Securities

`GetSymbols`

Purpose

Retrieves symbols data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetSymbols(req model.SymbolsRequest) ([]string, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.SymbolsRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Market`	`string`	No	Omitted if empty	Allowed values: ALL, US, HK, CN, SG
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND
`IncludeOtc`	`bool`	No	Omitted when `false`	Whether to include OTC instruments
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US

Returns

([]string, error)

Invocation example

result, err := qc.GetSymbols(model.SymbolsRequest{
	Market: "US",
	SecType: "STK",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  "AAPL",
  "MSFT",
  "GOOGL",
  "AMZN",
  "TSLA"
]

Rate limit

The base rate limit is 10 requests/min.

`GetSymbolNames`

Purpose

Retrieves symbol names data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetSymbolNames(req model.SymbolsRequest) ([]model.SymbolName, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.SymbolsRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Market`	`string`	No	Omitted if empty	Allowed values: ALL, US, HK, CN, SG
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`IncludeOtc`	`bool`	No	Omitted when false	Include otc value

Returns

([]model.SymbolName, error). Key fields from model.SymbolName:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Name`	`string`	`name`	Instrument name.
`Market`	`string`	`market`	Market code.

Invocation example

result, err := qc.GetSymbolNames(model.SymbolsRequest{
	Market: "US",
	SecType: "STK",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "name": "Apple Inc",
    "market": "US"
  },
  {
    "symbol": "MSFT",
    "name": "Microsoft Corp",
    "market": "US"
  },
  {
    "symbol": "GOOGL",
    "name": "Alphabet Inc",
    "market": "US"
  }
]

Rate limit

The base rate limit is 10 requests/min.

`GetTradeMetas`

Purpose

Retrieves trade metas data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetTradeMetas(req model.TradeMetasRequest) ([]model.TradeMeta, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.TradeMetasRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbols`	`[]string`	No	Omitted when empty	Symbols

Returns

([]model.TradeMeta, error). Key fields from model.TradeMeta:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`LotSize`	`int`	`lotSize`	Minimum trading lot size.
`MinTick`	`float64`	`minTick`	Minimum price increment.
`SpreadScale`	`float64`	`spreadScale`	Price spread scale.
`ShortableFlag`	`string`	`shortableFlag`	Short-selling eligibility flag.
`MarginableFlag`	`string`	`marginableFlag`	Margin-trading eligibility flag.

Invocation example

result, err := qc.GetTradeMetas(model.TradeMetasRequest{
	Symbols: []string{"AAPL"},
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "lotSize": 1,
    "minTick": 0.01,
    "spreadScale": 0.01,
    "shortableFlag": "Y",
    "marginableFlag": "Y"
  }
]

Rate limit

The base rate limit is 60 requests/min.

`GetRealTimeQuote`

Purpose

Retrieves real-time quotes and decodes them into the published Go return model.

Signature

func (c *QuoteClient) GetRealTimeQuote(req model.BriefRequest) ([]model.Brief, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.BriefRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Symbols`	`[]string`	No	Omitted if empty	—
`IncludeHourTrading`	`*bool`	No	Omitted when nil	Whether to include extended-hours quotes; a pointer distinguishes explicit `false` from omission
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US

Returns

([]model.Brief, error). Key fields from model.Brief:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Open`	`float64`	`open`	Session opening price.
`High`	`float64`	`high`	Session high price.
`Low`	`float64`	`low`	Session low price.
`Close`	`float64`	`close`	Session closing price.
`PreClose`	`float64`	`preClose`	Previous closing price.
`LatestPrice`	`float64`	`latestPrice`	Latest traded price.
`LatestTime`	`int64`	`latestTime`	Latest quote timestamp.
`AskPrice`	`float64`	`askPrice`	Best ask price.
`AskSize`	`int64`	`askSize`	Best ask size.
`BidPrice`	`float64`	`bidPrice`	Best bid price.
`BidSize`	`int64`	`bidSize`	Best bid size.
`Volume`	`int64`	`volume`	Trading volume.
`Status`	`string`	`status`	Quote status.
`AdjPreClose`	`float64`	`adjPreClose`	Adjusted previous closing price.
`Change`	`float64`	`change`	Price change from the previous close.
`ChangeRate`	`float64`	`changeRate`	Price change rate.
`Amplitude`	`float64`	`amplitude`	Session price range rate.
`Expiry`	`int64`	`expiry`	Option expiry timestamp.
`Strike`	`string`	`strike`	Option strike price.
`Right`	`string`	`right`	Option call or put right.
`Multiplier`	`int`	`multiplier`	Contract multiplier.
`OpenInterest`	`int64`	`openInterest`	Open contracts outstanding.

