Stocks

About 17 min

get_market_state Get Market Status

value QuoteClient::get_market_state(string market);

Description

Get the maket status of a queried market, and get the most recent open time of this market

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
market	Market	Market being queried, use enums defined in tigeropen.common.consts.Market, such as Market.US, see enums for details
lang	Language	Language, use enums defined in tigeropen.common.consts.Language, such as Language.zh_CN

Response

list

Each element is a MarketStatus object.

MarketStatus is structured as follows：

Argument	Type	Description
market	str	name of the Market being queried
trading_status	str	status of the market. Possible status are: NOT_YET_OPEN, PRE_HOUR_TRADING, TRADING, MIDDLE_CLOSE, POST_HOUR_TRADING, CLOSING, EARLY_CLOSED, MARKET_CLOSED;
status	str	a description of the current market status
open_time	datetime	closest market open time in the future, a datetime object with tzinfo

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    /**
     * Use QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_market_state("US");
    cout << result << endl;

    return 0;
}

ResponseExample

[{"market":"HK","marketStatus":"Trading","openTime":"01-12 09:30:00","status":"TRADING"}]

get_trading_calendar

get trading calendar of market

QuoteClient::get_trading_calendar(market, begin_date, end_date)

Description

The trading day is obtained by excluding weekends and holidays from the natural day and does not exclude temporary market closures.

Provides a calendar from 2015 onwards to the end of this year. If it is out of range, the start and end times will be processed to be within the range of the provided data.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
market	Market	filter by market, you can use the enums defined in tigeropen.common.consts.Market, such as Market.US
begin_date	str	begin date of calendar，include this day. format yyyy-MM-dd, like '2022-06-01'
end_date	str	end date of calendar，exclude this day. format yyyy-MM-dd

begin_time and end_time arguments' description:

begin_time is passed	end_time is passed	description
yes	yes	begin_time, end_time are the values passed
yes	no	end_time is 365 days after begin_time
no	yes	begin_time is 365 days before end_time
no	no	begin_time is the current date, end_time is 30 days after begin_time

Response

list

Each item is a dict, which key's meaning as follows:

Argument	Type	Description
date	str	trade day date
type	str	trade day type. TRADING: whole day trading; EARLY_CLOSE: close market early

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_trading_calendar("US", "2023-01-01", "2023-03-01");
    cout << result << endl;

    return 0;
}

ResponseExample

[{"date":"2023-01-03","type":"TRADING"},{"date":"2023-01-04","type":"TRADING"},{"date":"2023-01-05","type":"TRADING"},{"date":"2023-01-06","type":"TRADING"},{"date":"2023-01-09","type":"TRADING"},{"date":"2023-01-10","type":"TRADING"},{"date":"2023-01-11","type":"TRADING"},{"date":"2023-01-12","type":"TRADING"},{"date":"2023-01-13","type":"TRADING"},{"date":"2023-01-17","type":"TRADING"},{"date":"2023-01-18","type":"TRADING"},{"date":"2023-01-19","type":"TRADING"},{"date":"2023-01-20","type":"TRADING"},{"date":"2023-01-23","type":"TRADING"},{"date":"2023-01-24","type":"TRADING"},{"date":"2023-01-25","type":"TRADING"},{"date":"2023-01-26","type":"TRADING"},{"date":"2023-01-27","type":"TRADING"},{"date":"2023-01-30","type":"TRADING"},{"date":"2023-01-31","type":"TRADING"},{"date":"2023-02-01","type":"TRADING"},{"date":"2023-02-02","type":"TRADING"},{"date":"2023-02-03","type":"TRADING"},{"date":"2023-02-06","type":"TRADING"},{"date":"2023-02-07","type":"TRADING"},{"date":"2023-02-08","type":"TRADING"},{"date":"2023-02-09","type":"TRADING"},{"date":"2023-02-10","type":"TRADING"},{"date":"2023-02-13","type":"TRADING"},{"date":"2023-02-14","type":"TRADING"},{"date":"2023-02-15","type":"TRADING"},{"date":"2023-02-16","type":"TRADING"},{"date":"2023-02-17","type":"TRADING"},{"date":"2023-02-21","type":"TRADING"},{"date":"2023-02-22","type":"TRADING"},{"date":"2023-02-23","type":"TRADING"},{"date":"2023-02-24","type":"TRADING"},{"date":"2023-02-27","type":"TRADING"},{"date":"2023-02-28","type":"TRADING"}]

