Market Data Subscription

About 17 min

Subscription and callback data format currently supports two ways, Protobuf and STOMP, we recommend using Protobuf. The current version uses STOMP by default, and will switch to the default Protobuf method in future versions.

Modify the PushClient initialization parameter use_protobuf, set to True to enable the Protobuf method: use_protobuf, set to True to enable the Protobuf method:

push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

Protobuf

protocol version: proto3

PushClient.subscribe_quote(symbols)

Unsubscribe

PushClient.unsubscribe_quote(symbols)

Description

Stock quote subscription and cancellation interface, the returned data is updated in real time, that is, every time the price or pending order data update will have data pushed Callback interface returns the result type for the basic quote QuoteBasicData (tigeropen.push.pb.QuoteBasicData_pb2.QuoteBasicData) object Best Quote QuoteBBOData (tigeropen.push.pb.QuoteBasicData_pb2.QuoteBBOData) object

this interface is returned asynchronously, using PushClient.quote_changed in response to the basic quote QuoteBasicData object; Use PushClient.quote_bbo_changed to respond to the best quote QuoteBBOData object

Agruments

Name	Type	Description
symbols	list[str]	list of securities codes, e.g. ['AAPL', 'BABA'], English codes should be in upper case

Unsubscribe Arguments

Name	Type	Description
symbols	list[str]	list of securities codes, e.g. ['AAPL', 'BABA']

Return

Refer to：Quote change

CAUTION

There are two types of stock quote callback data: trading data and intraday data, and the fields returned by the two types of data are not the same

Example

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.push.pb.QuoteBBOData_pb2 import QuoteBBOData
from tigeropen.push.pb.QuoteBasicData_pb2 import QuoteBasicData
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

def on_quote_changed(frame: QuoteBasicData):
    """
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """ask/bid 
    """
    print(f'quote bbo changed: {frame}')
  
# bind callback method
push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed

push_client.connect(client_config.tiger_id, client_config.private_key)

push_client.subscribe_quote(['AAPL', 'BABA'])

push_client.unsubscribe_quote(['AAPL', 'BABA'])

push_client.disconnect()

Callback data example

tigeropen.push.pb.QuoteBasicData_pb2.QuoteBasicData example：

symbol: "00700"
type: BASIC
timestamp: 1677742483530
serverTimestamp: 1677742483586
avgPrice: 365.37
latestPrice: 363.8
latestPriceTimestamp: 1677742483369
latestTime: "03-02 15:34:43"
preClose: 368.8
volume: 12674730
amount: 4630947968
open: 368.2
high: 369
low: 362.4
marketStatus: "Trading"
mi {
  p: 363.8
  a: 365.37
  t: 1677742440000
  v: 27300
  h: 364
  l: 363.6
}

tigeropen.push.pb.QuoteBasicData_pb2.QuoteBBOData Example：

symbol: "01810"
type: BBO
timestamp: 1677741267291
serverTimestamp: 1677741267329
askPrice: 12.54
askSize: 397600
askTimestamp: 1677741266304
bidPrice: 12.52
bidSize: 787400
bidTimestamp: 1677741266916

Push_client.subscribe_depth_quote(symbols)

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PushClient.unsubscribe_depth_quote(symbols)

Description

Subscribe to depth quotes, ** U.S. depth quotes push frequency of 300ms, Hong Kong depth quotes push frequency of 2s, return up to 40 files of pending buy and sell orders data **, the data returned for real-time updates, that is, pending orders data updates will have data pushed. This interface is asynchronous return, using PushClient.quote_depth_changed response depth quotes QuoteDepthData (tigeropen.push.pb.QuoteDepthData_pb2.QuoteDepthData) object;

Arguments

Name	Type	Description
symbols	list[str]	list of symbols，such as ['AAPL', 'BABA']

Unsubscribe Arguments

Name	Type	Description
symbols	list[str]	list of symbols，such as ['AAPL', 'BABA']

Example

from tigeropen.push.push_client import PushClient
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')

# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)


def on_quote_depth_changed(frame: QuoteDepthData):
    print(f'quote depth changed: {frame}')

    
push_client.quote_depth_changed = on_quote_depth_changed
  
push_client.connect(client_config.tiger_id, client_config.private_key)

push_client.subscribe_depth_quote(['AMD', 'MSFT'])

push_client.unsubscribe_depth_quote(['AMD', 'MSFT'])

push_client.disconnect()

Callback Data Example

tigeropen.push.pb.QuoteDepthData_pb2.QuoteDepthData

CAUTION

This interface will only push a maximum of the first 40 ask/bid

data structure：

Field	Type	Description
symbol	str	symbol
timestamp	int	depth quote time
ask	OrderBook	ask data
bid	OrderBook	bid data

OrderBook structure：

Field	Type	Description
price	`list[float]`	price
volume	`list[int]`	order volume
orderCount	`list[int]`	order count（HK stock only）

Callback data example

depth quote items example，The price of adjacent slots may be the same, where count is optional

symbol: "00700"
timestamp: 1677742734822
ask {
  price: 363.8
  price: 364
  price: 364.2
  price: 364.4
  price: 364.6
  price: 364.8
  price: 365
  price: 365.2
  price: 365.4
  price: 365.6
  volume: 26900
  volume: 14800
  volume: 15200
  volume: 31500
  volume: 15800
  volume: 7700
  volume: 29400
  volume: 6300
  volume: 6000
  volume: 5500
  orderCount: 27
  orderCount: 20
  orderCount: 19
  orderCount: 22
  orderCount: 14
  orderCount: 10
  orderCount: 20
  orderCount: 12
  orderCount: 10
  orderCount: 11
}
bid {
  price: 363.6
  price: 363.4
  price: 363.2
  price: 363
  price: 362.8
  price: 362.6
  price: 362.4
  price: 362.2
  price: 362
  price: 361.8
  volume: 9400
  volume: 19900
  volume: 35300
  volume: 74200
  volume: 26300
  volume: 16700
  volume: 22500
  volume: 21100
  volume: 40500
  volume: 5600
  orderCount: 16
  orderCount: 23
  orderCount: 36
  orderCount: 79
  orderCount: 30
  orderCount: 32
  orderCount: 31
  orderCount: 34
  orderCount: 143
  orderCount: 26
}

