Futures
About 16 min
Get Futrue Exchange
Description
Get a List of Supported Future Exchanges
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| sec_type | string | yes | security type, Current support: "FUT": futures, "FOP": futures options; Futures options are not available |
| lang | string | no | Language parameter, which affects the "name" field in the return value, ranging from "zh_CN" to "en_US" |
ResponseTigerOpenAPI.Quote.Response.FutureExchangeResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class FutureExchangeResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<FutureExchangeItem> Data { get; set; }
}
}
Use FutureExchangeResponse.Data to access the data. This property will return a FutureExchangeItemobject, where TigerOpenAPI.Quote.Response.FutureExchangeItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| code | string | Exchange code |
| name | string | Exchange name |
| zoneId | string | Time zone |
use the corresponding properties, such as FutureExchangeItem.Code to access relevant data fields, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<FutureExchangeResponse?> GetFutureExchangeAsync(QuoteClient quoteClient)
{
TigerRequest<FutureExchangeResponse> request = new TigerRequest<FutureExchangeResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_EXCHANGE,
ModelValue = new FutureExchangeModel()
{
SecType = SecType.FUT.ToString()
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":[
{
"code":"CME",
"name":"CME",
"zoneId":"America/Chicago"
},
{
"code":"NYMEX",
"name":"NYMEX",
"zoneId":"America/New_York"
},
{
"code":"COMEX",
"name":"COMEX",
"zoneId":"America/New_York"
},
{
"code":"SGX",
"name":"SGX",
"zoneId":"Singapore"
},
{
"code":"HKEX",
"name":"HKEX",
"zoneId":"Asia/Hong_Kong"
},
{
"code":"CBOT",
"name":"CBOT",
"zoneId":"America/Chicago"
},
{
"code":"OSE",
"name":"OSE",
"zoneId":"Asia/Tokyo"
},
{
"code":"CBOE",
"name":"CBOE",
"zoneId":"America/Chicago"
},
{
"code":"EUREX",
"name":"EUREX",
"zoneId":"Europe/Berlin"
}
],
"code":0,
"message":"success",
"timestamp":1678156845303,
"sign":"NiuhaSKScUMdI92rpblUtp0c2KdHRID/7iG47J5YVxG2TLXcJFc36xbDNZAhhrTKAa701KJwMuFHXT04oIGz+KS8fBPoYf8R1oj9wfxoPkJo5RqjbYSZwspSlRyx+QrDo303AxruoEBr23kpKMVxIulXDdD22wd2zIBlJMctXJ8="
}
Get Futrue Contract By Code
Description
Get future contract by contract code.
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| contractCode | string | yes | futrure contract code, e.g. ES2306 |
| lang | string | no | Language parameter, which affects the "name" field in the return value, ranging from "zh_CN" to "en_US" |
ResponseTigerOpenAPI.Quote.Response.FutureContractResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class FutureContractResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public FutureContractItem Data { get; set; }
}
}
Use FutureContractResponse.Data to access returned data. This method will return a FutureContractItem object, whereTigerOpenAPI.Quote.Response.FutureContractItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| type | string | future contract type, e.g. CL |
| name | string | future contract name |
| trade | bool | is tradable |
| continuous | bool | is continuous |
| contractCode | string | contract code, e.g. CL2112 |
| contractMonth | string | contract month, e.g. 202112, indicates delivery in December 2021 |
| currency | string | trading currency |
| exchange | string | exchange |
| multiplier | decimal | contract multiplier, The real value of a contract is determined by multiplying the futures price by the contract multiplier. The reasonable price of futures can be estimated by dividing the contract multiplier by the physical price. |
| minTick | decimal | The minimum quote unit for futures price movement, for example, if the current futures price is 2000 and minTick is 100, then the correct quote includes 2100, 2200, and 2005 does not satisfy the requirement |
| firstNoticeDate | string | The first notice day is the date on which physical delivery of the contract can take place, and the contract cannot be opened for long positions after the first notice day. Existing long positions will be forced to close before the first notification date (usually the first three trading days). Non-physical delivery contracts (e.g. index contracts) this field is empty |
| lastBiddingCloseTime | long | last bidding close time |
| lastTradingDate | string | Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant spot commodity or cash settlement, and currently the last trading day for most futures commodities is usually the settlement day. Some commodities have the same day as the first notice day and the last trading day, such as the euro For cash delivery futures, as long as the last trading time has not passed, you can open positions normally, Non-cash delivery futures are restricted from opening positions in the first three trading days according to the smaller of the last trading time and the first notice day |
Use the properties, such asFutureContractItem.ContractCode to access data，or use JsonConvert.SerializeObject() method to convert data to a string
Example
static async Task<FutureContractResponse?> GetFutureContractByContractCodeAsync(QuoteClient quoteClient)
{
TigerRequest<FutureContractResponse> request = new TigerRequest<FutureContractResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_CONTRACT_BY_CONTRACT_CODE,
ModelValue = new FutureContractByConCodeModel() { ContractCode = "ES2306" }
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":{
"type":"ES",
"name":"E-mini S&P 500 - Jun 2023",
"ibCode":"ES",
"contractCode":"ES2306",
"contractMonth":"202306",
"exchangeCode":"GLOBEX",
"exchange":"CME",
"multiplier":50,
"minTick":0.25,
"lastTradingDate":"20230616",
"firstNoticeDate":"",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
},
"code":0,
"message":"success",
"timestamp":1678159174420,
"sign":"o8+JTngP120oV1XxeLxs3/KdE5/DD9rL6Yv3wOfqXspCWBijQZvQe/ZVlKnSN3w/e5MvtckyrqJ3vY/HSWdEndfEqMOoUvRRW8pFeAts6h3nFTyq53zwNi170hdlJqwGvYs5C94I0T2KHZ+bcBMpgWfRfQiJs8kCXuInRfkjOEo="
}
Get Futrue Contract By Exchange
Description
Get future contract by Exchange.
