Object

Account PortfolioAccount Assets

tigeropen.trade.domain.prime_account.PortfolioAccount

Instruction

Account Equity object, for Prime/Paper accounts. Contains the account's total assets, profit and loss, market value of positions, cash, available funds, margin, leverage and other related information

Object Properties

property name	type	description
account	str	corresponding account id
update_timestamp	int	Update time, 13-digit timestamp in milliseconds
segments	tigeropen.trade.domain.prime_account.Segment	Account information by trade type. The content is a dict with two keys, 'S' for securities, 'C' for futures, and the value is Segment object。

Account Segment Assets

tigeropen.trade.domain.prime_account.Segment

Instruction Divide assets according to stock/futures trading varieties, and each part is a segment.

Object Properties

property name	type	description
currency	str	Currency, such as USD, HKD
capability	str	Account Type, Margin: RegTMargin, Cash: Cash
category	str	Securities Category C: (Commodities Futures), S: (Securities Stocks)
cash_balance	float	The cash that can be traded, plus the cash that has been locked (such as stocks that have been purchased but not yet traded, and some other situations will also have locked cash)
cash_available_for_trade	float	Amount of cash that can be traded in the current account
cash_available_for_withdrawal	float	Amount of cash that can be withdrawn in the current account
gross_position_value	float	Total value of securities: long stock value + short stock value + long option value + short option value. The above items are calculated as absolute values
equity_with_loan	float	Equity with loan value (including loan value assets). Securities Segment: cash value + stock value, futures Segment: cash value - maintenance margin
net_liquidation	float	Net Liquidation Value
init_margin	float	initial margin requirement
maintain_margin	float	Maintenance margin requirement
overnight_margin	float	Overnight margin requirement
unrealized_pl	float	floating profit and loss
realized_pl	float	Realized P&L
excess_liquidation	float	Excess liquidity, used to represent intraday risk value. Calculation method for securities segment: equity_with_loan - maintenance_margin_requirement. Calculation method for futures segment: net_liquidation - maintenance_margin_requirement
overnight_liquidation	float	Overnight risk control value, when it is less than 0, account positions will be forced to liquidate, you need to pay attention to the risks
buying_power	float	buying power. Estimate how many more dollars you can buy in stock assets. The margin account has a maximum of four times the purchasing power of the funds (funds that are not used for margin) during the day. Up to twice the purchasing power overnight
leverage	float	The leverage multiplier currently used. When it is less than 1, it indicates that no leverage is used. When it is greater than 1, it indicates that leverage is used.
currency_assets	dict	Account asset information differentiated by transaction currency, is a dict with currency as key, and value as CurrencyAsset object

CurrencyAsset

tigeropen.trade.domain.prime_account.CurrencyAsset

Instruction
Assets by currency.

Object Properties

member name	type	description
currency	str	Current currency, commonly used currencies include: USD-US dollar, HKD-Hong Kong dollar, SGD-Singapore dollar, CNH-RMB
cash_balance	float	Cash that can be traded, plus the cash that has been locked (such as stocks that have been purchased but not yet traded, and some other situations will also have locked cash)
cash_available_for_trade	float	The amount of cash that can be traded in the current account
gross_position_value	float	gross value
stock_market_value	float	The market value of the stock, when the category is C (futures type), there will be no stock market value
futures_market_value	float	The market value of futures, when the category is S (stock type), there will be no futures market value
option_market_value	float	Market value of the option
unrealized_pl	float	Unrealizd profit and loss of the account
realized_pl	float	The realized profit and loss in the account

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Position

tigeropen.trade.domain.position.Position

instruction
Account holding information. Including the contract subject of the position, the number of positions, cost, profit and loss and other information.

Object Properties

property name	type	description
account	str	The corresponding account ID
contract	tigeropen.trade.domain.contract.Contract	Contract object
quantity	int	Contract quantity
average_cost	float	Average cost with commission
market_price	float	Market Price
market_value	float	Market Cap
realized_pnl	float	Realized P&L
unrealized_pnl	float	Floating profit and loss

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Order

tigeropen.trade.domain.order.Order

Instruction
Order object. Querying an order will return this object, and the parameters of placing an order to change an order also need to use this object.

Object Properties

property name	type	description
account	str	The account to which the order belongs
id	int	Global order id
order_id	int	The account automatically increments the order number, which is obsolete
parent_id	int	Parent order id, currently only used for additional orders on TigerTrade App
order_time	int	Order time, 13-digit timestamp in milliseconds
reason	str	When the order fails, the description of the reason for the failure will be returned
trade_time	int	Latest trade time, 13-digit timestamp in milliseconds
update_time	int	Order latest status change time
expire_time	int	GTD Order expire time
action	str	Trade direction, 'BUY' / 'SELL'
quantity	int	Order quantity
filled	int	Number of transactions
avg_fill_price	float	Average fill price including commission
commission	float	Including commissions, stamp duties, SFC fees and other series of fees
realized_pnl	float	Realized Pnl
trail_stop_price	float	Trailing stop price
limit_price	float	Limit order price
aux_price	float	In a stop order, it indicates the price at which the stop loss started, and in a trailing stop order, it indicates the trailing spread
trailing_percent	float	Trailing stop order-percent, the value range is 0-100
percent_offset	float	<This field is not used>
order_type	str	Order type, 'MKT' market order/'LMT' limit order/'STP' stop order/'STP_LMT' stop limit order/'TRAIL' trailing stop order
time_in_force	str	Valid period, valid within 'DAY'/valid until 'GTC' is revoked/ 'GTD' good till date
outside_rth	bool	Whether it supports pre-market and post-market trading, exclusive to US stocks.
contract	Contract	tigeropen.trade.domain.contract.Contract contract object
status	OrderStatus	tigeropen.common.consts.OrderStatus Enumeration, indicating order status
remaining	int	Unfilled Quantity