Push_client.subscribe_tick(symbols)

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PushClient.unsubscribe_tick(symbols)

Description

The transaction-by-transaction subscription push interface is an asynchronous interface, and the results of asynchronous requests can be obtained by implementing the PushClient.tick_changed interface. The callback data type is tigeropen.push.pb.TradeTickData_pb2.TradeTickData This method is used for both stocks and futures.

Push frequency is 200ms, using snapshot push, each time pushing the latest 50 records per tick.

Arguments

Name	Type	Description
symbols	list[str]	list of symbols，like ['AAPL', 'BABA']

Unsubscribe Arguments

Name	Type	Description
symbols	list[str]	list of symbols, like ['AAPL', 'BABA']

Example

from tigeropen.push.pb.trade_tick import TradeTick
from tigeropen.push.push_client import PushClient
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')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

def on_tick_changed(frame: TradeTick):
    print(f'tick changed: {frame}')

    
push_client.tick_changed = on_tick_changed   
  
push_client.connect(client_config.tiger_id, client_config.private_key)

# subscribe stock
push_client.subscribe_tick(['AMD', 'MSFT'])
# subscribe future
push_client.subscribe_tick(['HSImain', 'CNmain'])


time.sleep(10)
push_client.unsubscribe_tick(['AMD', 'MSFT'])
push_client.disconnect()

Callback data tigeropen.push.pb.trade_tick.TradeTick

TradeTick data structure：

Field	Type	Description
symbol	str	stock or future code
secType	str	STK/FUT
quoteLevel	str	The level of authority of the ticker from which the data comes (for US stocks, usQuoteBasic has less data per tick than usStockQuote); there is no level distinction for futures
timestamp	int	timestamp in millisecond
ticks	`list[TradeTickItem]`	tick data list

ticks data structure：

Field	Type	Description
sn	int	serial number
volume	int	volume
tickType	str	* means no change, + means up, - means down (not available for futures)
price	double	transaction price
time	int	transaction time stamp
cond	str	The list of transaction conditions for each data, if the array is empty, it means that each transaction of the current batch is an automatic transaction (futures are not available on a per-transaction basis)
partCode	str	Exchange code of each transaction (US stocks only)
partName	str	Exchange name of each transaction (U.S. stocks only)

Callback Example

    TradeTick<{'symbol': '00700', 'sec_type': 'STK', 'quote_level': 'hkStockQuoteLv2', 'timestamp': 1685602618145, 'ticks': [TradeTickItem<{'tick_type': '+', 'price': 316.6, 'volume': 100, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602617046, 'sn': 42055}>, TradeTickItem<{'tick_type': '-', 'price': 316.4, 'volume': 600, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602617639, 'sn': 42056}>, TradeTickItem<{'tick_type': '-', 'price': 316.4, 'volume': 200, 'part_code': None, 'part_code_name': None, 'cond': None, 'time': 1685602617639, 'sn': 42057}>]}>

Push_client.subscribe_tick(symbols)

Unsubscribe

PushClient.unsubscribe_tick(symbols)

Description

The full-tick subscription push interface is an asynchronous interface, and the results of asynchronous requests can be obtained by implementing the PushClient.tick_changed interface. The callback data type is tigeropen.push.pb.TickData_pb2.TickData

Arguments

Name	Type	Description
symbols	list[str]	list of symbols，like ['AAPL', 'BABA']

At the same time, change the configuration client_config.use_full_tick = True, enable full tick mode, and pass in client_config=client_config when PushClient is initialized.

Unsubscribe Arguments

Name	Type	Description
symbols	list[str]	list of symbols, like ['AAPL', 'BABA']

Example

from tigeropen.push.pb.TickData_pb2 import TickData
from tigeropen.push.push_client import PushClient
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')
client_config.use_full_tick = True
# init PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True, client_config=client_config)


def on_full_tick_changed(frame: TickData):
    print(f'full tick changed: {frame}')

    
push_client.full_tick_changed = on_full_tick_changed
  
push_client.connect(client_config.tiger_id, client_config.private_key)

push_client.subscribe_tick(['AMD', 'MSFT', '00700'])


time.sleep(10)
push_client.unsubscribe_tick(['AMD', 'MSFT'])
push_client.disconnect()

Callback data tigeropen.push.pb.TickData_pb2.TickData

TickData data structure：

field	type	desc
symbol	str	security code
source	str	STK/FUT
timestamp	int	data timestamp
ticks	`list[Tick]`	tick datas

each item of ticks data structure：

Field	Type	Description
sn	int	serial number
volume	int	volume
type	str	* means no change, + means up, - means down (not available for futures)
price	double	transaction price
time	int	transaction time stamp
partCode	str	Exchange code of each transaction (US stocks only)

Example

symbol: "NVDA"
ticks {
  sn: 2381
  time: 1712669401076
  price: 874.1
  volume: 10
  type: "*"
  partCode: "t"
}
ticks {
  sn: 2382
  time: 1712669401076
  price: 874.1
  volume: 11
  type: "*"
  partCode: "t"
}
ticks {
  sn: 2383
  time: 1712669401076
  price: 874.1
  volume: 3
  type: "*"
  partCode: "t"
}
timestamp: 1712669403808
source: "NLS"

PushClient.subscribe_kline(symbols=None)

Unsubscribe

PushClient.unsubscribe_kline(symbols)

Description Subscribe to minute kline.

