| Field |
Type |
Description |
| notify_type |
[SysNotifyType](./common.md#5979) |
Notification data type |
| sub_type |
[ProgramStatusType](./common.md#9803) |
Subtype. If notify_type == SysNotifyType.PROGRAM_STATUS, program status type is returned. |
| [GtwEventType](./common.md#1581) | 1581
Subtype. If notify_type == SysNotifyType.GTW_EVENT, OpenD event type is returned. |
| 0 |
If notify_type !=SysNotifyType.PROGRAM_STATUS and notify_type !=SysNotifyType.GTW_EVENT, no useful information is returned. |
| msg |
dict |
Event information. If notify_type == SysNotifyType.CONN_STATUS, connection status event information is returned. |
| Event information. If notify_type == SysNotifyType.QOT_RIGHT, quote right event information is returned. |
* The format of **connection status event information** is as follows(The value of connection status is a bool type, with True for normal, and False for disconnected):
```protobuf
{
'qot_logined': bool1,
'trd_logined': bool2,
}
```
* The format of **quote right event information** is as follows(the type of quote right refers to [Quote Right](../quote/quote.md#3959)):
```protobuf
{
'hk_qot_right': value1,
'hk_option_qot_right': value2,
'hk_future_qot_right': value3,
'us_qot_right': value4,
'us_option_qot_right': value5,
'us_future_qot_right': value6, // deprecated
'cn_qot_right': value7,
'us_index_qot_right': value8,
'us_otc_qot_right': value9,
'sg_future_qot_right': value10,
'jp_future_qot_right': value11,
'us_future_qot_right_cme': value12,
'us_future_qot_right_cbot': value13,
'us_future_qot_right_nymex': value14,
'us_future_qot_right_comex': value15,
'us_future_qot_right_cboe': value16,
}
```
* **Example**
```python
import time
from moomoo import *
class SysNotifyTest(SysNotifyHandlerBase):
def on_recv_rsp(self, rsp_str):
ret_code, data = super(SysNotifyTest, self).on_recv_rsp(rsp_str)
notify_type, sub_type, msg = data
if ret_code != RET_OK:
logger.debug("SysNotifyTest: error, msg: {}".format(msg))
return RET_ERROR, data
if (notify_type == SysNotifyType.GTW_EVENT): # OpenD event notification
print("GTW_EVENT, type: {} msg: {}".format(sub_type, msg))
elif (notify_type == SysNotifyType.PROGRAM_STATUS): # Notification of change in program status
print("PROGRAM_STATUS, type: {} msg: {}".format(sub_type, msg))
elif (notify_type == SysNotifyType.CONN_STATUS): ## Notification of change in connection status
print("CONN_STATUS, qot: {}".format(msg['qot_logined']))
print("CONN_STATUS, trd: {}".format(msg['trd_logined']))
elif (notify_type == SysNotifyType.QOT_RIGHT): # Notification of change in quote right
print("QOT_RIGHT, hk: {}".format(msg['hk_qot_right']))
print("QOT_RIGHT, hk_option: {}".format(msg['hk_option_qot_right']))
print("QOT_RIGHT, hk_future: {}".format(msg['hk_future_qot_right']))
print("QOT_RIGHT, us: {}".format(msg['us_qot_right']))
print("QOT_RIGHT, us_option: {}".format(msg['us_option_qot_right']))
print("QOT_RIGHT, us_future: {}".format(msg['us_future_qot_right']))
print("QOT_RIGHT, cn: {}".format(msg['cn_qot_right']))
print("QOT_RIGHT, us_index: {}".format(msg['us_index_qot_right']))
print("QOT_RIGHT, us_otc: {}".format(msg['us_otc_qot_right']))
print("QOT_RIGHT, sg_future: {}".format(msg['sg_future_qot_right']))
print("QOT_RIGHT, jp_future: {}".format(msg['jp_future_qot_right']))
print("QOT_RIGHT, us_future_cme: {}".format(msg['us_future_qot_right_cme']))
print("QOT_RIGHT, us_future_cbot: {}".format(msg['us_future_qot_right_cbot']))
print("QOT_RIGHT, us_future_nymex: {}".format(msg['us_future_qot_right_nymex']))
print("QOT_RIGHT, us_future_comex: {}".format(msg['us_future_qot_right_comex']))