Invocation example

result, err := qc.GetRealTimeQuote(model.BriefRequest{
	Symbols: []string{"AAPL"},
	SecType: "STK",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "open": 304.81,
    "high": 310.69,
    "low": 300.0,
    "close": 308.91,
    "preClose": 333.43,
    "latestPrice": 308.91,
    "latestTime": 1785528000000,
    "askPrice": 310.97,
    "askSize": 400,
    "bidPrice": 310.89,
    "bidSize": 80,
    "volume": 176739024,
    "status": "NORMAL"
  }
]

Rate limit

The base rate limit is 120 requests/min.

`GetDelayedQuote`

Purpose

Retrieves delayed quote data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetDelayedQuote(req model.StockDelayBriefsRequest) ([]model.Brief, error)

Retrieves delayed quotes.

Parameters

model.StockDelayBriefsRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbols`	`[]string`	No	Omitted when empty	Symbols

Returns

([]model.Brief, error). Key fields from model.Brief:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Open`	`float64`	`open`	Session opening price.
`High`	`float64`	`high`	Session high price.
`Low`	`float64`	`low`	Session low price.
`Close`	`float64`	`close`	Session closing price.
`PreClose`	`float64`	`preClose`	Previous closing price.
`LatestPrice`	`float64`	`latestPrice`	Latest traded price.
`LatestTime`	`int64`	`latestTime`	Latest quote timestamp.
`AskPrice`	`float64`	`askPrice`	Best ask price.
`AskSize`	`int64`	`askSize`	Best ask size.
`BidPrice`	`float64`	`bidPrice`	Best bid price.
`BidSize`	`int64`	`bidSize`	Best bid size.
`Volume`	`int64`	`volume`	Trading volume.
`Status`	`string`	`status`	Quote status.
`AdjPreClose`	`float64`	`adjPreClose`	Adjusted previous closing price.
`Change`	`float64`	`change`	Price change from the previous close.
`ChangeRate`	`float64`	`changeRate`	Price change rate.
`Amplitude`	`float64`	`amplitude`	Session price range rate.
`Expiry`	`int64`	`expiry`	Option expiry timestamp.
`Strike`	`string`	`strike`	Option strike price.
`Right`	`string`	`right`	Option call or put right.
`Multiplier`	`int`	`multiplier`	Contract multiplier.
`OpenInterest`	`int64`	`openInterest`	Open contracts outstanding.

Invocation example

result, err := qc.GetDelayedQuote(model.StockDelayBriefsRequest{
	Symbols: []string{"AAPL"},
	SecType: "STK",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "open": 304.81,
    "high": 310.69,
    "low": 300.0,
    "close": 308.91,
    "preClose": 333.43,
    "latestPrice": 308.91,
    "latestTime": 1785528000000,
    "askPrice": 310.97,
    "askSize": 400,
    "bidPrice": 310.89,
    "bidSize": 80,
    "volume": 176739024,
    "status": "NORMAL"
  }
]

Rate limit

The base rate limit is 10 requests/min.

`GetKline`

Purpose

Retrieves stock candlestick bars.

Signature

func (c *QuoteClient) GetKline(req model.KlineRequest) ([]model.Kline, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.KlineRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Period`	`string`	No	Omitted if empty	Allowed values: day, week, month, year, 1min, 5min, 15min, 30min, 60min
`Right`	`string`	No	Omitted if empty	Allowed values: PUT, CALL (option side); br, nr when used as quote adjustment
`BeginTime`	`int64`	No	Omitted if empty	None; mutually exclusive with BeginIndex/EndIndex; millisecond timestamp
`EndTime`	`int64`	No	Omitted if empty	None; mutually exclusive with BeginIndex/EndIndex; millisecond timestamp
`Limit`	`int`	No	Omitted when zero	Result count
`BeginIndex`	`int`	No	Omitted when zero	Start index; mutually exclusive with the time range
`EndIndex`	`int`	No	Omitted when zero	End index; mutually exclusive with the time range
`PageToken`	`string`	No	Omitted if empty	Pagination cursor
`TradeSession`	`string`	No	Omitted if empty	Trading session: `PreMarket`, `Regular`, `AfterHours`, or `OverNight`
`Date`	`string`	No	Omitted if empty	Query date
`WithFundamental`	`*bool`	No	Omitted when nil	Whether to include fundamental data; a pointer distinguishes explicit `false` from omission
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbols`	`[]string`	No	Omitted when empty	Symbols

Time and index ranges cannot be combined.

Returns

([]model.Kline, error). Key fields from model.Kline:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Period`	`string`	`period`	Candlestick period.
`NextPageToken`	`string`	`nextPageToken`	Cursor for the next page.
`Items`	`[]KlineItem`	`items`	Candlestick bars.

KlineItem fields

Field	Type	Description
`Time`	`int64`	Timestamp
`Volume`	`int64`	Volume
`Open`	`float64`	Open price
`Close`	`float64`	Close price
`High`	`float64`	High price
`Low`	`float64`	Low price
`Amount`	`float64`	Amount

Invocation example

result, err := qc.GetKline(model.KlineRequest{
	Symbols: []string{"AAPL"},
	Period: "day",
	Right: "CALL",
	BeginTime: 1735689600000,
	EndTime: 1738281600000,
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "period": "day",
    "nextPageToken": null,
    "items": [
      {
        "time": 1785384000000,
        "volume": 74817792,
        "open": 333.10,
        "close": 333.43,
        "high": 334.75,
        "low": 329.59,
        "amount": 24701334239.0
      },
      {
        "time": 1785470400000,
        "volume": 132489137,
        "open": 304.81,
        "close": 308.91,
        "high": 310.69,
        "low": 300.0,
        "amount": 40348574927.0
      }
    ]
  }
]

Rate limit

The base rate limit is 60 requests/min.

`GetKlineByPage`

Purpose

Retrieves stock candlestick bars by page. The client merges the results.

Signature

func (c *QuoteClient) GetKlineByPage(req model.KlineByPageRequest) ([]model.KlineItem, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.KlineByPageRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Symbol`	`string`	No	Omitted if empty	Instrument symbol
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND
`Period`	`string`	No	Omitted if empty	Allowed values: day, week, month, year, 1min, 5min, 15min, 30min, 60min
`BeginTime`	`int64`	No	Omitted when zero	Start time in milliseconds
`EndTime`	`int64`	No	Omitted when zero	End time in milliseconds
`TotalSize`	`int`	No	1000 when `<= 0`	Total desired result count
`PageSize`	`int`	No	200 when `<= 0`	Result count per page
`Right`	`string`	No	Omitted if empty	Allowed values: PUT, CALL (option side); br, nr when used as quote adjustment
`TradeSession`	`string`	No	Omitted if empty	Trading session: `PreMarket`, `Regular`, `AfterHours`, or `OverNight`
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US

The SDK merges pages in ascending time order.

Returns

([]model.KlineItem, error). Key fields from model.KlineItem:

Field	Type	JSON field	Description
`Time`	`int64`	`time`	Bar timestamp.
`Volume`	`int64`	`volume`	Trading volume.
`Open`	`float64`	`open`	Bar opening price.
`Close`	`float64`	`close`	Bar closing price.
`High`	`float64`	`high`	Bar high price.
`Low`	`float64`	`low`	Bar low price.
`Amount`	`float64`	`amount`	Trading turnover.

Invocation example

result, err := qc.GetKlineByPage(model.KlineByPageRequest{
	Symbol: "AAPL",
	Period: "day",
	BeginTime: 1735689600000,
	EndTime: 1738281600000,
	TotalSize: 100,
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "time": 1785384000000,
    "volume": 74817792,
    "open": 333.10,
    "close": 333.43,
    "high": 334.75,
    "low": 329.59,
    "amount": 24701334239.0
  },
  {
    "time": 1785470400000,
    "volume": 132489137,
    "open": 304.81,
    "close": 308.91,
    "high": 310.69,
    "low": 300.0,
    "amount": 40348574927.0
  }
]

`GetTimeline`

Purpose

Retrieves current stock timeline data. This method has no SecType parameter.

