Market Data

The TypeScript SDK provides a QuoteClient that wraps all market-data endpoints. Every method is async and returns a typed response object (or throws on error).

Quick Start

import { ClientConfig } from 'tigeropen';
import { QuoteClient } from 'tigeropen';

const config = new ClientConfig({
  propertiesFilePath: 'tiger_openapi_config.properties',
});

const qc = new QuoteClient(config);

// Get US market status
const states = await qc.marketState('US');
console.log('US market state:', states);

// Get real-time quotes for two symbols
const briefs = await qc.quoteRealTime(['AAPL', 'TSLA']);
console.log('Real-time quotes:', briefs);

// Get daily candlestick data
const klines = await qc.kline('AAPL', 'day');
console.log('K-line data:', klines);

Basic Quotes

marketState

async marketState(market: string): Promise<MarketStateResponse>

Returns the current trading session status for the specified market.

ParameterTypeRequiredDescription
marketstringYesMarket code: 'US', 'HK', 'CN', 'SG'

Returns: Array of market state objects with market, status, openTime, closeTime.

const states = await qc.marketState('US');
// [{ market: 'US', status: 'Trading', openTime: '09:30', closeTime: '16:00' }]

const hkStates = await qc.marketState('HK');

Data Example

Request parameters:

{ "market": "US" }

Response data:

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

quoteRealTime

async quoteRealTime(symbols: string[]): Promise<QuoteBriefResponse[]>

Returns real-time snapshot quotes (latest price, bid/ask, volume, change, change ratio) for the given symbols.

ParameterTypeRequiredDescription
symbolsstring[]YesStock symbols, e.g. ['AAPL', 'TSLA']
const briefs = await qc.quoteRealTime(['AAPL', 'TSLA', 'MSFT']);
for (const b of briefs) {
  console.log(`${b.symbol}: ${b.latestPrice} (${b.changeRatio}%)`);
}

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

async kline(symbol: string, period: string): Promise<KlineBar[]>

Returns historical OHLCV candlestick data for the specified symbol and period.

ParameterTypeRequiredDescription
symbolstringYesStock symbol, e.g. 'AAPL'
periodstringYesBar period: 'day', 'week', 'month', '1min', '5min', '15min', '30min', '60min'
// Daily bars
const dailyBars = await qc.kline('AAPL', 'day');

// 5-minute intraday bars
const bars5m = await qc.kline('AAPL', '5min');

for (const bar of dailyBars) {
  console.log(`${bar.time}: O=${bar.open} H=${bar.high} L=${bar.low} C=${bar.close}`);
}

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

async timeline(symbols: string[]): Promise<TimelineResponse[]>

Returns intraday minute-level price and volume timeline for today's session.

ParameterTypeRequiredDescription
symbolsstring[]YesList of stock symbols
const timeline = await qc.timeline(['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

async tradeTick(symbols: string[]): Promise<TradeTickResponse[]>

Returns the most recent trade ticks (price, size, timestamp, direction) for the given symbols.

ParameterTypeRequiredDescription
symbolsstring[]YesList of stock symbols
const ticks = await qc.tradeTick(['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

async quoteDepth(symbol: string): Promise<DepthQuoteResponse>

Returns Level 2 order book (up to 10 levels of bids and asks) for the specified symbol.

ParameterTypeRequiredDescription
symbolstringYesStock symbol
const depth = await qc.quoteDepth('AAPL');
console.log('Best bid:', depth.bids[0]);
console.log('Best ask:', depth.asks[0]);

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

async optionExpiration(symbol: string): Promise<string[]>

Returns all available option expiration dates for the underlying symbol.

ParameterTypeRequiredDescription
symbolstringYesUnderlying symbol, e.g. 'AAPL'
const expDates = await qc.optionExpiration('AAPL');
// ['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

async optionChain(symbol: string, expiry: string): Promise<OptionChainResponse>

Returns the full option chain (all strikes, both calls and puts) for a given expiration date.

