PortfolioAccount Assets (Prime and Paper Trading Accounts)

Description

Account assets for prime and paper trading accounts, including total assets, P&L, position value, cash, available funds, margin, and leverage.

Object Properties

Property Name	Type	Description
account	str	Corresponding account ID
update_timestamp	int	Update time, 13-digit timestamp in milliseconds
segments	tigeropen.trade.domain.prime_account.Segment	Account information classified by trading instrument. The dict keys are `S` for securities, `C` for futures, and `F` for funds; each value is a Segment object

Segment Assets by Category (Prime and Paper Trading Accounts)

Description

Each Segment groups assets by instrument category, such as securities or futures.

Object Properties

Property Name	Type	Description
currency	str	Currency, such as USD, HKD
capability	str	Account capability: `RegTMargin` for a margin account or `Cash` for a cash account. Margin accounts support margin trading and unlimited intraday trades, with buying power of up to 4x intraday and 2x overnight.
category	str	Instrument category: `C` for commodity futures, `S` for securities, or `F` for funds
cash_balance	float	Total cash balance across all currencies. Financing and borrowing interest is generally calculated daily based on the number of financing days, accrued throughout the month, and deducted around the fifth day of the following month. The displayed balance does not include accrued interest before that deduction. If the balance is zero before interest is deducted, it may become negative afterward.
cash_available_for_trade	float	Funds available for opening positions or subscribing to IPOs. Opening a position includes buying stock or selling stock short with borrowed shares. This value is not the same as available cash. It is calculated as: Available funds = Total assets - US stock option market value - Current total position initial margin - Frozen funds. Position initial margin is Σ(Individual stock position market value × Current opening margin ratio). A positive value means that the account may open positions. Maximum buying power is four times available funds. Example: With $10,000 in total assets, $1,000 in US stock options, $2,000 in Apple stock, a 45% Apple initial margin ratio, and no frozen funds, available funds are 10,000 - 1,000 - 2,000 × 45% = $8,100.
cash_available_for_withdrawal	float	Cash amount that can be withdrawn from the current account
buying_power	float	Maximum purchase amount. The displayed value is an estimate because each stock has its own margin ratio. Maximum buying power = 4 × Available funds. For example, $100,000 in available funds gives maximum buying power of $400,000. At a 30% Apple initial margin ratio, the account can buy at most $100,000 / 30% = $333,400 of Apple. At a 25% ratio, it can buy at most $100,000 / 25% = $400,000. Margin accounts provide up to 4x buying power intraday and 2x overnight on funds not already used as margin.
gross_position_value	float	Sum of all position market values in the account's base currency. Long values are positive and short values are negative. Example 1: $3,000 of Apple + (-$1,000 of Google) = $2,000. Example 2: $10,000 of Apple + $5,000 of long Apple options = $15,000.
equity_with_loan	float	Equity with loan value (ELV), used to assess opening and closing positions. Cash account = Cash balance. Margin account = Cash balance + Total securities market value - US stock option market value. Equivalently, ELV = Total assets - US stock options.
net_liquidation	float	Total assets (net liquidation value) = Total securities market value + Cash balance + Accrued dividends - Accrued interest. Example: $1,000 cash plus a $1,000 long Apple position = $2,000. For a $1,000 Apple short, securities market value is -$1,000 and cash is $2,000, so total assets are $2,000 + (-$1,000) = $1,000.
init_margin	float	Sum of the initial margin requirements for all positions. Positions may be opened only when equity with loan exceeds initial margin. During the 15 minutes before market close, initial and maintenance margin requirements are raised to at least 50% to meet regulatory requirements.
maintain_margin	float	Sum of the maintenance margin requirements for all positions. Forced liquidation occurs when equity with loan falls below maintenance margin. During the 15 minutes before market close, initial and maintenance margin requirements are raised to at least 50% to meet regulatory requirements.
overnight_margin	float	Required margin starting 15 minutes before market close. Initial and maintenance margin requirements are raised to at least 50% during this period, and Tiger International's overnight margin ratios are above 50%. If equity with loan is below overnight margin, forced liquidation may occur. Overnight margin = Σ(Individual stock overnight maintenance margin). Find individual rates under Stock Details Page > Quote Area > Margin Trading Symbol. Example: With $100,000 in assets, a 40% Apple opening margin ratio, a 20% intraday maintenance margin ratio, and $250,000 of Apple bought intraday, the ratio rises to 50% before close. Overnight margin is $250,000 × 50% = $125,000. Because equity with loan is $100,000, some positions will be liquidated.
unrealized_pl	float	Unrealized P&L for held stocks and derivatives = Current price × Number of shares - Position cost
realized_pl	float	Realized P&L for stocks and derivatives reduced during the current holding cycle = Σ[(Selling price - Buying price) × Number of shares sold - Commission]
excess_liquidation	float	Current excess liquidity measures liquidation risk: lower values indicate greater risk, and a value below 0 triggers liquidation of some positions. Current excess liquidity = Equity with loan - Account maintenance margin. Initial and maintenance margin requirements rise to at least 50% during the 15 minutes before market close. Example: (1) With $10,000 in assets and $12,000 of Apple at a 50% opening and maintenance margin ratio, excess liquidity = 10,000 - 6,000 = 4,000. (2) If the market value falls to 8,000, excess liquidity = (-2,000 + 8,000) - 4,000 = 2,000. (3) Buying another $1,000 of US stock options leaves 2,000 - 1,000 = 1,000. Forced liquidations use market prices, and the broker selects the positions. Monitor risk-control values and leverage indicators.
overnight_liquidation	float	Overnight excess liquidity = Equity with loan - Overnight margin. Initial and maintenance margin requirements rise to at least 50% during the 15 minutes before market close. A value below 0 creates a risk that some positions will be liquidated from that point. Forced liquidations use market prices, and the broker selects the positions. Monitor risk-control values and leverage indicators.
leverage	float	Leverage measures account financing and risk. Leverage = Sum of absolute securities market values / Total assets. Margin accounts support up to 4x intraday and 2x overnight leverage. Actual leverage depends on historical volatility, liquidity, and risk. Long margin ratios generally range from 25%-100%: 25% corresponds to 4x leverage, while 100% means buying entirely with cash (0x leverage). Short-selling margin may exceed 100%. Find individual rates under Stock Details Page > Quote Area > Margin Trading Symbol. Example: With $100,000 in assets, a 50% Apple ratio (1/50% = 2x) allows $200,000 of Apple; a 200% Google short ratio allows 10/200% = $50,000 of Google; and a 100% Microsoft ratio (1/100% = 1x) allows $100,000 of Microsoft.
currency_assets	dict	Assets grouped by trading currency. Each key is a currency and each value is a `CurrencyAsset` object
uncollected	float	Funds in transit
locked_funds	float	Locked funds

