PortfolioAccount Assets (Comprehensive/Simulation Account)

Description

Account asset object, applicable to comprehensive/simulation accounts. Contains information about the account's total assets, profit and loss, position market value, cash, available funds, margin, leverage, and other related information.

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 content is a dict with two keys: 'S' for securities, 'C' for futures, with values being

Segment Assets by Category (Comprehensive/Simulation Account)

Description

Assets are divided by stock/futures trading instruments, with each part being a Segment.

Object Properties

Property Name	Type	Description
currency	str	Currency, such as USD, HKD
capability	str	Account type, margin account: RegTMargin, cash account: Cash. Margin accounts support margin trading, unlimited T+0 trading times, maximum buying power of up to 4x intraday and 2x overnight.
category	str	Trading instrument category C: (Commodities futures), S: (Securities stocks), F: (Funds)
cash_balance	float	Cash amount. The cash amount is the sum of current cash balances in all currencies. If your current account has generated financing or borrowing, please note that interest is generally calculated daily and settled monthly, specifically calculated based on financing days. Accumulated daily, unified deduction around the 5th of the following month, so before deducting interest, the cash balance users see has not deducted interest. If the cash balance is zero before deducting interest, there may be a debt after deduction, i.e., the cash balance becomes negative.
cash_available_for_trade	float	Available funds. Available funds are used to check whether opening positions or IPO subscriptions are possible. Opening positions refers to trading behaviors such as buying stocks long, selling stocks short through margin lending, etc. Note that available funds do not equal available cash. It is a value calculated using total assets, option position market value, frozen funds, and initial margin. When available funds are greater than 0, it means the account can open positions. Available funds × 4 is the account's maximum available buying power. Algorithm: Available funds = Total assets - US stock option market value - Current total position initial margin - Frozen funds. The initial margin algorithm is ∑(Individual stock position market value × Current stock opening margin ratio). Example: Tiger's current account total assets are $10,000, holding $1,000 US stock options, holding Apple with total market value of $2,000, Apple's initial margin ratio is currently 45%, no frozen funds, Tiger's available funds = 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 buying power. Maximum buying power is the account's maximum available purchase amount. The maximum buying power value can be used to estimate how much stock the account can buy at most, but since each stock has different maximum leverage multiples, the actual buying power available when purchasing individual stocks must be calculated based on the specific stock's margin ratio. Algorithm: Maximum buying power = 4 × Available funds. Example: Tiger's available funds are $100,000, then Tiger's maximum buying power is $400,000. If Apple's current stock price is $250 per share and Apple's initial margin ratio is 30%, Tiger can buy at most $100,000/30% = $333,400 of Apple. If Apple's initial margin ratio is 25%, Tiger can buy at most $100,000/25% = $400,000 of Apple. Margin accounts have at most four times the buying power of funds (funds not used as margin) intraday and at most two times buying power overnight
gross_position_value	float	Total securities value, which is the sum of the total market value of securities held in the account, i.e., the total market value of all positions. Algorithm: Sum of all position market values; Note: All position market values are calculated in the main currency; Example 1: If Tiger simultaneously holds Apple worth $3,000 (i.e., long) and Google worth -$1,000 (i.e., short), Tiger's total securities value = $3,000 Apple + (-$1,000 Google) = $2,000; Example 2: Tiger holds Apple worth $10,000 and Apple long options worth $5,000, Tiger's total securities value = 10,000 + 5,000 = $15,000
equity_with_loan	float	Total equity with loan value, i.e., ELV. ELV is a data indicator used to calculate opening and closing positions; Algorithm: Cash account = Cash balance, Margin account = Cash balance + Total securities market value - US stock option market value; ELV = Total assets - US stock options
net_liquidation	float	Total assets (net liquidation value). Total assets is the sum of our account's net liquidation cash balance and total securities market value, usually used to indicate how many assets are currently in the account. Algorithm: Total assets = Total securities market value + Cash balance + Accrued dividends - Accrued interest; Example: Tiger's account has $1,000 cash, holds Apple positions worth $1,000 (i.e., long Apple), no pending dividends and financing interest and undeducted interest, then Tiger's total assets = Cash 1,000 + Position value 1,000 = $2,000. If Tiger's account has $1,000 cash and shorts Apple worth $1,000, at this time the total securities market value is -$1,000, cash is $2,000, user's total assets = Cash 2,000 + (Position market value -1,000), total account assets amount to $1,000.
init_margin	float	Initial margin. The sum of initial margin requirements for all current position contracts. When first executing trades, opening positions is only allowed when equity with loan is greater than initial margin. To meet regulatory margin requirements, we will increase initial margin and maintenance margin requirements to a minimum of 50% during the 15 minutes before market close.
