Market Data

using TigerOpenAPI.Common;
using TigerOpenAPI.Quote;
using TigerOpenAPI.Quote.Response;
using TigerOpenAPI.Quote.Model;

TigerConfig config = new TigerConfig()
{
    ConfigFilePath = "/path/to/tiger_openapi_config.properties"
};
QuoteClient quoteClient = new QuoteClient(config);

// Get market status
TigerRequest<MarketStateResponse> request = new TigerRequest<MarketStateResponse>()
{
    ApiMethodName = QuoteApiService.MARKET_STATE,
    ModelValue = new QuoteMarketModel() { Market = Market.US }
};
MarketStateResponse response = await quoteClient.ExecuteAsync(request);
Console.WriteLine(response);

TigerRequest<MarketStateResponse> request = new TigerRequest<MarketStateResponse>()
{
    ApiMethodName = QuoteApiService.MARKET_STATE,
    ModelValue = new QuoteMarketModel() { Market = Market.US }
};
MarketStateResponse response = await quoteClient.ExecuteAsync(request);

{ "market": "US" }

[
  {
    "market": "US",
    "status": "trading",
    "openTime": 1735020600000,
    "closeTime": 1735044000000,
    "timezone": "America/New_York"
  }
]

TigerRequest<TradingCalendarResponse> request = new TigerRequest<TradingCalendarResponse>()
{
    ApiMethodName = QuoteApiService.TRADING_CALENDAR,
    ModelValue = new QuoteTradingCalendarModel()
    {
        Market = Market.US,
        BeginTime = "2025-01-01",
        EndTime = "2025-01-31"
    }
};
TradingCalendarResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<StockDetailResponse> request = new TigerRequest<StockDetailResponse>()
{
    ApiMethodName = QuoteApiService.STOCK_DETAIL,
    ModelValue = new QuoteContractModel()
    {
        Symbols = new List<string> { "AAPL", "TSLA" }
    }
};
StockDetailResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<QuoteBriefResponse> request = new TigerRequest<QuoteBriefResponse>()
{
    ApiMethodName = QuoteApiService.BRIEF,
    ModelValue = new QuoteContractModel()
    {
        Symbols = new List<string> { "AAPL", "TSLA", "00700" }
    }
};
QuoteBriefResponse response = await quoteClient.ExecuteAsync(request);

[
  {
    "symbol": "AAPL",
    "latestPrice": 227.52,
    "preClose": 225.01,
    "change": 2.51,
    "changePercentage": 1.115,
    "volume": 62345678,
    "amount": 14189233280.0,
    "open": 225.50,
    "high": 228.10,
    "low": 224.80,
    "timestamp": 1735042800000
  }
]

TigerRequest<QuoteTimelineResponse> request = new TigerRequest<QuoteTimelineResponse>()
{
    ApiMethodName = QuoteApiService.TIMELINE,
    ModelValue = new QuoteContractModel()
    {
        Symbols = new List<string> { "AAPL" }
    }
};
QuoteTimelineResponse response = await quoteClient.ExecuteAsync(request);

{
  "symbol": "AAPL",
  "items": [
    { "time": 1735020600000, "price": 225.50, "volume": 3021456, "avgPrice": 225.48 },
    { "time": 1735020660000, "price": 225.80, "volume": 1234567, "avgPrice": 225.55 }
  ]
}

// Daily bars
TigerRequest<QuoteKlineResponse> request = new TigerRequest<QuoteKlineResponse>()
{
    ApiMethodName = QuoteApiService.KLINE,
    ModelValue = new QuoteKlineModel()
    {
        Symbol = "AAPL",
        Period = BarPeriod.Day,
        Limit = 60
    }
};
QuoteKlineResponse response = await quoteClient.ExecuteAsync(request);

// 5-minute bars
TigerRequest<QuoteKlineResponse> request5min = new TigerRequest<QuoteKlineResponse>()
{
    ApiMethodName = QuoteApiService.KLINE,
    ModelValue = new QuoteKlineModel()
    {
        Symbol = "AAPL",
        Period = BarPeriod.min5
    }
};

