Quotation Subscription Push

Subscribe to Stock Quotes

PushClient.subscribe_quote(symbols)

Unsubscribe Method

PushClient.unsubscribe_quote(symbols)

Description

Stock quote subscription and unsubscription interface. The returned data is updated in real-time, meaning data is pushed whenever price or order book data updates. The callback interface returns results as basic quote QuoteBasicData (tigeropen.push.pb.QuoteBasicData_pb2.QuoteBasicData) objects and best bid/offer QuoteBBOData (tigeropen.push.pb.QuoteBasicData_pb2.QuoteBBOData) objects.

This interface returns asynchronously. Use PushClient.quote_changed to respond to basic quote QuoteBasicData objects; Use PushClient.quote_bbo_changed to respond to best bid/offer QuoteBBOData objects.

Cannot subscribe to Hong Kong/US stock index quotes

Parameters

Parameter	Type	Description
symbols	list[str]	List of security codes, e.g., ['AAPL', 'BABA'], English codes should be uppercase

Unsubscribe Method Parameters

Parameter	Type	Description
symbols	list[str]	List of security codes, e.g., ['AAPL', 'BABA']

Return Data

For all fields of stock quote callback data, refer to: Quote Changes

⚠️
CAUTION
Stock quote callback data has two types: trading data and order book data. The fields returned by these two data types are different.

Example

from tigeropen.push.push_client import PushClient
from tigeropen.push.pb.QuoteBBOData_pb2 import QuoteBBOData
from tigeropen.push.pb.QuoteBasicData_pb2 import QuoteBasicData
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

# Define callback methods
def on_quote_changed(frame: QuoteBasicData):
    """Basic quote data callback
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """Best bid/offer quote, ask/bid 
    """
    print(f'quote bbo changed: {frame}')
  
# Bind callback methods
push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed

# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe
push_client.subscribe_quote(['AAPL', 'BABA'])

# Unsubscribe
push_client.unsubscribe_quote(['AAPL', 'BABA'])
# Disconnect, will cancel all subscriptions
push_client.disconnect()

Callback Data Example

tigeropen.push.pb.QuoteBasicData_pb2.QuoteBasicData data example:

symbol: "00700"
type: BASIC
timestamp: 1677742483530
serverTimestamp: 1677742483586
avgPrice: 365.37
latestPrice: 363.8
latestPriceTimestamp: 1677742483369
latestTime: "03-02 15:34:43"
preClose: 368.8
volume: 12674730
amount: 4630947968
open: 368.2
high: 369
low: 362.4
marketStatus: "Trading"
mi {
  p: 363.8
  a: 365.37
  t: 1677742440000
  v: 27300
}

tigeropen.push.pb.QuoteBasicData_pb2.QuoteBBOData data example:

symbol: "01810"
type: BBO
timestamp: 1677741267291
serverTimestamp: 1677741267329
askPrice: 12.54
askSize: 397600
askTimestamp: 1677741266304
bidPrice: 12.52
bidSize: 787400
bidTimestamp: 1677741266916

Subscribe to Option Quotes

Parameters

Parameter	Type	Description
symbols	list[str]	Composed of four option elements, space-separated: underlying code, expiry date (YYYYMMDD), strike price, option type (CALL/PUT)

Callback Data

Bind callback method through push_client.quote_changed, same callback method as stocks

Example

push_client.subscribe_option(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT']) or push_client.subscribe_quote(['AAPL 20230120 150.0 CALL', 'SPY 20220930 470.0 PUT'])

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# Define callback methods
def on_quote_changed(frame: QuoteBasicData):
    """Basic quote data callback
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """Best bid/offer quote, ask/bid 
    """
    print(f'quote bbo changed: {frame}')

# Bind callback methods
push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed

# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to option quotes
push_client.subscribe_option(['AAPL 20240119 155.0 PUT', 'SPY 20221118 386.0 CALL'])


# Unsubscribe
push_client.unsubscribe_quote(['AAPL 20240119 155.0 PUT', 'SPY 20221118 386.0 CALL'])
# Disconnect, will cancel all subscriptions
push_client.disconnect()