get_symbols Get Stock Symbols

value get_symbols(Market market = Market::ALL);

Description

Get ticker symobls of all securities of the selected market, including delisted stocks or stocks that are not available for trade.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
market	Market	filter by market, you can use the enums defined in tigeropen.common.consts.Market, such as Market.US

Response

list

The element are ticker symbols for all securities in the market, including symbols for delisted and untradable securities. Symbols begins with '. ' means indexes, such as '.DJI' stands for Dow Jones Index.

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_symbols();
    cout << result << endl;

    return 0;
}

ResponseExample

"ZCMD","ZD","ZDGE","ZEAL","ZECP","ZEN","ZENV","ZEPP","ZEST","ZETA","ZEUS","ZEV","ZG","ZH","ZHDG","ZI","ZIG","ZIM","ZINGU","ZION","ZIONL","ZIONO","ZIONP","ZIP","ZIVO","ZKIN","ZLAB","ZM","ZNH","ZNTEU","ZNTL","ZOM","ZROZ","ZS","ZSB","ZSL","ZT","ZTAQU","ZTO","ZTR","ZTS","ZUMZ","ZUO","ZVIA","ZWS","ZY","ZYME","ZYNE","ZYXI"]

get_symbol_names Get Symbols and Names

value get_all_symbol_names(Market market = Market::ALL);
value get_all_symbol_names(string market="ALL");

Description

Get the ticker symbols and names of all securities in the selected market

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
market	Market	filter by market, you can use the enums defined in tigeropen.common.consts.Market, such as Market.US

Response

list

Structured as follows：

Each object in the list is a tuple. The first element of the tuple is the symbol and the second element is the name

Argument	Type	Required	Description
symbol	string	Yes	symbol
name	string	Yes	name

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_symbol_names();
    cout << result << endl;

    return 0;
}

ResponseExample

[{"name":"CKH HOLDINGS","symbol":"00001"},{"name":"CLP HOLDINGS","symbol":"00002"},
{"name":"HK & CHINA GAS","symbol":"00003"},{"name":"WHARF HOLDINGS","symbol":"00004"},
{"name":"HSBC HOLDINGS","symbol":"00005"}]

get_timeline Get timeline

value get_timeline(const value &symbols, bool include_hour_trading=false, long begin_time=-1);

Description

Get the latest timeline data, which contains one-minute price data of the stock. This method will only return data from last trading day, use get_bars method to inqury

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	list<str...>	Symbols of stocks, with a maximum of 50 per request. Example: ['AAPL', 'MSFT']
include_hour_trading	bool	Whether data after regular trading hours is included. Optional. Use True or False
begin_time	str	The beginning time of the first data point, Use timestamp or a time string. Format: 1639386000000 or '2019-06-07 23:00:00' or '2019-06-07'
lang	Language	Language supported, use enums defined in tigeropen.common.consts.Language

Response

Structured as follows：

COLUMN	Type	Description
symbol	str	Ticker symbol of asset. such as AAPL
time	int	Timestamp. Example: 1639386000000
price	float	close price of current one-minute bar
avg_price	float	volume weighted average price
pre_close	float	close price of last trading day
volume	int	volume of current one-minute bar
trading_session	str	Possible values are: "pre_market", "regular" and "after_hours"

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_timeline(symbols);
    cout << result << endl;

    return 0;
}

ResponseExample

get_history_timeline Get history timeline

value get_history_timeline(const value &symbols, string date, QuoteRight right=QuoteRight::br);

Description

Get the historical time-share data for a certain date

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Required	Description
symbols	list<str...>	Yes	security code list, Up to 50 passes at a time, e.g. ['AAPL', 'TSLA']
date	str	Yes	timeline date. e.g. '2022-04-14'
right	QuoteRight	No	quote right，refer to: tigeropen.common.consts.QuoteRight enum.

