Requests, Responses, and Operations

TigerRequest

public class TigerRequest<T> where T : TigerResponse

Property	Type	SDK default	Purpose
`ApiMethodName`	`string`	none	`QuoteApiService`/`TradeApiService` operation constant
`ModelValue`	`ApiModel`	client's empty model	Business request serialized as `biz_content`
`ApiVersion`	`string`	`TigerApiConstants.DEFAULT_VERSION`	Protocol version
`Charset`	`string`	UTF-8 constant	Signature character set
`SignType`	`string`	RSA constant	Signature algorithm
`TigerId`, `Timestamp`, `Sign`, `DeviceId`	`string`	populated by client	Normally do not set manually

QuoteApiService and TradeApiService are not network clients. IsQuoteApi/IsTradeApi only validate operation names. Network calls are QuoteClient.Execute[Async] and TradeClient.Execute[Async].

TigerResponse

Every response has Code, Message, Timestamp, Sign, and IsSuccess(). Read each concrete class's Data, which may be strongly typed, a list, Dictionary<string, object>, or object.

Rates and Errors

Retry count comes from TigerConfig.FailRetryCounts; business failures are not retryable network failures.
Synchronous order placement and token refresh bypass automatic retry.
Use only batch, date-window, page, and rate limits stated on the relevant API page. Check business codes on failure, pass page tokens unchanged, and back off only for safely retryable read requests.
Quote, trading, options, futures, depth, and streaming permissions are separate.

Protocol-field models

Five server operations are registered in QuoteApiService but have no dedicated request class in C# SDK 1.2.3. An anonymous object cannot be assigned to TigerRequest.ModelValue; define small ApiModel subclasses. Use the complete definitions in the paired Chinese page or the equivalent declarations below.

using Newtonsoft.Json;
using TigerOpenAPI.Common.Enum;
using TigerOpenAPI.Model;

public sealed class StockDetailModel : ApiModel
{
    [JsonProperty(PropertyName = "symbols")]
    public List<string> Symbols { get; set; } = new();
    [JsonProperty(PropertyName = "sec_type", NullValueHandling = NullValueHandling.Ignore)]
    public string? SecType { get; set; }
}

public sealed class OptionTimelineQuery
{
    [JsonProperty(PropertyName = "symbol")]
    public string Symbol { get; set; } = string.Empty;
    [JsonProperty(PropertyName = "expiry")]
    public long Expiry { get; set; }
    [JsonProperty(PropertyName = "right")]
    public string Right { get; set; } = string.Empty;
    [JsonProperty(PropertyName = "strike")]
    public string Strike { get; set; } = string.Empty;
    [JsonProperty(PropertyName = "begin_time", NullValueHandling = NullValueHandling.Ignore)]
    public long? BeginTime { get; set; }
}

public sealed class OptionTimelineModel : ApiModel
{
    [JsonProperty(PropertyName = "option_query")]
    public List<OptionTimelineQuery> OptionQuery { get; set; } = new();
    [JsonProperty(PropertyName = "market")]
    public Market Market { get; set; }
}

public sealed class IndustryListModel : ApiModel
{
    [JsonProperty(PropertyName = "industry_level", NullValueHandling = NullValueHandling.Ignore)]
    public string? IndustryLevel { get; set; }
}

public sealed class IndustryStocksModel : ApiModel
{
    [JsonProperty(PropertyName = "industry_id")]
    public int IndustryId { get; set; }
    [JsonProperty(PropertyName = "market", NullValueHandling = NullValueHandling.Ignore)]
    public string? Market { get; set; }
}

public sealed class StockIndustryModel : ApiModel
{
    [JsonProperty(PropertyName = "symbol")]
    public string Symbol { get; set; } = string.Empty;
    [JsonProperty(PropertyName = "market", NullValueHandling = NullValueHandling.Ignore)]
    public string? Market { get; set; }
    [JsonProperty(PropertyName = "sec_type", NullValueHandling = NullValueHandling.Ignore)]
    public string? SecType { get; set; }
}

Local Option Calculations

OptionCalcUtil.GetOptionFundamentals calculates OptionFundamentals from market inputs. The locally calculated Greeks mean:

Field	Meaning
`Delta`	Sensitivity of theoretical option value to changes in the underlying price
`Gamma`	Sensitivity of Delta to changes in the underlying price
`Theta`	Sensitivity of theoretical option value to the passage of time
`Vega`	Sensitivity of theoretical option value to changes in implied volatility
`Rho`	Sensitivity of theoretical option value to changes in the risk-free rate

These local calculations are distinct from the deprecated option-chain Greek fields.