Quotation Subscription Push

Subscribe to Stock Quotes

subscribeQuote(Set<String> symbols)

Cancellation Method
cancelSubscribeQuote(Set<String> symbols)

Description

The subscription API provides stock quote data subscription services, allowing real-time access to quote change information. The quote subscription push interface is an asynchronous interface. By implementing the ApiComposeCallback interface, you can obtain asynchronous request results. The callback interface returns result types as basic quote QuoteBasicData objects and best bid/offer QuoteBBOData objects.

Input Parameters

Parameter	Type	Required	Description
symbols	Set<String>	Yes	Stock symbol list, stock symbol format: e.g., `AAPL`, `00700`

Return Value

Field	Type	Description
id	string	ID generated locally by the SDK when making a subscription request, incrementally sequential. Returns the request ID and subscription success result in the `subscribeEnd(int id, String subject, String result)` callback method

Callback Interfaces

void quoteChange(QuoteBasicData data)
void quoteAskBidChange(QuoteBBOData data)

Example

Define callback interfaces. After successful subscription, data will be received in the corresponding interfaces of this callback class.

package com.tigerbrokers.stock.openapi.demo;

import com.tigerbrokers.stock.openapi.client.socket.ApiComposeCallback;
import com.tigerbrokers.stock.openapi.client.socket.data.TradeTick;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.AssetData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.KlineData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OptionTopData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderStatusData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderTransactionData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.PositionData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteBBOData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteBasicData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteDepthData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.StockTopData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.TickData;
import com.tigerbrokers.stock.openapi.client.struct.SubscribedSymbol;
import com.tigerbrokers.stock.openapi.client.util.ApiLogger;
import com.tigerbrokers.stock.openapi.client.util.ProtoMessageUtil;

public class DefaultApiComposeCallback implements ApiComposeCallback {

  /*Stock basic quote callback*/
  @Override
  public void quoteChange(QuoteBasicData data) {
    ApiLogger.info("quoteChange:" + ProtoMessageUtil.toJson(data));
  }
  /*Stock best bid/ask quote callback*/
  @Override
  public void quoteAskBidChange(QuoteBBOData data) {
    ApiLogger.info("quoteAskBidChange:" + ProtoMessageUtil.toJson(data));
  }
  
  /*Option quote callback*/
  @Override
  public void optionChange(QuoteBasicData data) {
    ApiLogger.info("optionChange:" + ProtoMessageUtil.toJson(data));
  }
  /*Option best bid/ask quote callback*/
  @Override
  public void optionAskBidChange(QuoteBBOData data) {
    ApiLogger.info("optionAskBidChange:" + ProtoMessageUtil.toJson(data));
  }

  /*Future quote callback*/
  @Override
  public void futureChange(QuoteBasicData data) {
    ApiLogger.info("futureChange:" + ProtoMessageUtil.toJson(data));
  }
  /*Future best bid/ask quote callback*/
  @Override
  public void futureAskBidChange(QuoteBBOData data) {
    ApiLogger.info("futureAskBidChange:" + ProtoMessageUtil.toJson(data));
  }

  /*Depth quote callback*/
  @Override
  public void depthQuoteChange(QuoteDepthData data) {
    ApiLogger.info("depthQuoteChange:" + ProtoMessageUtil.toJson(data));
  }
  
  /*Tick-by-tick trade data callback*/
  @Override
  public void tradeTickChange(TradeTick data) {
    ApiLogger.info("tradeTickChange:" + JacksonUtil.writeValueAsString(data));
  }
  /*Full tick-by-tick trade data callback*/
  @Override
  public void fullTickChange(TickData data) {
      ApiLogger.info("fullTickChange:" + ProtoMessageUtil.toJson(data));
  }
  /*Minute K-line data callback*/
  @Override
  public void klineChange(KlineData data) {
    ApiLogger.info("klineChange:" + ProtoMessageUtil.toJson(data));
  }

  /**Stock quote ranking data push*/
  @Override
  public void stockTopPush(StockTopData data) {
    ApiLogger.info("stockTopPush, market:" + data.getMarket());
    for (StockTopData.TopData topData : data.getTopDataList()) {
      ApiLogger.info("stockTopPush, targetName:" + topData.getTargetName()
          + ", topList:" + ProtoMessageUtil.toJson(topData));
    }
  }