CurrencyAsset Assets by Currency (Prime/Paper Trading Account)

Description

Assets classified by currency.

Object Properties

Property Name	Type	Description
currency	str	Current currency type, common currencies include: USD-US Dollar, HKD-Hong Kong Dollar, SGD-Singapore Dollar, CNH-Chinese Yuan
cash_balance	float	Cash available for trading plus locked cash, such as cash reserved for submitted orders that have not filled
cash_available_for_trade	float	Cash amount currently available for trading in the account
forex_rate	float	Exchange rate from the current currency to `base_currency`. For example, when `base_currency=USD` and `currency=HKD`, `forex_rate=0.128`

PortfolioAccount Assets (Global Account)

Description

Account assets for global accounts, including total assets, P&L, position value, cash, available funds, margin, and leverage.

Object Properties

Property Name	Type	Description
account	str	Corresponding account ID
summary	tigeropen.trade.domain.account.Account	Account summary aggregated across segments
segments	dict	Assets grouped by instrument category; `S` identifies the securities segment

Account Summary Assets (Global Account)

Description

Account summary aggregated across instrument categories.

Object Properties

Property Name	Type	Description
accrued_cash	float	Current month's accumulated accrued interest payable, updated daily
accrued_dividend	float	Accrued dividends. Refers to the cumulative value of all executed but still unpaid dividends
available_funds	float	Funds available for trading. Calculation: equity_with_loan - initial_margin_requirement
∆ buying_power	float	Buying power: Estimated how much more USD stock assets you can purchase. Margin accounts have at most four times the buying power of funds (funds not used as margin) intraday. At most two times buying power overnight
cash	float	Cash amount
currency	str	Currency. See Currency Type
cushion	float	Ratio of excess liquidity to total assets, calculation method: excess_liquidity/net_liquidation
∆ day_trades_remaining	int	Remaining day trades for the day, -1 means unlimited
equity_with_loan	float	Equity with loan value (equity with loan value assets). Securities Segment: Cash value + Stock value. Futures Segment: Cash value - Maintenance margin
excess_liquidity	float	Excess liquidity. Securities segment: equity_with_loan - maintenance_margin_requirement. Futures segment: net_liquidation - maintenance_margin_requirement
∆ gross_position_value	float	Total securities value: Long stock value + Short stock value + Long option value + Short option value
initial_margin_requirement	float	Initial margin
maintenance_margin_requirement	float	Maintenance margin
realized_pnl	float	Today's realized P&L
unrealized_pnl	float	Unrealized P&L
net_liquidation	float	Total assets (net liquidation value). Securities segment: Cash value + Stock value + Stock option value. Futures segment: Cash value + Mark-to-market P&L
∆ regt_equity	float	Only for Securities Segment, i.e., equity with loan calculated according to Regulation T
∆ regt_margin	float	Only for Securities Segment, i.e., initial margin requirements calculated according to Regulation T
∆ sma	float	Only for Securities Segment. Overnight risk control value, checks account overnight risk about 10 minutes before market close each trading day. Overnight risk control value needs to be greater than 0, otherwise some positions will be forcibly liquidated before market close. If overnight risk control value is below 0 during intraday trading but time hasn't reached 10 minutes before market close, the account will not trigger forced liquidation.
timestamp	int	Update time