Signature

func (c *QuoteClient) GetTimeline(symbols []string) ([]model.Timeline, error)

Availability depends on market, instrument, and enabled data access.

Parameters

Parameter	Type	Required	SDK default	Constraints
`symbols`	`[]string`	Yes	None	Instrument symbols; the SDK does not enforce a batch limit

Returns

([]model.Timeline, error). Key fields from model.Timeline:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Period`	`string`	`period`	Timeline period.
`PreClose`	`float64`	`preClose`	Previous closing price.
`Intraday`	`*TimelineBucket`	`intraday`	Regular-session timeline data.
`PreHours`	`*TimelineBucket`	`preHours`	Pre-market timeline data.
`AfterHours`	`*TimelineBucket`	`afterHours`	After-hours timeline data.

TimelineBucket fields

Field	Type	Description
`Items`	`[]TimelineItem`	Result items

TimelineItem fields

Field	Type	Description
`Time`	`int64`	Timestamp
`Volume`	`int64`	Volume
`Price`	`float64`	Price
`AvgPrice`	`float64`	Avg price value

Invocation example

result, err := qc.GetTimeline([]string{"AAPL"})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "period": "day",
    "preClose": 333.43,
    "intraday": {
      "items": [
        {"time": 1785504600000, "price": 304.05, "avgPrice": 304.77, "volume": 3808851},
        {"time": 1785504660000, "price": 301.93, "avgPrice": 304.60, "volume": 1704737},
        {"time": 1785504720000, "price": 302.03, "avgPrice": 304.24, "volume": 2029081}
      ]
    },
    "preHours": null,
    "afterHours": null
  }
]

Rate limit

The base rate limit is 120 requests/min.

`GetTimelineByReq` for Stocks

Purpose

Retrieves current stock timeline data from a request object.

Signature

func (c *QuoteClient) GetTimelineByReq(req model.TimelineRequest) ([]model.Timeline, error)

Parameters

SDK field	Type	Required	Serialization	Constraints
`Symbols`	`[]string`	No	Omitted when empty	Instrument symbols
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND

Returns

([]model.Timeline, error).

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Period`	`string`	`period`	Timeline period.
`PreClose`	`float64`	`preClose`	Previous closing price.
`Intraday`	`*TimelineBucket`	`intraday`	Regular-session timeline data.
`PreHours`	`*TimelineBucket`	`preHours`	Pre-market timeline data.
`AfterHours`	`*TimelineBucket`	`afterHours`	After-hours timeline data.

TimelineBucket fields

Field	Type	Description
`Items`	`[]TimelineItem`	Result items

TimelineItem fields

Field	Type	Description
`Time`	`int64`	Timestamp
`Volume`	`int64`	Volume
`Price`	`float64`	Price
`AvgPrice`	`float64`	Average price

Invocation example

result, err := qc.GetTimelineByReq(model.TimelineRequest{
	Symbols: []string{"AAPL"},
	SecType: "STK",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

Rate limit

The base rate limit is 120 requests/min.

`GetTimelineHistory`

Purpose

Retrieves historical stock timeline data.

Signature

func (c *QuoteClient) GetTimelineHistory(req model.TimelineHistoryRequest) ([]model.Timeline, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.TimelineHistoryRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Date`	`string`	No	Omitted if empty	None; yyyy-MM-dd
`Right`	`string`	No	Omitted if empty	Allowed values: PUT, CALL (option side); br, nr when used as quote adjustment
`TradeSession`	`string`	No	Omitted if empty	Trading session: `PreMarket`, `Regular`, `AfterHours`, or `OverNight`
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbols`	`[]string`	No	Omitted when empty	Symbols

Returns

([]model.Timeline, error). Key fields from model.Timeline:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Period`	`string`	`period`	Timeline period.
`PreClose`	`float64`	`preClose`	Previous closing price.
`Intraday`	`*TimelineBucket`	`intraday`	Regular-session timeline data.
`PreHours`	`*TimelineBucket`	`preHours`	Pre-market timeline data.
`AfterHours`	`*TimelineBucket`	`afterHours`	After-hours timeline data.

TimelineBucket fields

Field	Type	Description
`Items`	`[]TimelineItem`	Result items

TimelineItem fields

Field	Type	Description
`Time`	`int64`	Timestamp
`Volume`	`int64`	Volume
`Price`	`float64`	Price
`AvgPrice`	`float64`	Avg price value

Invocation example

result, err := qc.GetTimelineHistory(model.TimelineHistoryRequest{
	Symbols: []string{"AAPL"},
	Date: "2025-01-15",
	Right: "CALL",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "period": "day",
    "preClose": 333.43,
    "intraday": {
      "items": [
        {"time": 1785504600000, "price": 304.05, "avgPrice": 304.77, "volume": 3808851},
        {"time": 1785504660000, "price": 301.93, "avgPrice": 304.60, "volume": 1704737},
        {"time": 1785504720000, "price": 302.03, "avgPrice": 304.24, "volume": 2029081}
      ]
    },
    "preHours": null,
    "afterHours": null
  }
]

Rate limit

The base rate limit is 60 requests/min.

`GetTradeTick`

Purpose

Retrieves trade ticks and decodes them into the published Go return model.

Signature

func (c *QuoteClient) GetTradeTick(req model.TradeTickRequest) ([]model.TradeTick, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.TradeTickRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Limit`	`int`	No	Omitted when zero	With both `BeginIndex` and `EndIndex` and a span no greater than 2,000, omission uses 2,000; otherwise 200; values at or above 2,000 are capped at 2,000
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbols`	`[]string`	No	Omitted when empty	Symbols
`BeginIndex`	`int`	No	Omitted when zero	Start index
`EndIndex`	`int`	No	Omitted when zero	End index

Returns

([]model.TradeTick, error). Key fields from model.TradeTick:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`BeginIndex`	`int64`	`beginIndex`	First trade-tick index.
`EndIndex`	`int64`	`endIndex`	Last trade-tick index.
`Items`	`[]TradeTickItem`	`items`	Trade ticks.

TradeTickItem fields

Field	Type	Description
`Time`	`int64`	Timestamp
`Volume`	`int64`	Volume
`Price`	`float64`	Price
`Type`	`string`	Operation or product type

Invocation example

result, err := qc.GetTradeTick(model.TradeTickRequest{
	Symbols: []string{"AAPL"},
	Limit: 20,
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "beginIndex": 2062878,
    "endIndex": 2062880,
    "items": [
      {"time": 1785528000829, "volume": 36, "price": 308.91, "type": "-"},
      {"time": 1785528000899, "volume": 1, "price": 309.0, "type": "*"}
    ]
  }
]

Rate limit

The base rate limit is 120 requests/min.

`GetQuoteDepth`

Purpose

Retrieves order book data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetQuoteDepth(req model.DepthQuoteRequest) ([]model.Depth, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.DepthQuoteRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Market`	`string`	No	Omitted if empty	Allowed values: ALL, US, HK, CN, SG
`TradeSession`	`string`	No	Omitted if empty	Trading session: `PreMarket`, `Regular`, `AfterHours`, or `OverNight`
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbols`	`[]string`	No	Omitted when empty	Symbols

Returns

([]model.Depth, error). Key fields from model.Depth:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Asks`	`[]DepthLevel`	`asks`	Ask-side order-book levels.
`Bids`	`[]DepthLevel`	`bids`	Bid-side order-book levels.

`DepthLevel` field	Type	JSON field
`Price`	`float64`	`price`
`Count`	`int`	`count`
`Volume`	`int64`	`volume`

Invocation example

result, err := qc.GetQuoteDepth(model.DepthQuoteRequest{
	Symbols: []string{"AAPL"},
	Market: "US",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "asks": [
      {"price": 310.97, "volume": 400, "count": 0},
      {"price": 310.98, "volume": 200, "count": 0},
      {"price": 311.00, "volume": 1500, "count": 0}
    ],
    "bids": [
      {"price": 310.89, "volume": 80, "count": 0},
      {"price": 310.88, "volume": 300, "count": 0},
      {"price": 310.85, "volume": 600, "count": 0}
    ]
  }
]

Rate limit

The base rate limit is 60 requests/min.

`GetCapitalFlow`

Purpose

Retrieves capital flow data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetCapitalFlow(symbol, market, period string) (*model.CapitalFlow, error)

Availability depends on market, instrument, and enabled data access.

Parameters

Parameter	Type	Required	SDK default	Constraints
`symbol`	`string`	Yes	None	Instrument or underlying symbol
`market`	`string`	Yes	None	Market code; SDK enum values are `ALL/US/HK/CN/SG`
`period`	`string`	Yes	None	Bar period; see the `BarPeriod` enum

Returns

(*model.CapitalFlow, error). Key fields from model.CapitalFlow:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Period`	`string`	`period`	Capital-flow period.
`Items`	`[]CapitalFlowItem`	`items`	Capital-flow data points.

CapitalFlowItem fields

Field	Type	Description
`Time`	`string`	Timestamp
`Timestamp`	`int64`	Timestamp value
`NetInflow`	`float64`	Net inflow value

Invocation example

result, err := qc.GetCapitalFlow("AAPL", "US", "day")
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

{
  "symbol": "AAPL",
  "period": "day",
  "items": [
    {"time": 1785470400000, "netInflow": -52341890.50, "inBig": 182345000.0, "inMid": 95432100.0, "inSmall": 23456000.0, "outBig": 195678900.0, "outMid": 98765400.0, "outSmall": 59131690.5}
  ]
}

Rate limit

The base rate limit is 60 requests/min.

`GetCapitalDistribution`

Purpose

Retrieves capital distribution data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetCapitalDistribution(symbol, market string) (*model.CapitalDistribution, error)

Availability depends on market, instrument, and enabled data access.

Parameters

Parameter	Type	Required	SDK default	Constraints
`symbol`	`string`	Yes	None	Instrument or underlying symbol
`market`	`string`	Yes	None	Market code; SDK enum values are `ALL/US/HK/CN/SG`

Returns

(*model.CapitalDistribution, error). Key fields from model.CapitalDistribution:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`NetInflow`	`float64`	`netInflow`	Net capital inflow.
`InAll`	`float64`	`inAll`	Total capital inflow.
`InBig`	`float64`	`inBig`	Large-order capital inflow.
`InMid`	`float64`	`inMid`	Medium-order capital inflow.
`InSmall`	`float64`	`inSmall`	Small-order capital inflow.
`OutAll`	`float64`	`outAll`	Total capital outflow.
`OutBig`	`float64`	`outBig`	Large-order capital outflow.
`OutMid`	`float64`	`outMid`	Medium-order capital outflow.
`OutSmall`	`float64`	`outSmall`	Small-order capital outflow.

Invocation example

result, err := qc.GetCapitalDistribution("AAPL", "US")
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

{
  "symbol": "AAPL",
  "netInflow": -52341890.50,
  "inAll": 301233100.0,
  "inBig": 182345000.0,
  "inMid": 95432100.0,
  "inSmall": 23456000.0,
  "outAll": 353574990.50,
  "outBig": 195678900.0,
  "outMid": 98765400.0,
  "outSmall": 59130690.50
}

Rate limit

The base rate limit is 60 requests/min.

`GetTradeRank`

Purpose

Retrieves trade rank data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetTradeRank(req model.TradeRankRequest) ([]model.TradeRankItem, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.TradeRankRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Market`	`string`	No	Omitted if empty	Allowed values: ALL, US, HK, CN, SG
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US

Returns

([]model.TradeRankItem, error). Key fields from model.TradeRankItem:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`Name`	`string`	`name`	Instrument name.
`LatestPr`	`float64`	`latestPrice`	Latest traded price.
`Change`	`float64`	`change`	Price change from the previous close.
`ChangeRate`	`float64`	`changeRate`	Price change rate.
`Volume`	`int64`	`volume`	Trading volume.
`Amount`	`float64`	`amount`	Trading turnover.

Invocation example

result, err := qc.GetTradeRank(model.TradeRankRequest{
	Market: "US",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "NVDA",
    "name": "NVIDIA Corp",
    "latestPrice": 132.15,
    "change": 8.42,
    "changeRate": 0.068,
    "volume": 385241000,
    "amount": 50871234567.0
  },
  {
    "symbol": "TSLA",
    "name": "Tesla Inc",
    "latestPrice": 285.50,
    "change": 12.30,
    "changeRate": 0.045,
    "volume": 112456000,
    "amount": 32089765432.0
  }
]

Rate limit

The base rate limit is 10 requests/min.

