证券类

大约 21 分钟

get_market_state 获取市场状态

value QuoteClient::get_market_state(string market);

说明

获取被查询市场的状态（开盘，盘前交易，盘后等），并获取被查询市场的最近开盘时间

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
marketMarketYes查询的市场，可以使用 tigerapi/enums.h Market 下提供的枚举常量，如 Market.US，参见枚举参数部分

返回

元素为 MarketStatus 对象，MarketStatus结构如下：

参数名类型描述
marketutility::string_t市场名称
trading_statusutility::string_t交易状态码。未开盘 NOT_YET_OPEN; 盘前交易 PRE_HOUR_TRADING; 交易中 TRADING; 午间休市 MIDDLE_CLOSE; 盘后交易 POST_HOUR_TRADING; 已收盘 CLOSING; 提前休市 EARLY_CLOSED; 休市 MARKET_CLOSED;
statusutility::string_t交易状态描述
open_timedatetime最近的开盘、交易时间，带tzinfo

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    /**
     * 使用封装后的行情接口 QuoteClient
     */
    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_market_state("US");
    cout << result << endl;

    return 0;
}

** 返回示例 **

[{"market":"HK","marketStatus":"Trading","openTime":"01-12 09:30:00","status":"TRADING"}]

get_trading_calendar

获取市场交易日历

QuoteClient::get_trading_calendar(market, begin_date, end_date)

说明

获取市场交易日历. 通过去除周末和该市场节假日得出，未去除临时休市的日期.
提供2015年之后到本年底的日历。 如果超出范围，则起止时间会被处理到提供数据的范围内。

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
marketMarketYes查询的市场，可以使用 tigerapi/enums.h Market 下提供的枚举常量，如 Market.US，参见枚举参数部分
begin_datestrNo日历起始时间， 结果里包含本日。yyyy-MM-dd 格式，如 '2022-06-01'
end_datestrNo日历截至时间，结果里不包含本日。yyyy-MM-dd 格式

begin_time 和 end_time 传参处理如下:

begin_time是否传递end_time是否传递说明
yesyesbegin_time和end_time分别为所传值
yesnoend_time为begin_time往后365天
noyesbegin_time为end_time往前365天
nonobegin_time为当前日期，end_time为begin_time往后30天

返回

参数名类型描述
datestr交易日日期
typestr交易日类型. TRADING为正常交易日，全天交易; EARLY_CLOSE为提前休市

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_trading_calendar("US", "2023-01-01", "2023-03-01");
    cout << result << endl;

    return 0;
}

返回示例

[{"date":"2023-01-03","type":"TRADING"},{"date":"2023-01-04","type":"TRADING"},{"date":"2023-01-05","type":"TRADING"},{"date":"2023-01-06","type":"TRADING"},{"date":"2023-01-09","type":"TRADING"},{"date":"2023-01-10","type":"TRADING"},{"date":"2023-01-11","type":"TRADING"},{"date":"2023-01-12","type":"TRADING"},{"date":"2023-01-13","type":"TRADING"},{"date":"2023-01-17","type":"TRADING"},{"date":"2023-01-18","type":"TRADING"},{"date":"2023-01-19","type":"TRADING"},{"date":"2023-01-20","type":"TRADING"},{"date":"2023-01-23","type":"TRADING"},{"date":"2023-01-24","type":"TRADING"},{"date":"2023-01-25","type":"TRADING"},{"date":"2023-01-26","type":"TRADING"},{"date":"2023-01-27","type":"TRADING"},{"date":"2023-01-30","type":"TRADING"},{"date":"2023-01-31","type":"TRADING"},{"date":"2023-02-01","type":"TRADING"},{"date":"2023-02-02","type":"TRADING"},{"date":"2023-02-03","type":"TRADING"},{"date":"2023-02-06","type":"TRADING"},{"date":"2023-02-07","type":"TRADING"},{"date":"2023-02-08","type":"TRADING"},{"date":"2023-02-09","type":"TRADING"},{"date":"2023-02-10","type":"TRADING"},{"date":"2023-02-13","type":"TRADING"},{"date":"2023-02-14","type":"TRADING"},{"date":"2023-02-15","type":"TRADING"},{"date":"2023-02-16","type":"TRADING"},{"date":"2023-02-17","type":"TRADING"},{"date":"2023-02-21","type":"TRADING"},{"date":"2023-02-22","type":"TRADING"},{"date":"2023-02-23","type":"TRADING"},{"date":"2023-02-24","type":"TRADING"},{"date":"2023-02-27","type":"TRADING"},{"date":"2023-02-28","type":"TRADING"}]

get_symbols 获取所有证券代码列表

value get_symbols(Market market = Market::ALL);

