Appendix 2: Enumeration Parameter Reference Table
This section lists enumeration parameters and the meanings of commonly used field values.
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 | Six months |
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 | Futures Option |
| FUND | Fund |
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 | Canceled |
| HELD | Submitted | 5 | Order Submitted |
| PARTIALLY_FILLED | PartiallyFilled | 2, 5, 8 | Partially Filled |
| FILLED | Filled | 6 | Completely Filled |
| REJECTED | Inactive | 7 | Inactive |
A partially filled order may have an underlying status of
HELD,CANCELLED,EXPIRED, orREJECTED.
The SDK resolves the displayed status throughtigeropen.trade.domain.order.Order.status. If the server returnsHELDand the filled quantity is greater than zero, the SDK reportsPARTIALLY_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 has terminated |
| RECEIVED | Replacement request received; pre-trade check passed |
| REPLACED | Order replaced and confirmed by the execution venue |
| FAILED | Replacement failed because the execution venue rejected it |
Order Cancel Status
| Status | Description |
|---|---|
| NONE | Default status or order has terminated |
| RECEIVED | Cancellation request received; pre-trade check passed |
| FAILED | Cancellation failed because the execution venue rejected it |
Order Trading Session
tigeropen.common.consts.TradingSessionType
| Type | Description |
|---|---|
| RTH | Regular trading hours (RTH) |
| PRE_RTH_POST | Pre-market, regular, and after-hours trading (ETH) |
| OVERNIGHT | Overnight trading session |
| FULL | Full Trading Session |
| HK_AUC | Hong Kong Auction Session |
| HK_CTS | Hong Kong Continuous Trading Session |
| HK_AUC_CTS | Hong Kong Auction Session + Continuous Trading Session |
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) |
Attached Order Types
| Type | Description |
|---|---|
| PROFIT | Attached take-profit order |
| LOSS | Attached stop-loss order |
| BRACKETS | Attached 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 |
Candlestick Bar (K-line) Period
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 Access
| Field | Description |
|---|---|
| usQuoteBasic | Nasdaq Basic |
| usStockQuoteLv2Totalview | Nasdaq Basic + TotalView |
| hkStockQuoteLv2 | Hong Kong stock Level 2 data |
| usOptionQuote | US option Level 1 real-time data |
| NYMEXFuturesQuoteLv2 | New York Mercantile Exchange L2 |
| 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
Ordinary callbacks return decoded SDK values; full-tick callbacks return raw one-character codes. In full-tick data, a space or an empty/missing value denotes an ordinary trade, and unknown codes are preserved; <space> in the table is the ASCII space character (0x20).
| Raw code | Decoded SDK value | Market | Description |
|---|---|---|---|
<space> (ASCII 0x20) | US_REGULAR_SALE | US | Regular sale |
B | US_BUNCHED_TRADE | US | Bunched trade |
C | US_CASH_TRADE | US | Cash trade |
F | US_INTERMARKET_SWEEP | US | Intermarket sweep |
G | US_BUNCHED_SOLD_TRADE | US | Bunched sold trade |
H | US_PRICE_VARIATION_TRADE | US | Price variation trade |
I | US_ODD_LOT_TRADE | US | Odd lot trade |
K | US_RULE_127_OR_155_TRADE | US | NYSE Rule 127 or 155 trade |
L | US_SOLD_LAST | US | Sold last |
M | US_MARKET_CENTER_CLOSE_PRICE | US | Market center close price |
N | US_NEXT_DAY_TRADE | US | Next day trade |
O | US_MARKET_CENTER_OPENING_TRADE | US | Market center opening trade |
P | US_PRIOR_REFERENCE_PRICE | US | Prior reference price |
Q | US_MARKET_CENTER_OPEN_PRICE | US | Market center open price |
R | US_SELLER | US | Seller |
T | US_FORM_T | US | Form T trade |
U | US_EXTENDED_TRADING_HOURS | US | Extended trading hours trade |
V | US_CONTINGENT_TRADE | US | Contingent trade |
W | US_AVERAGE_PRICE_TRADE | US | Average price trade |
X | US_CROSS_TRADE | US | Cross trade |
Z | US_SOLD_OUT_OF_SEQUENCE | US | Sold out of sequence |
0 | US_ODD_LOST_CROSS_TRADE | US | Odd lot cross trade |
4 | US_DERIVATIVELY_PRICED | US | Derivatively priced trade |
5 | US_MARKET_CENTER_RE_OPENING_TRADE | US | Market center reopening trade |
6 | US_MARKET_CENTER_CLOSING_TRADE | US | Market center closing trade |
7 | US_QUALIFIED_CONTINGENT_TRADE | US | Qualified contingent trade |
9 | US_CONSOLIDATED_LAST_PRICE_PER_LISTING_PACKET | US | Consolidated last price per listing packet |
<space> (ASCII 0x20) | HK_AUTOMATCH_NORMAL | HK | Normal automatch trade |
D | HK_ODD_LOT_TRADE | HK | Odd lot trade |
U | HK_AUCTION_TRADE | HK | Auction trade |
* | HK_OVERSEAS_TRADE | HK | Overseas trade |
P | HK_LATE_TRADE_OFF_EXCHG | HK | Pre-opening trade |
M | HK_NON_DIRECT_OFF_EXCHG_TRADE | HK | Non-direct off-exchange trade |
X | HK_DIRECT_OFF_EXCHG_TRADE | HK | Direct off-exchange trade |
Y | HK_AUTOMATIC_INTERNALIZED | HK | Automatic internalized trade |
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* (up to three decimal places; extra digits are discarded), e.g. [10, 20]
CurPrice = 2, "latestPrice"
# Bid price (up to three decimal places; extra digits are discarded), e.g. [10, 20]
BidPrice = 3, "bidPrice"
# Ask price (up to three decimal places; extra digits are discarded), e.g. [10, 20]
AskPrice = 4, "askPrice"