Response

As follow：

Argument	Type	Description
symbol	str	security code, e.g. AAPL
time	int	millisecond timestamp, e.g. 1639386000000
price	float	current minute closing price
avg_price	float	volume-weighted average price to the current time

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_history_timeline(symbols, "2023-01-10");
    cout << result << endl;

    return 0;
}

ResponseExample

[{"items":[{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361000000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361060000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361120000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361180000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361240000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364660000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364720000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364780000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364840000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364900000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364960000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365020000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365080000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365140000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365200000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365260000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365320000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365380000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365440000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365500000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365560000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365620000,"volume":0},{"avgPrice":63.130000000000003,"price":63.130000000000003,"time":1673384220000,"volume":0},{"avgPrice":63.130000000000003,"price":63.130000000000003,"time":1673384280000,"volume":0},{"avgPrice":63.662365000000001,"price":63.649999999999999,"time":1673384340000,"volume":230124}],"symbol":"JD"}]

get_trade_tick Get Trade Ticks

value get_trade_tick(const value &symbols, TradingSession trade_session=TradingSession::Regular, long begin_index=-1, long end_index=-1, int limit=100);

Description

To obtain transaction data by transaction, this interface can support the query of the full transaction record of the current trading day after the market closes, and can also support the query of the latest real-time transaction record in the market.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	list<str...>	Ticker symbol of a list of stocks, single request max support: 50
trade_session	tigeropen.common.consts.TradingSession	Trade session，PreMarket/Regular/AfterHours. Optional，default TradingSession.Regular
begin_index	int	Start index, the index value of the current day starts from 0. If begin_index and end_index are set to -1, the latest item-by-item data of Response will be displayed. In subsequent queries, the end_index value of the last query Response can be used as begin_index to perform continuous queries , Response data is a collection of front-close and back-open, for example: begin_index=1, end_index=100, it will record the Response from 1 to 99, and set begin_index=100, end_index=200 in the next query.
end_index	int	End index, The difference between the end index and the start index cannot be greater than 2000, and when it is greater than 2000, the default response is 200 records from the start index. When the limitArgument is smaller than the difference between the start and end indexes, only the limit item-by-item data starting from the start index will be Responsed.
limit	int	Response number limit, default Response: 200, maximum limit: 2000
lang	Language	Language supported, Use enums defined under tigeropen.common.consts.Language

begin_index, end_index arguments description

query type	begin_index	end_index	description
query latest data	-1	-1	limit default value 200
query by section	index number	index number	for example：begin_index=10, end_index=100 ，Returns 90 rows containing 10 to 99. If limit is set to 20, 20 records from 10 to 29 will be returned.

Response

Structured as below：

Argument	Type	Description
index	int	index
time	int	timestamp in millisecond
price	float	price
volume	int	volume
direction	str	direction of the price change, "+" stands for "active buy", "-" stands for "active sell", "*" stands for "neutral transaction"

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_trade_tick(symbols);
    cout << result << endl;

    return 0;
}

ResponseExample

get_quote_real_time Get Stock Briefs

value get_quote_real_time(const value &symbols);

Description

Get real-time data for a stock/stocks. An active market quote permission is required.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	list<str...>	Symbols of stocks, with a maximum of 50 per request. Example: ['AAPL', 'MSFT']
lang	Language	Language supported, use enums defined in tigeropen.common.consts.Language

