from tigeropen.common.util.order_utils import market_order_by_amount--- title: Object Details

PortfolioAccount (Prime/Demo Account)

tigeropen.trade.domain.prime_account.PortfolioAccount source

Description
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 (Prime/Demo Account)

tigeropen.trade.domain.prime_account.Segment source

Description 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cash_available_for_withdrawal	float	Amount of cash that can be withdrawn in the current account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
uncollected	float	In transit funds
locked_funds	float	Locked funds

CurrencyAsset (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

---

Account Aggregate Assets (Global Account)

tigeropen.trade.domain.account.Account source

Description The account object tracks information about the trading account. The values are updated as the algorithm runs and its keys remain unchanged. If connected to a broker, one can update these values with the trading account values as reported by the broker. Asset summary information of each trading product in the account.

Object Properties

Descriptions starting with "∆" indicate that they are only applicable to the Securities Segment.

property name	type	description
accrued_cash	float	Accumulated interest payable for the current month, updated daily
accrued_dividend	float	Total value of all executed but not yet paid dividends
available_funds	float	Funds Available for Trading: Calculated as equity_with_loan - initial_margin_requirement
∆ buying_power	float	Estimated amount of USD-denominated stock assets currently purchasable Intraday: Up to 4 times the available funds Overnight: Up to 2 times the available funds
cash	float	Cash
currency	str	Currency
cushion	float	Remaining liquidity as a percentage of total assets: Calculated as excess_liquidity / net_liquidation
∆ day_trades_remaining	int	Remaining day trades for the day: -1 indicates no limit on the number of day trades for the day
equity_with_loan	float	Equity with Loan Value (Including Loan Value Assets) Securities Segment: Cash value + Stock value Futures Segment: Cash value - Maintenance margin
excess_liquidity	float	Remaining Liquidity Securities Segment: equity_with_loan - maintenance_margin_requirement Futures Segment: net_liquidation - maintenance_margin_requirement
∆ gross_position_value	float	Total Value of Securities: long stocks + short stocks + long options + short options Each of the above items is calculated using absolute values
initial_margin_requirement	float	Initial margin
maintenance_margin_requirement	float	Maintenance margin
realized_pnl	float	Realized Profit and Loss (P&L) for the day
unrealized_pnl	float	Unrealized Profit and Loss (P&L)
net_liquidation	float	Total assets (Net liquidation value): Securities Segment: Cash value + Stock value + Stock options value Futures Segment: Cash value + Mark-to-market P&L
∆ regt_equity	float	(Securities Segment only) Equity with loan calculated based on the Regulation T Act (including loan value of securities)
∆ regt_margin	float	(Securities Segment only) Initial margin requirements calculated based on the Regulation T Act
∆ sma	float	(Securities Segment only) Overnight risk control value, which checks the overnight risk of the account's positions approximately 10 minutes before the market closes each trading day. The overnight risk control value must be greater than 0; otherwise, some positions will be forcibly closed before the market closes. If the overnight risk control value falls below 0 during the trading day but is still more than 10 minutes before market close, the account will not trigger forced liquidation
timestamp	int	Timestamp

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

---

PortfolioAccount (Global Account)

tigeropen.trade.domain.account.PortfolioAccount source

Description
Account Equity object. 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)

Position position

tigeropen.trade.domain.position.Position source

instruction
Account holding information, including details such as the contract asset, number of positions, cost, and profit & loss.

Object Properties

property name	type	description
account	str	The corresponding account ID
contract	tigeropen.trade.domain.contract.Contract	Contract object
quantity	int	Contract quantity (deprecated)
average_cost	float	Average cost with commission
average_cost_by_average	float
average_cost_of_carry	float	Accumulated position cost (A-share calculation method)
market_price	float	Latest market price
market_value	float	Market Cap
realized_pnl	float	Realized profit and loss in FIFO rule
realized_pnl_by_average	float
unrealized_pnl	float	Unrealized profit and loss
unrealized_pnl_by_average	float
position_scale	int	Contract quantity scale (deprecated) For example, the position value is 11123, the positionScale is 2, and the actual number of positions is 11123*10^(-2)=111.23
unrealized_pnl_percent
unrealized_pnl_percent_by_average
mm_value
mm_percent
position_qty	float	Position quantity
salable_qty	float	Saleable quantity
today_pnl	float	Today's profit and loss
today_pnl_percent	float	Today's profit and loss percentage
yesterday_pnl	float	Yesterday's profit and loss, Fund only
last_close_price	float	The closing price on the last trading day (pre-adjusted for stock rights)
unrealized_pnl_by_cost_of_carry	float	Unrealized profit and loss by cost of carry
unrealized_pnl_percent_by_cost_of_carry	float	Unrealized profit and loss percentage by cost of carry
is_level0_price	boolean	is lv0(delay) quote

---

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	long	Global order ID
order_id	int	Account auto-increment order number (deprecated)
parent_id	long	Parent order ID, currently only used for attached orders in the TigerTrade App
order_time	int	Order time, a 13-digit timestamp in milliseconds
trade_time	int	Order status update time. Completed orders: completion time Canceled orders: Successful cancellation time The timestamp is in milliseconds with 13 digits
update_time	int	Order update time given in milliseconds with 13 digits
expire_time	int	GTD (Good Till Date) order expiration time, in milliseconds with a 13-digit timestamp
reason	str	Upon failure, the description of the reason for the failure will be returned
action	str	Trade direction: 'BUY' / 'SELL'
quantity	int	Order quantity
quantity_scale	int	The offset of the order quantity, defaulting to 0. For fractional share orders, the combination of quantity and quantity_scale represents the actual order quantity. For example, if quantity=111 and quantity_scale=2, the real quantity would be 111 * 10^(-2) = 1.11
total_cash_amount	float	The total order amount, which is None when the order is placed by number of shares
filled_cash_amount	float	The total amount executed, which is None when the order is placed by number of shares
refund_cash_amount	float	The returned amount, which equals the total order amount minus the executed amount. It is None when the order is placed by number of shares or if the order is not finalized
filled	int	Executed Quantity
avg_fill_price	float	Average Execution Price Excluding Commission
commission	float	Includes commission, stamp duty, securities regulatory fees, and other related charges
gst	float	Goods and Service Tax
realized_pnl	float	Realized profit and loss
trail_stop_price	float	Trailing stop price
limit_price	float	Limit order price
aux_price	float	Stop-loss order: price at which the stop-loss order is triggered Trailing stop order: price difference being tracked.
trailing_percent	float	Trailing stop order - Percentage, with a value range from 0 to 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	Validity: 'DAY': Valid for the day 'GTC': Valid untill cancelled 'GTD': Valid until a specified date (requires expire_time)
outside_rth	bool	Supports pre-market and after-market trading, exclusive to US stocks
trading_session_type	str	Night trading
contract	Contract	tigeropen.trade.domain.contract.Contract Contract Object
status	OrderStatus	tigeropen.common.consts.OrderStatus OrderStatus Enum
remaining	int	Unfilled quantity
sub_ids	list[int]	List of sub-order IDs for attached orders (this field will only have a value when attaching an order)
adjust_limit	float	Price adjustment range (default 0 means no adjustment, positive number means adjust upward, negative number means adjust downward). The price will be automatically adjusted to a valid price. For example, 0.001 means adjusting upward with a range not exceeding 0.1%; -0.001 means adjusting downward with a range not exceeding 0.1%. Default 0 means no adjustment
user_mark	str	User-defined remarks
latest_price	float	Market price at the time of placing the order
charges	tigeropen.trade.domain.order.Charge	Order commission and other fee details (only available for individual order queries via TradeClient.get_order). See below for specifics

tigeropen.trade.domain.order.Charge

property name	type	description
category	str	Fee type (TIGER/THIRD_PARTY)
category_desc	str	Fee category description: Tiger Charge; Third Parties
total	float	Current category fee total
details	tigeropen.trade.domain.order.ChargeDetail	Fee details

tigeropen.trade.domain.order.ChargeDetail

property name	type	description
type	str	Fee type: SETTLEMENT_FEE/STAMP_DUTY/TRANSACTION_LEVY/EXCHANGE_FEE/FRC_TRANSACTION_LEVY
type_desc	str	Fee type description: Settlement Fee; Stamp Duty; Transaction Levy; Exchange Fee; AFRC Transaction Levy
original_amount	float	Fee amount
after_discount_amount	float	After discount fee

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

market_order_by_amount Market order

market_order_by_amount(account, contract, action, amount)

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'
amount	int	The amount of cash for 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 type: PROFIT - Take Profit order type, LOSS - Stop Loss order type; LMT / STP / STP_LMT are only supported for OCA (One-Cancels-All) orders
price	float	Trigger price for the additional order
time_in_force	str	Validity period 'DAY': Valid for the current day 'GTC': Good till cancel 'GTD': Good till date
outside_rth	bool	Whether pre-market and after-hours trading are allowed (US stocks only)
limit_price	float	Limit order price
trailing_percent	float	Trailing stop loss order-stop loss percentage, when trailing stop loss order, one of the stop loss percentage (stopLossTrailingPercent) and stop loss amount (stopLossTrailingAmount) must be filled in, if both are filled, the stop loss percentage will be used as the parameter
trailing_amount	float	Trailing stop loss order-stop loss amount, when trailing stop loss order, one of stop loss percentage (stopLossTrailingPercent) and stop loss amount (stopLossTrailingAmount) must be filled in, if both are filled, the stop loss percentage will be used as parameter
quantity	int	Order quantity

AlgoParams Algo order 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

Description
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

Parameter

parameter name	type	description
contract_id	int	contract id
symbol	str	Contract code
currency	Currency	Currency type
sec_type	SecurityType	Securities Type
exchange	str	Exchange
origin_symbol	str
local_symbol	str
expiry	str	Expiration date (for options/futures)
strike	float	Strike Price (for options)
put_call	str	Option direction, bullish bearish
multiplier	float	Number per lot
name	str	Contract name
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
shortable_count
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
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
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
marginable
trade	bool	Futures are exclusive, whether they can be traded
close_only
continuous	bool	Exclusive to futures, whether it is a continuous contract
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
categories
lot_size

::: Warning 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	No	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

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')

---

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）
status	str	Market status description(Market not open，Trading，Market closed etc.）
open_time	datetime.datetime	Last opening time
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;

OptionFilter Option Filter

tigeropen.quote.domain.filter.OptionFilter

Explanation

Option filter parameter

parameter

parameter	type	requirement	description
implied_volatility_min	float	No	minimum Implied volatility reflects the market's expected future stock price fluctuations. The higher the implied volatility, the more severe the expected stock price fluctuations
implied_volatility_max	float	No	maximum Implied volatility reflects the market's expected future stock price fluctuations. The higher the implied volatility, the more severe the expected stock price fluctuations
open_interest_min	int	No	minimum 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
open_interest_max	int	No	maximum 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_min	float	No	minimum 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
delta_max	float	No	maximum 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_min	float	No	minimum gamma: Reflects the impact of stock price changes on delta. Every time the stock price changes by 1 dollar, delta changes gamma
gamma_max	float	No	maximum gamma: Reflects the impact of stock price changes on delta. Every time the stock price changes by 1 dollar, delta changes gamma
theta_min	float	No	minimum 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
theta_max	float	No	maximum 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_min	float	No	minimum vega: Reflects the impact of volatility on option price changes. For every 1% change in volatility, the option price changes approximately vega
vega_max	float	No	maximum vega: Reflects the impact of volatility on option price changes. For every 1% change in volatility, the option price changes approximately vega
rho_min	float	No	minimum 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
rho_max	float	No	maximum 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
in_the_money	bool	No	In the money