maintain_margin	float	Maintenance margin. The sum of maintenance margin requirements for all current position contracts. When holding positions, forced liquidation will be triggered when equity with loan is less than maintenance margin. To meet regulatory margin requirements, we will increase initial margin and maintenance margin requirements to a minimum of 50% during the 15 minutes before market close.
overnight_margin	float	Overnight margin. Overnight margin is the margin required when checking accounts starting 15 minutes before market close. To meet regulatory margin requirements, we will increase initial margin and maintenance margin requirements to a minimum of 50% during the 15 minutes before market close. Tiger International's overnight margin ratios are all above 50%. If the account's equity with loan is below overnight margin, the account risks forced liquidation during the 15 minutes before market close. Algorithm: ∑(Individual stock overnight maintenance margin). Individual stock maintenance margin rates can be queried by users at "Stock Details Page - Quote Area - Click Margin Trading Symbol". Example: Tiger's account total assets are $100,000, Apple's opening margin ratio is 40%, intraday maintenance margin is 20%, intraday full position buying Apple totaling $250,000, during the 15 minutes before market close (overnight period) maintenance margin ratio will be raised to 50%, at this time the user's overnight margin is: $250,000 × 50% = $125,000, the user's equity with loan is $100,000, which is less than $125,000, the user will be liquidated for some stocks.
unrealized_pl	float	Position profit and loss. Definition: Unrealized profit and loss amount of held individual stocks and derivatives; Algorithm: Current price × Number of shares - Position cost
realized_pl	float	Realized profit and loss is the sum of realized profit and loss of individual stocks and derivatives that have been reduced during the current holding cycle. Realized profit and loss = Σ[(Selling price - Buying price) × Number of shares sold - Commission
excess_liquidation	float	Current excess liquidity. Current excess liquidity is an indicator measuring the current account's potential liquidation risk. The lower the current excess liquidity, the higher the account's liquidation risk. When it is less than 0, some positions will be forcibly liquidated. The specific algorithm is: Current excess liquidity = Equity with loan - Account maintenance margin. To meet regulatory margin requirements, we will increase initial margin and maintenance margin requirements to a minimum of 50% during the 15 minutes before market close. Example: (1) Customer total assets $10,000, bought Apple $12,000 (assuming Apple's opening and maintenance margin ratio is 50%). Current excess liquidity = Total assets 10,000 - Account maintenance margin 6,000 = 4,000. (2) As the stock falls, assume the stock market value drops to 8,000, at this time current excess liquidity = Total assets (-2,000 + 8,000) - Account maintenance margin 4,000 = 2,000. (3) At this time the user bought another $1,000 US stock options, then the account's current excess liquidity remains 2,000 - 1,000 = 1,000. If your account is forcibly liquidated, it will be executed at market price during forced liquidation, and the liquidated stock targets are decided by the broker. Please pay attention to risk control values and leverage indicators.
overnight_liquidation	float	Overnight excess liquidity. Overnight excess liquidity refers to the value calculated by Equity with loan - Overnight margin. To meet regulatory margin requirements, we will increase initial margin and maintenance margin requirements to a minimum of 50% during the 15 minutes before market close. If the account's overnight excess liquidity is below 0, there is a risk of forced liquidation of some positions starting 15 minutes before market close. If your account is forcibly liquidated, it will be executed at market price during forced liquidation, and the liquidated stock targets are decided by the broker. Please pay attention to risk control values and leverage indicators.
leverage	float	Leverage. Leverage is an important indicator measuring account risk level, which can help users quickly understand account financing ratio and risk level; Algorithm: Leverage = Sum of absolute values of securities market values / Total assets; Note 1: Margin accounts have maximum leverage of 4x intraday and 2x overnight; Note 2: Tiger considers historical volatility, liquidity and risk factors, and not every stock can be bought with 4x leverage. Generally, long margin ratios range from 25%-100%. Stocks with margin ratio equal to 25% can be understood as 4x leverage buying, stocks with margin ratio equal to 100% can be understood as 0x leverage buying, i.e., buying entirely with cash. Note that short selling margin may exceed 100%. Note 3: Individual stock margin ratios can be queried by users at "Stock Details Page - Quote Area - Click Margin Trading Symbol"; Example: Tiger's account total assets $100,000, wants to buy Apple, Apple's current individual stock long initial margin ratio is 50% (1/50% = 2x leverage), Tiger can buy at most $200,000 market value of Apple stock; Tiger wants to short Google, Google's short selling margin ratio is 200%, Tiger can short at most 10/200% = $50,000 of Google stock; Tiger wants to buy Microsoft, Microsoft's initial margin is 100% (1/100% = 1x leverage), Tiger can buy at most $100,000 of Microsoft stock
currency_assets	dict	Account asset information classified by trading currency, is a dict with currency as key, value is CurrencyAsset object
uncollected	float	Funds in transit
locked_funds	float	Locked funds