Response

Column	Type	Description
symbol	str	Ticker symbol of a specific stock
ask_price	float	Ask price
ask_size	int	Ask size
bid_price	float	Bid price
bid_size	int	Bid size
pre_close	float	Close price of the last trading day
latest_price	float	Latest price
latest_time	int	Time when last trade is made. Unix timestamp, example: 1547516984730
volume	int	Volume
open	float	Opening price
high	float	High price
low	float	Low price
status	str	Trading status

Possible trading status:

"UNKNOWN"
"NORMAL"
"HALTED"
"DELIST"
"NEW"
"ALTER"

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_real_time(symbols);
    cout << result << endl;

    return 0;
}

get_quote_delay Get Delayed Data (Free)

value get_quote_delay(const value &symbols);

Description

Get delayed market data for U.S. stocks. An active market data permission subscription is not required. This data is only available for U.S stocks. The data is delayed by 15 minutes

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	list<str...>	A list of ticker symbols, only U.Ss makret is supported. Example: ['AAPL', 'MSFT']
lang	Language	Supported languages, Use enums defined by tigeropen.common.consts.Language. Example: Language.en_US

Response

Structured as below:

Argument	Type	Description
symbol	str	Ticker symbol of the stock
pre_close	float	close price of last trading day
time	int	Last update time, format: UNIX timestamp. Example: 1639429200000
volume	int	Volume
open	float	Opening price
high	float	High Price
low	float	Low price
close	float	Close price
halted	float	Status of the stock (0: Normal 3: Halt 4: Delisted 7: New 8: Alter)

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_delay(symbols);
    cout << result << endl;

    return 0;
}

ResponseExample

[{"close":130.72999999999999,"halted":0,"high":131.2636,"low":128.12,"open":130.25999999999999,"preClose":130.15000000000001,"symbol":"AAPL","time":1673384400000,"volume":63896155},{"close":63.649999999999999,"halted":0,"high":64.620000000000005,"low":62.950000000000003,"open":64.099999999999994,"preClose":63.130000000000003,"symbol":"JD","time":1673384400000,"volume":5537959}]

get_kline Get Bars of a Stock

value get_kline(const value &symbols, BarPeriod period=BarPeriod::DAY, long begin_time=-1, long end_time=-1,
                QuoteRight right=QuoteRight::br, int limit=251, string page_token="");
value get_kline(const value &symbols, string period, long begin_time=-1, long end_time=-1,
                string right="br", int limit=251, string page_token="");

Description

Get the K-line data of a specified stock, and different time granularities can be specified. Currently, this interface supports obtaining K-line data in units of day, week, month, year, minute, 5 minutes, 15 minutes, 30 minutes, and 60 minutes. Considering the performance and stability of the interface, the maximum number of requests for this interface is 1200. For users who need more historical data for analysis or backtesting, it can be requested via get_bars_by_page method. You can also implement the loop yourself to obtain historical data with a longer time range through multiple requests.

We have written an [Example](/en/cpp/quickStart/other.md#Request historical K-lines in batches) for reference. It should be noted that there may be restrictions on the length of K-lines that can be requested. For details, see Historical market restrictions

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	list<str...>	A list of symbols. Maximum 50 per request, example: ['AAPL', 'GOOG']
period	BarPeriod	K line period. Default is BarPeriod.DAY. Use enums defined in tigeropen.common.consts.BarPeriod. Example: BarPeriod.DAY。 'day'/'week'/'month'/'year'/'1min'/'5min'/'15min'/'30min'/'60min'
begin_time	int/str	Begin time. Unix time stamp in millisecond or a date string. Example: 1639371600000 / '2019-06-07 23:00:00' / '2019-06-07'
end_time	int/str	End time. Unix time stamp in millisecond or a date string. Example: 1639371600000 / '2019-06-07 23:00:00' / '2019-06-07'
right	QuoteRight	Adjuestment type. Default value is forward adjustment. Use enums defined in tigeropen.common.consts.QuoteRight. Example: QuoteRight.BR-forward adjust. QuoteRight.NR-No adjustment
limit	int	The maximum number of bars returned. Default value is 251
lang	Language	Supported language. Use enums defined in tigeropen.common.consts.Language. Example: Language.zh_CN

