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QFCG
263 lines
8.5 KiB
Markdown
263 lines
8.5 KiB
Markdown
---
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sidebar_position: 2
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id: quote_object
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title: Definition
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slug: objects
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---
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## TradeStatus - Security Status
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Security Status
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| ID | Description |
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| --- | ------------------- |
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| 0 | Normal |
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| 1 | Suspension |
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| 2 | Delisted |
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| 3 | Fuse |
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| 4 | Papare List |
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| 5 | Code Moved |
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| 6 | To Be Opened |
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| 7 | Split Stock Halts |
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| 8 | Expired |
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| 9 | Warrant To BeListed |
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| 10 | Suspend |
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### Protobuf
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```protobuf
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enum TradeStatus {
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NORMAL = 0;
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HALTED = 1;
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DELISTED = 2;
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FUSE = 3;
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PREPARE_LIST = 4;
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CODE_MOVED = 5;
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TO_BE_OPENED = 6;
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SPLIT_STOCK_HALTS = 7;
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EXPIRED = 8;
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WARRANT_PREPARE_LIST = 9;
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SUSPEND_TRADE = 10;
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}
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```
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## TradeSession - Trading Session
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Trading Session
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| ID | Description |
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| --- | ----------------- |
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| 0 | Trading |
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| 1 | Pre-Tradeing |
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| 2 | Post-Tradeing |
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| 3 | OverNight-Trading |
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### Protobuf
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```protobuf
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enum TradeSession {
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NORMAL_TRADE = 0;
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PRE_TRADE = 1;
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POST_TRADE = 2;
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}
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```
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## Period - Candlestick Period
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| ID | Description |
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| ---- | ------------------ |
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| 1 | One Minute |
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| 2 | Two Minutes |
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| 3 | Three Minutes |
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| 5 | Five Minutes |
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| 10 | Ten Minutes |
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| 15 | Fifteen Minutes |
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| 20 | Twenty Minutes |
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| 30 | Thirty Minutes |
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| 45 | Forty-five Minutes |
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| 60 | Sixty Minutes |
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| 120 | Two Hours |
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| 180 | Three Hours |
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| 240 | Four Hours |
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| 1000 | One Days |
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| 2000 | One Week |
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| 3000 | One Month |
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| 3500 | One Quarter |
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| 4000 | One Year |
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### Protobuf
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```protobuf
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enum Period {
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UNKNOWN_PERIOD = 0;
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ONE_MINUTE = 1;
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FIVE_MINUTE = 5;
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FIFTEEN_MINUTE = 15;
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THIRTY_MINUTE = 30;
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SIXTY_MINUTE = 60;
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DAY = 1000;
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WEEK = 2000;
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MONTH = 3000;
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YEAR = 4000;
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}
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```
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## AdjustType - Candlestick Adjustment Type
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| ID | Description |
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| --- | -------------- |
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| 0 | Actual |
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| 1 | Adjust forward |
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### Protobuf
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```protobuf
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enum AdjustType {
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NO_ADJUST = 0;
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FORWARD_ADJUST = 1;
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}
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```
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## SubType - Quote Type Of Subscription
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| ID | Description |
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| --- | ----------- |
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| 1 | Quote |
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| 2 | Depth |
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| 3 | Broker |
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| 4 | Trade |
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### Protobuf
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```protobuf
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enum SubType {
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UNKNOWN_TYPE = 0;
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QUOTE = 1;
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DEPTH = 2;
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BROKERS = 3;
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TRADE = 4;
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}
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```
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## CalcIndex - Calculate Index
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| ID | Description | Applicable Security Type |
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| --- | ---------------------------------- | ------------------------ |
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| 1 | Latest price | All |
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| 2 | Change value | All |
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| 3 | Change ratio | All |
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| 4 | Volume | All |
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| 5 | Turnover | All |
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| 6 | Year-to-date change ratio | Except Option, Warrant |
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| 7 | Turnover rate | Except Option, Warrant |
