PortfolioAccount Assets (Prime/Demo Account)

tigeropen.trade.domain.prime_account.PortfolioAccount source

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

Object Properties

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

Segment Assets by Variety (Prime/Demo Account)

tigeropen.trade.domain.prime_account.Segment source

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

Object Properties

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cash_available_for_withdrawal	float	Amount of cash that can be withdrawn in the current account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

CurrencyAsset sub-currency assets (Prime/demo account)

tigeropen.trade.domain.prime_account.CurrencyAsset source

Instruction
Assets by currency.

Object Properties

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

---

PortfolioAccount Assets (Global Account)

tigeropen.trade.domain.account.PortfolioAccount source

Instruction
Account asset object, applicable to global accounts. Contains the account's total assets, profit and loss, market value of positions, cash, available funds, margin, leverage and other related information

Object Properties

property name	type	description
account	str	corresponding account id
summary	tigeropen.trade.domain.account.Account	Account summary information, statistics on segments
segments	dict	Account information by trading type. There are two keys, 'S' means [securities](/en/python/appendix1/object.md#securitysegment-object-global account), 'C' means [futures](/en/python/appendix1/object. html#commoditysegment-object-global-account).
market_values	dict	Account information by currency. The key: 'USD' means US dollar, 'HKD' means Hong Kong dollar; value is a [MarketValue object](/en/python/appendix1/object.md#marketvalue-object-global account)

Account Aggregate Assets (Global Account)

tigeropen.trade.domain.account.Account source

instruction Asset summary information of each trading product in the account.

Object Properties

property name	type	description
accrued_cash	float	The accumulated interest payable in the current month, updated according to the daily frequency
accrued_dividend	float	Accumulated dividends. Refers to the accumulated value of all dividends that have been executed but not paid
available_funds	float	Available funds (available for trading). Calculated as equity_with_loan - initial_margin_requirement
∆ buying_power	float	Purchasing Power: Estimate how many more dollars you can buy in stock assets. The margin account has a maximum of four times the purchasing power of the funds (funds that are not used for margin) within a day. Up to twice the buying power overnight
cash	float	Cash Amount
currency	str	currency, meaning refer to enumeration parameter-currency
cushion	float	The ratio of remaining liquidity to total assets, calculated as: excess_liquidity/net_liquidation
∆ day_trades_remaining	int	The number of trades remaining in the day, -1 means unlimited
equity_with_loan	float	Equity with loan value (asset with loan value) - Securities Segment: Cash Value + Stock Value - Futures Segment: Cash Value - Maintenance Margin
excess_liquidity	float	Excess Liquidity - Securities Segment: Calculation Method: equity_with_loan - maintenance_margin_requirement- Futures Segment: Calculation Method: net_liquidation - maintenance_margin_requirement
∆ gross_position_value	float	Total value of securities: long stock value + short stock value + long option value + short option value. The above items are calculated as absolute values.
initial_margin_requirement	float	Initial Margin
maintenance_margin_requirement	float	Maintenance Margin
realized_pnl	float	Today's Realized P&L
unrealized_pnl	float	Unrealized profit and loss
net_liquidation	float	Total Assets (Net Liquidation Value) - Securities Segment: Cash Value + Stock Value + Stock Option Value - Futures Segment: Cash Value + Mark-to-Market Profit and Loss
∆ regt_equity	float	Only for the securities segment, that is, the equity with loan (including the loan equity value) calculated according to the Regulation T Act
∆ regt_margin	float	For security segments only, i.e. initial margin requirements calculated under Regulation T
∆ sma	float	For security segments only. Overnight risk control value, the overnight risk of account positions is checked about 10 minutes before the close of each trading day. The overnight risk control value needs to be greater than 0, otherwise some positions in the account will be forced to close before the market closes. If the overnight risk control value is lower than 0 during the trading day, and the time is not 10 minutes before the closing time, the account will not be liquidated.
timestamp	int	Update time

SecuritySegment Equity Assets (Global Account)

tigeropen.trade.domain.account.SecuritySegment source

Instruction
Stock asset information.