Response

Strutured as below：

Argument	Type	Description
time	int	Timestamp. Example: 1639371600000
open	float	Opening price of a bar
close	float	Closing price of a bar
high	float	High pricce of a bar
low	float	low price of a bar
volume	float	Volume of a bar
amount	float	amount of a bar

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_kline(symbols);
    cout << result << endl;

    return 0;
}

ResponseExample

[
    {
        "items": [
            {
                "close": 139.5,
                "high": 141.43000000000001,
                "low": 137.49000000000001,
                "open": 140.41,
                "time": 1667883600000,
                "volume": 89908477
            },
            {
                "close": 134.87,
                "high": 138.55000000000001,
                "low": 134.5933,
                "open": 138.5,
                "time": 1667970000000,
                "volume": 74917794
            },
            {
                "close": 146.87,
                "high": 146.87,
                "low": 139.5,
                "open": 141.24000000000001,
                "time": 1668056400000,
                "volume": 118854028
            },
            {
                "close": 149.69999999999999,
                "high": 150.00999999999999,
                "low": 144.37,
                "open": 145.81999999999999,
                "time": 1668142800000,
                "volume": 93979665
            },
            {
                "close": 148.28,
                "high": 150.28,
                "low": 147.43000000000001,
                "open": 148.97,
                "time": 1668402000000,
                "volume": 73374114
            }
        ],
        "period": "day",
        "symbol": "AAPL"
    },
    {
        "items": [
            {
                "close": 45.490000000000002,
                "high": 45.840000000000003,
                "low": 43.950099999999999,
                "open": 45,
                "time": 1667883600000,
                "volume": 9351285
            },
            {
                "close": 42.460000000000001,
                "high": 43.600000000000001,
                "low": 42.195,
                "open": 43.435000000000002,
                "time": 1667970000000,
                "volume": 9533906
            },
            {
                "close": 46.030000000000001,
                "high": 46.93,
                "low": 45.229999999999997,
                "open": 45.390000000000001,
                "time": 1668056400000,
                "volume": 11965986
            },
            {
                "close": 48.93,
                "high": 50.549999999999997,
                "low": 48.530000000000001,
                "open": 49.469999999999999,
                "time": 1668142800000,
                "volume": 12951770
            },
            {
                "close": 50.850000000000001,
                "high": 52.020000000000003,
                "low": 50.119999999999997,
                "open": 50.939999999999998,
                "time": 1668402000000,
                "volume": 12662512
            }
        ],
        "period": "day",
        "symbol": "JD"
    }
]

get_bars_by_page Get bars by page

QuoteClient.get_bars_by_page(symbol, period=BarPeriod.DAY, begin_time=-1, end_time=-1, total=10000, page_size=1000, right=QuoteRight.BR, time_interval=2)

Description

Get the bar data of the specified stock in a pagination.

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Required	Description
symbol	str	Yes	security code
period	BarPeriod	No	Bar period type.Default is BarPeriod.DAY, refer to: tigeropen.common.consts.BarPeriod enum. e.g. BarPeriod.DAY. all available values: 'day'/'week'/'month'/'year'/'1min'/'5min'/'15min'/'30min'/'60min'
begin_time	int or str	No	begin time. supports millisecond-level timestamps or date strings, e.g. 1639371600000 or '2019-06-07 23:00:00' or '2019-06-07'
end_time	int or str	No	end time.supports millisecond-level timestamps or date strings, e.g. 1639371600000 or '2019-06-07 23:00:00' or '2019-06-07'
total	int	No	total request bar count. default: 10000
page_size	int	No	bar page size. default: 1000
time_interval	int	No	time interval seconds, default: 2 seconds
right	QuoteRight	No	Quote Right. refer to `tigeropen.common.consts.QuoteRight` enum, e.g. QuoteRight.BR, QuoteRight.NR
limit	int	No	limitation count. default: 251
lang	Language	No	support language, refer to `tigeropen.common.consts.Language` enum, e.g. Language.zh_CN