Parameters

Field	Type	Description
symbols	list[str]	list of security codes

Callback data Need to use PushClient.kline_changed to respond to the return result

Example

from tigeropen.push.push_client import PushClient
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')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

def on_kline_changed(frame: KlineData):
    print(f'kline changed: {frame}')
    
push_client.kline_changed = on_kline_changed

push_client.connect(client_config.tiger_id, client_config.private_key)

symbols = ['AAPL']

push_client.subscribe_kline(symbols)

Callback Example

{
  "time":"1712584560000",
  "open":168.9779,
  "high":169.0015,
  "low":168.9752,
  "close":169.0,
  "avg":168.778,
  "volume":"3664",
  "count":114,
  "symbol":"AAPL",
  "amount":617820.6508,
  "serverTimestamp":"1712584569746"
}

Query Subscribed Symbols

PushClient.query_subscribed_quote()

Description Query the list of subscribed labels

This interface is asynchronous return, you need to use PushClient.query_subscribed_callback response to return the results

Arguments None

Callback data Need to use PushClient.query_subscribed_callback to respond to the return result

The callback data structure is as follows:

Field	Type	Description
limit	int	Maximum number of subscribed tickers (stocks, options, futures)
used	int	Number of subscribed tickers (stocks, options, futures)
subscribedSymbols	list	subscribedSymbols (stocks, options, futures)
askBidLimit	int	subscribed to the depth of the stock limit maximum number
askBidUsed	int	Number of subscribed stocks
subscribedAskBidSymbols	list	subscribed deep ticker symbols
tradeTickLimit	int	subscribed to the maximum number of trade-by-trade stock limits
tradeTickUsed	int	subscribedAskBidSymbols
subscribedTradeTickSymbols	list	subscribed trade-by-trade stock symbols

Example

from tigeropen.push.push_client import PushClient
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')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

def query_subscribed_callback(data):
    """
    data example:
        {'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1, 'symbol_focus_keys': {'qqq': ['open', 'prev_close', 'low', 'volume', 'latest_price', 'close', 'high']},
         'subscribed_quote_depth_symbols': ['NVDA'], 'quote_depth_limit': 20, 'quote_depth_used': 1,
         'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3}
    """
    print(f'subscribed data:{data}')
    print(f'subscribed symbols:{data["subscribed_symbols"]}')
    

push_client.query_subscribed_callback = query_subscribed_callback   
  
push_client.connect(client_config.tiger_id, client_config.private_key)

push_client.subscribe_quote(['QQQ'])
push_client.subscribe_depth_quote(['NVDA'])
push_client.subscribe_tick(['QQQ'])
push_client.subscribe_tick(['HSImain'])

push_client.query_subscribed_quote()

time.sleep(10)

Callback Example

{'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1,
 'subscribed_ask_bid_symbols': ['NVDA'], 'ask_bid_limit': 20, 'ask_bid_used': 1,
 'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3
 }

Arguments

Name	Type	Description
symbols	list[str]	consists of four elements of the option, separated by spaces: underlying code, expiration date (YYYYMMDD), strike price, and option type (call CALL/put PUT)

Callback Data

Need to bind the callback method through push_client.quote_changed, the callback method is the same as the stock

Examplepush_client.subscribe_option(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT']) or push_client.subscribe_quote(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT'])

from tigeropen.push.push_client import PushClient
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')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

def on_quote_changed(frame: QuoteBasicData):
    """
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """ask/bid 
    """
    print(f'quote bbo changed: {frame}')

push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed

        
push_client.connect(client_config.tiger_id, client_config.private_key)

push_client.subscribe_option(['AAPL 20240119 155.0 PUT', 'SPY 20221118 386.0 CALL'])


push_client.unsubscribe_quote(['AAPL 20240119 155.0 PUT', 'SPY 20221118 386.0 CALL'])
push_client.disconnect()

Arguments

name	type	description
symbols	`list[str]`	future code list，like 'CLmain', 'ES2209'

Callback data

Need to bind callback method through push_client.quote_changed

Example

push_client.subscribe_future(['CLmain', 'CN2209'])
# or
push_client.subscribe_quote(['VIXmain', 'ES2209'])

from tigeropen.push.push_client import PushClient
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')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

def on_quote_changed(frame: QuoteBasicData):
    """
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """ask/bid 
    """
    print(f'quote bbo changed: {frame}')

push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed6

push_client.connect(client_config.tiger_id, client_config.private_key)

push_client.subscribe_future(['BTCmain', 'CLmain'])


push_client.unsubscribe_quote(['BTCmain', 'CLmain'])
push_client.disconnect()

Callback data example basic quote

symbol: "BTCmain"
type: BASIC
timestamp: 1677571147018
avgPrice: 23562.4
latestPrice: 23355
latestPriceTimestamp: 1677571045000
latestTime: "02-28 01:57:25 -0600"
preClose: 23445
volume: 900
open: 23585
high: 23710
low: 23350
marketStatus: ""
tradeTime: 1677571045000
preSettlement: 23445
minTick: 5
mi {
  p: 23355
  a: 23562.4
  t: 1677571020000
  v: 3
  o: 23350
  h: 23355
  l: 23350
}

ask bid

symbol: "BTCmain"
type: BBO
timestamp: 1677571147018
askPrice: 23365
askSize: 3
askTimestamp: 1677571147018
bidPrice: 23355
bidSize: 1
bidTimestamp: 1677571141150

PushClient.subscribe_stock_top(market, indicators=None)Unsubscribe methodPushClient.unsubscribe_stock_top(market, indicators=None)

Description

Subscribe to stock top data, no push during non-trading hours, push interval is 30s, each push subscribes to indicators Top30 underlying data. The push interface is an asynchronous callback, and the result of asynchronous request can be obtained by implementing the ApiComposeCallback interface. The callback interface returns the result type as StockTopData object. The data of each indicator is sorted in reverse order by indicator value.

Support the subscription of stock indicators in the US and Hong Kong markets. The top of intraday data has all indicators of StockRankingIndicator, and the top data of only two indicators of US stocks before and after the market is up (changeRate) and up in 5 minutes (changeRate5Min)

Parameters

Parameter Name	Type	Required	Description
market	str or Market enum	Yes	Market, support HK, US
indicators	`list[tigeropen.common.consts.StockRankingIndicator]`	No	StockRankingIndicator, default is all indicators, refer to the enumeration StockRankingIndicator's value (changeRate:day increase. changeRate5Min:5-minute increase; turnoverRate:turnover rate; amount:current day volume; volume:current day volume; amplitude:current day amplitude)

Callback data

Need to bind the callback method via push_client.stock_top_changed

The data structure of StockTopData is as follows:

Field	Type	Description
market	str	market:US/HK
timestamp	int	timestamp
topData	`list[TopData]`	List of data for each indicator list

The data structure of TopData is as follows:

field	type	description
targetName	str	indicatorName(changeRate, changeRate5Min, turnoverRate, amount, volume, amplitude)
item	`list[StockItem]`	A list of the list data under this indicator dimension

The data structure of StockItem is as follows:

field	type	description
symbol	str	marked
latestPrice	float	The latest price
targetValue	float	Corresponding indicator value

Example

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import OptionRankingIndicator, StockRankingIndicator
from tigeropen.push.pb.StockTopData_pb2 import StockTopData
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

def on_stock_top_changed(frame: StockTopData):
    print(f'stock top changed: {frame}')

push_client.stock_top_changed = on_stock_top_changed

push_client.connect(client_config.tiger_id, client_config.private_key)


push_client.subscribe_stock_top("HK", [StockRankingIndicator.Amount])

push_client.unsubscribe_stock_top("HK", [StockRankingIndicator.Amount])

Callback Data Example

topData {
  targetName: "amount"
  item {
    symbol: "02800"
    latestPrice: 19.55
    targetValue: 3338633741
  }
  item {
    symbol: "00700"
    latestPrice: 338.8
    targetValue: 2950736047
  }
  item {
    symbol: "02828"
    latestPrice: 66.34
    targetValue: 1533436182
  }
  item {
    symbol: "09988"
    latestPrice: 85.2
    targetValue: 1396707122
  }
  item {
    symbol: "02269"
    latestPrice: 37.1
    targetValue: 1238930730
  }
  item {
    symbol: "03690"
    latestPrice: 127.9
    targetValue: 1167532142
  }
  item {
    symbol: "01211"
    latestPrice: 262.6
    targetValue: 716540400
  }
  item {
    symbol: "03033"
    latestPrice: 3.916
    targetValue: 629691374
  }
  item {
    symbol: "01357"
    latestPrice: 3.29
    targetValue: 589222680
  }
  item {
    symbol: "02318"
    latestPrice: 50.25
    targetValue: 572686837
  }
  item {
    symbol: "01299"
    latestPrice: 80.25
    targetValue: 510098294
  }
  item {
    symbol: "09888"
    latestPrice: 139.7
    targetValue: 504564066
  }
  item {
    symbol: "00388"
    latestPrice: 303.8
    targetValue: 488918091
  }
  item {
    symbol: "07226"
    latestPrice: 4.85
    targetValue: 477161727
  }
  item {
    symbol: "01398"
    latestPrice: 4.16
    targetValue: 459215853
  }
  item {
    symbol: "02331"
    latestPrice: 43.2
    targetValue: 439082885
  }
  item {
    symbol: "02015"
    latestPrice: 137.8
    targetValue: 407068273
  }
  item {
    symbol: "09618"
    latestPrice: 143.9
    targetValue: 389690725
  }
  item {
    symbol: "07552"
    latestPrice: 6.59
    targetValue: 387550625
  }
  item {
    symbol: "01024"
    latestPrice: 54.85
    targetValue: 350567971
  }
  item {
    symbol: "00981"
    latestPrice: 20.65
    targetValue: 349594737
  }
  item {
    symbol: "00386"
    latestPrice: 4.47
    targetValue: 347819789
  }
  item {
    symbol: "00883"
    latestPrice: 11.12
    targetValue: 320431605
  }
  item {
    symbol: "09868"
    latestPrice: 44.05
    targetValue: 292605044
  }
  item {
    symbol: "02020"
    latestPrice: 81.95
    targetValue: 285153726
  }
  item {
    symbol: "03968"
    latestPrice: 36.25
    targetValue: 273604906
  }
  item {
    symbol: "00939"
    latestPrice: 5.05
    targetValue: 270755731
  }
  item {
    symbol: "01088"
    latestPrice: 23.6
    targetValue: 265332533
  }
  item {
    symbol: "00020"
    latestPrice: 2.14
    targetValue: 256621941
  }
  item {
    symbol: "00941"
    latestPrice: 63.25
    targetValue: 248440129
  }
}

PushClient.subscribe_option_top(market, indicators=None)Unsubscribe methodPushClient.unsubscribe_option_top(market, indicators=None)

Description

Subscribe to the option's market top data,** no push during non-trading hours, push interval is 30s, each push subscribes to the data of the indicator Top50 underlying**. The push interface is an asynchronous callback, and the result of asynchronous request can be obtained by implementing the ApiComposeCallback interface. The return result type of the callback interface is OptionTopData object. Among them, the variation of large orders is the data of single transaction volume greater than 1000, sorted in reverse order by transaction time, and the other indicator data is the data of cumulative indicator value in reverse order on trading days.

