Market Data Subscriptions

Subscribe Stock Quotes

Description

Subscribe to real-time stock quote pushes. Quote data is received via callbacks, including two types: basic quote (QuoteBasicData) and best bid/offer (QuoteBBOData).

Parameters

Parameter	Type	Description
symbols	&str	Stock symbols, comma-separated, e.g. `"AAPL,TSLA,00700"`

Example

// Subscribe to stock quotes
push.subscribe(&SubjectType::Quote, Some("AAPL,TSLA,00700"), None, None);

Callbacks

on_quote(QuoteBasicData) — Basic quote data
on_quote_bbo(QuoteBBOData) — Best bid/offer data

Callback Data Fields

QuoteBasicData:

Field	Type	Description
symbol	string	Stock symbol
type	string	Data type: `BASIC`
timestamp	string	Data timestamp (milliseconds)
serverTimestamp	string	Server push timestamp
avgPrice	double	Average price
latestPrice	double	Latest price
latestPriceTimestamp	string	Latest price timestamp
latestTime	string	Latest trade time (readable format)
preClose	double	Previous close price
volume	string	Trading volume
amount	double	Trading amount
open	double	Open price
high	double	High price
low	double	Low price
marketStatus	string	Market status, e.g. `Trading`
hourTradingTag	string	Pre/post market tag, e.g. `PreMarket` (US non-regular hours only)
mi	object	Minute K-line snapshot
mi.p	double	Minute close price
mi.a	double	Minute average price
mi.t	string	Minute timestamp
mi.v	string	Minute volume
mi.o	double	Minute open price
mi.h	double	Minute high price
mi.l	double	Minute low price

QuoteBBOData:

Field	Type	Description
symbol	string	Stock symbol
type	string	Data type: `BBO`
timestamp	string	Data timestamp (milliseconds)
askPrice	double	Best ask price
askSize	string	Ask size
askTimestamp	string	Ask quote timestamp
bidPrice	double	Best bid price
bidSize	string	Bid size
bidTimestamp	string	Bid quote timestamp

Callback Data Examples

Basic quote (BASIC):

{
    "symbol": "AAPL",
    "type": "BASIC",
    "timestamp": "1684766012120",
    "serverTimestamp": "1684766012129",
    "avgPrice": 174.1721,
    "latestPrice": 174.175,
    "latestPriceTimestamp": "1684766011918",
    "latestTime": "05-22 10:33:31 EDT",
    "preClose": 175.16,
    "volume": "12314802",
    "amount": 2144365591.41,
    "open": 173.98,
    "high": 174.71,
    "low": 173.45,
    "marketStatus": "Trading",
    "mi": {
        "p": 174.175,
        "a": 174.1721,
        "t": "1684765980000",
        "v": "57641",
        "o": 174.21,
        "h": 174.22,
        "l": 174.14
    }
}

Best bid/offer (BBO):

{
    "symbol": "AAPL",
    "type": "BBO",
    "timestamp": "1676992715509",
    "askPrice": 149.96,
    "askSize": "200",
    "askTimestamp": "1676992715367",
    "bidPrice": 149.94,
    "bidSize": "700",
    "bidTimestamp": "1676992715367"
}

Subscribe Option Quotes

Description

Subscribe to real-time option quote pushes (supports US and HK market options). Callback data includes basic quote and best bid/offer types.

Parameters

Parameter	Type	Description
symbols	&str	Option symbols, comma-separated. Supports two formats: `"AAPL 20230317 150.0 CALL"` or identifier format `"SPY 190508C00290000"`

Example

// Subscribe to option quotes
push.subscribe(&SubjectType::Option, Some("AAPL 20230317 150.0 CALL"), None, None);

Callbacks

on_option(QuoteBasicData) — Option basic quote
on_option_bbo(QuoteBBOData) — Option best bid/offer

Callback Data Fields

QuoteBasicData (Option):

Field	Type	Description
symbol	string	Option symbol
type	string	Data type: `BASIC`
timestamp	string	Data timestamp (milliseconds)
latestPrice	double	Latest price
latestPriceTimestamp	string	Latest price timestamp
preClose	double	Previous close price
volume	string	Trading volume
amount	double	Trading amount
open	double	Open price
high	double	High price
low	double	Low price
identifier	string	Standard option code (e.g. `AAPL 230317C00150000`)
openInt	string	Open interest

