package tigeropen.push.pb
Get desktop application:
View/edit binary Protocol Buffers messages
message
AssetData.proto:6Used in:
string account = 1
user account
string currency = 2
currency. USD, HKD, etc.
string segType = 3
Securities Category C: (Commodities Futures), S: (Securities Stocks)
double availableFunds = 4
available funds, overnight liquidity
double excessLiquidity = 5
excess liquidity, used to represent intraday risk value.
double netLiquidation = 6
Total Assets (Net Liquidation Value)
double equityWithLoan = 7
Equity with loan value (asset with loan value) - Securities Segment: Cash Value + Stock Value - Futures Segment: Cash Value - Maintenance Margin
double buyingPower = 8
buying power. An estimation of how many more dollars you can buy in stock assets. Only apply to stock segment
double cashBalance = 9
Cash amount. Sum of current cash balances in all currencies
double grossPositionValue = 10
total value of securities
double initMarginReq = 11
initial margin requirement
double maintMarginReq = 12
maintenance margin requirement
uint64 timestamp = 13
message
KlineData.proto:4Used in:
int64 time = 1
bar timestamp.
float open = 2
The first transaction price of current minute.
float high = 3
The highest price of current minute.
float low = 4
The lowest price of current minute.
float close = 5
The last transaction price in the current minute
float avg = 6
The average price of current minute.
int64 volume = 7
Cumulative trading volume in current minute.
int32 count = 8
The number of transaction in current minute.
string symbol = 9
symbol
double amount = 10
Cumulative turnover in current minute.
optional uint64 serverTimestamp = 11
message
OptionTopData.proto:5Used in:
string market = 1
int64 timestamp = 2
repeated topData = 3
message
OptionTopData.proto:16Used in:
string symbol = 1
string expiry = 2
formate:yyyyMMdd
string strike = 3
strike price
string right = 4
CALL/PUT
string dir = 5
BUY/SELL
double volume = 6
target value: volume > 1000
double price = 7
trade price
double amount = 8
trade amount
int64 tradeTime = 9
trade timestamp
message
OptionTopData.proto:28Used in:
string symbol = 1
string expiry = 2
formate:yyyyMMdd
string strike = 3
strike price
string right = 4
CALL/PUT
double totalAmount = 5
total trade amount
double totalVolume = 6
total trade volume
double totalOpenInt = 7
open interest
double volumeToOpenInt = 8
Volume to Open Interest
double latestPrice = 9
option latest price
int64 updateTime = 10
uptate timestamp
message
OptionTopData.proto:10Used in:
string targetName = 1
bigOrder, volume, amount, openInt
repeated bigOrder = 2
large order(bigOrder)
repeated item = 3
target value top list(volume, amount, openInt)
message
OrderStatusData.proto:5Used in:
sint64 id = 1
unique order id
string account = 2
user account
string symbol = 3
string expiry = 4
for options, formate:yyyyMMdd
string strike = 5
for options
string right = 6
for options
string identifier = 7
uint32 multiplier = 8
multiplier for futures, options, warrants and CBBC
string action = 9
BUY or SELL
string market = 10
market. US, HK, etc.
string currency = 11
currency. USD, HKD, etc.
string segType = 12
Securities Category C: (Commodities Futures), S: (Securities Stocks)
string secType = 13
STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
string orderType = 14
order type
bool isLong = 15
sint64 totalQuantity = 16
total quantity
sint32 totalQuantityScale = 17
total quantity scale
sint64 filledQuantity = 18
filled quantity
sint32 filledQuantityScale = 19
filled quantity scale
double avgFillPrice = 20
average price at which the orders got filled
double limitPrice = 21
limit price（required when orderType is 'LMT'）
double stopPrice = 22
stop price（required when orderType is 'STP'）
double realizedPnl = 23
realized profit and loss
string status = 24
order status
string replaceStatus = 25
order replace status
string cancelStatus = 26
order cancel status
bool outsideRth = 27
if trade outside regular trading hours (only applicable to U.S. market)
bool canModify = 28
bool canCancel = 29
bool liquidation = 30
string name = 31
symbol name
string source = 32
order source(from 'OpenApi', or not)
string errorMsg = 33
error message
string attrDesc = 34
order description
float commissionAndFee = 35
commission and fee
uint64 openTime = 36
timestamp when the order is placed
uint64 timestamp = 37
string userMark = 38
double totalCashAmount = 39
double filledCashAmount = 40
double gst = 41
repeated string attrList = 42
string timeInForce = 43
uint64 updateTime = 44
timestamp (ms) of order info update
uint64 latestTime = 45
timestamp (ms) of order status update
message
OrderTransactionData.proto:5Used in:
sint64 id = 1
transact id
sint64 orderId = 2
unique order id
string account = 3
user account
string symbol = 4
string identifier = 5
uint32 multiplier = 6
multiplier for futures, options, warrants and CBBC
string action = 7
BUY or SELL
string market = 8
market. US, HK, etc.
