中文

Appendix 2: Enumeration Parameter Reference Table

For enumeration parameters and common field parameter meanings, please refer to this section.

Language

Language tigeropen.common.consts.Language source

IdentifierLanguage
zh_CNSimplified Chinese
zh_TWTraditional Chinese
en_USEnglish

Market

Market tigeropen.common.consts.Market source

IdentifierMarket
ALLAll
USUS Stocks
HKHong Kong Stocks
CNA-Shares
SGSingapore
AUAustralia
NZNew Zealand

CapitalPeriod

Capital Period

IdentifierMarket
INTRADAYintraday
DAYday
WEEKweek
MONTHmonth
YEARyear
QUARTERquarter
HALFAYEAR6month

Security Type

tigeropen.common.consts.SecurityType source

IdentifierSecurity Type
STKStock
OPTUS Stock Option
WARHK Warrant
IOPTHK CBBC
CASHForex
FUTFutures
FOPFuture Option

Currency Type

tigeropen.common.consts.Currency source

IdentifierCurrency Type
ALLAll
USDUS Dollar
HKDHong Kong Dollar
CNHChinese Yuan
SGDSingapore Dollar
AUDAustralian Dollar
JPYJapanese Yen
EUREuro
GBPBritish Pound
CADCanadian Dollar
NZDNew Zealand Dollar

Order Status

tigeropen.common.consts.OrderStatus source.

The SDK processes status values into enumeration identifiers through tigeropen.common.util.order_utils.get_order_status. source

Enum IdentifierStatus ValueStatus CodeDescription
EXPIREDInvalid-2Invalid Status
NEWInitial-1Initial Order Status
CANCELLEDCancelled4Cancelled
HELDSubmitted5Order Submitted
PARTIALLY_FILLEDPartiallyFilled2, 5, 8Partially Filled
FILLEDFilled6Completely Filled
REJECTEDInactive7Inactive

Note: The status of partially filled orders is special and can be any of HELD, CANCELLED, EXPIRED, or REJECTED. Also refer to the method for handling order status in the SDK tigeropen.trade.domain.order.Order.status. If the order status returned by the server is HELD (submitted) and there is a partial quantity filled, then the order status is PARTIALLY_FILLED.

class Order:
    ...
    ...
    @property
    def status(self):
        if not self.remaining and self.filled:
            return OrderStatus.FILLED
        elif self._status == OrderStatus.HELD and self.filled:
            return OrderStatus.PARTIALLY_FILLED
        else:
            return self._status

Order Replace Status

StatusDescription
NONEDefault status or order terminated
RECEIVEDReplace order received (pretrade check passed)
REPLACEDReplace order successful (confirmed by upstream)
FAILEDReplace order failed (received upstream rejection report)

Order Cancel Status

StatusDescription
NONEDefault status or order terminated
RECEIVEDCancel order received (pretrade check passed)
FAILEDCancel order failed (received upstream rejection report)

Order Type

TypeDescription
MKTMarket Order
LMTLimit Order
STPStop Order
STP_LMTStop Limit Order
TRAILTrailing Stop Order
AMAuction Market Order (HK)
ALAuction Limit Order (HK)

Additional Order Types

TypeDescription
PROFITAdditional Profit Order
LOSSAdditional Stop Loss Order
BRACKETSAdditional Bracket Order

Account Type

TypeDescription
CASHCash Account
RegTMarginReg T Margin Account
PMGRNPortfolio Margin

Account Segment

tigeropen.common.consts.SegmentType

IdentifierSecurity Type
ALLAll Types (supported by some APIs)
SECSecurities
FUTFutures
FUNDFund

Account Status

StatusDescription
NewNew Account
FundedFunded
OpenOpen
PendingPending
AbandonedAbandoned
RejectedRejected
ClosedClosed
UnknownUnknown

