Market Data
The Go SDK provides a QuoteClient that wraps all market-data endpoints. Every method returns ([]byte, error) — the raw JSON response body — so you can unmarshal into your own structs or inspect the payload directly.
Quick Start
package main
import (
"fmt"
"log"
"github.com/tigerfintech/openapi-sdks/go/client"
"github.com/tigerfintech/openapi-sdks/go/config"
"github.com/tigerfintech/openapi-sdks/go/quote"
)
func main() {
cfg, err := config.NewClientConfig(
config.WithPropertiesFile("tiger_openapi_config.properties"),
)
if err != nil {
log.Fatal(err)
}
httpClient := client.NewHttpClient(cfg)
qc := quote.NewQuoteClient(httpClient)
// Get US market status
states, err := qc.MarketState("US")
if err != nil {
log.Fatal(err)
}
fmt.Println("US market state:", string(states))
// Get real-time quotes for two symbols
briefs, _ := qc.QuoteRealTime([]string{"AAPL", "TSLA"})
fmt.Println("Real-time quotes:", string(briefs))
// Get daily candlestick data
klines, _ := qc.Kline("AAPL", "day")
fmt.Println("K-line data:", string(klines))
}Basic Quotes
MarketState
func (qc *QuoteClient) MarketState(market string) ([]byte, error)Returns the current trading session status for the specified market.
| Parameter | Type | Required | Description |
|---|---|---|---|
market | string | Yes | Market code: US, HK, CN, SG |
Returns: JSON array of market state objects with fields market, status, openTime, closeTime.
states, err := qc.MarketState("US")
// states: [{"market":"US","status":"Trading","openTime":"09:30","closeTime":"16:00"}]Data Example
Request parameters:
{ "market": "US" }Response data:
[
{
"market": "US",
"status": "trading",
"openTime": 1735020600000,
"closeTime": 1735044000000,
"timezone": "America/New_York"
}
]QuoteRealTime
func (qc *QuoteClient) QuoteRealTime(symbols []string) ([]byte, error)Returns real-time snapshot quotes (latest price, bid/ask, volume, change, etc.) for the given symbols.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbols | []string | Yes | List of stock symbols, e.g. ["AAPL", "TSLA"] |
Returns: JSON array of quote objects.
briefs, err := qc.QuoteRealTime([]string{"AAPL", "TSLA"})Data Example
Request parameters:
{ "symbols": ["AAPL", "TSLA"] }Response data:
[
{
"symbol": "AAPL",
"market": "US",
"name": "Apple Inc.",
"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
},
{
"symbol": "TSLA",
"market": "US",
"name": "Tesla Inc.",
"latestPrice": 410.44,
"preClose": 403.84,
"change": 6.60,
"changePercentage": 1.634,
"volume": 98765432,
"amount": 40542123456.0,
"open": 405.00,
"high": 415.20,
"low": 402.30,
"timestamp": 1735042800000
}
]Kline
func (qc *QuoteClient) Kline(symbol, period string) ([]byte, error)Returns historical OHLCV candlestick data for the specified symbol and period.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbol | string | Yes | Stock symbol, e.g. "AAPL" |
period | string | Yes | Bar period: day, week, month, 1min, 5min, 15min, 30min, 60min |
Returns: JSON array of OHLCV bar objects with time, open, high, low, close, volume.
// Daily bars
klines, err := qc.Kline("AAPL", "day")
// 5-minute intraday bars
klines5m, err := qc.Kline("AAPL", "5min")Data Example
Request parameters:
{ "symbols": ["AAPL"], "period": "day" }Response data:
{
"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
}
]
}Timeline
func (qc *QuoteClient) Timeline(symbols []string) ([]byte, error)Returns intraday minute-level price and volume timeline for today's session.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbols | []string | Yes | List of stock symbols |
timeline, err := qc.Timeline([]string{"AAPL"})Data Example
Request parameters:
{ "symbols": ["AAPL"] }Response data:
{
"symbol": "AAPL",
"items": [
{
"time": 1735020600000,
"price": 225.50,
"volume": 3021456,
"avgPrice": 225.48
},
{
"time": 1735020660000,
"price": 225.80,
"volume": 1234567,
"avgPrice": 225.55
}
]
}TradeTick
func (qc *QuoteClient) TradeTick(symbols []string) ([]byte, error)Returns the most recent trade ticks (price, size, timestamp, direction) for the given symbols.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbols | []string | Yes | List of stock symbols |
ticks, err := qc.TradeTick([]string{"AAPL"})Data Example
Request parameters:
{ "symbols": ["AAPL"] }Response data:
{
"symbol": "AAPL",
"items": [
{
"time": 1735042780000,
"price": 227.52,
"volume": 100,
"direction": "BUY"
},
{
"time": 1735042781000,
"price": 227.50,
"volume": 200,
"direction": "SELL"
}
]
}QuoteDepth
func (qc *QuoteClient) QuoteDepth(symbol string) ([]byte, error)Returns Level 2 order book (up to 10 levels of bids and asks) for the specified symbol.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbol | string | Yes | Stock symbol |
depth, err := qc.QuoteDepth("AAPL")Data Example
Request parameters:
{ "symbol": "AAPL" }Response data:
{
"symbol": "AAPL",
"askList": [
{ "price": 227.53, "volume": 300, "orderCount": 2 },
{ "price": 227.55, "volume": 500, "orderCount": 4 },
{ "price": 227.58, "volume": 200, "orderCount": 1 },
{ "price": 227.60, "volume": 800, "orderCount": 6 },
{ "price": 227.65, "volume": 1200, "orderCount": 8 }
],
"bidList": [
{ "price": 227.52, "volume": 400, "orderCount": 3 },
{ "price": 227.50, "volume": 600, "orderCount": 5 },
{ "price": 227.48, "volume": 300, "orderCount": 2 },
{ "price": 227.45, "volume": 700, "orderCount": 5 },
{ "price": 227.40, "volume": 1000, "orderCount": 7 }
]
}Option Quotes
OptionExpiration
func (qc *QuoteClient) OptionExpiration(symbol string) ([]byte, error)Returns all available option expiration dates for the underlying symbol.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbol | string | Yes | Underlying symbol, e.g. "AAPL" |
expDates, err := qc.OptionExpiration("AAPL")
// expDates: ["2025-01-17","2025-02-21","2025-03-21",...]Data Example
Request parameters:
{ "symbols": ["AAPL"] }Response data:
["2025-01-17", "2025-02-21", "2025-03-21", "2025-06-20", "2025-09-19", "2025-12-19", "2026-01-16"]OptionChain
func (qc *QuoteClient) OptionChain(symbol, expiry string) ([]byte, error)Returns the full option chain (all strikes, both calls and puts) for a given expiration date.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbol | string | Yes | Underlying symbol |
expiry | string | Yes | Expiration date in YYYY-MM-DD format |
chain, err := qc.OptionChain("AAPL", "2025-01-17")Data Example
Request parameters:
{ "symbol": "AAPL", "expiry": "2025-01-17" }Response data:
[
{
"strike": 220.0,
"callSymbol": "AAPL 250117C00220000",
"putSymbol": "AAPL 250117P00220000",
"callLatestPrice": 9.50,
"putLatestPrice": 2.10,
"callImpliedVolatility": 0.285,
"putImpliedVolatility": 0.312
},
{
"strike": 225.0,
"callSymbol": "AAPL 250117C00225000",
"putSymbol": "AAPL 250117P00225000",
"callLatestPrice": 6.20,
"putLatestPrice": 3.80,
"callImpliedVolatility": 0.278,
"putImpliedVolatility": 0.299
}
]OptionBrief
func (qc *QuoteClient) OptionBrief(identifiers []string) ([]byte, error)Returns real-time quotes for specific option contracts identified by their OCC-style identifiers.
| Parameter | Type | Required | Description |
|---|---|---|---|
identifiers | []string | Yes | Option identifiers, e.g. ["AAPL 250117C00150000"] |
optBriefs, err := qc.OptionBrief([]string{"AAPL 250117C00150000"})Data Example
Request parameters:
{ "identifiers": ["AAPL 250117C00220000"] }Response data:
[
{
"identifier": "AAPL 250117C00220000",
"latestPrice": 9.50,
"preClose": 9.10,
"change": 0.40,
"impliedVolatility": 0.285,
"delta": 0.612,
"gamma": 0.028,
"theta": -0.085,
"vega": 0.156,
"openInterest": 12540,
"volume": 3820
}
]OptionKline
func (qc *QuoteClient) OptionKline(identifier, period string) ([]byte, error)Returns historical candlestick data for a specific option contract.
| Parameter | Type | Required | Description |
|---|---|---|---|
identifier | string | Yes | OCC-style option identifier |
period | string | Yes | Bar period (same values as Kline) |
optKline, err := qc.OptionKline("AAPL 250117C00150000", "day")Data Example
Request parameters:
{ "identifier": "AAPL 250117C00220000", "period": "day" }Response data:
{
"identifier": "AAPL 250117C00220000",
"period": "day",
"items": [
{
"time": 1734912000000,
"open": 8.80,
"high": 9.60,
"low": 8.70,
"close": 9.10,
"volume": 2100
},
{
"time": 1734998400000,
"open": 9.10,
"high": 9.80,
"low": 9.00,
"close": 9.50,
"volume": 3820
}
]
}Futures Quotes
FutureExchange
func (qc *QuoteClient) FutureExchange() ([]byte, error)Returns the list of supported futures exchanges.
exchanges, err := qc.FutureExchange()
// exchanges: [{"code":"CME","name":"Chicago Mercantile Exchange"},...]Data Example
Response data:
[
{ "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" }
]FutureContracts
func (qc *QuoteClient) FutureContracts(exchange string) ([]byte, error)Returns available futures contracts on the specified exchange.
| Parameter | Type | Required | Description |
|---|---|---|---|
exchange | string | Yes | Exchange code, e.g. "CME", "CBOT" |
contracts, err := qc.FutureContracts("CME")Data Example
Request parameters:
{ "exchange": "CME" }Response data:
[
{
"symbol": "ES",
"name": "E-mini S&P 500",
"contractMultiplier": 50,
"currency": "USD",
"minTick": 0.25,
"exchange": "CME"
},
{
"symbol": "NQ",
"name": "E-mini NASDAQ-100",
"contractMultiplier": 20,
"currency": "USD",
"minTick": 0.25,
"exchange": "CME"
}
]FutureRealTimeQuote
func (qc *QuoteClient) FutureRealTimeQuote(symbols []string) ([]byte, error)Returns real-time quotes for the specified futures contracts.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbols | []string | Yes | Futures contract symbols, e.g. ["ES2506"] |
futQuotes, err := qc.FutureRealTimeQuote([]string{"ES2506", "NQ2506"})Data Example
Request parameters:
{ "symbols": ["ES2506", "NQ2506"] }Response data:
[
{
"symbol": "ES2506",
"latestPrice": 5920.50,
"preClose": 5895.25,
"change": 25.25,
"changePercentage": 0.428,
"volume": 1234567,
"openInterest": 2345678,
"open": 5900.00,
"high": 5935.00,
"low": 5895.00,
"timestamp": 1735042800000
}
]FutureKline
func (qc *QuoteClient) FutureKline(symbol, period string) ([]byte, error)Returns historical candlestick data for a futures contract.
| Parameter | Type | Required | Description |
|---|---|---|---|
symbol | string | Yes | Futures contract symbol, e.g. "ES2506" |
period | string | Yes | Bar period |
futKline, err := qc.FutureKline("ES2506", "day")Data Example
Request parameters:
{ "symbol": "ES2506", "period": "day" }Response data:
{
"symbol": "ES2506",
"period": "day",
"items": [
{
"time": 1734912000000,
"open": 5870.00,
"high": 5900.00,
"low": 5860.00,
"close": 5895.25,
"volume": 1023456
},
{
"time": 1734998400000,
"open": 5900.00,
"high": 5935.00,
"low": 5895.00,
"close": 5920.50,
"volume": 1234567
}
]
}Fundamental Data
FinancialDaily
func (qc *QuoteClient) FinancialDaily(symbol string) ([]byte, error)Returns daily fundamental metrics (P/E ratio, market cap, EPS, etc.) for the specified stock.