print("QOT_RIGHT, us_future_cboe: {}".format(msg['us_future_qot_right_cboe']))
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = SysNotifyTest()
quote_ctx.set_handler(handler) # Set real-time swing callback
time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
```
---
---
# General Definitions
## Interface Result
> **RET_CODE**
* `RET_OK`
Success
* `RET_ERROR`
Failed
## Protocol Format
> **ProtoFMT**
* `Protobuf`
Google Protobuf
* `Json`
Json
## Packet Encryption Algorithm
## Program Status Type
> **ProgramStatusType**
* `NONE`
Unknown
* `LOADED`
The necessary modules have been loaded
* `LOGING`
Logging in
* `NEED_PIC_VERIFY_CODE`
Need graphic verification code
* `NEED_PHONE_VERIFY_CODE`
Need mobile phone verification code
* `LOGIN_FAILED`
Login failed
* `FORCE_UPDATE`
The client version is too low
* `NESSARY_DATA_PREPARING`
Pulling necessary information
* `NESSARY_DATA_MISSING`
Missing necessary information
* `UN_AGREE_DISCLAIMER`
Disclaimer is not agreed
* `READY`
Ready to use
* `FORCE_LOGOUT`
OpenD was forced to log out
## OpenD Event Notification Type
> **GtwEventType**
* `LocalCfgLoadFailed`
Failed to load the local configuration file
* `APISvrRunFailed`
Failed to run the OpenD monitoring service
* `ForceUpdate`
Force upgrade of the OpenD
* `LoginFailed`
Failed to log in to moomoo servers
* `UnAgreeDisclaimer`
Did not agree to the disclaimer, unable to run
* `LOGIN_FAILED`
Login failed
* `NetCfgMissing`
Missing network connection configuration
* `KickedOut`
Login kicked offline
* `LoginPwdChanged`
Login password has been changed
* `BanLogin`
This account is not allowed to log in by moomoo servers
* `NeedPicVerifyCode`
Need graphic verification code
* `NeedPhoneVerifyCode`
Need mobile verification code
* `AppDataNotExist`
Program package data loss
* `NessaryDataMissing`
The necessary data is not synchronized successfully
* `TradePwdChanged`
Transaction password change notice
* `EnableDeviceLock`
Need to enable device lock
## System Notification Type
> **SysNotifyType**
* `GTW_EVENT`
Gateway event
* `PROGRAM_STATUS`
Program status changes
* `CONN_STATUS`
Status of Connection to moomoo servers has been changed
* `QOT_RIGHT`
Quotes authority changed
## Package Unique Identifier
**PacketID**
```protobuf
message PacketID
{
required uint64 connID = 1; //The current TCP connection ID, the unique identifier of a connection, returned by the InitConnect protocol
required uint32 serialNo = 2; //Increment serial number
}
```
## Program Status
**ProgramStatus**
```protobuf
message ProgramStatus
{
required ProgramStatusType type = 1; //Current status
optional string strExtDesc = 2; //Additional description
}
```
---
---
# Protocol Introduction
moomoo API is an API SDK, encapsulated by moomoo including mainstream programming languages (Python, Java, C #, C++, JavaScript) to make it easy for you to call and reduce the difficulty of trading strategy development.
This part mainly introduces the underlying protocol of communication between script and OpenD service, which is suitable for users who do not use the above five programming languages.
:::tip Tips
* If you are using a programming language that is one of the five mainstream programming languages mentioned above, you can skip this part.
:::
## Protocol Request Process
* Create a connection
* Initialize the connection
* Request data or receive pushed data
* Send KeepAlive protocol periodically to keep connected
## Protocol Design
The protocol data includes the protocol header and the protocol body. The protocol header is fixed, and the protocol body is determined according to the specific protocol.
