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
| Identifier | Language |
|---|---|
| zh_CN | Simplified Chinese |
| zh_TW | Traditional Chinese |
| en_US | English |
Market
Market
tigeropen.common.consts.Market source
| Identifier | Market |
|---|---|
| ALL | All |
| US | US Stocks |
| HK | Hong Kong Stocks |
| CN | A-Shares |
| SG | Singapore |
| AU | Australia |
| NZ | New Zealand |
CapitalPeriod
Capital Period
| Identifier | Market |
|---|---|
| INTRADAY | intraday |
| DAY | day |
| WEEK | week |
| MONTH | month |
| YEAR | year |
| QUARTER | quarter |
| HALFAYEAR | 6month |
Security Type
tigeropen.common.consts.SecurityType source
| Identifier | Security Type |
|---|---|
| STK | Stock |
| OPT | US Stock Option |
| WAR | HK Warrant |
| IOPT | HK CBBC |
| CASH | Forex |
| FUT | Futures |
| FOP | Future Option |
Currency Type
tigeropen.common.consts.Currency source
| Identifier | Currency Type |
|---|---|
| ALL | All |
| USD | US Dollar |
| HKD | Hong Kong Dollar |
| CNH | Chinese Yuan |
| SGD | Singapore Dollar |
| AUD | Australian Dollar |
| JPY | Japanese Yen |
| EUR | Euro |
| GBP | British Pound |
| CAD | Canadian Dollar |
| NZD | New 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 Identifier | Status Value | Status Code | Description |
|---|---|---|---|
| EXPIRED | Invalid | -2 | Invalid Status |
| NEW | Initial | -1 | Initial Order Status |
| CANCELLED | Cancelled | 4 | Cancelled |
| HELD | Submitted | 5 | Order Submitted |
| PARTIALLY_FILLED | PartiallyFilled | 2, 5, 8 | Partially Filled |
| FILLED | Filled | 6 | Completely Filled |
| REJECTED | Inactive | 7 | Inactive |
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._statusOrder Replace Status
| Status | Description |
|---|---|
| NONE | Default status or order terminated |
| RECEIVED | Replace order received (pretrade check passed) |
| REPLACED | Replace order successful (confirmed by upstream) |
| FAILED | Replace order failed (received upstream rejection report) |
Order Cancel Status
| Status | Description |
|---|---|
| NONE | Default status or order terminated |
| RECEIVED | Cancel order received (pretrade check passed) |
| FAILED | Cancel order failed (received upstream rejection report) |
Order Type
| Type | Description |
|---|---|
| MKT | Market Order |
| LMT | Limit Order |
| STP | Stop Order |
| STP_LMT | Stop Limit Order |
| TRAIL | Trailing Stop Order |
| AM | Auction Market Order (HK) |
| AL | Auction Limit Order (HK) |
Additional Order Types
| Type | Description |
|---|---|
| PROFIT | Additional Profit Order |
| LOSS | Additional Stop Loss Order |
| BRACKETS | Additional Bracket Order |
Account Type
| Type | Description |
|---|---|
| CASH | Cash Account |
| RegTMargin | Reg T Margin Account |
| PMGRN | Portfolio Margin |
Account Segment
tigeropen.common.consts.SegmentType
| Identifier | Security Type |
|---|---|
| ALL | All Types (supported by some APIs) |
| SEC | Securities |
| FUT | Futures |
| FUND | Fund |
Account Status
| Status | Description |
|---|---|
| New | New Account |
| Funded | Funded |
| Open | Open |
| Pending | Pending |
| Abandoned | Abandoned |
| Rejected | Rejected |
| Closed | Closed |
| Unknown | Unknown |
K-line Type
tigeropen.common.consts.BarPeriod source
| Enum Type | Enum Value | Description |
|---|---|---|
| DAY | day | Daily |
| WEEK | week | Weekly |
| MONTH | month | Monthly |
| YEAR | year | Yearly |
| ONE_MINUTE | 1min | 1 Minute |
| THREE_MINUTES | 3min | 3 Minutes |
