Tick-by-Tick
Interface Description
Function description：
- Query tick-by-tick transaction of securities according to the stock code list.
Request URL：/market-data/tick
Request method：Establish a GRPC through the Webull SDK to establish a persistent connection, and then call the interface to obtain it.
Frequency limit：The calling frequency of each AppId is limited to one time per second.
Request Parameters
| Parameter | Type | Required fields | Description |
|---|---|---|---|
| symbol | String | Yes | example: single:00700 |
| category | String | Yes | Security type，enumeration, reference: Category, such as: HK_STOCK |
| count | String | Yes | The number of lines: the default is 30, and the maximum limit is 1000 |
Response Parameter
| Field | Type | Description |
|---|---|---|
| symbol | String | Securities code |
| instrument_id | String | Unique identifier for the security |
| result | []Tick | Tick-by-Tick transaction |
Tick
| Field | Type | Description |
|---|---|---|
| time | String | Filled time |
| price | String | Price |
| volume | string | Filled Volume |
| side | string | Trade direction, details please refer here Direction |
Request Example
- Python
- Java
from webullsdktrade.grpc_api import API
from webullsdkquotescore.grpc.grpc_client import GrpcApiClient
from webullsdkcore.common.region import Region
grpc_client = GrpcApiClient(your_app_key, your_app_secret, Region.HK.value)
api = API(grpc_client)
response = api.market_data.get_tick(symbol, category)
if response.status_code == 200:
result = response.json()
try (QuotesApiClient quotesApiClient = QuotesApiClient.builder()
.appKey(Env.APP_KEY)
.appSecret(Env.APP_SECRET)
.regionId(Region.hk.name())
.build()) {
List<Tick> ticks = quotesApiClient.getTicks(symbol, category);
}
Response Example
{
"symbol":"00700",
"instrumentId":"913256409",
"result":[
{
"time":"1669882089000",
"price":"294.400",
"volume":"300",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"20000",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"5100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"200",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"23600",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"400",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"200",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"1700",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"400",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"200",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"700",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"300",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"200",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"10000",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"500",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"200",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"100",
"side":"N"
},
{
"time":"1669882089000",
"price":"294.400",
"volume":"1000",
"side":"N"
}
]
}