QuoteBBOData (Option):

Field	Type	Description
symbol	string	Option symbol
type	string	Data type: `BBO`
timestamp	string	Data timestamp (milliseconds)
askPrice	double	Best ask price
askSize	string	Ask size
askTimestamp	string	Ask quote timestamp
bidPrice	double	Best bid price
bidSize	string	Bid size
bidTimestamp	string	Bid quote timestamp

Callback Data Examples

Option basic quote:

{
    "symbol": "AAPL 20230317 150.0 CALL",
    "type": "BASIC",
    "timestamp": "1676994444927",
    "latestPrice": 4.83,
    "latestPriceTimestamp": "1676994444927",
    "preClose": 6.21,
    "volume": "3181",
    "amount": 939117.01,
    "open": 4.85,
    "high": 5.6,
    "low": 4.64,
    "identifier": "AAPL  230317C00150000",
    "openInt": "82677"
}

Option BBO:

{
    "symbol": "AAPL 20230317 150.0 CALL",
    "type": "BBO",
    "timestamp": "1676994393156",
    "askPrice": 4.85,
    "askSize": "11",
    "askTimestamp": "1676994393156",
    "bidPrice": 4.8,
    "bidSize": "992",
    "bidTimestamp": "1676994390931"
}

Subscribe Future Quotes

Description

Subscribe to real-time futures quote pushes. Callback data includes basic quote and best bid/offer types.

Parameters

Parameter	Type	Description
symbols	&str	Futures symbols, comma-separated, e.g. `"ESmain,ES2609"`

Example

// Subscribe to futures quotes
push.subscribe(&SubjectType::Future, Some("ESmain,ES2609"), None, None);

Callbacks

on_future(QuoteBasicData) — Futures basic quote
on_future_bbo(QuoteBBOData) — Futures best bid/offer

Callback Data Fields

QuoteBasicData (Futures):

Field	Type	Description
symbol	string	Futures symbol
type	string	Data type: `BASIC`
timestamp	string	Data timestamp (milliseconds)
avgPrice	double	Average price
latestPrice	double	Latest price
latestPriceTimestamp	string	Latest price timestamp
latestTime	string	Latest trade time
preClose	double	Previous close price
volume	string	Trading volume
open	double	Open price
high	double	High price
low	double	Low price
marketStatus	string	Market status
tradeTime	string	Trade timestamp
preSettlement	double	Previous settlement price
minTick	double	Minimum tick size
mi	object	Minute K-line snapshot (same fields as stock)

QuoteBBOData (Futures): Same fields as stock BBO data.

Callback Data Examples

Futures basic quote:

{
    "symbol": "ESmain",
    "type": "BASIC",
    "timestamp": "1684766824130",
    "avgPrice": 4206.476,
    "latestPrice": 4202.5,
    "latestPriceTimestamp": "1684766824000",
    "latestTime": "05-22 09:47:04 -0500",
    "preClose": 4204.75,
    "volume": "557570",
    "open": 4189,
    "high": 4221.75,
    "low": 4186.5,
    "marketStatus": "Trading",
    "tradeTime": "1684766824000",
    "preSettlement": 4204.75,
    "minTick": 0.25,
    "mi": {
        "p": 4202.25,
        "a": 4206.476,
        "t": "1684766820000",
        "v": "96",
        "o": 4202.25,
        "h": 4202.5,
        "l": 4202.0
    }
}

Futures BBO:

{
    "symbol": "ESmain",
    "type": "BBO",
    "timestamp": "1684766824130",
    "askPrice": 4202.75,
    "askSize": "70",
    "askTimestamp": "1684766824129",
    "bidPrice": 4202.5,
    "bidSize": "2",
    "bidTimestamp": "1684766824130"
}

Subscribe Crypto Quotes

Description

Subscribe to real-time cryptocurrency quote pushes. Callback data includes basic quote and best bid/offer types.

