Historical Data&Data Streaming Limit
About 4 min
Historical Data&Data Streaming Limit
Clients who meet a certain turnover or total assets can get access to the corresponding historical quotes.
Note: After meeting the level, you have the access to historical quotes (such as k-line data), and the access to real-time quotes (such as requesting real-time quotes, tick data etc.) needs to be purchased separately.
| Meeting any one of the following criteria is sufficient | Historical Data Pull Quota | Subscription Quota | ||||
|---|---|---|---|---|---|---|
| Stock/ETF Quantity Limit | Options Quantity Limit | Futures Quantity Limit | Standard Market Data | Level 2 Market Depth | ||
| API Access Activation | 20 | 10 | 20 | 20 | 10 | |
| Total Assets > USD 10K | Turnover > USD 100K | 200 | 20 | 200 | 100 | 20 |
| Total Assets > USD 50K | Turnover > USD 500K | 500 | 50 | 500 | 500 | 100 |
| Total Assets > USD 500K | Turnover > USD 2M | 1000 | 100 | 1000 | 1000 | 200 |
| Total Assets > USD 1M | Turnover > USD 5M | 2000 | 200 | 2000 | 2000 | 500 |
User Tier Definitions
- Total Assets Calculation: Based on the average of daily end-of-day asset values (in USD) from the most recent full calendar week (Monday to Sunday). For individual users: total assets across both Prime Account & Global Account are aggregated. For institutional users: total assets across all master and sub accounts are aggregated.
- Turnover Calculation: Turnover is determined by comparing the total transaction amounts of the previous calendar month and the current calendar month (up to the current date), with the higher of the two used as the reference value.
- Example: If today is April 18, turnover will be the greater of the total transaction amount from March 1 to March 31 and the amount from April 1 to April 18.
- Tier Update Frequency: The system automatically updates user tiers weekly, typically every Tuesday at 8:00 AM (GMT+8).
Historical Data Pull Quota
- Historical data includes K-line and intraday time-series data.
- The first request for any given symbol will consume 1 quota, and repeated requests for the same symbol within 30 days will not consume additional quota.
- For each symbol, K-line data of any frequency (e.g., daily, weekly) shares the same quota; additional requests for different intervals do not consume extra quota.
- If a symbol supports intraday historical data, the quota for intraday time-series data is shared with the K-line data quota, meaning both consume only one quota unit in total.
- Example: If you have 20 quotas for historical stock data, requesting AAPL's daily K-line, weekly K-line, and historical intraday data on April 18, 2020 will consume only one quota. Any subsequent requests for AAPL’s K-line or intraday data made before May 18, 2020 will not deduct additional quotas. During this period, if you retrieve historical data for 12 different stocks, your remaining quota will be 8 by May 18.
Market Data Subscription Quota
- Standard market data and Level 2 market depth data are counted separately as independent categories. Except for Level 2 market depth, basic quotes, tick-by-tick trades, intraday data, and other types are all classified under standard market data, with the standard data quota applying separately to each data type within this category.
- Example: If you have 20 standard market data quotas and 10 Level 2 market depth quotas, subscribing to HK.00700’s basic quotes and real-time tick-by-tick data will each deduct 1 quota from the standard data category, leaving 19 quotas remaining for each. If you then subscribe to HK.00700’s Level 2 market depth, it will consume 1 Level 2 quota, leaving 9 quotas remaining in that category.
- Changes in user tier do not affect existing market data subscriptions.
Historical data description
Stock/ETFs
| Data Type | Data storage time | Field | Comment |
|---|---|---|---|
| Day Bar | Complete | time、open high low close、volume、amount | Daily bar with uncompounded and pre-compounded data |
| Week & Month Bar | Complete | Only uncompounded data | |
| 1min & 5min Bar | Last natural month | time、open high low close、volume、amount | |
| 15min & 30min & 60min Bar | Latest natural year | time、open high low close、volume、amount | |
| History 1min Bar | 2015.01 ～ Now | time、open high low close、volume | |
| Tick | Realtime tick：Last 5000 History tick：Last trading day | 30 minutes before the opening of the market, the data of the previous trading day will be deleted |
API： Get Bars
Stocks under Shanghai-Hong Kong Stock Connect and Shenzhen-Hong Kong Stock Connect
| Data Type | Data storage time | Field | Comment |
|---|---|---|---|
| Day Bar | Complete | time、open high low close、volume、amount | The daily K-line has the data of non-reinstatement, pre-reinstatement and post-reinstatement |
| Week & Month Bar | Complete | Have the data of non-reinstatement, pre-reinstatement and post-reinstatement | |
| 1min & 5min Timeline | Last 2 weeks | time、price、average price、volume、amount | |
| 1min Bar | Last 3 months | time、open high low close、volume、amount | |
| History 1min Bar | 2019.12 ～ Now | time、open high low close、volume、amount、average price | |
| Tick | Last 2000 | Expired data will be deleted |
API： Get Bars
Futures
| Data Type | Data storage time | Field | Comment |
|---|---|---|---|
| Day & Week & Month Bar | Complete | time、open high low close、volume、amount、preclose、openInterest | |
| 1min、2min、5min Bar | Complete | time、open high low close、volume、amount | |
| Tick | Current Trading Day | 1 minutes before the opening of the market, the data of the previous trading day will be deleted |
API： Get Futures Bars
Options
| Data Type | Data storage time | Field | Comment |
|---|---|---|---|
| Day Bar | Complete | time、open high low close、volume、preclose、openInterest | |
| 1min Bar | Complete | time、open high low close、volume | |
| Tick | Current Trading Day |
API: Get Options Bars