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| exchangeCode | string | yes | exchange code, e.g. 'CME' |
| lang | string | no | Language parameter, which affects the "name" field in the return value, ranging from "zh_CN" to "en_US" |
ResponseTigerOpenAPI.Quote.Response.FutureContractsResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class FutureContractsResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<FutureContractItem> Data { get; set; }
}
}
Use FutureContractsResponse.Data to access returned data. This method will return a FutureContractItem object, whereTigerOpenAPI.Quote.Response.FutureContractItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| type | string | future contract type, e.g. CL |
| name | string | future contract name |
| trade | bool | is tradable |
| continuous | bool | is continuous |
| contractCode | string | contract code, e.g. CL2112 |
| contractMonth | string | contract month, e.g. 202112, indicates delivery in December 2021 |
| currency | string | trading currency |
| exchange | string | exchange |
| multiplier | decimal | contract multiplier, The real value of a contract is determined by multiplying the futures price by the contract multiplier. The reasonable price of futures can be estimated by dividing the contract multiplier by the physical price. |
| minTick | decimal | The minimum quote unit for futures price movement, for example, if the current futures price is 2000 and minTick is 100, then the correct quote includes 2100, 2200, and 2005 does not satisfy the requirement |
| firstNoticeDate | string | The first notice day is the date on which physical delivery of the contract can take place, and the contract cannot be opened for long positions after the first notice day. Existing long positions will be forced to close before the first notification date (usually the first three trading days). Non-physical delivery contracts (e.g. index contracts) this field is empty |
| lastBiddingCloseTime | long | last bidding close time |
| lastTradingDate | string | Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant spot commodity or cash settlement, and currently the last trading day for most futures commodities is usually the settlement day. Some commodities have the same day as the first notice day and the last trading day, such as the euro For cash delivery futures, as long as the last trading time has not passed, you can open positions normally, Non-cash delivery futures are restricted from opening positions in the first three trading days according to the smaller of the last trading time and the first notice day |
Use the properties, such asFutureContractItem.ContractCode to access data，or use JsonConvert.SerializeObject() method to convert data to a string
Example
static async Task<FutureContractsResponse?> GetFutureContractByExchangeCodeAsync(QuoteClient quoteClient)
{
TigerRequest<FutureContractsResponse> request = new TigerRequest<FutureContractsResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_CONTRACT_BY_EXCHANGE_CODE,
ModelValue = new FutureContractByExchCodeModel() { ExchangeCode = "CME" }
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{"data":[{"type":"MEUR","name":"E-Micro EUR/USD - main","ibCode":"M6E","contractCode":"MEURmain","contractMonth":"","exchangeCode":"GLOBEX","exchange":"CME","multiplier":12500.0,"minTick":0.0001,"lastTradingDate":"","firstNoticeDate":"","lastBiddingCloseTime":0,"currency":"USD","continuous":false,"trade":true},{"type":"MEUR","name":"E-Micro EUR/USD - Jun 2023","ibCode":"M6E","contractCode":"MEUR2306","contractMonth":"202306","exchangeCode":"GLOBEX","exchange":"CME","multiplier":12500.0,"minTick":0.0001,"lastTradingDate":"20230616","firstNoticeDate":"","lastBiddingCloseTime":0,"currency":"USD","continuous":false,"trade":true},{"type":"MEUR","name":"E-Micro EUR/USD - Mar 2023","ibCode":"M6E","contractCode":"MEUR2303","contractMonth":"202303","exchangeCode":"GLOBEX","exchange":"CME","multiplier":12500.0,"minTick":0.0001,"lastTradingDate":"20230313","firstNoticeDate":"","lastBiddingCloseTime":0,"currency":"USD","continuous":false,"trade":true},{"type":"NKD","name":"CME Nikkei/USD - Mar 2023","ibCode":"NKD","contractCode":"NKD2303","contractMonth":"202303","exchangeCode":"GLOBEX","exchange":"CME","multiplier":5.0,"minTick":5.0,"lastTradingDate":"20230309","firstNoticeDate":"","lastBiddingCloseTime":0,"currency":"USD","continuous":false,"trade":true}],"code":0,"message":"success","timestamp":1678169849775,"sign":"jE5c+XGvEUVOKBjiCmzM0zjlzsM7ASSvljfcKbJNom0+E0ivv8oenowoauJu0wHo45bjrX6sv7tWDEJInOKUYGpi4y69YivgNRsHvVKqS1qu14km/eqUYsrbvBO04xw9ttLqbtJqSYUF7gIi6By6f1bDTsoGdNMoS/ase5NxgoA="}
Get Futrue Contract By Type
Description
Get future contract by a given futures product.