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| 8 | Total market value | Except Option, Warrant |
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| 9 | Capital flow | Except Option, Warrant |
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| 10 | Amplitude | Except Option, Warrant |
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| 11 | Volume ratio | Except Option, Warrant |
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| 12 | PE (TTM) | Except Option, Warrant |
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| 13 | PB | Except Option, Warrant |
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| 14 | Dividend ratio (TTM) | Except Option, Warrant |
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| 15 | Five days change ratio | Except Option, Warrant |
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| 16 | Ten days change ratio | Except Option, Warrant |
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| 17 | Half year change ratio | Except Option, Warrant |
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| 18 | Five minutes change ratio | Except Option, Warrant |
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| 19 | Expiry date | Only Option, Warrant |
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| 20 | Strike Price | Only Option, Warrant |
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| 21 | Upper bound price | Only Warrant |
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| 22 | Lower bound price | Only Warrant |
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| 23 | Outstanding quantity | Only Warrant |
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| 24 | Outstanding ratio | Only Warrant |
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| 25 | Premium | Only Option, Warrant |
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| 26 | In/out of the bound | Only Warrant |
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| 27 | Implied volatility | Only Option, Warrant |
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| 28 | Warrant delta | Only Warrant |
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| 29 | Call price | Only Warrant |
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| 30 | Price interval from the call price | Only Warrant |
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| 31 | Effective leverage | Only Warrant |
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| 32 | Leverage ratio | Only Warrant |
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| 33 | Conversion ratio | Only Warrant |
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| 34 | Breakeven point | Only Warrant |
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| 35 | Open interest | Only Option |
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| 36 | Delta | Only Option |
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| 37 | Gamma | Only Option |
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| 38 | Theta | Only Option |
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| 39 | Vega | Only Option |
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| 40 | Rho | Only Option |
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### Protobuf
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```protobuf
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enum CalcIndex {
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CALCINDEX_UNKNOWN = 0;
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CALCINDEX_LAST_DONE = 1;
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CALCINDEX_CHANGE_VAL = 2;
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CALCINDEX_CHANGE_RATE = 3;
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CALCINDEX_VOLUME = 4;
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CALCINDEX_TURNOVER = 5;
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CALCINDEX_YTD_CHANGE_RATE = 6;
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CALCINDEX_TURNOVER_RATE = 7;
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CALCINDEX_TOTAL_MARKET_VALUE = 8;
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CALCINDEX_CAPITAL_FLOW = 9;
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CALCINDEX_AMPLITUDE = 10;
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CALCINDEX_VOLUME_RATIO = 11;
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CALCINDEX_PE_TTM_RATIO = 12;
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CALCINDEX_PB_RATIO = 13;
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CALCINDEX_DIVIDEND_RATIO_TTM = 14;
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CALCINDEX_FIVE_DAY_CHANGE_RATE = 15;
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CALCINDEX_TEN_DAY_CHANGE_RATE = 16;
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CALCINDEX_HALF_YEAR_CHANGE_RATE = 17;
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CALCINDEX_FIVE_MINUTES_CHANGE_RATE = 18;
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CALCINDEX_EXPIRY_DATE = 19;
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CALCINDEX_STRIKE_PRICE = 20;
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CALCINDEX_UPPER_STRIKE_PRICE = 21;
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CALCINDEX_LOWER_STRIKE_PRICE = 22;
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CALCINDEX_OUTSTANDING_QTY = 23;
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CALCINDEX_OUTSTANDING_RATIO = 24;
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CALCINDEX_PREMIUM = 25;
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CALCINDEX_ITM_OTM = 26;
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CALCINDEX_IMPLIED_VOLATILITY = 27;
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CALCINDEX_WARRANT_DELTA = 28;
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CALCINDEX_CALL_PRICE = 29;
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CALCINDEX_TO_CALL_PRICE = 30;
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CALCINDEX_EFFECTIVE_LEVERAGE = 31;
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CALCINDEX_LEVERAGE_RATIO = 32;
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CALCINDEX_CONVERSION_RATIO = 33;
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CALCINDEX_BALANCE_POINT = 34;
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CALCINDEX_OPEN_INTEREST = 35;
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CALCINDEX_DELTA = 36;
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CALCINDEX_GAMMA = 37;
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CALCINDEX_THETA = 38;
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CALCINDEX_VEGA = 39;
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CALCINDEX_RHO = 40;
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}
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```
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## Board - Security Board
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| Board | Description |
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| ---------------- | --------------------------------------------- |
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| USMain | US Main Board |
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| USPink | US Pink Board |
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| USDJI | Dow Jones Industrial Average |
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| USNSDQ | Nasdsaq Index |
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| USSector | US Industry Board |
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| USOption | US Option |
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| USOptionS | US Sepecial Option (market closed at 4:15 pm) |
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| HKEquity | Hong Kong Equity Securities |
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| HKPreIPO | HK PreIPO Security |
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| HKWarrant | HK Warrant |
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| HKHS | Hang Seng Index |
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| HKSector | HK Industry Board |
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| SHMainConnect | SH Main Board(Connect) |
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| SHMainNonConnect | SH Main Board(Non Connect) |
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| SHSTAR | SH Science and Technology Innovation Board |
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| CNIX | CN Index |
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| CNSector | CN Industry Board |
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| SZMainConnect | SZ Main Board(Connect) |
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| SZMainNonConnect | SZ Main Board(Non Connect) |
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| SZGEMConnect | SZ Gem Board(Connect) |
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| SZGEMNonConnect | SZ Gem Board(Non Connect) |
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| SGMain | SG Main Board |
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| STI | Singapore Straits Index |
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| SGSector | SG Industry Board |
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