Subscribe to Futures Quotes

Parameters

Parameter	Type	Description
symbols	`list[str]`	List of futures symbols, e.g., 'CLmain', 'ES2209'

Callback Data

Bind callback method through push_client.quote_changed, same callback method as stocks

Example

push_client.subscribe_future(['CLmain', 'CN2209'])
# or
push_client.subscribe_quote(['VIXmain', 'ES2209'])

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# Define callback methods
def on_quote_changed(frame: QuoteBasicData):
    """Basic quote data callback
    """
    print(f'quote basic change: {frame}')

def on_quote_bbo_changed(frame: QuoteBBOData):
    """Best bid/offer quote, ask/bid 
    """
    print(f'quote bbo changed: {frame}')

# Bind callback methods
push_client.quote_changed = on_quote_changed
push_client.quote_bbo_changed = on_quote_bbo_changed

# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to futures quotes
push_client.subscribe_future(['BTCmain', 'CLmain'])


# Unsubscribe
push_client.unsubscribe_quote(['BTCmain', 'CLmain'])
# Disconnect
push_client.disconnect()

Callback Data Example

Basic quotes

symbol: "BTCmain"
type: BASIC
timestamp: 1677571147018
avgPrice: 23562.4
latestPrice: 23355
latestPriceTimestamp: 1677571045000
latestTime: "02-28 01:57:25 -0600"
preClose: 23445
volume: 900
open: 23585
high: 23710
low: 23350
marketStatus: "Trading"
tradeTime: 1677571045000
preSettlement: 23445
minTick: 5
mi {
  p: 23355
  a: 23562.4
  t: 1677571020000
  v: 3
  o: 23350
  h: 23355
  l: 23350
}

Best bid/offer

symbol: "BTCmain"
type: BBO
timestamp: 1677571147018
askPrice: 23365
askSize: 3
askTimestamp: 1677571147018
bidPrice: 23355
bidSize: 1
bidTimestamp: 1677571141150

Subscribe to Market Depth Quotes

Push_client.subscribe_depth_quote(symbols)

Unsubscribe Method

PushClient.unsubscribe_depth_quote(symbols)

Description

Subscribe to market depth quotes, supporting stocks (US/HK), options (US/HK), and futures. US market depth quotes are pushed every 300ms, HK market depth quotes are pushed every 2s, returning up to 40 levels of bid/ask order book data. The returned data is updated in real-time, meaning data is pushed whenever order book data updates. This interface returns asynchronously. Use PushClient.quote_depth_changed to respond to depth quote QuoteDepthData (tigeropen.push.pb.QuoteDepthData_pb2.QuoteDepthData) objects.

Parameters

Parameter	Type	Description
symbols	`list[str]`	List of security codes, e.g., `['AAPL', 'BABA', 'ESmain', 'AAPL 20240209 180.0 CALL']`

Unsubscribe Method Parameters

Parameter	Type	Description
symbols	`list[str]`	List of security codes, e.g., `['AAPL', 'BABA']`

Example

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# Define callback methods
def on_quote_depth_changed(frame: QuoteDepthData):
    print(f'quote depth changed: {frame}')
    # Print prices
    print(f'ask price: {frame.ask.price}')
    # First level price
    print(f'ask price item 0: {frame.ask.price[0]}')

    
# Bind callback methods
push_client.quote_depth_changed = on_quote_depth_changed
  
# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to market depth quotes
push_client.subscribe_depth_quote(['AMD', 'MSFT'])


# Unsubscribe
push_client.unsubscribe_depth_quote(['AMD', 'MSFT'])
# Disconnect, will cancel all subscriptions
push_client.disconnect()

Callback Data

tigeropen.push.pb.QuoteDepthData_pb2.QuoteDepthData

⚠️
CAUTION
This interface will only push up to the top 40 levels of bid/ask data

Data structure:

Field	Type	Description
symbol	string	Stock symbol
timestamp	long	Depth data timestamp
ask	OrderBook	Ask side data
bid	OrderBook	Bid side data

OrderBook data structure:

Field	Type	Description
price	`list[float]`	Price for each level
volume	`list[int]`	Order volume
orderCount	`list[int]`	Number of orders (only for HK stocks)
exchange	string	Option data source (only for options). If price or volume is 0, it means the quote from this data source has expired. For enum values, see: Option Exchanges
time	long	Option exchange order timestamp (only for options)

Callback Data Example

Market depth items data example. Adjacent levels may have the same price, where count is optional:

symbol: "00700"
timestamp: 1677742734822
ask {
  price: 363.8
  price: 364
  price: 364.2
  price: 364.4
  price: 364.6
  price: 364.8
  price: 365
  price: 365.2
  price: 365.4
  price: 365.6
  volume: 26900
  volume: 14800
  volume: 15200
  volume: 31500
  volume: 15800
  volume: 7700
  volume: 29400
  volume: 6300
  volume: 6000
  volume: 5500
  orderCount: 27
  orderCount: 20
  orderCount: 19
  orderCount: 22
  orderCount: 14
  orderCount: 10
  orderCount: 20
  orderCount: 12
  orderCount: 10
  orderCount: 11
}
bid {
  price: 363.6
  price: 363.4
  price: 363.2
  price: 363
  price: 362.8
  price: 362.6
  price: 362.4
  price: 362.2
  price: 362
  price: 361.8
  volume: 9400
  volume: 19900
  volume: 35300
  volume: 74200
  volume: 26300
  volume: 16700
  volume: 22500
  volume: 21100
  volume: 40500
  volume: 5600
  orderCount: 16
  orderCount: 23
  orderCount: 36
  orderCount: 79
  orderCount: 30
  orderCount: 32
  orderCount: 31
  orderCount: 34
  orderCount: 143
  orderCount: 26
}

Subscribe to Tick-by-Tick Transaction Data

Push_client.subscribe_tick(symbols)

Unsubscribe Method

PushClient.unsubscribe_tick(symbols)

Description

The tick-by-tick transaction subscription push interface is an asynchronous interface. You can obtain asynchronous request results by implementing the PushClient.tick_changed interface. Since tick data needs to handle compressed format, the callback data type is different from other market data - it's not the original protobuf type, but the converted tigeropen.push.pb.trade_tick.TradeTick. Both stocks and futures use this method.

Tick-by-tick push frequency is 200ms, using snapshot mode, pushing the latest 50 tick-by-tick records each time.

Parameters

Parameter	Type	Description
symbols	list[str]	List of security codes, e.g. ['AAPL', 'BABA']

Unsubscribe Method Parameters

Parameter	Type	Description
symbols	list[str]	List of security codes, e.g. ['AAPL', 'BABA']

Example

from tigeropen.push.pb.trade_tick import TradeTick
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# Subscribe callback method
def on_tick_changed(data: TradeTick):
    print(f'tick changed: {data}')

    
# Bind callback method
push_client.tick_changed = on_tick_changed   
  
# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to tick-by-tick transaction data
push_client.subscribe_tick(['AMD', 'MSFT'])
# Subscribe to futures ticks
push_client.subscribe_tick(['HSImain', 'CNmain'])


time.sleep(10)
# Unsubscribe
push_client.unsubscribe_tick(['AMD', 'MSFT'])
# Disconnect, will cancel all subscriptions
push_client.disconnect()

Callback Data

tigeropen.push.pb.trade_tick.TradeTick

TradeTick data structure is as follows:

Field	Type	Description
symbol	str	Stock symbol, futures symbol
secType	str	STK/FUT
quoteLevel	str	Quote permission level where data originates (for US stocks, usQuoteBasic has less tick data than usStockQuote); futures have no level distinction
timestamp	int	Data timestamp
ticks	`list[TradeTickItem]`	Collection of tick-by-tick transaction data

ticks data structure is as follows:

Field	Type	Description
sn	int	Tick sequence number
volume	int	Volume
tickType	str	means unchanged, + means up, - means down (futures ticks don't have this)
price	double	Transaction price
time	int	Trade timestamp
cond	str	Transaction condition list for each tick, empty array means all current batch ticks are automatic matching transactions (futures ticks don't have this)
partCode	str	Exchange code for each trade (US stocks only)
partName	str	Exchange name for each trade (US stocks only)