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| type | string | yes | The contract code of the future contract, excluding month code. Example: CL, ES |
| lang | string | no | Language parameter, which affects the "name" field in the return value, ranging from "zh_CN" to "en_US" |
ResponseTigerOpenAPI.Quote.Response.FutureContractsResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class FutureContractsResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<FutureContractItem> Data { get; set; }
}
}
Use FutureContractsResponse.Data to access returned data. This method will return a list of FutureContractItem object, whereTigerOpenAPI.Quote.Response.FutureContractItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| type | string | future contract type, e.g. CL |
| name | string | future contract name |
| trade | bool | is tradable |
| continuous | bool | is continuous |
| contractCode | string | contract code, e.g. CL2112 |
| contractMonth | string | contract month, e.g. 202112, indicates delivery in December 2021 |
| currency | string | trading currency |
| exchange | string | exchange |
| multiplier | decimal | contract multiplier, The real value of a contract is determined by multiplying the futures price by the contract multiplier. The reasonable price of futures can be estimated by dividing the contract multiplier by the physical price. |
| minTick | decimal | The minimum quote unit for futures price movement, for example, if the current futures price is 2000 and minTick is 100, then the correct quote includes 2100, 2200, and 2005 does not satisfy the requirement |
| firstNoticeDate | string | The first notice day is the date on which physical delivery of the contract can take place, and the contract cannot be opened for long positions after the first notice day. Existing long positions will be forced to close before the first notification date (usually the first three trading days). Non-physical delivery contracts (e.g. index contracts) this field is empty |
| lastBiddingCloseTime | long | last bidding close time |
| lastTradingDate | string | Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant spot commodity or cash settlement, and currently the last trading day for most futures commodities is usually the settlement day. Some commodities have the same day as the first notice day and the last trading day, such as the euro For cash delivery futures, as long as the last trading time has not passed, you can open positions normally, Non-cash delivery futures are restricted from opening positions in the first three trading days according to the smaller of the last trading time and the first notice day |
Use the properties, such asFutureContractItem.ContractCode to access data，or use JsonConvert.SerializeObject() method to convert data to a string
Example
static async Task<FutureContractsResponse?> GetFutureContractsAsync(QuoteClient quoteClient)
{
TigerRequest<FutureContractsResponse> request = new TigerRequest<FutureContractsResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_CONTRACTS,
ModelValue = new FutureContractByTypeModel() { FutureType = "CL" }
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":[
{
"type":"CL",
"name":"WTI Crude Oil - Apr 2023",
"ibCode":"CL",
"contractCode":"CL2304",
"contractMonth":"202304",
"exchangeCode":"NYMEX",
"exchange":"NYMEX",
"multiplier":1000,
"minTick":0.01,
"lastTradingDate":"20230321",
"firstNoticeDate":"20230323",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
},
{
"type":"CL",
"name":"WTI Crude Oil - May 2023",
"ibCode":"CL",
"contractCode":"CL2305",
"contractMonth":"202305",
"exchangeCode":"NYMEX",
"exchange":"NYMEX",
"multiplier":1000,
"minTick":0.01,
"lastTradingDate":"20230420",
"firstNoticeDate":"20230424",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
},
{
"type":"CL",
"name":"WTI Crude Oil - Jun 2023",
"ibCode":"CL",
"contractCode":"CL2306",
"contractMonth":"202306",
"exchangeCode":"NYMEX",
"exchange":"NYMEX",
"multiplier":1000,
"minTick":0.01,
"lastTradingDate":"20230522",
"firstNoticeDate":"20230524",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
},
{
"type":"CL",
"name":"WTI Crude Oil - Jul 2023",
"ibCode":"CL",
"contractCode":"CL2307",
"contractMonth":"202307",
"exchangeCode":"NYMEX",
"exchange":"NYMEX",
"multiplier":1000,
"minTick":0.01,
"lastTradingDate":"20230620",
"firstNoticeDate":"20230622",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
},
{
"type":"CL",
"name":"WTI Crude Oil - Aug 2023",
"ibCode":"CL",
"contractCode":"CL2308",
"contractMonth":"202308",
"exchangeCode":"NYMEX",
"exchange":"NYMEX",
"multiplier":1000,
"minTick":0.01,
"lastTradingDate":"20230720",
"firstNoticeDate":"20230724",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
}
],
"code":0,
"message":"success",
"timestamp":1678171088223,
"sign":"Ml3F875Gt3mrcWt+imu0ykdelwBqt8I1USav3CJtcb/HbRUENJKC09iSgMwMB8AIh+7acT+WsmKNXdR2lR3fYH79L4Er3h6JZKxE2CyOtfqqcqGaBWgZo142RyfpI9gzpJejTGus1rTGk5BMtl6a+zLdMfut9fBoy10BTFaZHI8="
}
Get Futrue Continuous Contract
Description
Get future main contract by a given futures product.