  /**Option quote ranking data push*/
  @Override
  public void optionTopPush(OptionTopData data) {
    ApiLogger.info("optionTopPush, market:" + data.getMarket());
    for (OptionTopData.TopData topData : data.getTopDataList()) {
      ApiLogger.info("optionTopPush, targetName:" + topData.getTargetName()
          + ", topList:" + ProtoMessageUtil.toJson(topData));
    }
  }
  
  /*Subscription success callback*/
  @Override
  public void subscribeEnd(int id, String subject, String result) {
    ApiLogger.info("subscribe " + subject + " end. id:" + id + ", " + result);
  }

  /*Cancel subscription callback*/
  @Override
  public void cancelSubscribeEnd(int id, String subject, String result) {
    ApiLogger.info("cancel subscribe " + subject + " end. id:" + id + ", " + result);
  }

  /*Query subscribed symbol callback*/
  @Override
  public void getSubscribedSymbolEnd(SubscribedSymbol subscribedSymbol) {
    ApiLogger.info("getSubscribedSymbolEnd:" + JSONObject.toJSONString(subscribedSymbol));
  }
}

Perform subscription

public class WebSocketDemo {

//When actually subscribing, you need to fill in tigerId and privateKey, and implement the ApiComposeCallback interface. The example uses DefaultApiComposeCallback
  private static ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG;
  private static WebSocketClient client;
  static {
    //Path where configuration files tiger_openapi_config.properties and tiger_openapi_token.properties exported from developer information page are stored
    clientConfig.configFilePath = "/data/tiger_config";
    // clientConfig.secretKey = "xxxxxx";// institutional trader private key
    client = WebSocketClient.getInstance().clientConfig(clientConfig).apiComposeCallback(new DefaultApiComposeCallback());
  }

  public static void subscribe() {
    client.connect();
    Set<String> symbols = new HashSet<>();

    //Stock subscription
    symbols.add("AAPL");
    symbols.add("SPY");

    //Subscribe to related symbols
    client.subscribeQuote(symbols);

    //Subscribe to depth data (stocks only)
    client.subscribeDepthQuote(symbols);

    //Query subscription details
    client.getSubscribedSymbols();

    //Wait to receive data
    TimeUnit.SECONDS.sleep(60000);
    //Cancel subscription
    client.cancelSubscribeQuote(symbols);
    client.cancelSubscribeDepthQuote(symbols);
    //Cancel all symbol (stock, option, future) quote subscriptions
    client.cancelSubscribeQuote(new HashSet<>());
    //Cancel all symbol (stock, future) depth quote subscriptions
    client.cancelSubscribeDepthQuote(new HashSet<>());
    //Cancel all symbol (stock, future) tick-by-tick quote subscriptions
    client.cancelSubscribeTradeTick(new HashSet<>());

    //Note: Actively disconnecting will clear all subscription data
    //client.disconnect();
  }
}

Return Data

For all fields in stock quote callback data, refer to: Quote Push Data

⚠️
CAUTION
Stock quote callback data has two types: basic quote QuoteBasicData and best bid/offer QuoteBBOData. The two data types return different fields.

Hong Kong stock quote data example:

{
    "symbol":"00700",
    "type":"BASIC",
    "timestamp":"1684721758123",
    "serverTimestamp":"1684721758228",
    "avgPrice":330.493,
    "latestPrice":332.2,
    "latestPriceTimestamp":"1684721758103",
    "latestTime":"05-22 10:15:58",
    "preClose":333.2,
    "volume":"4400026",
    "amount":1454057948,
    "open":331.8,
    "high":334.2,
    "low":328.2,
    "marketStatus":"Trading",
    "mi":{
        "p":332.2,
        "a":330.493,
        "t":"1684721700000",
        "v":"75400",
        "o":331.6,
        "h":332.2,
        "l":331.4
    }
}

Hong Kong stock best bid/ask quote data example:

{
    "symbol":"00700",
    "type":"BBO",
    "timestamp":"1684721757927",
    "askPrice":332.2,
    "askSize":"32100",
    "askTimestamp":"1684721757344",
    "bidPrice":332,
    "bidSize":"3500",
    "bidTimestamp":"1684721757773"
}