Callback Data Example

symbol: "00700"
type: "-+"
sn: 37998
priceBase: 3636
priceOffset: 1
time: 1677742815311
time: 69
price: 0
price: 2
volume: 500
volume: 100
quoteLevel: "hkStockQuoteLv2"
timestamp: 1677742815776
secType: "STK"

Subscribe to Full Tick-by-Tick Transaction Data

Push_client.subscribe_tick(symbols)

Unsubscribe Method

PushClient.unsubscribe_tick(symbols)

Description

The tick-by-tick transaction subscription push interface is an asynchronous interface. You can obtain asynchronous request results by implementing the PushClient.full_tick_changed interface. Callback object tigeropen.push.pb.TickData_pb2.TickData

Parameters

Parameter	Type	Description
symbols	`list[str]`	List of security codes, e.g. `['AAPL', 'BABA']`

Also, modify the configuration client_config.use_full_tick = True to enable full tick mode, and pass client_config=client_config when initializing PushClient

Unsubscribe Method Parameters

Parameter	Type	Description
symbols	`list[str]`	List of security codes, e.g. `['AAPL', 'BABA']`

Example

from tigeropen.push.pb.TickData_pb2 import TickData
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')

client_config.use_full_tick = True
# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), client_config=client_config)

# Subscribe callback method
def on_full_tick_changed(frame: TickData):
    print(f'full tick changed: {frame}')

    
# Bind callback method
push_client.full_tick_changed = on_full_tick_changed
  
# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to tick-by-tick transaction data
push_client.subscribe_tick(['AMD', 'MSFT', '00700'])
# Subscribe to futures ticks
push_client.subscribe_tick(['HSImain', 'CNmain'])


time.sleep(10)
# Unsubscribe
push_client.unsubscribe_tick(['AMD', 'MSFT'])
# Disconnect, will cancel all subscriptions
push_client.disconnect()

Callback Data

tigeropen.push.pb.TickData_pb2.TickData

TickData data structure is as follows:

Field	Type	Description
symbol	str	Stock symbol, futures symbol
source	str	STK/FUT
timestamp	int	Data timestamp
ticks	`list[Tick]`	Collection of tick-by-tick transaction data

Each Tick item in ticks has the following data structure:

Field	Type	Description
sn	int	Tick sequence number
volume	int	Volume
type	str	means unchanged, + means up, - means down (futures ticks don't have this)
price	double	Transaction price
time	int	Trade timestamp
partCode	str	Exchange code for each trade (US stocks only)

Callback Data Example

symbol: "NVDA"
ticks {
  sn: 2381
  time: 1712669401076
  price: 874.1
  volume: 10
  type: "*"
  partCode: "t"
}
ticks {
  sn: 2382
  time: 1712669401076
  price: 874.1
  volume: 11
  type: "*"
  partCode: "t"
}
ticks {
  sn: 2383
  time: 1712669401076
  price: 874.1
  volume: 3
  type: "*"
  partCode: "t"
}
timestamp: 1712669403808
source: "NLS"

Subscribe to Minute K-Line Data

PushClient.subscribe_kline(symbols=None)

Unsubscribe Method

PushClient.unsubscribe_kline(symbols)

Description

Subscribe to minute K-line data for stocks. (Contact platform to enable before use)

Request Parameters

Parameter	Type	Description
symbols	list[str]	List of stock codes

Corresponding Callback Interface

Need to use PushClient.kline_changed to respond to the return result

Subscription Example

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

def on_kline_changed(frame: KlineData):
    print(f'kline changed: {frame}')
    
push_client.kline_changed = on_kline_changed

push_client.connect(client_config.tiger_id, client_config.private_key)

symbols = ['AAPL']

push_client.subscribe_kline(symbols)

Callback Result Example

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

Subscribe to Stock Trading Rankings

PushClient.subscribe_stock_top(market, indicators=None)

Unsubscribe Method

PushClient.unsubscribe_stock_top(market, indicators=None)

Description

Subscribe to stock market ranking data. No push during non-trading hours, push interval is 30s, each push sends top 30 symbols data for subscribed indicators. The push interface is asynchronous callback. You can obtain asynchronous request results by implementing the ApiComposeCallback interface. The callback interface returns results of type StockTopData object. Each indicator's data is sorted in descending order by indicator value.