daily, err := qc.FinancialDaily("AAPL")Data Example
Request parameters:
{ "symbol": "AAPL" }Response data:
[
{
"date": "2024-12-24",
"pe": 38.5,
"pb": 58.2,
"eps": 6.52,
"dividendYield": 0.0044,
"marketCap": 3420000000000
}
]FinancialReport
func (qc *QuoteClient) FinancialReport(symbol string) ([]byte, error)Returns quarterly and annual financial report data (income statement, balance sheet, cash flow).
report, err := qc.FinancialReport("AAPL")Data Example
Request parameters:
{ "symbol": "AAPL" }Response data:
[
{
"period": "2024Q4",
"periodType": "quarterly",
"revenue": 124300000000,
"netIncome": 36330000000,
"totalAssets": 352583000000,
"totalLiabilities": 308030000000,
"cashFlow": 29943000000,
"eps": 2.40
}
]CorporateAction
func (qc *QuoteClient) CorporateAction(symbol string) ([]byte, error)Returns historical corporate actions including dividends, stock splits, and rights offerings.
actions, err := qc.CorporateAction("AAPL")Data Example
Request parameters:
{ "symbol": "AAPL" }Response data:
[
{
"actionType": "dividend",
"exDate": "2024-11-08",
"payDate": "2024-11-14",
"amount": 0.25,
"currency": "USD"
},
{
"actionType": "split",
"exDate": "2020-08-31",
"ratio": 4.0,
"description": "4:1 stock split"
}
]Capital Flow
CapitalFlow
func (qc *QuoteClient) CapitalFlow(symbol string) ([]byte, error)Returns net capital inflow/outflow data segmented by trade size (retail vs. institutional).
flow, err := qc.CapitalFlow("AAPL")Data Example
Request parameters:
{ "symbol": "AAPL" }Response data:
{
"symbol": "AAPL",
"inflow": 8234567890,
"outflow": 7123456789,
"netInflow": 1111111101,
"largeOrderInflow": 5123456789,
"largeOrderOutflow": 4012345678,
"mediumOrderInflow": 2012345678,
"smallOrderInflow": 1098765432,
"timestamp": 1735042800000
}CapitalDistribution
func (qc *QuoteClient) CapitalDistribution(symbol string) ([]byte, error)Returns the distribution of buy/sell orders across different order-size tiers.
dist, err := qc.CapitalDistribution("AAPL")Data Example
Request parameters:
{ "symbol": "AAPL" }Response data:
{
"symbol": "AAPL",
"retailBuyRatio": 0.18,
"retailSellRatio": 0.15,
"institutionBuyRatio": 0.42,
"institutionSellRatio": 0.38,
"largeholderBuyRatio": 0.40,
"largeholderSellRatio": 0.47,
"timestamp": 1735042800000
}Market Scanner
MarketScanner
func (qc *QuoteClient) MarketScanner(params map[string]interface{}) ([]byte, error)Scans the market and returns stocks matching the given filter criteria.
| Parameter | Type | Required | Description |
|---|---|---|---|
params | map[string]interface | Yes | Filter criteria including market and filter array |
Common filter fields: marketCap, volume, changeRatio, pe, eps, dividend.
scanResult, err := qc.MarketScanner(map[string]interface{}{
"market": "US",
"filter": []map[string]interface{}{
{"fieldName": "marketCap", "filterMin": 1000000000},
{"fieldName": "volume", "filterMin": 500000},
},
"sortFieldName": "marketCap",
"sortDir": "desc",
})Data Example
Request parameters:
{
"market": "US",
"filter": [
{ "fieldName": "marketCap", "filterMin": 1000000000 },
{ "fieldName": "changePercentage", "filterMin": 2.0 }
]
}Response data:
[
{
"symbol": "AAPL",
"name": "Apple Inc.",
"latestPrice": 227.52,
"changePercentage": 1.115,
"marketCap": 3420000000000,
"volume": 62345678
},
{
"symbol": "NVDA",
"name": "NVIDIA Corporation",
"latestPrice": 138.85,
"changePercentage": 3.240,
"marketCap": 3390000000000,
"volume": 185432100
}
]GrabQuotePermission
func (qc *QuoteClient) GrabQuotePermission() ([]byte, error)Returns the current account's market data subscription permissions and the list of authorized markets/data types.
perm, err := qc.GrabQuotePermission()Data Example
Response data:
["US_BASIC", "HK_BASIC", "US_REALTIME"]Updated 6 days ago