K-line Type

tigeropen.common.consts.BarPeriod source

Enum TypeEnum ValueDescription
DAYdayDaily
WEEKweekWeekly
MONTHmonthMonthly
YEARyearYearly
ONE_MINUTE1min1 Minute
THREE_MINUTES3min3 Minutes
FIVE_MINUTES5min5 Minutes
TEN_MINUTES10min10 Minutes
FIFTEEN_MINUTES15min15 Minutes
HALF_HOUR30min30 Minutes
FORTY_FIVE_MINUTES45min45 Minutes
ONE_HOUR60min60 Minutes
TWO_HOURS2hour2 Hours
THREE_HOURS3hour3 Hours
FOUR_HOURS4hour4 Hours
SIX_HOURS6hour6 Hours

Market Data Permission

FieldDescription
usQuoteBasicNasdaq Basic
usStockQuoteLv2TotalviewNasdaq Basic+TotalView
hkStockQuoteLv2HK Stock L2 Deep Quote
usOptionQuoteOption L1 Real-time Quote
HKEXFuturesQuoteLv2Hong Kong Futures Exchange L2
SGXFuturesQuoteLv2Singapore Exchange L2
OSEFuturesQuoteLv2Osaka Exchange L2
CBOEFuturesQuoteLv2Chicago Board Options Exchange L2

Tick-by-Tick Trade Condition Description

DescriptionMarketDescription
US_REGULAR_SALEUSRegular Sale
US_BUNCHED_TRADEUSBunched Trade
US_CASH_TRADEUSCash Trade
US_INTERMARKET_SWEEPUSIntermarket Sweep
US_BUNCHED_SOLD_TRADEUSBunched Sold Trade
US_PRICE_VARIATION_TRADEUSPrice Variation Trade
US_ODD_LOT_TRADEUSOdd Lot Trade
US_RULE_127_OR_155_TRADEUSNYSE Rule 127 or 155 Trade
US_SOLD_LASTUSSold Last
US_MARKET_CENTER_CLOSE_PRICEUSMarket Center Close Price
US_NEXT_DAY_TRADEUSNext Day Trade
US_MARKET_CENTER_OPENING_TRADEUSMarket Center Opening Trade
US_PRIOR_REFERENCE_PRICEUSPrior Reference Price
US_MARKET_CENTER_OPEN_PRICEUSMarket Center Open Price
US_SELLERUSSeller
US_FORM_TUSForm T
US_EXTENDED_TRADING_HOURSUSExtended Trading Hours
US_CONTINGENT_TRADEUSContingent Trade
US_AVERAGE_PRICE_TRADEUSAverage Price Trade
US_CROSS_TRADEUSCross Trade
US_SOLD_OUT_OF_SEQUENCEUSSold Out of Sequence
US_ODD_LOST_CROSS_TRADEUSOdd Lot Cross Trade
US_DERIVATIVELY_PRICEDUSDerivatively Priced
US_MARKET_CENTER_RE_OPENING_TRADEUSMarket Center Re-opening Trade
US_MARKET_CENTER_CLOSING_TRADEUSMarket Center Closing Trade
US_QUALIFIED_CONTINGENT_TRADEUSQualified Contingent Trade
US_CONSOLIDATED_LAST_PRICE_PER_LISTING_PACKETUSConsolidated Last Price Per Listing Packet
HK_AUTOMATCH_NORMALHKAutomatch Normal
HK_ODD_LOT_TRADEHKOdd Lot Trade
HK_AUCTION_TRADEHKAuction Trade
HK_OVERSEAS_TRADEHKOverseas Trade
HK_LATE_TRADE_OFF_EXCHGHKLate Trade Off Exchange
HK_NON_DIRECT_OFF_EXCHG_TRADEHKNon-Direct Off Exchange Trade
HK_DIRECT_OFF_EXCHG_TRADEHKDirect Off Exchange Trade
HK_AUTOMATIC_INTERNALIZEDHKAutomatic Internalized

Options Exchange

ExchangeDescription
AMEXNYSE MKTOptions Exchange
BOXBoston Options Exchange
CBOEChicago Board of Options Exchange
EMLDMIAX Emerald
EDGXBATS EDGX
GEMISE Gemini
ISEInternational Securities Exchange
MCRYISE Mercury
MIAXMiami Options Exchange
ARCANYSE-ARCA Options Exchange
MPRLMIAX-Pearl
NSDQNASDAQ
BXNASDAQ OMX BX
C2CBOE C2 Options
PHLXPhiladelphia Options Exchange
BZXCBOE BZX / BATS Options