Supports subscription to US and Hong Kong market stock indicators. Intraday data rankings have all indicators from StockRankingIndicator. US pre-market and after-hours only have change rate (changeRate) and 5-minute change rate (changeRate5Min) ranking data.

Parameters

Parameter	Type	Required	Description
market	str or Market enum	Yes	Market, supports HK, US
indicators	`list[tigeropen.common.consts.StockRankingIndicator]`	No	Stock ranking indicators, defaults to all indicators. Refer to StockRankingIndicator enum values (changeRate: daily change rate; changeRate5Min: 5-minute change rate; turnoverRate: turnover rate; amount: daily turnover amount; volume: daily volume; amplitude: daily amplitude)

Callback Data

Need to bind callback method through push_client.stock_top_changed

StockTopData data structure is as follows:

Field	Type	Description
market	str	Market: US/HK
timestamp	int	Timestamp
topData	`list[TopData]`	List of ranking data for each indicator

TopData data structure is as follows:

Field	Type	Description
targetName	str	Indicator name (changeRate, changeRate5Min, turnoverRate, amount, volume, amplitude)
item	`list[StockItem]`	List of ranking data under this indicator dimension

StockItem data structure is as follows:

Field	Type	Description
symbol	str	Symbol
latestPrice	float	Latest price
targetValue	float	Corresponding indicator value

Example

from tigeropen.push.push_client import PushClient
from tigeropen.common.consts import OptionRankingIndicator, StockRankingIndicator
from tigeropen.push.pb.StockTopData_pb2 import StockTopData
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# Define callback method
def on_stock_top_changed(frame: StockTopData):
    print(f'stock top changed: {frame}')

# Bind callback method
push_client.stock_top_changed = on_stock_top_changed

# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe
push_client.subscribe_stock_top("HK", [StockRankingIndicator.Amount])

# Unsubscribe
push_client.unsubscribe_stock_top("HK", [StockRankingIndicator.Amount])

Callback Data Example

topData {
  targetName: "amount"
  item {
    symbol: "02800"
    latestPrice: 19.55
    targetValue: 3338633741
  }
  item {
    symbol: "00700"
    latestPrice: 338.8
    targetValue: 2950736047
  }
  item {
    symbol: "02828"
    latestPrice: 66.34
    targetValue: 1533436182
  }
  item {
    symbol: "09988"
    latestPrice: 85.2
    targetValue: 1396707122
  }
  item {
    symbol: "02269"
    latestPrice: 37.1
    targetValue: 1238930730
  }
  item {
    symbol: "03690"
    latestPrice: 127.9
    targetValue: 1167532142
  }
  item {
    symbol: "01211"
    latestPrice: 262.6
    targetValue: 716540400
  }
  item {
    symbol: "03033"
    latestPrice: 3.916
    targetValue: 629691374
  }
  item {
    symbol: "01357"
    latestPrice: 3.29
    targetValue: 589222680
  }
  item {
    symbol: "02318"
    latestPrice: 50.25
    targetValue: 572686837
  }
  item {
    symbol: "01299"
    latestPrice: 80.25
    targetValue: 510098294
  }
  item {
    symbol: "09888"
    latestPrice: 139.7
    targetValue: 504564066
  }
  item {
    symbol: "00388"
    latestPrice: 303.8
    targetValue: 488918091
  }
  item {
    symbol: "07226"
    latestPrice: 4.85
    targetValue: 477161727
  }
  item {
    symbol: "01398"
    latestPrice: 4.16
    targetValue: 459215853
  }
  item {
    symbol: "02331"
    latestPrice: 43.2
    targetValue: 439082885
  }
  item {
    symbol: "02015"
    latestPrice: 137.8
    targetValue: 407068273
  }
  item {
    symbol: "09618"
    latestPrice: 143.9
    targetValue: 389690725
  }
  item {
    symbol: "07552"
    latestPrice: 6.59
    targetValue: 387550625
  }
  item {
    symbol: "01024"
    latestPrice: 54.85
    targetValue: 350567971
  }
  item {
    symbol: "00981"
    latestPrice: 20.65
    targetValue: 349594737
  }
  item {
    symbol: "00386"
    latestPrice: 4.47
    targetValue: 347819789
  }
  item {
    symbol: "00883"
    latestPrice: 11.12
    targetValue: 320431605
  }
  item {
    symbol: "09868"
    latestPrice: 44.05
    targetValue: 292605044
  }
  item {
    symbol: "02020"
    latestPrice: 81.95
    targetValue: 285153726
  }
  item {
    symbol: "03968"
    latestPrice: 36.25
    targetValue: 273604906
  }
  item {
    symbol: "00939"
    latestPrice: 5.05
    targetValue: 270755731
  }
  item {
    symbol: "01088"
    latestPrice: 23.6
    targetValue: 265332533
  }
  item {
    symbol: "00020"
    latestPrice: 2.14
    targetValue: 256621941
  }
  item {
    symbol: "00941"
    latestPrice: 63.25
    targetValue: 248440129
  }
}

