Market Data Permissions and Limits

Market Data Permissions

Stocks (including ETFs)

Options

Futures

Futures market data L1 is not sold separately. Purchasing L2 market data automatically includes L1 data.

L2 market data includes real-time quotes, 10 levels of bid and ask depth, and tick-by-tick trade details.

Check market data access through the API:
Query Market Data Permissions get_quote_permission

Historical Market Data and Subscription Limits

Clients who meet the specified trading-volume or total-asset requirements receive the corresponding historical market data access.
After qualifying for a tier, you receive access to historical data, such as candlestick bars (K-line data), and symbol subscription quotas. Real-time market data access, including real-time quotes and tick data, must be purchased separately.

To purchase additional historical-data or subscription quota, sign in to the Developer Center.

User Tier Rules

• Total assets are the USD-denominated average of daily closing assets during the most recent complete calendar week (Monday through Sunday). For individual clients, the calculation combines assets in the Prime Account and Global Account. For institutional clients, it combines assets across all main accounts and sub-accounts.
• Trading volume is based on the greater of the cumulative volume for the previous calendar month and the cumulative volume for the current calendar month.
• The system updates client tiers weekly, typically every Tuesday at 8:00 AM (GMT+8).

Historical Data Request Quotas

• Historical data includes candlestick bars (K-line data) and intraday data.
• The first historical data request for a symbol consumes 1 quota. Additional requests for the same symbol within 30 days do not consume another quota.
• For a given symbol, requests for different bar periods or types collectively consume only 1 quota.
• If a symbol supports historical intraday data, intraday data and candlestick bars share the same quota and consume only 1 quota in total.
  • Example: Suppose you have 20 stock historical data pull quotas. When you request AAPL's historical daily K, weekly K, and historical intraday data on April 18, 2020, the system will deduct 1 quota. Subsequently, from April 18, 2020 to May 18, 2020, any additional requests for AAPL's K-line or intraday data will not consume additional quota. If you pull historical data for 12 different stocks within this period, you will have 8 remaining quotas by May 18, 2020.

Subscription Quotas

• Standard and Level 2 market data use separate subscription quotas. Basic quotes, tick-by-tick trades, intraday data, and all data other than Level 2 depth are classified as standard market data. Within the standard-data category, each data type also has its own quota.
  • Example: If you have 20 standard market data quotas and 10 Level 2 market data quotas. When subscribing to HK.00700's basic market quotes and real-time tick-by-tick transaction data, 1 quota is deducted from each standard market data type, leaving 19 quotas for basic quotes and 19 quotas for tick-by-tick data. If you subsequently add a Level 2 market data subscription for HK.00700, it consumes 1 Level 2 quota, leaving 9 remaining.
• Changes in tier level do not invalidate existing market data subscriptions.

Historical Data Specifications

Stocks

Corresponding APIs:
get_bars (Python)
QuoteKlineRequest (Java)

Options

Corresponding APIs:
get_option_bars (Python)
OptionKlineQueryV2Request (Java)

Futures

Corresponding APIs:
get_future_bars (Python)
FutureKlineRequest (Java)

Shanghai-Hong Kong Stock Connect and Shenzhen-Hong Kong Stock Connect Stocks