说明

获取所选市场所有证券的代码列表，包含退市和不可交易的部分代码以及指数。

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
marketMarketYes查询的市场， 可以使用tigerapi/enums.h Market下提供的枚举常量，如 US

返回

元素为市场所有证券的symbol，包含退市和不可交易的部分代码。其中以.开头的代码为指数， 如 .DJI 表示道琼斯指数。

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_symbols();
    cout << result << endl;

    return 0;
}

返回示例

"ZCMD","ZD","ZDGE","ZEAL","ZECP","ZEN","ZENV","ZEPP","ZEST","ZETA","ZEUS","ZEV","ZG","ZH","ZHDG","ZI","ZIG","ZIM","ZINGU","ZION","ZIONL","ZIONO","ZIONP","ZIP","ZIVO","ZKIN","ZLAB","ZM","ZNH","ZNTEU","ZNTL","ZOM","ZROZ","ZS","ZSB","ZSL","ZT","ZTAQU","ZTO","ZTR","ZTS","ZUMZ","ZUO","ZVIA","ZWS","ZY","ZYME","ZYNE","ZYXI"]

get_symbol_names 获取代码及名称列表

value get_all_symbol_names(Market market = Market::ALL);
value get_all_symbol_names(string market="ALL");

说明

获取所选市场所有证券的代码及名称

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
marketMarketYes查询的市场，可以使用tigerapi/enums.h Market下提供的枚举常量，如 Market.US

返回

参数名类型是否必填描述
symbolstringYes股票代码
namestringYes股票名称

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value result = quote_client->get_symbol_names();
    cout << result << endl;

    return 0;
}

返回示例

[{"name":"CKH HOLDINGS","symbol":"00001"},{"name":"CLP HOLDINGS","symbol":"00002"},
{"name":"HK & CHINA GAS","symbol":"00003"},{"name":"WHARF HOLDINGS","symbol":"00004"},
{"name":"HSBC HOLDINGS","symbol":"00005"}]

get_timeline 获取最近一个交易日的分时数据

value get_timeline(const value &symbols, bool include_hour_trading=false, long begin_time=-1);

说明

获取最近一个交易日的分时数据，分时数据与分钟bar类似，每分钟产生一个。只支持查询最新一个交易日的数据，如果需要历史数据，请使用 get_bars 接口查询

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolsvalueYes证券代码列表，单次上限50只，如 ['AAPL', 'TSLA']
include_hour_tradingboolNo是否包含盘前盘后分时数据，可选填，如 True 或 False
begin_timeutility::string_tNo获取分时数据的起始时间, 支持毫秒级别的时间戳，或日期时间字符串。如 1639386000000 或 '2019-06-07 23:00:00' 或 '2019-06-07'，默认返回当天数据
langLanguageNo支持的语言，可以使用tigerapi/enums.h Language下提供的枚举常量，默认为英文

返回

结构如下：

COLUMN类型描述
symbolstr证券代码，如 AAPL
timeint精确到毫秒的时间戳，如 1639386000000
pricefloat当前分钟的收盘价
avg_pricefloat截至到当前时间的成交量加权均价
pre_closefloat昨日收盘价
volumeint这一分钟的成交量
trading_sessionstr字符串， "pre_market" 表示盘前交易, "regular" 表示盘中交易, "after_hours"表示盘后交易。

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_timeline(symbols);
    cout << result << endl;

    return 0;
}

返回示例

get_history_timeline 获取历史分时数据

value get_history_timeline(const value &symbols, string date, QuoteRight right=QuoteRight::br);

说明

获取某一日期的历史分时数据

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolslist<str...>Yes证券代码列表，单次上限50只，如 ['AAPL', 'TSLA']
datestrYes日期字符串。如 '2022-04-14'
rightQuoteRightNo行情复权，默认前复权。可以使用tigerapi/enums.h QuoteRight的枚举值