Subscribe to Option Hot Trading Rankings

PushClient.subscribe_option_top(market, indicators=None)

Unsubscribe Method

PushClient.unsubscribe_option_top(market, indicators=None)

Description

Subscribe to options market ranking data. No push during non-trading hours, push interval is 30s, each push contains Top50 underlying data for subscribed indicators. The push interface is asynchronous callback. By implementing the ApiComposeCallback interface, you can get asynchronous request results. The callback interface returns a result of type OptionTopData object. Among them, unusual large orders are single transaction volumes greater than 1000, sorted by transaction time in reverse order. Other indicator data is trading day cumulative indicator values in descending order.

Supports subscription to US market options indicators. Intraday data rankings include all indicators from OptionRankingIndicator.

Parameters

Parameter Name	Type	Required	Description
market	str or Market enum	Yes	Market, supports HK, US
indicators	`list[tigeropen.common.consts.OptionRankingIndicator]`	No	Options ranking indicators, default is all indicators, refer to OptionRankingIndicator enum values (bigOrder: unusual large orders, volume: daily cumulative volume, amount: daily cumulative turnover, openInt: open interest)

Callback Data

Need to bind callback method through push_client.option_top_changed

OptionTopData data structure is as follows:

Field	Type	Description
market	string	Market: US
timestamp	long	Timestamp
topData	`list[TopData]`	List of ranking data for each indicator

TopData data structure is as follows:

Field	Type	Description
targetName	string	Indicator name (bigOrder, volume, amount, openInt)
bigOrder	`list[BigOrder]`	Unusual large orders indicator (bigOrder) data list
item	`list[OptionItem]`	Ranking data list under this indicator dimension

BigOrder data structure is as follows:

Field	Type	Description
symbol	str	Stock ETF underlying
expiry	str	Expiry date, format: yyyyMMdd
strike	str	Strike price
right	str	CALL/PUT
dir	str	Buy/Sell direction: BUY/SELL/NONE
volume	float	Volume
price	float	Trade price
amount	float	Turnover
tradeTime	int	Trade timestamp

OptionItem data structure is as follows:

Field	Type	Description
symbol	str	Stock ETF underlying
expiry	str	Expiry date, format: yyyyMMdd
strike	str	Strike price
right	str	CALL/PUT
totalAmount	float	Turnover
totalVolume	float	Volume
totalOpenInt	float	Open interest
volumeToOpenInt	float	Volume/Open interest
latestPrice	float	Latest price
updateTime	int	Indicator data update timestamp

Example

from tigeropen.push.push_client import PushClient
from tigeropen.common.consts import OptionRankingIndicator
from tigeropen.push.pb.OptionTopData_pb2 import OptionTopData

from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))

# Define callback method
def on_option_top_changed(frame: OptionTopData):
    print(f'option top changed: {frame}')

# Bind callback method
push_client.option_top_changed = on_option_top_changed

# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe
push_client.subscribe_option_top("US", [OptionRankingIndicator.Amount])

# Unsubscribe
push_client.unsubscribe_option_top("US", [OptionRankingIndicator.Amount])

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"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"437.0",
                    "right":"PUT",
                    "totalAmount":10420625,
                    "totalVolume":182078,
                    "totalOpenInt":13973,
                    "volumeToOpenInt":0.010683,
                    "latestPrice":1.17,
                    "updateTime":"1687277213602"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"438.0",
                    "right":"CALL",
                    "totalAmount":4482482,
                    "totalVolume":181899,
                    "totalOpenInt":961,
                    "volumeToOpenInt":0.010673,
                    "latestPrice":0.09,
                    "updateTime":"1687277213603"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230620",
                    "strike":"436.0",
                    "right":"CALL",
                    "totalAmount":7331667,
                    "totalVolume":150604,
                    "totalOpenInt":238,
                    "volumeToOpenInt":0.008837,
                    "latestPrice":0.66,
                    "updateTime":"1687277208599"
                }
                // ......
            ]
        },
        {
            "targetName":"amount",
            "item":[
                {
                    "symbol":"TSLA",
                    "expiry":"20230721",
                    "strike":"5.0",
                    "right":"CALL",
                    "totalAmount":34061561,
                    "totalVolume":1812,
                    "totalOpenInt":18,
                    "volumeToOpenInt":0.00023,
                    "latestPrice":259.99,
                    "updateTime":"1687276953360"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230721",
                    "strike":"500.0",
                    "right":"PUT",
                    "totalAmount":30877216,
                    "totalVolume":1960,
                    "volumeToOpenInt":0.000248,
                    "latestPrice":234.97,
                    "updateTime":"1687276953360"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230623",
                    "strike":"265.0",
                    "right":"CALL",
                    "totalAmount":27928028,
                    "totalVolume":66361,
                    "totalOpenInt":12928,
                    "volumeToOpenInt":0.008405,
                    "latestPrice":6.5,
                    "updateTime":"1687277264395"
                },
                {
                    "symbol":"SPY",
                    "expiry":"20230721",
                    "strike":"420.0",
                    "right":"CALL",
                    "totalAmount":21629503,
                    "totalVolume":11105,
                    "totalOpenInt":46931,
                    "volumeToOpenInt":0.000652,
                    "latestPrice":19.27,
                    "updateTime":"1687273142271"
                },
                {
                    "symbol":"TSLA",
                    "expiry":"20230623",
                    "strike":"270.0",
                    "right":"CALL",
                    "totalAmount":17657903,
                    "totalVolume":61012,
                    "totalOpenInt":14302,
                    "volumeToOpenInt":0.007728,
                    "latestPrice":4.52,
                    "updateTime":"1687277254390"
                }
                // ......
            ]
        },
        {
            "targetName":"openInt",
            "item":[
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"10.0",
                    "right":"CALL",
                    "totalAmount":4933,
                    "totalVolume":750,
                    "totalOpenInt":340843,
                    "volumeToOpenInt":0.00022,
                    "latestPrice":0.1,
                    "updateTime":"1687276788220"
                },
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"10.0",
                    "right":"PUT",
                    "totalVolume":1,
                    "totalOpenInt":321814,
                    "latestPrice":6.2,
                    "updateTime":"1687276853278"
                },
                {
                    "symbol":"AMC",
                    "expiry":"20230721",
                    "strike":"4.0",
                    "right":"PUT",
                    "totalAmount":117982,
                    "totalVolume":2748,
                    "totalOpenInt":242101,
                    "volumeToOpenInt":0.000806,
                    "latestPrice":0.81,
                    "updateTime":"1687277034280"
                },
                {
                    "symbol":"ATVI",
                    "expiry":"20240119",
                    "strike":"85.0",
                    "right":"PUT",
                    "totalAmount":3500,
                    "totalVolume":26,
                    "totalOpenInt":230702,
                    "volumeToOpenInt":0.000016,
                    "latestPrice":7,
                    "updateTime":"1687274092822"
                },
                {
                    "symbol":"EEM",
                    "expiry":"20231215",
                    "strike":"47.0",
                    "right":"CALL",
                    "totalAmount":310,
                    "totalVolume":15,
                    "totalOpenInt":183054,
                    "volumeToOpenInt":0.000003,
                    "latestPrice":0.18,
                    "updateTime":"1687269619956"
                }
                // ......
            ]
        },
        {
            "targetName":"bigOrder",
            "bigOrder":[
                {
                    "symbol":"AMC",
                    "expiry":"20230818",
                    "strike":"10.0",
                    "right":"PUT",
                    "dir":"Buy",
                    "volume":1000,
                    "price":6.94,
                    "amount":694000,
                    "tradeTime":"1687276860753"
                },
                {
                    "symbol":"GLPI",
                    "expiry":"20230818",
                    "strike":"50.0",
                    "right":"CALL",
                    "dir":"Sell",
                    "volume":1094,
                    "price":1.2,
                    "amount":131280,
                    "tradeTime":"1687276744519"
                },
                {
                    "symbol":"AMD",
                    "expiry":"20230818",
                    "strike":"140.0",
                    "right":"CALL",
                    "dir":"Buy",
                    "volume":1700,
                    "price":3.25,
                    "amount":552500,
                    "tradeTime":"1687276467421"
                },
                {
                    "symbol":"AAPL",
                    "expiry":"20230915",
                    "strike":"185.0",
                    "right":"PUT",
                    "dir":"Sell",
                    "volume":1500,
                    "price":6.65,
                    "amount":997500,
                    "tradeTime":"1687276413267"
                },
                {
                    "symbol":"BABA",
                    "expiry":"20240119",
                    "strike":"75.0",
                    "right":"PUT",
                    "dir":"Sell",
                    "volume":1500,
                    "price":4.8,
                    "amount":720000,
                    "tradeTime":"1687276036749"
                }
                // ......
            ]
        }
    ]
}