SecuritySegment Stock Assets (Global Account)

Description

Stock asset information.

Object Properties

Property Name	Type	Description
accrued_cash	float	Current month's accumulated accrued interest payable, updated daily
accrued_dividend	float	Accrued dividends. Refers to the cumulative value of all executed but still unpaid dividends
available_funds	float	Funds available for trading. Calculation: equity_with_loan - initial_margin_requirement
cash	float	Cash
equity_with_loan	float	Equity with loan value. Calculation: Cash value + Stock value
excess_liquidity	float	Excess liquidity. Calculation: equity_with_loan - maintenance_margin_requirement
gross_position_value	float	Total securities value: Long stock value + Short stock value + Long option value + Short option value
initial_margin_requirement	float	Initial margin
maintenance_margin_requirement	float	Maintenance margin
leverage	float	Only for Securities Segment gross_position_value / net_liquidation
net_liquidation	float	Total assets (net liquidation value). Calculation: Cash value + Stock value + Stock option value
∆ regt_equity	float	Only for Securities Segment, i.e., equity with loan calculated according to Regulation T
∆ regt_margin	float	Only for Securities Segment, i.e., initial margin requirements calculated according to Regulation T
∆ sma	float	Only for Securities Segment. Overnight risk control value, checks account overnight risk about 10 minutes before market close each trading day. Overnight risk control value needs to be greater than 0, otherwise some positions will be forcibly liquidated before market close. If overnight risk control value is below 0 during intraday trading but time hasn't reached 10 minutes before market close, the account will not trigger forced liquidation.
timestamp	int	Update time

CommoditySegment Futures Assets (Global Account)

Description

Futures asset information.

Object Properties

Property Name	Type	Description
accrued_cash	float	Current month's accumulated accrued interest payable, updated daily
accrued_dividend	float	Accrued dividends. Refers to the cumulative value of all executed but still unpaid dividends
available_funds	float	Funds available for trading. Calculation: equity_with_loan - initial_margin_requirement
cash	float	Cash
equity_with_loan	float	Equity with loan value. Calculation: Cash value - Maintenance margin
excess_liquidity	float	Excess liquidity. Calculation: net_liquidation - maintenance_margin_requirement
initial_margin_requirement	float	Initial margin
maintenance_margin_requirement	float	Maintenance margin
net_liquidation	float	Total assets (net liquidation value). Calculation: Cash value + Mark-to-market P&L
timestamp	int	Update time

MarketValue Assets by Currency (Global Account)

Description

Asset information classified by currency.

Object Properties

Property Name	Type	Description
currency	str	Currency unit
net_liquidation	float	Total assets (net liquidation value)
cash_balance	float	Cash
stock_market_value	float	Stock market value
option_market_value	float	Option market value
warrant_value	float	Warrant market value
futures_pnl	float	Mark-to-market P&L
unrealized_pnl	float	Unrealized P&L
realized_pnl	float	Realized P&L
exchange_rate	float	Exchange rate to account base currency
net_dividend	float	Net value of dividends payable and receivable
timestamp	int	Update time

Position

Description

Position details, including the contract, quantity, cost, and P&L.

