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

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
HALFAYEARSix months

Security Type

tigeropen.common.consts.SecurityType source

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

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
CANCELLEDCancelled4Canceled
HELDSubmitted5Order Submitted
PARTIALLY_FILLEDPartiallyFilled2, 5, 8Partially Filled
FILLEDFilled6Completely Filled
REJECTEDInactive7Inactive

A partially filled order may have an underlying status of HELD, CANCELLED, EXPIRED, or REJECTED.
The SDK resolves the displayed status through tigeropen.trade.domain.order.Order.status. If the server returns HELD and the filled quantity is greater than zero, the SDK reports 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 has terminated
RECEIVEDReplacement request received; pre-trade check passed
REPLACEDOrder replaced and confirmed by the execution venue
FAILEDReplacement failed because the execution venue rejected it

Order Cancel Status

StatusDescription
NONEDefault status or order has terminated
RECEIVEDCancellation request received; pre-trade check passed
FAILEDCancellation failed because the execution venue rejected it

Order Trading Session

tigeropen.common.consts.TradingSessionType

TypeDescription
RTHRegular trading hours (RTH)
PRE_RTH_POSTPre-market, regular, and after-hours trading (ETH)
OVERNIGHTOvernight trading session
FULLFull Trading Session
HK_AUCHong Kong Auction Session
HK_CTSHong Kong Continuous Trading Session
HK_AUC_CTSHong Kong Auction Session + Continuous Trading Session

Order Type

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

Attached Order Types

TypeDescription
PROFITAttached take-profit order
LOSSAttached stop-loss order
BRACKETSAttached 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

Candlestick Bar (K-line) Period

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 Access

FieldDescription
usQuoteBasicNasdaq Basic
usStockQuoteLv2TotalviewNasdaq Basic + TotalView
hkStockQuoteLv2Hong Kong stock Level 2 data
usOptionQuoteUS option Level 1 real-time data
NYMEXFuturesQuoteLv2New York Mercantile Exchange L2
HKEXFuturesQuoteLv2Hong Kong Futures Exchange L2
SGXFuturesQuoteLv2Singapore Exchange L2
OSEFuturesQuoteLv2Osaka Exchange L2
CBOEFuturesQuoteLv2Chicago 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 codeDecoded SDK valueMarketDescription
<space> (ASCII 0x20)US_REGULAR_SALEUSRegular sale
BUS_BUNCHED_TRADEUSBunched trade
CUS_CASH_TRADEUSCash trade
FUS_INTERMARKET_SWEEPUSIntermarket sweep
GUS_BUNCHED_SOLD_TRADEUSBunched sold trade
HUS_PRICE_VARIATION_TRADEUSPrice variation trade
IUS_ODD_LOT_TRADEUSOdd lot trade
KUS_RULE_127_OR_155_TRADEUSNYSE Rule 127 or 155 trade
LUS_SOLD_LASTUSSold last
MUS_MARKET_CENTER_CLOSE_PRICEUSMarket center close price
NUS_NEXT_DAY_TRADEUSNext day trade
OUS_MARKET_CENTER_OPENING_TRADEUSMarket center opening trade
PUS_PRIOR_REFERENCE_PRICEUSPrior reference price
QUS_MARKET_CENTER_OPEN_PRICEUSMarket center open price
RUS_SELLERUSSeller
TUS_FORM_TUSForm T trade
UUS_EXTENDED_TRADING_HOURSUSExtended trading hours trade
VUS_CONTINGENT_TRADEUSContingent trade
WUS_AVERAGE_PRICE_TRADEUSAverage price trade
XUS_CROSS_TRADEUSCross trade
ZUS_SOLD_OUT_OF_SEQUENCEUSSold out of sequence
0US_ODD_LOST_CROSS_TRADEUSOdd lot cross trade
4US_DERIVATIVELY_PRICEDUSDerivatively priced trade
5US_MARKET_CENTER_RE_OPENING_TRADEUSMarket center reopening trade
6US_MARKET_CENTER_CLOSING_TRADEUSMarket center closing trade
7US_QUALIFIED_CONTINGENT_TRADEUSQualified contingent trade
9US_CONSOLIDATED_LAST_PRICE_PER_LISTING_PACKETUSConsolidated last price per listing packet
<space> (ASCII 0x20)HK_AUTOMATCH_NORMALHKNormal automatch trade
DHK_ODD_LOT_TRADEHKOdd lot trade
UHK_AUCTION_TRADEHKAuction trade
*HK_OVERSEAS_TRADEHKOverseas trade
PHK_LATE_TRADE_OFF_EXCHGHKPre-opening trade
MHK_NON_DIRECT_OFF_EXCHG_TRADEHKNon-direct off-exchange trade
XHK_DIRECT_OFF_EXCHG_TRADEHKDirect off-exchange trade
YHK_AUTOMATIC_INTERNALIZEDHKAutomatic internalized trade

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* (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'  # Descending

AssetQuoteType

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"

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