Response

Argument	Type	Description
time	int	millsecond timestamp，e.g. 1639371600000
open	float	Bar open price
close	float	Bar close price
high	float	Bar highest price
low	float	Bar lowest price
volume	float	Bar volume
next_page_token	str	next page token

get_depth_quote Get Depth Quote

value QuoteClient::get_depth_quote(symbols, market)

Description

Get market depth quote, including price, quantity and number of orders, Request limit is 50 symbols per request

CAUTION

The closing auction time of Hong Kong stocks is 16:00-16:10 (the market closes randomly between 16:08 and 16:10), and the last ask-bid data is generally delayed to update one or two minutes after 16:10

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Description
symbols	list<str...>	A list of stock ticker symbols, maximum number is 50
market	Market	Market being quoted, use enums defined by tigeropen.common.consts.Market

Response

asks and bids array dict. include entrusted price, entrusted quantity, entrusted order number.

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_depth(symbols);
    cout << result << endl;

    return 0;
}

ResponseExample

  #for a single symbol:
  {'symbol': '02833',
    'asks': [(27.4, 300, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0), (27.6, 5700, 3), (27.65, 0, 0),
            (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0), (27.85, 0, 0)],
    'bids': [(27, 4000, 3), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0), (26.75, 0, 0),
            (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0), (26.55, 0, 0)]
  }

  #for a list of symbols:
  {'02833':
      {'symbol': '02833',
        'asks': [(27.35, 200, 1), (27.4, 2100, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0),
                (27.6, 5700, 3), (27.65, 0, 0), (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0)],
        'bids': [(27.05, 100, 1), (27, 5000, 4), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0),
              (26.75, 0, 0), (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0)]
      },
  '02828':
      {'symbol': '02828',
        'asks': [(106.6, 6800, 7), (106.7, 110200, 10), (106.8, 64400, 8), (106.9, 80600, 8), (107, 9440, 16),
              (107.1, 31800, 5), (107.2, 11800, 4), (107.3, 9800, 2), (107.4, 9400, 1), (107.5, 21000, 9)],
        'bids': [(106.5, 62800, 17), (106.4, 68200, 9), (106.3, 78400, 6), (106.2, 52400, 4), (106.1, 3060, 4),
                (106, 33400, 4), (105.9, 29600, 3), (105.8, 9600, 2), (105.7, 15200, 2), (105.6, 0, 0)]}
      }

get_quote_stock_trade Get Quote Stock Trade

QuoteClient::get_quote_stock_trade(symbols)

Description

Obtain the information needed for stock trading, such as the number of shares per lot, for example, the number of shares placed in Hong Kong stocks must be an integral multiple of the number of shares per lot

Rate Limit

Please refer to Rate Limit

Argument

Argument	Type	Required	Description
symbols	list<str...>	Yes	symbol list, per request max support: 50

Response

Column	Type	Description
symbol	str	symbol
lot_size	int	lot size
min_tick	float	The smallest unit of price change
spread_scale	float	spread scale

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_stock_trade(symbols);
    cout << result << endl;

    return 0;
}

ResponseExample

[{"lotSize":1,"minTick":0.01,"spreadScale":1,"symbol":"AAPL"},{"lotSize":1,"minTick":0.01,"spreadScale":1,"symbol":"JD"}]

get_capital_flow Get Capital Flow

value QuoteClient::get_capital_flow

Description

Obtain the net inflow data of stock funds, including the real-time minute data of the latest trading day, and the net inflow data of different periods. For different time granularities, it supports obtaining data in units of day, week, month, quarter, half year, and year. The maximum limit is 1200, and the default is 200.