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| type | string | yes | The contract code of the future contract, excluding month code. Example: CL, ES |
| lang | string | no | Language parameter, which affects the "name" field in the return value, ranging from "zh_CN" to "en_US" |
ResponseTigerOpenAPI.Quote.Response.FutureContractResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class FutureContractResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public FutureContractItem Data { get; set; }
}
}
Use FutureContractResponse.Data to access returned data. This method will return a FutureContractItem object, whereTigerOpenAPI.Quote.Response.FutureContractItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| type | string | future contract type, e.g. CL |
| name | string | future contract name |
| trade | bool | is tradable |
| continuous | bool | is continuous |
| contractCode | string | contract code, e.g. CL2112 |
| contractMonth | string | contract month, e.g. 202112, indicates delivery in December 2021 |
| currency | string | trading currency |
| exchange | string | exchange |
| multiplier | decimal | contract multiplier, The real value of a contract is determined by multiplying the futures price by the contract multiplier. The reasonable price of futures can be estimated by dividing the contract multiplier by the physical price. |
| minTick | decimal | The minimum quote unit for futures price movement, for example, if the current futures price is 2000 and minTick is 100, then the correct quote includes 2100, 2200, and 2005 does not satisfy the requirement |
| firstNoticeDate | string | The first notice day is the date on which physical delivery of the contract can take place, and the contract cannot be opened for long positions after the first notice day. Existing long positions will be forced to close before the first notification date (usually the first three trading days). Non-physical delivery contracts (e.g. index contracts) this field is empty |
| lastBiddingCloseTime | long | last bidding close time |
| lastTradingDate | string | Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant spot commodity or cash settlement, and currently the last trading day for most futures commodities is usually the settlement day. Some commodities have the same day as the first notice day and the last trading day, such as the euro For cash delivery futures, as long as the last trading time has not passed, you can open positions normally, Non-cash delivery futures are restricted from opening positions in the first three trading days according to the smaller of the last trading time and the first notice day |
Use the properties, such asFutureContractItem.ContractCode to access data，or use JsonConvert.SerializeObject() method to convert data to a string
Example
static async Task<FutureContractResponse?> GetFutureContinuousContractsAsync(QuoteClient quoteClient)
{
TigerRequest<FutureContractResponse> request = new TigerRequest<FutureContractResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_CONTINUOUS_CONTRACTS,
ModelValue = new FutureContractByTypeModel() { FutureType = "ES" }
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":{
"type":"ES",
"name":"E-mini S&P 500 - main",
"ibCode":"ES",
"contractCode":"ESmain",
"contractMonth":"",
"exchangeCode":"GLOBEX",
"exchange":"CME",
"multiplier":50,
"minTick":0.25,
"lastTradingDate":"",
"firstNoticeDate":"",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
},
"code":0,
"message":"success",
"timestamp":1678171811158,
"sign":"yAxfuGk0KFN2R344jiExbkJQo7FYzROFQhllfzHIwISWdYPiii0P3p8JmDEk2Ooswp396SdsQZv41r5+M4N0jiR8FCeRG3RkP4bWqt5kUriJANNzeNGd9ggu3Wzt9eGnzwJfIlFfZeojlgACYTRm1PzEdNQZB7rVDKxE1X5fmls="
}
Get Futrue Current Contract
Description
Get future current contract by a given futures product, that is, the main chain of the contract
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| type | string | yes | The contract code of the future contract, excluding month code. Example: CL, ES |
| lang | string | no | Language parameter, which affects the "name" field in the return value, ranging from "zh_CN" to "en_US" |
ResponseTigerOpenAPI.Quote.Response.FutureContractResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class FutureContractResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public FutureContractItem Data { get; set; }
}
}
Use FutureContractResponse.Data to access returned data. This method will return a FutureContractItem object, whereTigerOpenAPI.Quote.Response.FutureContractItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| type | string | future contract type, e.g. CL |
| name | string | future contract name |
| trade | bool | is tradable |
| continuous | bool | is continuous |
| contractCode | string | contract code, e.g. CL2112 |
| contractMonth | string | contract month, e.g. 202112, indicates delivery in December 2021 |
| currency | string | trading currency |
| exchange | string | exchange |
| multiplier | decimal | contract multiplier, The real value of a contract is determined by multiplying the futures price by the contract multiplier. The reasonable price of futures can be estimated by dividing the contract multiplier by the physical price. |
| minTick | decimal | The minimum quote unit for futures price movement, for example, if the current futures price is 2000 and minTick is 100, then the correct quote includes 2100, 2200, and 2005 does not satisfy the requirement |
| firstNoticeDate | string | The first notice day is the date on which physical delivery of the contract can take place, and the contract cannot be opened for long positions after the first notice day. Existing long positions will be forced to close before the first notification date (usually the first three trading days). Non-physical delivery contracts (e.g. index contracts) this field is empty |
| lastBiddingCloseTime | long | last bidding close time |
| lastTradingDate | string | Refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant spot commodity or cash settlement, and currently the last trading day for most futures commodities is usually the settlement day. Some commodities have the same day as the first notice day and the last trading day, such as the euro For cash delivery futures, as long as the last trading time has not passed, you can open positions normally, Non-cash delivery futures are restricted from opening positions in the first three trading days according to the smaller of the last trading time and the first notice day |
Use the properties, such asFutureContractItem.ContractCode to access data，or use JsonConvert.SerializeObject() method to convert data to a string
Example
static async Task<FutureContractResponse?> GetFutureCurrentContractAsync(QuoteClient quoteClient)
{
TigerRequest<FutureContractResponse> request = new TigerRequest<FutureContractResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_CURRENT_CONTRACT,
ModelValue = new FutureContractByTypeModel() { FutureType = "CL" }
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":{
"type":"CL",
"name":"WTI Crude Oil - Apr 2023",
"ibCode":"CL",
"contractCode":"CL2304",
"contractMonth":"202304",
"exchangeCode":"NYMEX",
"exchange":"NYMEX",
"multiplier":1000,
"minTick":0.01,
"lastTradingDate":"20230321",
"firstNoticeDate":"20230323",
"lastBiddingCloseTime":0,
"currency":"USD",
"continuous":false,
"trade":true
},
"code":0,
"message":"success",
"timestamp":1678172580508,
"sign":"FzIp9l2W4BQg3OFwowIUGAFb24J7/MzApVeFxllE4Xr82s8pbSCqnlusufnjUOSNtDlp1/k8TdowexfPfiw8OQCBX1eT1d0tHlJgKiGHZx+nz/KK8QU3nnwjyCrzYIhqLLpXIE95kDEW4Odu0S0HH+yP4Iw+fDzrePLneFwdmCM="
}
Get Futrue Trading Date
Description
Get Trading Times of a selected future contract.