Object Properties

property name	type	description
accrued_cash	float	The accumulated interest payable in the current month, updated daily.
accrued_dividend	float	Cumulative dividends. Refers to the cumulative value of all dividends that have been executed but not paid
available_funds	float	Available funds (available for trading). Calculated as equity_with_loan - initial_margin_requirement
cash	float	Cash
equity_with_loan	float	Equity with loan value (asset with loan value). Calculation method: cash value + stock value
excess_liquidity	float	Excess liquidity. Calculation method: equity_with_loan - maintenance_margin_requirement
gross_position_value	float	Total value of securities: long stock value + short stock value + long option value + short option value. The above items are calculated as absolute values.
initial_margin_requirement	float	Initial Margin
maintenance_margin_requirement	float	Maintenance margin
leverage	float	For securities only Segment gross_position_value / net_liquidation
net_liquidation	float	Total assets (net liquidation value). Calculation method: cash value + stock value + stock option value
∆ regt_equity	float	Only for the securities segment, that is, the equity with loan (including the loan equity value) calculated according to the Regulation T Act
∆ regt_margin	float	For security segments only, i.e. initial margin requirements calculated under Regulation T
∆ sma	float	For security segments only. Overnight risk control value, the overnight risk of account positions is checked about 10 minutes before the close of each trading day. The overnight risk control value needs to be greater than 0, otherwise some positions in the account will be forced to close before the market closes. If the overnight risk control value is lower than 0 during the trading day, and the time is not 10 minutes before the closing time, the account will not be liquidated.
timestamp	int	Update time

SecuritySegment Equity Assets (Global Account)

tigeropen.trade.domain.account.SecuritySegment source

Instruction
Stock asset information.

Object Properties

property name	type	description
accrued_cash	float	The accumulated interest payable in the current month, updated daily.
accrued_dividend	float	Cumulative dividends. Refers to the cumulative value of all dividends that have been executed but not paid
available_funds	float	Available funds (available for trading). Calculated as equity_with_loan - initial_margin_requirement
cash	float	Cash
equity_with_loan	float	Equity with loan value (asset with loan value). Calculation method: cash value + stock value
excess_liquidity	float	Excess liquidity. Calculation method: equity_with_loan - maintenance_margin_requirement
gross_position_value	float	Total value of securities: long stock value + short stock value + long option value + short option value. The above items are calculated as absolute values.
initial_margin_requirement	float	Initial Margin
maintenance_margin_requirement	float	Maintenance margin
leverage	float	For securities only Segment gross_position_value / net_liquidation
net_liquidation	float	Total assets (net liquidation value). Calculation method: cash value + stock value + stock option value
∆ regt_equity	float	Only for the securities segment, that is, the equity with loan (including the loan equity value) calculated according to the Regulation T Act
∆ regt_margin	float	For security segments only, i.e. initial margin requirements calculated under Regulation T
∆ sma	float	For security segments only. Overnight risk control value, the overnight risk of account positions is checked about 10 minutes before the close of each trading day. The overnight risk control value needs to be greater than 0, otherwise some positions in the account will be forced to close before the market closes. If the overnight risk control value is lower than 0 during the trading day, and the time is not 10 minutes before the closing time, the account will not be liquidated.
timestamp	int	Update time

CommoditySegment Futures Assets (Global Account)

tigeropen.trade.domain.account.CommoditySegment source

Instruction
Futures asset information.

Object Properties

property name	type	description
accrued_cash	float	The accumulated interest payable in the current month, updated daily.
accrued_dividend	float	Cumulative dividends. Refers to the cumulative value of all dividends that have been executed but not paid
available_funds	float	Available funds (available for trading). Calculated as equity_with_loan - initial_margin_requirement
cash	float	Cash
equity_with_loan	float	Equity with loan value (asset with loan value) calculation method: cash value - maintenance margin
excess_liquidity	float	Excess liquidity. Calculation method: net_liquidation - maintenance_margin_requirement
initial_margin_requirement	float	Initial Margin
maintenance_margin_requirement	float	Maintenance Margin
net_liquidation	float	Total assets (net liquidation value). Calculation method: cash value + mark-to-market profit and loss
timestamp	int	Update time

MarketValue sub-currency assets (Global account)

tigeropen.trade.domain.account.MarketValue source

Instruction
Asset information by currency.

Object Properties

property name	type	description
currency	str	currency unit
net_liquidation	float	Total Assets (Net Liquidation Value)
cash_balance	float	cash
stock_market_value	float	stock market value
option_market_value	float	Option Market Value
warrant_value	float	Warrant Market Value
futures_pnl	float	Mark to Market
unrealized_pnl	float	Unrealized PNL
realized_pnl	float	Realized P&L
exchange_rate	float	Exchange rate to account's primary currency
net_dividend	float	Net dividends payable and dividends receivable
timestamp	int	Update time

---

Position position

tigeropen.trade.domain.position.Position source

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

Object Properties

property name	type	description
account	str	The corresponding account ID
contract	tigeropen.trade.domain.contract.Contract	Contract object
quantity	int	Contract quantity
average_cost	float	Average cost with commission
market_price	float	Market Price
market_value	float	Market Cap
realized_pnl	float	Realized P&L
unrealized_pnl	float	Floating profit and loss
saleable	int	can sell quantity(Only supports A-shares in mainland China)