{
  "symbol": "AAPL",
  "period": "day",
  "items": [
    { "time": 1734912000000, "open": 222.56, "high": 225.72, "low": 222.11, "close": 225.01, "volume": 55234100 },
    { "time": 1734998400000, "open": 225.50, "high": 228.10, "low": 224.80, "close": 227.52, "volume": 62345678 }
  ]
}

TigerRequest<QuoteDepthResponse> request = new TigerRequest<QuoteDepthResponse>()
{
    ApiMethodName = QuoteApiService.DEPTH_QUOTE,
    ModelValue = new QuoteContractModel()
    {
        Symbols = new List<string> { "AAPL" }
    }
};
QuoteDepthResponse response = await quoteClient.ExecuteAsync(request);

{
  "symbol": "AAPL",
  "askList": [
    { "price": 227.53, "volume": 300, "orderCount": 2 },
    { "price": 227.55, "volume": 500, "orderCount": 4 }
  ],
  "bidList": [
    { "price": 227.52, "volume": 400, "orderCount": 3 },
    { "price": 227.50, "volume": 600, "orderCount": 5 }
  ]
}

TigerRequest<QuoteTradeTickResponse> request = new TigerRequest<QuoteTradeTickResponse>()
{
    ApiMethodName = QuoteApiService.TRADE_TICK,
    ModelValue = new QuoteContractModel()
    {
        Symbols = new List<string> { "AAPL" }
    }
};
QuoteTradeTickResponse response = await quoteClient.ExecuteAsync(request);

{
  "symbol": "AAPL",
  "items": [
    { "time": 1735042780000, "price": 227.52, "volume": 100, "direction": "BUY" },
    { "time": 1735042781000, "price": 227.50, "volume": 200, "direction": "SELL" }
  ]
}

TigerRequest<OptionExpirationResponse> request = new TigerRequest<OptionExpirationResponse>()
{
    ApiMethodName = QuoteApiService.OPTION_EXPIRATION,
    ModelValue = new QuoteContractModel() { Symbol = "AAPL" }
};
OptionExpirationResponse response = await quoteClient.ExecuteAsync(request);

["20250117", "20250221", "20250321", "20250620", "20250919", "20251219", "20260116"]

TigerRequest<OptionChainResponse> request = new TigerRequest<OptionChainResponse>()
{
    ApiMethodName = QuoteApiService.OPTION_CHAIN,
    ModelValue = new QuoteOptionModel()
    {
        Symbol = "AAPL",
        Expiry = "20250117"
    }
};
OptionChainResponse response = await quoteClient.ExecuteAsync(request);

[
  {
    "strike": 220.0,
    "callSymbol": "AAPL  250117C00220000",
    "putSymbol": "AAPL  250117P00220000",
    "callLatestPrice": 9.50,
    "putLatestPrice": 2.10,
    "callImpliedVolatility": 0.285,
    "putImpliedVolatility": 0.312
  }
]

TigerRequest<OptionBriefResponse> request = new TigerRequest<OptionBriefResponse>()
{
    ApiMethodName = QuoteApiService.OPTION_BRIEF,
    ModelValue = new QuoteContractModel()
    {
        Symbols = new List<string> { "AAPL  250117C00150000" }
    }
};
OptionBriefResponse response = await quoteClient.ExecuteAsync(request);

[
  {
    "identifier": "AAPL  250117C00220000",
    "latestPrice": 9.50,
    "impliedVolatility": 0.285,
    "delta": 0.612,
    "gamma": 0.028,
    "theta": -0.085,
    "vega": 0.156,
    "openInterest": 12540,
    "volume": 3820
  }
]

TigerRequest<FutureExchangeResponse> request = new TigerRequest<FutureExchangeResponse>()
{
    ApiMethodName = QuoteApiService.FUTURE_EXCHANGE
};
FutureExchangeResponse response = await quoteClient.ExecuteAsync(request);