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| contractCode | string | yes | futrure contract code, e.g. ES2306 |
| tradingDate | long | yes | trading date's timestamp |
ResponseTigerOpenAPI.Quote.Response.FutureTradingDateResponsesource
Structured as follows：
namespace TigerOpenAPI.Quote.Response
{
public class FutureTradingDateResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public FutureTradingDateItem Data { get; set; }
}
}
Use FutureTradingDateResponse.Data to access returned data. This method will return a FutureTradingDateItem object, whereTigerOpenAPI.Quote.Response.FutureTradingDateItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| tradingTimes | array | trading times, include 'start' and 'end' |
| biddingTimes | array | bidding times, include 'start' and 'end' |
| timeSection | string | exchange's time zone |
Use the properties, such asFutureTradingDateItem.TradingTimes.Start to access data，or use JsonConvert.SerializeObject() method to convert data to a string
Example
static async Task<FutureTradingDateResponse?> GetFutureTradingDateAsync(QuoteClient quoteClient)
{
TigerRequest<FutureTradingDateResponse> request = new TigerRequest<FutureTradingDateResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_TRADING_DATE,
ModelValue = new FutureTradingDateModel() {
ContractCode = "ES2306",
TradingDate = DateUtil.CurrentTimeMillis()
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":{
"biddingTimes":[
{
"start":1678142700000,
"end":1678143600000
}
],
"tradingTimes":[
{
"start":1678143600000,
"end":1678226400000
}
],
"timeSection":"America/Chicago"
},
"code":0,
"message":"success",
"timestamp":1678173600501,
"sign":"ey6JxBr3m2BmqmBI4prrakogg8EOI5IOSZaYoZ2A+9bqkGk+rCTPrGlzCQZVh7fbqxjCnJAvNdPfpv01XPnJfsgMiIpjTXTaodQYmDBidoZDDtf/2frdiGi/gcgaAH5eznznQkhXFcWarfVi8czgF9LNvGnwA9Afs0rm9nZtY+o="
}
Get future bars
Description
Get Future K-line data.
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| contractCodes | list | yes | futures code list |
| period | string | yes | K-line period:"min", "3min", "5min", "10min","15min", "30min", "45min", "60min","2hour", "3hour", "4hour", "6hour","day", "week", "month" |
| begin_time | long | yes | Begin time(include), millisecond timestamp |
| end_time | long | yes | End time(exclude), millisecond timestamp |
| limit | int | no | return limit count. default is 200, max is 1000 |
| pageToken | string | no | page token |
ResponseTigerOpenAPI.Quote.Response.FutureKlineResponsesource
Structured as below：
namespace TigerOpenAPI.Quote.Response
{
public class FutureKlineResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<FutureKlineBatchItem> Data { get; set; }
}
}
Use FutureKlineResponse.Data property to access the returned data. This method will return FutureKlineBatchItem object, whereTigerOpenAPI.Quote.Response.FutureKlineBatchItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| symbol | string | ticker symbol of the underlying asse |
| nextPageToken | string | page token for next query |
| items | List<FutureKlineItem> | a list that contains FutureKlineItem. FutureKlineItem is an array that contains bar data. Data included are listed as below |
FutureKlineItem object has the following attributes：
| Name | Type | Description |
|---|---|---|
| lastTime | long | last trading time |
| volume | long | trading volume within a bar |
| openInterest | no | open interest |
| open | decimal | open price |
| close | decimal | close price |
| time | long | start time of a bar, in millisecond timestamp |
| high | decimal | high price |
| low | decimal | low price |
| settlement | decimal | settlement price |
To access the data, use the properties such as FutureKlineItem.Volume, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<FutureKlineResponse?> GetFutureKLineAsync(QuoteClient quoteClient)
{
TigerRequest<FutureKlineResponse> request = new TigerRequest<FutureKlineResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_KLINE,
ModelValue = new FutureKlineModel()