Support for subscription to the U.S. market options indicators, the intraday data list has OptionRankingIndicator all indicators.

Parameters

Parameter Name	Type	Required	Description
market	str or Market enum	Yes	Market, support HK, US
indicators	`list[tigeropen.common.consts.OptionRankingIndicator]`	No	Options list indicators, default is all indicators, refer to the value of the enumeration OptionRankingIndicator (bigOrder:Variable big order. volume:cumulative volume for the day, amount:cumulative volume for the day, openInt:open position)

Callback data

The callback method should be bound by push_client.option_top_changed.

The OptionTopData data structure is as follows:

Field	Type	Description
market	string	market:US
timestamp	long	timestamp
topData	`list[TopData]`	List of data for each indicator list

The data structure of TopData is as follows:

field	type	description
targetName	string	Indicator name(bigOrder, volume, amount, openInt)
bigOrder	`list[BigOrder]`	The list of variance bigOrder indicators (bigOrder) data
item	`list[OptionItem]`	The list of data under this indicator dimension

The data structure of BigOrder is as follows:

field	type	description
symbol	str	Stock ETF Underlying
expiry	str	Expiration date, format: yyyyMMdd
strike	str	Strike
right	str	CALL/PUT
dir	str	Buy/Sell direction: BUY/SELL/NONE
volume	float	volume
price	float	volume
amount	float	volume
tradeTime	int	transaction timestamp

The data structure of OptionItem is as follows:

field	type	description
symbol	str	Stock ETF Underlying
expiry	str	Expiration date, format: yyyyMMdd
strike	str	Strike
right	str	CALL/PUT
totalAmount	float	volume
totalVolume	float	volume
totalOpenInt	float	open position volume
volumeToOpenInt	float	Volume/open position
latestPrice	float	Latest Price
updateTime	int	Indicator data update timestamp

Examples

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import OptionRankingIndicator
from tigeropen.push.pb.OptionTopData_pb2 import OptionTopData

client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')

# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# Define the callback method
def on_option_top_changed(frame: OptionTopData).
    print(f'option top changed: {frame}')

# Binding callback method
push_client.option_top_changed = on_option_top_changed

# Establish a connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe
push_client.subscribe_option_top("US", [OptionRankingIndicator.Amount])