### Protocol Header
```
struct APIProtoHeader
{
u8_t szHeaderFlag[2];
u32_t nProtoID;
u8_t nProtoFmtType;
u8_t nProtoVer;
u32_t nSerialNo;
u32_t nBodyLen;
u8_t arrBodySHA1[20];
u8_t arrReserved[8];
};
```
Field|Description
:-|:-
szHeaderFlag|Packet header start flag, fixed as "FT"
nProtoID|Protocol ID
nProtoFmtType|Protocol type, 0 for Protobuf, 1 for Json
nProtoVer|Protocol version, used for iterative compatibility, currently 0
nSerialNo|Packet serial number, used to correspond to the request packet and return packet, and it is required to be incremented
nBodyLen|Body length
arrBodySHA1|SHA1 hash value of the original data of the packet body (after decryption)
arrReserved|Reserved 8-byte extension
::: tip Tips
*
| Market |
Security Type |
Market State |
Time Period (Local time) |
| HK Market |
Securities (including stocks, ETFs, warrants, CBBCs, Inline Warrants) |
* NONE: No trading |
CST 08:55 - 09:00 |
| * ACTION: Pre-market trading |
CST 09:00 - 09:20 |
| * WAITING_OPEN: Waiting for opening |
CST 09:20 - 09:30 |
| * MORNING: Morning session |
CST 09:30 - 12:00 |
| * REST: Lunch break |
CST 12:00 - 13:00 |
| * AFTERNOON: Afternoon session |
CST 13:00 - 16:00 |
| * HK_CAS: After-hours bidding for HK stocks (The market state corresponding to the addition of CAS mechanism to the Hong Kong stock market) |
CST 16:00 - 16:08 |
| * CLOSED: Market closed |
CST 16:08 - 08:55（T+1） |
| Options, Futures (Day Market only) |
* NONE: Waiting for options opening |
CST 08:55 - 09:30 |
| * MORNING: Morning session |
CST 09:30 - 12:00 |
| * REST: Lunch break |
CST 12:00 - 13:00 |
| * AFTERNOON: Afternoon session |
CST 13:00 - 16:00 |
| * CLOSED: Market closed |
CST 16:00 - 08:55（T+1） |
| Futures (Day and Night Market) |
* FUTURE_DAY_WAIT_FOR_OPEN: Futures market wait for opening |
Different trading time for different species |
| * NIGHT_OPEN: Night market trading hours |
| * NIGHT_END: Night market closed |
| * FUTURE_DAY_WAIT_FOR_OPEN: Futures market wait for opening |
| * FUTURE_DAY_OPEN: Day market trading hours |
| * FUTURE_DAY_CLOSE: Day market closed |
| US Market |
Securities (including stocks, ETFs) |
* PRE_MARKET_BEGIN: Pre-market trading |
EST 04:00 - 09:30 |
| * AFTERNOON: Regular trading hours |
EST 09:30 - 16:00 |
| * AFTER_HOURS_BEGIN: After-hours trading |
EST 16:00 - 20:00 |
| * AFTER_HOURS_END: Market closed of U.S. stock market |
EST 20:00 - 04:00（T+1） |
| * OVERNIGHT: Overnight trading session of U.S. stock market |
EST 20:00 - 04:00（T+1） |
| Options |
* NONE: Waiting for options opening |
Different trading time for different species |
| * REST：Lunch break |
| * AFTERNOON: Regular trading hours |
| * TRADE_AT_LAST: Late trading hours |
| * NIGHT: Night market trading hours |
| * CLOSED: Market closed |
| Futures |
* NONE: Waiting for U.S. futures opening |
Different trading time for different species |
| * FUTURE_OPEN: Trading hours of U.S. futures |
| * FUTURE_BREAK: Break of U.S. futures |
| * FUTRUE_BREAK_OVER: Trading hours of U.S. futures after break |
| * FUTURE_CLOSE: Market closed of U.S. futures |
| A-share Market |
Securities (including stocks, ETFs) |
* NONE: No trading |
CST 08:55 - 09:15 |
| * Action: Pre-market trading |
CST 09:15 - 09:25 |
| * WAITING_OPEN: Waiting for opening |
CST 09:25 - 09:30 |
| * MORNING: Morning session |
CST 09:30 - 11:30 |
| * REST: Lunch break |
CST 11:30 - 13:00 |
| * AFTERNOON: Afternoon session |
CST 13:00 - 15:00 |
| * CLOSED: Market closed |
CST 15:00 - 08:55（T+1） |
| Singapore Market |
Futures |
* FUTURE_DAY_WAIT_FOR_OPEN: Futures market wait for opening |
Different trading time for different species |
| * NIGHT_OPEN: Night market trading hours |
| * NIGHT_END: Night market closed |
| * FUTURE_DAY_OPEN: Day market trading hours |
| * FUTURE_DAY_CLOSE: Day market closed |
| Japanese Market |
Futures |
* FUTURE_DAY_WAIT_FOR_OPEN: Futures market wait for opening |
JST 16:25（T-1）- 16:30（T-1） |
| * NIGHT_OPEN: Night market trading hours |
JST 16:30（T-1） - 05:30 |
| * NIGHT_END: Night market closed |
JST 05:30 - 08:45 |
| * FUTURE_DAY_OPEN: Day market trading hours |
JST 08:45 - 15:15 |
| * FUTURE_DAY_CLOSE: Day market closed |
JST 15:15 - 16:25 |
\* CST, EST, JST represent China time, US Eastern time, and Japan time respectively.