Object Properties

Property Name	Type	Description
account	str	Corresponding account ID
contract	tigeropen.trade.domain.contract.Contract	Contract object
position_qty	float	Position quantity
quantity	int	Position quantity (deprecated). When actual position has decimals, need to combine with position_scale
position_scale	int	Position quantity decimal offset (deprecated). If position=11123, positionScale=2, then actual position=11123*10^(-2)=111.23
average_cost	float	Average cost including commission
market_value	float	Market value
salable_qty	float	Sellable quantity
average_cost_of_carry	float	Cumulative position cost (A-share calculation method)
market_price	float	Market price
is_level0_price	boolean	Indicates whether the price is a Level 0 delayed quote
realized_pnl	float	Realized P&L under FIFO mode
unrealized_pnl	float	Unrealized P&L
unrealized_pnl_by_cost_of_carry	float	Unrealized P&L (A-share calculation method)
unrealized_pnl_percent_by_cost_of_carry	float	Unrealized P&L percentage (A-share calculation method)
today_pnl	float	Today's P&L amount
today_pnl_percent	float	Today's P&L percentage
yesterday_pnl	float	Fund's P&L for the previous day
last_close_price	float	Last intraday close price (forward adjusted), for US stocks intraday it's previous trading day's close price

Order

Description

Order queries return this object. Order placement and modification methods also accept it.

Object Properties

Property Name	Type	Description
account	str	Account to which the order belongs
id	long	Global order ID
order_id	int	Account auto-increment order number, deprecated
parent_id	long	Parent order ID, currently used only for attached orders in the Tiger Trade app
order_time	int	Order time, 13-digit timestamp in milliseconds
trade_time	int	Time of the most recent order state transition, as a 13-digit millisecond timestamp. For filled orders this is the last fill time; for canceled orders it is the cancellation confirmation time; for new orders it is the submission confirmation time
update_time	int	Time any order field was last modified, as a 13-digit millisecond timestamp. Unlike `trade_time`, this changes for modifications, fills, state transitions, and any other field update
expire_time	int	GTD order expiration time, 13-digit timestamp in milliseconds
reason	str	Server-provided reason for a failed order operation, including placement rejection, modification failure, or cancellation failure. `None` or empty on success
action	str	Trade direction, 'BUY' / 'SELL'
quantity	int	Order quantity
quantity_scale	int	Order quantity offset, default is 0. For fractional shares, quantity and quantity_scale combined represent actual order quantity, e.g., quantity=111 quantity_scale=2, then actual quantity=111*10^(-2)=1.11
total_cash_amount	float	Total order amount, None when ordering by shares
filled_cash_amount	float	Filled amount, None when ordering by shares
refund_cash_amount	float	Refund amount, equals total order amount minus filled amount. None when ordering by shares or order is not terminated
filled	int	Filled quantity
avg_fill_price	float	Average fill price including commission
commission	float	Includes commission, stamp duty, regulatory fees and other charges
gst	float	Goods and Services Tax for orders in the AU and SG markets; `0` for other markets
realized_pnl	float	Realized P&L calculated using FIFO. Relevant after a closing order fills; generally `0` for opening or unfilled orders
trail_stop_price	float	Trailing stop price
limit_price	float	Limit order price
aux_price	float	In stop orders, represents the trigger price for stop order. In trailing stop orders, represents the trailing spread
trailing_percent	float	Trailing stop order - percentage, range 0-100
percent_offset	float	<This field is not used>
order_type	str	Order type, 'MKT' market order / 'LMT' limit order / 'STP' stop order / 'STP_LMT' stop limit order / 'TRAIL' trailing stop order
time_in_force	str	Time in force: `DAY` for a day order, `GTC` for good-till-canceled, or `GTD` for good-till-date (requires `expire_time`)
outside_rth	bool	Allows pre-market and after-hours trading for US stocks
trading_session_type	str	Trading session type: `RTH`, `PRE_RTH_POST`, `OVERNIGHT`, `FULL`, `HK_AUC`, `HK_CTS`, or `HK_AUC_CTS`
status	str	Order status. See Order Status
filled_scale	int	Decimal offset for `filled`; for example, `filled=111` and `filled_scale=2` represents `1.11`
is_open	bool	Indicates whether this is an opening order
can_modify	bool	Indicates whether the order can currently be modified
liquidation	bool	Indicates whether forced liquidation triggered the order
latest_price	float	Latest contract price populated at query time for reference
algo_strategy	str	Algorithmic strategy, such as `TWAP` or `VWAP`; `None` for regular orders
algo_params	AlgoParams	Algorithmic order parameters. See AlgoParams
charges	list	Itemized fee details as `Charge` objects
source	str	Order source, such as `OpenApi`
attr_desc	str	Additional description of the order
contract	Contract	Contract object. See Contract

tigeropen.trade.domain.order.Charge Object Properties

Property	Type	Description
category	str	Fee category (TIGER/THIRD_PARTY)
category_desc	str	Fee category description: Tiger Charge; Third Parties
total	float	Total fees for current category
details	tigeropen.trade.domain.order.ChargeDetail	Fee details

tigeropen.trade.domain.order.ChargeDetail Object Properties

Property	Type	Description
type	str	Fee type: SETTLEMENT_FEE/STAMP_DUTY/TRANSACTION_LEVY/EXCHANGE_FEE/FRC_TRANSACTION_LEVY
type_desc	str	Fee type description: Settlement Fee; Stamp Duty; Transaction Levy; Exchange Fee; AFRC Transaction Levy
original_amount	float	Fee amount
after_discount_amount	float	Fee amount after discount

