Dictionary
Category
| Code | Description |
|---|---|
| CN_STOCK | China Connect Stocks |
| HK_STOCK | Hong Kong Stocks |
| HK_ETF | Hong Kong ETFs |
| US_STOCK | US Stocks |
| US_ETF | US ETFs |
| US_EQUITY_CALL_OPTION | US Equity Call Options |
| US_EQUITY_PUT_OPTION | US Equity Put Options |
ExchangeCode
| Code | Description |
|---|---|
| HKG | Hong Kong Stock Exchange |
| NAS | NASDAQ Capital Market |
| NYSE | New York Stock Exchange |
| ASE | NYSE MKT |
| PSE | NYSE Archipelago Exchange |
| BAT | BATS Exchanges |
| NMS | NASDAQ Global Market |
| NSQ | NASDAQ Global Select Market |
| OTC | Over The Counter Bulletin Board |
| PK | Pink Sheets |
| OPRA | Option Pricing Reporting Authority |
| CCC | Cryptocurrency |
| HKW | Hong Kong Warrant Exchange |
InstrumentStatus
| Code | Description |
|---|---|
| ACTIVE | trading status |
| INACTIVE | non-transactional status |
| HALTED | suspended status |
Currency
| Code | Description |
|---|---|
| CNH | RMB |
| HKD | Hong Kong Dollar |
| USD | US Dollar |
Timespan
| Code | Description |
|---|---|
| M1 | 1 minute k |
| M5 | 5 minutes k |
| M15 | 15 minutes k |
| M30 | 30 minutes k |
| M60 | 60 minutes k |
| M120 | 120 minutes k |
| M240 | 240 minutes k |
| D | Day k |
| W | Week k |
| M | Month k |
| Y | Year k |
SubType
| Code | Description |
|---|---|
| QUOTE | Order Book |
| SNAPSHOT | Market Snapshot |
| TICK | Tick-by-Tick |
OrderSide
| Code | Description |
|---|---|
| BUY | Buy |
| SELL | Sell |
| SHORT | Short |
OrderTIF
| Code | Description |
|---|---|
| DAY | Day Order |
| GTC | GTC Order |
OrderType
| Code | Description | Available Market |
|---|---|---|
| LIMIT | Limit Order | U.S. Stock, China Connect |
| MARKET | Market Order | U.S. Stock |
| STOP_LOSS | Stop Order | U.S. Stock |
| STOP_LOSS_LIMIT | Stop Limit Order | U.S. Stock |
| ENHANCED_LIMIT | Enhanced Limit Order | Hong Kong stocks |
| AT_AUCTION | Auction order | Hong Kong stocks |
| AT_AUCTION_LIMIT | At-auction limit order | Hong Kong stocks |
| MARKET_ON_OPEN | Opening market order | U.S. Stock. Only institutional clients are supported. |
| MARKET_ON_CLOSE | Closing market order | U.S. Stock. Only institutional clients are supported. |
OrderEntrustType
| Code | Description |
|---|---|
| QTY | quantity |
| AMOUNT | amount |
ForbidReason
| Code | Description |
|---|---|
| DELISTED | delisting |
| REVERSE_SPLIT | a reverse stock split |
| STOCK_SPLIT | a stock split |
| TO_OTC | Exchange changed to OTC |
| NAME_CHANGE | name change |
| IPO_DELAY | delayed listing |
| INSTRUMENT_TYPE_ERROR | wrong symbol type |
| OTHER | other |
TradePolicy
| Code | Description |
|---|---|
| ALL | Allow opening and closing of positions |
| CLOSE_ONLY | Only allow closing |
| DENIED | Prohibit trading |
OrderStatus
| Code | Description |
|---|---|
| PENDING | Pending |
| CANCELLED | Canceled |
| FAILED | Failed |
| FILLED | Filled |
| PARTIAL_FILLED | Partial Filled |
| WORKING | Working |
| WAIT | Wait |
SceneType
| Scene Type | Description |
|---|---|
| PLACE_FAILED | Order failed |
| MODIFY_SUCCESS | Change order successfully |
| MODIFY_FAILED | Change order failed |
| CANCEL_SUCCESS | Cancellation succeeded |
| CANCEL_FAILED | Cancellation failed |
| FILLED | Partially filled |
| FINAL_FILLED | All filled |
TrailingType
| Code | Description |
|---|---|
| PERCENTAGE | Percentage |
| AMOUNT | Amount |
AccountType
| Code | Description |
|---|---|
| MARGIN | Margin Account |
| CASH | Cash Account |
Direction
| Code | Description |
|---|---|
| B | Buy(stocks are traded at the first set bid price) |
| S | Sell(stocks are traded at the first set ask price) |
| G | Buy(stocks are traded at a higher price than the first set bid price) |
| L | Sell(stocks are traded at a lower price than the first set ask price) |
| N | Neutral |
Markets
| Code | Description |
|---|---|
| US | US market |
| HK | HK market |
TradingDateType
| Code | Description |
|---|---|
| FULL_DAY | Full day |
| HALF_DAY | Half day |
ComboType
| Field | Description |
|---|---|
| NORMAL | Simple Order |
| MASTER | Simple Order plus Take Profit Order or Stop Loss Order |
| STOP_PROFIT | Take Profit Order |
| STOP_LOSS | Stop Loss Order |
| OTO | One Triggers Other Order |
| OCO | One Cancels Other Order |
| OTOCO | One Triggers a One Cancels Other Order |
InstrumentTypes
| Field | Description |
|---|---|
| EQUITY | Stocks、ETFs |
| OPTION | Options (Equity & Index) |
EntrustType
| Field | Description |
|---|---|
| QTY | Place order as per quantity |
| AMOUNT | Place order according to the amount |
ExtendedHours
| Field | Description |
|---|---|
| Y | Include extended trading hours |
| N | Only support regular trading hours |
OptionsStrategy
| Field | Description |
|---|---|
| SINGLE | Single option |
| COVERED_STOCK | Buy writes |
| STRADDLE | Straddle |
| STRANGLE | Strangle |
| VERTICAL | Vertical |
| CALENDAR | Calendar |
| BUTTERFLY | Butterfly |
| CONDOR | Condor |
| COLLAR_WITH_STOCK | Collar with stock |
| IRON_BUTTERFLY | Iron butterfly |
| IRON_CONDOR | Iron condor |
| DIAGONAL | Diagonal |
OptionsType
| Field | Description |
|---|---|
| CALL | Call |
| PUT | Put |
OptionsCategory
| Field | Description |
|---|---|
| AMERICAN | American Style Options |
| EUROPEAN | European Style Options |
OptionExpirationTypes
| Field | Description |
|---|---|
| AM | AM |
| PM | PM |
OptionDirection
| Field | Description |
|---|---|
| LONG | Long |
| SHORT | Short |
Status
| Field | Description |
|---|---|
| EXERCISE | Exercised Options Records |
| ASSIGNMENT | Assigned Options Records |
| EXPIRE | Expired Options Records |