`GetShortInterest`

Purpose

Retrieves short interest data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetShortInterest(req model.ShortInterestRequest) ([]model.ShortInterest, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.ShortInterestRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbols`	`[]string`	No	Omitted when empty	Symbols

Returns

([]model.ShortInterest, error). Key fields from model.ShortInterest:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`SettlementDate`	`string`	`settlementDate`	Short-interest settlement date.
`ShortInterest`	`float64`	`shortInterest`	Shares sold short.
`AvgDailyVolume`	`float64`	`avgDailyVolume`	Average daily trading volume.
`DaysToCover`	`float64`	`daysToCover`	Days to cover short interest.
`PercentOfFloat`	`float64`	`percentOfFloat`	Short interest as a percentage of float.
`ShortInterestPrevious`	`float64`	`shortInterestPrevious`	Prior short-interest value.
`PercentChange`	`float64`	`percentChange`	Short-interest percentage change.

Invocation example

result, err := qc.GetShortInterest(model.ShortInterestRequest{
	Symbols: []string{"AAPL"},
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

[
  {
    "symbol": "AAPL",
    "settlementDate": "2025-07-15",
    "shortInterest": 98234567.0,
    "avgDailyVolume": 65432100.0,
    "daysToCover": 1.5,
    "percentOfFloat": 0.65,
    "shortInterestPrevious": 96543210.0,
    "percentChange": 1.75
  }
]

Rate limit

The base rate limit is 60 requests/min.

`GetStockBroker`

Purpose

Retrieves stock broker data and decodes it into the published Go return model.

Signature

func (c *QuoteClient) GetStockBroker(req model.StockBrokerRequest) (*model.StockBroker, error)

Availability depends on market, instrument, and enabled data access.

Parameters

model.StockBrokerRequest

SDK field	Type	Required	Serialization	SDK default and constraints
`Limit`	`int`	No	Omitted when zero	Result count
`SecType`	`string`	No	Omitted if empty	Allowed values: ALL, STK, OPT, WAR, IOPT, FUT, FOP, CASH, MLEG, FUND
`Lang`	`string`	No	Omitted if empty	Allowed values: zh_CN, zh_TW, en_US
`Symbol`	`string`	No	Omitted when empty	Symbol

Returns

(*model.StockBroker, error). Key fields from model.StockBroker:

Field	Type	JSON field	Description
`Symbol`	`string`	`symbol`	Instrument symbol.
`LevelAskList`	`[]StockBrokerItem`	`levelAskList`	Ask-side broker levels.
`LevelBidList`	`[]StockBrokerItem`	`levelBidList`	Bid-side broker levels.

`StockBrokerItem` field	Type	JSON field
`Level`	`int`	`level`
`Price`	`float64`	`price`
`Brokers`	`[]BrokerDetail`	`brokers`

`BrokerDetail` field	Type	JSON field
`ID`	`string`	`id`
`Name`	`string`	`name`

Invocation example

result, err := qc.GetStockBroker(model.StockBrokerRequest{
	Symbol: "AAPL",
	Limit: 20,
	SecType: "STK",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

{
  "symbol": "00700",
  "levelAskList": [
    {
      "level": 1,
      "price": 420.80,
      "brokers": [
        {"id": "8461", "name": "FUTU Securities"},
        {"id": "8577", "name": "HSBC"}
      ]
    }
  ],
  "levelBidList": [
    {
      "level": 1,
      "price": 420.60,
      "brokers": [
        {"id": "6997", "name": "China Investment"},
        {"id": "8134", "name": "BOC"},
        {"id": "5342", "name": "J.P. Morgan"}
      ]
    }
  ]
}

Rate limit

The base rate limit is 60 requests/min.

GetSymbols

GetSymbolNames

GetTradeMetas

GetRealTimeQuote

GetDelayedQuote

GetKline

GetKlineByPage

GetTimeline

GetTimelineByReq for Stocks

GetTimelineHistory

GetTradeTick

GetQuoteDepth

GetCapitalFlow

GetCapitalDistribution

GetTradeRank

GetShortInterest

GetStockBroker

`GetSymbols`

`GetSymbolNames`

`GetTradeMetas`

`GetRealTimeQuote`

`GetDelayedQuote`

`GetKline`

`GetKlineByPage`

`GetTimeline`

`GetTimelineByReq` for Stocks

`GetTimelineHistory`

`GetTradeTick`

`GetQuoteDepth`

`GetCapitalFlow`

`GetCapitalDistribution`

`GetTradeRank`

`GetShortInterest`

`GetStockBroker`