Constructing an Order

Use tigeropen.common.util.order_utils to construct order objects locally. These utilities accept the most common parameters. To set other parameters, construct the order first and then update its properties.

from tigeropen.common.util.contract_utils import stock_contract
from tigeropen.common.util.order_utils import (market_order,        # Market order
                                            limit_order,         # Limit order
                                            stop_order,          # Stop order
                                            stop_limit_order,    # Stop limit order
                                            trail_order,         # Trailing stop order
                                            order_leg)           # Attached order

contract = stock_contract('AAPL', currency='USD')
order = limit_order('your account', contract, 'BUY', 100, 150.5)
order.time_in_force = 'GTC' # Set order properties

# Subsequent operations...

Market Order

market_order(account, contract, action, quantity)

Parameters

Parameter	Type	Description
account	str	Prime, global, or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Limit Order

limit_order(account, contract, action, quantity, limit_price)

Parameters

Parameter	Type	Description
account	str	Prime, global, or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Stop Order

stop_order(account, contract, action, quantity, aux_price)

Parameters

Parameter	Type	Description
account	str	Prime, global, or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Stop-Limit Order

stop_limit_order(account, contract, action, quantity, limit_price, aux_price)

Parameters

Parameter	Type	Description
account	str	Prime, global, or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Trailing Stop Order

trail_order(account, contract, action, quantity, trailing_percent=None, aux_price=None)

Parameters

Parameter	Type	Description
account	str	Prime, global, or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Attached Order

order_leg(leg_type, price, time_in_force='DAY', outside_rth=None)

Parameters

Parameter Name	Type	Description
leg_type	str	Attached order type: `PROFIT` for a take-profit order or `LOSS` for a stop-loss order
price	float	Attached order price
time_in_force	str	Attached order time in force: `DAY` or `GTC` (good-till-canceled)
outside_rth	bool	Allows the attached order to trade during pre-market and after-hours sessions for US stocks

Returns

OrderLeg object tigeropen.trade.domain.order.OrderLeg

Auction Limit Order

auction_limit_order(account, contract, action, quantity, limit_price, time_in_force)

Parameters

Parameter Name	Type	Description
account	str	Prime or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Auction Market Order

auction_market_order(account, contract, action, quantity, time_in_force)

Parameters

Parameter Name	Type	Description
account	str	Prime or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Transaction

tigeropen.trade.domain.order.Transaction

Description

Execution record for an order.

Object Properties

Property Name	Type	Description
account	str	Account ID
order_id	int	Order ID
contract	Contract	Contract object
id	int	Transaction record ID
action	str	Order direction
filled_quantity	int	Filled quantity
filled_quantity_scale	int	Decimal offset for the filled quantity; defaults to `0`. `filled_quantity` and `filled_quantityScale` together represent the actual quantity. For example, `qty=111` and `scale=2` represent `111*10^(-2)=1.11`
filled_price	float	Fill price
filled_amount	float	Filled amount
transacted_at	str	Execution time

OrderLeg Attached Order

tigeropen.trade.domain.order.OrderLeg

Description

An attached order submitted with the primary order.

Object Properties

Property	Type	Description
leg_type	str	Attached order type: `PROFIT` for a take-profit order or `LOSS` for a stop-loss order
price	float	Attached order price
time_in_force	str	Attached order time in force: `DAY` or `GTC` (good-till-canceled)
outside_rth	bool	Allows the attached order to trade during pre-market and after-hours sessions for US stocks

AlgoParams Algorithmic Order Parameters

tigeropen.trade.domain.order.AlgoParams

Description

Parameters for VWAP and TWAP orders.

Object Properties

Property	Type	Description
start_time	str/int	Effective start time (time string or timestamp, TWAP and VWAP only), e.g. '2020-11-19 23:00:00' or 1640159945678
end_time	str/int	Expiry time (time string or timestamp, TWAP and VWAP only)
no_take_liq	bool	Minimizes trading frequency for VWAP orders
allow_past_end_time	bool	Allows fills after the end time for TWAP and VWAP orders
participation_rate	float	Participation rate (VWAP only, 0.01-0.5)

Contract

tigeropen.trade.domain.contract.Contract source

Description

A contract identifies a tradable instrument, such as a stock, option, or futures contract. For example, the symbol TIGR and market='US' identify Tiger Brokers stock. Options and futures require additional identifying fields. The Python SDK stores this information in tigeropen.trade.domain.contract.Contract, which can be passed to utilities that construct Order objects.