返回

结构如下：

COLUMN类型描述
symbolstr证券代码，如 AAPL
timeint精确到毫秒的时间戳，如 1639386000000
pricefloat当前分钟的收盘价
avg_pricefloat截至到当前时间的成交量加权均价

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_history_timeline(symbols, "2023-01-10");
    cout << result << endl;

    return 0;
}

返回示例

[{"items":[{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361000000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361060000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361120000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361180000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673361240000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364660000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364720000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364780000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364840000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364900000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673364960000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365020000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365080000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365140000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365200000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365260000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365320000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365380000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365440000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365500000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365560000,"volume":0},{"avgPrice":130.15000000000001,"price":130.15000000000001,"time":1673365620000,"volume":0},{"avgPrice":63.130000000000003,"price":63.130000000000003,"time":1673384220000,"volume":0},{"avgPrice":63.130000000000003,"price":63.130000000000003,"time":1673384280000,"volume":0},{"avgPrice":63.662365000000001,"price":63.649999999999999,"time":1673384340000,"volume":230124}],"symbol":"JD"}]

get_trade_tick 获取逐笔成交数据

value get_trade_tick(const value &symbols, TradingSession trade_session=TradingSession::Regular, long begin_index=-1, long end_index=-1, int limit=100);

说明

获取逐笔成交数据，该接口可以支持在收盘后查询当前交易日的全量逐笔记录，也可以支持查询盘中最新的实时逐笔记录。

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolslist<str...>Yes证券代码列表，最多50个
trade_sessiontigerapi/enums.h TradingSessionNo交易时段，盘前/盘中/盘后。非必填，默认返回盘中数据
begin_indexintNo起始索引，当日索引值从0开始，如果begin_index和end_index设置为-1，会返回最新的逐笔数据，后续查询时，可以把上次查询返回的end_index值当做begin_index，从而进行连续查询，返回数据为前闭后开集合，比如：begin_index=1,end_index=100，会返回从1到99的记录，下次查询时，设置begin_index=100,end_index=200。
end_indexintNo结束索引，结束索引和起始索引的差值不能大于2000，大于2000时默认返回从起始索引开始的200条记录。当limit参数小于起始和结束索引的差值时，只会返回从起始索引开始的limit条逐笔数据。
limitintNo返回条数限制，默认返回：200，最大限制：2000
langLanguageNo支持的语言， 可以使用 tigerapi/enums.h Language 下提供的枚举常量，默认英文

begin_index 和 end_index参数使用说明

查询方式begin_indexend_index描述
查询最新逐笔记录-1-1默认返回limit条最新的逐笔记录。limit 默认为200
根据区间查询当日逐笔具体数值具体数值举例：begin_index=10, end_index=100 ，会返回包含10到99的 90条记录。如果limit设置为20，则会返回10到29的20条记录。

返回

结构如下：

参数名类型描述
indexint索引值
timeint毫秒时间戳
pricefloat成交价
volumeint成交量
directionstr价格变动方向，"+"表示主动买入，"-"表示主动卖出，"*"表示中性

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_trade_tick(symbols);
    cout << result << endl;

    return 0;
}

返回示例

get_quote_real_time 获取股票实时行情

value get_quote_real_time(const value &symbols);

说明

获取股票的实时行情，使用前需购买相应的行情权限，单次请求限制50只股票

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolslist<str...>Yes证券代码的列表，最多50只，如 ['AAPL', 'MSFT']
langLanguageNo支持的语言，可以使用tigerapi/enums.h Language下提供的枚举常量

返回

结构如下：

COLUMN类型描述
symbolstr证券代码
ask_pricefloat卖一价
ask_sizeint卖一量
bid_pricefloat买一价
bid_sizeint买一量
pre_closefloat前收价
latest_pricefloat最新价
latest_timeint最新成交时间，毫秒单位数字时间戳
volumeint成交量
openfloat开盘价
highfloat最高价
lowfloat最低价
statusstr交易状态

status(交易状态) 取值:

  • "UNKNOWN": 未知
  • "NORMAL": 正常
  • "HALTED": 停牌
  • "DELIST": 退市
  • "NEW": 新股
  • "ALTER": 变更

