Historical Data&Data Streaming Limit
About 2 min
Historical Data&Data Streaming Limit
Clients who meet a certain turnover or total assets can get access to the corresponding historical quotes.
Note: After meeting the level, you have the access to historical quotes (such as k-line data), and the access to real-time quotes (such as requesting real-time quotes, tick data, pen-by-pen data, etc.) needs to be purchased separately.
| Meet any one of these requirements | Maximum number of historical stock/ETF K-lines that can be pulled | Maximum number of historical futures K-lines that can be pulled | Maximum number of historical options K-lines that can be pulled | Realtime Quote subscriptions number | Realtime Depth Quote subscriptions number |
|---|---|---|---|---|---|
| Open API access | 20 | 10 | 20 | 20 | 10 |
| Total Assets > 10,000 USD Turnover > 100,000 USD | 200 | 20 | 200 | 100 | 20 |
| Total Assets > 50,000 USD Turnover > 500,000 USD | 500 | 50 | 500 | 500 | 100 |
| Total Assets > 500,000 USD Turnover > 2,000,000 USD | 1000 | 100 | 1000 | 1000 | 200 |
| Total Assets > 1,000,000 USD Turnover > 5,000,000 USD | 2000 | 200 | 2000 | 2000 | 500 |
Calculation Method for Total Asset
- Total assets calculation rules：The total amount in Prime Account & Global Account is converted to USD at the real-time exchange rate.
- Turnover calculation rules：The greater of the total transaction amount of the previous natural month and the total transaction amount of the current natural month.
- Rules for calculating the number of historical K-line markers：Separate distinctions are made between stocks, options and futures, allowing users to request different types of trades on demand. K-line requests for the same underlying will not be counted repeatedly within the same counting period (e.g. multiple requests for AAPL will have a count value of 1). Stocks are counted according to the underlying stock, options are counted according to the four elements of the option, and futures are counted according to the underlying + contract month.
- Changes in permissions will not invalidate subscribed tickers.
Historical data description
Stock/ETFs
| Data Type | Data storage time | Field | Comment |
|---|---|---|---|
| Day Bar | Complete | time、open high low close、volume、amount、vwap | Daily bar with uncompounded and pre-compounded data |
| Week & Month Bar | Complete | Only uncompounded data | |
| 1min & 5min Bar | Last natural month | time、open high low close、volume、amount、vwap | |
| 15min & 30min & 60min Bar | Latest natural year | time、open high low close、volume、amount、vwap | |
| History 1min Bar | 2015.01 ～ Now | time、open high low close、volume、vwap | |
| Tick | Realtime tick：Last 5000 History tick：Last trading day | 30 minutes before the opening of the market, the data of the previous trading day will be deleted |
Futures
| Data Type | Data storage time | Field | Comment |
|---|---|---|---|
| Day & Week & Month Bar | Complete | time、open high low close、volume、amount、preclose、openInterest | |
| 1min、2min、5min Bar | Complete | time、open high low close、volume、amount | |
| Tick | Current Trading Day | 1 minutes before the opening of the market, the data of the previous trading day will be deleted |
Options
| Data Type | Data storage time | Field | Comment |
|---|---|---|---|
| Day Bar | Complete | time、open high low close、volume、preclose、openInterest | |
| 1min Bar | Complete | time、open high low close、volume | |
| Tick | Current Trading Day |