Most contracts use the following fields:

Symbol: US and UK symbols are generally alphabetic, while Hong Kong and A-share symbols are numeric. For example, Tiger Brokers' symbol is TIGR.
Security type: Common values include STK (stock), OPT (option), FUT (futures), and CASH (forex). Tiger Brokers stock uses STK.
Currency: Common values include USD and HKD.
Exchange: Stock orders are generally routed automatically and do not require this field. Futures contracts require it.

These four fields identify most stocks, CFDs, indices, and forex pairs. Options and futures require additional fields. The following examples construct common contract types.

Stocks

from tigeropen.common.util.contract_utils import stock_contract
contract = stock_contract(symbol='TIGR', currency='USD')
contract1 = stock_contract(symbol='00700', currency='HKD')

Options

from tigeropen.common.util.contract_utils import option_contract, option_contract_by_symbol
contract = option_contract(identifier='AAPL  190118P00160000')
contract = option_contract_by_symbol('JD', expiry='20211015', strike=45.0, put_call='PUT', currency='USD')

Futures

from tigeropen.common.util.contract_utils import future_contract
contract = future_contract(symbol='CL', currency='USD', expiry='20190328', multiplier=1.0, exchange='SGX')

Hong Kong Warrants

from tigeropen.common.util.contract_utils import war_contract_by_symbol
contract = war_contract_by_symbol('01810', '20221116', 14.52, 'CALL', local_symbol='14759', multiplier=2000,
currency='HKD')

Hong Kong CBBC

from tigeropen.common.util.contract_utils import iopt_contract_by_symbol
contract = iopt_contract_by_symbol('02318', '20200420', 87.4, 'CALL', local_symbol='63379', currency='HKD')

The following table lists the available fields.

Object Properties

Property Name	Type	Description
identifier	str	Unique identifier. For stocks, this is the symbol. For options, it is a 21-character identifier such as `AAPL 220729C00150000`. Futures also use a contract identifier
symbol	str	Stock symbol; for an option, the symbol of the underlying asset
sec_type	str	Security type, such as `STK` for stock, `OPT` for option, `FUT` for futures, `WAR` for warrant, or `IOPT` for CBBC; defaults to `STK`
name	str	Contract name
currency	str	Currency, USD/HKD/CNH
exchange	str	Exchange
expiry	str	Options and futures only, option or futures expiry date
strike	float	Options only, option strike price
multiplier	float	Quantity per lot
put_call	str	Options only, option direction, CALL or PUT
local_symbol	str	Global account only, Hong Kong stocks used to identify warrants and CBBC
short_margin	float	Short margin ratio (deprecated, please use short_initial_margin instead)
short_initial_margin	float	Short initial margin ratio in the range (0, 1]; for example, `0.6` means 60%
short_maintenance_margin	float	Short maintenance margin ratio in the range (0, 1], typically below `short_initial_margin`. Available for prime/paper accounts but not global-account contracts
short_fee_rate	float	Annualized short-borrow fee rate; for example, `0.03` means 3%
shortable	bool	Indicates that the borrow pool currently has inventory (`shortable_count > 0`). This does not indicate that the account has short-selling permission
long_initial_margin	float	Long initial margin ratio in the range (0, 1]; for example, `0.3` means a 30% requirement
long_maintenance_margin	float	Long maintenance margin ratio in the range (0, 1], typically below `long_initial_margin`
contract_month	str	Contract month, e.g., 202201, represents January 2022
primary_exchange	str	Stock listing exchange
market	str	Market, such as `US`, `HK`, or `CN`
min_tick	float	Minimum tick size. Fixed for futures; for stocks it varies by price range and may be `None`, so prefer `tick_sizes`
tick_sizes	list	Tick-size rules by price range. Each item includes `begin`, `end`, `tickSize`, and interval `type` (`OPEN`, `OPEN_CLOSED`, `CLOSED`, or `CLOSED_OPEN`)
trading_class	str	Contract trading class name
continuous	bool	Futures only. Indicates whether this is a continuous contract
status	int	Tradability status: `0` for not tradable, `1` for tradable
trade	bool	Futures only. Indicates whether the contract is tradable
last_trading_date	str	Futures only, last trading date, e.g., '20211220', represents December 20, 2021
first_notice_date	str	Futures only, first notice date, contracts cannot open long positions after first notice date. Existing long positions will be forcibly closed before the first notice date (usually three trading days prior), e.g., '20211222', represents December 22, 2021
last_bidding_close_time	int	Futures only, bidding close timestamp
is_etf	bool	Indicates whether the contract is an ETF
etf_leverage	int	ETF leverage multiple; present only for ETFs
discounted_day_initial_margin	float	Futures only. Discounted intraday initial margin
discounted_day_maintenance_margin	float	Futures only. Discounted intraday maintenance margin
discounted_time_zone_code	str	Futures only, time zone for the intraday margin discount period, such as `America/New_York`
discounted_start_at	int	Futures only, intraday margin discount start time as a millisecond timestamp
discounted_end_at	int	Futures only, intraday margin discount end time as a millisecond timestamp
lot_size	float	Units per lot, such as 100 shares for a Hong Kong stock, 1 share for a US stock, or 100 shares for an A-share. Order quantities usually must be multiples of this value except for fractional-share trading
support_overnight_trading	bool	Indicates whether the contract supports overnight trading