CurrencyAsset Assets by Currency (Comprehensive/Simulation 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 portion (such as purchased but not yet executed stocks, and other situations that may have locked cash)
cash_available_for_trade	float	Cash amount currently available for trading in the account

PortfolioAccount Assets (Global Account)

Description

Account asset object, applicable to global accounts. Contains information about the account's total assets, profit and loss, position market value, cash, available funds, margin, leverage, and other related information.

Object Properties

Property Name	Type	Description
account	str	Corresponding account ID
summary	tigeropen.trade.domain.account.Account	Account summary information, statistics of segments
segments	dict	Account information classified by trading instrument. Has two keys: 'S' corresponds to securities, value is a

Account Summary Assets (Global Account)

Description

Account summary information for various trading instrument assets.

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	Available funds (available for trading). Calculation method: 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, meaning refers to enumeration parameters - Currency
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: Calculation method: equity_with_loan - maintenance_margin_requirement - Futures Segment: Calculation method: 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 profit and loss
unrealized_pnl	float	Floating profit and loss
net_liquidation	float	Total assets (net liquidation value). Securities Segment: Cash value + Stock value + Stock option value. Futures Segment: Cash value + Mark-to-market profit and loss
∆ 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	Available funds (available for trading). Calculation method: equity_with_loan - initial_margin_requirement
cash	float	Cash
equity_with_loan	float	Equity with loan value (equity with loan value assets). Calculation method: Cash value + Stock value
excess_liquidity	float	Excess liquidity. Calculation method: 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 method: 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	Available funds (available for trading). Calculation method: equity_with_loan - initial_margin_requirement
cash	float	Cash
equity_with_loan	float	Equity with loan value (equity with loan value assets) Calculation method: Cash value - Maintenance margin
excess_liquidity	float	Excess liquidity. Calculation method: 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 method: Cash value + Mark-to-market profit and loss
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 profit and loss
unrealized_pnl	float	Unrealized profit and loss
realized_pnl	float	Realized profit and loss
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

Account position information. Includes contract, position quantity, cost, profit and loss, and other information.

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	Whether it is lv0 (delayed) quotes
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 yesterday's P&L
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 object. Order queries will return this object, and placing/modifying orders also requires using this object.

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 only used for attached orders in TigerTrade App
order_time	int	Order time, 13-digit timestamp in milliseconds
trade_time	int	Order status update time. For filled orders, represents fill time; for cancelled orders, represents successful cancellation time, 13-digit timestamp in milliseconds
update_time	int	Order update time. When order properties change (such as order modification), this time will be updated, 13-digit timestamp in milliseconds
expire_time	int	GTD order expiration time, 13-digit timestamp in milliseconds
reason	str	When order placement fails, returns description of failure reason
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 excluding commission
commission	float	Includes commission, stamp duty, regulatory fees and other charges
gst	float	Tax - Goods and Service Tax
realized_pnl	float	Realized P&L
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' day order / 'GTC' good till cancelled / 'GTD' good till date (requires additional expire_time)
outside_rth	bool	Whether to support pre-market and after-hours trading, US stocks only
trading_session_type	str	Night trading session
contract	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

Construction Method:

Generate order objects locally through tigeropen.common.util.order_utils in the SDK: order_utils only provides commonly used parameters. If additional parameters are needed, you can generate the order object first and then modify 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

market_order(account, contract, action, quantity)