Query Subscribed Symbol List

PushClient.query_subscribed_quote()

Description

Query the list of subscribed symbols

This interface returns asynchronously. You need to use PushClient.query_subscribed_callback to respond to the return result.

Parameters

None

Callback Data

Need to use PushClient.query_subscribed_callback to respond to the return result

The callback data structure is as follows:

Field	Type	Description
limit	int	Maximum limit for subscribed quote symbols (stocks, options, futures)
used	int	Number of subscribed quote symbols (stocks, options, futures)
subscribedSymbols	list	Subscribed quote symbols (stocks, options, futures)
askBidLimit	int	Maximum limit for subscribed depth quote stocks
askBidUsed	int	Number of subscribed depth quote stocks
subscribedAskBidSymbols	list	Subscribed depth quote stock symbols
tradeTickLimit	int	Maximum limit for subscribed tick-by-tick stocks
tradeTickUsed	int	Number of subscribed tick-by-tick stocks
subscribedTradeTickSymbols	list	Subscribed tick-by-tick stock symbols

Example

from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')


# Initialize PushClient
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)

# Define callback method
def query_subscribed_callback(data):
    """
    data example:
        {'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1, 'symbol_focus_keys': {'qqq': ['open', 'prev_close', 'low', 'volume', 'latest_price', 'close', 'high']},
         'subscribed_quote_depth_symbols': ['NVDA'], 'quote_depth_limit': 20, 'quote_depth_used': 1,
         'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3}
    """
    print(f'subscribed data:{data}')
    print(f'subscribed symbols:{data["subscribed_symbols"]}')
    

# Bind callback method
push_client.query_subscribed_callback = query_subscribed_callback   
  
# Establish connection        
push_client.connect(client_config.tiger_id, client_config.private_key)

# Subscribe to quotes
push_client.subscribe_quote(['QQQ'])
# Subscribe to depth quotes
push_client.subscribe_depth_quote(['NVDA'])
push_client.subscribe_depth_quote(['HSImain'])

# Subscribe to tick data
push_client.subscribe_tick(['QQQ'])
push_client.subscribe_tick(['HSImain'])

# Query subscribed contracts
push_client.query_subscribed_quote()

time.sleep(10)

Callback Data Example

{'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1,
 'subscribed_ask_bid_symbols': ['NVDA'], 'ask_bid_limit': 20, 'ask_bid_used': 1,
 'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3
 }