⚠️
Warning
print(contract) displays only some attributes. Use print(contract.to_str()) to display all attributes.

Retrieve Contracts Through the API

Use get_contract or get_contracts to retrieve contract information.

Parameters:

Parameter	Required	Description
symbol	Yes	Contract symbol, such as `00700` or `AAPL`
sec_type	Yes	Contract type, such as `SecurityType.STK` or `SecurityType.OPT`
currency	No	Currency, such as `Currency.USD` or `Currency.HKD`
exchange	No	Exchange, such as `SMART` or `SEHK`
expiry	No	Expiration date in `yyyyMMdd` format; required for options
strike	No	Strike price, required when trading options
put_call	No	CALL/PUT, required when trading options
secret_key	No	Institutional trader key; available only to institutional users and configured in `client_config`

Returns

get_contract returns a Contract; get_contracts returns a list of Contract objects. Their properties are listed above.

Example

from tigeropen.trade.trade_client import TradeClient
from tigeropen.common.consts import SecurityType
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account', secret_key='institutional trader exclusive key')
trade_client = TradeClient(client_config)

# Get stock contract
contract = trade_client.get_contract('FB', sec_type=SecurityType.STK)
contracts = trade_client.get_contracts(['AAPL', 'TSLA'], sec_type=SecurityType.STK)

# Get futures contract
fut_contract = trade_client.get_contract('CL', sec_type=SecurityType.FUT)

# Get option contract
opt_contract = trade_client.get_contract('SPY', sec_type=SecurityType.OPT, expiry='20231215', strike=435.0, put_call='CALL')

MarketStatus

tigeropen.quote.domain.market_status.MarketStatus

Description

Trading status for a market.

Object Properties

Property	Type	Description
market	str	Market. (US: US stocks, CN: A-shares, HK: Hong Kong stocks)
trading_status	str	Market trading status code: `NOT_YET_OPEN`, `PRE_HOUR_TRADING`, `TRADING`, `MIDDLE_CLOSE`, `POST_HOUR_TRADING`, `CLOSING`, `OVERNIGHT_TRADING`, `EARLY_CLOSED`, or `MARKET_CLOSED`
status	str	Market status description (not yet open, trading, closed, etc.)
open_time	datetime.datetime	Most recent open time

OptionFilter

tigeropen.quote.domain.filter.OptionFilter

Description

Filters for an option chain request.

⚠️
Option-chain Greeks are deprecated
Greek-related option-chain filters delta, gamma, theta, vega, and rho are Deprecated. Their values are updated daily and are not timely enough for intraday use. Do not use them for real-time trading decisions. Use Option Calculation Tools with current market inputs instead.

Object Properties

Parameter	Type	Required	Description
implied_volatility	float	No	Implied volatility, which reflects the market's expectation of future price volatility
in_the_money	bool	No	Indicates whether the option is in the money
open_interest	int	No	Number of open contracts held by market participants at the end of each trading day; an indicator of market depth and liquidity
delta	float	No	Deprecated. Daily-updated Delta filter; not suitable for intraday use
gamma	float	No	Deprecated. Daily-updated Gamma filter; not suitable for intraday use
theta	float	No	Deprecated. Daily-updated Theta filter; not suitable for intraday use
vega	float	No	Deprecated. Daily-updated Vega filter; not suitable for intraday use
rho	float	No	Deprecated. Daily-updated Rho filter; not suitable for intraday use