Stock Screener

StockField

Stock Screener - Basic Indicator Filter Fields

class StockField(FilterField):
    # Latest Price* (accurate to 3 decimal places, excess will be discarded) e.g., fill [10,20] value range
    CurPrice = 2, "latestPrice"
    # Bid Price (accurate to 3 decimal places, excess will be discarded) e.g., fill [10,20] value range
    BidPrice = 3, "bidPrice"
    # Ask Price (accurate to 3 decimal places, excess will be discarded) e.g., fill [10,20] value range
    AskPrice = 4, "askPrice"
    # Opening Price (accurate to 3 decimal places, excess will be discarded) e.g., fill [10,20] value range
    OpenPrice = 5, "open"
    # Previous Close Price (accurate to 3 decimal places, excess will be discarded) e.g., fill [10,20] value range
    PreClosePrice = 6, "preClose"
    # High Price
    HighPrice = 7, "high"
    # Low Price
    LowPrice = 8, "low"
    # Pre-market Price* (accurate to 3 decimal places, excess will be discarded) e.g., fill [10,20] value range
    HourTradingPrePrice = 9, "hourTradingPrePrice"
    # After-hours Price* (accurate to 3 decimal places, excess will be discarded) e.g., fill [10,20] value range
    HourTradingAfterPrice = 10, "hourTradingAfterPrice"
    # Volume*
    Volume = 11, "volume"
    # Turnover*
    Amount = 12, "amount"
    # Float Shares*
    FloatShare = 13, "floatShares"
    # 52-week High Price*
    Week52High = 14, "week52High"
    # 52-week Low Price*
    Week52Low = 15, "week52Low"
    # Float Market Cap* FloatMarketVal calculated as FloatShare * current price
    FloatMarketVal = 16, "floatMarketCap"
    # Total Market Cap*  MarketVal shares * current price
    MarketValue = 17, "marketValue"
    # Pre-market Change Rate (curPrice-pre-market previous close) calculated as latest price - close / close
    preHourTradingChangeRate = 18, "preHourTradingChangeRate"
    # After-hours Change Rate calculated
    postHourTradingChangeRate = 19, "postHourTradingChangeRate"
    # Earnings per Share rolling P/E ratio TTM=past 12 months Last Twelve Month obtained through hermes eps
    ttm_Eps = 20, "ttmEps"
    # Volume Ratio* (accurate to 3 decimal places, excess will be discarded) e.g., fill [0.005,0.01] value range
    VolumeRatio = 21, "volumeRatio"
    # Bid-Ask Ratio* (accurate to 3 decimal places, excess will be discarded) e.g., fill [0.005,0.01] value range
    BidAskRatio = 22, "committee"
    # Next Earnings Date *
    EarningDate = 23, "earningDate"
    # P/E Ratio* TTM (accurate to 3 decimal places, excess will be discarded) e.g., fill [0.005,0.01] value range
    PeTTM = 24, "peRate"
    # P/B Ratio* (accurate to 3 decimal places, excess will be discarded) e.g., fill [0.005,0.01] value range
    PbRate = 25, "pbRate"
    # Dividend hermes $
    DividePrice = 26, "dividePrice"
    # Dividend Yield calculated by stock screener service
    DivideRate = 27, "divideRate"
    # Stock Exchange
    Exchange = 29, "exchange"
    # Turnover Rate* (accurate to 3 decimal places, excess will be discarded) e.g., fill [0.005,0.01] value range
    TurnoverRate = 30, "turnoverRate"
    # Listing Date
    ListingDate = 31, "listingDate"
    # P/E Ratio LYR* TTM (accurate to 3 decimal places, excess will be discarded) e.g., fill [0.005,0.01] value range
    LyrPeRate = 32, "LyrPeRate"
    # Total Shares*
    Share = 33, "shares"
    # Listing Price*
    ListingPrice = 34, "listingPrice"
    # Trade Currency*
    TradeCurrency = 35, "tradeCurrency"
    # Latest Price - Issue Price*
    DiffBetweenLastPriceAndListPrice = 36, "DiffBetweenLastPriceAndListPrice"
    # Earnings per Share lyr=Last Year Ratio static P/E ratio
    lyr_Eps = 37, "lyrEps"
    # Open Short Interest
    Open_Short_Interest = 38, "OpenShortInterest"
    # Open Short Interest Ratio = Open Short Interest / Total Shares
    Open_Short_Interest_Ratio = 39, "OpenShortInterestRatio"
    # Equity Ratio = Liability/Equity Total Liability/Shareholders
    Equity_Ratio = 40, "EquityRatio"
    # Equity Multiplier = Asset/Equity
    Equity_Multiplier = 41, "EquityMultiplier"
    # Latest Shareholder Count
    Holder_Nums = 42, "holderNums"
    # Latest Shareholder Count Growth Rate
    Holder_Nums_Ratio = 43, "holderRatio"
    # Average Shares per Holder
    Per_Hold_Nums = 44, "perHolderNums"
    # Average Amount per Holder
    Per_Hold_Money = 45, "perHolderMoney"
    # Half-year Growth Rate of Average Shares per Holder
    HalfYear_Holder_Nums_Ratio = 46, "HalfYearholderRatio"
    # Inception Date - ETF
    InceptionDate = 47, "inceptionDate"
    # Creation Fee - ETF
    CreationFee = 48, "creationFee"
    # Management Fee - ETF
    ManagementFee = 49, "managementFee"
    # Top 10 Holdings Ratio - ETF
    Top10_Composition_Rate = 50, "Top10CompoRate"
    # Top 15 Holdings Ratio - ETF
    Top15_Composition_Rate = 51, "Top15CompoRate"
    # Top 20 Holdings Ratio - ETF
    Top20_Composition_Rate = 52, "Top20CompoRate"
    # Premium/Discount Rate - ETF
    DiscountPremium = 53, "discountPremium"
    # Dividend Yield - ETF
    dividend_Rate = 54, "dividendRate"
    # Assets Under Management - Net Value - ETF
    Net_Worth_Aum = 55, "aum"
    # Asset Size - Current Price - ETF
    assetSize = 56, "assetSize"
    # Amplitude
    Amplitude = 57, "Amplitude"

AccumulateField

Stock Screener - Accumulative Indicator Filter Fields


class AccumulateField(FilterField):
    # Change Rate* (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    ChangeRate = 1, "changeRate"
    # Change Value* (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    ChangeValue = 2, "change"
    # Total Liabilities Growth Rate
    TotalLiabilities_Ratio_Annual = 3, "totalLiabilitiesRatio"
    # Net Assets Growth Rate
    TotalCommonEquity_Ratio_Annual = 4, "totalCommonEquityRatio"
    # Earnings Per Share YoY Growth Rate
    BasicEps_Ratio_Annual = 5, "basicEpsRatio"
    # Net Income YoY Growth Rate
    NetIncome_Ratio_Annual = 6, "netIncomeRatio"
    # Operating Income YoY Growth Rate
    OperatingIncome_Ratio_Annual = 7, "opeIncomeratio"
    # Earnings Per Share
    Eps = 8, "eps"
    # Net Assets Per Share
    NetAsset_PerShare = 9, "bookValueshare"
    # Net Income
    Net_Income = 10, "netIncome"
    # Operating Income
    Operating_Income = 11, "operatingIncome"
    # Total Revenue
    Total_Revenue = 12, "total_revenue"
    # ROE = Return on Equity
    ROE = 13, "ROE"
    # ROA = Return on Assets
    ROA = 14, "ROA"
    # Dividend   hermes $
    DividePrice = 15, "dividePrice"
    # Dividend Yield Rate calculated by stock screening service
    DivideRate = 16, "divideRate"
    # Gross Profit Rate
    GrossProfitRate = 17, "grossMargin"
    # Net Profit Rate*
    NetProfitRate = 18, "netIncomeMargin"
    # Total Assets*
    TotalAssets = 19, "totalAssets"
    # Current Ratio
    CurrentRatio = 20, "currentRatio"
    # Quick Ratio
    QuickRatio = 21, "quickRatio"
    # Operating Cash Flow
    CashFromOps = 22, "cash4Ops"
    # Investing Cash Flow
    CashFromInvesting = 23, "cash4Invest"
    # Financing Cash Flow
    CashFromFinancing = 24, "cash4Finance"
    # Debt-to-Assets Ratio
    TotalLiabilitiesToTotalAssets = 25, "allLiabAndAssets"
    # Operating Cash Flow YoY Growth Rate; (Period T CFO - Period T-1 CFO) / Period T-1 CFO * 100%
    CashFromOps_yearOnYear_Ratio = 26, "cash4OpsYearOnYearRatio"
    # ROE YoY Growth Rate (Period T ROE - Period T-1 ROE) / Period T-1 ROE * 100%
    ROE_yearOnYear_Ratio = 27, "netIncomeYearOnYearRatio"

FinancialField

Stock Screener - Financial Indicator Filter Fields


class FinancialField(FilterField):
    # Gross Profit Rate (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    GrossProfitRate = 1, "grossMargin"
    # Net Profit Rate (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    NetProfitRate = 2, "netIncomeMargin"
    # Non-recurring Net Profit Rate (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    EarningsFromContOpsMargin = 3, "earningsFromContOpsMargin"
    # Total Debt/Shareholders' Equity (Unit: Yuan)
    TotalDebtToEquity = 4, "totalDebtToEquity"
    # Long-term Debt/Shareholders' Equity
    LongTermDebtToEquity = 5, "ltDebtToEquity"
    # EBIT/Interest Expense
    EbitToInterestExp = 6, "ebitToInterestExp"
    # Total Liabilities/Total Assets
    TotalLiabilitiesToTotalAssets = 7, "totalLiabilitiesToTotalAssets"
    # Total Asset Turnover (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    TotalAssetTurnover = 8, "totalAssetTurnover"
    # Accounts Receivable Turnover
    AccountsReceivableTurnover = 9, "accountsReceivableTurnover"
    # Inventory Turnover (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    InventoryTurnover = 10, "inventoryTurnover"
    # Current Ratio (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    CurrentRatio = 11, "currentRatio"
    # Quick Ratio (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    QuickRatio = 12, "quickRatio"
    # Return on Assets ROA *$ TTM (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    ROATTM = 13, "roa"
    # Return on Equity $ (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    ReturnOnEquityRate = 14, "roe"
    # Operating Revenue 1-Year Growth Rate or Revenue Growth Rate
    TotalRevenues1YrGrowth = 15, "totalRevenues1YrGrowth"
    # Gross Profit 1-Year Growth Rate Operating Profit Growth Rate
    GrossProfit1YrGrowth = 16, "grossProfit1YrGrowth"
    # Net Income 1-Year Growth Rate
    NetIncome1YrGrowth = 17, "netIncome1YrGrowth"
    # Accounts Receivable 1-Year Growth Rate
    AccountsReceivable1YrGrowth = 18, "accountsReceivable1YrGrowth"
    # Inventory 1-Year Growth Rate
    Inventory1YrGrowth = 19, "inventory1YrGrowth"
    # Total Assets 1-Year Growth Rate
    TotalAssets1YrGrowth = 20, "totalAssets1YrGrowth"
    # Tangible Assets 1-Year Growth Rate
    TangibleBookValue1YrGrowth = 21, "tangibleBookValue1YrGrowth"
    # Operating Cash Flow 1-Year Growth Rate
    CashFromOperations1YrGrowth = 22, "cashFromOperations1YrGrowth"
    # Capital Expenditures 1-Year Growth Rate
    CapitalExpenditures1YrGrowth = 23, "capitalExpenditures1YrGrowth"
    # Operating Revenue 3-Year Growth Rate or Revenue 3-Year CAGR
    TotalRevenues3YrCagr = 24, "totalRevenues3YrCagr"
    # Gross Profit 3-Year Growth Rate
    GrossProfit3YrCagr = 25, "grossProfit3YrCagr"
    # Net Income 3-Year Growth Rate
    NetIncome3YrCagr = 26, "netIncome3YrCagr"
    # Accounts Receivable 3-Year Growth Rate
    AccountsReceivable3YrCagr = 27, "accountsReceivable3YrCagr"
    # Inventory 3-Year Growth Rate
    Inventory3YrCagr = 28, "inventory3YrCagr"
    # Total Assets 3-Year Growth Rate
    TotalAssets3YrCagr = 29, "totalAssets3YrCagr"
    # Tangible Assets 3-Year Growth Rate
    TangibleBookValue3YrCagr = 30, "tangibleBookValue3YrCagr"
    # Operating Cash Flow 3-Year Growth Rate
    CashFromOps3YrCagr = 31, "cashFromOps3YrCagr"
    # Capital Expenditures 3-Year Growth Rate
    CapitalExpenditures3YrCagr = 32, "capitalExpenditures3YrCagr"