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_real_time(symbols);
    cout << result << endl;

    return 0;
}

get_quote_delay 获取股票延迟行情

value get_quote_delay(const value &symbols);

说明

本接口为免费延迟行情接口。不需要购买行情权限，开通开发者账号后可直接请求使用。目前仅支持获取美股延迟行情，相对实时行情延迟15分钟

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolslist<str...>Yes证券代码的列表，目前仅支持获取美股延迟行情。 如 ['AAPL', 'MSFT']，单次请求上限50
langLanguageNo支持的语言， 可以使用tigerapi/enums.h Language下提供的枚举常量， 如 Language.en_US

返回

结构如下：

参数名类型描述
symbolstr证券代码
pre_closefloat前收价
timeint最近成交时间，毫秒为单位的数字时间戳，如 1639429200000
volumeint成交量
openfloat开盘价
highfloat最高价
lowfloat最低价
closefloat收盘价
haltedfloat标的状态 (0: 正常 3: 停牌 4: 退市 7: 新股 8: 变更)

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_delay(symbols);
    cout << result << endl;

    return 0;
}

返回示例

[{"close":130.72999999999999,"halted":0,"high":131.2636,"low":128.12,"open":130.25999999999999,"preClose":130.15000000000001,"symbol":"AAPL","time":1673384400000,"volume":63896155},{"close":63.649999999999999,"halted":0,"high":64.620000000000005,"low":62.950000000000003,"open":64.099999999999994,"preClose":63.130000000000003,"symbol":"JD","time":1673384400000,"volume":5537959}]

get_kline 获取K线数据

value get_kline(const value &symbols, BarPeriod period=BarPeriod::DAY, long begin_time=-1, long end_time=-1,
                QuoteRight right=QuoteRight::br, int limit=251, string page_token="");
value get_kline(const value &symbols, string period, long begin_time=-1, long end_time=-1,
                string right="br", int limit=251, string page_token="");

说明

获取指定股票的K线数据，可指定不同的时间粒度。目前此接口支持获取以日、周、月、年、分钟、5分钟、15分钟、30分钟、60分钟为单位的K线数据。 考虑到接口性能和稳定性，此接口请求最高限制为1200条。对于需要更多历史数据进行分析或回测的用户，可以通过 get_bars_by_page 方法请求。也可以自行实现循环，通过多次请求的方式获取更长时间范围的历史的数据。我们编写了一个示例以供参考，需要注意的是，可以请求的K线时间长度可能会存在限制，具体请见历史行情限制

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolslist<str...>Yes证券代码列表，单次上限50只， 如 ['AAPL', 'GOOG']
periodBarPeriodNo获取的K线周期。默认 BarPeriod.DAY，可以使用 tigerapi/enums.h BarPeriod 下提供的枚举常量，如 BarPeriod.DAY。 'day'/'week'/'month'/'year'/'1min'/'5min'/'15min'/'30min'/'60min'
begin_timeint或strNo起始时间。支持毫秒级别的时间戳或日期字符串，如 1639371600000 或 '2019-06-07 23:00:00' 或 '2019-06-07'
end_timeint或strNo截至时间。支持毫秒级别的时间戳或日期字符串，如 1639371600000 或 '2019-06-07 23:00:00' 或 '2019-06-07'
rightQuoteRightNo复权方式。默认前复权，可以使用 tigerapi/enums.h QuoteRight 下提供的枚举常量，如 QuoteRight.BR 前复权，QuoteRight.NR 不复权
limitintNo限制数据的条数。默认 251
langLanguageNo支持的语言， 可以使用 tigerapi/enums.h Language 下提供的枚举常量， 如 Language.zh_CN
page_tokenstrNo分页token，记录分页的位置，上次请求返回的 next_page_token 可传入作为下次请求的起始标志

返回

结构如下：

参数名类型描述
timeint毫秒时间戳，如 1639371600000
openfloatBar 的开盘价
closefloatBar 的收盘价
highfloatBar 的最高价
lowfloatBar 的最低价
volumefloatBar 的成交量

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_kline(symbols);
    cout << result << endl;

    return 0;
}

返回示例

[
    {
        "items": [
            {
                "close": 139.5,
                "high": 141.43000000000001,
                "low": 137.49000000000001,
                "open": 140.41,
                "time": 1667883600000,
                "volume": 89908477
            },
            {
                "close": 134.87,
                "high": 138.55000000000001,
                "low": 134.5933,
                "open": 138.5,
                "time": 1667970000000,
                "volume": 74917794
            },
            {
                "close": 146.87,
                "high": 146.87,
                "low": 139.5,
                "open": 141.24000000000001,
                "time": 1668056400000,
                "volume": 118854028
            },
            {
                "close": 149.69999999999999,
                "high": 150.00999999999999,
                "low": 144.37,
                "open": 145.81999999999999,
                "time": 1668142800000,
                "volume": 93979665
            },
            {
                "close": 148.28,
                "high": 150.28,
                "low": 147.43000000000001,
                "open": 148.97,
                "time": 1668402000000,
                "volume": 73374114
            }
        ],
        "period": "day",
        "symbol": "AAPL"
    },
    {
        "items": [
            {
                "close": 45.490000000000002,
                "high": 45.840000000000003,
                "low": 43.950099999999999,
                "open": 45,
                "time": 1667883600000,
                "volume": 9351285
            },
            {
                "close": 42.460000000000001,
                "high": 43.600000000000001,
                "low": 42.195,
                "open": 43.435000000000002,
                "time": 1667970000000,
                "volume": 9533906
            },
            {
                "close": 46.030000000000001,
                "high": 46.93,
                "low": 45.229999999999997,
                "open": 45.390000000000001,
                "time": 1668056400000,
                "volume": 11965986
            },
            {
                "close": 48.93,
                "high": 50.549999999999997,
                "low": 48.530000000000001,
                "open": 49.469999999999999,
                "time": 1668142800000,
                "volume": 12951770
            },
            {
                "close": 50.850000000000001,
                "high": 52.020000000000003,
                "low": 50.119999999999997,
                "open": 50.939999999999998,
                "time": 1668402000000,
                "volume": 12662512
            }
        ],
        "period": "day",
        "symbol": "JD"
    }
]

get_depth_quote 获取深度行情

value QuoteClient::get_depth_quote(symbols, market)

说明

获取输入证券代码的买卖N档挂单数据，包括委托价格，数量及订单数，单次请求上限为50只

CAUTION

港股交易日收市竞价时间为16:00-16:10（于16:08与16:10之间随机收市），当天最后一条深度排盘数据一般在16:10之后的一两分钟后更新

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolslist<str...>Yes证券代码列表，单次上限50只
marketMarketYes查询的市场， 可以使用 tigerapi/enums.h Market 下提供的枚举常量

返回

asks 和 bids 对应的列表项数据含义为 (委托价格，委托数量，委托订单数) :

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_depth(symbols);
    cout << result << endl;

    return 0;
}

返回示例

[{"symbol":"00700","asks":[{"price":342.8,"count":8,"volume":52100},{"price":343.0,"count":53,"volume":116100},{"price":343.2,"count":20,"volume":118200},{"price":343.4,"count":18,"volume":73400},{"price":343.6,"count":16,"volume":70000},{"price":343.8,"count":19,"volume":35000},{"price":344.0,"count":48,"volume":110600},{"price":344.2,"count":22,"volume":142900},{"price":344.4,"count":19,"volume":54600},{"price":344.6,"count":19,"volume":70000}],"bids":[{"price":342.6,"count":4,"volume":64000},{"price":342.4,"count":2,"volume":12000},{"price":342.2,"count":7,"volume":67800},{"price":342.0,"count":10,"volume":71300},{"price":341.8,"count":22,"volume":16700},{"price":341.6,"count":19,"volume":18200},{"price":341.4,"count":12,"volume":79100},{"price":341.2,"count":14,"volume":97200},{"price":341.0,"count":42,"volume":56500},{"price":340.8,"count":26,"volume":46100}]}]

get_quote_stock_trade 获取股票交易需要的信息

QuoteClient::get_quote_stock_trade(symbols)

说明

获取股票交易需要的信息，如每手股数，比如港股下单股数必须为每手股数的整数倍

请求频率

频率限制请参考：接口请求限制

参数

参数名类型是否必填描述
symbolslist<str...>Yes证券代码列表, 上限为50

返回

结构如下:

COLUMN类型描述
symbolstr证券代码
lot_sizeint每手股数
min_tickfloat价格最小变动单位
spread_scalefloat报价精度

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_quote_stock_trade(symbols);
    cout << result << endl;

    return 0;
}

返回示例

[{"lotSize":1,"minTick":0.01,"spreadScale":1,"symbol":"AAPL"},{"lotSize":1,"minTick":0.01,"spreadScale":1,"symbol":"JD"}]

get_capital_flow 获取股票资金流数据

value QuoteClient::get_capital_flow

说明

获取股票资金净流入数据，包括最近一个交易日的实时分钟数据，和不同周期的净流入数据。对不同的时间粒度，支持获取以日、周、月、季、半年、年为单位的数据，最高限制为1200条，默认为200条。

参数、

参数类型是否必填描述
symbolstringYes股票代码
periodCapitalPeriodYes数据类型，取值范围(intraday:实时，day:日，week:周，month:月，year:年，quarter:季度，6month:半年)
marketMarketYesUS 美股，HK港股，CN A股(实时资金流向不支持A股)
begin_timeintNo开始时间，默认：-1，单位:毫秒(ms),前闭后开区间，即查询结果会包含起始时间数据，如查询周/月/年K线，会返回包含当前周期的数据(如:起始时间为周三，会返回从这周一的数据)
end_timeintNo结束时间，默认：-1，单位:毫秒(ms)
limitintNo单次请求返回数量，不传默认是200，limit不能超过1200，如果limit设置大于1200，只会返回1200条数据
langLangNo语言支持: zh_CN,zh_TW,en_US, 默认: en_US

返回

字段类型说明
symbolstring股票代码
periodstring周期
timestring标的所在市场时区的时间字符串，实时数据时为"11-25 12:48:00 EST"格式，非实时数据为"2022-11-22"格式
timestampint13位时间戳
net_inflowfloat净流入金额，负数表示流出

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
/************************** set config **********************/
ClientConfig config = ClientConfig(true);

    config.private_key = "-----BEGIN RSA PRIVATE KEY-----\n"
                         "xxxxxx私钥字符串xxxxxxxx"
                         "-----END RSA PRIVATE KEY-----";
    config.tiger_id = "开发者ID";
    config.account = "资金账户";


    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_capital_flow("AAPL", "US", "intraday");
    cout << result << endl;

    return 0;
}

返回示例

{"items":[{"netInflow":66792509.8979,"time":"01-10 09:30:00 EST","timestamp":1673361000000},{"netInflow":68356370.344899997,"time":"01-10 09:31:00 EST","timestamp":1673361060000},{"netInflow":70886790.490799993,"time":"01-10 09:32:00 EST","timestamp":1673361120000},{"netInflow":73072909.183300003,"time":"01-10 09:33:00 EST","timestamp":1673361180000},{"netInflow":18778097.630399998,"time":"01-10 15:45:00 EST","timestamp":1673383500000},{"netInflow":17920771.363000002,"time":"01-10 15:46:00 EST","timestamp":1673383560000},{"netInflow":16638279.7092,"time":"01-10 15:47:00 EST","timestamp":1673383620000},{"netInflow":16618314.0484,"time":"01-10 15:48:00 EST","timestamp":1673383680000},{"netInflow":16369111.518200001,"time":"01-10 15:49:00 EST","timestamp":1673383740000},{"netInflow":24502314.359200001,"time":"01-10 15:50:00 EST","timestamp":1673383800000},{"netInflow":25853726.0222,"time":"01-10 15:51:00 EST","timestamp":1673383860000},{"netInflow":22492884.448399998,"time":"01-10 15:52:00 EST","timestamp":1673383920000},{"netInflow":23272406.638500001,"time":"01-10 15:53:00 EST","timestamp":1673383980000},{"netInflow":22988058.011999998,"time":"01-10 15:54:00 EST","timestamp":1673384040000},{"netInflow":28326520.442699999,"time":"01-10 15:55:00 EST","timestamp":1673384100000},{"netInflow":24328584.693300001,"time":"01-10 15:56:00 EST","timestamp":1673384160000},{"netInflow":29597845.616900001,"time":"01-10 15:57:00 EST","timestamp":1673384220000},{"netInflow":27514469.558699999,"time":"01-10 15:58:00 EST","timestamp":1673384280000},{"netInflow":35487493.496799998,"time":"01-10 15:59:00 EST","timestamp":1673384340000}],"period":"intraday","symbol":"AAPL"}

get_capital_distribution 获取股票资金分布

value get_capital_distribution(string symbol, Market market = Market::US);

说明

获取股票资金分布。

参数

参数类型是否必填描述
symbolstrYes股票代码
marketMarketYesUS 美股，HK港股，CN A股
langLangNo语言支持: zh_CN,zh_TW,en_US, 默认: en_US

返回

字段类型说明
symbolstr股票代码
net_inflowfloat净流入金额(资金总流入 - 资金总流出)，负数表示流出
in_allfloat资金流入总额（大单+中单+小单）
in_bigfloat大单流入
in_midfloat中单流入
in_smallfloat小单流入
out_allfloat资金流出总额（大单+中单+小单）
out_bigfloat大单流出
out_midfloat中单流出
out_smallfloat小单流出

示例

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_capital_distribution("AAPL");
    cout << result << endl;

    return 0;
}

返回示例

{"inAll":3333362528.4099998,"inBig":577964736.26520014,"inMid":273636829.47490007,"inSmall":2481760962.6747251,"netInflow":35487493.5,"outAll":3297875034.9200001,"outBig":483301755.98959994,"outMid":292564622.11769968,"outSmall":2522008656.8106923,"symbol":"AAPL"}

get_stock_broker 获取港股经纪商买卖席位

value get_stock_broker(string symbol, int limit=40);

说明

获取港股经纪商买卖席位。

参数、

参数类型是否必填描述
symbolstrYes股票代码
limitintNo单次请求返回买方/卖方席位数量，不传默认是40，limit不能超过60，如果limit设置大于60，只会返回60条数据
langLangNo语言支持: zh_CN,zh_TW,en_US, 默认: en_US

返回

字段类型说明
symbolstr股票代码
bid_brokertigeropen.quote.domain.stock_broker.LevelBroker买方不同价格档位数组,字段参考LevelBroker说明
ask_brokertigeropen.quote.domain.stock_broker.LevelBroker卖方不同价格档位数组,字段参考LevelBroker说明

其中LevelBroker属性如下：

fieldtypedesc
levelint价格档位
pricefloat价格
broker_countint席位数量
brokerlist[igeropen.quote.domain.stock_broker.Broker]经纪商买卖席位列表, 字段参考Broker说明

Broker attributes：

fieldtypedesc
idstrbroker id
namestrbroker name

Example

#include "tigerapi/quote_client.h"

using namespace std;
using namespace web;
using namespace web::json;
using namespace TIGER_API;


int main(int argc, char *args[]) {
    /************************** set config **********************/
    ClientConfig config = ClientConfig();

    config.private_key = "xxxxxx your private key string xxxxxxxx";
    config.tiger_id = "your tiger id";
    config.account = "your account";



    std::shared_ptr<QuoteClient> quote_client = std::make_shared<QuoteClient>(config);
    value symbols = value::array();
    symbols[0] = value::string("AAPL");
    symbols[1] = value::string("JD");
    value result = quote_client->get_stock_broker(symbols);
    cout << result << endl;

    return 0;
}

Return example

StockBroker({'symbol': '01810',
    'bid_broker': [
        LevelBroker({'level': 1, 'price': 11.46, 'broker_count': 5,
            'broker': [Broker({'id': '5999', 'name': '中国创盈'}), Broker({'id': '4374', 'name': '巴克莱亚洲'}),
                    Broker({'id': '1438', 'name': 'Susquehanna'}), Broker({'id': '4821', 'name': '华盛'}),
                     Broker({'id': '6998', 'name': '中国投资'})]})],
    'ask_broker': [
        LevelBroker({'level': 1, 'price': 11.48, 'broker_count': 5,
            'broker': [Broker({'id': '4374', 'name': '巴克莱亚洲'}), Broker({'id': '9056', 'name': '瑞银'}),
                    Broker({'id': '2027', 'name': '东亚'}), Broker({'id': '4821', 'name': '华盛'}),
                    Broker({'id': '4374', 'name': '巴克莱亚洲'})]})]})
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