---

Order object

tigeropen.trade.domain.order.Order source

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

Object Properties

property name	type	description
account	str	The account to which the order belongs
id	int	Global order id
order_id	int	The account automatically increments the order number, which is obsolete
parent_id	int	Parent order id, currently only used for additional orders on TigerTrade App
order_time	int	Order time, 13-digit timestamp in milliseconds
reason	str	When the order fails, the description of the reason for the failure will be returned
trade_time	int	Latest order status change time. (if filled, represents the trade time; if canceled, represents the cancel time), 13-digit timestamp in milliseconds
update_time	int	Order attribute update time
expire_time	int	GTD Order expire time
action	str	Trade direction, 'BUY' / 'SELL'
quantity	int	Order quantity
filled	int	Number of transactions
avg_fill_price	float	Average fill price including commission
commission	float	Including commissions, stamp duties, SFC fees and other series of fees
gst	float	Goods and Service Tax
realized_pnl	float	Realized Pnl
trail_stop_price	float	Trailing stop price
limit_price	float	Limit order price
aux_price	float	In a stop order, it indicates the price at which the stop loss started, and in a trailing stop order, it indicates the trailing spread
trailing_percent	float	Trailing stop order-percent, the value range is 0-100
percent_offset	float	<This field is not used>
order_type	str	Order type, 'MKT' market order/'LMT' limit order/'STP' stop order/'STP_LMT' stop limit order/'TRAIL' trailing stop order
time_in_force	str	Valid period, valid within 'DAY'/valid until 'GTC' is revoked/ 'GTD' good till date
outside_rth	bool	Whether it supports pre-market and post-market trading, exclusive to US stocks.
contract	Contract	tigeropen.trade.domain.contract.Contract contract object
status	OrderStatus	tigeropen.common.consts.OrderStatus Enumeration, indicating order status
remaining	int	Unfilled Quantity
sub_ids	List(int)	sub-order ID list(Only available orders have sub order )
user_mark	str	user can customize orders
adjust_limit	float	Price fine-tuning range (the default is 0 means no adjustment, positive number means upward adjustment, negative number adjusts downward), and the incoming price is automatically adjusted to the legal position. For example: 0.001 represents upward adjustment and the range does not exceed 0.1%; -0.001 represents downward adjustment and the range does not exceed 0.1%. Default 0 means no adjustment
latest_price	float	Latest price

Build method:

Generate order objects locally via tigeropen.common.util.order_utils in the SDK: order_utils only provides commonly used parameters. If additional parameters are required, after generating the order object, modify its properties.

from tigeropen.common.util.contract_utils import stock_contract
from tigeropen.common.util.order_utils import (market_order,  # market order
                                               limit_order,  # limit order
                                               stop_order,  # stop order
                                               stop_limit_order,  # stop limit order
                                               trail_order,  # trailing stop order
                                               order_leg)  # additional order

contract = stock_contract('AAPL', currency='USD')
order = limit_order('your account', contract, 'BUY', 100, 150.5)
order.time_in_force = 'GTC'  # Set order properties

# Next steps...

market_order Market order

market_order(account, contract, action, quantity)

parameter

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

return

Order object

limit_order Limit order

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

parameter

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

return

Order object

stop_order Stop order

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

parameter

parameter name	type	description
account	str	Order account, you can use an integrated account, a global account or a demo account
contract	tigeropen.trade.domain.contract.Contract	contract object to trade
action	str	trading direction, 'BUY' / 'SELL'
quantity	int	The quantity of the order, which must be an integer greater than 0
aux_price	float	Price that triggers the stop loss order, must be greater than 0

return

Order object

stop_limit_order Stop limit order

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

parameter

parameter name	type	description
account	str	Order account, you can use an integrated account, a global account or a demo account
contract	tigeropen.trade.domain.contract.Contract	contract object to trade
action	str	trading direction, 'BUY' / 'SELL'
quantity	int	The quantity of the order, which must be an integer greater than 0
limit_price	float	The price of the limit price, must be greater than 0
aux_price	float	Price that triggers the stop loss order, must be greater than 0

return

Order object

trail_order Trailing stop order

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

parameter

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

return

Order object

order_leg Additional order

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

parameter

parameter name	type	description
leg_type	str	Additional order type. 'PROFIT' Take Profit order type, 'LOSS' Stop Loss order type
price	float	Additional order price.
time_in_force	str	Additional order validity period. 'DAY' (good for the day) and 'GTC' (good-Til-Canceled).
outside_rth	bool	Whether additional orders allow pre-market and after-hours trading (exclusive to US stocks). True allows, False does not allow.