## Q15：Parameter format of stock code.
A：
* For users with different programming languages, parameter format of stock code is different.
* **Python users**
Format of stock code: `exchange_market.symbol`. The tickers that supports subscriptions are as follows:
| Market |
Security Type |
exchange_market |
example |
| HK market |
Securities (including stocks, ETFs, warrants, CBBCs, Inline Warrants) |
HK |
Tencent：HK.00700 |
| Indices |
HK |
Hang Seng Index：HK.800000 |
| Futures |
HK |
HSI Futures(JUN6)：HK.HSI2606 |
| Options |
HK |
* HK stock TCH 260330 450.00C：HK.TCH260330C450000
* HK Index HSI 260330 24000.00C：HK.HSI260330C24000000 |
| Plates (Recommend to [get_plate_list](../quote/get-plate-list.html) first) |
HK |
AI applications stocks：HK.LIST24037 |
| US market |
Securities (Covers NYSE, NYSE-American and Nasdaq listed equities, ETFs) |
US |
NVDA：US.NVDA |
| Options |
US |
* US stock NVDA 260330 160.00C：US.NVDA260330C160000
* US Index SPXW 260330 6330.00C: US..SPXW260330C6330000 |
| Futures |
US |
E-mini S&P 500 Futures(JUN6)：US.ES2606 |
| Plates (Recommend to [get_plate_list](../quote/get-plate-list.html) first) |
US |
Semiconductors：US.LIST20077 |
| Indices (not available yet) |
US |
S&P 500：US..SPX |
| A-share market |
Securities (including stocks, ETFs) |
SH/SZ |
Kweichow Moutai：SH.600519 |
| Indices |
SH/SZ |
SSE Composite Index：SH.000001 |
| Plates (Recommend to [get_plate_list](../quote/get-plate-list.html) first) |
SH/SZ |
Automotive Electronics Concept：SH.LIST0301 |
| SG market (not available yet) |
Futures |
SG |
FTSE China A50 Index Futures(JUN6)：SG.CN2606 |
| JP market (not available yet) |
Futures |
JP |
OSE Nikkei 225 Futures(JUN6)：JP.NK2252606 |
* **Non-Python users**
For stock structure, refer to [Security](../quote/quote.html#5792).
For example: Tencent. Parameter `market` should be passed in QotMarket_HK_Security, parameter `code` should be passed in '00700'.
* Quick inquiries.
View the code and market through APP: Quotes > Watchlists > All.
For Quote Market, refer to [here](../quote/quote.html#456).
## Q16：Stock Price Adjustment
A：
### Overview
[Price adjustment](../quote/get-rehab.html#1938) refers to adjusting stock price and trading volume after corporate actions, so that the price chart can better represent actual price moves and trading volume.
Corporate actions such as stock split, reverse stock split, bonus issue, rights issue, allotment, secondary offering, and dividend payment can affect the stock price. Price adjustment eliminates the impact of corporate actions on stock price and trading volume, and maintains the continuity of the stock price moves.
:::tip Tips
* The information on this page is mainly intended for the China A-share market.
:::
### Glossary
- Corporate action: Actions on equity and stock conducted by a listed company that affect the company's stock price and number of shares.
- Default adjustment: Keep the current stock price unchanged, and use it as the benchmark to re-calculate all previous stock prices.
- Cumulative adjustment: Keep the stock price before the earliest corporate action unchanged, and use it as the benchmark to re-calculate all future stock prices.
- Price adjustment factor: The ratio used to re-calculate the adjusted and cumulative stock prices and number of shares after a corporate action. There are two types of price adjustment factors: the default adjustment factor for calculating the adjusted price and the cumulative adjustment factor for calculating the cumulative price.
- Ex-div and pay date: The next trading day of the registration date. The stock exchange must calculate the adjusted stock price before market open on the ex-and-pay date. It is also the date on which dividends are distributed to shareholders and changes in the number of shares take place.
