Only Option, Warrant
20 Strike Price Only Option, Warrant
21 Upper bound price Only Warrant
22 Lower bound price Only Warrant
23 Outstanding quantity Only Warrant
24 Outstanding ratio Only Warrant
25 Premium Only Option, Warrant
26 In/out of the bound Only Warrant
27 Implied volatility Only Option, Warrant
28 Warrant delta Only Warrant
29 Call price Only Warrant
30 Price interval from the call price Only Warrant
31 Effective leverage Only Warrant
32 Leverage ratio Only Warrant
33 Conversion ratio Only Warrant
34 Breakeven point Only Warrant
35 Open interest Only Option
36 Delta Only Option
37 Gamma Only Option
38 Theta Only Option
39 Vega Only Option
40 Rho Only Option

Protobuf

enum CalcIndex {
  CALCINDEX_UNKNOWN = 0;
  CALCINDEX_LAST_DONE = 1;
  CALCINDEX_CHANGE_VAL = 2;
  CALCINDEX_CHANGE_RATE = 3;
  CALCINDEX_VOLUME = 4;
  CALCINDEX_TURNOVER = 5;
  CALCINDEX_YTD_CHANGE_RATE = 6;
  CALCINDEX_TURNOVER_RATE = 7;
  CALCINDEX_TOTAL_MARKET_VALUE = 8;
  CALCINDEX_CAPITAL_FLOW = 9;
  CALCINDEX_AMPLITUDE = 10;
  CALCINDEX_VOLUME_RATIO = 11;
  CALCINDEX_PE_TTM_RATIO = 12;
  CALCINDEX_PB_RATIO = 13;
  CALCINDEX_DIVIDEND_RATIO_TTM = 14;
  CALCINDEX_FIVE_DAY_CHANGE_RATE = 15;
  CALCINDEX_TEN_DAY_CHANGE_RATE = 16;
  CALCINDEX_HALF_YEAR_CHANGE_RATE = 17;
  CALCINDEX_FIVE_MINUTES_CHANGE_RATE = 18;
  CALCINDEX_EXPIRY_DATE = 19;
  CALCINDEX_STRIKE_PRICE = 20;
  CALCINDEX_UPPER_STRIKE_PRICE = 21;
  CALCINDEX_LOWER_STRIKE_PRICE = 22;
  CALCINDEX_OUTSTANDING_QTY = 23;
  CALCINDEX_OUTSTANDING_RATIO = 24;
  CALCINDEX_PREMIUM = 25;
  CALCINDEX_ITM_OTM = 26;
  CALCINDEX_IMPLIED_VOLATILITY = 27;
  CALCINDEX_WARRANT_DELTA = 28;
  CALCINDEX_CALL_PRICE = 29;
  CALCINDEX_TO_CALL_PRICE = 30;
  CALCINDEX_EFFECTIVE_LEVERAGE = 31;
  CALCINDEX_LEVERAGE_RATIO = 32;
  CALCINDEX_CONVERSION_RATIO = 33;
  CALCINDEX_BALANCE_POINT = 34;
  CALCINDEX_OPEN_INTEREST = 35;
  CALCINDEX_DELTA = 36;
  CALCINDEX_GAMMA = 37;
  CALCINDEX_THETA = 38;
  CALCINDEX_VEGA = 39;
  CALCINDEX_RHO = 40;
}

Board - Security Board

Board Description
USMain US Main Board
USPink US Pink Board
USDJI Dow Jones Industrial Average
USNSDQ Nasdsaq Index
USSector US Industry Board
USOption US Option
USOptionS US Sepecial Option (market closed at 4:15 pm)
HKEquity Hong Kong Equity Securities
HKPreIPO HK PreIPO Security
HKWarrant HK Warrant
HKHS Hang Seng Index
HKSector HK Industry Board
SHMainConnect SH Main Board(Connect)
SHMainNonConnect SH Main Board(Non Connect)
SHSTAR SH Science and Technology Innovation Board
CNIX CN Index
CNSector CN Industry Board
SZMainConnect SZ Main Board(Connect)
SZMainNonConnect SZ Main Board(Non Connect)
SZGEMConnect SZ Gem Board(Connect)
SZGEMNonConnect SZ Gem Board(Non Connect)
SGMain SG Main Board
STI Singapore Straits Index
SGSector SG Industry Board