    # Net Income
    NetIncomeToCompany = 33, "netIncomeToCompany"
    # Operating Cash Flow
    CashFromOperations = 34, "cashFromOps"
    # Investing Cash Flow
    CashFromInvesting = 35, "cashFromInvesting"
    # Financing Cash Flow
    CashFromFinancing = 36, "cashFromFinancing"
    # Net Income 2-Year CAGR
    NormalizedNetIncome2YrCagr = 37, "normalizedNetIncome2YrCagr"
    # Revenue 2-Year CAGR
    TotalRevenues2YrCagr = 38, "totalRevenues2YrCagr"
    # Net Income 5-Year CAGR
    NetIncome5YrCagr = 39, "netIncome5YrCagr"
    # Revenue 5-Year CAGR
    TotalRevenues5YrCagr = 40, "totalRevenues5YrCagr"
    # Total Assets
    TotalAssets = 41, "totalAssets"
    # Fixed Asset Turnover (accurate to 3 decimal places, excess will be truncated) e.g., enter [0.005,0.01] value range
    FixedAssetTurnover = 42, "fixedAssetTurnover"
    # Operating Income
    OperatingIncome = 43, "operatingIncome"
    # Total Revenue
    TotalRevenue = 44, "totalRevenue"
    # P/E Ratio LYR PE = price-to-earnings ratio
    LYR_PE = 45, "LyrPE"
    # P/E Ratio TTM PE = price-to-earnings ratio
    TTM_PE = 46, "ttmPE"
    # P/S Ratio LYR PS = Price-to-sales Ratio
    LYR_PS = 47, "LyrPS"
    # P/S Ratio TTM PS = Price-to-sales Ratio
    TTM_PS = 48, "ttmPS"
    # P/B Ratio LYR PB = price/book value ratio
    LYR_PB = 47, "LyrPB"
    # P/B Ratio TTM PB = price/book value ratio
    TTM_PB = 48, "ttmPB"
    # Today's Major Net Inflow Amount
    LargeInflowAmountToday = 49, "largeInflowAmountToday"
    # Today's Major Position Increase Percentage
    LargeInflowAmountTodayPre = 50, "largeInflowAmountTodayPre"
    # Outstanding Short Interest
    ShortInterest = 51, "shortInterest"
    # Short Interest Percentage
    ShortInterestPre = 52, "shortInterestPre"
    # Hong Kong Stock Connect Holding Percentage = Hong Kong Stock Connect (Shenzhen) Holding Percentage = Hong Kong Stock Connect (Shanghai) Holding Percentage
    HK_StockConnectRate = 53, "hkStockConnectRate"
    # Shanghai-Hong Kong Stock Connect Holding Percentage
    SH_StockConnectRate = 54, "shStockConnectRate"
    # Shenzhen-Hong Kong Stock Connect Holding Percentage
    SZ_StockConnectRate = 55, "szStockConnectRate"
    # Operating Profit Percentage
    Operating_Profits_Rate = 56, "operatingProfitsRate"
    # Hong Kong Stock Connect (Shanghai) Net Buying Amount
    HK_StockShConnectInflow = 57, "hkStockShConnectInflow"
    # Hong Kong Stock Connect (Shenzhen) Net Buying Amount
    HK_StockSzConnectInflow = 58, "hkStockSzConnectInflow"
    # Shanghai-Hong Kong Stock Connect Net Buying Amount
    SH_StockConnectInflow = 59, "shStockConnectInflow"
    # Shenzhen-Hong Kong Stock Connect Net Buying Amount
    SZ_StockConnectInflow = 60, "szStockConnectInflow"
    # Annualized Return Since Listing ETF
    ListingAnnualReturn = 61, "listingAnnualReturn"
    # 1-Year Annualized Return ETF
    LstYearAnnualReturn = 62, "lstYearAnnualReturn"
    # 2-Year Annualized Return ETF
    Lst2YearAnnualReturn = 63, "lst2YearAnnualReturn"
    # 5-Year Annualized Return ETF
    Lst5YearAnnualReturn = 64, "lst5YearAnnualReturn"
    # Annualized Volatility Since Listing ETF
    ListingAnnualVolatility = 65, "listingAnnualVolatility"
    # 1-Year Annualized Volatility ETF
    LstYearAnnualVolatility = 66, "lstYearAnnualVolatility"
    # 2-Year Annualized Volatility ETF
    Lst2YearAnnualVolatility = 67, "lst2YearAnnualVolatility"
    # 5-Year Annualized Volatility ETF
    Lst5YearAnnualVolatility = 68, "lst5YearAnnualVolatility"