US stock quote data example:

{
    "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":2144365591.410586,
    "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
    }
}

US stock order book data example:

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

US stock pre-market trading data example:

⚠️
CAUTION
The fields for US stock pre-market and after-hours trading are different from regular trading hours

{
    "symbol":"AAPL",
    "type":"BASIC",
    "timestamp":"1684753559744",
    "serverTimestamp":"1684753559752",
    "latestPrice":173.66,
    "latestPriceTimestamp":"1684753559744",
    "latestTime":"07:05 EDT",
    "preClose":175.16,
    "volume":"366849",
    "amount":63731858.18000001,
    "hourTradingTag":"PreMarket",
    "mi":{
        "p":173.66,
        "a":173.72891,
        "t":"1684753500000",
        "v":"5604",
        "o":173.64,
        "h":173.67,
        "l":173.63
    }
}

Subscribe to Option Quotes

subscribeOption(Set<String> symbols)

Cancellation Method
cancelSubscribeOption(Set<String> symbols)

Description

Subscribe to option quotes (supports US and Hong Kong market options). The quote subscription push interface is an asynchronous interface. By implementing the ApiComposeCallback interface, you can obtain asynchronous request results. The callback interface returns result types as basic quote QuoteBasicData objects and best bid/offer QuoteBBOData objects.

Request Parameters

Parameter	Type	Required	Description
symbols	Set<String>	Yes	Option symbol list

Option symbol format: Option symbols support 2 formats

One format is symbol name + expiration date + strike price + direction, separated by spaces. E.g., (AAPL 20190329 182.5 PUT).
The other format is identifier, which is returned when querying option quotes. E.g., (SPY 190508C00290000)

Return Value

Field	Type	Description
id	string	ID generated locally by the SDK when making a subscription request, incrementally sequential. Returns the request ID and subscription success result in the `subscribeEnd(int id, String subject, String result)` callback method

Subscription Example

Set<String> symbols = new HashSet<>();
//One way to subscribe to options
symbols.add("AAPL 20230317 150.0 CALL");
symbols.add("ALB.HK 20250730 117.50 CALL");
//Another way to subscribe to options
symbols.add("SPY   190508C00290000");

client.subscribeOption(symbols);

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeOption(symbols);

Corresponding Callback Interfaces

void optionChange(QuoteBasicData data)
void optionAskBidChange(QuoteBBOData data)

Return Data

Option trading data example:

{
    "symbol":"AAPL 20230317 150.0 CALL",
    "type":"BASIC",
    "timestamp":"1676994444927",
    "latestPrice":4.83,
    "latestPriceTimestamp":"1676994444927",
    "latestTime":"",
    "preClose":6.21,
    "volume":"3181",
    "amount":939117.0060634613,
    "open":4.85,
    "high":5.6,
    "low":4.64,
    "identifier":"AAPL  230317C00150000",
    "openInt":"82677"
}

Option order book data example:

{
    "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 to Future Quotes

subscribeFuture(Set<String> symbols)

Cancellation Method
cancelSubscribeFuture(Set<String> symbols)

Description

Subscribe to future quotes. The quote subscription push interface is an asynchronous interface. By implementing the ApiComposeCallback interface, you can obtain asynchronous request results. The callback interface returns result types as basic quote QuoteBasicData objects and best bid/offer QuoteBBOData objects.

Request Parameters

Parameter	Type	Required	Description
symbols	Set<String>	Yes	Future symbol list

Return Value

Field	Type	Description
id	string	ID generated locally by the SDK when making a subscription request, incrementally sequential. Returns the request ID and subscription success result in the `subscribeEnd(int id, String subject, String result)` callback method

Example

Set<String> symbols = new HashSet<>();
//Future subscription
symbols.add("ESmain");
symbols.add("ES2306");

client.subscribeFuture(symbols);

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeFuture(symbols);

Corresponding Callback Interfaces

void futureChange(QuoteBasicData data)
void futureAskBidChange(QuoteBBOData data)

Return Example

Future quote data example:

{
    "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
    }
}

Future order book data example:

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

Subscribe to Depth Quotes

subscribeDepthQuote(Set<String> symbols)

Cancellation Method
cancelSubscribeDepthQuote(Set<String> symbols)

Description

Subscribe to multi-level depth quotes, supporting stocks (US/HK), options (US/HK), and futures. US stock depth quotes push frequency is 300ms, Hong Kong stock depth quotes push frequency is 2s, returning up to 40 levels of bid/ask order data (Hong Kong stocks only have 10 levels). The quote subscription push interface is an asynchronous interface. By implementing the ApiComposeCallback interface, you can obtain asynchronous request results. The callback interface returns result type as QuoteDepthData objects.