string currency = 9
currency. USD, HKD, etc.
string segType = 10
Securities Category C: (Commodities Futures), S: (Securities Stocks)
string secType = 11
STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
double filledPrice = 12
filled price
sint64 filledQuantity = 13
filled quantity
uint64 createTime = 14
uint64 updateTime = 15
uint64 transactTime = 16
transact time
uint64 timestamp = 17
message
PositionData.proto:5Used in:
string account = 1
user account
string symbol = 2
string expiry = 3
for options
string strike = 4
for options
string right = 5
for options
string identifier = 6
uint32 multiplier = 7
multiplier for futures, options, warrants and CBBC
string market = 8
market. US, HK, etc.
string currency = 9
currency. USD, HKD, etc.
string segType = 10
Securities Category C: (Commodities Futures), S: (Securities Stocks)
string secType = 11
STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
sint64 position = 12
total position
sint32 positionScale = 13
total position scale
double averageCost = 14
average holding cost
double latestPrice = 15
last price of the asset
double marketValue = 16
market value of the asset
double unrealizedPnl = 17
unrealized profit and loss
string name = 18
symbol name
uint64 timestamp = 19
optional sint64 saleable = 20
saleable quantity for Chinese A-share market stocks
double positionQty = 21
total position quantity
double salableQty = 22
saleable quantity
message
PushData.proto:17Used in:
SocketCommon.DataType dataType = 1
oneof body
quoteData = 2
quoteDepthData = 3
tradeTickData = 4
positionData = 5
assetData = 6
orderStatusData = 7
orderTransactionData = 8
stockTopData = 9
optionTopData = 10
klineData = 11
tickData = 12
message
QuoteBBOData.proto:7string symbol = 1
SocketCommon.QuoteType type = 2
BBO
uint64 timestamp = 3
double askPrice = 17
sint64 askSize = 18
optional uint64 askTimestamp = 19
Pre/Post-Mkt data not support
double bidPrice = 20
sint64 bidSize = 21
optional uint64 bidTimestamp = 22
Pre/Post-Mkt data not support
message
QuoteBasicData.proto:7string symbol = 1
SocketCommon.QuoteType type = 2
BASIC/BBO
uint64 timestamp = 3
optional uint64 serverTimestamp = 4
optional double avgPrice = 5
Options data not support
optional double latestPrice = 6
optional uint64 latestPriceTimestamp = 7
Pre/Post-Mkt data not support
optional string latestTime = 8
optional double preClose = 9
optional sint64 volume = 10
optional double amount = 11
Futures and Options data not support
optional double open = 12
Pre/Post-Mkt data not support
optional double high = 13
Pre/Post-Mkt data not support
optional double low = 14
Pre/Post-Mkt data not support
optional string hourTradingTag = 15
Pre/Post-Mkt
optional string marketStatus = 16
optional string identifier = 23
only Options support
optional sint64 openInt = 24
open interest, only Options support
optional uint64 tradeTime = 25
latest trad time, only Futures support
optional double preSettlement = 26
previous settlement price, only Futures support
optional float minTick = 27
min tick, only Futures support
optional mi = 28
minute data: price, average price, time, volume
message
QuoteData.proto:8Used in:
string symbol = 1
SocketCommon.QuoteType type = 2
ALL/BASIC/BBO
uint64 timestamp = 3
optional uint64 serverTimestamp = 4
optional double avgPrice = 5
Options data not support
optional double latestPrice = 6
required when type is 'BASIC'
optional uint64 latestPriceTimestamp = 7
required when type is 'BASIC', Pre/Post-Mkt data not support
optional string latestTime = 8
required when type is 'BASIC'
optional double preClose = 9
required when type is 'BASIC'
optional sint64 volume = 10
required when type is 'BASIC'
optional double amount = 11
required when type is 'BASIC', Futures and Options data not support
optional double open = 12
required when symbol in HK market
optional double high = 13
required when symbol in HK market
optional double low = 14
required when symbol in HK market
optional string hourTradingTag = 15
Pre/Post-Mkt
optional string marketStatus = 16
optional double askPrice = 17
required when type is 'BBO'
optional sint64 askSize = 18
required when type is 'BBO'
optional uint64 askTimestamp = 19
Pre/Post-Mkt data not support
optional double bidPrice = 20
required when type is 'BBO'
optional sint64 bidSize = 21