Parameters

Parameter	Type	Description
account	str	Trading account, can use integrated account, global account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

limit_order Limit Order

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

Parameters

Parameter	Type	Description
account	str	Trading account, can use integrated account, global account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

stop_order Stop Order

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

Parameters

Parameter	Type	Description
account	str	Trading account, can use integrated account, global account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

stop_limit_order Stop Limit Order

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

Parameters

Parameter	Type	Description
account	str	Trading account, can use integrated account, global account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

trail_order Trailing Stop Order

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

Parameters

Parameter	Type	Description
account	str	Trading account, can use integrated account, global account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

order_leg Additional Order

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

Parameters

Parameter Name	Type	Description
leg_type	str	Additional order type. 'PROFIT' for take profit order, 'LOSS' for stop loss order
price	float	Additional order price
time_in_force	str	Additional order time in force. 'DAY' (Day) and 'GTC' (Good-Til-Canceled)
outside_rth	bool	Whether additional order allows pre-market and after-hours trading (US stocks only). True allows, False disallows

Returns

OrderLeg object tigeropen.trade.domain.order.OrderLeg

auction_limit_order Auction Limit Order

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

Parameters

Parameter Name	Type	Description
account	str	Trading account, can use integrated account or simulation account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

auction_market_order Auction Market Order

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

Parameters

Parameter Name	Type	Description
account	str	Trading account, can use integrated account or simulation account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Transaction Trade Record

tigeropen.trade.domain.order.Transaction

Description

Trade execution record of an order

Object Properties

Property	Type	Description
account	str	Account
order_id	int	Order ID
contract	Contract

OrderLeg Additional Order

tigeropen.trade.domain.order.OrderLeg

Description

Additional orders carried with the main order

Object Properties

Property	Type	Description
leg_type	str	Additional order type. 'PROFIT' for take profit order, 'LOSS' for stop loss order
price	float	Additional order price
time_in_force	str	Additional order time in force. 'DAY' (Day) and 'GTC' (Good-Til-Canceled)
outside_rth	bool	Whether additional order allows pre-market and after-hours trading (US stocks only). True allows, False disallows

AlgoParams Algorithm Order Parameters

tigeropen.trade.domain.order.AlgoParams

Description

Algorithm order (VWAP/TWAP) parameter object

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	Whether to minimize trading frequency (VWAP orders only)
allow_past_end_time	bool	Whether to allow completion of trades after expiry time (TWAP and VWAP only)
participation_rate	float	Participation rate (VWAP only, 0.01-0.5)

Contract

tigeropen.trade.domain.contract.Contract source

Description

A contract refers to the trading object or underlying asset (such as a stock or an option), which is standardized by the exchange. For example, to purchase Tiger Brokers stock, it can be uniquely identified by the ticker symbol TIGR and market information (i.e., market='US', US market). Similarly, when purchasing options or futures products, other identifying fields may be needed. Through contract information, we can uniquely determine an underlying asset when placing orders or obtaining quotes. In the Open API Python SDK, contract information is stored through the tigeropen.trade.domain.contract.Contract object. The Contract object can be passed to utility functions for constructing Order objects, used for placing orders.

Common contracts include stock contracts, option contracts, futures contracts, etc. Most contracts include the following elements:

Symbol - Generally, US and UK contract codes are alphabetic, while Hong Kong and A-share contract codes are numeric, e.g., Tiger Brokers' symbol is TIGR.
Security Type - Common contract types include: STK (stock), OPT (option), FUT (futures), CASH (forex), e.g., Tiger Brokers stock contract type is STK.
Currency - Common currencies include USD (US Dollar), HKD (Hong Kong Dollar).
Exchange - STK type contracts generally don't use the exchange field as orders are automatically routed, futures contracts use the exchange field.

Most stocks, CFDs, indices, or forex pairs can be uniquely determined by these four attributes. Due to their nature, more complex contracts (such as options and futures) require some additional information. Here are several common contract types and their constituent elements:

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')