return

OrderLeg object tigeropen.trade.domain.order.OrderLeg

auction_limit_order Auction limit order

auction_limit_order(account, contract, action, quantity, limit_price, time_in_force)parameter

parameter name	type	description
account	str	Place order account
contract	tigeropen.trade.domain.contract.Contract	Contract object
action	str	Trade Direction,’Buy‘/'Sell'
quantity	int	Order quantities, must be an integer greater than 0
limit_price	float	Limit price, must greater than 0
time_in_force	str	Additional order validity period. 'DAY' (good for the day) and 'GTC' (good-Til-Canceled).

return

Order

Transaction transaction record

tigeropen.trade.domain.order.Transaction

Explanation Note Transaction records of orders

parameter

parameter name	type	description
account	str	account
order_id	int	order id
contract	Contract	contract object
id	int	transaction record id
action	str	Order direction
filled_quantity	int	transacted quantity
filled_price	float	transacted price
filled_amount	float	transacted amount
transacted_at	str	transacted time

OrderLeg Additional order

tigeropen.trade.domain.order.OrderLeg

Explanation

Additional orders that are carried along with the main order

parameter

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

AlgoParams Algo oder parameters

tigeropen.trade.domain.order.AlgoParams

Explanation

Algo order(VWAP/TWAP)parameters

parameter

parameter name	type	description
start_time	str or int	Effective start time (time string or timestamp, dedicated to TWAP and VWAP), such as '2020-11-19 23:00:00' or 1640159945678
end_time	str or int	Expiration time (time string or timestamp TWAP and VWAP specific)
no_take_liq	bool	Whether to reduce the number of transactions as much as possible (only for VWAP orders)
allow_past_end_time	bool	Whether to allow the transaction to continue after the expiration time (TWAP and VWAP only)
participation_rate	float	Participation rate (for VWAP only, 0.01-0.5)

---

Contract object

tigeropen.trade.domain.contract.Contract source

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

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

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

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

stock

from tigeropen.common.util.contract_utils import stock_contract

contract = stock_contract(symbol='TIGR', currency='USD')
contract1 = stock_contract(symbol='00700', currency='HKD')

options

from tigeropen.common.util.contract_utils import option_contract

contract = option_contract(identifier='AAPL 190118P00160000')

futures

from tigeropen.common.util.contract_utils import future_contract

contract = future_contract(symbol='CL', currency='USD', expiry='20190328', multiplier=1.0, exchange='SGX')

Hongkong Warrant

from tigeropen.common.util.contract_utils import war_contract_by_symbol

contract = war_contract_by_symbol('01810', '20221116', 14.52, 'CALL', local_symbol='14759', multiplier=2000,
                                  currency='HKD')

Hongkong Callable Bull/Bear Contracts

from tigeropen.common.util.contract_utils import iopt_contract_by_symbol

contract = iopt_contract_by_symbol('02318', '20200420', 87.4, 'CALL', local_symbol='63379', currency='HKD')

See below for specific fields and construction methods

Data Member

member name	type	description
identifier	str	Unique identifier, the stock identifier is the same as the symbol, the option is a 21-digit identifier, such as: 'AAPL 220729C00150000', the futures identifier
symbol	str	Contract code
contract_id	int	contract id
sec_type	str	Securities Type
name	str	Contract name
currency	str	currency
exchange	str	Exchange
expiry	str	Expiration date (for options/futures)
strike	float	Strike Price (for options)
multiplier	float	Number per lot
put_call	str	Option direction, bullish bearish
local_symbol	str
short_margin	float	short margin ratio(deprecated, use short_initial_margin instead
short_initial_margin	float	short initial margin ratio
short_maintenance_margin	float	short maintenance margin ratio
short_fee_rate	float	Short rate
shortable	int	Short pool remaining
long_initial_margin	float	Long initial margin
long_maintenance_margin	float	Long Maintenance Margin
contract_month	str	Contract month, such as 202201, means January 2022
primary_exchange	str	Stock Listing Exchange
market	str	Market
min_tick	float	Minimum tick unit
tickSizes	str	Exclusive to stocks, the minimum quotation unit price interval, that is, when the pending order price is between the begin and end intervals, it must meet the tickSize requirement, begin: the left interval of the price, end: the right interval of the price, type: the interval type OPEN/OPEN_CLOSED/CLOSED/CLOSED_OPEN( open range/left open right close/closed range/left close right open), tickSize: minimum price unit, example:[{"begin":"0","end":"1","tickSize":1.0E-4,"type":"CLOSED"},{"begin":"1","end":"Infinity","tickSize":0.01,"type":"OPEN"}]
trading_class	str	The trading class name of the contract
status	str	Status
continuous	bool	Exclusive to futures, whether it is a continuous contract
trade	bool	Futures are exclusive, whether they can be traded
last_trading_date	str	Exclusive to futures, the last trading day, such as '20211220', means December 20, 2021
first_notice_date	str	Exclusively for futures, on the first notice day, long positions cannot be opened after the first notice day. Existing long positions will be forced to close before the first notice day (usually the first three trading days). , such as '20211222', which means December 22, 2021
last_bidding_close_time	int	Futures exclusive, bid closing timestamp
is_etf	bool	is ETF
etf_leverage	int	ETF leverage
discounted_day_initial_margin	float	Futures only, Intraday initial margin discount
discounted_day_maintenance_margin	float	Futures only, Intraday maintenance margin discount
discounted_time_zone_code	float	Futures only, Intraday margin discount period time zone
discounted_start_at	float	Futures only, Intraday margin discount start time
discounted_end_at	float	Futures only, Intraday margin discount end time