required when type is 'BBO'
optional uint64 bidTimestamp = 22
Pre/Post-Mkt data not support
optional string identifier = 23
only Options support
optional sint64 openInt = 24
open interest, only Options support
optional uint64 tradeTime = 25
latest trad time, only Futures support
optional double preSettlement = 26
previous settlement price, only Futures support
optional float minTick = 27
min tick, only Futures support
optional mi = 28
minute data: price, average price, time, volume
optional double volumeDecimal = 29
message
QuoteData.proto:48Used in: ,
double p = 1
last price of the minute bar
double a = 2
average price of the minute bar
uint64 t = 3
timestamp of the minute bar
sint64 v = 4
trading volume of the minute bar
double o = 5
open price of the minute bar
double h = 6
highest price of the minute bar
double l = 7
lowest price of the minute bar
message
QuoteDepthData.proto:6Used in:
string symbol = 1
uint64 timestamp = 2
optional ask = 3
optional bid = 4
message
QuoteDepthData.proto:7Used in:
repeated double price = 1
repeated sint64 volume = 2
repeated uint32 orderCount = 3
required when symbol in HK market
repeated string exchange = 4
option exchange
repeated sint64 time = 5
option exchange time
message
Request.proto:6SocketCommon.Command command = 1
uint32 id = 2
optional subscribe = 3
optional connect = 4
message
Request.proto:12Used in:
string tigerId = 1
string sign = 2
string sdkVersion = 3
optional string acceptVersion = 4
optional uint32 sendInterval = 5
optional uint32 receiveInterval = 6
optional bool useFullTick = 7
message
Request.proto:22Used in:
SocketCommon.DataType dataType = 1
optional string symbols = 2
optional string account = 3
optional string market = 4
message
Response.proto:7SocketCommon.Command command = 1
optional uint32 id = 2
from request's id
optional int32 code = 3
command为MESSAGE时，code为111,112,113分别表示返回数据为获取所有订阅标的、订阅结果状态，取消订阅结果状态
optional string msg = 4
optional body = 5
message
SocketCommon.proto:6(message has no fields)
request and response command
Used in: ,
UNKNOWN = 0
CONNECT = 1
CONNECTED = 2
SEND = 3
SUBSCRIBE = 4
UNSUBSCRIBE = 5
DISCONNECT = 6
MESSAGE = 7
HEARTBEAT = 8
ERROR = 9
data type
Used in: ,
Unknown = 0
Quote = 1
Option = 2
Future = 3
QuoteDepth = 4
TradeTick = 5
Asset = 6
Position = 7
OrderStatus = 8
OrderTransaction = 9
StockTop = 10
OptionTop = 11
Kline = 12
Cc = 13
Used in: , ,
None = 0
BASIC = 1
basic quote data
BBO = 2
best bid and offer(include fields: askSize,askPrice,bidSize,bizePrice)
ALL = 3
include BASIC AND BBO
message
StockTopData.proto:5Used in:
string market = 1
int64 timestamp = 2
repeated topData = 3
message
StockTopData.proto:15Used in:
string symbol = 1
double latestPrice = 2
double targetValue = 3
message
StockTopData.proto:10Used in:
string targetName = 1
changeRate, changeRate5Min, turnoverRate, amount, volume, amplitude
repeated item = 2
message
TickData.proto:4Used in:
string symbol = 1
repeated ticks = 2
int64 timestamp = 3
string source = 4
data source (Optional)
message
TickData.proto:10Used in:
int64 sn = 1
The order in which upstream data arrives, for reference only.
int64 time = 2
Execution time of transaction. 13位的时间戳
float price = 3
Transaction price.
int32 volume = 4
Transaction volume.
string type = 5
buy/sell direction. Active buy(+); Active sell(-); Neutral transaction(*)
string cond = 6
The trade condition for irregular transaction. (Optional)
string partCode = 7
The market participant reports the transaction. (Optional)
message
TradeTickData.proto:6Used in:
string symbol = 1
string type = 2
tick type 逐笔方向（+-* 组成的字符串）(Futures are not supported)
string cond = 3
成交条件（该值为空时表示所有成交都是正常成交）(Futures are not supported)
int64 sn = 4
首个逐笔对应的序号
int64 priceBase = 5
int32 priceOffset = 6
repeated int64 time = 7
压缩后的成交时间，恢复为原时间信息 time[i] = time[i] + time[i-1]
repeated int64 price = 8
压缩后的成交价格，恢复为原始价格信息 price[i] = (priceBase + price[i]) / 10^priceOffset
repeated int64 volume = 9
原始的成交量
repeated string partCode = 10
交易所代码，一般是 a ~ z 字符(Futures are not supported)
string quoteLevel = 11
(Futures are not supported)
uint64 timestamp = 12
string secType = 13
STK Stocks, FUT Futures
repeated mergedVols = 14
原始合并次数(Only futures are supported)
message
TradeTickData.proto:22Used in:
int32 mergeTimes = 1
原始合并次数
repeated int64 vol = 2
原始合并的成交量