Request Parameters

Parameter	Type	Required	Description
symbols	Set<String>	Yes	Stock, option, future symbol list

Return Value

Field	Type	Description
id	string	ID generated locally by the SDK when making a subscription request, incrementally sequential. Returns the request ID and subscription success result in the `subscribeEnd(int id, String subject, String result)` callback method

Example

Set<String> symbols = new HashSet<>();
//Depth quote subscription
symbols.add("AAPL");
symbols.add("ESmain");
symbols.add("AAPL 20240209 180.0 CALL");

client.subscribeDepthQuote(symbols);

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeDepthQuote(symbols);

Callback Interface

void depthQuoteChange(QuoteDepthData data)

Return Data

Data structure as follows:

Field	Type	Description
symbol	string	Stock symbol
timestamp	long	Depth data timestamp
ask	`List<OrderBook>`	Ask data
bid	`List<OrderBook>`	Bid data

OrderBook data structure as follows:

Field	Type	Description
price	double	Price for each level
volume	long	Order volume
orderCount	int	Number of orders (only available for Hong Kong stocks)
exchange	string	Option data source (only available for options). If price or volume is 0, it means the quote from this data source is invalid. For enum values, see: Option Exchanges
time	long	Option exchange order timestamp (only available for options)

Callback Result Example

// US Market
{
  "symbol": "AAPL",
  "timestamp": "1676993368405",
  "ask": {
    "price": [
      149.69,
      149.69,
      149.69,
      149.69,
      149.69,
      149.69,
      149.7,
      149.7,
      149.7,
      149.7,
      149.7,
      149.7,
      149.7,
      149.7,
      149.7,
      149.7,
      149.71,
      149.71,
      149.71,
      149.71,
      149.71,
      149.71,
      149.71,
      149.71,
      149.72,
      149.72,
      149.72,
      149.72,
      149.72,
      149.72,
      149.72,
      149.72,
      149.72,
      149.72,
      149.73,
      149.73,
      149.73,
      149.73,
      149.73,
      149.73
    ],
    "volume": [
      "100",
      "100",
      "23",
      "200",
      "100",
      "100",
      "200",
      "100",
      "100",
      "100",
      "82",
      "100",
      "100",
      "200",
      "25",
      "100",
      "185",
      "100",
      "100",
      "82",
      "87",
      "25",
      "100",
      "100",
      "100",
      "100",
      "76",
      "200",
      "100",
      "100",
      "16",
      "87",
      "100",
      "100",
      "100",
      "100",
      "200",
      "100",
      "76",
      "100"
    ]
  },
  "bid": {
    "price": [
      149.68,
      149.68,
      149.68,
      149.68,
      149.67,
      149.67,
      149.67,
      149.67,
      149.67,
      149.67,
      149.67,
      149.67,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.66,
      149.65,
      149.65,
      149.65,
      149.65,
      149.65,
      149.65,
      149.65,
      149.65,
      149.65,
      149.65,
      149.64,
      149.64,
      149.64,
      149.64,
      149.64
    ],
    "volume": [
      "84",
      "87",
      "100",
      "100",
      "100",
      "49",
      "100",
      "100",
      "87",
      "200",
      "100",
      "100",
      "100",
      "100",
      "100",
      "20",
      "1",
      "4",
      "1",
      "200",
      "100",
      "87",
      "25",
      "100",
      "200",
      "200",
      "100",
      "1",
      "25",
      "87",
      "100",
      "100",
      "100",
      "25",
      "100",
      "100",
      "100",
      "1",
      "87",
      "100"
    ]
  }
}