# Opening price (up to three decimal places; extra digits are discarded), e.g. [10, 20]
OpenPrice = 5, "open"
# Previous close (up to three decimal places; extra digits are discarded), e.g. [10, 20]
PreClosePrice = 6, "preClose"
# High Price
HighPrice = 7, "high"
# Low Price
LowPrice = 8, "low"
# Pre-market price* (up to three decimal places; extra digits are discarded), e.g. [10, 20]
HourTradingPrePrice = 9, "hourTradingPrePrice"
# After-hours price* (up to three decimal places; extra digits are discarded), e.g. [10, 20]
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 capitalization*: FloatShare * current price
FloatMarketVal = 16, "floatMarketCap"
# Total market capitalization*: total shares * current price
MarketValue = 17, "marketValue"
# Pre-market change rate: (latest price - previous close) / previous close
preHourTradingChangeRate = 18, "preHourTradingChangeRate"
# After-hours Change Rate calculated
postHourTradingChangeRate = 19, "postHourTradingChangeRate"
# Earnings per share for the trailing 12 months (TTM)
ttm_Eps = 20, "ttmEps"
# Volume ratio* (up to three decimal places; extra digits are discarded), e.g. [0.005, 0.01]
VolumeRatio = 21, "volumeRatio"
# Bid-ask ratio* (up to three decimal places; extra digits are discarded), e.g. [0.005, 0.01]
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 amount
DividePrice = 26, "dividePrice"
# Dividend yield calculated by the stock screener
DivideRate = 27, "divideRate"
# Stock Exchange
Exchange = 29, "exchange"
# Turnover rate* (up to three decimal places; extra digits are discarded), e.g. [0.005, 0.01]
TurnoverRate = 30, "turnoverRate"
# Listing Date
ListingDate = 31, "listingDate"
# Latest-year P/E ratio* (up to three decimal places; extra digits are discarded), e.g. [0.005, 0.01]
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 for the latest fiscal year (LYR)
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: total liabilities / shareholders' equity
Equity_Ratio = 40, "EquityRatio"
# Equity multiplier: total assets / shareholders' 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: Cumulative Indicator Filter Fields
class AccumulateField(FilterField):
# Change rate* (up to three decimal places; extra digits are truncated), e.g. [0.005, 0.01]
ChangeRate = 1, "changeRate"
# Change amount* (up to three decimal places; extra digits are truncated), e.g. [0.005, 0.01]
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"
# Return on equity (ROE)
ROE = 13, "ROE"
# Return on assets (ROA)
ROA = 14, "ROA"
# Dividend amount
DividePrice = 15, "dividePrice"
# Dividend yield calculated by the stock screener
DivideRate = 16, "divideRate"
# Gross margin
GrossProfitRate = 17, "grossMargin"
# Net margin*
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 margin (up to three decimal places; extra digits are truncated), e.g. [0.005, 0.01]
GrossProfitRate = 1, "grossMargin"
# Net margin (up to three decimal places; extra digits are truncated), e.g. [0.005, 0.01]
NetProfitRate = 2, "netIncomeMargin"
# Net profit margin excluding non-recurring gains and losses (up to three decimal places; extra digits are truncated), e.g. [0.005, 0.01]
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"
# Trailing 12-month return on assets (ROA), up to three decimal places; extra digits are truncated, e.g. [0.005, 0.01]
ROATTM = 13, "roa"
# Return on equity (ROE), up to three decimal places; extra digits are truncated, e.g. [0.005, 0.01]
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"
# Latest-year price-to-earnings (P/E) ratio
LYR_PE = 45, "LyrPE"
# Trailing 12-month price-to-earnings (P/E) ratio
TTM_PE = 46, "ttmPE"
# Latest-year price-to-sales (P/S) ratio
LYR_PS = 47, "LyrPS"
# Trailing 12-month price-to-sales (P/S) ratio
TTM_PS = 48, "ttmPS"
# Latest-year price-to-book (P/B) ratio
LYR_PB = 47, "LyrPB"
# Trailing 12-month price-to-book (P/B) 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"
# OTC stock flag: 1 for yes, 0 for no
isOTC = 3, "isOTC"
StockCode = 4, "symbol"
# Stock type: 0 for stock; 1 for unleveraged ETF; 2 for 2x leveraged ETF; 3 for 3x leveraged ETF; negative values for inverse ETFs
Type = 5, "type"
# Volume spike: 1 when today's real-time volume exceeds 5x the past year's average, otherwise 0
Volume_Spike = 6, "volSpike"
# Trading below book value: P/B ratio < 1
Net_Broken = 7, "netBroken"
# Trading below 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 for the ETF: 1 for yes, 0 for no
OptionsAvailable = 13, "optionsAvailable"
# ETF reached a historical high today: 1 for yes, 0 for no
Today_HistoryHigh = 14, "todayHistoryHigh"
# ETF reached a historical low today: 1 for yes, 0 for no
Today_HistoryLow = 15, "todayHistoryLow"
# Stock Package
Stock_Package = 16, "StockPkg"
# At a 52-week high: 1 for yes, 0 for no*
Week52HighFlag = 17, "week52HighFlag"
# At a 52-week low: 1 for yes, 0 for no
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-session, and after-hours quotes; uses the previous day's after-hours close during overnight sessions
ETH = "ETH"
# Regular trading hours only; uses the regular-session close 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 29 days ago