Parameters

Parameter	Type	Description
symbols	&[&str]	Crypto symbol array, e.g. `&["BTC.USD", "ETH.USD"]`

Example

// Subscribe to crypto quotes
push.subscribe_cc(&["BTC.USD", "ETH.USD"]);

Callbacks

on_quote(QuoteBasicData) — Crypto basic quote
on_quote_bbo(QuoteBBOData) — Crypto best bid/offer

Callback Data Fields

QuoteBasicData (Crypto):

Field	Type	Description
symbol	string	Crypto symbol, e.g. `ETH.USD`
type	string	Data type: `BASIC`
timestamp	string	Data timestamp (milliseconds)
serverTimestamp	string	Server push timestamp
latestPrice	double	Latest price
latestPriceTimestamp	string	Latest price timestamp
latestTime	string	Latest trade time
preClose	double	Previous close price
volumeDecimal	double	Trading volume (decimal precision)
amount	double	Trading amount
open	double	Open price
high	double	High price
low	double	Low price
marketStatus	string	Market status, e.g. `TRADING`

QuoteBBOData (Crypto):

Field	Type	Description
symbol	string	Crypto symbol
type	string	Data type: `BBO`
timestamp	string	Data timestamp (milliseconds)
askPrice	double	Best ask price
askTimestamp	string	Ask quote timestamp
bidPrice	double	Best bid price
bidSize	string	Bid size
bidTimestamp	string	Bid quote timestamp

Callback Data Examples

Crypto basic quote:

{
    "symbol": "ETH.USD",
    "type": "BASIC",
    "timestamp": "1770041127619",
    "serverTimestamp": "1770041127816",
    "latestPrice": 2322.97,
    "latestPriceTimestamp": "1770041127619",
    "latestTime": "02-02 22:05:27 HKT",
    "preClose": 2313.05,
    "volumeDecimal": 27711.5,
    "amount": 62465538.27,
    "open": 2314.18,
    "high": 2374.87,
    "low": 2156.8,
    "marketStatus": "TRADING"
}

Crypto BBO:

{
    "symbol": "ETH.USD",
    "type": "BBO",
    "timestamp": "1770041127619",
    "askPrice": 2322.97,
    "askTimestamp": "1770041127605",
    "bidPrice": 2322.95,
    "bidSize": "1",
    "bidTimestamp": "1770041127605"
}

Subscribe Depth Quotes

Description

Subscribe to multi-level depth of book data. Supports stocks (US/HK), options (US/HK), and futures. US depth pushes every 300ms, HK depth pushes every 2s. Returns up to 40 levels of order book data (HK only has 10 levels).

Parameters

Parameter	Type	Description
symbols	&str	Stock, option, or futures symbols, comma-separated, e.g. `"AAPL,ESmain"`

Example

// Subscribe to depth quotes
push.subscribe(&SubjectType::Depth, Some("AAPL,00700"), None, None);

Callbacks

on_depth(QuoteDepthData) — Depth of book data

Callback Data Fields

QuoteDepthData:

Field	Type	Description
symbol	string	Symbol
timestamp	string	Depth data timestamp
ask	object	Ask (sell) side data
ask.price	double[]	Price at each level
ask.volume	string[]	Volume at each level
ask.orderCount	int[]	Order count at each level (HK only)
bid	object	Bid (buy) side data
bid.price	double[]	Price at each level
bid.volume	string[]	Volume at each level
bid.orderCount	int[]	Order count at each level (HK only)

Callback Data Examples

US market depth:

{
    "symbol": "AAPL",
    "timestamp": "1676993368405",
    "ask": {
        "price": [149.69, 149.70, 149.71, 149.72, 149.73],
        "volume": ["100", "200", "185", "100", "100"]
    },
    "bid": {
        "price": [149.68, 149.67, 149.66, 149.65, 149.64],
        "volume": ["84", "100", "100", "200", "100"]
    }
}

HK market depth (with order count):

{
    "symbol": "00700",
    "timestamp": "1670465696884",
    "ask": {
        "price": [311.4, 311.6, 311.8, 312.0, 312.2],
        "volume": ["15600", "5700", "16600", "33800", "61100"],
        "orderCount": [16, 13, 19, 79, 39]
    },
    "bid": {
        "price": [311.2, 311.0, 310.8, 310.6, 310.4],
        "volume": ["2300", "8300", "18000", "8800", "7700"],
        "orderCount": [10, 15, 18, 9, 6]
    }
}

Subscribe Trade Ticks

Description

Subscribe to tick-by-tick trade data for stocks and futures. Push interval is 200ms using snapshot mode, delivering the latest 50 trade records per push. Supports US and HK market stocks and futures.

Parameters

Parameter	Type	Description
symbols	&str	Stock or futures symbols, comma-separated, e.g. `"AAPL,00700,ESmain"`

Example

// Subscribe to trade ticks
push.subscribe(&SubjectType::TradeTick, Some("AAPL,00700"), None, None);

Callbacks

on_tick(TradeTick) — Trade tick data

Callback Data Fields

TradeTick:

Field	Type	Description
symbol	string	Symbol
secType	string	Security type: `STK` / `FUT`
quoteLevel	string	Quote permission level (e.g. `usQuoteBasic`, `hkStockQuoteLv2`)
timestamp	long	Data timestamp
ticks	Tick[]	Trade tick data array

Tick:

Field	Type	Description
sn	long	Tick sequence number
volume	long	Trade volume
tickType	string	`*` neutral, `+` active buy, `-` active sell (not available for futures)
price	double	Trade price
time	long	Trade timestamp
cond	string	Trade condition (e.g. `US_REGULAR_SALE`, `HK_AUTOMATCH_NORMAL`)
partCode	string	Exchange code (US stocks only)

Callback Data Examples

US stock trade ticks:

{
    "symbol": "AAPL",
    "secType": "STK",
    "quoteLevel": "usQuoteBasic",
    "timestamp": 1676993925700,
    "ticks": [
        {
            "sn": 116202,
            "volume": 50,
            "tickType": "*",
            "price": 149.665,
            "time": 1676993924289,
            "cond": "US_REGULAR_SALE"
        },
        {
            "sn": 116203,
            "volume": 1,
            "tickType": "*",
            "price": 149.68,
            "time": 1676993924459,
            "cond": "US_REGULAR_SALE"
        }
    ]
}

HK stock trade ticks:

{
    "symbol": "00700",
    "secType": "STK",
    "quoteLevel": "hkStockQuoteLv2",
    "timestamp": 1669345639970,
    "ticks": [
        {
            "sn": 35115,
            "volume": 300,
            "tickType": "+",
            "price": 269.2,
            "time": 1669345639496,
            "cond": "HK_AUTOMATCH_NORMAL"
        },
        {
            "sn": 35116,
            "volume": 200,
            "tickType": "+",
            "price": 269.2,
            "time": 1669345639610,
            "cond": "HK_AUTOMATCH_NORMAL"
        }
    ]
}

Futures trade ticks:

{
    "symbol": "HSImain",
    "secType": "FUT",
    "timestamp": 1669345640575,
    "ticks": [
        {
            "sn": 261560,
            "volume": 1,
            "price": 17465.0,
            "time": 1669345639000
        },
        {
            "sn": 261561,
            "volume": 1,
            "price": 17465.0,
            "time": 1669345639000
        }
    ]
}

Subscribe Minute K-line

Description

Subscribe to minute-level K-line (candlestick) data for stocks. Supports US and HK market stocks.

Parameters

Parameter	Type	Description
symbols	&str	Stock symbols, comma-separated, e.g. `"AAPL,00700"`

Example

// Subscribe to minute K-line
push.subscribe(&SubjectType::Kline, Some("AAPL,00700"), None, None);

Callbacks

on_kline(KlineData) — Minute K-line data

Callback Data Fields

KlineData:

Field	Type	Description
symbol	string	Stock symbol
time	string	Minute timestamp
open	float	Open price
high	float	High price
low	float	Low price
close	float	Close price
avg	float	Average price
volume	string	Trading volume
count	int	Trade count
amount	double	Trading amount
serverTimestamp	string	Server push timestamp

Callback Data Example

{
    "symbol": "AAPL",
    "time": "1712584560000",
    "open": 168.9779,
    "high": 169.0015,
    "low": 168.9752,
    "close": 169.0,
    "avg": 168.778,
    "volume": "3664",
    "count": 114,
    "amount": 617820.6508,
    "serverTimestamp": "1712584569746"
}

Subscribe Stock Rankings

Description

Subscribe to stock ranking data. No pushes during non-trading hours. Push interval is 30s, delivering Top 30 symbols for each subscribed indicator. Supports US and HK markets.

During regular trading hours, all indicators are available. US pre/post market only has changeRate and changeRate5Min.

Parameters

Parameter	Type	Description
market	&str	Market code, e.g. `"US"`, `"HK"`

Example

// Subscribe to US stock rankings
push.subscribe_market("US");
// Or use the generic method
push.subscribe(&SubjectType::StockTop, None, None, Some("US"));

Callbacks

on_stock_top(StockTopData) — Stock ranking data

Callback Data Fields

StockTopData:

Field	Type	Description
market	string	Market: `US` / `HK`
timestamp	string	Timestamp
topData	TopData[]	Ranking data for each indicator

TopData:

Field	Type	Description
targetName	string	Indicator name: `changeRate` (daily change), `changeRate5Min` (5-min change), `turnoverRate` (turnover rate), `amount` (trading amount), `volume` (trading volume), `amplitude` (amplitude)
item	StockItem[]	Ranking list for this indicator

StockItem:

Field	Type	Description
symbol	string	Symbol
latestPrice	double	Latest price
targetValue	double	Indicator value

Callback Data Example

{
    "market": "US",
    "timestamp": "1687271010482",
    "topData": [
        {
            "targetName": "changeRate",
            "item": [
                {"symbol": "ICAD", "latestPrice": 1.63, "targetValue": 0.393162},
                {"symbol": "DICE", "latestPrice": 46.54, "targetValue": 0.374889},
                {"symbol": "VCIG", "latestPrice": 3.88, "targetValue": 0.371025}
            ]
        },
        {
            "targetName": "amount",
            "item": [
                {"symbol": "TSLA", "latestPrice": 263.21, "targetValue": 10629393179.8},
                {"symbol": "SPY", "latestPrice": 435.64, "targetValue": 5839415251.67},
                {"symbol": "NVDA", "latestPrice": 428.38, "targetValue": 5123997584.1}
            ]
        },
        {
            "targetName": "volume",
            "item": [
                {"symbol": "TSLA", "latestPrice": 263.21, "targetValue": 40190416},
                {"symbol": "NKLA", "latestPrice": 1.26, "targetValue": 33326008},
                {"symbol": "SQQQ", "latestPrice": 19.93, "targetValue": 31339556}
            ]
        }
    ]
}

Subscribe Option Rankings

Description

Subscribe to option ranking data. No pushes during non-trading hours. Push interval is 30s, delivering Top 50 symbols for each subscribed indicator. Supports US market options.

Big orders are defined as single trades with volume > 1000, sorted by trade time descending. Other indicators show cumulative daily values sorted descending.

Parameters

Parameter	Type	Description
market	&str	Market code, e.g. `"US"`

Example

// Subscribe to US option rankings
push.subscribe(&SubjectType::OptionTop, None, None, Some("US"));

Callbacks

on_option_top(OptionTopData) — Option ranking data

Callback Data Fields

OptionTopData:

Field	Type	Description
market	string	Market: `US`
timestamp	string	Timestamp
topData	TopData[]	Ranking data for each indicator

TopData:

Field	Type	Description
targetName	string	Indicator name: `bigOrder` (large orders), `volume` (volume), `amount` (amount), `openInt` (open interest)
bigOrder	BigOrder[]	Large order data list (bigOrder indicator only)
item	OptionItem[]	Ranking list for this indicator

BigOrder:

Field	Type	Description
symbol	string	Stock/ETF symbol
expiry	string	Expiry date, format: `yyyyMMdd`
strike	string	Strike price
right	string	`CALL` / `PUT`
dir	string	Direction: `Buy` / `Sell` / `NONE`
volume	double	Trade volume
price	double	Trade price
amount	double	Trade amount
tradeTime	long	Trade timestamp

OptionItem:

Field	Type	Description
symbol	string	Stock/ETF symbol
expiry	string	Expiry date, format: `yyyyMMdd`
strike	string	Strike price
right	string	`CALL` / `PUT`
totalAmount	double	Total amount
totalVolume	double	Total volume
totalOpenInt	double	Total open interest
volumeToOpenInt	double	Volume to open interest ratio
latestPrice	double	Latest price
updateTime	string	Data update timestamp

Callback Data Example

{
    "market": "US",
    "timestamp": "1687277160445",
    "topData": [
        {
            "targetName": "volume",
            "item": [
                {
                    "symbol": "SPY",
                    "expiry": "20230620",
                    "strike": "435.0",
                    "right": "PUT",
                    "totalAmount": 5394115,
                    "totalVolume": 212478,
                    "totalOpenInt": 16377,
                    "volumeToOpenInt": 0.012467,
                    "latestPrice": 0.25,
                    "updateTime": "1687277254390"
                },
                {
                    "symbol": "SPY",
                    "expiry": "20230620",
                    "strike": "436.0",
                    "right": "PUT",
                    "totalAmount": 7754077,
                    "totalVolume": 194423,
                    "totalOpenInt": 13403,
                    "volumeToOpenInt": 0.011408,
                    "latestPrice": 0.58,
                    "updateTime": "1687277213603"
                }
            ]
        },
        {
            "targetName": "bigOrder",
            "bigOrder": [
                {
                    "symbol": "AMC",
                    "expiry": "20230818",
                    "strike": "10.0",
                    "right": "PUT",
                    "dir": "Buy",
                    "volume": 1000,
                    "price": 6.94,
                    "amount": 694000,
                    "tradeTime": 1687276860753
                },
                {
                    "symbol": "AMD",
                    "expiry": "20230818",
                    "strike": "140.0",
                    "right": "CALL",
                    "dir": "Buy",
                    "volume": 1700,
                    "price": 3.25,
                    "amount": 552500,
                    "tradeTime": 1687276467421
                }
            ]
        }
    ]
}

Get Subscribed Symbols

Description

Query locally subscribed symbols. Returns a mapping from subject type to symbol list. List order is not guaranteed to be stable.

Example

// Get subscribed symbols
let subscriptions = push.get_subscriptions();
// Returns HashMap<SubjectType, Vec<String>>

Return Value

HashMap<SubjectType, Vec<String>> — Map from subject to locally recorded symbol list.

Utility Methods

`subscribe`

Generic subscription method. Builds and queues a subscription frame by subject type.

pub fn subscribe(
    &self,
    subject: &SubjectType,
    symbols: Option<&str>,
    account: Option<&str>,
    market: Option<&str>,
) -> bool

Parameter	Type	Description
subject	⋐jectType	Subject type (Quote, Option, Future, Depth, TradeTick, Kline, StockTop, OptionTop)
symbols	Option<&str>	Symbols, comma-separated
account	Option<&str>	Account (for trade subscriptions)
market	Option<&str>	Market (for ranking subscriptions)

Returns bool: only indicates whether the protocol frame was queued locally, not server acceptance.

`unsubscribe`

Generic unsubscription method. Same parameter semantics as subscribe.

pub fn unsubscribe(
    &self,
    subject: &SubjectType,
    symbols: Option<&str>,
    account: Option<&str>,
    market: Option<&str>,
) -> bool

`subscribe_market`

Subscribe to market ranking data (StockTop).

pub fn subscribe_market(&self, market: &str) -> Result<(), TigerError>

`unsubscribe_market`

Unsubscribe from market ranking data.

pub fn unsubscribe_market(&self, market: &str) -> Result<(), TigerError>

`subscribe_cc`

Subscribe to cryptocurrency quotes.

pub fn subscribe_cc(&self, symbols: &[&str]) -> Result<(), TigerError>

`unsubscribe_cc`

Unsubscribe from cryptocurrency quotes. symbols=None unsubscribes all crypto.

pub fn unsubscribe_cc(&self, symbols: Option<&[&str]>) -> Result<(), TigerError>

`get_subscriptions`

Returns a snapshot of local subscription state.

pub fn get_subscriptions(&self) -> HashMap<SubjectType, Vec<String>>