# Unsubscribe
push_client.unsubscribe_option_top("US", [OptionRankingIndicator.Amount])

Callback data example

{
    "market":"US",
    "timestamp":"1687277160445",
    "topData":[
        {
            "targetName":"volume",
            "item":[
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"435.0",
                    "right":"PUT",
                    "totalAmount":5394115,
                    "totalVolume":212478,
                    "totalOpenInt":16377,
                    "volumeToOpenInt":0.012467,
                    "latestPrice":0.25,
                    "updateTime":"1687277254390"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"436.0",
                    "right":"PUT",
                    "totalAmount":7754077,
                    "totalVolume":194423,
                    "totalOpenInt":13403,
                    "volumeToOpenInt":0.011408,
                    "latestPrice":0.58,
                    "updateTime":"1687277213603"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"437.0",
                    "right":"PUT",
                    "totalAmount":10420625,
                    "totalVolume":182078,
                    "totalOpenInt":13973,
                    "volumeToOpenInt":0.010683,
                    "latestPrice":1.17,
                    "updateTime":"1687277213602"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"438.0",
                    "right":"CALL",
                    "totalAmount":4482482,
                    "totalVolume":181899,
                    "totalOpenInt":961,
                    "volumeToOpenInt":0.010673,
                    "latestPrice":0.09,
                    "updateTime":"1687277213603"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"436.0",
                    "right":"CALL",
                    "totalAmount":7331667,
                    "totalVolume":150604,
                    "totalOpenInt":238,
                    "volumeToOpenInt":0.008837,
                    "latestPrice":0.66,
                    "updateTime":"1687277208599"
                }
                // ......
            ]
        },
        {
            "targetName":"amount",
            "item":[
                {
                    "symbol":"TSLA",
                    "expiry":"20230721",
                    "strike":"5.0",
                    "right":"CALL",
                    "totalAmount":34061561,
                    "totalVolume":1812,
                    "totalOpenInt":18,
                    "volumeToOpenInt":0.00023,
                    "latestPrice":259.99,
                    "updateTime":"1687276953360"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230721",
                    "strike":"500.0",
                    "right":"PUT",
                    "totalAmount":30877216,
                    "totalVolume":1960,
                    "volumeToOpenInt":0.000248,
                    "latestPrice":234.97,
                    "updateTime":"1687276953360"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230623",
                    "strike":"265.0",
                    "right":"CALL",
                    "totalAmount":27928028,
                    "totalVolume":66361,
                    "totalOpenInt":12928,
                    "volumeToOpenInt":0.008405,
                    "latestPrice":6.5,
                    "updateTime":"1687277264395"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230721",
                    "strike":"420.0",
                    "right":"CALL",
                    "totalAmount":21629503,
                    "totalVolume":11105,
                    "totalOpenInt":46931,
                    "volumeToOpenInt":0.000652,
                    "latestPrice":19.27,
                    "updateTime":"1687273142271"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230623",
                    "strike":"270.0",
                    "right":"CALL",
                    "totalAmount":17657903,
                    "totalVolume":61012,
                    "totalOpenInt":14302,
                    "volumeToOpenInt":0.007728,
                    "latestPrice":4.52,
                    "updateTime":"1687277254390"
                }
                // ......
            ]
        },
        {
            "targetName":"openInt",
            "item":[
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"10.0",
                    "right":"CALL",
                    "totalAmount":4933,
                    "totalVolume":750,
                    "totalOpenInt":340843,
                    "volumeToOpenInt":0.00022,
                    "latestPrice":0.1,
                    "updateTime":"1687276788220"
                },
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"10.0",
                    "right":"PUT",
                    "totalVolume":1,
                    "totalOpenInt":321814,
                    "latestPrice":6.2,
                    "updateTime":"1687276853278"
                },
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"4.0",
                    "right":"PUT",
                    "totalAmount":117982,
                    "totalVolume":2748,
                    "totalOpenInt":242101,
                    "volumeToOpenInt":0.000806,
                    "latestPrice":0.81,
                    "updateTime":"1687277034280"
                },
                {
                    "symbol":"ATVI",
                    "expiry":"20240119",
                    "strike":"85.0",
                    "right":"PUT",
                    "totalAmount":3500,
                    "totalVolume":26,
                    "totalOpenInt":230702,
                    "volumeToOpenInt":0.000016,
                    "latestPrice":7,
                    "updateTime":"1687274092822"
                },
                {
                    "symbol":"EEM",
                    "expiry":"20231215",
                    "strike":"47.0",
                    "right":"CALL",
                    "totalAmount":310,
                    "totalVolume":15,
                    "totalOpenInt":183054,
                    "volumeToOpenInt":0.000003,
                    "latestPrice":0.18,
                    "updateTime":"1687269619956"
                }
                // ......
            ]
        },
        {
            "targetName":"bigOrder",
            "bigOrder":[
                {
                    "symbol":"AMC",
                    "expiry":"20230818",
                    "strike":"10.0",
                    "right":"PUT",
                    "dir":"Buy",
                    "volume":1000,
                    "price":6.94,
                    "amount":694000,
                    "tradeTime":"1687276860753"
                },
                {
                    "symbol":"GLPI",
                    "expiry":"20230818",
                    "strike":"50.0",
                    "right":"CALL",
                    "dir":"Sell",
                    "volume":1094,
                    "price":1.2,
                    "amount":131280,
                    "tradeTime":"1687276744519"
                },
                {
                    "symbol":"AMD",
                    "expiry":"20230818",
                    "strike":"140.0",
                    "right":"CALL",
                    "dir":"Buy",
                    "volume":1700,
                    "price":3.25,
                    "amount":552500,
                    "tradeTime":"1687276467421"
                },
                {
                    "symbol":"AAPL",
                    "expiry":"20230915",
                    "strike":"185.0",
                    "right":"PUT",
                    "dir":"Sell",
                    "volume":1500,
                    "price":6.65,
                    "amount":997500,
                    "tradeTime":"1687276413267"
                },
                {
                    "symbol":"BABA",
                    "expiry":"20240119",
                    "strike":"75.0",
                    "right":"PUT",
                    "dir":"Sell",
                    "volume":1500,
                    "price":4.8,
                    "amount":720000,
                    "tradeTime":"1687276036749"
                }
                // ......
            ]
        }
    ]
}

Stomp

PushClient.subscribe_quote(symbols, quote_key_type=QuoteKeyType.TRADE, focus_keys=None)

Unsubscribe

PushClient.unsubscribe_quote(symbols)

Description

Use this method to subscribe and unsubscribe to the market datat streaming service of a designated symbol. The data received needs to be processed with your own implementatioin of PushClient.on_quote_changed. Our sever will push you the data whenever a transaction, or a change of quote occurred.

Arguments

Arguments	Type	Description
symbols	`list[str]`	A list of ticker symbols. The symbols are case sensitive. Example: ['AAPL', 'BABA']，
quote_key_type	QuoteKeyType	tigeropen.common.consts.quote_keys.QuoteKeyType, The key type of the
focus_keys	`list[str]`	List of keys. Ignoring this parameter is recommendeds if there is a value assigned to quote_key_type

Possible key types in tigeropen.common.consts.quote_keys.QuoteKeyType includes：

Attribute	Description
QuoteKeyType.TRADE	Transaction daata, fields： open, latest_price, high, low, prev_close, volume, timestamp
QuoteKeyType.QUOTE	Market Quote data, fields: ask_price, ask_size, bid_price, bid_size, timestamp
QuoteKeyType.TIMELINE	One Minute K-line, fields: p-latest price, a:average price, t:timestamp, v: volume.
QuoteKeyType.ALL	All of the aboves

Arguments-unsubscribe

Arguments	Type	Description
symbols	`list[str]`	List of ticker symbols. Example: ['AAPL', 'BABA']

Examples

from tigeropen.push.push_client import PushClient
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')

# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

#Implement your own callback function
def on_quote_changed(symbol, items, hour_trading):
  """
  callback for market data push
  :param symbol: list of symbols
  :param items: list，each element is a tuple, each tuple correspond to the name of a data field, and its value
  :param hour_trading: if the current time is within trading hour
  :return:
  """
  print(f'quote change: {symbol}, {items}, {hour_trading}')

# bind callback method
push_client.quote_changed = on_quote_changed

# Establish a Connection       
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to data streaming. You can choose a set of keys of your interest. However, the default value for key is QuoteKeyType.Trade. See tigeropen.common.consts.quote_keys.QuoteKeyType for details
push_client.subscribe_quote(['AAPL', 'BABA'], quote_key_type=QuoteKeyType.ALL)

# Unsubscribes
push_client.unsubscribe_quote(['AAPL', 'BABA'])

# Disconnect
push_client.disconnect()

Callback Data

The data pushed by the server needs to be processed with your own implementation of on_quote_changed(symbol, items, hour_trading). The data is structured as follows:

symbol, represents the ticker symbol of an aseet, str
items, is a list of tuples that contains the acutal data. Each tuple contains the name of the data field and its value
hour_trading. The bool represents if it is currently in trading hour.

