Futures Quote

get_future_exchange Get Futures Exchange List

value QuoteClient::get_future_exchange(SecType sec_type)

Description

Get the list of supported futures exchanges

Parameters

Parameter	Type	Required	Description
sec_type	SecType	No	Security type, default SecType::FUT

Return

web::json::value JSON object

Example

#include "tigerapi/quote_client.h"
#include "tigerapi/client_config.h"

using namespace TIGER_API;

ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);

value result = quote_client.get_future_exchange();
ucout << result.serialize() << std::endl;

get_future_contracts Get Futures Contract List

value QuoteClient::get_future_contracts(utility::string_t type)

Description

Get the futures contract list for a specified product

Parameters

Parameter	Type	Required	Description
type	utility::string_t	Yes	Futures product code, e.g., U("CL") (Crude Oil), U("ES") (S&P 500)

Return

web::json::value JSON object

Example

ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);

value result = quote_client.get_future_contracts(U("CL"));
ucout << result.serialize() << std::endl;

get_future_continuous_contracts Get Continuous Contracts

value QuoteClient::get_future_continuous_contracts(utility::string_t type)

Description

Get continuous contract information for a specified product

Parameters

Parameter	Type	Required	Description
type	utility::string_t	Yes	Futures product code

Return

web::json::value JSON object

get_future_current_contract Get Current Contract

value QuoteClient::get_future_current_contract(utility::string_t type)

Description

Get the current main contract for a specified product

Parameters

Parameter	Type	Required	Description
type	utility::string_t	Yes	Futures product code

Return

web::json::value JSON object

get_future_contract_by_contract_code Get Futures Contract by Contract Code

value QuoteClient::get_future_contract_by_contract_code(utility::string_t contract_code)

Description

Get futures contract information by specific contract code

Parameters

Parameter	Type	Required	Description
contract_code	utility::string_t	Yes	Contract code, e.g., U("CL2312")

Return

web::json::value JSON object

get_future_contract_by_exchange_code Get Futures Contracts by Exchange

value QuoteClient::get_future_contract_by_exchange_code(utility::string_t exchange_code)

Description

Get futures contract list by exchange code

Parameters

Parameter	Type	Required	Description
exchange_code	utility::string_t	Yes	Exchange code, e.g., U("CME"), U("NYMEX")

Return

web::json::value JSON object

get_future_kline Get Futures K-line

value QuoteClient::get_future_kline(value contract_codes, utility::string_t period, time_t begin_time, time_t end_time, int limit, utility::string_t page_token)

Description

Get K-line data for futures contracts

Parameters

Parameter	Type	Required	Description
contract_codes	value	Yes	Contract code array
period	BarPeriod or utility::string_t	No	K-line period, default BarPeriod::DAY. Available values: day/week/month/year/1min/5min/15min/30min/60min
begin_time	time_t	No	Start timestamp, default -1
end_time	time_t	No	End timestamp, default -1
limit	int	No	Number of records, default 251
page_token	utility::string_t	No	Pagination token

Return

web::json::value JSON object, or vector<Kline> Kline object list

Example

ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);

value codes = value::array();
codes[0] = value::string(U("CL2312"));

value result = quote_client.get_future_kline(codes, U("day"));
ucout << result.serialize() << std::endl;

get_future_real_time_quote Get Futures Real-time Quote

vector<RealtimeQuote> QuoteClient::get_future_real_time_quote(value contract_codes)

Description

Get real-time quote data for futures contracts

Parameters

Parameter	Type	Required	Description
contract_codes	value	Yes	Contract code array

Return

vector<RealtimeQuote> Real-time quote object list

RealtimeQuote Object Properties (Futures Additional Fields)

Property	Type	Description
contract_code	utility::string_t	Contract code
open_interest	long long	Open interest
limit_down	int	Limit down price
limit_up	int	Limit up price

Example

ClientConfig config(false, U("/path/to/your/properties/"));
QuoteClient quote_client(config);

value codes = value::array();
codes[0] = value::string(U("CL2312"));

vector<RealtimeQuote> quotes = quote_client.get_future_real_time_quote(codes);
for (auto& q : quotes) {
    ucout << q.contract_code << U(" price: ") << q.latest_price << std::endl;
}

get_future_tick Get Futures Trade Ticks

value QuoteClient::get_future_tick(utility::string_t contract_code, long begin_index, long end_index, int limit)

Description

Get tick-by-tick trade data for futures contracts

Parameters

Parameter	Type	Required	Description
contract_code	utility::string_t	Yes	Contract code
begin_index	long	No	Start index, default 0
end_index	long	No	End index, default 100
limit	int	No	Number of records, default 1000

Return

web::json::value JSON object

get_future_trading_date Get Futures Trading Date

value QuoteClient::get_future_trading_date(utility::string_t contract_code, utility::string_t trading_date)

Description

Get trading date information for a futures contract

Parameters

Parameter	Type	Required	Description
contract_code	utility::string_t	Yes	Contract code
trading_date	utility::string_t	Yes	Trading date

Return

web::json::value JSON object

get_future_depth Get Futures Depth Quote

value QuoteClient::get_future_depth(value contract_codes, utility::string_t lang)

Description

Get depth quote data for futures contracts

Parameters

Parameter	Type	Required	Description
contract_codes	value	Yes	Contract code array
lang	utility::string_t	No	Language, default empty

Return

web::json::value JSON object