[
  { "exchange": "CME", "name": "Chicago Mercantile Exchange" },
  { "exchange": "CBOT", "name": "Chicago Board of Trade" },
  { "exchange": "NYMEX", "name": "New York Mercantile Exchange" },
  { "exchange": "HKEX", "name": "Hong Kong Exchanges and Clearing" }
]

TigerRequest<FutureContractsResponse> request = new TigerRequest<FutureContractsResponse>()
{
    ApiMethodName = QuoteApiService.FUTURE_CONTRACTS,
    ModelValue = new QuoteFutureModel() { Exchange = "CME" }
};
FutureContractsResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<FutureQuoteResponse> request = new TigerRequest<FutureQuoteResponse>()
{
    ApiMethodName = QuoteApiService.FUTURE_REAL_TIME_QUOTE,
    ModelValue = new QuoteContractModel()
    {
        Symbols = new List<string> { "ES2506", "NQ2506" }
    }
};
FutureQuoteResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<CapitalFlowResponse> request = new TigerRequest<CapitalFlowResponse>()
{
    ApiMethodName = QuoteApiService.CAPITAL_FLOW,
    ModelValue = new QuoteMarketModel() { Symbol = "AAPL", Market = Market.US }
};
CapitalFlowResponse response = await quoteClient.ExecuteAsync(request);

{
  "symbol": "AAPL",
  "inflow": 8234567890,
  "outflow": 7123456789,
  "netInflow": 1111111101,
  "largeOrderInflow": 5123456789,
  "timestamp": 1735042800000
}

TigerRequest<CapitalDistributionResponse> request = new TigerRequest<CapitalDistributionResponse>()
{
    ApiMethodName = QuoteApiService.CAPITAL_DISTRIBUTION,
    ModelValue = new QuoteMarketModel() { Symbol = "AAPL", Market = Market.US }
};
CapitalDistributionResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<QuoteStockFundamentalResponse> request = new TigerRequest<QuoteStockFundamentalResponse>()
{
    ApiMethodName = QuoteApiService.STOCK_FUNDAMENTAL,
    ModelValue = new QuoteDepthModel() { Symbols = new List<string> { "AAPL", "TSLA" }, Market = Market.US }
};
QuoteStockFundamentalResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<QuoteOvernightResponse> request = new TigerRequest<QuoteOvernightResponse>()
{
    ApiMethodName = QuoteApiService.QUOTE_OVERNIGHT,
    ModelValue = new QuoteSymbolModel() { Symbols = new List<string> { "AAPL", "TSLA" } }
};
QuoteOvernightResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<QuoteBrokerHoldResponse> request = new TigerRequest<QuoteBrokerHoldResponse>()
{
    ApiMethodName = QuoteApiService.BROKER_HOLD,
    ModelValue = new QuoteBrokerHoldModel(Market.US, limit: 20, page: 1)
};
QuoteBrokerHoldResponse response = await quoteClient.ExecuteAsync(request);

TigerRequest<FutureDepthResponse> request = new TigerRequest<FutureDepthResponse>()
{
    ApiMethodName = QuoteApiService.FUTURE_DEPTH,
    ModelValue = new FutureDepthModel(new List<string> { "CL2506" })
};
FutureDepthResponse response = await quoteClient.ExecuteAsync(request);

var symbols = new List<OptionAnalysisSymbolModel>
{
    new OptionAnalysisSymbolModel("AAPL", "1M", requireVolatilityList: true)
};
TigerRequest<OptionAnalysisResponse> request = new TigerRequest<OptionAnalysisResponse>()
{
    ApiMethodName = QuoteApiService.OPTION_ANALYSIS,
    ModelValue = new OptionAnalysisModel(symbols, Market.US),
    ApiVersion = "2.0"
};
OptionAnalysisResponse response = await quoteClient.ExecuteAsync(request);