// HK Market
{
  "symbol": "00700",
  "timestamp": "1670465696884",
  "ask": {
    "price": [
      311.4,
      311.6,
      311.8,
      312.0,
      312.2,
      312.4,
      312.6,
      312.8,
      313.0,
      313.2
    ],
    "volume": [
      "15600",
      "5700",
      "16600",
      "33800",
      "61100",
      "14800",
      "28300",
      "28400",
      "61100",
      "39200"
    ],
    "orderCount": [
      16,
      13,
      19,
      79,
      39,
      29,
      66,
      56,
      160,
      27
    ]
  },
  "bid": {
    "price": [
      311.2,
      311.0,
      310.8,
      310.6,
      310.4,
      310.2,
      310.0,
      309.8,
      309.6,
      309.4
    ],
    "volume": [
      "2300",
      "8300",
      "18000",
      "8800",
      "7700",
      "8500",
      "26700",
      "11700",
      "13700",
      "22600"
    ],
    "orderCount": [
      10,
      15,
      18,
      9,
      6,
      11,
      17,
      30,
      10,
      5
    ]
  }
}

Subscribe to Trade Tick Data

subscribeTradeTick(Set<String> symbols)

Cancel Method
cancelSubscribeTradeTick(Set<String> symbols)

Description

Subscribe to stock trade tick data. Trade tick push interval is 200ms, using snapshot mode, pushing the latest 50 trade tick records each time. The trade tick subscription push interface is asynchronous. You can get asynchronous request results by implementing the ApiComposeCallback interface. The callback interface returns results of type TradeTick object.

Supports subscription for US and Hong Kong market stocks and futures

Request Parameters

Parameter	Type	Required	Description
symbols	Set<String>	Yes	Stock and futures code list

Return Value

Field	Type	Description
id	string	ID generated locally by SDK subscription request, incrementally sequenced. Returns request ID and subscription success result in `subscribeEnd(int id, String subject, String result)` callback method

Subscription Example

Set<String> symbols = new HashSet<>();
//Trade tick stock subscription
symbols.add("AAPL");
symbols.add("00700");
symbols.add("ESmain");

client.subscribeTradeTick(symbols);

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeTradeTick(symbols);

Corresponding Callback Interface

void tradeTickChange(TradeTick data)

TradeTick data structure is as follows:

Field	Type	Description
symbol	string	Stock symbol, futures symbol
secType	SecType	STK/FUT
quoteLevel	string	Quote permission level from which data comes (for US stocks, usQuoteBasic has less trade tick data than usStockQuote); futures have no level distinction
timestamp	long	Data timestamp
ticks	`List<Tick>`	Trade tick data collection

ticks data structure is as follows:

Field	Type	Description
sn	long	Trade tick sequence number
volume	long	Trade volume
tickType	string	indicates neutral, + indicates active buy, - indicates active sell (futures trade ticks don't have this)
price	double	Trade price
time	long	Trade timestamp
cond	string	Trade condition list for each tick. Empty array indicates automatic matching trades for current batch (futures trade ticks don't have this)
partCode	string	Exchange code for each trade (US stocks only)
partName	string	Exchange name for each trade (US stocks only)

Callback Result Example

// US Stock
{
  "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"
    },
    {
      "sn": 116204,
      "volume": 1,
      "tickType": "*",
      "price": 149.67,
      "time": 1676993925200,
      "cond": "US_REGULAR_SALE"
    },
    {
      "sn": 116205,
      "volume": 5,
      "tickType": "*",
      "price": 149.6652,
      "time": 1676993925410,
      "cond": "US_REGULAR_SALE"
    }
  ]
}

// Hong Kong Stock
{
  "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 tick
{
  "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
    },
    {
      "sn": 261562,
      "volume": 1,
      "price": 17465.0,
      "time": 1669345639000
    },
    {
      "sn": 261563,
      "volume": 1,
      "price": 17465.0,
      "time": 1669345639000
    }
  ]
}

Subscribe to Full Trade Tick Data

subscribeTradeTick(Set<String> symbols)

Cancel Method
cancelSubscribeTradeTick(Set<String> symbols)

Description

Subscribe to full trade tick data for stocks. You need to apply for permission from the administrator. This is different from the previous snapshot trade tick data. After obtaining permission, you need to configure locally ClientConfig.DEFAULT_CONFIG.useFullTick = true; The trade tick subscription push interface is asynchronous. You can get asynchronous request results by implementing the ApiComposeCallback interface. The callback interface returns results of type TickData object.

Supports subscription for US and Hong Kong market stocks

Request Parameters

Parameter	Type	Required	Description
symbols	Set<String>	Yes	Stock code list

Return Value

Field	Type	Description
id	string	ID generated locally by SDK subscription request, incrementally sequenced. Returns request ID and subscription success result in `subscribeEnd(int id, String subject, String result)` callback method

Subscription Example

Set<String> symbols = new HashSet<>();
//Trade tick stock subscription
symbols.add("AAPL");
symbols.add("00700");

client.subscribeTradeTick(symbols);

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeTradeTick(symbols);

Corresponding Callback Interface

void fullTickChange(TickData data)

TickData data structure is as follows:

Field	Type	Description
symbol	string	Stock symbol
timestamp	long	Data timestamp
ticks	`List<Tick>`	Trade tick data collection

ticks data structure is as follows:

Field	Type	Description
sn	long	Trade tick sequence number
time	long	Trade timestamp
price	float	Trade price
volume	long	Trade volume
type	string	indicates neutral, + indicates active buy, - indicates active sell
cond	string	Trade condition list for each tick. Empty array indicates automatic matching trades for current batch, may be null
partCode	string	Exchange code for each trade (US stocks only), may be null

Callback Result Example

{"symbol":"AAPL","ticks":[{"sn":"69745","time":"1712585464248","price":168.96,"volume":26,"type
":"+","partCode":"t"},{"sn":"69746","time":"1712585464248","price":168.96,"volume":22,"type":"+","partCode":"t"}],"timestamp":"1712585464415"
,"source":"NLS"}

Subscribe to Minute Kline Data

subscribeKline(Set<String> symbols)

Cancel Method
cancelSubscribeKline(Set<String> symbols)

Description

Subscribe to minute kline data for stocks. You need to apply for permission from the administrator. The minute kline subscription push interface is asynchronous. You can get asynchronous request results by implementing the ApiComposeCallback interface. The callback interface returns results of type KlineData object.

Supports subscription for US and Hong Kong market stocks

Request Parameters

Parameter	Type	Required	Description
symbols	Set<String>	Yes	Stock code list

Return Value

Field	Type	Description
id	string	ID generated locally by SDK subscription request, incrementally sequenced. Returns request ID and subscription success result in `subscribeEnd(int id, String subject, String result)` callback method

Subscription Example

Set<String> symbols = new HashSet<>();
//Minute kline stock subscription
symbols.add("AAPL");
symbols.add("00700");

client.subscribeKline(symbols);

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeKline(symbols);

Corresponding Callback Interface

void klineChange(KlineData data)

KlineData data structure is as follows:

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

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 Ranking Data

subscribeStockTop(Market market, Set<Indicator> indicators)

Cancel Method
cancelSubscribeStockTop(Market market, Set<Indicator> indicators)

Description

Subscribe to stock ranking data. No push during non-trading hours, push interval is 30s, each push contains Top30 symbols data for subscribed indicators. The push interface is asynchronous callback. You can get asynchronous request results by implementing the ApiComposeCallback interface. The callback interface returns results of type StockTopData object. Each indicator data is sorted in descending order by indicator value.

Supports subscription for US and Hong Kong market stock indicators. During trading hours, ranking data has all indicators from StockRankingIndicator. For US stocks pre-market and after-hours, only change rate (changeRate) and 5-minute change rate (changeRate5Min) ranking data are available.

Request Parameters

Parameter	Type	Required	Description
market	Market	Yes	Market, supports US, HK
indicators	`Set<Indicator>`	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)

Return Value

Field	Type	Description
id	string	ID generated locally by SDK subscription request, incrementally sequenced. Returns request ID and subscription success result in `subscribeEnd(int id, String subject, String result)` callback method

Subscription Example

Market market = Market.US;
Set<Indicator> indicators = new HashSet<>();
indicators.add(StockRankingIndicator.Amplitude);
indicators.add(StockRankingIndicator.TurnoverRate);
//Subscribe to all indicators for the market
client.subscribeStockTop(market, null)

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription of 'amplitude' and 'turnoverRate'
client.cancelSubscribeStockTop(market, indicators);
// Cancel all indicators' subscription
client.cancelSubscribeStockTop(market, null);

Corresponding Callback Interface

void stockTopPush(StockTopData data)

StockTopData data structure is as follows:

Field	Type	Description
market	string	Market: US/HK
timestamp	long	Timestamp
topData	`List<TopData>`	Ranking data list for each indicator

TopData data structure is as follows:

Field	Type	Description
targetName	string	Indicator name (changeRate, changeRate5Min, turnoverRate, amount, volume, amplitude)
item	`List<StockItem>`	Ranking data list for this indicator dimension

StockItem data structure is as follows:

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

Callback Result 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
                },
                {
                    "symbol":"LYRA",
                    "latestPrice":3.75,
                    "targetValue":0.237624
                },
                {
                    "symbol":"CANO",
                    "latestPrice":1.4847,
                    "targetValue":0.18776
                }
                // ......
            ]
        },
        {
            "targetName":"turnoverRate",
            "item":[
                {
                    "symbol":"SBBA",
                    "latestPrice":24.8,
                    "targetValue":191.046512
                },
                {
                    "symbol":"VCIG",
                    "latestPrice":3.88,
                    "targetValue":13.82794
                },
                {
                    "symbol":"BOIL",
                    "latestPrice":3.225,
                    "targetValue":10.681214
                },
                {
                    "symbol":"GDV",
                    "latestPrice":20.86,
                    "targetValue":8.257162
                },
                {
                    "symbol":"NUWE",
                    "latestPrice":3.1611,
                    "targetValue":6.755784
                }
                // ......
            ]
        },
        {
            "targetName":"amount",
            "item":[
                {
                    "symbol":"TSLA",
                    "latestPrice":263.21,
                    "targetValue":10629393179.8
                },
                {
                    "symbol":"SPY",
                    "latestPrice":435.64,
                    "targetValue":5839415251.67
                },
                {
                    "symbol":"NVDA",
                    "latestPrice":428.3801,
                    "targetValue":5123997584.1
                },
                {
                    "symbol":"QQQ",
                    "latestPrice":364.72,
                    "targetValue":3979912590.29
                },
                {
                    "symbol":"BRK.A",
                    "latestPrice":509004,
                    "targetValue":2529965164.19
                }
                // ......
            ]
        },
        {
            "targetName":"volume",
            "item":[
                {
                    "symbol":"TSLA",
                    "latestPrice":263.21,
                    "targetValue":40190416
                },
                {
                    "symbol":"NKLA",
                    "latestPrice":1.2586,
                    "targetValue":33326008
                },
                {
                    "symbol":"FISV",
                    "latestPrice":114.23,
                    "targetValue":31689406
                },
                {
                    "symbol":"SQQQ",
                    "latestPrice":19.93,
                    "targetValue":31339556
                },
                {
                    "symbol":"PLTR",
                    "latestPrice":15.98,
                    "targetValue":30249797
                }
                // ......
            ]
        },
        {
            "targetName":"amplitude",
            "item":[
                {
                    "symbol":"ICAD",
                    "latestPrice":1.63,
                    "targetValue":0.333333
                },
                {
                    "symbol":"VCIG",
                    "latestPrice":3.88,
                    "targetValue":0.293286
                },
                {
                    "symbol":"GRCL",
                    "latestPrice":3.8285,
                    "targetValue":0.281059
                },
                {
                    "symbol":"ZJYL",
                    "latestPrice":10.2165,
                    "targetValue":0.278427
                },
                {
                    "symbol":"NUWE",
                    "latestPrice":3.1611,
                    "targetValue":0.262799
                }
                // ......
            ]
        },
        {
            "targetName":"changeRate5Min",
            "item":[
                {
                    "symbol":"ICAD",
                    "latestPrice":1.63,
                    "targetValue":0.077419
                },
                {
                    "symbol":"EUDA",
                    "latestPrice":1.3,
                    "targetValue":0.072
                },
                {
                    "symbol":"WEL",
                    "latestPrice":10.75,
                    "targetValue":0.070233
                },
                {
                    "symbol":"TYGO",
                    "latestPrice":17.255,
                    "targetValue":0.068901
                },
                {
                    "symbol":"SSU",
                    "latestPrice":3.2512,
                    "targetValue":0.065967
                }
                // ......
            ]
        }
    ]
}

Subscribe to Option Ranking Data

subscribeOptionTop(Market market, Set<Indicator> indicators)

Cancel Method
cancelSubscribeOptionTop(Market market, Set<Indicator> indicators)

Description

Subscribe to option ranking data. No push during non-trading hours, push interval is 30s, each push contains Top50 symbols data for subscribed indicators. The push interface is asynchronous callback. You can get asynchronous request results by implementing the ApiComposeCallback interface. The callback interface returns results of type OptionTopData object. Big orders are single trade volumes greater than 1000, sorted by trade time in descending order. Other indicator data are cumulative indicator values for the trading day in descending order.

Supports subscription for US market option indicators. During trading hours, ranking data has all indicators from OptionRankingIndicator.

Request Parameters

Parameter	Type	Required	Description
market	Market	Yes	Market, supports US
indicators	`Set<Indicator>`	No	Option ranking indicators, defaults to all indicators, refer to OptionRankingIndicator enum values (bigOrder: big orders, volume: daily cumulative volume, amount: daily cumulative turnover amount, openInt: open interest)

Return Value

Field	Type	Description
id	string	ID generated locally by SDK subscription request, incrementally sequenced. Returns request ID and subscription success result in `subscribeEnd(int id, String subject, String result)` callback method

Subscription Example

Market market = Market.US;
Set<Indicator> indicators = new HashSet<>();
indicators.add(OptionRankingIndicator.Amount);
indicators.add(OptionRankingIndicator.OpenInt);
//Subscribe to all indicators for the market
client.subscribeOptionTop(market, null)

//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription of 'amount' and 'openInt'
client.cancelSubscribeOptionTop(market, indicators);
// Cancel all indicators' subscription
client.cancelSubscribeOptionTop(market, null);

Corresponding Callback Interface

void optionTopPush(OptionTopData data)

OptionTopData data structure is as follows:

Field	Type	Description
market	string	Market: US
timestamp	long	Timestamp
topData	`List<TopData>`	Ranking data list for each indicator

TopData data structure is as follows:

Field	Type	Description
targetName	string	Indicator name (bigOrder, volume, amount, openInt)
bigOrder	`List<BigOrder>`	Big order indicator (bigOrder) data list
item	`List<OptionItem>`	Ranking data list for this indicator dimension

BigOrder data structure is as follows:

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

OptionItem data structure is as follows:

Field	Type	Description
symbol	string	Stock, ETF symbol
expiry	string	Expiry date, format: yyyyMMdd
strike	string	Strike price
right	string	CALL/PUT
totalAmount	double	Trade amount
totalVolume	double	Trade volume
totalOpenInt	double	Open interest
volumeToOpenInt	double	Volume/Open interest
latestPrice	double	Latest price
updateTime	long	Indicator data update timestamp

Callback Result 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 Symbols

getSubscribedSymbols()

Description

Query subscribed symbol information

Request Parameters

None

Subscription Example

client.getSubscribedSymbols();

Corresponding Callback Interface

public void getSubscribedSymbolEnd(SubscribedSymbol subscribedSymbol) {
    System.out.println(JSONObject.toJSONString(subscribedSymbol));
}

Callback data structure is as follows:

Field	Type	Description
limit	int	Maximum limit for subscribed market data symbols (stocks, options, futures)
used	int	Number of subscribed market data symbols (stocks, options, futures) used
subscribedSymbols	array	Subscribed market data symbols (stocks, options, futures)
askBidLimit	int	Maximum limit for subscribed depth market data stocks
askBidUsed	int	Number of subscribed depth market data stocks used
subscribedAskBidSymbols	array	Subscribed depth market data stock symbols
tradeTickLimit	int	Maximum limit for subscribed trade tick stocks
tradeTickUsed	int	Number of subscribed trade tick stocks used
subscribedTradeTickSymbols	array	Subscribed trade tick stock symbols

Callback Result Example

{
    "askBidLimit":10,
    "askBidUsed":0,
    "limit":20,
    "subscribedAskBidSymbols":[

    ],
    "subscribedSymbols":[

    ],
    "subscribedTradeTickSymbols":[
        "PDD",
        "AMD",
        "SPY",
        "01810"
    ],
    "tradeTickLimit":20,
    "tradeTickUsed":4,
    "used":0
}