Market Data
Market Data Interfaces
ποΈ Snapshot
Get real-time market snapshot data for a security. Returns key market indicators such as latest price, price change, volume, turnover rate, etc. Supports querying various security types including US stocks, etc., with optional inclusion of pre-market, after-hours, and overnight trading data.
ποΈ Historical Bars
Batch query interface. Query the recent N bars of data based on stock symbols, time granularity, and type. Supports historical bars of various granularities like M1, M5, etc. Currently, daily bars (D) and above only provide forward-adjusted bars; minute bars provide unadjusted bars. Frequency limit: 1 call per second per App Key.
ποΈ Tick
Get tick-by-tick trade data for a security. Returns detailed tick trade records within a specified time range for a given security, including trade time, price, volume, direction, and other details. Data is sorted in reverse chronological order (latest first). Frequency limit: 1 call per second per App Key.
ποΈ Quotes depth
Get the latest bid/ask data for a security. Returns bid/ask information for a specified depth, including price, quantity, order details, etc. Frequency limit: 1 call per second per App Key.
ποΈ Historical Bars (single symbol)
Query the recent N bars of data based on stock symbol, time granularity, and type. Supports historical bars of various granularities like M1, M5, etc. Currently, daily bars (D) and above only provide forward-adjusted bars; minute bars provide unadjusted bars. Frequency limit: 1 call per second per App Key.