### Price Adjustment Methods
There are two price adjustment methods: two-step method and continuous multiplication. Moomoo API uses different adjustment methods for different markets.
- Two-step method: The stock price is adjusted based on corporate actions; there are 2 factors in this method: factor A for cash dividends and factor B for all other corporate actions.
- Continuous multiplication: The stock price is adjusted the continuously multiplying the adjustment factors. This method can be seen as a special case of two-step method with factor B as 0.
::: tip Tips:
* API uses continuous multiplication for calculating the adjusted price of US stocks, with the price adjustment factor B set to 0.
* API uses two-step method for stocks other than US stocks (China A-shares, Hong Kong stocks, Singapore stocks, etc.) and for calculating the cumulative price of US stocks.
:::
### Calculation Formulae
#### Single Adjustment
- Default adjustment:
Adjusted price = Actual price × Default adjustment factor A + Default adjustment factor B
- Cumulative adjustment:
Cumulative price = Actual price × Cumulative adjustment factor A + Cumulative adjustment factor B
#### Multiple Price Adjustments
- Default adjustment: In chronological order, select the adjustment factors later than the adjustment date, and first use earlier adjustment factors for calculation. Take a double adjustment as an example:
- Cumulative adjustment: In reverse chronological order, select the adjustment factors earlier than or on the calculation date, and first use later adjustment factors for calculation. Take a double adjustment as an example:
### Examples
#### Example of a single adjustment
Take the stock of Muyuan Foods as an example:
- Screening weighting factors are as follows:
Ex-Div and Pay Date | Stock Symbol | Corporate Action Details | Default Adjustment Factor A | Default Adjustment Factor B
:-|:-|:-|:-|:-
06/03/2021 | SZ.002714 | 10-share dividends: 4 shares and ￥14.61 (tax included) | 0.71429 | -1.04357
- Data on actual price:
Date | Stock Symbol | Actual Closing Price
:-|:-|:-
06/02/2021 | SZ.002714 | 93.11
06/03/2021 | SZ.002714 | 66.25
- Data on adjusted prices:
Date | Stock Symbol | Adjusted Closing Price
:-|:-|:-
06/02/2021 | SZ.002714 | 65.4639719
06/03/2021 | SZ.002714 | 66.25
- Method for calculating adjusted prices:
Muyuan Foods conducted a stock split and paid cash dividends on 2021/06/03 (4 shares and ￥14.61 for every 10 shares owned), and here is how to calculate the adjusted closing price on 06/02/2021: Adjusted price (65.4639719 ) = Actual price (93.11) × Default adjustment factor A (0.71429) + Default adjustment factor B (-1.04357)
#### Example of multiple cumulative adjustment
Following on the previous example, here is how to calculate the cumulative price of Muyuan Foods on 06/02/2021:
- Adjustment factors are as follows:
Ex-Date | Stock Symbol | Corporate Action Details | Cumulative Factor A | Cumulative Factor B
:-|:-|:-|:-|:-|
07/04/2014 | SZ.002714 | 10-share dividends: ￥2.34 (tax included) | 1 | 0.234
06/10/2015 | SZ.002714 | 10-share dividends: 10 shares and ￥0.61 tax included) | 2 | 0.061
07/08/2016 | SZ.002714 | 10-share dividends: 10 shares and ￥3.53 tax included) (tax included) | 2 | 0.353
07/11/2017 | SZ.002714 | 10-share dividends: 8 shares and ￥6.9 (tax included) | 1.8 | 0.69
07/03/2018 | SZ.002714 | 10-share dividends: ￥6.91 (tax included) | 1 | 0.691
07/04/2019 | SZ.002714 | 10-share dividends: ￥0.5 (tax included) | 1 | 0.05
06/04/2020 | SZ.002714 | 10-share dividends: 7 shares and ￥5.5 (tax included) | 1.7 | 0.55
- Data on actual prices:
Date | Stock Symbol | Actual Price
:-|:-|:-
06/02/2021 | SZ.002714 | 93.11
- Data on cumulative prices:
Date | Stock Symbol | Cumulative Price
:-|:-|:-
06/02/2021 | SZ.002714 | 1152.7226
- Method for calculating cumulative prices:
To calculate the cumulative price of Muyuan Foods on June 2, 2021, all the corporate actions by June 2, 2021 need to be taken into account. The detailed calculations are as follows:
---
---
# Transaction related
## Q1: How to use paper trading?
A:
### Overview
Paper trading is a simulation that allows you to practice trading without the risk of using real money.
