List of Enumerations

About 4 min

Refer to this section for enumerations used in the SDK

Language

tigeropen.common.consts.Language sourceopen in new window

NameLanuguage
zh_CNSimplified Chinese
zh_TWTraditional Chinese
en_USEnglish

Market

tigeropen.common.consts.Market sourceopen in new window

NameMarket
ALLAll markets
USUS market
HKHong kong market
CNA shares
SGSingapore market

TradingSession

NameDescription
PreMarketPre market hours
RegularRegular trading hours
AfterHoursAfter trading hours
OverNightOvernight trading hours

CapitalPeriod

NameMarket
INTRADAYintraday
DAYday
WEEKweek
MONTHmonth
YEARyear
QUARTERquarter
HALFAYEAR6month

Segment Type

tigeropen.common.consts.SegmentType

NameType
ALLAll Segments
SECStock
FUTFuture

Security Type

tigeropen.common.consts.SecurityType sourceopen in new window

NameAsset
ALLAll types
STKStocks
OPTOptions
WARWarrants
IOPTIOPT
FUTFutures
FOPFuture Options
CASHCash
MLEGOption Combination
FUNDFund

Currency

tigeropen.common.consts.Currency sourceopen in new window

NameCurrency
ALLALL
USDU.S Dollar
HKDHong Kong Dollar
CNHChinese Yuan
SGDSingapore Dollar

QuoteRight

NameDescription
BRAdjusted for Dividends and Splits (Forward Adjustment)
NRUnadjusted (No Adjustment for Dividends or Splits)

TimelinePeriod

NameEnum
DAY'day'
FIVE_DAYS'5day'

Order Status

tigeropen.common.consts.OrderStatus sourceopen in new window
tigeropen.common.util.order_utils.get_order_status method of the SDK converts the raw status codes to a enum valuesourceopen in new window

IdentifierStatus ValueStatus CodeDescription
NEWInitial-1Order initial status
HELDSubmitted5Order Submitted
PARTIALLY_FILLEDPartiallyFilled2, 5, 8Partially filled
FILLEDFilled6Completed
CANCELLEDCancelled4Cancelled
PENDING_CANCELPendingCancel3Pending cancellation
REJECTEDInactive7Inactive
EXPIREDInvalid-2Illegal state

Note: The status of PARTIALLY_FILLED is special, it may be HELD, CANCELLED, EXPIRED, REJECTED of any kind of status, please see FAQ-trading - how to determine the order is a partial transaction status See also the method of order status in sdk tigeropen.trade.domain.order.Order.status, that is, if the order status returned by the server is HELD(submitted), and there is a partial number of transactions, then the order status is PARTIALLY_FILLED

class Order:
    ...
    ...
    @property
    def status(self):
        if not self.remaining and self.filled:
            return OrderStatus.FILLED
        elif self._status == OrderStatus.HELD and self.filled:
            return OrderStatus.PARTIALLY_FILLED
        else:
            return self._status

Order Types

TypeDescription
MKTMarket Order
LMTLimit Order
STPStop Order
STP_LMTStop Limit Order
TRAILTrailing Stop Order
AMAuction Market Order(HK)
ALAuction Limit Order(HK)
TWAPTime Weighted Average Price
TVAPVolume Weighted Average Price
OCAOne-Cancels-All

Additional Order Types

TypeDescription
PROFITAdditional Take Profit Order
LOSSAdditional Stop Loss Order

K-line Type

tigeropen.common.consts.BarPeriod sourceopen in new window

Enum classEnum value
DAYday
WEEKweek
MONTHmonth
YEARyear
ONE_MINUTE1min
THREE_MINUTES3min
FIVE_MINUTES5min
TEN_MINUTES10min
FIFTEEN_MINUTES15min
HALF_HOUR30min
FORTY_FIVE_MINUTES45min
ONE_HOUR60min
TWO_HOURS2hour
THREE_HOURS3hour
FOUR_HOURS4hour
SIX_HOURS6hour

Quote Change

  • QuoteChangeKey
NameDescription
timestamptiger sever time
latest_pricelatest price
prev_closeclose price of last trading day
volumetrading volume
latest_timelastest time
openopening price
highhigh price
lowlow price
closeclosing price
ask_priceask price
ask_sizeask size
bid_pricebid price
bid_sizebid size
minute
bid_depthbid depth
ask_depthask depth

Market Data Permissions

Data fieldDescription
usQuoteBasicNasdaq Basic
usStockQuoteLv2TotalviewNasdaq Basic+TotalView
hkStockQuoteLv2Honkong L2 market depth data
usOptionQuoteU.S. options L1 real time quote
CMEFuturesQuoteLv2CME futures L2
CBOTFuturesQuoteLv2CBOT futures L2
COMEXFuturesQuoteLv2COMEX futures L2
NYMEXFuturesQuoteLv2NYMEX futures L2
HKEXFuturesQuoteLv2HKEX futures L2
SGXFuturesQuoteLv2SGX futures L2
OSEFuturesQuoteLv2OSE futures L2
CBOEFuturesQuoteLv2CBOE futures L2

Trade Condition

Trade ConditionMarketDescription
US_REGULAR_SALEUSRegular sale
US_BUNCHED_TRADEUSBunched Trade
US_CASH_TRADEUSCash Trade
US_INTERMARKET_SWEEPUSIntermarket Sweep Order
US_BUNCHED_SOLD_TRADEUSBunched Sold Trade
US_PRICE_VARIATION_TRADEUSPrice Variation Trade
US_ODD_LOT_TRADEUSOdd Lot Trade
US_RULE_127_OR_155_TRADEUSRule 127 Trade (NYSE) or Rule 155 Trade (NYSE MKT)
US_SOLD_LASTUSSold Last (Late Reporting)
US_MARKET_CENTER_CLOSE_PRICEUSMarket Center Close Price
US_NEXT_DAY_TRADEUSNext Day Trade
US_MARKET_CENTER_OPENING_TRADEUSMarket center opening trade
US_PRIOR_REFERENCE_PRICEUSPrior reference price
US_MARKET_CENTER_OPEN_PRICEUSMarket Center Open Price
US_SELLERUSSeller
US_FORM_TUSExtended Hours Trade (Form T)
US_EXTENDED_TRADING_HOURSUSExtended Trading Hours – Sold out of Sequence
US_CONTINGENT_TRADEUSContingent Trade
US_AVERAGE_PRICE_TRADEUSAverage Price Trade
US_CROSS_TRADEUSUS_CROSS_TRADE
US_SOLD_OUT_OF_SEQUENCEUSSold out of Sequence
US_ODD_LOST_CROSS_TRADEUSOdd Lost Cross Trade
US_DERIVATIVELY_PRICEDUSDerivatively Priced
US_MARKET_CENTER_RE_OPENING_TRADEUSMarket center re-opening trade
US_MARKET_CENTER_CLOSING_TRADEUSMarket center closing trade
US_QUALIFIED_CONTINGENT_TRADEUSQualified contingent trade
US_CONSOLIDATED_LAST_PRICE_PER_LISTING_PACKETUSConsolidated last price per listing packet
HK_AUTOMATCH_NORMALHKAutomatch Normal
HK_ODD_LOT_TRADEHKOdd Lot Trade
HK_AUCTION_TRADEHKAuction Trade
HK_OVERSEAS_TRADEHKOverseas Trade
HK_LATE_TRADE_OFF_EXCHGHKLate trade off exchange
HK_NON_DIRECT_OFF_EXCHG_TRADEHKNon direct off exchange trade
HK_DIRECT_OFF_EXCHG_TRADEHKDirect off exchange trade
HK_AUTOMATIC_INTERNALIZEDHKAutomatic internalized

AssetQuoteType

Position Asset Quote Type


class AssetQuoteType(Enum):
    # Includes pre-market, intra-day, and after-hours trading data. For night session, the closing price of the previous after-hours trading is used for calculation.
    ETH = "ETH"
    # Only intra-day trading data. For pre-market, after-hours, and night session, the intra-day closing price is used for calculation.
    RTH = "RTH"
    # Includes night session trading data. For night session, the night session trading data is used for calculation.
    OVERNIGHT = "OVERNIGHT"
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