{
ContractCodes = new List<string> { "ES2306" },
Period = FutureKType.min15.Value,
BeginTime = DateUtil.ConvertTimestamp("2023-03-06 09:00:00", CustomTimeZone.NY_ZONE),
EndTime = DateUtil.ConvertTimestamp("2023-03-06 20:00:00", CustomTimeZone.NY_ZONE),
Limit = 20
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":[
{
"contractCode":"ES2306",
"nextPageToken":"ZnV0dXJlX2tsaW5lfEVTMjMwNnwxNW1pbnwxNjc4MTUwODAwMDAwfDE2NzgxMjkxNzAwMDA=",
"items":[
{
"time":1678149900000,
"lastTime":1678150746000,
"open":4092.5,
"close":4092,
"high":4092.75,
"low":4091,
"volume":32,
"openInterest":0,
"settlement":0
},
{
"time":1678149000000,
"lastTime":1678149860000,
"open":4093.75,
"close":4093,
"high":4094.5,
"low":4092,
"volume":81,
"openInterest":0,
"settlement":0
},
{
"time":1678148100000,
"lastTime":1678148987000,
"open":4091.25,
"close":4093.75,
"high":4094,
"low":4091,
"volume":83,
"openInterest":0,
"settlement":0
},
{
"time":1678147200000,
"lastTime":1678148083000,
"open":4091.5,
"close":4092.25,
"high":4094.25,
"low":4091.5,
"volume":28,
"openInterest":0,
"settlement":0
},
{
"time":1678146300000,
"lastTime":1678147127000,
"open":4090.5,
"close":4091.75,
"high":4092.75,
"low":4090.5,
"volume":21,
"openInterest":0,
"settlement":0
},
{
"time":1678145400000,
"lastTime":1678146202000,
"open":4092.25,
"close":4089.75,
"high":4092.25,
"low":4089.75,
"volume":9,
"openInterest":0,
"settlement":0
},
{
"time":1678144500000,
"lastTime":1678145341000,
"open":4089.75,
"close":4091.5,
"high":4091.5,
"low":4089.75,
"volume":15,
"openInterest":0,
"settlement":0
},
{
"time":1678143600000,
"lastTime":1678144339000,
"open":4090,
"close":4089.75,
"high":4090,
"low":4088.75,
"volume":25,
"openInterest":0,
"settlement":0
},
{
"time":1678139100000,
"lastTime":1678139970000,
"open":4091.5,
"close":4091.5,
"high":4091.75,
"low":4091,
"volume":36,
"openInterest":0,
"settlement":0
},
{
"time":1678138200000,
"lastTime":1678138786000,
"open":4091.75,
"close":4091.5,
"high":4092.75,
"low":4091.25,
"volume":40,
"openInterest":0,
"settlement":0
},
{
"time":1678137300000,
"lastTime":1678138056000,
"open":4090.75,
"close":4091.75,
"high":4091.75,
"low":4090.25,
"volume":43,
"openInterest":0,
"settlement":0
},
{
"time":1678136400000,
"lastTime":1678137298000,
"open":4089.25,
"close":4090.5,
"high":4090.75,
"low":4088.25,
"volume":363,
"openInterest":0,
"settlement":0
},
{
"time":1678135500000,
"lastTime":1678136399000,
"open":4090.75,
"close":4089.25,
"high":4092.25,
"low":4088.25,
"volume":494,
"openInterest":0,
"settlement":0
},
{
"time":1678134600000,
"lastTime":1678135484000,
"open":4086,
"close":4090.5,
"high":4091.25,
"low":4085.25,
"volume":441,
"openInterest":0,
"settlement":0
},
{
"time":1678133700000,
"lastTime":1678134584000,
"open":4090,
"close":4086.5,
"high":4090.25,
"low":4085.75,
"volume":444,
"openInterest":0,
"settlement":0
},
{
"time":1678132800000,
"lastTime":1678133699000,
"open":4091.25,
"close":4090,
"high":4094.75,
"low":4088.5,
"volume":598,
"openInterest":0,
"settlement":0
},
{
"time":1678131900000,
"lastTime":1678132766000,
"open":4095.75,
"close":4090.5,
"high":4095.75,
"low":4089.5,
"volume":189,
"openInterest":0,
"settlement":0
},
{
"time":1678131000000,
"lastTime":1678131880000,
"open":4094.25,
"close":4096.25,
"high":4096.75,
"low":4092.25,
"volume":132,
"openInterest":0,
"settlement":0
},
{
"time":1678130100000,
"lastTime":1678130990000,
"open":4096.75,
"close":4094,
"high":4097,
"low":4091.25,
"volume":174,
"openInterest":0,
"settlement":0
},
{
"time":1678129200000,
"lastTime":1678130078000,
"open":4093,
"close":4097.75,
"high":4098.25,
"low":4092.5,
"volume":149,
"openInterest":0,
"settlement":0
}
]
}
],
"code":0,
"message":"success",
"timestamp":1678175056154,
"sign":"QOhaoeoPG4m8rkG1p7PQW7PahB2y3iUhnY61FLWmZoInply63yFDxpCEMCsvEzCAZcNdOuinXC6YvYOKI1Jt/C5LRZ4M5zzsTeYVSMzyJefbCmmdKey49HXimPgWQwOuS8AsuiIf19blKzK20xMyj2/tNT3eB8ZTuWcComEC/Kc="
}
Get Realtime Quote
Description
Get future realtime quote data.