See below for specific fields and construction methods

Object Properties

Property Name	Type	Description
identifier	str	Unique identifier, stock identifier is same as symbol, option is 21-character identifier, e.g., 'AAPL 220729C00150000', futures identifier
symbol	str	Stock ticker, option contract symbol is the underlying asset code
sec_type	str	STK stock/OPT option/FUT futures/WAR warrant/IOPT CBBC etc., default 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
short_maintenance_margin	float	Short maintenance margin ratio (has value for integrated accounts, no value for global account contracts)
short_fee_rate	float	Short fee rate
shortable	int	Short pool remaining
long_initial_margin	float	Long initial margin
long_maintenance_margin	float	Long maintenance margin
contract_month	str	Contract month, e.g., 202201, represents January 2022
primary_exchange	str	Stock listing exchange
market	str	Market /US/HK/CN
min_tick	float	Minimum tick size
tickSizes	list	Stocks only, minimum tick size price ranges, i.e., when order price is in the begin and end range, must meet tickSize requirements, begin: left price range, end: right price range, type: range type OPEN/OPEN_CLOSED/CLOSED/CLOSED_OPEN (open/left open right closed/closed/left closed right open), tickSize: minimum price unit. Example: `[{"begin":"0","end":"1","tickSize":1.0E-4,"type":"CLOSED"},{"begin":"1","end":"Infinity","tickSize":0.01,"type":"OPEN"}]`
trading_class	str	Contract trading class name
status	str	Contract status
continuous	bool	Futures only, whether it's a continuous contract
trade	bool	Futures only, whether it's 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	Whether it's an ETF
etf_leverage	int	ETF leverage multiple, exists only when contract is ETF
discounted_day_initial_margin	float	Futures only, Intraday initial margin discount
discounted_day_maintenance_margin	float	Futures only, Intraday maintenance margin discount
discounted_time_zone_code	float	Futures only, Intraday margin discount period time zone
discounted_start_at	float	Futures only, Intraday margin discount start time
discounted_end_at	float	Futures only, Intraday margin discount end time
lot_size	float	Minimum quantity of assets that can be traded in a single transaction
support_overnight_trading	bool	Whether supports overnight trading

⚠️
Warning
print will only display partial attributes, use print(contract.to_str()) to print all attributes

Get via API

Contract objects can be queried through the following methods:

Get contract information get_contract/get_contracts

Parameters:

Parameter	Required	Description
symbol	Yes	Contract code e.g., 00700/AAPL
sec_type	Yes	Contract type e.g., SecurityType.STK/SecurityType.OPT
currency	No	Currency e.g., Currency.USD/Currency.HKD
exchange	No	Exchange e.g., SMART/SEHK
expiry	No	Expiry date, required when trading options yyyyMMdd
strike	No	Strike price, required when trading options
put_call	No	CALL/PUT, required when trading options
secret_key	No	Institutional trader key, for institutional users only, needs to be configured in client_config

Returns

get_contract returns Contract object; get_contracts returns list of Contract objects. Object properties see description section above

Example

from tigeropen.trade.trade_client import TradeClient
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 Market Status

tigeropen.quote.domain.market_status.MarketStatus

Description

Market trading status

Object Properties

Property	Type	Description
market	str	Market. (US: US stocks, CN: Shanghai/Shenzhen, HK: Hong Kong stocks)
trading_status	str	Market trading status code. Not yet open NOT_YET_OPEN; Pre-market trading PRE_HOUR_TRADING; Trading TRADING; Midday break MIDDLE_CLOSE; After-hours trading POST_HOUR_TRADING; Closed CLOSING; Early close EARLY_CLOSED; Market closed MARKET_CLOSED;
status	str	Market status description (not yet open, trading, closed, etc.)
open_time	datetime.datetime	Most recent open time

OptionFilter Option Chain Filter

tigeropen.quote.domain.filter.OptionFilter

Description

Option filter parameter object

Object Properties

Parameter	Type	Required	Description
implied_volatility	float	No	Implied volatility, reflects market expectations of future stock price volatility, higher implied volatility indicates more expected stock price volatility
in_the_money	bool	No	Whether in the money
open_interest	int	No	Open interest, number of uncleared contracts held by market participants at the end of each trading day. Reflects market depth and liquidity
delta	float	No	Delta, reflects the impact of stock price changes on option price changes. For every $1 change in stock price, option price changes approximately delta. Range -1.0 ~ 1.0
gamma	float	No	Gamma, reflects the impact of stock price changes on delta. For every $1 change in stock price, delta changes by gamma
theta	float	No	Theta, reflects the impact of time changes on option price changes. For every day reduction in time, option price changes approximately theta
vega	float	No	Vega, reflects the impact of volatility on option price changes. For every 1% change in volatility, option price changes approximately vega
rho	float	No	Rho, reflects the impact of risk-free interest rate on option price changes. For every 1% change in risk-free interest rate, option price changes approximately rho

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	Whether 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 integrated accounts have this field)
status	Order Status
replaceStatus	Order Replace Status
cancelStatus	Order Cancel Status
outsideRth	Whether allows pre-market and after-hours trading, US stocks only
canModify	Whether can modify
canCancel	Whether can cancel
liquidation	Whether it's 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 code
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 code
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
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)