#### Trading time
Paper trading only supports trading during regular trading hours. For US market, it supports both regular trading hours, as well as pre-market and after-hours trading. It does not support trading US market overnight hours and 24H hours, HK market and China A-shares market Opening and Closing Auction. For details, please click [Rules of paper trading](https://www.moomoo.com/us/support/topic3_15?from_platform=4&lang=en-us).
#### Categories supported
For categories that Moomoo API supports by paper trading, please click [here](../intro/intro.md#8029).
#### Unlock Trade
Different from live trading, you do not need to unlock the account to place orders or modify or cancel orders when using paper trading.
#### Orders
1. Order Types: limit order and market order.
2. Modify Order Operation: Paper trading does not support enabling, disabling, and deleting the order, but supports modifying and canceling the order.
3. Deals: Paper trading does not support deals related operations, including [Get today's deals](../trade/get-order-fill-list.md#9411), [Get historical deals](../trade/get-history-order-fill-list.md#6628), and [Respond to the transaction push](../trade/update-order-fill.md#4428).
4. Valid Period: Paper trading only supports good for day order when setting valid period.
5. Short Selling: Options and futures support short selling. Only US stocks support short selling.
6. Paper trading accounts do not support querying order fees.
7. Paper trading accounts do not support querying cash flow records.
8. For combined options orders, position queries are supported, but combined order queries are not yet available.
#### Platform
1. Mobile clients: Me — Paper Trading.
2. Desktop clients: Left side tab *Paper* .
3. Web clients: [Paper Trading Website](https://www.moomoo.com/us/support/topic3_15?from_platform=4&lang=en-us).
4. Moomoo API: When calling the interface, set the parameter trading environment to the simulated environment. Click [How to use paper trading through Moomoo API](../qa/trade.md#4514-2) for detail.
::: tip Tips
* The four platforms shown above use the same paper trading accounts.
:::
### How to use paper trading through Moomoo API?
#### Create Connection
Firstly, [create the corresponding connection](../trade/base.md#8155). When the underlyings are stocks or options, please use `OpenSecTradeContext`. When the underlyings are futures, please use `OpenFutureTradeContext`.
#### Get the List of Trading Accounts
Use the interface [Get the List of Trading Accounts](../trade/get-acc-list.md#9665) to view trading accounts (including paper trading accounts and live trading accounts). Take Python as an example: When the returned parameter `trd_env` is `SIMULATE`, it means the corresponding account is a paper trading account.
To obtain the HK Paper Trading accounts, specify filter_trdmarket as TrdMarket.HK. This will return two paper trading accounts. The account with sim_acc_type = STOCK represents a HK paper trading account, while sim_acc_type = OPTION refers to a HK stock options paper trading account, and sim_acc_type = FUTURES indicates a HK futures paper trading account.
To obtain the US Paper Trading accounts, specify filter_trdmarket as TrdMarket.US. An account with sim_acc_type = STOCK_AND_OPTION represents the US margin paper trading account, which allows the stock and options trading. An account with sim_acc_type = FUTURES represents a US futures paper trading account.
* **Example: Stocks and Options**
```python
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
#trd_ctx = OpenFutureTradeContext(host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.get_acc_list()
if ret == RET_OK:
print(data)
print(data['acc_id'][0]) # get the first account id
print(data['acc_id'].values.tolist()) # convert to list format
else:
print('get_acc_list error: ', data)
trd_ctx.close()
```
* **Output**
```python
acc_id trd_env acc_type card_num security_firm \
0 281756480572583411 REAL MARGIN 1001318721909873 FUTUSECURITIES
1 9053218 SIMULATE CASH N/A N/A
2 9048221 SIMULATE MARGIN N/A N/A
sim_acc_type trdmarket_auth
0 N/A [HK, US, HKCC]
1 STOCK [HK]
2 OPTION [HK]
```
::: tip Tips
* In paper trading, stock accounts and options accounts are distinguished. Stock accounts can only trade stocks, and options accounts can only trade options; take Python as an example: `sim_acc_type` in the returned field is `STOCK`, which means stock account; `OPTION` means option account.