Build method:

Use SDK's order_util tool to generate： order_util only provides common parameters, if you need additional parameters, you can modify its attributes after generating the order object

Market Order

parameter

parameter name	type	description
account	str	Order account, you can use an integrated account, a global account or a demo account
contract	Contract	Contract object to trade
action	str	trading action, 'BUY' / 'SELL'
quantity	int	The quantity of the order, which must be an integer greater than 0

return

Order object

Limit Order

limit_order(account, contract, action, quantity, limit_price)

parameter

parameter name	type	description
account	str	Order account, you can use an integrated account, a global account or a demo account
contract	Contract	Contract object to trade
action	str	trading action, 'BUY' / 'SELL'
quantity	int	The quantity of the order, which must be an integer greater than 0
limit_price	float	Limit price

return

Order object

Stop Order

stop_order(account, contract, action, quantity, aux_price)

parameter

parameter name	type	description
account	str	Order account, you can use an integrated account, a global account or a demo account
contract	Contract	Contract object to trade
action	str	trading action, 'BUY' / 'SELL'
quantity	int	The quantity of the order, which must be an integer greater than 0
aux_price	float	aux price

return

Order Order object

Stop Limit Order

stop_limit_order(account, contract, action, quantity, limit_price, aux_price)

parameter

parameter name	type	description
account	str	Order account, you can use an integrated account, a global account or a demo account
contract	Contract	Contract object to trade
action	str	trading action, 'BUY' / 'SELL'
quantity	int	The quantity of the order, which must be an integer greater than 0
limit_price	float	Limit price
aux_price	float	aux price

return

Order Order Object

Trail Order

trail_order(account, contract, action, quantity, trailing_percent=None, aux_price=None)

parameter

parameter name	type	description
account	str	Order account, you can use an integrated account, a global account or a demo account
contract	Contract	Contract object to trade
action	str	trading action, 'BUY' / 'SELL'
quantity	int	The quantity of the order, which must be an integer greater than 0
trailing_percent	float	Trailing stop loss order-percentage, the value range is 0-100, aux_price and trailing_percent are mutually exclusive
aux_price	float	spread, mutually exclusive with trailing_percent

return

Order Order

Attach Order

order_leg(leg_type, price, time_in_force='DAY', outside_rth=None)

parameter

parameter name	type	description
leg_type	str	Additional order types. 'PROFIT' for take profit order type, 'LOSS' for stop loss order type
price	float	Additional order price
time_in_force	str	Additional order validity period. 'DAY'（Valid for the day）and 'GTC'（ Good-Til-Canceled).
outside_rth	bool	Whether to allow pre-market and after-market trading for additional orders (exclusive to US stocks). True is allowed, False is not allowed

return

OrderLeg tigeropen.trade.domain.order.OrderLeg

Order Transaction

tigeropen.trade.domain.order.Transaction

Description transaction record of the order

Object Attribute

parameter name	type	description
account	str	account
order_id	int	order id
contract	Contract	Contract object to trade
id	int	order transaction id
action	str	SELL or BUY
filled_quantity	int	filled quantity
filled_price	float	filled price
filled_amount	float	filled amount
transacted_at	str	transaction time

Contract

Contract

Description

instruction
A contract refers to the transaction object or subject matter (such as a stock or an option), and the contract is uniformly formulated by the exchange. For example, buying stocks of Tiger Securities can be uniquely identified by the letter code TIGR and market information (ie market='US', the US market). Similarly, when purchasing options or futures products, other identification fields may be required. Through the contract information, we can uniquely determine a target when placing an order or obtaining market quotations. In the Open API Python SDK, contract information is stored through the tigeropen.trade.domain.contract.Contract object. The Contract object can be passed into the tool function that constructs the Order order object to create the Order object for placing an order

Common contracts include stock contracts, options contracts, futures contracts, etc. Most contracts include the following elements:

• The subject code (symbol), generally the contract codes such as US stocks and British stocks are English letters, and the contract codes such as Hong Kong stocks and A shares are numbers. For example, the symbol of Tiger Securities is TIGR.
• Contract type (security type), common contract types include: STK (stock), OPT (option), FUT (futures), CASH (foreign exchange). For example, the contract type of Tiger Securities stock is STK.
• Currency type (currency), common currencies include USD (US dollar), HKD (Hong Kong dollar).
• Exchange, STK type contracts generally do not use the exchange field, orders will be automatically routed, and futures contracts use the exchange field.

The vast majority of stocks, CFDs, indices or forex pairs can be uniquely identified by these four properties. Due to their nature, more complex contracts such as options and futures require some additional information. Here are a few common types of contracts and what they consist of:

Stock：

Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));

Option:

Contract contract = ContractUtil::option_contract(U("AAPL"), U("20230312"), U("150.5"), U("CALL"), U("USD"));
Contract contract = ContractUtil::option_contract(U("AAPL  230630C00187500")

Futures:

Contract contract = ContractUtil::future_contract(U("CL2309"), U("USD"))

See below for specific fields and construction methods

Data Member

member name	type	description
symbol	str	Contract code
contract_id	int	contract id
sec_type	str	Securities Type
name	str	Contract name
currency	str	currency
exchange	str	Exchange
expiry	str	Expiration date (for options/futures)
strike	float	Strike Price (for options)
multiplier	float	Number per lot
put_call	str	Option direction, bullish bearish
local_symbol	str
short_margin	float	short margin ratio(deprecated, use short_initial_margin instead
short_initial_margin	float	short initial margin ratio
short_maintenance_margin	float	short maintenance margin ratio
short_fee_rate	float	Short rate
shortable	int	Short pool remaining
long_initial_margin	float	Long initial margin
long_maintenance_margin	float	Long Maintenance Margin
contract_month	str	Contract month, such as 202201, means January 2022
identifier	str	Contract identifier
primary_exchange	str	Stock Listing Exchange
market	str	Market
min_tick	float	Minimum tick unit
trading_class	str	The trading class name of the contract
status	str	Status
continuous	bool	Exclusive to futures, whether it is a continuous contract
trade	bool	Futures are exclusive, whether they can be traded
last_trading_date	str	Exclusive to futures, the last trading day, such as '20211220', means December 20, 2021
first_notice_date	str	Exclusively for futures, on the first notice day, long positions cannot be opened after the first notice day. Existing long positions will be forced to close before the first notice day (usually the first three trading days). , such as '20211222', which means December 22, 2021
last_bidding_close_time	int	Futures exclusive, bid closing timestamp
is_etf	bool	is ETF
etf_leverage	int	ETF leverage

build method

Contract objects can be generated by the following utility functions:

Get contract information get_contract/get_contracts

parameter:

Parameters	Required or not	Description
symbol	Yes	Contract code such as 00700/AAPL
sec_type	Yes	Contract type such as SecurityType.STK/SecurityType.OPT
currency	No	Currency such as Currency.USD/Currency.HKD
exchange	No	Exchange such as SMART/SEHK
expiry	No	Expiration date Required when the trading type is an option yyyyMMdd
strike	No	Strike price Required when the trading type is an option
put_call	No	CALL/PUT must be passed when the symbol is an option
secret_key	No	Institutional trader key, exclusive to institutional users, needs to be configured in client_config

return: get_contract returns a Contract object; get_contracts returns a list of Contract objects. See the contract description for object properties

Example

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MarketStatus Market Status

tigeropen.quote.domain.market_status.MarketStatus

description

Market trading status

Parameters

Parameters	Type	Description
market	str	market. (US: US stocks, CN: Shanghai and Shenzhen, HK: Hong Kong stocks)
trading_status	str	Market transaction status code. Not open NOT_YET_OPEN; Pre-market trading PRE_HOUR_TRADING; Trading in TRADING; Midday closed MIDDLE_CLOSE; After-hours trading POST_HOUR_TRADING; Closed CLOSING;Close early EARLY_CLOSED; Close MARKET_CLOSED;
status	str	Market status description (closed, trading, closed, etc.)
open_time	datetime.datetime	Last opening time

OptionFilter Option Filter Chain

tigeropen.quote.domain.filter.OptionFilter

description

option filter parameter object

Parameters

Parameters	Type	Required	Description
implied_volatility	float	No	Implied volatility reflects the market's expected future stock price fluctuations. The higher the implied volatility, the more severe the expected stock price fluctuations
in_the_money	bool	No	in the money
open_interest	int	No	Open interest, the number of outstanding contracts in the hands of market participants at the end of each trading day. Reflects the depth and liquidity of the market
delta	float	No	delta, Reflects the impact of stock price changes on option price changes. For every 1 yuan change in stock price, the option price changes approximately delta. e.g. -1.0 ~ 1.0
gamma	float	No	gamma, Reflects the impact of stock price changes on delta. Every time the stock price changes by 1 yuan, delta changes gamma
theta	float	No	theta, Reflects the impact of time changes on option price changes. When the time is reduced by one day, the option price changes by about theta
vega	float	No	vega, Reflects the impact of volatility on option price changes. For every 1% change in volatility, the option price changes approximately vega
rho	float	No	rho, Reflects the impact of the risk-free interest rate on the option price change. For every 1% change in the risk-free interest rate, the option price changes approximately rho