Order Changes

Field	Description
id	Order ID
account	Account
symbol	Position symbol, e.g., 'AAPL', '00700', 'ES', 'CN'
expiry	Options, warrants, CBBC only
strike	Options, warrants, CBBC only
right	Options, warrants, CBBC only
identifier	Asset identifier. Stock identifier is same as symbol. Futures include contract month, e.g., 'CN2201'
multiplier	Quantity per lot, futures, options, warrants, CBBC only
action	Buy/sell direction. BUY for buy, SELL for sell
market	Market. US, HK
currency	Currency. USD US Dollar, HKD Hong Kong Dollar
segType	Classification by trading type. S for stocks, C for futures
secType	STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
orderType	Order type. 'MKT' market order/'LMT' limit order/'STP' stop order/'STP_LMT' stop limit order/'TRAIL' trailing stop order
isLong	Indicates whether this is a long position
totalQuantity	Order quantity
totalQuantityScale	Order quantity offset, e.g., totalQuantity=111, totalQuantityScale=2, then actual totalQuantity=111*10^(-2)=1.11
filledQuantity	Total filled quantity (for orders filled in multiple trades, filledQuantity is cumulative total filled)
filledQuantityScale	Total filled quantity offset
avgFillPrice	Average fill price
limitPrice	Limit order price
stopPrice	Stop price
realizedPnl	Realized P&L (only prime accounts have this field)
status	Order Status
replaceStatus	Order Replace Status
cancelStatus	Order Cancel Status
outsideRth	Allows pre-market and after-hours trading for US stocks
canModify	Indicates whether the order can be modified
canCancel	Indicates whether the order can be canceled
liquidation	Indicates whether this is a closing order
name	Asset name
source	Order source (from 'OpenApi', or other)
errorMsg	Error message
attrDesc	Order description
commissionAndFee	Total commission and fees
openTime	Order time
timestamp	Order status last update time

Position Changes

Field	Description
account	User account
symbol	Stock symbol
expiry	Expiry date, options, warrants, CBBC only
strike	Strike price, options, warrants, CBBC only
right	Option direction PUT/CALL, options, warrants, CBBC only
identifier	Asset identifier
multiplier	Lot size, options, warrants, CBBC only
market	Trading market
currency	Currency type
segType	Classification by trading type. S for stocks, C for futures
secType	Contract type
position	Position
positionScale	Position quantity offset
averageCost	Average cost
latestPrice	Latest price
marketValue	Market value
unrealizedPnl	Unrealized P&L
name	Asset name
timestamp	Server time

Asset Changes

Field	Description
account	User account
currency	Currency type
segType	Classification by trading type. S for stocks, C for futures
availableFunds	Available funds (loan value equity - initial margin)
excessLiquidity	Excess liquidity (loan value equity - maintenance margin)
netLiquidation	Net liquidation value
equityWithLoan	Equity with loan value (loan value assets)
buyingPower	Buying power
cashBalance	Account cash balance
grossPositionValue	Position market value
initMarginReq	Current initial margin
maintMarginReq	Current maintenance margin
timestamp	Server time

Quote Changes

Basic quotes

Field	Sub-field	Description
symbol		Stock symbol
type		Type
timestamp		Quote data time
serverTimestamp		Server time
avgPrice		Average price
latestPrice		Latest price
latestPriceTimestamp		Latest price timestamp (no value in pre/post market)
latestTime		Latest price time
preClose		Previous close
volume		Daily cumulative volume
amount		Daily cumulative turnover (options/futures not supported)
open		Open price
high		High price
low		Low price
hourTradingTag		Pre/post market tag (no value during US market hours), values: Pre-market/After-hours
marketStatus		Market status: Trading, WaitingOpen, OpeningAuction, InAuction, ClosingAuction, Closed, MiddayBreak, AfterHoursTrading, AfterHoursMatching, ExtendedTrading, PreMarket, or Overnight
identifier		Asset identifier (options only)
openInt		Open interest (options only)
tradeTime		Trade time (futures only)
preSettlement		Previous settlement price (futures only)
minTick		Minimum tick size (futures only)
mi	p	Minute price
mi	a	Minute average price
mi	t	Minute time
mi	v	Minute volume
mi	o	Minute open price (futures only)
mi	h	Minute high price (futures only)
mi	l	Minute low price (futures only)

Best bid/ask quotes

Field	Description
askPrice	Ask price
askSize	Ask size
askTimestamp	Ask timestamp (Pre/Post-Mkt data not supported)
bidPrice	Bid price
bidSize	Bid size
bidTimestamp	Bid timestamp (Pre/Post-Mkt data not supported)