Argument、

Argument	Type	Required	Description
symbol	string	Yes	symbol
period	string	Yes	period, possible values are: intraday, day, week, month, year, quarter, 6month
market	string	Yes	US-U.S. Stocks, HK-Hongkong Stocks, CN-A-Shares
begin_time	long	No	Begin time. Unix time stamp in millisecond or a date string. Example: 1639371600000, default value is -1, which means unbounded.
end_time	long	No	End time. Unix time stamp in millisecond or a date string. Example: 1639371600000, default value is -1, which means unbounded.
limit	integer	No	The maximum number of points returned. Default value is 200. Maximum is 1200
lang	string	No	Language: zh_CN,zh_TW,en_US. en_US by default

Response

Argument	Type	Description
symbol	string	stock symbol
period	string	period type
time	string	time string，real-time format is "11-25 12:48:00 EST"，non real-time format is "2022-11-22"
timestamp	int	timestamp in millisecond
net_inflow	float	net inflow, negative means outflow

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
/************************** set config **********************/
ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_capital_flow("AAPL", "US", "intraday");
    cout << result << endl;

    return 0;
}

ResponseExample

{"items":[{"netInflow":66792509.8979,"time":"01-10 09:30:00 EST","timestamp":1673361000000},{"netInflow":68356370.344899997,"time":"01-10 09:31:00 EST","timestamp":1673361060000},{"netInflow":70886790.490799993,"time":"01-10 09:32:00 EST","timestamp":1673361120000},{"netInflow":73072909.183300003,"time":"01-10 09:33:00 EST","timestamp":1673361180000},{"netInflow":18778097.630399998,"time":"01-10 15:45:00 EST","timestamp":1673383500000},{"netInflow":17920771.363000002,"time":"01-10 15:46:00 EST","timestamp":1673383560000},{"netInflow":16638279.7092,"time":"01-10 15:47:00 EST","timestamp":1673383620000},{"netInflow":16618314.0484,"time":"01-10 15:48:00 EST","timestamp":1673383680000},{"netInflow":16369111.518200001,"time":"01-10 15:49:00 EST","timestamp":1673383740000},{"netInflow":24502314.359200001,"time":"01-10 15:50:00 EST","timestamp":1673383800000},{"netInflow":25853726.0222,"time":"01-10 15:51:00 EST","timestamp":1673383860000},{"netInflow":22492884.448399998,"time":"01-10 15:52:00 EST","timestamp":1673383920000},{"netInflow":23272406.638500001,"time":"01-10 15:53:00 EST","timestamp":1673383980000},{"netInflow":22988058.011999998,"time":"01-10 15:54:00 EST","timestamp":1673384040000},{"netInflow":28326520.442699999,"time":"01-10 15:55:00 EST","timestamp":1673384100000},{"netInflow":24328584.693300001,"time":"01-10 15:56:00 EST","timestamp":1673384160000},{"netInflow":29597845.616900001,"time":"01-10 15:57:00 EST","timestamp":1673384220000},{"netInflow":27514469.558699999,"time":"01-10 15:58:00 EST","timestamp":1673384280000},{"netInflow":35487493.496799998,"time":"01-10 15:59:00 EST","timestamp":1673384340000}],"period":"intraday","symbol":"AAPL"}

get_capital_distribution Get Capital Distribution

value get_capital_distribution(string symbol, Market market = Market::US);

Description

Get capital distribution.

Argument

Argument	Type	Required	Description
symbol	string	Yes	symbol
market	string	Yes	US-U.S. Stocks, HK-Hongkong Stocks, CN-A-Shares
lang	string	No	Language: zh_CN,zh_TW,en_US. en_US by default

Response

Name	Type	Description
symbol	string	symbol
net_inflow	double	net inflow(inAll - outAll)
in_all	double	all inflow(inBig + inMid + inSmall)
in_big	double	big orders's inflow
in_mid	double	median orders's inflow
in_small	double	small orders's inflow
out_all	double	all outflow(outBig + outMid + outSmall)
out_big	double	big orders's outflow
out_mid	double	median orders's outflow
out_small	double	small orders's outflow