ParameterTypeRequiredDescription
symbolstringYesUnderlying symbol
expirystringYesExpiration date in 'YYYY-MM-DD' format
const chain = await 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

async optionBrief(identifiers: string[]): Promise<OptionBriefResponse[]>

Returns real-time quotes for specific option contracts.

ParameterTypeRequiredDescription
identifiersstring[]YesOCC-style identifiers, e.g. ['AAPL 250117C00150000']
const optBriefs = await qc.optionBrief(['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

async optionKline(identifier: string, period: string): Promise<KlineBar[]>

Returns historical candlestick data for a specific option contract.

ParameterTypeRequiredDescription
identifierstringYesOCC-style option identifier
periodstringYesBar period (same values as kline)
const optKline = await 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

async futureExchange(): Promise<ExchangeResponse[]>

Returns the list of supported futures exchanges.

const exchanges = await qc.futureExchange();
// [{ 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

async futureContracts(exchange: string): Promise<FutureContractResponse[]>

Returns available futures contracts on the specified exchange.

ParameterTypeRequiredDescription
exchangestringYesExchange code, e.g. 'CME', 'CBOT'
const contracts = await 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

async futureRealTimeQuote(symbols: string[]): Promise<FutureQuoteResponse[]>

Returns real-time quotes for the specified futures contracts.

ParameterTypeRequiredDescription
symbolsstring[]YesFutures contract symbols, e.g. ['ES2506']
const futQuotes = await qc.futureRealTimeQuote(['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

async futureKline(symbol: string, period: string): Promise<KlineBar[]>

Returns historical candlestick data for a futures contract.

const futKline = await 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

async financialDaily(symbol: string): Promise<FinancialDailyResponse>

Returns daily fundamental metrics (P/E ratio, market cap, EPS, dividend yield, etc.).

const daily = await 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

async financialReport(symbol: string): Promise<FinancialReportResponse>

Returns quarterly and annual financial report data (income statement, balance sheet, cash flow statement).

const report = await 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

async corporateAction(symbol: string): Promise<CorporateActionResponse[]>

Returns historical corporate actions including dividends, stock splits, and rights offerings.

const actions = await qc.corporateAction('AAPL');
for (const action of actions) {
  console.log(`${action.type}: ${action.exDate} ratio=${action.ratio}`);
}

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

async capitalFlow(symbol: string): Promise<CapitalFlowResponse>

Returns net capital inflow/outflow data segmented by trade size (retail vs. institutional).

const flow = await 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

async capitalDistribution(symbol: string): Promise<CapitalDistributionResponse>

Returns the distribution of buy/sell orders across different order-size tiers.

const dist = await 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

async marketScanner(params: MarketScannerParams): Promise<ScanResult[]>

Scans the market and returns stocks matching the given filter criteria.

ParameterTypeRequiredDescription
paramsMarketScannerParamsYesFilter criteria object

Key fields in MarketScannerParams:

FieldTypeDescription
marketstringTarget market: 'US', 'HK'
filterarrayArray of filter condition objects
sortFieldNamestringField name to sort results by
sortDirstringSort direction: 'asc' or 'desc'
const scanResult = await qc.marketScanner({
  market: 'US',
  filter: [
    { fieldName: 'marketCap', filterMin: 1_000_000_000 },
    { fieldName: 'volume', filterMin: 500_000 },
  ],
  sortFieldName: 'marketCap',
  sortDir: 'desc',
});

for (const item of scanResult) {
  console.log(`${item.symbol}: marketCap=${item.marketCap}`);
}

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

async grabQuotePermission(): Promise<QuotePermissionResponse>

Returns the current account's market data subscription permissions and the list of authorized markets.

const perm = await qc.grabQuotePermission();
console.log('Permitted markets:', perm.markets);

Data Example

Response data:

["US_BASIC", "HK_BASIC", "US_REALTIME"]