Historical Data&Data Streaming Limit

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, pen-by-pen data, etc.) needs to be purchased separately.

Meet any one of these requirements	Maximum number of historical stock/ETF K-lines that can be pulled	Maximum number of historical futures K-lines that can be pulled	Maximum number of historical options K-lines that can be pulled	Realtime Quote subscriptions number	Realtime Depth Quote subscriptions number
Open API access	20	10	20	20	10
Total Assets > 10,000 USD Turnover > 100,000 USD	200	20	200	100	20
Total Assets > 50,000 USD Turnover > 500,000 USD	500	50	500	500	100
Total Assets > 500,000 USD Turnover > 2,000,000 USD	1000	100	1000	1000	200
Total Assets > 1,000,000 USD Turnover > 5,000,000 USD	2000	200	2000	2000	500

Calculation Method for Total Asset

• Total assets calculation rules：The total amount in Prime Account & Global Account is converted to USD at the real-time exchange rate.
• Turnover calculation rules：The greater of the total transaction amount of the previous natural month and the total transaction amount of the current natural month.
  For example, if it is April 18, then turnover will be the bigger number of the total transactions of last month (March 1-March 31) and this month (April 1-April 18).
• Historical K-line marker calculations: K-line requests for a stock will take up one unit of the quota. Repeated requests for a K-line within 30 days of the first request will not consume more than one unit of the quota.
  For example, if the k-line is requested for AAPL on April 18, then between April 18 and May 18, additional requests for AAPL will not consume another unit of the quota.
• Changes in the permission level will not invalidate the subscribed quotes.

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： QuoteKlineRequest

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

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： FutureKlineRequest

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: OptionKlineQueryRequest