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| contractCodes | list | yes | futures code list |
ResponseTigerOpenAPI.Quote.Response.FutureRealTimeQuoteResponsesource
Structured as below：
namespace TigerOpenAPI.Quote.Response
{
public class FutureRealTimeQuoteResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<FutureRealTimeItem> Data { get; set; }
}
}
Use FutureRealTimeQuoteResponse.Data property to access the returned data. This method will return FutureRealTimeItem object, whereTigerOpenAPI.Quote.Response.FutureRealTimeItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| contractCode | string | contract code |
| latestPrice | decimal | latest price |
| latestSize | decimal | latest trading size |
| latestTime | long | latest trading time |
| bidPrice | decimal | bid price |
| bidSize | long | bid size |
| askPrice | decimal | ask price |
| askSize | long | ask size |
| volume | long | trading volume within a bar |
| openInterest | long | open interest |
| open | decimal | open price |
| high | decimal | high price |
| low | decimal | low price |
| settlement | decimal | settlement price |
| limitUp | decimal | limit up price |
| limitDown | decimal | limit down price |
To access the data, use the properties such as FutureRealTimeItem.Volume, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<FutureRealTimeQuoteResponse?> GetFutureRealTimeQuoteAsync(QuoteClient quoteClient)
{
TigerRequest<FutureRealTimeQuoteResponse> request = new TigerRequest<FutureRealTimeQuoteResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_REAL_TIME_QUOTE,
ModelValue = new FutureContractCodesModel()
{
ContractCodes = new List<string> { "CL2306" }
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":[
{
"contractCode":"CL2306",
"latestPrice":80.46,
"latestSize":1,
"latestTime":1678177555000,
"bidPrice":80.41,
"bidSize":6,
"askPrice":80.43,
"askSize":7,
"openInterest":220802,
"volume":1541,
"open":80.51,
"high":80.97,
"low":80.42,
"settlement":80.51,
"limitUp":0,
"limitDown":0
}
],
"code":0,
"message":"success",
"timestamp":1678177603241,
"sign":"SZviDq7XrkTefCKvlLZlwGbFKq8CVw+q0HMU3GZxuC7gdiCp5QbRcnPAKSEvupQCtkV7kN75jQROe5WocD0DQdOPtvWgvBbb+JB+lnL5YS5od3gUQutAcG0iCLjoupJVqjIa/FjbEqcaWMX2IYRg8myEkNFP/g3T/57/QLQaKS8="
}
Get Future Trade Ticks
Description
Get trade tick data for futures
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| contractCode | string | yes | contract code |
| beginIndex | long | yes | begin index |
| endIndex | long | yes | end index |
| limit | Int | no | return count, default is 200, max is 1000 |
ResponseTigerOpenAPI.Quote.Response.FutureTickResponsesource
has the following structure：
namespace TigerOpenAPI.Quote.Response
{
public class FutureTickResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public FutureTickBatchItem Data { get; set; }
}
}
Use FutureTickResponse.Data property to access the returned data. This method will return a list of FutureTickBatchItem object, where TigerOpenAPI.Quote.Response.FutureTickBatchItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| contractCode | string | contract code |
| items | List<FutureTickItem> | List of FutureTickItem object. Each FutureTickItem corresponds to a trade tick |
FutureTickItem has the following attributes：
| Name | Type | Argument |
|---|---|---|
| index | int | index |
| price | double | transaction price |
| time | long | transaction time |
| volume | long | trade volume |
To access the data, use the properties such as FutureTickItem.Price, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<FutureTickResponse?> GetFutureTickAsync(QuoteClient quoteClient)
{
TigerRequest<FutureTickResponse> request = new TigerRequest<FutureTickResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_TICK,
ModelValue = new FutureTickModel()
{
ContractCode = "ES2306",
BeginIndex = 10,
EndIndex = 100,
Limit = 20
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":{
"contractCode":"ES2306",
"items":[
{
"index":10,
"price":4089.5,
"volume":1,
"time":1678144320000
},
{
"index":11,
"price":4089.75,
"volume":1,
"time":1678144339000
},
{
"index":12,
"price":4089.75,
"volume":1,
"time":1678144534000
},
{
"index":13,
"price":4089.75,
"volume":3,
"time":1678144548000
},
{
"index":14,
"price":4090.5,
"volume":1,
"time":1678144591000
},
{
"index":15,
"price":4090.75,
"volume":3,
"time":1678144624000
},
{
"index":16,
"price":4090.75,
"volume":1,
"time":1678144624000
},
{
"index":17,
"price":4091,
"volume":2,
"time":1678144870000
},
{
"index":18,
"price":4091.25,
"volume":1,
"time":1678145178000
},
{
"index":19,
"price":4091.5,
"volume":1,
"time":1678145287000
},
{
"index":20,
"price":4091.5,
"volume":2,
"time":1678145341000
},
{
"index":21,
"price":4092.25,
"volume":1,
"time":1678145425000
},
{
"index":22,
"price":4092,
"volume":1,
"time":1678145462000
},
{
"index":23,
"price":4091.5,
"volume":1,
"time":1678145568000
},
{
"index":24,
"price":4090.75,
"volume":2,
"time":1678145647000
},
{
"index":25,
"price":4091,
"volume":1,
"time":1678145844000
},
{
"index":26,
"price":4091,
"volume":2,
"time":1678146074000
},
{
"index":27,
"price":4089.75,
"volume":1,
"time":1678146202000
},
{
"index":28,
"price":4090.5,
"volume":1,
"time":1678146337000
},
{
"index":29,