Callback Data Example

items：

[('latest_price', 339.8), ('ask_size', 42500), ('ask_price', 340.0), ('bid_size', 1400), ('bid_price', 339.8),
  ('high', 345.0), ('prev_close', 342.4), ('low', 339.2), ('open', 344.0), ('volume', 7361440),
  ('minute', {'p': 339.8, 'a': 341.084, 't': 1568098440000, 'v': 7000, 'h': 340.0, 'l': 339.8}),
  ('timestamp', '1568098469463')]

Push_client.subscribe_depth_quote(symbols)

Unsubscribe

PushClient.unsubscribe_depth_quote(symbols)

Description

Subscribe to market depth quote. a maximum of 40 levels of the orderbook will be returned. There will be a data push whenever there is a change of orderbook

Argument

Argument	Type	Description
symbols	`list[str]`	List of ticker symbols. Example: ['AAPL', 'BABA']

Unsubscribe

Argument	Type	Description
symbols	`list[str]`	List of ticker symbols. Example: ['AAPL', 'BABA']

Example

from tigeropen.push.push_client import PushClient
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')

# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

#Implement callback function
def on_quote_changed(symbol, items, hour_trading):
  """
  Callback Data
  :param symbol: Symbol of the subscribed security
  :param items: list, each element is a tuple, corresponding to the field name and value of the subscription
  :param hour_trading:  Whether it is after hours trading
  :return:
  """
  print(f'quote change: {symbol}, {items}, {hour_trading}')

# bind callback method
push_client.quote_changed = on_quote_changed
  
# Establish connection      
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to the quote
push_client.subscribe_depth_quote(['AMD', 'MSFT'])


# Cancel subscription
push_client.unsubscribe_depth_quote(['AMD', 'MSFT'])
# Disconnect
push_client.disconnect()

Callback Data

Implement on_quote_changed(symbol, items, hour_trading) to process the callback data, where:

symbol stands for security ticker symbol, str Type
items is a list which contains the actual orderbook data. It contains 3 list of equal length, corresponds to: price，volume and order count
hour_trading is a bool represents if it is ouside regular trading hours

Callback Data Example

Example of items:

[('bid_depth',
    '[[127.87,127.86,127.86,127.86,127.85,127.85,127.85,127.84,127.84,127.84,127.84,127.83,127.83, 127.83,127.83,127.83,127.82,127.81,127.8,127.8,127.8,127.8,127.8,127.8,127.8,127.79,127.79,127.78, 127.78, 127.75,127.68,127.6,127.6,127.55,127.5,127.5,127.5,127.5,127.29,127.28],[69,2,5,20,1,1,1,18,1,70,80,40,2,330,330,1,40,80,20,10,131,2,30,50,300,1,38,1,1,15,6,20,1,3,100,15,25,30,49,43]]'),
('ask_depth',
    '[[127.91,127.94,127.95,127.95,127.95,127.95,127.95,127.96,127.98,127.98,127.98,127.98,127.99,127.99, 128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0, 128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0,128.0],[822,4,98,50,5,5,500,642,300,40,1,36,19,1,1,1,1,50,1,1,50,1,100,10,1,1,10,1,1,1,1,5,1,8,1,1,120,70,1,4]]'),
('timestamp', 1621933454191)]

Push_client.subscribe_tick(symbols)

Unsubscribe

PushClient.unsubscribe_tick(symbols)

Description

This is an asynchronous interface and the results of asynchronous requests can be obtained by implementing the PushClient.tick_changed interface. This method is used for both stocks and futures.

Argument

Argument	Type	Description
symbols	`list[str]`	List of ticker symbols. Example: ['AAPL', 'BABA']

Unsubscribe

Argument	Type	Description
symbols	`list[str]`	List of ticker symbols. Example: ['AAPL', 'BABA']

Example

from tigeropen.push.push_client import PushClient
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')

# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

def on_tick_changed(symbol, items):
    """
    :param symbol:
    :param items:
    :return:
    """
    print(f'tick change:{symbol}, items:{items}')
    # convert to pandas.DataFrame
    # ticks = pd.DataFrame(items)
    # print(ticks)
    
# Bind callback method
push_client.tick_changed = on_tick_changed   
  
# connect        
push_client.connect(client_config.tiger_id, client_config.private_key)

# subscribe tick data
push_client.subscribe_tick(['AMD', 'MSFT'])
# subscribe futures tick data
push_client.subscribe_tick(['HSImain', 'CNmain'])

time.sleep(10)

# unsubscribe
push_client.unsubscribe_tick(['AMD', 'MSFT'])
# disconnect
push_client.disconnect()

Callback data

callback function on_tick_changed(symbol, items) receive data:

symbol is code of the contract，str
items are data list，list, each item is dict

item fields meanings as follows:

Field	Type	Description
symbol	str	contract code
type	str	tick data type, always 'TradeTick'
server_timestamp	int	server push time, unit: millisecond
volume	int	trade volume
price	float	trade price
time	int	trade time, unit: millisecond
part_code	str	exchange code
part_code_name	str	exchange code name
sn	int	serial number
quote_level	str	quote permission level（For US stock，usQuoteBasic data is less than usStockQuote）
cond	str	trade condition，if None meaning auto order matching，refer to Trade Condition
tick_type	str	* price no change，+ price up，- price down