CAUTION

Only some properties will be displayed when printing. use Contract.to_str() to display all properties.

Use interface Contract parameter use this function to get:

get contract information get_contract/get_contracts

parameter:

parameter	requirement	description
symbol	Yes	Contract Exp: 00700/AAPL
sec_type	Yes	Contract type Exp: SecurityType.STK/SecurityType.OPT
currency	No	Currency Exp: Currency.USD/Currency.HKD
exchange	No	Exchange Exp: SMART/SEHK
expiry	No	Expiration Date Must be passed when the trading type is an option yyyyMMdd
strike	No	Strike price Must be passed when the transaction type is an option
put_call	No	CALL/PUT Must be passed when the trading type is an option
secret_key	No	Institutional trader key, exclusive to institutional users, needs to be configured in client_config

return

get_contract return Contract parameter; get_contracts return Contract List of objects. Object properties see description above

Example

from tigeropen.trade.trade_client import TradeClient
from tigeropen.tiger_open_config import get_client_config

client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account',
                                  secret_key='institutional trader private key')
trade_client = TradeClient(client_config)

# Get stock contract
contract = trade_client.get_contract('FB', sec_type=SecurityType.STK)
contracts = trade_client.get_contracts(['AAPL', 'TSLA'], sec_type=SecurityType.STK)

# Get future contract
fut_contract = trade_client.get_contract('CL', sec_type=SecurityType.FUT)

# Get option contract
opt_contract = trade_client.get_contract('SPY', sec_type=SecurityType.OPT, expiry='20231215', strike=435.0,
                                         put_call='CALL')

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MarketStatus Market status

tigeropen.quote.domain.market_status.MarketStatus

Explanation

Market trading status

parameter

parameter	type	description
market	str	Market（US:US Stock，CN:Shanghai and Shenzhen，HK:Hongkong）
trading_status	str	Market trading status/ Market not open NOT_YET_OPEN; Pre-market hour PRE_HOUR_TRADING; Trading TRADING; Middle breaking time MIDDLE_CLOSE; Post trading hour POST_HOUR_TRADING; Market closed CLOSING; Early close EARLY_CLOSED; Market closed MARKET_CLOSED;
status	str	Market status description(Market not open，Trading，Market closed etc.）
open_time	datetime.datetime	Last opening time

OptionFilter Option Filter

tigeropen.quote.domain.filter.OptionFilter

Explanation

Option filter parameter

parameter

parameter	type	requirement	description
implied_volatility	float	No	Implied volatility reflects the market's expected future stock price fluctuations. The higher the implied volatility, the more severe the expected stock price fluctuations
in_the_money	bool	No	In the price
open_interest	int	No	Open interest, the number of outstanding contracts in the market participants at the end of each trading day. Reflects the depth and liquidity of the market
delta	float	No	delta, Reflects the impact of stock price changes on option price changes. For every 1 dollar change in stock price, the option price changes approximately, . between -1.0 ~ 1.0
gamma	float	No	gamma, Reflects the impact of stock price changes on delta. Every time the stock price changes by 1 dollar, delta changes gamma
theta	float	No	theta, Reflects the impact of time changes on option price changes. Every time the time is reduced by one day, the option price changes by theta
vega	float	No	vega, Reflects the impact of volatility on option price changes. For every 1% change in volatility, the option price changes approximately vega
rho	float	No	rho, Reflects the impact of the risk-free interest rate on the option price change. For every 1% change in the risk-free interest rate, the option price changes approximately rho