"price":4091,
"volume":1,
"time":1678146435000
}
]
},
"code":0,
"message":"success",
"timestamp":1678179358159,
"sign":"c47DHnl8Y/zNCX6fFIMBGUQJeJ2rsaJ1KGfIP3lubO3nEMgRBInh4TYVzWmzTW2UW4Xx1/UnjVi8sWbBbD73UysOQnWEsFwdz+FDbpiA+UxVF07j/7kY7vsFnX+NzYm7js2R4/9LhMPAxdvCoM7P0Ujwz3nDWHHH+yTpo29r6xI="
}
Get futures main's historical contract codes
Request：TigerRequest(QuoteApiService.FUTURE_HISTORY_MAIN_CONTRACT)
Description
Get futures main's historical contract codes
Argument
| Argument | Type | Required | Description |
|---|---|---|---|
| contractCodes | list | yes | futures code list |
| begin_time | long | yes | Begin time(exclude), millisecond timestamp |
| end_time | long | yes | End time(include), millisecond timestamp |
ResponseTigerOpenAPI.Quote.Response.FutureHistoryMainContractResponsesource
Structured as below：
namespace TigerOpenAPI.Quote.Response
{
public class FutureHistoryMainContractResponse : TigerResponse
{
[JsonProperty(PropertyName = "data")]
public List<FutureHistoryMainContractItem> Data { get; set; }
}
}
Use FutureHistoryMainContractResponse.Data property to access the returned data. This method will return FutureHistoryMainContractItem object list, whereTigerOpenAPI.Quote.Response.FutureHistoryMainContractItem has the following attributes:
| Name | Type | Description |
|---|---|---|
| contractCode | string | futures main contract code |
| mainReferItems | List<FutureHistoryContractItem> | a list that contains FutureHistoryContractItem. FutureHistoryContractItem is an array that contains historical futures contract code. Data included are listed as below |
FutureHistoryContractItem object has the following attributes：
| Name | Type | Description |
|---|---|---|
| time | long | timestamp |
| referContractCode | string | futures main's historical contract code |
To access the data, use the properties such as FutureHistoryContractItem.ReferContractCode, or use the JsonConvert.SerializeObject() method to convert the data into a string
Example
static async Task<FutureHistoryMainContractResponse?> GetFutureHistoryMainContractAsync(QuoteClient quoteClient)
{
TigerRequest<FutureHistoryMainContractResponse> request = new TigerRequest<FutureHistoryMainContractResponse>()
{
ApiMethodName = QuoteApiService.FUTURE_HISTORY_MAIN_CONTRACT,
ModelValue = new FutureHistoryMainContractModel()
{
ContractCodes = new List<string> { "ESmain" },
BeginTime = DateUtil.ConvertTimestamp("2023-08-08 00:00:00", CustomTimeZone.NY_ZONE),
EndTime = DateUtil.ConvertTimestamp("2023-10-05 23:59:00", CustomTimeZone.NY_ZONE),
}
};
return await quoteClient.ExecuteAsync(request);
}
Response Example
{
"data":[
{
"contractCode":"ESmain",
"mainReferItems":[
{
"time":1696453200000,
"referContractCode":"ES2312"
},
{
"time":1696366800000,
"referContractCode":"ES2312"
},
{
"time":1696280400000,
"referContractCode":"ES2312"
},
{
"time":1696021200000,
"referContractCode":"ES2312"
},
{
"time":1695934800000,
"referContractCode":"ES2312"
},
{
"time":1695848400000,
"referContractCode":"ES2312"
},
{
"time":1695762000000,
"referContractCode":"ES2312"
},
{
"time":1695675600000,
"referContractCode":"ES2312"
},
{
"time":1695416400000,
"referContractCode":"ES2312"
},
{
"time":1695330000000,
"referContractCode":"ES2312"
},
{
"time":1695243600000,
"referContractCode":"ES2312"
},
{
"time":1695157200000,
"referContractCode":"ES2312"
},
{
"time":1695070800000,
"referContractCode":"ES2312"
},
{
"time":1694811600000,
"referContractCode":"ES2312"
},
{
"time":1694725200000,
"referContractCode":"ES2312"
},
{
"time":1694638800000,
"referContractCode":"ES2312"
},
{
"time":1694552400000,
"referContractCode":"ES2312"
},
{
"time":1694466000000,
"referContractCode":"ES2312"
},
{
"time":1694206800000,
"referContractCode":"ES2309"
},
{
"time":1694120400000,
"referContractCode":"ES2309"
},
{
"time":1694034000000,
"referContractCode":"ES2309"
},
{
"time":1693947600000,
"referContractCode":"ES2309"
},
{
"time":1693602000000,
"referContractCode":"ES2309"
},
{
"time":1693515600000,
"referContractCode":"ES2309"
},
{
"time":1693429200000,
"referContractCode":"ES2309"
},
{
"time":1693342800000,
"referContractCode":"ES2309"
},
{
"time":1693256400000,
"referContractCode":"ES2309"
},
{
"time":1692997200000,
"referContractCode":"ES2309"
},
{
"time":1692910800000,
"referContractCode":"ES2309"
},
{
"time":1692824400000,
"referContractCode":"ES2309"
},
{
"time":1692738000000,
"referContractCode":"ES2309"
},
{
"time":1692651600000,
"referContractCode":"ES2309"
},
{
"time":1692392400000,
"referContractCode":"ES2309"
},
{
"time":1692306000000,
"referContractCode":"ES2309"
},
{
"time":1692219600000,
"referContractCode":"ES2309"
},
{
"time":1692133200000,
"referContractCode":"ES2309"
},
{
"time":1692046800000,
"referContractCode":"ES2309"
},
{
"time":1691787600000,
"referContractCode":"ES2309"
},
{
"time":1691701200000,
"referContractCode":"ES2309"
},
{
"time":1691614800000,
"referContractCode":"ES2309"
},
{
"time":1691528400000,
"referContractCode":"ES2309"
}
]
}
],
"code":0,
"message":"success",
"timestamp":1696503833367,
"sign":"KCLiaXU/4r517tF5JfPLuWOz2C0kdyAJBTt5eA8aPfUSXHQb6LjGeNyJdXZyhKkTODoWBfdcOY0eB8uvgVi9iy2ZZkEfrrF6VGIs0q9rXutoD1a7M/TyuphSyT2r5Lj4XToFswE5Tk2Pz1WIj554Kcuq1gdKtGXN5Zu+amO7LU8="
}