| FIVE_MINUTES | 5min | 5 Minutes |
| TEN_MINUTES | 10min | 10 Minutes |
| FIFTEEN_MINUTES | 15min | 15 Minutes |
| HALF_HOUR | 30min | 30 Minutes |
| FORTY_FIVE_MINUTES | 45min | 45 Minutes |
| ONE_HOUR | 60min | 60 Minutes |
| TWO_HOURS | 2hour | 2 Hours |
| THREE_HOURS | 3hour | 3 Hours |
| FOUR_HOURS | 4hour | 4 Hours |
| SIX_HOURS | 6hour | 6 Hours |
Market Data Permission
| Field | Description |
|---|---|
| usQuoteBasic | Nasdaq Basic |
| usStockQuoteLv2Totalview | Nasdaq Basic+TotalView |
| hkStockQuoteLv2 | HK Stock L2 Deep Quote |
| usOptionQuote | Option L1 Real-time Quote |
| HKEXFuturesQuoteLv2 | Hong Kong Futures Exchange L2 |
| SGXFuturesQuoteLv2 | Singapore Exchange L2 |
| OSEFuturesQuoteLv2 | Osaka Exchange L2 |
| CBOEFuturesQuoteLv2 | Chicago Board Options Exchange L2 |
Tick-by-Tick Trade Condition Description
| Description | Market | Description |
|---|---|---|
| US_REGULAR_SALE | US | Regular Sale |
| US_BUNCHED_TRADE | US | Bunched Trade |
| US_CASH_TRADE | US | Cash Trade |
| US_INTERMARKET_SWEEP | US | Intermarket Sweep |
| US_BUNCHED_SOLD_TRADE | US | Bunched Sold Trade |
| US_PRICE_VARIATION_TRADE | US | Price Variation Trade |
| US_ODD_LOT_TRADE | US | Odd Lot Trade |
| US_RULE_127_OR_155_TRADE | US | NYSE Rule 127 or 155 Trade |
| US_SOLD_LAST | US | Sold Last |
| US_MARKET_CENTER_CLOSE_PRICE | US | Market Center Close Price |
| US_NEXT_DAY_TRADE | US | Next Day Trade |
| US_MARKET_CENTER_OPENING_TRADE | US | Market Center Opening Trade |
| US_PRIOR_REFERENCE_PRICE | US | Prior Reference Price |
| US_MARKET_CENTER_OPEN_PRICE | US | Market Center Open Price |
| US_SELLER | US | Seller |
| US_FORM_T | US | Form T |
| US_EXTENDED_TRADING_HOURS | US | Extended Trading Hours |
| US_CONTINGENT_TRADE | US | Contingent Trade |
| US_AVERAGE_PRICE_TRADE | US | Average Price Trade |
| US_CROSS_TRADE | US | Cross Trade |
| US_SOLD_OUT_OF_SEQUENCE | US | Sold Out of Sequence |
| US_ODD_LOST_CROSS_TRADE | US | Odd Lot Cross Trade |
| US_DERIVATIVELY_PRICED | US | Derivatively Priced |
| US_MARKET_CENTER_RE_OPENING_TRADE | US | Market Center Re-opening Trade |
| US_MARKET_CENTER_CLOSING_TRADE | US | Market Center Closing Trade |
| US_QUALIFIED_CONTINGENT_TRADE | US | Qualified Contingent Trade |
| US_CONSOLIDATED_LAST_PRICE_PER_LISTING_PACKET | US | Consolidated Last Price Per Listing Packet |
| HK_AUTOMATCH_NORMAL | HK | Automatch Normal |
| HK_ODD_LOT_TRADE | HK | Odd Lot Trade |
| HK_AUCTION_TRADE | HK | Auction Trade |
| HK_OVERSEAS_TRADE | HK | Overseas Trade |
| HK_LATE_TRADE_OFF_EXCHG | HK | Late Trade Off Exchange |
| HK_NON_DIRECT_OFF_EXCHG_TRADE | HK | Non-Direct Off Exchange Trade |
| HK_DIRECT_OFF_EXCHG_TRADE | HK | Direct Off Exchange Trade |
| HK_AUTOMATIC_INTERNALIZED | HK | Automatic Internalized |
Options Exchange
| Exchange | Description |
|---|---|
| AMEX | NYSE MKTOptions Exchange |
| BOX | Boston Options Exchange |
| CBOE | Chicago Board of Options Exchange |
| EMLD | MIAX Emerald |
| EDGX | BATS EDGX |
| GEM | ISE Gemini |
| ISE | International Securities Exchange |
| MCRY | ISE Mercury |
| MIAX | Miami Options Exchange |
| ARCA | NYSE-ARCA Options Exchange |
| MPRL | MIAX-Pearl |
| NSDQ | NASDAQ |
| BX | NASDAQ OMX BX |
| C2 | CBOE C2 Options |
| PHLX | Philadelphia Options Exchange |
| BZX | CBOE 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' # DescendingAssetQuoteType
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"Updated 1 day ago