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_capital_distribution("AAPL");
    cout << result << endl;

    return 0;
}

ResponseExample

{"inAll":3333362528.4099998,"inBig":577964736.26520014,"inMid":273636829.47490007,"inSmall":2481760962.6747251,"netInflow":35487493.5,"outAll":3297875034.9200001,"outBig":483301755.98959994,"outMid":292564622.11769968,"outSmall":2522008656.8106923,"symbol":"AAPL"}

get_stock_broker Get Stock Broker

value get_stock_broker(string symbol, int limit=40);

Description

Get Hong Kong stock broker infomation.

Argument、

Argument	Type	Required	Description
symbol	string	Yes	symbol
limit	integer	No	The maximum number of points returned. Default value is 40. Maximum is 60
lang	string	No	Language: zh_CN,zh_TW,en_US. en_US by default

Response

Name	Type	Description
symbol	str	stock symbol
bid_broker	tigeropen.quote.domain.stock_broker.LevelBroker	LevelBroker
ask_broker	tigeropen.quote.domain.stock_broker.LevelBroker	LevelBroker

LevelBroker：

Name	Type	Description
level	integer	price level
price	double	price
broker_count	integer	the count of borkers
broker	list[igeropen.quote.domain.stock_broker.Broker]	list of Broker

Broker：

Name	Type	Description
id	str	broker id
name	str	broker name

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx private key xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "Tiger ID";
    config.account = "Account ID";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_stock_broker(symbols);
    cout << result << endl;

    return 0;
}

Return example

StockBroker({'symbol': '01810',
    'bid_broker': [
        LevelBroker({'level': 1, 'price': 11.46, 'broker_count': 5,
            'broker': [Broker({'id': '5999', 'name': 'China Chuangying'}), Broker({'id': '4374', 'name': 'Barclays Asia'}),
                    Broker({'id': '1438', 'name': 'Susquehanna'}), Broker({'id': '4821', 'name': 'Washington'}),
                     Broker({'id': '6998', 'name': 'Chinese investment'})]})],
    'ask_broker': [
        LevelBroker({'level': 1, 'price': 11.48, 'broker_count': 5,
            'broker': [Broker({'id': '4374', 'name': 'Barclays Asia'}), Broker({'id': '9056', 'name': 'UBS'}),
                    Broker({'id': '2027', 'name': 'East Asia'}), Broker({'id': '4821', 'name': 'Washington'}),
                    Broker({'id': '4374', 'name': 'Barclays Asia'})]})]})

Stocks

# get_market_state Get Market Status

# get_trading_calendar

# get_symbols Get Stock Symbols

# get_symbol_names Get Symbols and Names

# get_timeline Get timeline

# get_history_timeline Get history timeline

# get_trade_tick Get Trade Ticks

# get_quote_real_time Get Stock Briefs

# get_quote_delay Get Delayed Data (Free)

# get_kline Get Bars of a Stock

# get_bars_by_page Get bars by page

# get_depth_quote Get Depth Quote

# get_quote_stock_trade Get Quote Stock Trade

# get_capital_flow Get Capital Flow

# get_capital_distribution Get Capital Distribution

# get_stock_broker Get Stock Broker

get_market_state Get Market Status

get_trading_calendar

get_symbols Get Stock Symbols

get_symbol_names Get Symbols and Names

get_timeline Get timeline

get_history_timeline Get history timeline

get_trade_tick Get Trade Ticks

get_quote_real_time Get Stock Briefs

get_quote_delay Get Delayed Data (Free)

get_kline Get Bars of a Stock

get_bars_by_page Get bars by page

get_depth_quote Get Depth Quote

get_quote_stock_trade Get Quote Stock Trade

get_capital_flow Get Capital Flow

get_capital_distribution Get Capital Distribution

get_stock_broker Get Stock Broker