MultiTagField

Stock Screener - Multi-tag Filter Fields


class MultiTagField(FilterField):
    # Industry
    Industry = 1, "industry"
    # Concept
    Concept = 2, "concept"
    # Whether it's an OTC stock. 1=Yes, 0=No
    isOTC = 3, "isOTC"
    StockCode = 4, "symbol"
    # Stock Type stock or etf; Stock type, non-0 indicates the stock is an ETF, 1 indicates non-leveraged ETF, 2 indicates 2x leveraged ETF, 3 indicates 3x leveraged ETF, negative values indicate inverse ETF
    Type = 5, "type"
    # Volume Anomaly. 1=Yes, 0=No; Today's real-time volume > 5* average volume of the past year
    Volume_Spike = 6, "volSpike"
    # Stocks Breaking Net Value; P/B ratio PB < 1
    Net_Broken = 7, "netBroken"
    # Stocks Breaking Issue Price; Latest price < Issue price
    Issue_Price_Broken = 8, "issuePriceBroken"
    # Tracking Index/Asset - ETF
    PrimaryBenchmark = 9, "primaryBenchmark"
    # Issuer - ETF
    Issuer = 10, "issuer"
    # Custodian - ETF
    Custodian = 11, "custodian"
    # Distribution Frequency - ETF
    DistributionFrequency = 12, "distributionFrequency"
    # Options Available - ETF; 1=Yes, 0=No
    OptionsAvailable = 13, "optionsAvailable"
    # Today's Historical High - ETF 1=Yes, 0=No
    Today_HistoryHigh = 14, "todayHistoryHigh"
    # Today's Historical Low - ETF 1=Yes, 0=No
    Today_HistoryLow = 15, "todayHistoryLow"
    # Stock Package
    Stock_Package = 16, "StockPkg"
    # 52-Week High 0 No 1 Yes*
    Week52HighFlag = 17, "week52HighFlag"
    # 52-Week Low 0 No 1 Yes
    Week52LowFlag = 18, "week52LowFlag"

SortDirection

Stock Screener - Sort Direction

class SortDirection(Enum):
    NO = 'SortDir_No'  # No sorting
    ASC = 'SortDir_Ascend'  # Ascending
    DESC = 'SortDir_Descend'  # Descending

AssetQuoteType

Asset Quote Type

class AssetQuoteType(Enum):
    # Includes pre-market, regular, and after-hours quotes, uses T-1 day after-hours closing price during overnight sessions
    ETH = "ETH"
    # Regular trading hours only, uses regular market closing price during pre-market, after-hours, and overnight sessions
    RTH = "RTH"
    # Overnight trading data only. Uses overnight closing price during pre-market, regular, and after-hours trading.
    OVERNIGHT = "OVERNIGHT"