Callback data example

[{'tick_type': '*', 'price': 293.87, 'volume': 102, 'part_code': 'NSDQ',
  'part_code_name': 'NASDAQ Stock Market, LLC (NASDAQ)', 'cond': 'US_FORM_T', 'time': 1656405615779,
  'server_timestamp': 1656405573461, 'type': 'TradeTick', 'quote_level': 'usStockQuote', 'sn': 342,
  'timestamp': 1656405617385},
 {'tick_type': '*', 'price': 293.87, 'volume': 102, 'part_code': 'NSDQ',
  'part_code_name': 'NASDAQ Stock Market, LLC (NASDAQ)', 'cond': 'US_FORM_T', 'time': 1656405616573,
  'server_timestamp': 1656405573461,
  'type': 'TradeTick', 'quote_level': 'usStockQuote', 'sn': 343, 'timestamp': 1656405617385}]

Get List of Subscribed Assets

PushClient.query_subscribed_quote()

Description

Get a list of all subscribed assets

Implement PushClient.query_subscribed_callback to process the returned data

Argument

None

Callback Date

Implement PushClient.query_subscribed_callback to process the returned data

callback data is a dict, meanings of keys as follows:

Key	Type	Description
subscribed_symbols	list	Subscribed contracts. (Correspond to PushClient.subscribe_quote)
limit	int	The maximum number of contracts that can subscribe to quote for the current tiger id
used	int	Number of contracts to which the current tiger id has subscribed
symbol_focus_keys	dict	Subscribed quote field
subscribed_quote_depth_symbols	list	List of contracts that have subscribed to the depth quote.(Correspond to PushClient.subscribe_depth_quote)
quote_depth_limit	int	The maximum number of contracts that can subscribe to depth quote for the current tiger id
quote_depth_used	int	Number of contracts to which the current tiger id has subscribed depth quote
subscribed_trade_tick_symbols	list	List of contracts that have subscribed to the tick.(Correspond to PushClient.subscribe_tick)
trade_tick_limit	int	The maximum number of contracts that can subscribe to tick data for the current tiger id
trade_tick_used	int	Number of contracts to which the current tiger id has subscribed tick

Example

from tigeropen.push.push_client import PushClient
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')

# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# define callback method
def query_subscribed_callback(data):
    """
    data example:
        {'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1, 'symbol_focus_keys': {'qqq': ['open', 'prev_close', 'low', 'volume', 'latest_price', 'close', 'high']},
         'subscribed_quote_depth_symbols': ['NVDA'], 'quote_depth_limit': 20, 'quote_depth_used': 1,
         'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3}
    """
    print(f'subscribed quote:{data}')
    print(f'subscribed symbols:{data["subscribed_symbols"]}')
    

# bind callback method
push_client.query_subscribed_callback = query_subscribed_callback   
  
# connect       
push_client.connect(client_config.tiger_id, client_config.private_key)

# subscribe quote
push_client.subscribe_quote(['QQQ'])
# subscribe depth quote
push_client.subscribe_depth_quote(['NVDA'])
# subscribe tick
push_client.subscribe_tick(['QQQ'])

# query what I have subscribed
push_client.query_subscribed_quote()

time.sleep(10)

Callback data example

{'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1, 'symbol_focus_keys': {'qqq': ['open', 'prev_close', 'low', 'volume', 'latest_price', 'close', 'high']},
 'subscribed_quote_depth_symbols': ['NVDA'], 'quote_depth_limit': 20, 'quote_depth_used': 1,
 'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3
 }

Description

Subscribe to market quote data for options

Argument

Argument	Type	Description
symbols	`list[str]`	The symbols of an option contract is made up with: ticker symbol of the underlying asset，expiration data(YYYYMMDD), strike price, PUT/CALL, example: AAPL 20230120 150.0 CALL

Examplepush_client.subscribe_option(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT'])

push_client.subscribe_quote(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT'])

Callback Data

You need to implement push_client.quote_changed to process the data pushed by the server. Please refer to the examples for stocks above.

Argument

Argument	Type	Description
symbols	`list[str]`	The symbols of Futures, like 'CLmain', 'ES2209'

Callback Data

You need to implement push_client.quote_changed to process the data pushed by the server. Please refer to the examples for stocks above.

example

push_client.subscribe_future(['CLmain', 'CN2209'])

# OR
push_client.subscribe_quote(['VIXmain', 'ES2209'])

Market Data Subscription

# Protobuf

# Subscribe quote

# Subscribe depth quote

# Subscribe tick

# Subscribe full tick

# Subscribe kline

# Query Subscribed Symbols

# Subscribe Option Quote

# Subscribe Future Quote

# Subscribe to stock top data

# Subscribe to option top data

# Stomp

# Subscribe to Market Data Streaming

# Subscribe to Market Depth Data

# Subscribe to Trade Tick Data

# Get List of Subscribed Assets

# Subscribe to Option Quote

# Subscribe to Future Quote

Protobuf

Subscribe quote

Subscribe depth quote

Subscribe tick

Subscribe full tick

Subscribe kline

Query Subscribed Symbols

Subscribe Option Quote

Subscribe Future Quote

Subscribe to stock top data

Subscribe to option top data

Stomp

Subscribe to Market Data Streaming

Subscribe to Market Depth Data

Subscribe to Trade Tick Data

Get List of Subscribed Assets

Subscribe to Option Quote

Subscribe to Future Quote