:::
* **Example: Futures**
```python
from moomoo import *
#trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
trd_ctx = OpenFutureTradeContext(host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.get_acc_list()
if ret == RET_OK:
print(data)
print(data['acc_id'][0]) # get the first account id
print(data['acc_id'].values.tolist()) # convert to list format
else:
print('get_acc_list error: ', data)
trd_ctx.close()
```
* **Output**
```python
acc_id trd_env acc_type card_num security_firm sim_acc_type \
0 9497808 SIMULATE MARGIN N/A N/A FUTURES
1 9497809 SIMULATE MARGIN N/A N/A FUTURES
2 9497810 SIMULATE MARGIN N/A N/A FUTURES
3 9497811 SIMULATE MARGIN N/A N/A FUTURES
trdmarket_auth
0 [FUTURES_SIMULATE_HK]
1 [FUTURES_SIMULATE_US]
2 [FUTURES_SIMULATE_SG]
3 [FUTURES_SIMULATE_JP]
```
#### Place Orders
When using the interface [Place Orders](../trade/place-order.md), set the trading environment to the simulated environment. Take Python as an example: `trd_env = TrdEnv.SIMULATE`.
* **Example**
```python
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.place_order(price=510.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY, trd_env=TrdEnv.SIMULATE)
if ret == RET_OK:
print(data)
else:
print('place_order error: ', data)
trd_ctx.close()
```
* **Output**
```python
code stock_name trd_side order_type order_status order_id qty price create_time updated_time dealt_qty dealt_avg_price last_err_msg remark time_in_force fill_outside_rth
0 HK.00700 Tencent BUY NORMAL SUBMITTING 4642000476506964749 100.0 510.0 2021-10-09 11:34:54 2021-10-09 11:34:54 0.0 0.0 DAY N/A
```
#### Modify or Cancel Orders
When using the Interface [Modify or Cancel Orders](../trade/modify-order.md), set the trading environment to the simulated environment. Take Python as an example: `trd_env = TrdEnv.SIMULATE`.
* **Example**
```python
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
order_id = "4642000476506964749"
ret, data = trd_ctx.modify_order(ModifyOrderOp.CANCEL, order_id, 0, 0, trd_env=TrdEnv.SIMULATE)
if ret == RET_OK:
print(data)
else:
print('modify_order error: ', data)
trd_ctx.close()
```
* **Output**
```python
trd_env order_id
0 SIMULATE 4642000476506964749
```
#### Get Historical Orders
When using the Interface [Get Historical Orders](../trade/get-history-order-list.md), set the trading environment to the simulated environment. Take Python as an example: `trd_env = TrdEnv.SIMULATE`.
* **Example**
```python
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.history_order_list_query(trd_env=TrdEnv.SIMULATE)
if ret == RET_OK:
print(data)
else:
print('history_order_list_query error: ', data)
trd_ctx.close()
```
* **Output**
```python
code stock_name trd_side order_type order_status order_id qty price create_time updated_time dealt_qty dealt_avg_price last_err_msg remark time_in_force fill_outside_rth
0 HK.00700 Tencent BUY ABSOLUTE_LIMIT CANCELLED_ALL 4642000476506964749 100.0 510.0 2021-10-09 11:34:54 2021-10-09 11:37:08 0.0 0.0 DAY N/A
```
### How to reset the paper trading account?
Currently, Moomoo API does not support resetting the paper trading account. You can use the reset card on the mobile clients. After the reset, net assets would be restored to the initial value and the historical orders would be emptied.
#### Specific process
Modify clients: Me — Paper Trading — My Icon — My Card — Reset Card
### How to reset the paper trading account?
Currently, Moomoo API does not support resetting the paper trading account. You can use the reset card on the mobile clients. After the reset, net assets would be restored to the initial value and the historical orders would be emptied.
#### Specific process
Modify clients: Me — Paper Trading — My Icon — My Card — Reset Card
## Q2: If support A-share trading or not?
A: Paper trading supports A-share trading. However, real trade can only be used to trade some A-shares through A-shares connect. For details, please refer to [List of HKCC](https://www.hkex.com.hk/Mutual-Market/Stock-Connect/Eligible-Stocks/View-All-Eligible-Securities?sc_lang=en).
## Q3: Trading directions supported by each market
A: Except for futures, other stocks only support the two trading directions of BUY and SELL. In the case of a short position, SELL is passed in, and the direction of the resulting order is short selling.
## Q4: Order types supported in each market in real environment
A: