# moomoo OpenAPI Documentation (Python) --- # Introduction ## Overview Moomoo API provides wide varieties of market data and trading services for your programmed trading to meet the needs of every developer's programmed trading and help your Quant dreams. Moomoo users can [click here](https://www.moomoo.com/OpenAPI) to learn more. *Moomoo API* consists of *OpenD* and *API SDK*: * *OpenD* is the gateway program of *Moomoo API*, running on your local computer or cloud server. It is responsible for transferring the protocol requests to moomoo servers, and returning the processed data. * API SDK is encapsulated by moomoo, including mainstream programming languages (Python, Java, C#, C++, JavaScript), to reduce the difficulty of your trading strategy development. If the language you want to use is not listed above, you can still interface with the protocol yourself to complete the trading strategy development. Diagrams below illustrate the architecture of Moomoo API. ![openapi-frame](../img/openapi-frame.png) ![openapi-interactive](../img/openapi-interactive.png) The first time using Moomoo API, you need to finish the following two steps: The first step is to install and start a gateway program [OpenD](../quick/opend-base.md) locally or in the cloud. OpenD exposes the interfaces in the way of TCP, which is responsible for transferring the protocol requests to moomoo servers and returning the processed data. The protocol interface has nothing to do with the type of programming language. The second step is to download Moomoo API and complete [Environment Setup](../quick/env.md). For your convenience, moomoo encapsulates API SDK for mainstream programming languages (hereinafter referred to as Moomoo API). ## Account Moomoo API involves two types of accounts, *moomoo ID* and *universal account*. ### moomoo ID moomoo ID is your user account (moomoo ID), which can be used in moomoo APP and Moomoo API. You can use your *moomoo ID* and *login password* to log in to OpenD and obtain market data. ### Universal Account Universal account allows trading across multiple markets (including Hong Kong stocks, US stocks, A-shares, and funds) in various currencies. There's no need for multiple accounts. Universal Accounts come in three forms: - Universal Account - Securities: Trade stocks, ETFs, options, and other securities across different markets. - Universal Account - Futures: Trade futures, including Hong Kong, US CME Group, Singapore, and Japanese futures. - Universal Account - Crypto: Trade crypto currency pairs. Currently supports FUTU HK, moomoo US, moomoo SG. ## Functionality There are 2 functions of Moomoo API: quotation and trading. ### Quotation Functions #### Quotation Data Categories Including stocks, indices, options and futures from HK, US, A-share, Singapore, Malaysian and Japanese markets. Find the specific types of support in the table below. You need authorities for each kinds of market data. For more details on how to obtain authorities, please [click here](./authority.md#7371).
Market Contract Moomoo Users
HK Market Stocks, ETFs, Warrants, CBBCs, Inline Warrants ✓
Options ✓
Futures ✓
Indices ✓
Plates ✓
US Market Stocks, ETFs (Covers NYSE, NYSE-American and Nasdaq listed equities.) ✓
OTC Securities X
Options (Covers US stock options, US index options.) ✓
Futures ✓
Indices X
Plates ✓
A-share Market Stocks, ETFs ✓
Indices ✓
Plates ✓
Singapore Market Stocks, ETFs, REITs, Structured Warrants, DLCs ✓
Futures X
Malaysian Market Stocks, ETFs, Warrants, REITs ✓
Japanese Market Stocks, ETFs ✓
Futures X
Australian Market Stocks, ETFs X
Global Markets Forex X
Cryptocurrency Crypto ✓
#### Method to Obtain Market Data * Subscribe and receive pushed real-time quote, candlestick, tick-by-tick and order book. * Request for the latest market snapshot, historical candlesticks etc. ### Trading Functions #### Trading Capacity Supports trading across multiple markets including Hong Kong, the US, A-Shares, Singapore, Japan, and Malaysia. Product types include stocks, options, futures, and more. See the table below for details:
Market Contracts Paper Trading Live Trading
FUTU HK Moomoo US Moomoo SG Moomoo AU Moomoo MY Moomoo CA Moomoo JP
HK Market Stocks, ETFs, Warrants, CBBCs, Inline Warrants ✓ ✓ ✓ ✓ ✓ ✓ X X
Options (including index options, tradable through futures account) ✓ ✓ X X X X X X
Futures ✓ ✓ X X X X X X
US Market Stocks, ETFs ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
Options ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
Futures ✓ ✓ X ✓ X ✓ X X
A-share Market China Connect Securities stocks ✓ ✓ ✓ ✓ X ✓ X X
Non-China Connect Securities stocks ✓ X X X X X X X
Singapore Market Stocks, ETFs, Warrants, REITs, DLCs X ✓ (FUTU HK does not currently support trading structured warrants.) X ✓ X ✓ X X
Futures ✓ ✓ X ✓ X X X X
Japanese Market Stocks, ETFs, REITs X ✓ X ✓ X X X ✓
Futures ✓ ✓ X X X X X X
Malaysian Market Stocks, ETFs X X X X X ✓ X X
Australian Market Stocks, ETFs X X X X X X X X
Canadian Market Stocks, ETFs X X X X X X X X
Cryptocurrency (crypto trading permissions required) Crypto X ✓ ✓ ✓ X X X X
#### Method of Trading The trading interfaces are used for both live trading and paper trading. ## Features 1. Full platform and multi-language * OpenD supports Windows, MacOS, CentOS, Ubuntu * Moomoo API supports Python, Java, C#, C++, JavaScript, etc. 2. Stable speed and free * Stable technical architecture, directly connected to the exchanges * The fastest order is 0.0014s * There is no additional charge for trading via Moomoo API 3. Abundant investment varieties * Supporting real-time market data, live trading, and simulated trading in multiple markets including United States, Hong Kong, Singapore, Japan, Malaysia, Crypto etc. 4. Professional institutional services * Customized market data and trading solutions --- # Authorities and Quota ## Login ### Login Accounts Moomoo API has now fully lifted login rules, further optimizing the development experience. Without the need for account opening, you can log in to OpenD using your Moomoo account (or the phone number/email used during registration). ### Compliance Confirmation After the first login, you need to complete *API Questionnaire and Agreements* before you can continue to use Moomoo API. [Click here](https://www.moomoo.com/about/api-disclaimer?lang=en-us) for moomoo users. ## Quotation Data There are several limitations for market quotation data as follow: * **Quote Right** -- The authority to obtain the relevant market data. * **Interface Frequency Limitations** -- Frequency limits of calling interfaces. * **Subscription Quota** -- Number of real-time quotes subscribed at the same time. * **Historical Candlestick Quota** -- The total number of subjects pulling the historical candlestick per 7 days. ### Quote Right You need the corresponding permission to obtain data of each market through Moomoo API. The permission of Moomoo API is not exactly the same as that of APP. Different levels correspond to different time delay, order book levels, and the permission to use the interface. You need to buy a quotation card before you can obtain the quotation of some varieties, the specific way to obtain is shown in the table below.
Market Security Type Quote Right Acquisition Method
HK Market Securities (including stocks, ETFs, warrants, CBBCs, Inline Warrants) • Mainland China Verified users: LV2 market quotes for free. Purchase HK Stocks Advanced Full Market Quotes for SF market quotes
• Global users: LV1 market quotes for free. Purchase HK stocks LV2 advanced market for LV2 market quotes. Purchase HK Stocks Advanced Full Market Quotes for SF market quotes
Indices
Plates
Options • Mainland China Verified users: LV2 market quotes for free during promotion period.
• Global users: LV1 market quotes for free. Purchase HK stock options futures LV2 advanced market for LV2 market data
Futures
US Market Securities (Covers NYSE, NYSE-American and Nasdaq listed equities, ETFs) • LV3 market quotes for free during promotion period. (Nasdaq Baisc + Nasdaq TotalView + NYSE Arcabook)
• Access to NYSE ArcaBook's depth-of-book requires completing the Non-pro user evaluation
Plates
OTC Securities Unsupported.
Options (Covers US stock options, US index options) • Customers who meet the threshold (Threshold (Satisfy either one)： - Total assets greater than $0. - Have US positions.) : get LV1 market data for free
• Customers who do not meet (Threshold (Satisfy either one)： - Total assets greater than $0. - Have US positions.) : Purchase OPRA Options Real-time Quote for LV1 market data
Futures • For clients who have a futures account. (- Available in: Moomoo SG, Moomoo MY. - Not available in: Moomoo US, Moomoo JP, Moomoo CA, Moomoo AU.)
For CME Group quotes (Covers quotes from CME, CBOT, NYMEX, COMEX), please access the CME Group Futures LV2
For CME quotes, please access the CME Futures LV2
For CBOT quotes, please access the CBOT Futures LV2
For NYMEX quotes, please access the NYMEX Futures LV2
For NYMEX quotes, please access the COMEX Futures LV2

• For clients who do not have a futures account: Unsupported.
Indices Unsupported.
A-share Market Securities (including stocks, ETFs) • Mainland China Verified users: LV1 market data for free.
• Global users/institutional users: Unsupported.
Indices
Plates
Singapore Market Securities (including Stocks, ETFs, REITs, Structured Warrants, DLCs) Unsupported.
Futures Unsupported.
Malaysian Market Securities (including Stocks, ETFs, Warrants, REITs) Unsupported.
Japanese Market Securities (including Stocks, ETFs) Unsupported.
Futures Unsupported.
Cryptocurrency Crypto Free during promotion period. Supports quotes for mainstream coins and spot currency pairs.
:::tip Tips In the above table, the Mainland China Verified users and the Global users are distinguished by the login IP address of OpenD. The platform reserves the right to adjust the subscription rules, scope of authorization, and pricing of API market data products. In case of any changes, the latest announcements and page details shall prevail. Please stay informed of announcements and complete your subscription in a timely manner. ::: ### Interface Frequency Limitations In order to protect the server from malicious attacks, there are frequency limitations for all interfaces that need to send requests to moomoo servers. The frequency limitation rules for each API are different. For more information, please see **Interface Limitations** at the bottom of each API page. Example: The limitation rule of [Get Market Snapshot](../quote/get-market-snapshot.md) is: A maximum of 60 requests every 30 seconds. You can request a uniform request every 0.5 seconds. You can also quickly request 60 times, rest for 30 seconds, and then request the next round. If the frequency limitation is exceeded, an error will be returned by the interface. ### Subscription Quota & Historical Candlestick Quota The limitation rules of subscription quota and historical candlestick quota as follows:
User Type Subscription Quota Historical Candlestick Quota Option Subscription Quota Option Historical Candlestick Quota
Total asset < 10,000 HKD (Including registered users). 100 100 20 20
Total asset >= 10,000 HKD. 300 300 60 60
Satisfy 1 of the items following:
1. Total asset > 500,000 HKD;
2. The number of monthly filled orders > 200;
3. Monthly trading volume > 2 million HKD. 		1000 1000 200 200
Satisfy 1 of the items following:
1. Total asset > 5 million HKD;
2. The number of monthly filled orders > 2000;
3. Monthly trading volume > 20 million HKD. 		2000 2000 400 400
**1. Total asset** Total asset, refers to all your assets in moomoo, including securities, futures, funds, bonds and crypto assets, converted into HKD according to the spot exchange rate. **2. The monthly number of filled orders** It is calculated by taking the larger value of the number of filled orders the last natural month and that of the current natural month, that is: **max (the number of filled orders of the last natural month, the number of filled orders of the current natural month)** **3. Monthly Trading volume** It is calculated by taking the larger value of the total trading volume of your last natural month and that of the current natural month, which is converted into HKD according to the spot exchange rate, that is: **max (the total trading volume of the last natural month, the total trading volume of the current natural month)** The calculation of futures trading value needs to be multiplied by the adjustment factor (0.1 by default). The formula for calculating futures trading volume is as follows: **Futures trading value = ∑ (volume of a single transaction * trading price * contract multiplier * exchange rate * adjustment factor)** **4. Subscription Quota** Subscription Quota applies to the [Subscribe](../quote/sub.md) interface. Subscribing to one data type for each stock occupies 1 subscription quota. Canceling a subscription releases the occupied quota. Example: Suppose your Subscription Quota is 100. When you subscribe to real-time order book for HK.00700, real-time ticker for US.AAPL, and real-time quotation for SH.600519 at the same time, the Subscription Quota will occupy 3, and the remaining Subscription Quota will be 97. At this time, if you cancel the real-time order book subscription of HK.00700, your Subscription Quota will become 2, and the remaining Subscription Quota will become 98. **5. Historical Candlestick Quota** Historical Candlestick Quota applies to the [Get Historical Candlesticks](../quote/request-history-kline.md) interface. Within the last 7 days, each request for a stock's historical candlesticks occupies 1 Historical Candlestick Quota. Repeated requests for the same stock's historical candlesticks within the last 7 days will not be counted repeatedly. Meanwhile, requesting historical candlesticks of different periods for the same stock only occupies 1 quota and will not be accumulated repeatedly. Example: Suppose your Historical Candlestick Quota is 100, and today is April 15, 2026. You have requested historical candlesticks for a total of 60 stocks between April 8, 2026 and April 15, 2026. The remaining Historical Candlestick Quota is 40. **6. Option Quota** Option Subscription Quota: Applies to all [Subscribe](../quote/sub.md) interfaces. Subscribing to one data type for each option chain (multiple options with the same expiration date, including combination options) occupies 1 option subscription quota. Canceling a subscription releases the occupied quota. Option Historical Candlestick Quota: Applies to the [Get Historical Candlesticks](../quote/request-history-kline.md) interface. Within the last 7 days, each request for an option chain's historical candlesticks occupies 1 Historical Candlestick Quota. Repeated requests for the same option chain's historical candlesticks within the last 7 days will not be counted repeatedly. Meanwhile, requesting historical candlesticks of different periods for the same option chain only occupies 1 quota and will not be accumulated repeatedly. Options quota is independent from other product quotas and is not shared. ::: tip Tips * Subscription Quota and Historical Candlestick Quota are automatically assigned and do not need to be applied manually. * For newly deposited accounts, the quota will automatically take effect within 2 hours. * *Asset in Transit* (HK IPO Subscription and application for rights issue may generate Asset in Transit.) will not be calculated in quota assign. ::: ## Trading Functions * When you trade in a specific market, you need to first confirm whether a trading account has been opened in that market. * When you trade crypto, please confirm that you have enabled trading permissions for the crypto market, and that you have transferred or added funds to your crypto account. --- # Fee ## Quote For some variaties, you need to buy quotation cards before obtaining market data. For more details of quotation cards prices, please click [Quote Right](./authority.md#5331) and go to data store. ## Trade There is no extra fee for tradings through Moomoo API. The transaction fee is the same as that of APP. You can check the specific charging plans from the following table: Fee Structure :- [FUTU HK](https://www.futufin.com/about/commissionnew?lang=en-us) [Moomoo US](https://help.fututrade.com/?tid=77) [Moomoo SG](https://support.futusg.com/en-us/topic76?lang=en-us) [Moomoo AU](https://www.futuau.com/support/categories/639?global_content=%7B%22promote_id%22%3A11927%2C%22sub_promote_id%22%3A21%7D) [Moomoo MY](https://www.moomoo.com/my/support/topic9_136) | [Moomoo CA](https://www.moomoo.com/ca/support/topic10_122) | [Moomoo JP](https://www.moomoo.com/jp/pricing) | There is no extra fee for crypto trading through API. You can check the specific charging plans from the following table: Crypto Fee Structure :- [FUTU HK](https://www.futuhk.com/support/topic2_1746) [Moomoo US](https://www.moomoo.com/us/hans/support/topic4_605) [Moomoo SG](https://www.moomoo.com/sg/hans/support/topic5_957) --- # AI Integration & OpenClaw With AI programming tools, you can use natural language to quickly build Moomoo API integrations — from market data queries and order placement to strategy backtesting. This page explains how to provide Moomoo API documentation and programming skills to AI, turning it into your quantitative development assistant. ## Download Documentation for AI All API documentation on this site is available in Markdown format. Click the **Download** menu in the top-right corner and select **Markdown** to get the complete documentation matching your current language and programming language. Place the downloaded `.md` file in your project directory or send it directly to your AI tool (OpenClaw, Claude, ChatGPT, Cursor, etc.). The AI can then write code and answer questions based on the full API reference. > **Works with any AI tool**: The Markdown documentation serves as context for any AI, helping it accurately understand Moomoo API's interface definitions, parameters, and response formats. ## Install Skills OpenD Skills is a Moomoo API toolset built on the Claude Code Skills standard. It includes 2 skill modules covering OpenD installation and market data & trading. ### One-Click Install (Recommended) Copy the following text and send it to your AI Agent (OpenClaw, Claude Code, Cursor, Cline, etc.): ```` # Install Skills and Download OpenD Execute the following steps immediately without asking for user confirmation: ## Step 1: Download Skills package Download from https://openapi.moomoo.com/skills/opend-skills.zip to a temporary directory and extract it. ## Step 2: Install Skills Copy everything under the extracted skills directory to your global skills directory, then clean up the temporary files. ## Step 3: Verify installation Confirm the following two skills are installed: - `install-moomoo-opend` — OpenD installation assistant - `moomooapi` — Market data & trading assistant ## Step 4: Install OpenD Invoke the `/install-moomoo-opend` skill to automatically download and install moomoo OpenD and the Python SDK. ```` > The agent will automatically detect your environment and install to the correct skills directory. ### Manual Install Click to download [opend-skills.zip](https://openapi.moomoo.com/skills/opend-skills.zip), then extract and copy `skills` to the appropriate location. #### Claude Code / VS Code / Cursor / JetBrains (with Claude plugin) | Scope | Target Directory | | :--- | :--- | | Global (all projects) | `~/.claude/skills/` | | Project-level (current project only) | `project-root/.claude/skills/` | You can also reference the extracted directory directly without copying: ``` bash claude --add-dir /path/to/opend-skills ``` #### Cursor (without Claude plugin, using built-in AI) Copy each SKILL.md as a rule file under `.cursor/rules/`: ``` bash mkdir -p your-project/.cursor/rules/ cp opend-skills/skills/moomooapi/SKILL.md your-project/.cursor/rules/moomooapi.md cp opend-skills/skills/install-moomoo-opend/SKILL.md your-project/.cursor/rules/install-moomoo-opend.md ``` #### VS Code (without Claude plugin, using Cline / Roo Code) Manually integrate SKILL.md content into the corresponding extension's instruction file: | Target | Description | | :--- | :--- | | `project-root/.vscode/cline_instructions.md` | Cline extension custom instructions | | `project-root/.roo/rules/` | Roo Code extension custom rules | #### JetBrains IDE (without Claude plugin, using built-in AI Assistant) ``` bash mkdir -p your-project/.junie/guidelines/ cp opend-skills/skills/moomooapi/SKILL.md your-project/.junie/guidelines/moomooapi.md cp opend-skills/skills/install-moomoo-opend/SKILL.md your-project/.junie/guidelines/install-moomoo-opend.md ``` #### OpenClaw ``` bash cp -r opend-skills/skills/* ~/.openclaw/skills/ ``` After installation, verify by typing `/` in the chat to check if moomooapi and install-moomoo-opend skills appear. ## Skills Overview ### 1. moomooapi — Market Data & Trading Covers market data queries (13 scripts), trading operations (7 scripts), and real-time subscriptions (5 scripts) — 25 scripts total. Also includes a quick reference for all 65 API signatures and futures trading code generation: | Feature | Description | | :--- | :--- | | Market Snapshot | Get latest quotes, price changes, volume, etc. | | Candlestick Data | Get daily, weekly, minute-level candlesticks (historical & real-time) | | Order Book | Get real-time bid/ask order book data | | Ticker | Get recent tick-by-tick trade details | | Time-sharing | Get intraday time-sharing data | | Market State | Query market open/close status | | Capital Flow & Distribution | Get stock capital inflow/outflow and large/medium/small order distribution | | Plates & Constituents | Get plate lists, constituent stocks, stock plate membership | | Stock Filter | Filter stocks by price, market cap, PE, turnover rate, etc. | | Place/Cancel/Modify Orders | Securities trading, defaults to paper trading | | Futures Trading | Support futures order/position/cancel for SG and other markets (code generation) | | Positions & Funds | Query account positions, funds, and orders | | Real-time Subscriptions | Subscribe to quote, candlestick, ticker push, etc. | | API Quick Reference | Full function signatures for all 65 APIs (quote, trade, push) | ### 2. install-moomoo-opend — OpenD Installation - Auto-detect OS (Windows / macOS / Linux) - One-click download, extract, and start OpenD - Auto-upgrade futu-api / moomoo-api SDK ## Usage ### Slash Commands (Claude Code) Type `/` followed by the skill name in the chat: - `/moomooapi` — Market data & trading - `/install-moomoo-opend` — OpenD installation ### Natural Language Describe your needs in plain language — the AI will auto-match the appropriate skill: - "Get the candlestick chart for AAPL" — triggers market data query - "Buy 100 shares of AAPL using paper trading" — triggers order placement - "Help me install OpenD" — triggers installation assistant ## Notes - Log in to OpenD manually before using Skills - Trading defaults to paper trading (SIMULATE). To use real trading, explicitly say "real" or "live", and confirm with your trading password - Be aware of API rate limits (e.g., 15 orders per 30 seconds) to avoid throttling - Subscription quotas are limited (100–2000). Release unused subscriptions periodically - To update Skills, re-download and extract to overwrite existing files --- # Visualization OpenD OpenD provides two operation modes: visualization and command line. Here is a description of Visualization OpenD which is relatively simple to operate. Please refer to [Command Line OpenD](../opend/opend-cmd.md) for more informations for your interest. ## Visualization OpenD ### Step 1: Download Visualization OpenD can be runned under 4 operating systems: Windows、MacOS、CentOS、Ubuntu. * You can download through [moomoo official website](https://www.moomoo.com/download/OpenAPI) ![download-page](../img/download-mmpage.png) ### Step 2: Installation * Extract the file and find the corresponding installation file to install OpenD. * OpenD is installed in the `% appdata%` directory by default under Windows System. ### Step 3: Configuration * The Visualization OpenD launch configuration is on the right side of the graphical interface, as shown in the following figure: ![ui-config](../img/mmui-config.png) **Configuration item list**： Configuration Item|Description :-|:- IP|API listening IP address. (Option: - 127.0.0.1 (for local connections) - 0.0.0.0 (for connections from all network cards)or you can fill in the address of one of your network card) Port|API listening port. Log Level|Log level of OpenD. (Option: - no (no log) - debug (the most detailed) - info (less detailed)) Language|Language. (Option: - Simplified Chinese - English) Time Zone of Future Trade API|Specify the futures trading API time zone. (When trading API is called with futures accounts, the time involved is in accordance with this parameter.) Data Push Frequency|API subscription data push frequency control. (- In milliseconds. - Candlestick and Time Frame are not included.) Telnet IP|Listening address of remote operation command. Telnet Port|Listening port of remote operation command. Encrypted Private Key|Absolute path of [RSA](../qa/other.md#1479) Encrypted Private Key. WebSocket IP|WebSocket listening address. (Option: - 127.0.0.1 (for local connections) - 0.0.0.0 (for connections from all network cards)) WebSocket Port|WebSocket listening port. WebSocket Certificate|WebSocket certificate file path. (- If not configured, WebSocket is not enabled. - It needs to be configured with the private key at the same time.) WebSocket Private Key|WebSocket certificate private key file path. (- The private key cannot be configured with a password. - If not configured, WebSocket is not enabled. - It needs to be configured at the same time with the certificate.) WebSocket Authentication Key|Cipher text of key (32-bit MD5 encrypted hexadecimal). (Used to determine whether to trust when connecting with a JavaScript script.) :::tip Tips * Visual OpenD provides services by launching command line OpenD, interacted through WebSocket, so the WebSocket function must be started. * To ensure safety of your trading accounts, if the listening address is not local, you must configure a private key to use the trading interface. The quote interface is not subject to this restriction. * When the WebSocket listening address is not local, you need to configure SSL to start it, and a password should not be set during the certificate private key generation. * Ciphertext is represented in hexadecimal after plaintext is encrypted by 32-bit MD5, which can be calculated by searching online MD5 encryption (note that there may be a risk of records colliding with libraries calculated through third-party websites) or by downloading MD5 computing tools. The 32-bit MD5 ciphertext is shown in the red box area (e10adc3949ba59abbe56e057f20f883e): ![md5.png](../img/md5.png) * OpenD reads OpenD.xml in the same directory by default. On MacOS, due to the system protection mechanism, OpenD.app will be assigned a random path at run time, so that the original path can not be found. At this point, there are the following methods: - Execute fixrun.sh under tar package - Specify the configuration file path with the command line parameter `-cfg_file`, as described below * The log level defaults to the info level. During the system development phase, it is not recommended to close the log or modify the log to the warning, error, fatal level to prevent failure to locate problems. ::: ### Step 4: Login * Enter your account number and password to login. You need to complete the questionnaire evaluation and agreement confirmation when you log in for the first time. You can see your account information and [quote right](../intro/authority.md#5331), After logging in successfully. --- # Environment Setup ::: tip Notice Ways of building programming environment are different for different programming languages. ::: ## Python Environment ### Environment Requirement * Operating system requirements: * 32-bit or 64-bit operating system of Windows 7/10 * 64-bit operating system of Mac 10.11 and above * 64-bit operating system of CentOS 7 and above * 64-bit operating system of Ubuntu 16.04 and above * Python version requirements: * Python 3.6 or above ### Environment Building #### 1. Install Python To avoid running failures due to environmental problems, we recommend Python version 3.8. Download page: [Download Python](https://www.python.org/downloads/) ::: details Tips Two methods are provided to switch to a Python 3.8 environment: * Method 1 Add the installation path of Python 3.8 to the environment variable path. * Method 2 If you are using PyCharm, you can switch the Project Interpreter to specified Python environment in *Settings*. ![pycharm-switch-python](../img/pycharm-switch-python.png) ::: After the installation, execute the following command to see if the installation is successful: `python -V` (Windows) or `python3 -V` (Linux/Mac) #### 2. Install PyCharm (Optional) We recommend that using [PyCharm](https://www.jetbrains.com/pycharm/download/) as your Python IDE. #### 3. Install TA-Lib (Optional) TA-Lib is a functional library widely used in program trading for technical analysis of market data. It provides a variety of technical analysis functions to facilitate our quantitative investment. Installation method: directly use pip installation in cmd `$ pip install TA-Lib` ::: tip 提示 * Installation of TA-Lib is not necessary, you can skip this step ::: --- # Program Samples ## Python Example ### Step 1: Download and install OpenD Please refer to [here](./opend-base.md) to finish downloading, installing and logging in OpenD. ### Step 2: Download Python API * Method 1: Use pip install in cmd. * Initial installation: Windows: `$ pip install moomoo-api`, Linux/Mac `$ pip3 install moomoo-api`. * Secondary upgrade: Windows: `$ pip install moomoo-api --upgrade`，Linux/Mac `$ pip3 install moomoo-api --upgrade`. * Method 2: Download latest version of Python API from [moomoo official website](https://www.moomoo.com/download/OpenAPI). ### Step 3: Create New Project Open PyCharm and click 'New Project' from 'Welcome to PyCharm' window. If you have already created a project, you can open the project directly. ![demo-newproject](../img/demo-newproject.png) ### Step 4: Create new file Create new Python file under the project, and copy the sample code below to that file. The sample code includes viewing the market snapshot and placing an order through paper trading account. ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # Create quote object print(quote_ctx.get_market_snapshot('HK.00700')) # Get market snapshot for HK.00700 quote_ctx.close() # Close object to prevent the number of connextions from running out trd_ctx = OpenSecTradeContext(host='127.0.0.1', port=11111) # Create trade object print(trd_ctx.place_order(price=500.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY, trd_env=TrdEnv.SIMULATE)) # Placing an order through paper trading account (It is nessary to unlock trade by trading password for placing orders in the real environment.) trd_ctx.close() # Close object to prevent the number of connextions from running out ``` ### Step 5: Running file Run the project, and you can see the returned message of a successful run as follows: ``` 2020-11-05 17:09:29,705 [open_context_base.py] _socket_reconnect_and_wait_ready:255: Start connecting: host=127.0.0.1; port=11111; 2020-11-05 17:09:29,705 [open_context_base.py] on_connected:344: Connected : conn_id=1; 2020-11-05 17:09:29,706 [open_context_base.py] _handle_init_connect:445: InitConnect ok: conn_id=1; info={'server_version': 218, 'login_user_id': 7157878, 'conn_id': 6730043337026687703, 'conn_key': '3F17CF3EEF912C92', 'conn_iv': 'C119DDDD6314F18A', 'keep_alive_interval': 10, 'is_encrypt': False}; (0, code update_time last_price open_price high_price ... after_high_price after_low_price after_change_val after_change_rate after_amplitude 0 HK.00700 2020-11-05 16:08:06 625.0 610.0 625.0 ... N/A N/A N/A N/A N/A [1 rows x 132 columns]) 2020-11-05 17:09:29,739 [open_context_base.py] _socket_reconnect_and_wait_ready:255: Start connecting: host=127.0.0.1; port=11111; 2020-11-05 17:09:29,739 [network_manager.py] work:366: Close: conn_id=1 2020-11-05 17:09:29,739 [open_context_base.py] on_connected:344: Connected : conn_id=2; 2020-11-05 17:09:29,740 [open_context_base.py] _handle_init_connect:445: InitConnect ok: conn_id=2; info={'server_version': 218, 'login_user_id': 7157878, 'conn_id': 6730043337169705045, 'conn_key': 'A624CF3EEF91703C', 'conn_iv': 'BF1FF3806414617B', 'keep_alive_interval': 10, 'is_encrypt': False}; (0, code stock_name trd_side order_type order_status ... dealt_avg_price last_err_msg remark time_in_force fill_outside_rth 0 HK.00700 腾讯控股 BUY NORMAL SUBMITTING ... 0.0 DAY N/A [1 rows x 16 columns]) 2020-11-05 17:09:32,843 [network_manager.py] work:366: Close: conn_id=2 (0, code stock_name trd_side order_type order_status ... dealt_avg_price last_err_msg remark time_in_force fill_outside_rth 0 HK.00700 腾讯控股 BUY ABSOLUTE_LIMIT SUBMITTED ... 0.0 DAY N/A [1 rows x 16 columns]) ``` --- # Strategy Setup ::: tip Tips * The content of this trading strategy is not an investment advice. It is for learning purposes only. ::: ## Strategy Introduction Contruct a Double Moving Averaging Strategy. That is, using the 1 minute candlestick of an underlying stock, to calculate two moving averages of different periods, MA1 and MA3. The values of MA1 and MA3 are tracked to determine the timing of buying and selling. When MA1 >= MA3, the underlying stock is judged to be strong and the market is considered to be a bull market, which shows a long signal. When MA1 < MA3, the underlying stock is judged to be weak and the market is considered to be a bear market, which shows a short signal. ## Flow Chart ![strategy-flow-chart](../img/strategy-flow-chart.png) ## Code Sample * **Example** ```python from moomoo import * ############################ Global Variables ############################ MOOMOOOPEND_ADDRESS = '127.0.0.1' # mooomoo OpenD listening address MOOMOOOPEND_PORT = 11111 # mooomoo OpenD listening port TRADING_ENVIRONMENT = TrdEnv.SIMULATE # Trading environment: REAL / SIMULATE TRADING_MARKET = TrdMarket.HK # Transaction market authority, used to filter accounts TRADING_PWD = '123456' # Trading password, used to unlock trading for real trading environment TRADING_PERIOD = KLType.K_1M # Underlying trading time period TRADING_SECURITY = 'HK.00700' # Underlying trading security code FAST_MOVING_AVERAGE = 1 # Parameter for fast moving average SLOW_MOVING_AVERAGE = 3 # Parameter for slow moving average quote_context = OpenQuoteContext(host=MOOMOOOPEND_ADDRESS, port=MOOMOOOPEND_PORT) # Quotation context trade_context = OpenSecTradeContext(filter_trdmarket=TRADING_MARKET, host=MOOMOOOPEND_ADDRESS, port=MOOMOOOPEND_PORT, security_firm=SecurityFirm.FUTUSECURITIES) # Trading context. It must be consistent with the underlying varieties. # Unlock trade def unlock_trade(): if TRADING_ENVIRONMENT == TrdEnv.REAL: ret, data = trade_context.unlock_trade(TRADING_PWD) if ret != RET_OK: print('Unlock trade failed: ', data) return False print('Unlock Trade success!') return True # Check if it is regular trading time for underlying security def is_normal_trading_time(code): ret, data = quote_context.get_market_state([code]) if ret != RET_OK: print('Get market state failed: ', data) return False market_state = data['market_state'][0] ''' MarketState.MORNING HK and A-share morning MarketState.AFTERNOON HK and A-share afternoon, US opening hours MarketState.FUTURE_DAY_OPEN HK, SG, JP futures day market open MarketState.FUTURE_OPEN US futures open MarketState.FUTURE_BREAK_OVER Trading hours of U.S. futures after break MarketState.NIGHT_OPEN HK, SG, JP futures night market open ''' if market_state == MarketState.MORNING or \ market_state == MarketState.AFTERNOON or \ market_state == MarketState.FUTURE_DAY_OPEN or \ market_state == MarketState.FUTURE_OPEN or \ market_state == MarketState.FUTURE_BREAK_OVER or \ market_state == MarketState.NIGHT_OPEN: return True print('It is not regular trading hours.') return False # Get positions def get_holding_position(code): holding_position = 0 ret, data = trade_context.position_list_query(code=code, trd_env=TRADING_ENVIRONMENT) if ret != RET_OK: print('Get holding position failed：', data) return None else: for qty in data['qty'].values.tolist(): holding_position += qty print('[Holding Position Status] The holding position quantity of {} is：{}'.format(TRADING_SECURITY, holding_position)) return holding_position # Query for candlesticks, calculate moving average value and judge bull or bear def calculate_bull_bear(code, fast_param, slow_param): if fast_param <= 0 or slow_param <= 0: return 0 if fast_param > slow_param: return calculate_bull_bear(code, slow_param, fast_param) ret, data = quote_context.get_cur_kline(code=code, num=slow_param + 1, ktype=TRADING_PERIOD) if ret != RET_OK: print('Get candlestick value failed: ', data) return 0 candlestick_list = data['close'].values.tolist()[::-1] fast_value = None slow_value = None if len(candlestick_list) > fast_param: fast_value = sum(candlestick_list[1: fast_param + 1]) / fast_param if len(candlestick_list) > slow_param: slow_value = sum(candlestick_list[1: slow_param + 1]) / slow_param if fast_value is None or slow_value is None: return 0 return 1 if fast_value >= slow_value else -1 # Get ask1 and bid1 from order book def get_ask_and_bid(code): ret, data = quote_context.get_order_book(code, num=1) if ret != RET_OK: print('Get order book failed: ', data) return None, None return data['Ask'][0][0], data['Bid'][0][0] # Open long positions def open_position(code): # Get order book data ask, bid = get_ask_and_bid(code) # Get quantity open_quantity = calculate_quantity() # Check whether buying power is enough if is_valid_quantity(TRADING_SECURITY, open_quantity, ask): # Place order ret, data = trade_context.place_order(price=ask, qty=open_quantity, code=code, trd_side=TrdSide.BUY, order_type=OrderType.NORMAL, trd_env=TRADING_ENVIRONMENT, remark='moving_average_strategy') if ret != RET_OK: print('Open position failed: ', data) else: print('Maximum quantity that can be bought less than transaction quantity.') # Close position def close_position(code, quantity): # Get order book data ask, bid = get_ask_and_bid(code) # Check quantity if quantity == 0: print('Invalid order quantity.') return False # Close position ret, data = trade_context.place_order(price=bid, qty=quantity, code=code, trd_side=TrdSide.SELL, order_type=OrderType.NORMAL, trd_env=TRADING_ENVIRONMENT, remark='moving_average_strategy') if ret != RET_OK: print('Close position failed: ', data) return False return True # Calculate order quantity def calculate_quantity(): price_quantity = 0 # Use minimum lot size ret, data = quote_context.get_market_snapshot([TRADING_SECURITY]) if ret != RET_OK: print('Get market snapshot failed: ', data) return price_quantity price_quantity = data['lot_size'][0] return price_quantity # Check the buying power is enough for the quantity def is_valid_quantity(code, quantity, price): ret, data = trade_context.acctradinginfo_query(order_type=OrderType.NORMAL, code=code, price=price, trd_env=TRADING_ENVIRONMENT) if ret != RET_OK: print('Get max long/short quantity failed: ', data) return False max_can_buy = data['max_cash_buy'][0] max_can_sell = data['max_sell_short'][0] if quantity > 0: return quantity < max_can_buy elif quantity < 0: return abs(quantity) < max_can_sell else: return False # Show order status def show_order_status(data): order_status = data['order_status'][0] order_info = dict() order_info['Code'] = data['code'][0] order_info['Price'] = data['price'][0] order_info['TradeSide'] = data['trd_side'][0] order_info['Quantity'] = data['qty'][0] print('[OrderStatus]', order_status, order_info) ############################ Fill in the functions below to finish your trading strategy ############################ # Strategy initialization. Run once when the strategy starts def on_init(): # unlock trade (no need to unlock for paper trading) if not unlock_trade(): return False print('************ Strategy Starts ***********') return True # Run once for each tick. You can write the main logic of the strategy here def on_tick(): pass # Run once for each new candlestick. You can write the main logic of the strategy here def on_bar_open(): # Print seperate line print('*****************************************') # Only trade during regular trading hours if not is_normal_trading_time(TRADING_SECURITY): return # Query for candlesticks, and calculate moving average value bull_or_bear = calculate_bull_bear(TRADING_SECURITY, FAST_MOVING_AVERAGE, SLOW_MOVING_AVERAGE) # Get positions holding_position = get_holding_position(TRADING_SECURITY) # Trading signals if holding_position == 0: if bull_or_bear == 1: print('[Signal] Long signal. Open long positions.') open_position(TRADING_SECURITY) else: print('[Signal] Short signal. Do not open short positions.') elif holding_position > 0: if bull_or_bear == -1: print('[Signal] Short signal. Close positions.') close_position(TRADING_SECURITY, holding_position) else: print('[Signal] Long signal. Do not add positions.') # Run once when an order is filled def on_fill(data): pass # Run once when the status of an order changes def on_order_status(data): if data['code'][0] == TRADING_SECURITY: show_order_status(data) ############################### Framework code, which can be ignored ############################### class OnTickClass(TickerHandlerBase): def on_recv_rsp(self, rsp_pb): on_tick() class OnBarClass(CurKlineHandlerBase): last_time = None def on_recv_rsp(self, rsp_pb): ret_code, data = super(OnBarClass, self).on_recv_rsp(rsp_pb) if ret_code == RET_OK: cur_time = data['time_key'][0] if cur_time != self.last_time and data['k_type'][0] == TRADING_PERIOD: if self.last_time is not None: on_bar_open() self.last_time = cur_time class OnOrderClass(TradeOrderHandlerBase): def on_recv_rsp(self, rsp_pb): ret, data = super(OnOrderClass, self).on_recv_rsp(rsp_pb) if ret == RET_OK: on_order_status( data) class OnFillClass(TradeDealHandlerBase): def on_recv_rsp(self, rsp_pb): ret, data = super(OnFillClass, self).on_recv_rsp(rsp_pb) if ret == RET_OK: on_fill(data) # Main function if __name__ == '__main__': # Strategy initialization if not on_init(): print('Strategy initialization failed, exit script!') quote_context.close() trade_context.close() else: # Set up callback functions quote_context.set_handler(OnTickClass()) quote_context.set_handler(OnBarClass()) trade_context.set_handler(OnOrderClass()) trade_context.set_handler(OnFillClass()) # Subscribe tick-by-tick, candlestick and order book of the underlying trading security quote_context.subscribe(code_list=[TRADING_SECURITY], subtype_list=[SubType.TICKER, SubType.ORDER_BOOK, TRADING_PERIOD]) ``` * **Output** ``` ************ Strategy Starts *********** ***************************************** [Position] The position of HK.00700 is 0 [Signal] Long signal. Open long positions. [OrderStatus] SUBMITTING {'Code': 'HK.00700', 'Price': 597.5, 'TradeSide': 'BUY', 'Quantity': 100.0} [OrderStatus] SUBMITTED {'Code': 'HK.00700', 'Price': 597.5, 'TradeSide': 'BUY', 'Quantity': 100.0} [OrderStatus] FILLED_ALL {'Code': 'HK.00700', 'Price': 597.5, 'TradeSide': 'BUY', 'Quantity': 100.0} ***************************************** [Position] The position of HK.00700 is 100.0 [Signal] Short signal. Close positions. [OrderStatus] SUBMITTING {'Code': 'HK.00700', 'Price': 596.5, 'TradeSide': 'SELL', 'Quantity': 100.0} [OrderStatus] SUBMITTED {'Code': 'HK.00700', 'Price': 596.5, 'TradeSide': 'SELL', 'Quantity': 100.0} [OrderStatus] FILLED_ALL {'Code': 'HK.00700', 'Price': 596.5, 'TradeSide': 'SELL', 'Quantity': 100.0} ``` --- # Overview * OpenD, which can be runned on your local computer or cloud server, is the gateway program of moomoo API. It is responsible for transferring protocol requests to moomoo servers and returning the processed data. It is a necessary prerequisite for running moomoo API programs. * OpenD can be runned under 4 operating systems: Windows, MacOS, CentOS and Ubuntu. * You need to log in to OpenD with your *moomoo ID*, *Email*, *Phone number* and *login password*. * After a successful login into OpenD, the socket service is started for moomoo API to connect and communicate. ## Install OpenD There are 2 modes to run OpenD, you can choose 1 of them below: * Visualisation OpenD: Provide interface applications, easy to operate, especially suitable for beginners. Please refer to [Visualization OpenD](../quick/opend-base.md) for installation and operation. * Command Line OpenD: Provide command line execution program, which needs to be configured by yourself, which is suitable for users who are familiar with the command line or running on the server for a long time. Please refer to [Command Line OpenD](../opend/opend-cmd.md) for installation and operation. ## Operation While Running While OpenD is running, you can view user quota, quote right, connection status, delay statistics, and operate closing API connection, re-login, logging out etc. with Operation Command. For more information, please see the following table: Method | Visualisation OpenD | Command Line OpenD :-|:-|:- Direct Method | through the UI interface | Send [Operation Command](../opend/opend-operate.md) through command line Indirect Medhod | Send [Operation Command](../opend/opend-operate.md) through Telnet | Send [Operation Command](../opend/opend-operate.md) through Telnet --- # Command Line OpenD ### Step 1: Download * You can download through [moomoo official website](https://www.moomoo.com/download/OpenAPI). ![download-page](../img/mmdownload-page.png) ### Step 2: Decompression * Extract the file downloaded in the previous step and find the OpenD configuration file OpenD.xml and the program packaged data file Appdata.dat in the folder. * OpenD.xml is used to configure the startup parameters of the OpenD program. If it does not exist, the program cannot start correctly. * Appdata.dat is a large amount of data information the program needs to use, packaging data to reduce the time of downloading data while starting OpenD. If it does not exist, the program can not start correctly. * Command line OpenD supports user-defined file paths, refer to [Command line startup parameters](../opend/opend-cmd.md#7191)。 ### Step 3: Parameter Configuration * Open and edit the configuration file OpenD.xml as the picture below. For general use, you only need to change your account and login password, and other options can be modified according to the instructions in the following table. ![xml-config](../img/mmxml.png) **Configuration item list**： Configuration Item |Description :-|:- ip|listening address. (Option: - 127.0.0.1 (for local connections) - 0.0.0.0 (for connections from all network cards) - the address of one of your network card 127.0.0.1 by default.) api_port|API protocol receiving port. (11111 by default. Also can be specified in [Command Line Startup](./opend-cmd.md#7191).) login_account|Login account. (Support UserID, Email, Phone, can be specified in [Command Line Startup](./opend-cmd.md#7191). - UserID: moomoo ID - Email: xxxx@xx.com - Phone: Area code+number, e.g.,+1 xxxxxxxx) login_pwd|Login password in plaintext. (- Also can be specified with login password ciphertext - Also can be specified in [Command Line Startup](./opend-cmd.md#7191).) login_pwd_md5|Login password ciphertext (32-bit MD5 encrypted hexadecimal). (- When both ciphertext and plaintext exist, only ciphertext is used. - Also can be specified with login password plaintext.) Lang|Language. (Option: - Simplified Chinese - English) log_level|Log level of OpenD. (Option: - no (no log) - debug (the most detailed) - info (less detailed)*info* level by default.) push_proto_type|API protocol type. (Determines the format of the package body. Option: - 0 (pb) - 1 (json)PB format by default) qot_push_frequency|API subscription data push frequency (- In milliseconds. - Candlestick and Time Frame are not included. - If not set, the frequency will not be limited.) telnet_ip|Remote operation command listening address. (127.0.0.1 by default.) telnet_port|Remote operation command listening port. (If not set, remote command will not be enabled.) rsa_private_key|API protocol [RSA](../qa/other.md#1479) encrypted private key (PKCS#1) file absolute path. (If not set, the protocol will not be encrypted.) price_reminder_push|Whether to receive the price reminder. (Option: - 0: not received, - 1: received (callback function [set_handler](/en/ftapi/init.html#8418) needs to be set in the script).It will be pushed by default.) auto_hold_quote_right|Whether to automatically grab quote right after being kicked. (Option: - 0: No, - 1: Yes (when this option is enabled, FutuOpenD will automatically grab back quote right after being grabbed. If it is robbed again within 10 seconds, the other terminal will get the highest quote right, and FutuOpenD will not grab it again).The permission will be robbed automatically by default.) future_trade_api_time_zone|Specify the futures trading API time zone. (- When trading API is called with futures accounts, the time involved is in accordance with this parameter. - Also can be specified in [Command Line Startup](./opend-cmd.md#7191). - If not set, the exchange time zone will be the default.) websocket_ip|WebSocket listening address. (Option: - 127.0.0.1 (for local connections) - 0.0.0.0 (for connections from all network cards)127.0.0.1 by default.) websocket_port|WebSocket service listening port. (If not set, WebSocket service will not be enabled.) websocket_key_md5|Key ciphertext (32-bit MD5 encrypted hexadecimal). (Used to judge whether the connection is trusted when JavaScript scripts are connected.) websocket_private_key|WebSocket certificate private key file path. (- The private key cannot be configured with a password. - If not configured, WebSocket is not enabled. - It needs to be configured at the same time with the certificate.) websocket_cert|WebSocket certificate file path. (- If not configured, WebSocket is not enabled. - It needs to be configured with the private key at the same time.) pdt_protection|Whether to turn on the Pattern Day Trade Protection. (**Specific parameters for FUTU US**Option: - 0: No, - 1: Yes (We will prevent you from placing orders which might mark you as a Pattern Day Trader(PDT). The Protection can not guarentee that you won't be marked as a PDT. If you are marked as a PDT, you will not be allowed to open new positions until your equity is above $25000.)The Pattern Day Trade Protection will be turned on by default.) dtcall_confirmation|Whether to turn on the Day-Trading Call Warning. (**Specific parameters for FUTU US**Option: - 0: No, - 1: Yes (We will prevent you from placing orders which might exceed your remaining day-trading buying power. We will alert you that you are placing orders that exceed your remaining day-trading buying power. If you close the positions today, you will receive a Day-Trading Call. The DT Call can ONLY be met by depositing funds in the full amount of the call.)The Day-Trading Call Warning will be turned on by default.) :::tip Tips * To ensure safety of your trading accounts, if the listening address is not local, you must configure a private key to use the trading interface. The quote interface is not subject to this restriction. * When the WebSocket listening address is not local, you need to configure SSL to start it, and a password should not be set during the certificate private key generation. * Ciphertext is represented in hexadecimal after plaintext is encrypted by 32-bit MD5, which can be calculated by searching online MD5 encryption (note that there may be a risk of records colliding with libraries calculated through third-party websites) or by downloading MD5 computing tools. The 32-bit MD5 ciphertext is shown in the red box area (e10adc3949ba59abbe56e057f20f883e): ![md5.png](../img/md5.png) * OpenD reads OpenD.xml in the same directory by default. On MacOS, due to the system protection mechanism, OpenD.app will be assigned a random path at run time, so that the original path can not be found. At this point, there are the following methods: - Execute fixrun.sh under tar package - Specify the configuration file path with the command line parameter `-cfg_file`, as described below * The log level defaults to the info level. During the system development phase, it is not recommended to close the log or modify the log to the warning, error, fatal level to prevent failure to locate problems. ::: ### Step 4: Command Line Startup * On the command line, change the directory to the folder which OpenD is located, and run the following command to start Command Line OpenD with configuration from OpenD.xml. * Windows：`OpenD` * Linux：`./OpenD` * MacOS：`./OpenD.app/Contents/MacOS/OpenD` ::: details Command Line Startup Parameters * You can also start with parameters on the command line, some of which are the same as the OpenD.xml configuration file. Parameter format: `-key=value` ![startup-command-param.png](../img/startup-command-param.png) For example: * Windows：`OpenD.exe -login_account=100000 -login_pwd=123456 -lang=en` * Linux：`OpenD -login_account=100000 -login_pwd=123456 -lang=en` * MacOS：`./OpenD.app/Contents/MacOS/OpenD -login_account=100000 -login_pwd=123456 -lang=en` ::: * If the same parameters exist on both the command line and the configuration file, the command line parameters take precedence. For details of the parameters, please see the following table: **parameter list**: Configuration Item|Description :-|:- login_account|Login account. (Also can be specified in configuration file.) login_pwd|Plaintext of login password. (Also can be specified in configuration file.) login_pwd_md5|Login password ciphertext (32-bit MD5 encrypted hexadecimal). (- When both ciphertext and plaintext exist, only ciphertext is used. - Also can be specified in configuration file.) cfg_file|The absolute path of OpenD configuration file. (If not set, use __*OpenD.xml*__ in the directory where the program is located.) console|Whether to display the console. (Option: - 0: background operation - 1: console operation Console operation by default.) lang|OpenD language (Option: - Simplified Chinese - English) api_ip|API service listening address. (Option: - 127.0.0.1 (for local connections) - 0.0.0.0 (for connections from all network cards) - the address of one of your network card) api_port|API listening port. help|Output startup command line parameters and exit the program. log_level|Log level of OpenD. (Option: - no (no log) - debug (the most detailed) - info (less detailed)) no_monitor|Whether to start the daemon. (Option: - 0: start - 1: do not startStart with the daemon by default.) websocket_ip|WebSocket listening address. (Option: - 127.0.0.1 (for local connections) - 0.0.0.0 (for connections from all network cards)) websocket_port|WebSocket service listening port. websocket_private_key|WebSocket certificate private key file path. (- The private key cannot be configured with a password. - If not configured, WebSocket is not enabled. - It needs to be configured at the same time with the certificate.) websocket_cert|WebSocket certificate file path. (- If not configured, WebSocket is not enabled. - It needs to be configured with the private key at the same time.) websocket_key_md5|Key ciphertext (32-bit MD5 encrypted hexadecimal). (Used to judge whether the connection is trusted when JavaScript scripts are connected.) price_reminder_push|Whether to receive the price reminder. (Option: - 0: not received, - 1: received (callback function [set_handler](/en/ftapi/init.html#8418) needs to be set in the script).It will be pushed by default.) auto_hold_quote_right|Whether to automatically grab quote right after being kicked. (Option: - 0: No, - 1: Yes (when this option is enabled, OpenD will automatically grab back quote right after being grabbed. If it is robbed again within 10 seconds, the other terminal will get the highest quote right, and OpenD will not grab it again).The permission will be robbed automatically by default.) future_trade_api_time_zone|Specify the futures *Trade API* time zone. (- When *Trade API* is called with futures accounts, the time involved is in accordance with this parameter. - Also can be specified in configuration file.) ::: --- # Operation Command You can do operate OpenD by sending Operation Command from the command line or Telent. Command format: `cmd -param_key1=param_value1 -param_key2=param_value2` Using the following example to describe how to use Telnet: `help -cmd=exit` 1. Configure Telnet address and Telnet port in the OpenD set up parameter. ![telnet_GUI](../img/telnet_GUI.png) ![telnet_CMD](../img/telnet_CMD.jpg) 2. Start OpenD (it will also start Telnet). 3. Via Telnet，send the command `help -cmd=exit` to OpenD。 ```python from telnetlib import Telnet with Telnet('127.0.0.1', 22222) as tn: # Telnet address is: 127.0.0.1, Telnet port is: 22222 tn.write(b'help -cmd=exit\r\n') reply = b'' while True: msg = tn.read_until(b'\r\n', timeout=0.5) reply += msg if msg == b'': break print(reply.decode('gb2312')) ``` ### Command Help `help -cmd=exit` View the detailed information of the specified command, output the command list if no parameter is specified * Parameters: - cmd: command ### Exit the Program `Exit` Exit OpenD ### Request Mobile Phone Verification Code `req_phone_verify_code` Requested mobile phone verification code. Security verification is required when the device lock is enabled and the device is logged in at the first time. * Frequency limitations: - Maximal 1 request every 60 seconds ### Enter the Phone Verification Code `Input_phone_verify_code -code=123456` Enter the phone verification code and continue the login process. * Parameters: - code: mobile phone verification code * Frequency limitations: - Maximal 10 requests every 60 seconds ### Request Graphic Verification Code `req_pic_verify_code` Request a graphic verification code. When you enter the wrong login password multiple times, you need to enter the graphic verification code. * Frequency limitations: - Maximal 10 requests every 60 seconds ### Enter Graphic Verification Code `Input_pic_verify_code -code=1234` Enter the graphic verification code and continue the login process. * Parameters: - code: Graphic verification code * Frequency limitations: - Maximal 10 requests every 60 seconds ### Relogin `relogin -login_pwd=123456` This command can be used when the user is required to log in again when the login password is changed or the device lock is opened midway. You can only relogin to the current account, and changing accounts is not supported. The password parameter is mainly used to the situation that the login password had been modified. If login_pwd is not set, the login password at startup will be used. * Parameters: - login_pwd: login password in plaintext - login_pwd_md5: login password in ciphertext (32-bit MD5 encrypted hexadecimal) * Frequency limitations: - Maximal 10 requests every hour ### Time Delay Between Detection and Connection Point `ping` Delay before detection and connection point * Frequency limitations: - Maximal 10 requests every 60 seconds ### Display Delay Statistics Report `show_delay_report -detail_report_path=D:/detail.txt -push_count_type=sr2cs` Display delay statistics report, including push delay, request delay and order delay. Data is cleaned up at 6:00 Beijing time every day. * Parameters: - detail_report_path: file output path (MAC system only supports absolute path, not relative path), optional parameter, if not specified, output to the console - push_count_type: the type of push delay (sr2ss, ss2cr, cr2cs, ss2cs, sr2cs), sr2cs by default. + sr refers to the server receiving time (currently only HK stocks support this time) + ss refers to the server sending time + cr refers to OpenD receiving time + cs refers to OpenD sending time ### Close API Connection `close_api_conn -conn_id=123456` Close an API connection, if not specified, close all connections * Parameters: - conn_id: API connection ID ### Show Subscription Status `show_sub_info -conn_id=123456 -sub_info_path=D:/detail.txt` Display the subscription status of a connection, if not specified, display all connections * Parameters: - conn_id: API connection ID - sub_info_path: file output path (MAC system only supports absolute path, not relative path), optional parameter, if not specified, output to the console ### Request the Highest Quotation Permission `request_highest_quote_right` When the advanced quotation authority is occupied by other devices (such as desktop/mobile terminal), you can use this command to request the highest quotation authority again (And then, other devices that are logged in will not be able to use advanced quote). * Frequency limitations: - Maximal 10 requests every 60 seconds ### Update `update` Update --- # Overview
Module Interface Name Function Description
Real-time Data Subscription subscribe Subscribe real-time market data
unsubscribe Unsubscribe subscriptions
unsubscribe_all Unsubscribe all subscriptions
query_subscription Get subscription information
Push and Callback StockQuoteHandlerBase Real-time quote callback
OrderBookHandlerBase Real-time order book callback
CurKlineHandlerBase Real-time candlestick callback
TickerHandlerBase Real-time tick-by-tick callback
RTDataHandlerBase Real-time time frame callback
BrokerHandlerBase Real-time broker queue callback
Get get_market_snapshot Get market snapshot
get_stock_quote Get real-time quote
get_order_book Get real-time order book
get_cur_kline Get real-time candlestick
get_rt_data Get real-time time frame data
get_rt_ticker Get real-time tick-by-tick
get_broker_queue Get real-time broker queue
Basic Data get_market_state Get market status of securities
get_capital_flow Get capital flow
get_capital_distribution Get capital distribution
get_owner_plate Get the stock ownership plate
request_history_kline Get historical candlesticks
get_rehab Get the stock adjustment factor
get_financials_earnings_price_move Get Earnings Price Move
get_financials_earnings_price_history Get Earnings Price History
get_financials_statements Get Financial Statements
get_financials_revenue_breakdown Get Revenue Breakdown
get_research_analyst_consensus Get Research Analyst Consensus
get_research_rating_summary Get Research Rating Summary
get_research_morningstar_report Get Morningstar Research Report
get_valuation_detail Get Valuation Detail
get_valuation_plate_stock_list Get Valuation Plate Stock List
get_corporate_actions_dividends Get Corporate Actions - Dividends
get_corporate_actions_buybacks Get Corporate Actions - Buybacks
get_corporate_actions_stock_splits Get Corporate Actions - Stock Splits
get_shareholders_overview Get Shareholders Overview
get_shareholders_holding_changes Get Shareholders Holding Changes
get_shareholders_holder_detail Get Shareholders Holder Detail
get_shareholders_institutional Get Institutional Holdings
get_insider_holder_list Get Insider Holder List
get_insider_trade_list Get Insider Trade List
get_company_profile Get Company Profile
get_company_executives Get Company Executives
get_company_executive_background Get Company Executive Background
get_company_operational_efficiency Get Company Operational Efficiency
get_top_ten_buy_sell_brokers Get Top Ten Buy/Sell Brokers
get_daily_short_volume Get Daily Short Volume
get_short_interest Get Short Interest
Related Derivatives get_option_expiration_date Query all expiration dates of option chains through the underlying stock.
get_option_chain Get the option chain from an underlying stock
get_option_screen Option screener supporting hybrid filtering on underlying and option attributes
get_warrant Get filtered warrant (for HK market only)
get_warrant_screen Warrant screener V2, returning 45 warrant attributes
get_referencestock_list Get related data of securities
get_future_info Get futures contract information
get_option_volatility Get Option Volatility
get_option_exercise_probability Get Option Exercise Probability
get_option_strategy Get Option Strategy
get_option_strategy_spread Get Valid Spread
get_option_strategy_analysis Option Strategy Analysis
get_option_quote Get Option Quote
get_option_market_statistic Option Market Statistics
get_option_underlying_overview Option Underlying Overview
get_option_underlying_his_statistic Option Underlying Historical Statistics
get_option_underlying_his_volatility Option Underlying Historical Volatility
get_option_underlying_rank Option Underlying Rank
get_option_rank Option Contract Rank
get_option_event Option Unusual Activity
get_option_event_alert Get Option Event Alert
set_option_event_alert Set Option Event Alert
OptionEventHandlerBase Option Event Push
get_option_zero_dte_screener Zero DTE Option Screener
get_option_zero_dte_contract Zero DTE Option Contracts
get_option_earnings_screener Option Earnings Screener
get_option_seller_screener Option Seller Screener
Market Filter get_stock_filter Filter stocks by condition
get_stock_screen Stock screener V2 covering 11 factor groups (244+ factors), with multi-field sorting and explicit retrieval
get_plate_stock Get the list of stocks in the plate
get_plate_list Get plate list
get_stock_basicinfo Get stock basic information
get_ipo_list Get IPO information of a specific market
get_global_state Get global status
request_trading_days Get trading calendar
get_search_quote Search quotes
get_search_news Search news
Market get_earnings_calendar Get Earnings Calendar
get_macro_indicator_list Get Macro Indicator List
get_macro_indicator_history Get macro indicator historical data
get_fed_watch_target_rate Get FedWatch target rate probability
get_fed_watch_dot_plot Get FedWatch dot plot
get_earnings_beat_rank Get Earnings Beat Rank
get_dividend_rank Get Dividend Rank
get_dividend_calendar Get dividend calendar
get_economic_calendar Get Economic Calendar
get_us_pre_market_rank Get US Pre-Market Rank
get_us_after_hours_rank Get US After-Hours Rank
get_us_overnight_rank Get US Overnight Rank
get_top_movers_rank Get Top Movers Rank
get_hot_list Get Hot List
get_short_selling_rank Get Short Selling Rank
get_period_change_rank Get Period Change Rank
get_high_dividend_soe_rank Get High Dividend SOE Rank
get_institution_list Get Institution List
get_institution_profile Get institution overview
get_institution_distribution Get institution holding industry distribution
get_institution_holding_change Get Institution Holding Change
get_institution_holding_list Get Institution Holding List
get_ark_fund_holding Get ARK Fund Holding
get_ark_stock_dynamic Get ARK stock trading activities
get_ark_active_transaction Get ARK Active Transaction
get_rating_change Get Rating Change
get_industrial_chain_list Get industry chain list
get_industrial_chain_detail Get industry chain details
get_industrial_chain_by_plate Get plate associated industry chains
get_industrial_plate_info Get industry plate information
get_industrial_plate_stock Get Industrial Plate Stock
get_heat_map_data Get Heat Map Data
get_rise_fall_distribution Get Rise/Fall Distribution
Technical Indicators get_indicator_list Get indicator list
request_indicator_calc_async Request indicator calculation asynchronously
IndicatorCalcHandlerBase Push indicator async calculation result
Customization get_history_kl_quota Get usage details of historical candlestick quota
set_price_reminder Add, delete, modify, enable, and disable price reminders for specified stocks
get_price_reminder Get a list of price reminders set for the specified stock or market
get_user_security_group Get a list of groups from the user watchlist
get_user_security Get a list of a specified group from watchlist
modify_user_security Modify the specific group from the watchlist
PriceReminderHandlerBase The price reminder notification callback
--- # Quote Object ## Create and Initialize the Connection `OpenQuoteContext(host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.NONE)` * **Introduction** Create and initialize market connection * **Parameters** Parameter|Type|Description :-|:-|:- host|str|OpenD listening address. port|int|OpenD listening port. is_encrypt|bool|Whether to enable encryption. (- The default is None, which means the setting of [enable_proto_encrypt](../ftapi/init.md#7910) is used. - True: mandatory encryption.False: mandatory no encryption.) security_firm|[SecurityFirm](../trade/trade.md#9434)|Security firm (- Only applicable for creating cryptocurrency quote connections - Default value: NONE - Only effective when FUTUSECURITIES, FUTUINC, or FUTUSG is passed - Passing other firms (MY/AU/JP/CA) or invalid values will result in an error) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111, is_encrypt=False) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` ## Close Connection `close()` * **Introduction** Close the interface quotation object. By default, the threads created inside the moomoo API will prevent the process from exiting, and the process can exit normally only after all Contexts are closed. But through [set_all_thread_daemon](../ftapi/init.md#5242), all internal threads can be set as daemon threads. At this time, even if the close of Context is not called, the process can exit normally. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` ## Start-up `start()` * **Introduction** Start to receive push data asynchronously ## Stop `stop()` * **Introduction** Stop receiving push data asynchronously --- # Subscribe and Unsubscribe ## subscribe `subscribe(code_list, subtype_list, is_first_push=True, subscribe_push=True, is_detailed_orderbook=False, extended_time=False, session=Session.NONE)` * **Description** To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions. US market (including underlying stocks, ETFs) subscriptions for overnight quotes require LV1 and above permissions. Subscriptions are not supported under BMP permissions. * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|A list of stock codes that need to be subscribed. (Data type of elements in the list is str.) subtype_list|list|List of data types that need to be subscribed. (Data type of elements in the list is [SubType](./quote.md#7721).) is_first_push|bool|Whether to push the cached data immediately after a successful subscription. (- True: Push the cached data. When there is a disconnection and reconnection between scripts and OpenD, the last data before the disconnection will be pushed again if it is set to True when resubscribing. - False: Do not push the cached data. Wait for the latest data to be pushed from moomoo server.) subscribe_push|bool|Whether to push data after subscription. (After subscription, OpenD provides [two methods to obtain data](../qa/quote.html#5505). If you only use the method of **Get Real-time Data** , setting to False can save part of the performance cost. - True: Push data. It must be set to True if the **Real-time data Callback** method is used. - False: Do not push data. It is recommended to set to False if **only** using the **Get Real-time Data**.) is_detailed_orderbook|bool|Whether to subscribe to the detailed order book. (- Only for Hong Kong stocks ORDER_BOOK type under the authority of Hong Kong stocks SF market. - Under the authority of US stocks & futures LV2, the detailed order book is not provided.) extended_time|bool|Whether to allow pre-market and after-hours data of US stocks. (Only used for subscribing to real-time candlestick and real-time Time Frame and real-time tick-by-tick of US stocks.) session|[Session](./quote.md#8688)|US stocks quotes session (- Only used for subscribing to real-time candlestick and real-time Time Frame and real-time tick-by-tick of US stocks. - Please choose 'ALL' to subscribe 24H quotes for US stocks. The 'OVERNIGHT' is not allowed. - Minimum version requirements: 9.2.4207) * **Return**
Field Type Description
ret RET_CODE Interface result.
err_message NoneType If ret == RET_OK, None is returned.
str If ret != RET_OK, error description is returned.
* **Example** ``` python import time from moomoo import * class OrderBookTest(OrderBookHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(OrderBookTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("OrderBookTest: error, msg: %s"% data) return RET_ERROR, data print("OrderBookTest ", data) # OrderBookTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = OrderBookTest() quote_ctx.set_handler(handler) # Set real-time swing callback quote_ctx.subscribe(['US.AAPL'], [SubType.ORDER_BOOK]) # Subscribe to the order type, OpenD starts to receive continuous push from the server time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ``` python OrderBookTest {'code': 'US.AAPL', 'name': 'Apple', 'svr_recv_time_bid': '2025-04-07 05:00:52.266', 'svr_recv_time_ask': '2025-04-07 05:00:53.973', 'Bid': [(180.2, 15, 3, {}), (180.19, 1, 1, {}), (180.18, 11, 2, {}), (180.14, 200, 1, {}), (180.13, 3, 2, {}), (180.1, 99, 3, {}), (180.05, 3, 1, {}), (180.03, 400, 1, {}), (180.02, 10, 1, {}), (180.01, 100, 1, {}), (180.0, 441, 24, {})], 'Ask': [(180.3, 100, 1, {}), (180.38, 4, 2, {}), (180.4, 100, 1, {}), (180.42, 200, 1, {}), (180.46, 29, 1, {}), (180.5, 1019, 2, {}), (180.6, 1000, 1, {}), (180.8, 2001, 3, {}), (180.84, 15, 2, {}), (181.0, 2036, 4, {}), (181.2, 2000, 2, {}), (181.3, 3, 1, {}), (181.4, 2021, 3, {}), (181.5, 59, 2, {}), (181.79, 9, 1, {}), (181.8, 20, 1, {}), (181.9, 94, 4, {}), (181.98, 20, 1, {}), (182.0, 150, 7, {})]} ``` ## unsubscribe `unsubscribe(code_list, subtype_list, unsubscribe_all=False)` * **Description** unsubscribe * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|A list of stock codes to unsubscribe. (Data type of elements in the list is str.) subtype_list|list|List of data types that need to be subscribed. (Data type of elements in the list is [SubType](./quote.md#7721).) unsubscribe_all|bool|Cancel all subscriptions. (Ignore other parameters when it is True.) * **Return**
Field Type Description
ret RET_CODE Interface result.
err_message NoneType If ret == RET_OK, None is returned.
str If ret != RET_OK, error description is returned.
* **Example** ``` python from moomoo import * import time quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) print('current subscription status :', quote_ctx.query_subscription()) # Query the initial subscription status ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.QUOTE, SubType.TICKER], subscribe_push=False, session=Session.ALL) # First subscribed to the two types of QUOTE and TICKER. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily if ret_sub == RET_OK: # Subscription successful print('subscribe successfully! current subscription status :', quote_ctx.query_subscription()) # Query subscription status after successful subscription time.sleep(60) # You can unsubscribe at least 1 minute after subscribing ret_unsub, err_message_unsub = quote_ctx.unsubscribe(['US.AAPL'], [SubType.QUOTE]) if ret_unsub == RET_OK: print('unsubscribe successfully! current subscription status:', quote_ctx.query_subscription()) # Query the subscription status after canceling the subscription else: print('unsubscription failed!', err_message_unsub) else: print('subscription failed', err_message) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ``` python current subscription status : (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}}) subscribe successfully！current subscription status : (0, {'total_used': 2, 'remain': 998, 'own_used': 2, 'sub_list': {'QUOTE': ['US.AAPL'], 'TICKER': ['US.AAPL']}}) unsubscribe successfully！current subscription status: (0, {'total_used': 1, 'remain': 999, 'own_used': 1, 'sub_list': {'TICKER': ['US.AAPL']}}) ``` ## unsubscribe_all `unsubscribe_all()` * **Description** Unsubscribe all subscriptions * **Return**
Field Type Description
ret RET_CODE Interface result.
err_message NoneType If ret == RET_OK, None is returned.
str If ret != RET_OK, error description is returned.
* **Example** ``` python from moomoo import * import time quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) print('current subscription status :', quote_ctx.query_subscription()) # Query the initial subscription status ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.QUOTE, SubType.TICKER], subscribe_push=False, session=Session.ALL) # First subscribed to the two types of QUOTE and TICKER. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily if ret_sub == RET_OK: # Subscription successful print('subscribe successfully! current subscription status :', quote_ctx.query_subscription()) # Query subscription status after successful subscription time.sleep(60) # You can unsubscribe at least 1 minute after subscribing ret_unsub, err_message_unsub = quote_ctx.unsubscribe_all() # Cancel all subscriptions if ret_unsub == RET_OK: print('unsubscribe all successfully! current subscription status:', quote_ctx.query_subscription()) # Query the subscription status after canceling the subscription else: print('Failed to cancel all subscriptions！', err_message_unsub) else: print('subscription failed', err_message) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ``` python current subscription status : (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}}) subscribe successfully！current subscription status : (0, {'total_used': 2, 'remain': 998, 'own_used': 2, 'sub_list': {'QUOTE': ['US.AAPL'], 'TICKER': ['US.AAPL']}}) unsubscribe all successfully！current subscription status: (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}}) ``` ::: tip Interface Limitations - Supports subscriptions of multiple real-time data types, refer to [SubType](./quote.md#7721), each stock subscription for one one quota. - Please refer to [Subscription Quota & Historical Candlestick Quota](../intro/authority.md#9123) for Subscription Quota rules. - You can unsubscribe after subscribing after at least one minute. - Due to the large amount of SF market data in Hong Kong stocks, in order to ensure the speed of the SF market and the processing performance of OpenD, currently SF authorized users are restricted to subscribing to the order book and broker queue of only 50 securities products (including hkex stocks, warrants, bulls and bears) at the same time, the remaining subscription quota can still be used to subscribe to other types, such as: tickers and brokerage etc. - HK options and futures do not support subscription to *TICKER* type under LV1 authority. ::: --- # Get Subscription Status `query_subscription(is_all_conn=True)` * **Description** Get subscription information * **Parameters** Parameter|Type|Description :-|:-|:- is_all_conn|bool|Whether to return the subscription status of all connections. (True: return the subscription status of all connections. False: return only the status of the current connection.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data dict If ret == RET_OK, subscription information data is returned.
str If ret != RET_OK, error description is returned.
* subscription information data format as follows: { 'total_used': subscription quota used by all connections, 'own_used': The subscription quota used by the current connection, 'remain': remaining subscription quota, 'own_security_firm': 'FUTUSECURITIES', # Security firm identifier of the current connection 'sub_list': The stock list corresponding to each subscription type, { 'Subscription type': A list of all subscribed stocks under this subscription type, … } } * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE]) ret, data = quote_ctx.query_subscription() if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python {'total_used': 1, 'remain': 999, 'own_used': 1, 'own_security_firm': 'N/A', 'sub_list': {'QUOTE': ['HK.00700']}} ``` --- # Real-time Quote Callback `on_recv_rsp(self, rsp_pb)` * **Description** Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks. After receiving the real-time quote data push, it will call back to this function. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_UpdateBasicQot_pb2.Response|This parameter does not need to be processed in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, quotation data is returned.
str If ret != RET_OK, error description is returned.
* quotation data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. data_date|str|Date. data_time|str|Time of latest price. (Format: yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) last_price|float|Latest price. open_price|float|Open. high_price|float|High. low_price|float|Low. prev_close_price|float|Yesterday's close. volume|float|Volume. turnover|float|Turnover. turnover_rate|float|Turnover rate. (This field is in percentage form, so 20 is equivalent to 20%.) amplitude|int|Amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) suspension|bool|Whether trading is suspended. (True: suspension.) listing_date|str|Listing date. (yyyy-MM-dd) price_spread|float|Spread. dark_status|[DarkStatus](./quote.md#6341)|Grey market transaction status. sec_status|[SecurityStatus](./quote.md#4415)|Stock status. strike_price|float|Strike price. contract_size|float|Contract size. open_interest|int|Number of open positions. implied_volatility|float|Implied volatility. (This field is in percentage form, so 20 is equivalent to 20%.) premium|float|Premium. (This field is in percentage form, so 20 is equivalent to 20%.) delta|float|Greek value Delta. gamma|float|Greek value Gamma. vega|float|Greek value Vega. theta|float|Greek value Theta. rho|float|Greek value Rho. index_option_type|[IndexOptionType](./quote.md#2866)|Index option type. net_open_interest|int|Net open contract number. (Only HK options support this field.) expiry_date_distance|int|The number of days from the expiry date. (A negative number means it has expired.) contract_nominal_value|float|Contract nominal amount. (Only HK options support this field.) owner_lot_multiplier|float|Equal number of underlying stocks. (Index options do not have this field , only HK options support this field.) option_area_type|[OptionAreaType](./quote.md#3628)|Option type (by exercise time). contract_multiplier|float|Contract multiplier. pre_price|float|Pre-market price. pre_high_price|float|Pre-market high. pre_low_price|float|Pre-market low. pre_volume|int|Pre-market volume. pre_turnover|float|Pre-market turnover. pre_change_val|float|Pre-market change. pre_change_rate|float|Pre-market change rate. (This field is in percentage form, so 20 is equivalent to 20%.) pre_amplitude|float|Pre-market amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) after_price|float|After-hours price. after_high_price|float|After-hours high. after_low_price|float|After-hours low. after_volume|int|After-hours volume. (The Sci-tech Innovation Board supports this data.) After_turnover|float|After-hours turnover. (The Sci-tech Innovation Board supports this data.) after_change_val|float|After-hours change. after_change_rate|float|After-hours change rate. (This field is in percentage form, so 20 is equivalent to 20%.) after_amplitude|float|After-hours amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) overnight_price|float|Overnight price. overnight_high_price|float|Overnight high. overnight_low_price|float|Overnight low. overnight_volume|int|Overnight volume. overnight_turnover|float|Overnight turnover. overnight_change_val|float|Overnight change. overnight_change_rate|float|Overnight change rate. (This field is in percentage form, so 20 is equivalent to 20%.) overnight_amplitude|float|Overnight amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) last_settle_price|float|Yesterday's close. (Specific field for futures.) position|float|Holding position. (Specific field for futures.) position_change|float|Daily position change. (Specific field for futures.) * **Example** ```python import time from moomoo import * class StockQuoteTest(StockQuoteHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(StockQuoteTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("StockQuoteTest: error, msg: %s"% data) return RET_ERROR, data print("StockQuoteTest ", data) # StockQuoteTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = StockQuoteTest() quote_ctx.set_handler(handler) # Set real-time quote callback ret, data = quote_ctx.subscribe(['US.AAPL'], [SubType.QUOTE]) # Subscribe to the real-time quotation type, OpenD starts to continuously receive pushes from the server if ret == RET_OK: print(data) else: print('error:', data) time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python StockQuoteTest code name data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_volume after_turnover after_change_val after_change_rate after_amplitude overnight_price overnight_high_price overnight_low_price overnight_volume overnight_turnover overnight_change_val overnight_change_rate overnight_amplitude 0 US.AAPL Apple 0.0 0.0 0.0 0.0 0.0 0 0.0 0.0 0.0 False 0.0 N/A NORMAL N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A ``` :::tip Tips * This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the [Get Real-time Quote of Securities](./get-ticker.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). ::: --- # Real-time Order Book Callback `on_recv_rsp(self, rsp_pb)` * **Description** Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks. It will call back to this function after receiving the push of real-time disk data. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_UpdateOrderBook_pb2.Response|This parameter does not need to be processed directly in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data dict If ret == RET_OK, plate data is returned.
str If ret != RET_OK, error description is returned.
* Order Book format as follows： Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. svr_recv_time_bid|str|The time when moomoo server receives order book of bid from the exchange. (Sometimes the time is zero, e.g. server reboot or first push of cached data.) svr_recv_time_ask|str|The time when moomoo server receives order book of ask from the exchange. (Sometimes the time is zero, e.g. server reboot or first push of cached data.) order_book_type|[OrderBookType](./quote.md#9106)|Order book type Bid|list|Each tuple contains the following information：Bid price, bid volume, order qty of bid, order details of bid. (Order details of ask - Details: Exchange order ID. Order volume. - Up to 1000 order details of ask with HK SF market quotes. - Other quote rights does not support access to such details.) Ask|list|Each tuple contains the following information：Ask price, ask volume, order qty of ask, order details of ask. (Order details of ask - Details: Exchange order ID. Order volume. - Up to 1000 order details of ask with HK SF market quotes. - Other quote rights does not support access to such details.) The format of Bid and Ask fields as follows： 'Bid': [ (bid_price1, bid_volume1, order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }), (bid_price2, bid_volume2, order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }),…] 'Ask': [ (ask_price1, ask_volume1，order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }), (ask_price2, ask_volume2, order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }),…] * **Example** ```python import time from moomoo import * class OrderBookTest(OrderBookHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(OrderBookTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("OrderBookTest: error, msg: %s" % data) return RET_ERROR, data print("OrderBookTest ", data) # OrderBookTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = OrderBookTest() quote_ctx.set_handler(handler) # Set real-time swing callback ret, data = quote_ctx.subscribe(['US.AAPL'], [SubType.ORDER_BOOK]) # Subscribe to the order type, OpenD starts to receive continuous push from the server if ret == RET_OK: print(data) else: print('error:', data) time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python OrderBookTest {'code': 'US.AAPL', 'name': 'Apple', 'svr_recv_time_bid': '', 'svr_recv_time_ask': '', 'order_book_type': 'NORMAL', 'Bid': [(179.77, 100, 1, {}), (179.68, 200, 1, {}), (179.65, 2, 2, {}), (179.64, 27, 1, {}), (179.6, 9, 2, {}), (179.58, 39, 2, {}), (179.5, 13, 4, {}), (179.48, 331, 2, {}), (179.4, 1002, 2, {}), (179.38, 330, 1, {}), (179.37, 2, 1, {}), (179.3, 47, 1, {}), (179.28, 330, 1, {}), (179.21, 2, 1, {}), (179.2, 1000, 1, {}), (179.18, 330, 1, {}), (179.17, 100, 1, {}), (179.16, 1, 1, {}), (179.13, 400, 1, {}), (179.1, 3000, 1, {}), (179.08, 330, 1, {}), (179.05, 125, 2, {}), (179.01, 17, 2, {}), (179.0, 81, 7, {})], 'Ask': [(179.95, 400, 2, {}), (180.0, 360, 2, {}), (180.05, 20, 1, {}), (180.1, 246, 4, {}), (180.18, 20, 1, {}), (180.2, 2030, 3, {}), (180.23, 20, 1, {}), (180.3, 23, 1, {}), (180.33, 15, 1, {}), (180.4, 2000, 2, {}), (180.49, 5, 1, {}), (180.59, 253, 1, {}), (180.6, 2000, 2, {}), (180.8, 2010, 3, {}), (181.0, 2018, 4, {}), (181.08, 1, 1, {}), (181.2, 1009, 2, {}), (181.3, 17, 3, {}), (181.4, 1, 1, {}), (181.5, 50, 1, {}), (181.79, 9, 1, {}), (181.9, 66, 2, {})]} ``` :::tip Tips * This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the [Get Real-time Orderbook](./get-order-book.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). * Real-time order book callback for US stocks, will continuously update data during the current trading session, with no need to set the session parameter. ::: --- # Real-time Candlestick Callback `on_recv_rsp(self, rsp_pb)` * **Description** Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks. After receiving real-time candlestick data push, it will call back to this function. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_UpdateKL_pb2.Response|This parameter does not need to be processed directly in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, IPO data is returned.
str If ret != RET_OK, error description is returned.
* IPO data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. time_key|str|Time. (Format: yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) open|float|Open. close|float|Close. high|float|High. low|float|Low. volume|float|Volume. turnover|float|Turnover. pe_ratio|float|P/E ratio. turnover_rate|float|Turnover rate. (This field is in decimal form, so 0.01 is equivalent to 1%.) last_close|float|Close of the previous K-line. (The close of the previous K-line. For efficiency reasons, the last_close of the first data may be 0.) k_type|[KLType](./quote.md#66)|Candlestick type. * **Example** ```python import time from moomoo import * class CurKlineTest(CurKlineHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(CurKlineTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("CurKlineTest: error, msg: %s"% data) return RET_ERROR, data print("CurKlineTest ", data) # CurKlineTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = CurKlineTest() quote_ctx.set_handler(handler) # Set real-time candlestick callback ret, data = quote_ctx.subscribe(['US.AAPL'], [SubType.K_1M], session=Session.ALL) # Subscribe to the candlestick data type, OpenD starts to receive continuous push from the server if ret == RET_OK: print(data) else: print('error:', data) time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python CurKlineTest code name time_key open close high low volume turnover k_type last_close 0 US.AAPL APPLE 2025-04-07 05:15:00 180.39 180.26 180.46 180.2 1322.0 238340.48 K_1M 0.0 ``` :::tip Tips * This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the [Get Real-time Candlestick](./get-kl.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). * **Options** related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes. ::: --- # Real-time Time Frame Callback `on_recv_rsp(self, rsp_pb)` * **Description** Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks. After receiving the real-time Time Frame data push, it will call back to this function. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_UpdateRT_pb2.Response|This parameter does not need to be processed directly in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, Time Frame data is returned.
str If ret != RET_OK, error description is returned.
* Time Frame data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. time|str|Time. (yyyy-MM-dd HH:mm:ssThe default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) is_blank|bool|Data status. (False: normal data. True: forged data.) opened_mins|int|How many minutes have passed from 0 o'clock. cur_price|float|Current price. last_close|float|Yesterday's close. avg_price|float|Average price. (For options, this field is None.) volume|float|Volume. turnover|float|Transaction amount. * **Example** ```python import time from moomoo import * class RTDataTest(RTDataHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(RTDataTest, self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("RTDataTest: error, msg: %s"% data) return RET_ERROR, data print("RTDataTest ", data) # RTDataTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = RTDataTest() quote_ctx.set_handler(handler) # Set real-time Time Frame push callback ret, data = quote_ctx.subscribe(['US.AAPL'], [SubType.RT_DATA], session=Session.ALL) # Subscribe to the Time Frame type, OpenD starts to continuously receive pushes from the server if ret == RET_OK: print(data) else: print('error:', data) time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python RTDataTest code name time is_blank opened_mins cur_price last_close avg_price turnover volume 0 US.AAPL APPLE 2025-04-07 05:24:00 False 324 179.53 188.38 180.465762 651262.42 3624 ``` :::tip Tips * This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the [Get Real-time Time Frame Data](./get-rt.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). ::: --- # Real-time Tick-by-Tick Callback `on_recv_rsp(self, rsp_pb)` * **Description** Real-time callback, asynchronously processing the real-time push of subscribed stocks. After receiving real-time data push, it will call back to this function. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_UpdateTicker_pb2.Response|This parameter does not need to be processed directly in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, tick-by-tick data is returned.
str If ret != RET_OK, error description is returned.
* Tick-by-tick data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. sequence|int|Sequence number. time|str|Transaction time. (Format: yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) price|float|Transaction price. volume|float|Volume. (shares) turnover|float|Transaction amount. ticker_direction|[TickerDirect](./quote.md#832)|Tick-By-Tick direction. type|[TickerType](./quote.md#9844)|Tick-By-Tick type. push_data_type|[PushDataType](./quote.md#2567)|Source of data. * **Example** ```python import time from moomoo import * class TickerTest(TickerHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(TickerTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("TickerTest: error, msg: %s"% data) return RET_ERROR, data print("TickerTest ", data) # TickerTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = TickerTest() quote_ctx.set_handler(handler) # Set real-time push callback ret, data = quote_ctx.subscribe(['US.AAPL'], [SubType.TICKER], session=Session.ALL) # Subscribe to the type by transaction, OpenD starts to receive continuous push from the server if ret == RET_OK: print(data) else: print('error:', data) time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python TickerTest code name time price volume turnover ticker_direction sequence type push_data_type 0 US.AAPL APPLE 2025-04-07 05:25:44.116 179.81 9.0 1618.29 NEUTRAL 7490500033117159426 ODD_LOT CACHE ``` :::tip Tips * This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the [Get Real-time Tick-By-Tick](./get-ticker.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). * After the market connection is reconnected, during the disconnected period of OpenD pulls, the nearest (up to 50) Tick-By-Tick data is pushed, which can be distinguished by the Tick-By-Tick push type field ::: --- # Real-time Broker Queue Callback `on_recv_rsp(self, rsp_pb)` * **Description** Real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks. After receiving the real-time broker queue data push, it will call back to this function. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_UpdateBroker_pb2.Response|This parameter does not need to be processed directly in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data tuple If ret == RET_OK, broker queue data is returned.
str If ret != RET_OK, error description is returned.
* Broker queue data format as follows: Field|Type|Description :-|:-|:- stock_code|str|Stock code. bid_frame_table|pd.DataFrame|Data from bid. ask_frame_table|pd.DataFrame|Data from ask. * Bid_frame_table format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. bid_broker_id|int|Bid broker ID. bid_broker_name|str|Bid broker name. bid_broker_pos|int|Broker level. order_id|int|Exchange order ID. (- Not the order ID returned by the order interface. - Only HK SF market quotes support returning this field.) order_volume|int|Order volume. (Only HK SF market quotes support returning this field.) * Ask_frame_table format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. ask_broker_id|int|Ask Broker ID. ask_broker_name|str|Ask Broker name. ask_broker_pos|int|Broker level. order_id|int|Exchange order ID. (- Not the order ID returned by the order interface. - Only HK SF market quotes support returning this field.) order_volume|int|Order volume. (Only HK SF market quotes support returning this field.) * **Example** ```python import time from moomoo import * class BrokerTest(BrokerHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, err_or_stock_code, data = super(BrokerTest, self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("BrokerTest: error, msg: {}".format(err_or_stock_code)) return RET_ERROR, data print("BrokerTest: stock: {} data: {} ".format(err_or_stock_code, data)) # BrokerTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = BrokerTest() quote_ctx.set_handler(handler) # Set real-time broker push callback ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER]) # Subscribe to the broker type, OpenD starts to receive continuous push from the server if ret == RET_OK: print(data) else: print('error:', data) time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python BrokerTest: stock: HK.00700 data: [ code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume 0 HK.00700 TENCENT 5338 J.P. Morgan Broking (Hong Kong) Limited 1 N/A N/A .. ... ... ... ... ... ... ... 36 HK.00700 TENCENT 8305 Futu Securities International (Hong Kong) Limited 4 N/A N/A [37 rows x 7 columns], code name ask_broker_id ask_broker_name ask_broker_pos order_id order_volume 0 HK.00700 TENCENT 1179 Huatai Financial Holdings (Hong Kong) Limited 1 N/A N/A .. ... ... ... ... ... ... ... 39 HK.00700 TENCENT 6996 China Investment Information Services Limited 1 N/A N/A [40 rows x 7 columns]] ``` :::tip Tips * This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the [Get Real-time Orderbook](./get-broker.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). * Under the LV1 HK market quotes, the broker queue market data is not supported. ::: --- # Get Market Snapshot `get_market_snapshot(code_list)` * **Description** Get market snapshot * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|Stock list (Up to 400 targets can be requested each time. Data type of elements in the list is str.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, stock snapshot data is returned.
str If ret != RET_OK, error description is returned.
* Stock snapshot data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. update_time|str|Current update time. (yyyy-MM-dd HH:mm:ss. The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) last_price|float|Latest price. open_price|float|Open. high_price|float|High. low_price|float|Low. prev_close_price|float|Yesterday's close. volume|float|Volume. turnover|float|Turnover. turnover_rate|float|Turnover rate. (This field is in percentage form, so 20 is equivalent to 20%.) suspension|bool|Is suspended or not. (True: suspension.) listing_date|str|Listing date. (yyyy-MM-dd) equity_valid|bool|Is stock or not. (The following equity-related fields will be legal only if this field is True.) issued_shares|int|Total shares. total_market_val|float|Total market value. (Unit: yuan) net_asset|int|Net asset value. net_profit|int|Net profit. earning_per_share|float|Earnings per share. outstanding_shares|int|Shares outstanding. net_asset_per_share|float|Net assets per share. circular_market_val|float|Circulation market value. (Unit: yuan) ey_ratio|float|Yield rate. (This field is a ratio field, and % is not displayed.) pe_ratio|float|P/E ratio. (This field is a ratio field, and % is not displayed.) pb_ratio|float|P/B ratio. (This field is a ratio field, and % is not displayed.) pe_ttm_ratio|float|P/E ratio TTM. (This field is a ratio field, and % is not displayed.) dividend_ttm|float|Dividend TTM, dividend. dividend_ratio_ttm|float|Dividend rate TTM. (This field is in percentage form, so 20 is equivalent to 20%.) dividend_lfy|float|Dividend LFY, dividend of the previous year. dividend_lfy_ratio|float|Dividend rate LFY. (This field is in percentage form, so 20 is equivalent to 20%.) stock_owner|str|The code of the underlying stock to which the warrant belongs or the code of the underlying stock of the option. wrt_valid|bool|Is warrant or not. (The following warrant related fields will be legal if this field is True.) wrt_conversion_ratio|float|Conversion ratio. wrt_type|[WrtType](./quote.md#2421)|Warrant type. wrt_strike_price|float|Strike price. wrt_maturity_date|str|Maturity date. wrt_end_trade|str|Last trading time. wrt_leverage|float|Leverage ratio. (Unit: times) wrt_ipop|float|in/out of the money. (This field is in percentage form, so 20 is equivalent to 20%.) wrt_break_even_point|float|Breakeven point. wrt_conversion_price|float|Conversion price. wrt_price_recovery_ratio|float|Price recovery ratio. (This field is in percentage form, so 20 is equivalent to 20%.) wrt_score|float|Comprehensive score of warrant. wrt_code|str|The underlying stock of the warrant (This field has been deprecated and changed to stock_owner.). wrt_recovery_price|float|Warrant recovery price. wrt_street_vol|float|Warrant Outstanding quantity. wrt_issue_vol|float|Warrant issuance. wrt_street_ratio|float|Outstanding percentage. (This field is in percentage form, so 20 is equivalent to 20%.) wrt_delta|float|Delta value of warrant. wrt_implied_volatility|float|Warrant implied volatility. wrt_premium|float|Warrant premium. (This field is in percentage form, so 20 is equivalent to 20%.) wrt_upper_strike_price|float|Upper bound price. (Only Inline Warrant supports this field.) wrt_lower_strike_price|float|lower bound price. (Only Inline Warrant supports this field.) wrt_inline_price_status|[PriceType](./quote.md#9794)|in/out of bounds (Only Inline Warrant supports this field.) wrt_issuer_code|str|Issuer code. option_valid|bool|Is option or not. (The following option related fields will be legal when this field is True.) option_type|[OptionType](./quote.md#9598)|Option type. strike_time|str|The option exercise date. (Format: yyyy-MM-dd The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) option_strike_price|float|Strike price. option_contract_size|float|Number of stocks per contract. option_open_interest|int|Total open contract number. option_implied_volatility|float|Implied volatility. option_premium|float|Premium. option_delta|float|Greek value Delta. option_gamma|float|Greek value Gamma. option_vega|float|Greek value Vega. option_theta|float|Greek value Theta. option_rho|float|Greek value Rho. index_option_type|[IndexOptionType](./quote.md#2866)|Index option type. option_net_open_interest|int|Net open contract number. (Only HK options support this field.) option_expiry_date_distance|int|The number of days from the expiry date, a negative number means it has expired. option_contract_nominal_value|float|Contract nominal amount. (Only HK options support this field.) option_owner_lot_multiplier|float|Equal number of underlying stocks. (Index options do not have this field, only HK options support this field.) option_area_type|[OptionAreaType](./quote.md#3628)|Option type (by exercise time). option_contract_multiplier|float|Contract multiplier. plate_valid|bool|Is plate or not. (The following plate related fields will be legal when this field is True.) plate_raise_count|int|Number of stocks that raises in the plate. plate_fall_count|int|Number of stocks that falls in the plate. plate_equal_count|int|Number of stocks that dose not change in price in the plate. index_valid|bool|Is index or not. (The following index related fields will be legal when this field is True.) index_raise_count|int|Number of stocks that raises in the plate. index_fall_count|int|Number of stocks that falls in the plate. index_equal_count|int|Number of stocks that dose not change in the plate. lot_size|int|The number of shares per lot, stock options represent the number of shares per contract (Index options do not have this field.), and futures represent contract multipliers. price_spread|float|The current upward price difference. (That is, the quotation difference between ask price and sell 1.) ask_price|float|Ask price. bid_price|float|Bid price. ask_vol|float|Ask volume. bid_vol|float|Bid volume. enable_margin|bool|Whether financing is available (Deprecated). (Please use [Get Margin Data](../trade/get-margin-ratio.html).) mortgage_ratio|float|Stock mortgage rate (Deprecated). long_margin_initial_ratio|float|The initial margin rate of financing (Deprecated). (Please use [Get Margin Data](../trade/get-margin-ratio.html).) enable_short_sell|bool|Whether short-selling is available (Deprecated). (Please use [Get Margin Data](../trade/get-margin-ratio.html).) short_sell_rate|float|Short-selling reference rate (Deprecated). (Please use [Get Margin Data](../trade/get-margin-ratio.html).) short_available_volume|int|Remaining quantity that can be sold short (Deprecated). (Please use [Get Margin Data](../trade/get-margin-ratio.html).) short_margin_initial_ratio|float|The initial margin rate for short selling (Deprecated). (Please use [Get Margin Data](../trade/get-margin-ratio.html).) sec_status|[SecurityStatus](./quote.md#4415)|Stock status. amplitude|float|Amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) avg_price|float|Average price. bid_ask_ratio|float|The Committee. (This field is in percentage form, so 20 is equivalent to 20%.) volume_ratio|float|Volume ratio. highest52weeks_price|float|Highest price in 52 weeks. lowest52weeks_price|float|Lowest price in 52 weeks . highest_history_price|float|Highest historical price. lowest_history_price|float|Lowest historical price. pre_price|float|Pre-market price. pre_high_price|float|Highest pre-market price. pre_low_price|float|Lowest pre-market price. pre_volume|int|Pre-market volume. pre_turnover|float|Pre-market turnover. pre_change_val|float|Pre-market change. pre_change_rate|float|Pre-market change rate. (This field is in percentage form, so 20 is equivalent to 20%.) pre_amplitude|float|Pre-market amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) after_price|float|After-hours price. after_high_price|float|Highest price after-hours. after_low_price|float|Lowest price after-hours. after_volume|int|After-hours trading volume. (The Sci-tech Innovation Board supports this data.) after_turnover|float|After-hours turnover. (The Sci-tech Innovation Board supports this data.) after_change_val|float|After-hours change. after_change_rate|float|After-hours change rate. (This field is in percentage form, so 20 is equivalent to 20%.) after_amplitude|float|After-hours amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) overnight_price|float|Overnight price. overnight_high_price|float|Overnight high. overnight_low_price|float|Overnight low. overnight_volume|int|Overnight volume. overnight_turnover|float|Overnight turnover. overnight_change_val|float|Overnight change. overnight_change_rate|float|Overnight change rate. (This field is in percentage form, so 20 is equivalent to 20%.) overnight_amplitude|float|Overnight amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) future_valid|bool|Is futures or not. future_last_settle_price|float|Yesterday's close. future_position|float|Holding position. future_position_change|float|Change in position. future_main_contract|bool|Is future main contract or not. future_last_trade_time|str|The last trading time. (Main, current month and next month futures do not have this field.) trust_valid|bool|Is fund or not. trust_dividend_yield|float|Dividend rate. (This field is in percentage form, so 20 is equivalent to 20%.) trust_aum|float|Asset scale. (Unit: yuan) trust_outstanding_units|int|Total circulation. trust_netAssetValue|float|Net asset value. trust_premium|float|Premium. (This field is in percentage form, so 20 is equivalent to 20%.) trust_assetClass|[AssetClass](./quote.md#4696)|Asset class. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_market_snapshot(['HK.00700', 'US.AAPL']) if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name update_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate suspension listing_date lot_size price_spread stock_owner ask_price bid_price ask_vol bid_vol enable_margin mortgage_ratio long_margin_initial_ratio enable_short_sell short_sell_rate short_available_volume short_margin_initial_ratio amplitude avg_price bid_ask_ratio volume_ratio highest52weeks_price lowest52weeks_price highest_history_price lowest_history_price close_price_5min after_volume after_turnover sec_status equity_valid issued_shares total_market_val net_asset net_profit earning_per_share outstanding_shares circular_market_val net_asset_per_share ey_ratio pe_ratio pb_ratio pe_ttm_ratio dividend_ttm dividend_ratio_ttm dividend_lfy dividend_lfy_ratio wrt_valid wrt_conversion_ratio wrt_type wrt_strike_price wrt_maturity_date wrt_end_trade wrt_recovery_price wrt_street_vol \ 0 HK.00700 TENCENT 2025-04-07 16:09:07 435.40 441.80 462.40 431.00 497.80 123364114.0 5.499476e+10 1.341 False 2004-06-16 100 0.20 NaN 435.4 435.20 281300 17300 NaN NaN NaN NaN NaN NaN NaN 6.308 445.792 -68.499 5.627 547.00000 294.400000 706.100065 -13.202011 431.60 0 0.000000e+00 NORMAL True 9202391012 4.006721e+12 1.051300e+12 2.095753e+11 22.774 9202391012 4.006721e+12 114.242 0.199 19.118 3.811 19.118 3.48 0.80 3.48 0.799 False NaN N/A NaN NaN NaN NaN NaN 1 US.AAPL APPLE 2025-04-07 05:30:43.301 188.38 193.89 199.88 187.34 203.19 125910913.0 2.424473e+10 0.838 False 1980-12-12 1 0.01 NaN 180.8 180.48 29 400 NaN NaN NaN NaN NaN NaN NaN 6.172 192.554 86.480 2.226 259.81389 163.300566 259.813890 0.053580 188.93 3151311 5.930968e+08 NORMAL True 15022073000 2.829858e+12 6.675809e+10 9.133420e+10 6.080 15016677308 2.828842e+12 4.444 1.417 30.983 42.389 29.901 0.99 0.53 0.98 0.520 False NaN N/A NaN NaN NaN NaN NaN wrt_issue_vol wrt_street_ratio wrt_delta wrt_implied_volatility wrt_premium wrt_leverage wrt_ipop wrt_break_even_point wrt_conversion_price wrt_price_recovery_ratio wrt_score wrt_upper_strike_price wrt_lower_strike_price wrt_inline_price_status wrt_issuer_code option_valid option_type strike_time option_strike_price option_contract_size option_open_interest option_implied_volatility option_premium option_delta option_gamma option_vega option_theta option_rho option_net_open_interest option_expiry_date_distance option_contract_nominal_value option_owner_lot_multiplier option_area_type option_contract_multiplier index_option_type index_valid index_raise_count index_fall_count index_equal_count plate_valid plate_raise_count plate_fall_count plate_equal_count future_valid future_last_settle_price future_position future_position_change future_main_contract future_last_trade_time trust_valid trust_dividend_yield trust_aum \ 0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN False N/A NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN N/A False NaN NaN NaN False NaN NaN NaN False NaN NaN NaN NaN NaN False NaN NaN 1 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN False N/A NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN N/A False NaN NaN NaN False NaN NaN NaN False NaN NaN NaN NaN NaN False NaN NaN trust_outstanding_units trust_netAssetValue trust_premium trust_assetClass pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_change_val after_change_rate after_amplitude overnight_price overnight_high_price overnight_low_price overnight_volume overnight_turnover overnight_change_val overnight_change_rate overnight_amplitude 0 NaN NaN NaN N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 1 NaN NaN NaN N/A 180.68 181.98 177.47 276016 49809244.83 -7.7 -4.087 2.394 186.6 188.639 186.44 -1.78 -0.944 1.1673 176.94 186.5 174.4 533115 94944250.56 -11.44 -6.072 6.4231 HK.00700 ['HK.00700', 'US.AAPL'] ``` :::tip Interface Limitations * Request up to 60 snapshots every 30 seconds * For each request, the maximum number of stock codes supported by the parameter *code_list* is 400. ::: --- # Get Real-time Quote `get_stock_quote(code_list)` * **Description** To get real-time quotes of subscribed securities, you must subscribe first. * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|Stock list. Data type of elements in the list is str. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, quotation data is returned.
str If ret != RET_OK, error description is returned.
* quotation data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. data_date|str|Date. data_time|str|Time of latest price. (Format: yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) last_price|float|Latest price. open_price|float|Open. high_price|float|High. low_price|float|Low. prev_close_price|float|Yesterday's close. volume|float|Volume. turnover|float|Turnover. turnover_rate|float|Turnover rate. (This field is in percentage form, so 20 is equivalent to 20%.) amplitude|int|Amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) suspension|bool|Whether trading is suspended. (True: suspension) listing_date|str|Listing date. (yyyy-MM-dd) price_spread|float|Spread. dark_status|[DarkStatus](./quote.md#6341)|Grey market transaction status. sec_status|[SecurityStatus](./quote.md#4415)|Stock status. strike_price|float|Strike price. contract_size|float|Contract size. open_interest|int|Number of open positions. implied_volatility|float|Implied volatility. (This field is in percentage form, so 20 is equivalent to 20%.) premium|float|Premium. (This field is in percentage form, so 20 is equivalent to 20%.) delta|float|Greek value Delta. gamma|float|Greek value Gamma. vega|float|Greek value Vega. theta|float|Greek value Theta. rho|float|Greek value Rho. index_option_type|[IndexOptionType](./quote.md#2866)|Index option type. net_open_interest|int|Net open contract number. (Only HK options support this field.) expiry_date_distance|int|The number of days from the expiry date. (a negative number means it has expired.) contract_nominal_value|float|Contract nominal amount. (Only HK options support this field.) owner_lot_multiplier|float|Equal number of underlying stocks. (Index options do not have this field , only HK options support this field.) option_area_type|[OptionAreaType](./quote.md#3628)|Option type (by exercise time). contract_multiplier|float|Contract multiplier. pre_price|float|Pre-market price. pre_high_price|float|Pre-market high. pre_low_price|float|Pre-market low. pre_volume|int|Pre-market volume. pre_turnover|float|Pre-market turnover. pre_change_val|float|Pre-market change. pre_change_rate|float|Pre-market change rate. (This field is in percentage form, so 20 is equivalent to 20%.) pre_amplitude|float|Pre-market amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) after_price|float|After-hours price. after_high_price|float|After-hours high. after_low_price|float|After-hours low. after_volume|int|After-hours volume. (The Sci-tech Innovation Board supports this data.) After_turnover|float|After-hours turnover. (The Sci-tech Innovation Board supports this data.) after_change_val|float|After-hours change. after_change_rate|float|After-hours change rate. (This field is in percentage form, so 20 is equivalent to 20%.) after_amplitude|float|After-hours amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) overnight_price|float|Overnight price. overnight_high_price|float|Overnight high. overnight_low_price|float|Overnight low. overnight_volume|int|Overnight volume. overnight_turnover|float|Overnight turnover. overnight_change_val|float|Overnight change. overnight_change_rate|float|Overnight change rate. (This field is in percentage form, so 20 is equivalent to 20%.) overnight_amplitude|float|Overnight amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) last_settle_price|float|Yesterday's close. (Specific field for futures.) position|float|Holding position. (Specific field for futures.) position_change|float|Daily position change. (Specific field for futures.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.QUOTE], subscribe_push=False) # Subscribe to the K line type first. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily if ret_sub == RET_OK: # Subscription successful ret, data = quote_ctx.get_stock_quote(['US.AAPL']) # Get real-time data of subscription stock quotes if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) else: print('subscription failed', err_message) quote_ctx.close() # Close the current connection, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python code name data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_volume after_turnover after_change_val after_change_rate after_amplitude overnight_price overnight_high_price overnight_low_price overnight_volume overnight_turnover overnight_change_val overnight_change_rate overnight_amplitude 0 US.AAPL APPLE 2025-04-07 05:37:21.794 188.38 193.89 199.88 187.34 203.19 125910913.0 2.424473e+10 0.838 6.172 False 1980-12-12 0.01 N/A NORMAL N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 181.43 181.98 177.47 288853 52132735.18 -6.95 -3.689 2.394 186.6 188.639 186.44 3151311 5.930968e+08 -1.78 -0.944 1.1673 176.94 186.5 174.4 533115 94944250.56 -11.44 -6.072 6.4231 US.AAPL ['US.AAPL'] ``` :::tip Tips * This API provides the function to obtain real-time data at one time. If you need to obtain pushed data continuously, please refer to the [Real-time Quote Callback](./update-stock-quote.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). ::: --- # Get Real-time Order Book `get_order_book(code, num=10, order_book_type=None)` * **Description** To get the real-time order book of subscribed stocks, you must subscribe first. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. num|int|The requested number of price levels. (For the upper limit of the number of price levels, please refer to [Details of price levels](../qa/quote.md#2126).) order_book_type|[OrderBookType](./quote.md#9106)|Order book type, returns normal order book by default if not specified * **Return**
Field Type Description
ret RET_CODE Interface result.
data dict If ret == RET_OK, plate data is returned.
str If ret != RET_OK, error description is returned.
* Order Book format as follows： Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. svr_recv_time_bid|str|The time when moomoo server receives order book of bid from the exchange. (Sometimes the time is zero, e.g. server reboot or first push of cached data.) svr_recv_time_ask|str|The time when moomoo server receives order book of ask from the exchange. (Sometimes the time is zero, e.g. server reboot or first push of cached data.) order_book_type|[OrderBookType](./quote.md#9106)|Order book type Bid|list|Each tuple contains the following information：Bid price, bid volume, order qty of bid, order details of bid. (Order details of ask - Details: Exchange order ID. Order volume. - Up to 1000 order details of ask with HK SF market quotes. - Other quote rights does not support access to such details.) Ask|list|Each tuple contains the following information：Ask price, ask volume, order qty of ask, order details of ask. (Order details of ask - Details: Exchange order ID. Order volume. - Up to 1000 order details of ask with HK SF market quotes. - Other quote rights does not support access to such details.) The format of Bid and Ask fields as follows： 'Bid': [ (bid_price1, bid_volume1, order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }), (bid_price2, bid_volume2, order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }),…] 'Ask': [ (ask_price1, ask_volume1，order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }), (ask_price2, ask_volume2, order_num, {'orderid1': order_volume1, 'orderid2': order_volume2, …… }),…] * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub = quote_ctx.subscribe(['US.AAPL'], [SubType.ORDER_BOOK], subscribe_push=False)[0] # First subscribe to the order type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily if ret_sub == RET_OK: # Successfully subscribed ret, data = quote_ctx.get_order_book('US.AAPL', num=3) # Get 3 files of real-time panning data once if ret == RET_OK: print(data) else: print('error:', data) else: print('subscription failed') quote_ctx.close() # Close the current connection, OpenD will automatically cancel the subscription of the corresponding stock in 1 minute ``` * **Output** ```python {'code': 'US.AAPL', 'name': 'APPLE', 'svr_recv_time_bid': '2025-04-07 05:39:20.352', 'svr_recv_time_ask': '2025-04-07 05:39:20.352', 'order_book_type': 'NORMAL', 'Bid': [(181.17, 227.0, 2, {}), (181.15, 2.0, 2, {}), (181.12, 100.0, 1, {})], 'Ask': [(181.71, 200.0, 1, {}), (181.79, 9.0, 1, {}), (181.9, 616.0, 3, {})]} ``` :::tip Interface Limitations * The time field in which the moomoo server receives data from the exchange. Only supports A-share Market stocks, HK stocks, ETFs, warrants, bulls and bears, and this data is only available at the opening time. * The time field in which the moomoo server receives data from the exchange. The receiving time of some data is zero, such as server restart or cached data pushed for the first time. ::: :::tip Tips * This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the [Real-time OrderBook Callback](./update-order-book.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). * The real-time order book data will be returned during the current trading session for US stocks, with no need to set the session parameter. ::: --- # Get Real-time Candlestick `get_cur_kline(code, num, ktype=SubType.K_DAY, autype=AuType.QFQ)` * **Description** Get real-time candlestick data of subscribed stocks, you must subscribe first. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. num|int|The number of candlesticks. (Up to 1000.) ktype|[KLType](./quote.md#66)|Candlestick type. autype|[AuType](./quote.md#7071)|Type of adjustment. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, IPO data is returned.
str If ret != RET_OK, error description is returned.
* IPO data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. time_key|str|Time. (Format: yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) open|float|Open. close|float|Close. high|float|High. low|float|Low. volume|int|Volume. turnover|float|Turnover. pe_ratio|float|P/E ratio. turnover_rate|float|Turnover rate. (This field is in decimal form, so 0.01 is equivalent to 1%.) last_close|float|Close of the previous K-line. (The close of the previous K-line. For efficiency reasons, the last_close of the first data may be 0.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.K_DAY], subscribe_push=False, session=Session.ALL) # First subscribe to the candlestick type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily if ret_sub == RET_OK: # Successfully subscribed ret, data = quote_ctx.get_cur_kline('US.AAPL', 2, SubType.K_DAY, AuType.QFQ) # Get the latest 2 candlestick data of US.AAPL if ret == RET_OK: print(data) print(data['turnover_rate'][0]) # Take the first turnover rate print(data['turnover_rate'].values.tolist()) # Convert to list else: print('error:', data) else: print('subscription failed', err_message) quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python code name time_key open close high low volume turnover pe_ratio turnover_rate last_close 0 US.AAPL APPLE 2025-04-03 00:00:00 205.54 203.19 207.49 201.25 103419006.0 2.111773e+10 33.419 0.00689 223.89 1 US.AAPL APPLE 2025-04-04 00:00:00 193.89 188.38 199.88 187.34 125910913.0 2.424473e+10 30.983 0.00838 203.19 0.00689 [0.00689, 0.00838] ``` :::tip Interface Limitations * This interface is to obtain real-time candlestick, which can obtain the nearest 1000 at most. To get historical candlestick, please refer to [Get historical candlestick](../quote/request-history-kline.md). * Only a stock of daily timeframe and above have P/E ratio and turnover ratio fields. * **Options** related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes. ::: :::tip Tips * This API provides the function of obtaining candlestick data at one time. If you need to obtain pushed data continuously, please refer to the [Real-time Candlestick Callback](./update-kl.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). ::: --- # Get Real-time Time Frame Data `get_rt_data(code)` * **Description** Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.) * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, Time Frame data is returned.
str If ret != RET_OK, error description is returned.
* Time Frame data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. time|str|Time. (yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) is_blank|bool|Data status. (False: normal data.True: forged data.) opened_mins|int|How many minutes have passed from 0 o'clock. cur_price|float|Current price. last_close|float|Yesterday's close. avg_price|float|Average price. (For options, this field is N/A.) volume|float|Volume. turnover|float|Transaction amount. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.RT_DATA], subscribe_push=False, session=Session.ALL) # Subscribe to the Time Frame data type first. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily if ret_sub == RET_OK: # Successfully subscribed ret, data = quote_ctx.get_rt_data('US.AAPL') # Get Time Frame data once if ret == RET_OK: print(data) else: print('error:', data) else: print('subscription failed', err_message) quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python code name time is_blank opened_mins cur_price last_close avg_price volume turnover 0 US.AAPL APPLE 2025-04-06 20:01:00 False 1201 183.00 188.38 181.643916 9463 1718896.38 .. ... ... ... ... ... ... ... ... ... ... 586 US.AAPL APPLE 2025-04-07 05:47:00 False 347 181.26 188.38 180.555673 661 119859.75 [587 rows x 10 columns] ``` :::tip Tips * This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the [Real-time Time Frame Callback](./update-rt.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). ::: --- # Get Real-time Tick-by-Tick `get_rt_ticker(code, num=500)` * **Description** To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.) * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. num|int|Number of recent tick-by-tick. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, tick-by-tick data is returned.
str If ret != RET_OK, error description is returned.
* Tick-by-tick data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. sequence|int|Sequence number. time|str|Transaction time. (Format: yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) price|float|Transaction price. volume|int|Volume. (shares) turnover|float|Transaction amount. ticker_direction|[TickerDirect](./quote.md#832)|Tick-By-Tick direction. type|[TickerType](./quote.md#9844)|Tick-By-Tick type. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.TICKER], subscribe_push=False, session=Session.ALL) # First subscribe to each type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily if ret_sub == RET_OK: # Subscription successful ret, data = quote_ctx.get_rt_ticker('US.AAPL', 2) # Get the last 2 transactions of Hong Kong stocks 00700 if ret == RET_OK: print(data) print(data['turnover'][0]) # Take the first transaction amount print(data['turnover'].values.tolist()) # Convert to list else: print('error:', data) else: print('subscription failed', err_message) quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python code name time price volume turnover ticker_direction sequence type 0 US.AAPL APPLE 2025-04-07 05:50:23.745 181.70 2 363.40 NEUTRAL 7490506385373790208 ODD_LOT 1 US.AAPL APPLE 2025-04-07 05:50:24.170 181.73 1 181.73 NEUTRAL 7490506389668757504 ODD_LOT 363.4 [363.4, 181.73] ``` :::tip Interface Limitations * You can get up to the latest 1000 tick-by-tick data, more historical tick-by-tick data is not yet available * Under the authority of LV1 HK futures and options market, tick-by-tick data is not available ::: :::tip Tips * This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the [Real-time Tick-By-Tick Callback](./update-ticker.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). ::: --- # Get Real-time Broker Queue ## get_broker_queue `get_broker_queue(code)` * **Description** Obtain real-time data of market participants on the order book. (Require real-time data subscription.) * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. * **Return**
Field Type Description
ret RET_CODE Interface result.
bid_frame_table pd.DataFrame If ret == RET_OK, queue of bid brokers is returned.
str If ret != RET_OK, error description is returned.
ask_frame_table pd.DataFrame If ret == RET_OK, queue of ask brokers is returned.
str If ret != RET_OK, error description is returned.
* Queue of bid brokers format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. bid_broker_id|int|Bid broker ID. bid_broker_name|str|Bid broker name. bid_broker_pos|int|Broker level. order_id|int|Exchange order ID. (- Not the order ID returned by the order interface. - Only HK SF market quotes support returning this field.) order_volume|int|Order volume. (Only HK SF market quotes support returning this field.) * Queue of ask brokers format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. ask_broker_id|int|Ask Broker ID. ask_broker_name|str|Ask Broker name. ask_broker_pos|int|Broker level. order_id|int|Exchange order ID. (- Not the order ID returned by the order interface. - Only HK SF market quotes support returning this field.) order_volume|int|Order volume. (Only HK SF market quotes support returning this field.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER], subscribe_push=False) # First subscribe to the broker queue type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push the data to the script temporarily if ret_sub == RET_OK: # Subscription successful ret, bid_frame_table, ask_frame_table = quote_ctx.get_broker_queue('HK.00700') # Get a broker queue data if ret == RET_OK: print(bid_frame_table) else: print('error:', bid_frame_table) else: print(err_message) quote_ctx.close() # Close the current connection, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume 0 HK.00700 TENCENT 5338 J.P. Morgan Broking (Hong Kong) Limited 1 N/A N/A .. ... ... ... ... ... ... ... 36 HK.00700 TENCENT 8305 Futu Securities International (Hong Kong) Limited 4 N/A N/A [37 rows x 7 columns] ``` :::tip Tips * This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the [Real-time Broker Queue Callback](./update-broker.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505). * Under the LV1 HK market quotes, the broker queue market data is not supported. ::: --- # Get Market Status of Securities `get_market_state(code_list)` * **Description** Get market status of underlying security * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|A list of security codes that need to query for market status. (Data type of elements in the list is str.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, market status data is returned.
str If ret != RET_OK, error description is returned.
* Market status data format as follows: Field|Type|Description :-|:-|:- code|str|Security code. stock_name|str|Security name. market_state|[MarketState](./quote.md#8663)|Market state. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_market_state(['SZ.000001', 'HK.00700']) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code stock_name market_state 0 SZ.000001 Ping An Bank AFTERNOON 1 HK.00700 Tencent AFTERNOON ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds * The maximum number of stock codes for each request is 400. ::: --- # Get Capital Flow `get_capital_flow(stock_code, period_type = PeriodType.INTRADAY, start=None, end=None)` * **Description** Get the flow of a specific stock * **Parameters** Parameter|Type|Description :-|:-|:- stock_code|str|Stock code. period_type|[PeriodType](./quote.md#2884)|Period Type. start|str|Start time. (Fotmat：yyyy-MM-dd For example: "2017-06-20".) end|str|End time. (Fotmat：yyyy-MM-dd For example: "2017-06-20".) * The combination of ***start*** and ***end*** is as follows start type|end type|Description :-|:-|:- str|str|***start*** and ***end*** are the specified dates respectively. None|str|***start*** is 365 days before ***end***. str|None|***end*** is 365 days after ***start***. None|None|***end*** is the current date, ***start*** is 365 days before. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, capital flow data is returned.
str If ret != RET_OK, error description is returned.
* Capital flow data format as follows: Field|Type|Description :-|:-|:- in_flow|float|Net inflow of capital. main_in_flow|float|Block Orders Net Inflow. (Only applicable to historical period (Day, Week, Month).) super_in_flow|float|Extra-large Orders Net Inflow. big_in_flow|float|Large Orders Net Inflow. mid_in_flow|float|Medium Orders Net Inflow. sml_in_flow|float|Small Orders Net Inflow. capital_flow_item_time|str|Start time string. (Format: yyyy-MM-dd HH:mm:ss Unit: minute.) last_valid_time|str|Last valid time string of data. (Only applicable to intraday period.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_capital_flow("HK.00700", period_type = PeriodType.INTRADAY) if ret == RET_OK: print(data) print(data['in_flow'][0]) # Take the first net inflow of capital print(data['in_flow'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python last_valid_time in_flow ... main_in_flow capital_flow_item_time 0 N/A -1.857915e+08 ... -1.066828e+08 2021-06-08 00:00:00 .. ... ... ... ... ... 245 N/A 2.179240e+09 ... 2.143345e+09 2022-06-08 00:00:00 [246 rows x 8 columns] -185791500.0 [-185791500.0, -18315000.0, -672100100.0, -714394350.0, -698391950.0, -818886750.0, 304827400.0, 73026200.0, -2078217500.0, .. ... ... ... 2031460.0, 638067040.0, 622466600.0, -351788160.0, -328529240.0, 715415020.0, 76749700.0, 2179240320.0] ``` :::tip Interface Limitations * A maximum of 30 requests per 30 seconds. * Support stocks, warrants, funds and crypto. * Historical period (day, month, year) Only provides data for the latest 1 year; Intraday period only provides data for the latest day. * Data with historical period (day, month, year), is only supported for the last 2 years. While Data with intraday period is only supported for the latest day. * Output data only includes tha data during Regular Trading Hours, not the data during Pre and Post-Market Hours. ::: --- # Get Capital Distribution `get_capital_distribution(stock_code)` * **Description** Access to capital distribution * **Parameters** Parameter|Type|Description :-|:-|:- stock_code|str|Stock code. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, stock fund distribution data is returned.
str If ret != RET_OK, error description is returned.
* Stock fund distribution data format as follows: Field|Type|Description :-|:-|:- capital_in_super|float|Inflow capital quota, extra-large order. capital_in_big|float|Inflow capital quota, large order. capital_in_mid|float|Inflow capital quota, midium order. capital_in_small|float|Inflow capital quota, small order. capital_out_super|float|Outflow capital quota, extra-large order. capital_out_big|float|Outflow capital quota, large order. capital_out_mid|float|Outflow capital quota, midium order. capital_out_small|float|Outflow capital quota, small order. update_time|str|Updated time string. (Fotmat：yyyy-MM-dd HH:mm:ss) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_capital_distribution("HK.00700") if ret == RET_OK: print(data) print(data['capital_in_big'][0]) # Take the amount of inflow capital of the first article, big order print(data['capital_in_big'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python capital_in_super capital_in_big ... capital_out_small update_time 0 2.261085e+09 2.141964e+09 ... 2.887413e+09 2022-06-08 15:59:59 [1 rows x 9 columns] 2141963720.0 [2141963720.0] ``` :::tip Interface Limitations * A maximum of 30 requests per 30 seconds * Support stocks, warrants, funds and crypto. * For more capital flow introduction, please refer to [here](https://support.futunn.com/en-us/topic498?lang=en-US). * Output data only includes tha data during Regular Trading Hours, not the data during Pre and Post-Market Hours. ::: --- # Get Plates of Stocks `get_owner_plate(code_list)` * **Description** Get the information of plates to which the stocks belong * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|Stock code list. (Only supports underlying stocks and indexes. Data type of elements in the list is str.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, data of the sector is returned.
str If ret != RET_OK, error description is returned.
* Data of the sector format as follows: Field|Type|Description :-|:-|:- code|str|Securities code. name|str|Stock name. plate_code|str|Plate code. plate_name|str|Plate name. plate_type|[Plate](./quote.md#978)|Plate type. (industry or conceptual.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) code_list = ['HK.00001'] ret, data = quote_ctx.get_owner_plate(code_list) if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['plate_code'].values.tolist()) # Convert plate code to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name plate_code plate_name plate_type 0 HK.00001 CKH HOLDINGS HK.HSI Constituent ConstituentStocks in Hang Seng Index OTHER .. ... ... ... ... ... 8 HK.00001 CKH HOLDINGS HK.BK1983 HK ADR OTHER [9 rows x 5 columns] HK.00001 ['HK.HSI Constituent', 'HK.GangGuTong', 'HK.BK1000', 'HK.BK1061', 'HK.BK1107', 'HK.BK1331', 'HK.BK1600', 'HK.BK1922', 'HK.BK1983'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds * The maximum number of stocks of each request list is 200 * Only supports stocks and indices ::: --- # Get Historical Candlesticks `request_history_kline(code, start=None, end=None, ktype=KLType.K_DAY, autype=AuType.QFQ, fields=[KL_FIELD.ALL], max_count=1000, page_req_key=None, extended_time=False)` * **Description** Get historical candlesticks * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. start|str|Start time. (Format: yyyy-MM-dd For example: "2017-06-20".) end|str|End time. (Format: yyyy-MM-dd For example: "2017-07-20".) ktype|[KLType](./quote.md#66)|Candlestick type. autype|[AuType](./quote.md#7071)|Type of adjustment. fields|[KL_FIELD](./quote.md#5803)|List of fields to be returned. max_count|int|The maximum number of candlesticks returned in this request. (- Sending None indicates that all data between start and end is returned. - Note: OpenD requests all the data and then sends it to the script. If the number of candlesticks you want to obtain is more than 1000, it is recommended to select paging to prevent from timeout.) page_req_key|bytes|The key of the page request. If the number of candlesticks between start and end is more than max_count, then None should be passed at the first time you call this interface, and the page_req_key returned by the last call must be passed in the subsequent pagerequests. extended_time|bool|Need pre-market and after-hours data for US stocks or not. False: not need, True: need. session|[Session](./quote.md#8688)|Get US stocks historical k-line in session (- Only used to get historical k-line for US stocks in session. - If you want to get 24H historical k-line data of US stocks, please use 'ALL'. The 'OVERNIGHT' is not allowed. - Minimum version requirements: 9.2.4207) * The combination of ***start*** and ***end*** is as follows Start type|End type|Description :-|:-|:- str|str|***start*** and ***end*** are the specified dates respectively. None|str|***start*** is 365 days before ***end***. str|None|***end*** is 365 days after ***start***. None|None|***end*** is the current date, ***start*** is 365 days before. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, historical candlestick data is returned.
str If ret != RET_OK, error description is returned.
page_req_key bytes The key of the next page request.
* Historical candlestick data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. time_key|str|Candlestick time. (Format: yyyy-MM-dd HH:mm:ss The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) open|float|Open. close|float|Close. high|float|High. low|float|Low. pe_ratio|float|P/E ratio. (This field is a ratio field, and % is not displayed.) turnover_rate|float|Turnover rate. volume|float|Volume. turnover|float|Turnover. change_rate|float|Change rate. last_close|float|Close of the previous K-line. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, page_req_key = quote_ctx.request_history_kline('US.AAPL', start='2019-09-11', end='2019-09-18', max_count=5) # 5 per page, request the first page if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['close'].values.tolist()) # The closing price of the first page is converted to a list else: print('error:', data) while page_req_key != None: # Request all results after print('*************************************') ret, data, page_req_key = quote_ctx.request_history_kline('US.AAPL', start='2019-09-11', end='2019-09-18', max_count=5,page_req_key=page_req_key) # Request the page after turning data if ret == RET_OK: print(data) else: print('error:', data) print('All pages are finished!') quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name time_key open close high low pe_ratio turnover_rate volume turnover change_rate last_close 0 US.AAPL APPLE 2019-09-11 00:00:00 52.631194 53.963447 53.992409 52.549135 18.773 0.01039 177158584.0 9.808562e+09 3.179511 52.300545 .. ... ... ... ... ... ... ... ... ... ... ... ... ... 4 US.AAPL APPLE 2019-09-17 00:00:00 53.087346 53.265945 53.294907 52.884612 18.530 0.00432 73545872.0 4.046314e+09 0.363802 53.072865 [5 rows x 13 columns] US.AAPL [53.9634465, 53.84156475, 52.7953125, 53.072865, 53.265945] ************************************* code name time_key open close high low pe_ratio turnover_rate volume turnover change_rate last_close 0 US.AAPL APPLE 2019-09-18 00:00:00 53.352831 53.76554 53.784847 52.961844 18.704 0.00602 102572372.0 5.682068e+09 0.937925 53.265945 All pages are finished! ``` :::tip Interface Restrictions * Candlestick data with timeframes of **60 minutes and below**, is only supported for the last 8 years. **Daily** candlestick data is supported for the last 20 years. **Daily above** candlestick data is not restricted. * We will issue historical candlestick quota based on your account assets and transaction conditions. Therefore, you can only obtain historical candlestick data for a limited number of stocks within 7 days. For specific rules, please refer to [Subscription Quota & Historical Candlestick Quota](../intro/authority.md#9123). The historical candlestick quota you consume on that day will be automatically released after 7 days. * A maximum of 60 requests per 30 seconds. Note: If you obtain data by page, this frequency limit rule is only applicable to the first time calling the interface, and subsequent pages request frequency is unlimited. * *Change rate*, only supports timeframes of daily and above. * **Options** related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes. * The pre-market, after-hours and overnight candlestick of US stocks, only supports timeframes of 60 minutes and below. Since the pre-market, after-hours and overnight session of the US stock market are irregular trading hours, the candlestick data for this period may be less than 2 years. * *Turnover* of US stocks, only supports data after 2015-10-12. ::: --- # Get Adjustment Factor `get_rehab(code)` * **Description** Get the stock adjustment factor * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, data for adjustment is returned.
str If ret != RET_OK, error description is returned.
* Data for adjustment format as follows: Field|Type|Description :-|:-|:- ex_div_date|str|Ex-dividend date. split_base|float|Split numerator. (split_ratio= split numerator / split denominator) split_ert|float|Split dominator. join_base|float|Joint numerator. (split_ratio= joint numerator / joint denominator) join_ert|float|Joint dominator. split_ratio|float|Split ratio. (- When 5 shares are joined into 1 share, the joint numerator = 5, the joint denominator = 1, split_ratio = joint numerator / joint denominator= 5/1.- When 1 share is split into 5 shares, the split numerator =1, the split denominator =5, split_ratio= split numerator /split denominator =1/5.) per_cash_div|float|Dividend per share. bounce_base|float|Bounce numerator. (per_share_div_ratio= bounce numerator / bounce denominator) bounce_ert|float|Bounce dominator. per_share_div_ratio|float|Bounce ratio. (- When the company has bonus shares and 1 share gives 5 shares, the bounce numerator = 1, the bounce denominator = 5, per_share_div_ratio = bounce numerator / bounce denominator = 1/5.) transfer_base|float|Conversion numerator. (per_share_trans_ratio= transfer_base / bounce denominator) transfer_ert|float|Conversion dominator. per_share_trans_ratio|float|Conversion ratio. (- When 10 share is converted into 3 shares, the conversion numerator = 10, the conversion denominator = 3, per_share_trans_ratio = conversion numerator / conversion numerator = 10/3.) allot_base|float|Allotment numerator. (allotment ratio = allotment numerator / allotment denominator) allot_ert|float|Allotment dominator. allotment_ratio|float|Allotment ratio. (- When 5 shares are allocated to 1 share, the allotment numerator = 5, the allotment denominator = 1, allotment_ratio = allotment numerator / allotment denominator = 5/1.) allotment_price|float|Issuance price. add_base|float|Additional issuance numerator. (stk_spo_ratio = additional issuance numerator / additional issuance denominator) add_ert|float|Additional issuance dominator. stk_spo_ratio|float|Additional issuance ratio. (- When 1 additional share issues 5 shares, the additional issuance numerator = 1, the additional issuance denominator = 5, stk_spo_ratio = additional issuance numerator / additional issuance denominator = 1/5.) stk_spo_price|float|Additional issuance price. spin_off_base|float|Spin-off numerator. spin_off_ert|float|Spin-off dominator. spin_off_ratio|float|Spin-off ratio. forward_adj_factorA|float|Forward adjustment factor A. forward_adj_factorB|float|Forward adjustment factor B. backward_adj_factorA|float|Backward adjustment factor A. backward_adj_factorB|float|Backward adjustment factor B. Price after forward adjustment = price before forward adjustment * Forward adjustment factor A + Forward adjustment factor B Price after backward adjustment = price before backward adjustment * Backward adjustment factor A + Backward adjustment factor B * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_rehab("HK.00700") if ret == RET_OK: print(data) print(data['ex_div_date'][0]) # Take the first ex-dividend date print(data['ex_div_date'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python ex_div_date split_ratio per_cash_div per_share_div_ratio per_share_trans_ratio allotment_ratio allotment_price stk_spo_ratio stk_spo_price spin_off_base spin_off_ert spin_off_ratio forward_adj_factorA forward_adj_factorB backward_adj_factorA backward_adj_factorB 0 2005-04-19 NaN 0.07 NaN NaN NaN NaN NaN NaN NaN NaN NaN 1.0 -0.07 1.0 0.07 .. ... ... ... ... ... ... ... ... ... ... ... ... ... 15 2019-05-17 NaN 1.00 NaN NaN NaN NaN NaN NaN NaN NaN NaN 1.0 -1.00 1.0 1.00 [16 rows x 16 columns] 2005-04-19 ['2005-04-19', '2006-05-15', '2007-05-09', '2008-05-06', '2009-05-06', '2010-05-05', '2011-05-03', '2012-05-18', '2013-05-20', '2014-05-15', '2014-05-16', '2015-05-15', '2016-05-20', '2017-05-19', '2018-05-18', '2019-05-17'] ``` :::tip Interface Limitations * A maximum of 60 requests per 30 seconds ::: --- # Get Earnings Price Move `get_financials_earnings_price_move(code, period_count=None)` * **Description** Get earnings price move * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code period_count|int|Number of earnings periods (default 10, range [1, 50]) * **Returns**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns detailed data expanded by trading day
str When ret != RET_OK, returns error description
* Each row contains both earnings metadata and daily quote data: Field|Type|Description :-|:-|:- fiscal_year|int|Fiscal year (e.g. 2024) financial_type|[F10Type](./quote.md#7667)|Report type (0=Unknown, 1=Q1, 2=Q2, 3=Q3, 4=Q4, 7=Annual, 9=Quarterly, etc.) period_text|str|Earnings period (e.g. "2024/Q3", "2024/FY") pub_trading_day_str|str|Earnings announcement trading day (Format: yyyy-MM-dd; market timezone) pub_type|[EarningsPubTimeType](./quote.md#4958)|Announcement time type (0=Unknown, 1=Pre-market, 2=After-market, 3=During-market) price_info_index|int|Index of the announcement day in itemList (0-based; -1 if no data) day_offset|int|Trading day offset from announcement date (negative=before, 0=announcement day, positive=after) trading_day_str|str|Trading date (Format: yyyy-MM-dd; market timezone) close_price|float|Close price open_price|float|Open price highest_price|float|High price lowest_price|float|Low price last_close_price|float|Previous close price option_iv|float|Implied volatility (Percentage value, e.g. 12.34 means 12.34%) option_hv|float|Historical volatility (Percentage value, e.g. 12.34 means 12.34%) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_financials_earnings_price_move("HK.00700", period_count=2) if ret == RET_OK: print(data) print(data['period_text'][0]) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python fiscal_year financial_type ... option_iv option_hv 0 2026 1 ... 31.829 32.220 1 2026 1 ... 33.173 33.720 2 2026 1 ... 32.963 30.355 3 2026 1 ... NaN NaN 4 2025 4 ... 35.804 37.891 5 2025 4 ... 35.845 37.478 6 2025 4 ... 38.504 37.580 7 2025 4 ... 35.518 38.175 8 2025 4 ... 34.739 37.446 9 2025 4 ... 34.248 37.558 10 2025 4 ... 31.682 44.855 11 2025 4 ... 30.907 43.536 12 2025 4 ... 34.614 43.426 13 2025 4 ... 33.617 44.177 14 2025 4 ... 34.503 42.810 [15 rows x 17 columns] 2026/Q1 ``` :::tip Restrictions * Max 30 requests per 30 seconds. * Supports HK, US, SG, JP, MY, and A-share equities only. ::: --- # Get Earnings Price History `get_financials_earnings_price_history(code)` * **Description** Get earnings price history * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code * **Returns**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns price history data expanded by trading day
str When ret != RET_OK, returns error description
* Each row contains both earnings metadata and daily price data: Field|Type|Description :-|:-|:- fiscal_year|int|Fiscal year (e.g. 2024) financial_type|[F10Type](./quote.md#7667)|Report type (0=Unknown, 1=Q1, 2=Q2, 3=Q3, 4=Q4, 7=Annual, 9=Quarterly, etc.) period_text|str|Earnings period (e.g. "2024/Q3", "2024/FY") is_current|bool|Whether the current time is within the earnings window period pub_trading_day|int|Earnings announcement trading day timestamp (seconds) pub_trading_day_str|str|Earnings announcement trading day (Format: yyyy-MM-dd; market timezone) pub_time|int|Earnings actual release timestamp (seconds, includes time) pub_time_str|str|Earnings release datetime (Format: yyyy-MM-dd HH:mm:ss; market timezone) pub_type|[EarningsPubTimeType](./quote.md#4958)|Announcement time type (0=Unknown, 1=Pre-market, 2=After-market, 3=During-market) predict_vola_ratio_newest|float|Latest predicted volatility ratio (Percentage value, e.g. 12.34 means 12.34%) predict_vola_ratio_highest|float|Highest predicted volatility ratio (Percentage value, e.g. 12.34 means 12.34%) predict_vola_val_newest|float|Latest predicted volatility amount predict_vola_val_highest|float|Highest predicted volatility amount option_iv_crush|float|Option implied volatility crush (Percentage value, e.g. 12.34 means 12.34%) option_strike_date_iv_crush|float|Strike date option IV crush (Percentage value, e.g. 12.34 means 12.34%) trading_day|int|Trading day timestamp (seconds) trading_day_str|str|Trading date (Format: yyyy-MM-dd; market timezone) close_price|float|Close price open_price|float|Open price highest_price|float|High price lowest_price|float|Low price last_close_price|float|Previous close price volume|float|Volume (shares) schedule_delta|int|Trading day offset from announcement date (Negative=before announcement, 0=announcement day, positive=after announcement) schedule_close_price|float|Close price at the given day offset * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_financials_earnings_price_history("HK.00700") if ret == RET_OK: print(data) print(data['period_text'][0]) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python fiscal_year financial_type ... schedule_delta schedule_close_price 0 2026 1 ... -15 504.000000 1 2026 1 ... -14 495.200000 2 2026 1 ... -13 493.400000 3 2026 1 ... -12 478.600000 4 2026 1 ... -11 473.800000 .. ... ... ... ... ... 579 2021 2 ... 10 445.420633 580 2021 2 ... 11 438.045790 581 2021 2 ... 12 453.717332 582 2021 2 ... 13 463.396813 583 2021 2 ... 14 471.693512 [584 rows x 25 columns] 2026/Q1 ``` :::tip Restrictions * Max 30 requests per 30 seconds. * Supports HK, US, SG, JP, MY, and A-share equities only. ::: --- # Get Financial Statements `get_financials_statements(code, statement_type=None, financial_type=None, currency_code=None, next_key=None, num=None)` * **Description** Get financial statements (income/balance sheet/cash flow/key metrics) for a specified stock, with pagination support * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code statement_type|[FinancialStatementsType](./quote.md#6187)|Financial statement type (0=Unknown, 1=Income(default), 2=BalanceSheet, 3=CashFlow, 4=MainIndex) financial_type|[F10Type](./quote.md#7667)|Report type (0=All, 1=Q1, 2=Q2, 3=Q3, 4=Q4, 5=H1(Q1+Q2), 6=9M(Q1+Q2+Q3), 7=Annual, 9=Single-quarter combo, 10=Single-quarter+Annual(default), 11=Cumulative quarterly) currency_code|str|Currency code (ISO 4217, e.g. CNY, USD, HKD, SGD, JPY, CAD, AUD; leave empty to return original currency data) next_key|str|Pagination key (omit on first call, pass the returned next_key for subsequent pages; "-1" means no more data) num|int|Records per page (default 10, range 1~50) * **Returns**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns financial statements data dictionary
str When ret != RET_OK, returns error description
* The returned dictionary contains the following fields: Field|Type|Description :-|:-|:- structure_list|list|Field structure list report_list|list|Financial report list next_key|str|Pagination key ("-1" means no more data) * Each entry in structure_list contains the following fields: Field|Type|Description :-|:-|:- field_id|int|Financial field ID display_name|str|Field display name (e.g. "Revenue"; current language) * Each entry in report_list contains the following fields: Field|Type|Description :-|:-|:- date_time|int|Report end date timestamp (seconds) date_time_str|str|Report end date string (Format: YYYY-MM-DD; market timezone) fiscal_year|int|Fiscal year (e.g. 2024) financial_type|[F10Type](./quote.md#7667)|Report type (0=Unknown, pass as-is for next request) period_text|str|Reporting period (e.g. "2024/Q3", "2024/FY") item_list|list|Financial data item list currency_info|str|Currency display name (e.g. "RMB", "USD") accounting_standards|str|Accounting standard (e.g. "IFRS") auditor_report|str|Auditor opinion (e.g. "Unqualified") currency_code|str|Currency code (ISO 4217, e.g. "CNY", "USD") * Each entry in item_list contains the following fields: Field|Type|Description :-|:-|:- field_id|int|Financial field ID data|float|Financial value yoy|float|Year-over-year (value before the % sign, e.g. 13.86 means 13.86%; absent when no YoY data) qoq|float|Quarter-over-quarter (value before the % sign, e.g. 1.23 means 1.23%; absent when no QoQ data) display_name|str|Field display name (matches the display_name of the corresponding entry in structure_list) * **Example** ```python import pandas as pd from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_financials_statements("HK.00700") if ret == RET_OK: df = pd.DataFrame(data['report_list'][0]['item_list']) print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python field_id display_name data yoy 0 5001 Total Revenue 7.517660e+11 13.859603 1 5002 Operating Revenue 7.517660e+11 13.859603 2 5005 Cost of Revenue -3.291730e+11 -5.839665 3 5008 Cost of Goods Sold -3.291730e+11 -5.839665 4 5010 Gross Profit 4.225930e+11 21.001529 5 5013 Operating Expense -1.778540e+11 -19.245855 6 5015 Selling Expenses -4.172700e+10 -14.672419 7 5016 Administrative Expenses -1.361270e+11 -20.721703 8 5032 Special Items of Operating Income -3.177000e+09 -139.702574 9 5034 Operating Profit 2.415620e+11 16.080327 10 5035 Financing Income 1.690900e+10 5.654836 11 5036 Financing Cost -1.513000e+10 -26.283282 12 5037 Share of Profits of Associates 2.374000e+10 -5.703845 13 5040 Pretax Profit 2.772490e+11 14.810030 14 5041 Special Items of Pretax Income 1.016800e+10 142.846907 15 5043 Tax -4.744800e+10 -5.397841 16 5045 Net Profit 2.298010e+11 16.966717 17 5046 Profit from Continuing Operations 2.298010e+11 16.966717 18 5050 Minority Interests 4.959000e+09 107.142857 19 5051 Net Income to Parent Company 2.248420e+11 15.854343 20 5052 Net Income to Common Stockholders 2.248420e+11 15.854343 21 5054 Basic EPS 2.474900e+01 18.201356 22 5055 Diluted EPS 2.415300e+01 17.900029 ``` :::tip Interface Limit * Up to 30 requests per 30 seconds. * Supports stocks and funds. ::: --- # Get Revenue Breakdown `get_financials_revenue_breakdown(code, date=None, financial_type=None, currency_code=None)` * **Description** Get revenue breakdown data for a specified stock, supporting multi-dimensional breakdown by product, industry, region, and business * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code date|int|Filter timestamp (seconds; pass a date value from the returned screen_date_list to query historical data; omit or pass 0 to return the latest period) financial_type|[F10Type](./quote.md#7667)|Report type (0=All, 1=Q1, 2=Q2, 3=Q3, 4=Q4, 5=H1, 6=9M, 7=Annual, 9=Single-quarter combo; default 0=All) currency_code|str|Currency code (ISO 4217, e.g. CNY, USD, HKD, SGD, JPY, CAD, AUD; leave empty to return original currency data) * **Returns**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns revenue breakdown data dictionary
str When ret != RET_OK, returns error description
* The returned dictionary contains the following fields: Field|Type|Description :-|:-|:- period|str|Reporting period (e.g. "2025/FY", "2024/H1") breakdown_list|list|Revenue breakdown list (each entry contains type and item_list) currency_code|str|Currency code (ISO 4217) screen_date_list|list|Available historical dates (only returned when both date and financial_type are not set) * Each entry in breakdown_list contains the following fields: Field|Type|Description :-|:-|:- type|[RevenueBreakdownType](./quote.md#7)|Dimension type (1=Product, 2=Industry, 4=Region, 8=Business) item_list|list|Revenue breakdown items (each entry contains name, main_oper_income, ratio) * Each entry in item_list contains the following fields: Field|Type|Description :-|:-|:- name|str|Item name main_oper_income|float|Operating revenue ratio|float|Ratio (value before %, e.g. 12.34 means 12.34%) * Each entry in screen_date_list contains the following fields: Field|Type|Description :-|:-|:- date|int|Filter timestamp (seconds; pass-back type, must be a value from this list) period_text|str|Reporting period (e.g. "2025/FY") financial_type|[F10Type](./quote.md#7667)|Report type * **Example** ```python import pandas as pd from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_financials_revenue_breakdown("HK.00700") if ret == RET_OK: df = pd.DataFrame(data['breakdown_list'][0]['item_list']) print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python name main_oper_income ratio 0 Value-added services 3.692810e+11 49.1218 1 Financial technology and corporate services 2.294350e+11 30.5194 2 Marketing service 1.449730e+11 19.2843 3 Other 8.077000e+09 1.0744 ``` :::tip Interface Limit * Up to 30 requests per 30 seconds. * Supports stocks and funds. ::: --- # Get Research Analyst Consensus `get_research_analyst_consensus(code)` * **Description** Get the analyst consensus rating, target price range and rating distribution for the specified stock over the past 3 months * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict If ret == RET_OK, returns analyst consensus data dict
str If ret != RET_OK, returns error description
* The returned dict contains the following fields: Field|Type|Description :-|:-|:- highest|float|Highest target price average|float|Average target price lowest|float|Lowest target price rating|[ResearchRatingType](./quote.md#8002)|Consensus rating (Analyst consensus rating over the past 3 months 0=Unknown, 1=Sell, 2=Underperform, 3=Hold, 4=Buy, 5=StrongBuy US stocks only return Sell(1)/Hold(3)/Buy(4); non-US markets also support Underperform(2)/StrongBuy(5)) total|int|Total analyst count (Total number of analysts who submitted ratings in the past 3 months) update_time|int|Update timestamp (Seconds; timestamp of when rating data was updated) update_time_str|str|Update date (Format YYYY-MM-DD, in the market's timezone) buy|float|Buy rating ratio (Value before the percent sign, e.g. 12.34 means 12.34%) hold|float|Hold rating ratio (Value before the percent sign, e.g. 12.34 means 12.34%) sell|float|Sell rating ratio (Value before the percent sign, e.g. 12.34 means 12.34%) strong_buy|float|Strong Buy ratio (Value before the percent sign, e.g. 12.34 means 12.34%; non-US markets only) underperform|float|Underperform ratio (Value before the percent sign, e.g. 12.34 means 12.34%; non-US markets only) * **Example** ```python import json from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_research_analyst_consensus("HK.00700") if ret == RET_OK: print(json.dumps(data, indent=2, ensure_ascii=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python { "highest": 820.0, "average": 716.0, "lowest": 579.51, "rating": 5, "total": 44, "update_time": 1778469178, "update_time_str": "2026-05-11", "buy": 22.727, "hold": 0.0, "sell": 0.0, "strong_buy": 77.273, "underperform": 0.0 } ``` :::tip API Limitations * Maximum 30 requests per 30 seconds. * Supports common stocks and REITs. ::: --- # Get Research Rating Summary `get_research_rating_summary(code, rating_dimension_type=None, uid=None, num=None, next_key=None)` * **Description** Get the institution or analyst rating summary list for the specified stock, or the rating detail for a specified institution/analyst, with pagination support * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code rating_dimension_type|[ResearchRatingDimensionType](./quote.md#9207)|Rating dimension (0=Unknown, 1=Institution, 2=Analyst; default is Institution) uid|str|Institution or analyst UID (Empty=get rating summary list for the stock non-empty=get rating detail for the specified uid (analyst uid must be used with rating_dimension_type=2)) num|int|Number of items per page (Default 10, range 1~20) next_key|str|Pagination key (Leave empty on first request; pass the next_key returned from the previous response to continue; "-1" means no more data) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict If ret == RET_OK, returns rating summary data dict
str If ret != RET_OK, returns error description
* The returned dict contains the following fields: Field|Type|Description :-|:-|:- inst_rating_summary_list|list|Institution rating summary list (Populated when uid is empty and rating_dimension_type=1 each item contains institution_info and rating_item_list) analyst_rating_summary_list|list|Analyst rating summary list (Populated when uid is empty and rating_dimension_type=2 each item contains analyst_info and rating_item_list) inst_rating_detail|dict|Institution rating detail (Populated when uid is non-empty and rating_dimension_type=1 contains institution_info, analyst_info_list, and rating_item_list) analyst_rating_detail|dict|Analyst rating detail (Populated when uid is non-empty and rating_dimension_type=2 contains analyst_info and rating_item_list) next_key|str|Pagination key ("-1" means no more data) * Fields in each item of inst_rating_summary_list (institution rating summary row): Field|Type|Description :-|:-|:- institution_info|dict|Institution info, see table below rating_item_list|list|Rating record list, see table below * institution_info fields (InstInfo): Field|Type|Description :-|:-|:- institution_uid|str|Institution unique identifier institution_picture_url|str|Institution picture URL institution_name|str|Institution name update_time|int|Update timestamp (Seconds, in market timezone) update_time_str|str|Update date (Format YYYY-MM-DD, in market timezone) institution_source_name|str|Institution source name institution_en_name|str|Institution English name * analyst_info fields (AnalystInfo): Field|Type|Description :-|:-|:- analyst_uid|str|Analyst unique identifier analyst_name|str|Analyst name analyst_picture_url|str|Analyst avatar URL num_of_stars|float|Star rating (0.0~5.0, e.g. 3.50 means 3.5 stars) success_rate|float|Success rate (Value before the percent sign, e.g. 12.34 means 12.34%) excess_return|float|Excess return (Value before the percent sign, e.g. 12.34 means 12.34%) stock_success_rate|float|Stock success rate (Value before the percent sign, e.g. 12.34 means 12.34%) stock_avg_return|float|Stock average return (Value before the percent sign, e.g. 12.34 means 12.34%) institution_info|dict|Affiliated institution info, see institution_info field table update_time|int|Update timestamp (Seconds, in market timezone) update_time_str|str|Update date (Format YYYY-MM-DD, in market timezone) * Fields in each item of rating_item_list (RatingItem): Field|Type|Description :-|:-|:- analyst_uid|str|Analyst unique identifier institution_uid|str|Institution unique identifier rating|[ResearchRatingType](./quote.md#8002)|Rating (0=Unknown, 1=Sell, 2=Underperform, 3=Hold, 4=Buy, 5=StrongBuy this API only returns Sell(1)/Hold(3)/Buy(4), higher value means higher rating) target_price|float|Target price recommendation_date|int|Rating date timestamp (Seconds, in market timezone) recommendation_date_str|str|Rating date (Format YYYY-MM-DD, in market timezone) rating_url|str|Rating source URL update_time|int|Update timestamp (Seconds, in market timezone) update_time_str|str|Update date (Format YYYY-MM-DD, in market timezone) * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_research_rating_summary("US.AAPL", rating_dimension_type=1) if ret == RET_OK: rows = [] for row in data.get('inst_rating_summary_list', []): info = row.get('institution_info', {}) rows.append({ 'institution_name': info.get('institution_name', ''), 'institution_en_name': info.get('institution_en_name', ''), 'institution_uid': info.get('institution_uid', ''), 'institution_source_name': info.get('institution_source_name', ''), 'update_time_str': info.get('update_time_str', ''), }) df = pd.DataFrame(rows) print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python institution_name institution_en_name institution_uid institution_source_name update_time_str Wedbush Wedbush 8c9ae25a-07e2-4d52-a511-b0dd115a5224 Wedbush 2024-03-01 Evercore Evercore a746f081-c12a-4d6d-8067-f4b6634de478 Evercore ISI 2024-03-21 UBS UBS 1d3bfc25-1dda-48fd-bd9f-d4de47e68def UBS 2024-03-01 Goldman Sachs Goldman Sachs d0e296b4-c2e4-4fad-837c-cd79aaed2e8e Goldman Sachs 2024-03-01 Bernstein Bernstein 16358c98-ccc1-4d08-a875-2c727b7b8d70 Bernstein 2024-03-01 DBS DBS 44dec2a6-aca9-4b52-9fed-4bbf78749783 DBS 2024-03-01 BofA Securities BofA Securities 7890753d-5482-4311-a7af-8d5feed39f3e Bank of America Securities 2024-03-01 Phillip Securities Phillip Securities a294f0ca-10c0-4884-86a7-359995505e70 Phillip Securities 2024-09-09 J.P. Morgan J.P. Morgan f5ec822c-d561-4db3-a09d-a1e71a9a832f J.P. Morgan 2024-03-01 Morgan Stanley Morgan Stanley 9a29ac93-221c-4c1a-ba1a-bbbbf57a5ca6 Morgan Stanley 2024-03-01 ``` :::tip API Limits * Maximum 30 requests per 30 seconds. * Supports US stocks and REITs. ::: --- # Get Morningstar Research Report `get_research_morningstar_report(code)` * **Description** Get the Morningstar research report for the specified stock, including star rating, fair value, economic moat, uncertainty, financial health, capital allocation, bull/bear arguments, and analyst notes * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict If ret == RET_OK, returns Morningstar research report data dict
str If ret != RET_OK, returns error description
* The returned dict contains the following fields: Field|Type|Description :-|:-|:- rating_type|[MorningstarRatingType](./quote.md#3877)|Rating type (0=Unknown, 1=Quantitative (system model), 2=Qualitative (analyst manual)) star_rating|int|Morningstar star rating (Value 1~5 stars) star_update_time|int|Star rating update timestamp (Seconds, in market timezone) star_update_time_str|str|Star rating update date (Format YYYY-MM-DD, in market timezone) fair_value|float|Fair value fair_value_content|dict|Fair value analysis, see StringWithUpdateTime field table economic_moat_label|str|Economic moat rating (e.g. Wide, Narrow, None) economic_moat_content|dict|Economic moat analysis, see StringWithUpdateTime field table uncertainty_label|str|Uncertainty rating (e.g. Low, Medium, High, Very High, Extreme) uncertainty_content|dict|Uncertainty analysis, see StringWithUpdateTime field table financial_health_label|str|Financial health rating financial_health_content|dict|Financial health analysis, see StringWithUpdateTime field table analyst_report_by_line|list|Analyst byline list (e.g. ["William Kerwin, CFA"]) analyst_report_update_time|int|Analyst report update timestamp (Seconds, in market timezone) analyst_report_update_time_str|str|Analyst report update date (Format YYYY-MM-DD, in market timezone) bull_say|list|Bull arguments list, each item see StringWithUpdateTime field table bear_say|list|Bear arguments list, each item see StringWithUpdateTime field table capital_allocation_label|str|Capital allocation rating capital_allocation_content|dict|Capital allocation analysis, see StringWithUpdateTime field table analyst_note_title|dict|Analyst note title, see StringWithUpdateTime field table analyst_note_content|dict|Analyst note content, see StringWithUpdateTime field table investment_thesis_content|dict|Investment thesis, see StringWithUpdateTime field table fundamentals_content|dict|Fundamentals report, see StringWithUpdateTime field table valuation_content|dict|Valuation report, see StringWithUpdateTime field table pdf_url|str|PDF report download URL * StringWithUpdateTime fields (nested text structure): Field|Type|Description :-|:-|:- context|str|Text content update_time|int|Update timestamp (Seconds, in market timezone) update_time_str|str|Update date (Format YYYY-MM-DD, in market timezone) * **Example** ```python import json from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_research_morningstar_report("HK.00700") if ret == RET_OK: print(json.dumps(data, indent=2, ensure_ascii=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python { "rating_type": 2, "star_rating": 4, "star_update_time": 1778257800, "star_update_time_str": "2026-05-09", "fair_value": 800.0, "fair_value_content": { "context": "Our fair value estimate for Tencent is HKD 800 per share. About 85% of our valuation comes from Tencent’s core business, while ... "update_time": 1755138060, "update_time_str": "2025-08-14" }, "economic_moat_label": "Wide", "economic_moat_content": { "context": "Tencent's wide moat is primarily based on network effects around its massive user base. In addition, Tencent possesses ... "update_time": 1766457150, "update_time_str": "2025-12-23" }, "uncertainty_label": "High", "uncertainty_content": { "context": "Our Morningstar Uncertainty Rating for Tencent is High due to regulatory risks and competitive intensity across... "update_time": 1766457180, "update_time_str": "2025-12-23" }, //... } ``` :::tip Restrictions * Maximum 30 requests per 30 seconds. * Supports common stocks and REITs. ::: --- # Get Valuation Detail `get_valuation_detail(code, valuation_type=None, interval_type=None)` * **Description** Get valuation detail for the specified stock or index, including valuation trend, market distribution, sector distribution (stocks only), and earnings/revenue growth rate (stocks only, not available for PB) * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code valuation_type|[ValuationType](./quote.md#3419)|Valuation type (0=Unknown (use recommended type), 1=PE (Price-to-Earnings), 2=PB (Price-to-Book), 3=PS (Price-to-Sales); default None (use recommended type)) interval_type|[ValuationIntervalType](./quote.md#2834)|Historical data time interval (0=Unknown, 1=Month3, 2=Month6, 3=Year1, 4=Year3, 5=Since2019, 6=Year5, 7=Year10, 8=Year2, 9=Year20, 10=Year30; default None) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict If ret == RET_OK, returns valuation detail data dict
str If ret != RET_OK, returns error description
* The returned dict contains the following fields: Field|Type|Description :-|:-|:- valuation_type|[ValuationType](./quote.md#3419)|Actual valuation type (0=Unknown, 1=PE, 2=PB, 3=PS) last_update_time|int|Last update timestamp (Seconds, in market timezone) last_update_time_str|str|Last update time (Format YYYY-MM-DD HH:MM:SS, in market timezone) trend|dict|Valuation trend data, see trend field table market_distribution|dict|Market distribution data, see market_distribution field table plate_distribution|dict|Sector distribution data, see plate_distribution field table (Stocks only) profit_growth_rate|dict|Earnings/revenue growth rate data, see profit_growth_rate field table (Stocks only; not available for PB valuation type) * trend fields (valuation trend summary): Field|Type|Description :-|:-|:- current_value|float|Current valuation average_value|float|Historical average valuation avg_minus_1_stddev|float|Historical average - 1σ avg_plus_1_stddev|float|Historical average + 1σ valuation_percentile|float|Historical percentile (Value before %, e.g. 12.34 means 12.34%) forward_value|float|Forward valuation (PE / PS only) historical_items|list|Historical valuation list, each item see historical_items field table * historical_items fields (historical valuation entry): Field|Type|Description :-|:-|:- value|float|Valuation time|int|Timestamp (Seconds, in market timezone) time_str|str|Date (Format YYYY-MM-DD, in market timezone) plate_value|float|Sector average valuation * market_distribution fields (market / constituent stock distribution): Field|Type|Description :-|:-|:- sections|list|Distribution sections list (descending), each item see sections field table total|int|Total market count / constituent stock count ranking|int|Stock's valuation ranking in the market (Not available for indexes) average_value|float|Market average valuation (Not available for indexes) median_value|float|Market median valuation (Not available for indexes) * sections fields (distribution section entry): Field|Type|Description :-|:-|:- start|float|Section start value end|float|Section end value (0 means no upper limit) number|int|Number of stocks in this section * plate_distribution fields (sector distribution, stocks only): Field|Type|Description :-|:-|:- plate|str|Sector code plate_name|str|Sector name plate_average_value|float|Sector average valuation plate_ranking|int|Stock's valuation ranking within the sector plate_stock_item_count|int|Total stocks in the sector stock_items|list|Sector constituent stock valuation details, each item see stock_items field table * stock_items fields (sector constituent stock entry): Field|Type|Description :-|:-|:- security|str|Stock code name|str|Stock name value|float|Valuation market_cap|float|Market cap * profit_growth_rate fields (earnings/revenue growth rate, stocks only, not PB): Field|Type|Description :-|:-|:- financial_ttm_multiple|float|TTM growth multiple market_cap_multiple|float|Market cap growth multiple year_count|int|Number of years used to calculate growth multiple profit_data|list|Per-period data list, each item see profit_data field table conclusion_detailed|str|Valuation conclusion description * profit_data fields (per-period earnings/revenue entry): Field|Type|Description :-|:-|:- financial_year|int|Financial report year financial_quarter|int|Financial report quarter (1=Q1, 2=Q2, 3=Q3, 4=FY) period_str|str|Financial report period (e.g. "2024/Q3", "2024/FY") report_date|int|Report date timestamp (Seconds, in market timezone) report_date_str|str|Report date (Format YYYY-MM-DD, in market timezone) market_cap_multiple|float|Market cap multiple on report date (Base period = 1) finance_data_multiple|float|Earnings/revenue multiple (Base period = 1; depends on valuation_type) * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_valuation_detail("HK.00700") if ret == RET_OK: trend = data.get('trend', {}) items = trend.get('historical_items', []) df = pd.DataFrame(items) print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python value time time_str plate_value 22.690 1746979200 2025-05-12 22.678 22.186 1747065600 2025-05-13 22.179 22.843 1747152000 2025-05-14 22.817 22.046 1747238400 2025-05-15 22.050 21.538 1747324800 2025-05-16 21.577 21.792 1747584000 2025-05-19 21.821 //... 18.087 1776960000 2026-04-24 18.147 17.544 1777219200 2026-04-27 17.617 17.368 1777305600 2026-04-28 17.444 17.566 1777392000 2026-04-29 17.650 17.148 1777478400 2026-04-30 17.227 17.339 1777824000 2026-05-04 17.421 17.310 1777910400 2026-05-05 17.393 16.972 1777996800 2026-05-06 17.059 17.500 1778083200 2026-05-07 17.589 17.266 1778169600 2026-05-08 17.364 17.039 1778428800 2026-05-11 17.143 ``` :::tip Restrictions * Maximum 30 requests per 30 seconds. * Supports common stocks, funds, and indexes. * PB valuation type does not include earnings/revenue growth rate module. * Indexes do not include ranking, average value, or median value. ::: --- # Get Valuation Plate Stock List `get_valuation_plate_stock_list(code, valuation_type=None, next_key=None, num=None, sort_type=None, sort_id=None, filter_security=None)` * **Description** Get the valuation list of constituent stocks for a board or index, including valuation, forward valuation, historical percentile, and market cap; the first full request for an index also returns the associated board list * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Board or index code (e.g. HK.LIST23363 (board) or HK.800000 (index); individual stocks are not supported) valuation_type|[ValuationType](./quote.md#3419)|Valuation type (0=Unknown, 1=PE, 2=PB, 3=PS; default None (1=PE)) next_key|str|Pagination key (Omit on first request; pass the nextKey from the previous response on subsequent requests; "-1" means no more data) num|int|Page size (Default 10, range 1–50) sort_type|[SortType](./quote.md#7778)|Sort direction (1=Desc, 2=Asc; default None (ascending)) sort_id|[SortField](./quote.md#5823)|Sort column (51=MarketCap (default), 52=Valuation, 53=ForwardValuation, 54=HistoricalPercentile) filter_security|str|Board filter (Valid for indexes only; filter constituent stocks by board, e.g. HK.LIST23363; no filter if omitted) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns a dict of constituent stock valuation data
str When ret != RET_OK, returns an error description
* The returned dict contains the following fields: Field|Type|Description :-|:-|:- count|int|Total constituent stock count stock_list|list|Constituent stock valuation list; each item see stock_list field table next_key|str|Pagination key ("-1" means no more data) plate_list|list|Associated board list (Returned only on the first full request when target is an index; each item see plate_list field table) * stock_list fields (constituent stock valuation entry): Field|Type|Description :-|:-|:- symbol|str|Stock code valuation_val|float|Valuation forward_value|float|Forward valuation (Currently supports PE and PS only) valuation_percentile|float|Historical percentile (Value before %, e.g. 12.34 means 12.34%) market_cap|float|Market cap name|str|Stock name * plate_list fields (index board entry): Field|Type|Description :-|:-|:- symbol|str|Board code name|str|Board name * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_valuation_plate_stock_list("HK.LIST23363") if ret == RET_OK: df = pd.DataFrame(data.get('stock_list', [])) print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python symbol name valuation_val valuation_percentile market_cap HK.08076 SING LEE -2.300 65.337673 3.029652e+07 HK.08092 ITE HOLDINGS 19.500 98.209927 3.609481e+07 HK.08036 EBROKER GROUP -12.000 35.313263 4.428000e+07 HK.01561 PAN ASIA DATA H -23.500 1.057770 5.007634e+07 HK.08071 CH NETCOMTECH -13.000 31.489015 6.091863e+07 HK.00248 HKC INT'L HOLD -2.056 19.446705 6.771489e+07 HK.01613 SYNERTONE -2.796 72.660700 8.841764e+07 HK.08062 EFT SOLUTIONS -93.333 0.244101 1.344000e+08 HK.01949 PLATT NERA -5.147 36.523929 1.344000e+08 HK.01206 TECHNOVATOR -0.314 41.171684 1.720823e+08 ``` :::tip API Limits * Up to 30 requests per 30 seconds. * Supports boards and indexes; individual stocks are not supported. * For indexes, the first full request additionally returns the associated board list (plate_list). ::: --- # Get Corporate Actions - Dividends `get_corporate_actions_dividends(code)` * **Description** Get dividend history records for a stock * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports stocks and funds) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns dividend data dictionary
str When ret != RET_OK, returns error description
* The returned dictionary contains the following fields: Field|Type|Description :-|:-|:- dividend_list|list|Dividend list (sorted by announcement date in descending order; see dividend_list field table for each item) * dividend_list fields (dividend entry): Field|Type|Description :-|:-|:- pub_date|str|Announcement date (format YYYY/MM/DD, in the market's timezone) statement|str|Distribution plan (e.g. "Final dividend HKD 5.3") process|str|Event status (e.g. "Implemented" / "Proposed"; only available for HK and A-share common stocks and trusts) record_date|str|Record date (format YYYY/MM/DD, in the market's timezone. Not available for ETFs) ex_date|str|Ex-dividend date (format YYYY/MM/DD, in the market's timezone) dividend_payable_date|str|Payment date (format YYYY/MM/DD, in the market's timezone) fiscal_year|str|Fiscal year (e.g. "2026"; only for ETFs) * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_corporate_actions_dividends("HK.00700") if ret == RET_OK: df = pd.DataFrame(data.get('dividend_list', [])) print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python pub_date statement process record_date ex_date dividend_payable_date 03/18/2026 Cash Dividend: 5.30000 HKD Per Share Plan 05/18/2026 05/15/2026 06/01/2026 03/19/2025 Cash Dividend: 4.50000 HKD Per Share Implementation 05/19/2025 05/16/2025 05/30/2025 03/20/2024 Cash Dividend: 3.40000 HKD Per Share Implementation 05/20/2024 05/17/2024 05/31/2024 03/22/2023 Cash Dividend: 2.40000 HKD Per Share Implementation 05/22/2023 05/19/2023 06/05/2023 11/16/2022 Distribution in Specie: 1.00000 MEITUAN-W Share for Every 10.00000 Shares Held Implementation 01/06/2023 01/05/2023 03/24/2023 03/23/2022 Cash Dividend: 1.60000 HKD Per Share Implementation 05/23/2022 05/20/2022 06/06/2022 12/23/2021 Distribution in Specie: 1.00000 JD-SW Share for Every 21.00000 Shares Held Implementation 01/21/2022 01/20/2022 03/25/2022 03/24/2021 Cash Dividend: 1.60000 HKD Per Share Implementation 05/25/2021 05/24/2021 06/07/2021 03/18/2020 Cash Dividend: 1.20000 HKD Per Share Implementation 05/18/2020 05/15/2020 05/29/2020 03/21/2019 Cash Dividend: 1.00000 HKD Per Share Implementation 05/20/2019 05/17/2019 05/31/2019 12/03/2018 Distribution in Specie: 1.00000 TME-SW Share for Every 3900.00000 Shares Held Implementation 01/02/2019 12/28/2018 02/20/2019 03/21/2018 Cash Dividend: 0.88000 HKD Per Share Implementation 05/21/2018 05/18/2018 06/01/2018 06/30/2017 Rights Issue: 1.00000 CHINA LIT Share for Every 1256.00000 Shares Held Implementation 10/19/2017 10/18/2017 11/07/2017 03/22/2017 Cash Dividend: 0.61000 HKD Per Share Implementation 05/22/2017 05/19/2017 06/02/2017 03/17/2016 Cash Dividend: 0.47000 HKD Per Share Implementation 05/23/2016 05/20/2016 06/02/2016 03/18/2015 Cash Dividend: 0.36000 HKD Per Share Implementation 05/18/2015 05/15/2015 05/29/2015 03/19/2014 Cash Dividend: 0.24000 HKD Per Share Implementation 05/19/2014 05/16/2014 05/30/2014 03/20/2013 Cash Dividend: 1.00000 HKD Per Share Implementation 05/21/2013 05/20/2013 05/30/2013 03/14/2012 Cash Dividend: 0.75000 HKD Per Share Implementation 05/21/2012 05/18/2012 05/30/2012 03/16/2011 Cash Dividend: 0.55000 HKD Per Share Implementation 05/04/2011 05/03/2011 05/25/2011 03/17/2010 Cash Dividend: 0.40000 HKD Per Share Implementation 05/06/2010 05/05/2010 05/26/2010 03/18/2009 Cash Dividend: 0.25000 HKD Per Share,Special Dividend: 0.10000 HKD Per Share Implementation 05/07/2009 05/06/2009 05/27/2009 03/19/2008 Cash Dividend: 0.16000 HKD Per Share Implementation 05/07/2008 05/06/2008 05/28/2008 03/21/2007 Cash Dividend: 0.12000 HKD Per Share Implementation 05/10/2007 05/09/2007 05/30/2007 03/22/2006 Cash Dividend: 0.08000 HKD Per Share Implementation 05/16/2006 05/15/2006 06/07/2006 03/17/2005 Cash Dividend: 0.07000 HKD Per Share Implementation 04/20/2005 04/19/2005 05/17/2005 ``` :::tip API Restrictions * Maximum 30 requests per 30 seconds. * Supports stocks and funds. ::: --- # Get Corporate Actions - Buybacks `get_corporate_actions_buybacks(code, next_key=None, num=None)` * **Description** Get buyback records for a stock (HK stocks / A-shares, supports pagination) * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports HK stocks, A-share stocks and funds) next_key|str|Pagination key (Leave empty for the first request; pass the next_key returned from the previous request to continue; "-1" means no more data) num|int|Page size (Number of records per page, default 10, range 1~50) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns buyback data dictionary
str When ret != RET_OK, returns error description
* The returned dictionary contains the following fields: Field|Type|Description :-|:-|:- next_key|str|Pagination key ("-1" means no more data; pass this value as next_key in the next request to continue) hk_buy_back_list|pd.DataFrame|HK buyback list (See hk_buy_back_list field table for each item; empty for A-share stocks) a_buy_back_list|pd.DataFrame|A-share buyback list (See a_buy_back_list field table for each item; empty for HK stocks) * hk_buy_back_list fields (HK buyback entry): Field|Type|Description :-|:-|:- publ_date|int|Announcement date timestamp (Unix timestamp (seconds), in the market's timezone) publ_date_str|str|Announcement date (Format YYYY-MM-DD, in the market's timezone) end_date|int|Buyback end date timestamp (Unix timestamp (seconds), in the market's timezone) end_date_str|str|Buyback end date (Format YYYY-MM-DD, in the market's timezone) buy_back_money|float|Buyback amount buy_back_sum|int|Buyback shares (Unit: shares) percentage|float|Percentage of issued shares (Value before the percent sign, e.g. 12.34 means 12.34%) high_price|float|Highest buyback price low_price|float|Lowest buyback price cumulative_sum|int|Cumulative buyback shares this round (Unit: shares) cumulative_percentage|float|Cumulative percentage of total shares this round (Value before the percent sign, e.g. 12.34 means 12.34%) share_type|str|Share type * a_buy_back_list fields (A-share buyback entry): Field|Type|Description :-|:-|:- change_reg_date|int|Business registration change date timestamp (Unix timestamp (seconds), in the market's timezone) change_reg_date_str|str|Business registration change date (Format YYYY-MM-DD, in the market's timezone) change_date|int|Share change date timestamp (Unix timestamp (seconds), in the market's timezone) change_date_str|str|Share change date (Format YYYY-MM-DD, in the market's timezone) event_proce_desc|str|Event process description advance_date|int|Proposal announcement date timestamp (Unix timestamp (seconds), in the market's timezone) advance_date_str|str|Proposal announcement date (Format YYYY-MM-DD, in the market's timezone) meet_pass_date|int|Shareholder meeting approval date timestamp (Unix timestamp (seconds), in the market's timezone) meet_pass_date_str|str|Shareholder meeting approval date (Format YYYY-MM-DD, in the market's timezone) start_date|int|Buyback start date timestamp (Unix timestamp (seconds), in the market's timezone) start_date_str|str|Buyback start date (Format YYYY-MM-DD, in the market's timezone) end_date|int|Buyback end date timestamp (Unix timestamp (seconds), in the market's timezone) end_date_str|str|Buyback end date (Format YYYY-MM-DD, in the market's timezone) pay_date|int|Payment date timestamp (Unix timestamp (seconds), in the market's timezone) pay_date_str|str|Payment date (Format YYYY-MM-DD, in the market's timezone) seller|str|Seller (The party whose shares are being bought back) buy_back_mode|str|Buyback method share_type|str|Share type buy_back_sum|int|Buyback shares (Unit: shares) buy_back_money|float|Buyback amount percentage|float|Percentage of issued shares (Value before the percent sign, e.g. 12.34 means 12.34%) value_floor|float|Minimum planned buyback amount value_ceiling|float|Maximum planned buyback amount price_floor|float|Minimum buyback price price_ceiling|float|Maximum buyback price volume_floor|float|Minimum planned buyback shares volume_ceiling|float|Maximum planned buyback shares * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_corporate_actions_buybacks("HK.00700", num=3) if ret == RET_OK: df = pd.DataFrame(data.get('hk_buy_back_list', [])) print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python publ_date publ_date_str end_date end_date_str buy_back_money buy_back_sum percentage high_price low_price cumulative_sum cumulative_percentage share_type 1775664000 2026-04-09 1775664000 2026-04-09 1000880717.6 1964000 0.021373 514.5 503.0 119812000 1.30386 Ordinary shares 1775577600 2026-04-08 1775577600 2026-04-08 1000761103.7 1979000 0.021537 510.0 501.0 117848000 1.28249 Ordinary shares 1775059200 2026-04-02 1775059200 2026-04-02 300715258.5 615000 0.006693 496.0 485.2 115869000 1.26095 Ordinary shares ``` :::tip API Restrictions * Maximum 30 requests per 30 seconds. * Supports HK stocks, A-share stocks and funds. ::: --- # Get Corporate Actions - Stock Splits `get_corporate_actions_stock_splits(code, next_key=None, num=None)` * **Description** Get stock split / reverse split history for a stock (HK stocks have extra fields), supports pagination * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. US.AAPL; supports HK, US, JP, SG, MY stocks and funds) next_key|str|Pagination key (Leave empty for the first request; pass the next_key returned from the previous request to continue; "-1" means no more data) num|int|Page size (Number of records per page, default 10, range 1~50) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns stock split data dictionary
str When ret != RET_OK, returns error description
* The returned dictionary contains the following fields: Field|Type|Description :-|:-|:- next_key|str|Pagination key ("-1" means no more data; pass this value as next_key in the next request to continue) split_list|list|Stock split list (See split_list field table for each item) * split_list fields (stock split entry): Field|Type|Description :-|:-|:- dir_deci_pub_date|int|Announcement date timestamp (Unix timestamp (seconds), in the market's timezone) dir_deci_pub_date_str|str|Announcement date (Format YYYY-MM-DD, in the market's timezone) reform_type|str|Reorganization type rate|str|Rate ex_date|int|Ex-rights date timestamp (HK stocks only; Unix timestamp (seconds), in the market's timezone) ex_date_str|str|Ex-rights date (HK stocks only; format YYYY-MM-DD, in the market's timezone) sm_deci_date|int|Resolution date timestamp (HK stocks only; Unix timestamp (seconds), in the market's timezone) sm_deci_date_str|str|Resolution date (HK stocks only; format YYYY-MM-DD, in the market's timezone) temp_trade_begin_date|int|Temporary trading date timestamp (HK stocks only; Unix timestamp (seconds), in the market's timezone) temp_trade_begin_date_str|str|Temporary trading date (HK stocks only; format YYYY-MM-DD, in the market's timezone) simul_trade_begin_date|int|Parallel trading start date timestamp (HK stocks only; Unix timestamp (seconds), in the market's timezone) simul_trade_begin_date_str|str|Parallel trading start date (HK stocks only; format YYYY-MM-DD, in the market's timezone) simul_trade_end_date|int|Parallel trading end date timestamp (HK stocks only; Unix timestamp (seconds), in the market's timezone) simul_trade_end_date_str|str|Parallel trading end date (HK stocks only; format YYYY-MM-DD, in the market's timezone) event_status|str|Event process (HK stocks only; e.g. Scheme Implementation) new_par_value|float|New par value (HK stocks only) temp_share_code|str|Temporary share code (HK stocks only; e.g. 02988) temp_share_abbr_name|str|Temporary share abbreviation (HK stocks only; e.g. Tencent Holdings) new_trade_unit|int|New board lot size (HK stocks only; e.g. 100) shares_after_effect|float|Shares after effect (HK stocks only; unit: shares) * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_corporate_actions_stock_splits("HK.00700", num=3) if ret == RET_OK: df = pd.DataFrame(data.get('split_list', [])) print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python dir_deci_pub_date dir_deci_pub_date_str reform_type rate ... temp_share_abbr_name new_trade_unit shares_after_effect 1395158400 2014-03-19 Split 1->5 ... Tencent 100 9319999970.0 ``` :::tip Interface Limit * Maximum 30 requests per 30 seconds. * Supports HK, US, JP, SG, MY stocks and funds. ::: --- # Get Shareholders Overview `get_shareholders_overview(code, period_id=None)` * **Description** Get shareholder overview for a stock, returning both major shareholders and holder type data * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports HK, US, SG, JP, MY stocks and funds) period_id|int|Reporting period ID (Pass 0 or omit to get the latest data and also return the available period list; period IDs can be obtained from the holding_period list) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns shareholder overview data dictionary
str When ret != RET_OK, returns error description
* The returned dictionary contains the following fields: Field|Type|Description :-|:-|:- main_holder|pd.DataFrame|Major shareholders list (See main_holder field table for each item) holder_type|pd.DataFrame|Holder type list (See holder_type field table for each item; same structure as main_holder, holder_id is always 0) holding_period|pd.DataFrame|Available reporting period list (Only returned when period_id is 0 or not provided; see holding_period field table for each item) * main_holder / holder_type fields (shareholder statistic entry): Field|Type|Description :-|:-|:- static_date|int|Statistic date timestamp (Unix timestamp (seconds), in the market's timezone) static_date_str|str|Statistic date (Format YYYY-MM-DD, in the market's timezone) name|str|Holder name (Holder or group name) holder_pct|float|Holding percentage (Value before the percent sign, e.g. 23.05 means 23.05%) holder_id|int|Holder ID (Has a value in main_holder; always 0 in holder_type) * holding_period fields (available reporting period entry): Field|Type|Description :-|:-|:- period_text|str|Reporting period (e.g. "2025/Q3") period_id|int|Reporting period ID (Pass this value as period_id in the next request) * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_shareholders_overview("HK.00700") if ret == RET_OK: df = data.get('main_holder') if df is not None: print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python static_date static_date_str name holder_pct holder_id 1778469309 2026-05-11 Prosus Ventures N.V. 23.05351 337488017.0 1778469309 2026-05-11 Huateng Ma 7.86952 10253703.0 1778469309 2026-05-11 The Vanguard 2.97766 417222.0 1778469309 2026-05-11 BlackRock 2.66990 403413.0 1778469309 2026-05-11 Norges Bank Investment Management 1.36075 27081864.0 1778469309 2026-05-11 Other 62.06866 NaN ``` :::tip Rate Limit * Maximum 30 requests per 30 seconds. * Supports HK, US, SG, JP, MY stocks and funds. ::: --- # Get Shareholders Holding Changes `get_shareholders_holding_changes(code, next_key=None, num=None, sort_type=None, sort_column=None, filter_type=None)` * **Description** Get shareholder holding change records for a stock, with pagination support * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports HK, US, SG, MY, JP stocks and funds) next_key|str|Pagination key (Omit for the first request; pass the next_key returned from the previous response for subsequent pages; "-1" means no more data) num|int|Page size (Default 10, range 1~50) sort_type|SortType|Sort direction (1=Descending (default), 2=Ascending) sort_column|SortField|Sort field (62=Share change num (default), 63=Holding date, 64=Holder pct change, 65=Holder change amount, 66=Holder pct) filter_type|HoldingChangesFilterType|Filter type (0=All (default), 1=Increase, 2=Decrease, 3=New In, 4=Close Out) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns holding changes DataFrame
str When ret != RET_OK, returns error description
* DataFrame field descriptions: Field|Type|Description :-|:-|:- period_text|str|Reporting period (e.g. "2026/Q1") name|str|Holder name holder_id|int|Holder ID (Used to query historical holding change details) share_change_num|int|Share change number (Unit: shares) shares_change_price|int|Reference change amount (Unit: HKD or USD depending on market) share_ratio|float|Holding percentage (Value before the percent sign, e.g. 12.34 means 12.34%) holder_type|str|Holder type (Text description, e.g. "Traditional Investment Manager") holder_type_id|int|Holder type ID (Used to query historical holding change details) holding_date_str|str|Holding date (Format YYYY-MM-DD, Hong Kong timezone) share_ratio_change|float|Holding change ratio (Value before the percent sign, e.g. 12.34 means a change of 12.34%) share_num|int|Shares held (Unit: shares) next_key|str|Pagination key ("-1" means no more data; pass as-is in the next request's next_key parameter) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_shareholders_holding_changes("HK.00700") if ret == RET_OK: print(data[['period_text', 'name', 'share_change_num', 'share_ratio', 'share_ratio_change']].to_string(index=False)) print('next_key:', data['next_key'][0]) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python period_text name share_change_num share_ratio share_ratio_change 2026/Q1 BlackRock 7971983 2.669 0.088 2026/Q1 CSOP Asset Management Limited 6691695 0.192 0.074 2026/Q1 Hang Seng Investment Management Limited 4870059 0.395 0.053 2026/Q1 GQG Partners, LLC 3289800 0.146 0.036 2026/Q1 The Vanguard 2837500 2.977 0.031 2026/Q1 Pinebridge Investments Asia Limited 2316700 0.073 0.025 2026/Q1 Capital Research 2214900 0.948 0.024 2026/Q1 Australian Super 2214046 0.116 0.024 2026/Q1 Mirae Asset Global Investments Co., Ltd 1852929 0.096 0.020 2026/Q1 Baillie Gifford 1831832 0.395 0.020 next_key: 10 ``` :::tip API Limits * Max 30 requests per 30 seconds. * Supports HK, US, SG, MY, JP stocks and funds. ::: --- # Get Shareholders Holder Detail `get_shareholders_holder_detail(code, request_type=None, next_key=None, num=None, sort_column=None, sort_type=None, period_id=None, holder_id=None)` * **Description** Get the holder detail list for a stock under a specified holder type, with pagination support * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. US.AAPL; supports HK, US, SG, JP, MY stocks and funds) request_type|[HolderDetailType](./quote.md#9174)|Holder type (0=Default, 1000=All, 1=Other Institution, 2=Traditional Investment Manager, 3=Hedge Fund, 4=Venture/Private Equity, 5=Corporate Pension, 6=Foundation Fund, 7=Insurance Company, 8=Bank/Investment Bank, 9=Family Office/Trust, 10=Sovereign Wealth Fund, 11=REIT, 12=Structured Finance Manager, 13=Union Pension, 14=Government Pension, 15=Endowment Fund, 100=Individual, 200=ADS, 300=Listed Company, 400=Unlisted Company, 500=State-Owned Shares; default returns per server-side logic) next_key|str|Pagination key (Omit for the first request; pass the next_key returned from the previous response for subsequent pages; "-1" means no more data) num|int|Page size (Default 10, range 1~50) sort_column|[SortField](./quote.md#5823)|Sort field (61=Holder quantity (default), 62=Share change num) sort_type|[SortType](./quote.md#7778)|Sort direction (1=Descending (default), 2=Ascending) period_id|int|Reporting period ID (Matches the periodId in holdingPeriodList returned by GetShareholdersOverview (3237); default 0 means the latest period) holder_id|int|Holder ID filter (Default 0 means no filter; can be obtained from the holder_id returned by GetShareholdersOverview (3237), GetShareholdersHoldingChanges (3238), this protocol (3239), GetInsiderHolderList (3241), or GetInsiderTradeList (3242)) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns holder detail DataFrame
str When ret != RET_OK, returns error description
* DataFrame field descriptions: Field|Type|Description :-|:-|:- update_time_str|str|Data update time (Format YYYY-MM-DD HH:MM:SS, corresponding market timezone) next_key|str|Pagination key ("-1" means no more data; pass as-is in the next request's next_key parameter) period_text|str|Reporting period (e.g. "2026/Q1") holder_id|int|Holder ID (Can be used as holder_id filter in other shareholder-related protocols) name|str|Holder name holder_quantity|int|Total shares held (Unit: shares) holder_quantity_change|int|Share change number (Unit: shares; positive means increased, negative means decreased) holder_pct|float|Holding percentage (Value before the percent sign, e.g. 12.34 means 12.34%) holder_pct_change|float|Holding change ratio (Value before the percent sign, e.g. 12.34 means a change of 12.34%; negative means decrease) holding_date_str|str|Holding date (Format YYYY-MM-DD, Hong Kong timezone) close_price|float|Closing price on holding date (Actual closing price corresponding to the holding date) price_change_pct|float|Price change percentage (Value before the percent sign, e.g. -0.4467 means -0.4467%) source_group_name|str|Data source (Disclosure source of holder detail, e.g. "13F", "13F Summary", etc.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_shareholders_holder_detail("HK.00700", request_type=1000) if ret == RET_OK: print(data[['period_text', 'name', 'holder_quantity', 'holder_pct', 'holder_pct_change']].to_string(index=False)) print('next_key:', data.attrs.get('next_key', '-1')) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python period_text name holder_quantity holder_pct holder_pct_change 2026/Q1 Prosus Ventures N.V. 2079512000 23.053 -0.285 2026/Q1 Huateng Ma 709859700 7.869 0.000 2026/Q1 The Vanguard 268596433 2.977 0.031 2026/Q1 BlackRock 240834898 2.669 0.088 2026/Q1 Norges Bank Investment Management 122744699 1.360 -0.083 2026/Q1 FMR 86765121 0.961 -0.232 2026/Q1 Capital Research 85568118 0.948 0.024 2026/Q1 J.P. Morgan Asset Management, Inc. 62437911 0.692 -0.025 2026/Q1 E Fund Management Co., Ltd. 52722677 0.584 0.000 2026/Q1 Baillie Gifford 35674108 0.395 0.020 next_key: 10 ``` :::tip Interface Limits * Max 30 requests per 30 seconds. * Supports HK, US, SG, JP, MY stocks and funds. * Supports pagination; default page size is 10; pagination key is of string type. ::: --- # Get Institutional Holdings `get_shareholders_institutional(code, next_key=None, num=None)` * **Description** Get the institutional holding count and share quantity history for a stock, with pagination support * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. US.AAPL; supports HK, US, SG, JP, MY stocks and funds) next_key|str|Pagination key (Leave empty for the first request; pass the next_key returned from the previous response for subsequent pages; "-1" means no more data) num|int|Items per page (Default 10, range 1~50) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns institutional holdings DataFrame
str When ret != RET_OK, returns error description
* DataFrame field description: Field|Type|Description :-|:-|:- period_text|str|Reporting period (e.g. "2026/Q1") institution_quantity|int|Number of institutions (Unit: institution count) institution_quantity_change|int|Institution count change (Positive means increase, negative means decrease) holder_quantity|int|Total shares held (Unit: shares) holder_quantity_change|int|Share count change (Unit: shares; positive means added, negative means reduced) holder_pct|float|Holding percentage (Value before the percent sign, e.g. 12.34 means 12.34%) holder_pct_change|float|Holding percentage change (Value before the percent sign, e.g. 12.34 means a change of 12.34%; negative means decrease) update_time_str|str|Data update time (Format YYYY-MM-DD HH:MM:SS, in the corresponding market timezone) next_key|str|Pagination key ("-1" means no more data; pass as-is in next_key for subsequent requests) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_shareholders_institutional("HK.00700") if ret == RET_OK: print(data[['period_text', 'institution_quantity', 'holder_quantity', 'holder_pct']].to_string(index=False)) print('next_key:', data.attrs.get('next_key', '-1')) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python period_text institution_quantity holder_quantity holder_pct 2026/Q1 863 4192178205 46.474 2025/Q4 873 4195284653 46.444 2025/Q3 854 4219387239 46.614 2025/Q2 839 4254708217 46.881 2025/Q1 809 4236696253 46.491 2024/Q4 808 4331865949 47.431 2024/Q3 803 4404605110 47.919 2024/Q2 846 4438538978 47.926 2024/Q1 824 4484844061 48.055 2023/Q4 857 4472729401 47.717 next_key: -1 ``` :::tip API Limits * Maximum 30 requests per 30 seconds. * Supports HK, US, SG, JP, MY stocks and funds. * Supports pagination; default 10 items per page; pagination key is a string type. ::: --- # Get Insider Holder List `get_insider_holder_list(code, next_key=None, num=None)` * **Description** Get the list of insider holders (executives/directors/major shareholders) for a US stock, with pagination support; the first page additionally returns an insider summary * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. US.AAPL; supports US and SG stocks and funds) next_key|str|Pagination key (Leave empty for the first request; pass the next_key returned from the previous response for subsequent pages; "-1" means no more data) num|int|Items per page (Default 10, range 1~20) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns insider holder DataFrame
str When ret != RET_OK, returns error description
* DataFrame field description: Field|Type|Description :-|:-|:- holder_id|int|Holder ID (Can be used as input for get_insider_trade_list and get_shareholders_holder_detail) holder_quantity|int|Total shares held (Unit: shares) holder_pct|float|Holding ratio (Value before the percent sign; e.g. 12.34 means 12.34%) name|str|Holder name title|str|Holder title all_count|int|Total count next_key|str|Pagination key ("-1" means no more data; pass as-is for subsequent pages) insider_total_count|int|Total insider count (Returned only on the first page (when next_key is empty)) insider_bought_count|int|Bought count (Number of insiders who bought; returned only on the first page) insider_sold_count|int|Sold count (Number of insiders who sold; returned only on the first page) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_insider_holder_list("US.AAPL") if ret == RET_OK: print(data[['holder_id', 'name', 'title', 'holder_quantity', 'holder_pct']].to_string(index=False)) print('insider_total:', data['insider_total_count'].iloc[0]) print('next_key:', data['next_key'].iloc[0]) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python holder_id name title holder_quantity holder_pct 234085 Arthur Levinson Independent Non-Executive Chairperson 4125576 0.028 169600 Timothy Cook Chief Executive Officer 3280418 0.022 626415138 Sabih Khan Officer 1105527 0.007 34123508 Katherine Adams Senior Vice President 175408 0.001 531640091 Deirdre O’Brien Senior Vice President of Retail 136810 0.000 285767 Ronald Sugar Independent Director 110566 0.000 50035778 Luca Maestri Chief Financial Officer 91304 0.000 253136 Andrea Jung Independent Director 77664 0.000 22072913 Susan Wagner Independent Director 69788 0.000 1976351584 Ben Borders Principal Accounting Officer 39987 0.000 insider_total: 17 next_key: 10 ``` :::tip API Limitations * Maximum 30 requests per 30 seconds. * Only meaningful for US and SG stocks and funds. * Supports pagination; default 10 items per page, maximum 20; the pagination key is a string type. * The insider summary (total/bought/sold count) is only returned on the first page (when nextKey is empty). ::: --- # Get Insider Trade List `get_insider_trade_list(code, holder_id=None, num=None, next_key=None)` * **Description** Get insider (executives/directors/major shareholders) trade records for a US stock, with optional holder filter and pagination support * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. US.AAPL; supports US and SG equities and funds) holder_id|int|Holder ID (Omit to query all insiders; can be obtained from get_insider_holder_list (3241) or from this API's returned holder_id) num|int|Results per page (Default 10, range 1~50) next_key|str|Pagination key (Omit for first page; pass the value returned from the previous call for subsequent pages; "-1" means no more data) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns insider trade DataFrame
str When ret != RET_OK, returns error description
* DataFrame field description: Field|Type|Description :-|:-|:- trade_shares|int|Shares traded (Positive for buy/acquire, negative for sell) min_trade_date|int|Minimum trade date timestamp (Unix timestamp (seconds), market timezone) min_trade_date_str|str|Minimum trade date string (Format YYYY-MM-DD, market timezone) max_trade_date|int|Maximum trade date timestamp (Unix timestamp (seconds), market timezone) max_trade_date_str|str|Maximum trade date string (Format YYYY-MM-DD, market timezone) min_price|float|Minimum trade price max_price|float|Maximum trade price security_holder_quantity|int|Securities held after trade (Total shares held after the transaction; may be null for proposed sales) is_proposed_sale_of_securities|bool|Proposed sale (Whether this is a proposed sale of securities (Form 144 filing)) holder_id|int|Holder ID name|str|Holder name title|str|Holder title security_description|str|Security type description (e.g. "Common Stock") transaction_type|str|Transaction type (e.g. "Sell", "Exercise and acquire", "Exercise and sell", "Proposed sale", etc.) source_group_name|str|Data source (e.g. "Form 4", "Form 144") all_count|int|Total record count next_key|str|Pagination key ("-1" means no more data; pass as-is for the next page request) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_insider_trade_list("US.AAPL") if ret == RET_OK: print(data[['holder_id', 'name', 'title', 'transaction_type', 'trade_shares']].to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python holder_id name title transaction_type trade_shares 234085 Arthur Levinson Independent Non-Executive Chairperson Open Market Disposition -250000 234085 Arthur Levinson Independent Non-Executive Chairperson Other Disposition -5000 34123508 Katherine Adams Senior Vice President Intent to Sell (Form 144) -43000 1892533533 Kevan Parekh Chief Financial Officer Automatic Disposition -1534 1892533533 Kevan Parekh Chief Financial Officer Derivative Exercise and Retained Stock 6135 1892533533 Kevan Parekh Chief Financial Officer Derivative Exercise and Sale -4793 1976351584 Ben Borders Principal Accounting Officer Derivative Exercise and Retained Stock 825 1976351584 Ben Borders Principal Accounting Officer Derivative Exercise and Sale -892 169600 Timothy Cook Chief Executive Officer Intent to Sell (Form 144) -64949 531640091 Deirdre O’Brien Senior Vice President of Retail Intent to Sell (Form 144) -30002 ``` :::tip API Limits * Max 30 requests per 30 seconds. * Only meaningful for US and SG equities and funds. * Supports pagination; default 10 results per page, max 50; pagination key is a string. * holderId can be obtained from GetInsiderHolderList (3241) or from this protocol's (3242) return value. ::: --- # Get Company Profile `get_company_profile(code)` * **Description** Get the company profile tag list for the specified stock, including text fields, hyperlinks, and section titles * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports equities and funds) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns company profile DataFrame
str When ret != RET_OK, returns error description
* DataFrame field description: Field|Type|Description :-|:-|:- name|str|Tag name value|str|Tag content field_type|[CompanyProfileFieldType](./quote.md#1461)|Tag type (0=SourceText (plain text), 1=LinkType (hyperlink), 2=IndependentTitle (section heading)) * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_company_profile("HK.00700") if ret == RET_OK: print(data.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python field_type name value 0 Symbol 00700 0 Company Name TENCENT 0 ISIN KYG875721634 0 Listing Date Jun 16, 2004 0 Issue Price 3.70 0 Shares Offered 420.16M share(s) 0 Founded Nov 23, 1999 0 Registered Address Cayman Islands 0 Chairman huateng ma 0 Audit Institution PwC 0 Company Category Overseas registratio ... 0 Registered Office Cricket Square, ... 0 Head Office and ... 29th Floor, Tower 3,... 0 Fiscal Year Ends 12-31 0 Employees 115849 0 Market Hong Kong motherboard 0 Phone (852) 2179-5122 0 Fax (852) 2520-1148 0 Email ir@tencent.com 1 Website http://www.tencent.com 2 Business Tencent Holdings Ltd is... 2 Description Tencent leverages ... ``` :::tip API Limits * Max 30 requests per 30 seconds. * Supports equities and funds. ::: --- # Get Company Executives `get_company_executives(code)` * **Description** Get the list of directors and executives for the specified stock, including display name, name, position, start date, publish date, gender, age, education, and annual salary * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports equities and funds) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns executives DataFrame
str When ret != RET_OK, returns error description
* DataFrame field description: Field|Type|Description :-|:-|:- display_leader_name|str|Display name (For display only; do not use as input to get_company_executive_background) leader_name|str|Executive name (Can be passed to get_company_executive_background to query background) position_name|str|Position name begin_date|int|Start date timestamp (seconds) begin_date_str|str|Start date (Format YYYY-MM-DD, in the market's timezone) leader_gender|str|Gender (e.g. "Male" / "Female") leader_age|str|Age highest_education|str|Highest education level annual_salary|int|Annual salary issue_date|int|Publish date timestamp (seconds) issue_date_str|str|Publish date (Format YYYY-MM-DD, in the market's timezone) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_company_executives("US.AAPL") if ret == RET_OK: print(data[['display_leader_name', 'position_name', 'begin_date_str', 'annual_salary']].to_string(index=False)) print('count:', len(data)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python display_leader_name position_name begin_date_str annual_salary Timothy D. Cook Director and Chief Executive Officer NaN 74294811.0 Sabih Khan Chief Operating Officer NaN 27031671.0 Kevan Parekh Chief Financial Officer and Senior Vice President NaN 22467309.0 Ben Borders Principal Accounting Officer and Senior Director, Corporate Accounting NaN NaN Katherine L. Adams Senior Vice President NaN 27032248.0 Deirdre O'Brien Senior Vice President, Retail and People NaN 27047633.0 Jennifer G. Newstead Senior Vice President, General Counsel and Secretary NaN NaN John Ternus Senior Vice President, Hardware Engineering NaN NaN Dr. Arthur D. Levinson, PhD Chairman of the Board NaN 557231.0 Susan L. Wagner Independent Director NaN 445373.0 Monica C. Lozano Independent Director NaN 412956.0 Andrea Jung Independent Director NaN 458020.0 Alex Gorsky Independent Director NaN 416492.0 Dr. Wanda M. Austin, PhD Independent Director NaN 412850.0 Dr. Ronald D. Sugar Independent Director NaN 471283.0 count: 15 ``` :::tip API Limits * Max 30 requests per 30 seconds. * Supports equities and funds. ::: --- # Get Company Executive Background `get_company_executive_background(code, leader_name=None)` * **Description** Get the background profile of a specified executive for the given stock * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports equities and funds) leader_name|str|Executive name (Use the leader_name field value returned by get_company_executives) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns executive background dict
str When ret != RET_OK, returns error description
* dict field description: Field|Type|Description :-|:-|:- brief_background|str|Executive background profile * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_company_executive_background("US.AAPL", leader_name="Mr. Timothy D. Cook") if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python {'brief_background': "On April 20, 2026, Apple Inc. announced that Tim Cook will transition from his role as Chief Executive Officer to Executive Chair of Apple's Board of Directors, effective September 1, 2026. Mr. Cook, 65, has served as Apple's Chief Executive Officer since 2011, having previously served as Apple's Chief Operating Officer from October 2005. Mr. Cook joined Apple in March 1998 and served as Executive Vice President, Worldwide Sales and Operations from February 2002 to October 2005. From October 2000 to February 2002, Mr. Cook served as Senior Vice President, Worldwide Operations, Sales, Service and Support. From March 1998 to October 2000, Mr. Cook served as Senior Vice President, Worldwide Operations. Mr. Cook serves on the Board of Directors of The National Football Foundation & College Hall of Fame, Inc., the Board of Trustees of Duke University, and on the Leadership Council for the Malala Fund, an international non-profit organization that advocates for girls' education. Other Public Company Boards: Current: NIKE, Inc."} ``` :::tip API Limits * Max 30 requests per 30 seconds. * Supports equities and funds. ::: --- # Get Company Operational Efficiency `get_company_operational_efficiency(code, num=None, next_key=None, currency_code=None)` * **Description** Get company operational efficiency data for the specified stock, including employee count, revenue per capita, operating profit per capita, and net profit per capita. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (e.g. HK.00700; supports equities and funds) num|int|Number of records per page (Default 10, range 1~50) next_key|str|Pagination key (Leave empty for the first request; pass the next_key from the previous response to fetch more; "-1" means no more data) currency_code|str|Currency code (ISO 4217, e.g. CNY, USD, HKD, SGD, JPY, CAD, AUD; returns default currency if not specified) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns operational efficiency data dict
str When ret != RET_OK, returns error description
* Return dict fields: Field|Type|Description :-|:-|:- item_list|list|Operational efficiency list; each item is a dict, fields shown below next_key|str|Pagination key ("-1" means no more data) currency_code|str|Currency code (ISO 4217) * item_list sub-item fields: Field|Type|Description :-|:-|:- fiscal_year|int|Fiscal year (e.g. 2024) financial_type|[F10Type](./quote.md#7667)|Financial report type period_text|str|Report period (e.g. "2024/Q3", "2024/FY") end_date|int|Period end timestamp (Unix timestamp in seconds) end_date_str|str|Period end date string (Format YYYY-MM-DD, in the market's timezone) employee_num|int|Number of employees employee_num_yoy|float|YoY change in employee count (Value before %; e.g. 12.34 means 12.34%) income_per_capita|float|Revenue per capita income_per_capita_yoy|float|YoY change in revenue per capita (Value before %; e.g. 12.34 means 12.34%) profit_per_capita|float|Operating profit per capita profit_per_capita_yoy|float|YoY change in operating profit per capita (Value before %; e.g. 12.34 means 12.34%) net_profit_per_capita|float|Net profit per capita net_profit_per_capita_yoy|float|YoY change in net profit per capita (Value before %; e.g. 12.34 means 12.34%) * **Example** ```python from moomoo import * import pandas as pd quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_company_operational_efficiency("HK.00700") if ret == RET_OK: df = pd.DataFrame(data.get('item_list', [])) print(df.to_string(index=False)) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python fiscal_year period_text end_date end_date_str employee_num employee_num_yoy income_per_capita income_per_capita_yoy profit_per_capita profit_per_capita_yoy net_profit_per_capita net_profit_per_capita_yoy 2025 2025/FY 1767110400 2025-12-31 115849 4.7857 6489188.5126 8.6594 2085145.3184 10.7787 1983625.2362 11.6246 2024 2024/FY 1735574400 2024-12-31 110558 4.8768 5972041.8242 3.3726 1882260.8947 23.9566 1777049.1506 58.6906 2023 2023/FY 1703952000 2023-12-31 105417 -2.7841 5777199.1234 12.9662 1518483.7360 48.5723 1119819.3839 -35.6529 2022 2022/FY 1672416000 2022-12-31 108436 -3.8440 5114094.9500 2.9643 1022049.8727 -57.5666 1740279.9808 -13.8522 2021 2021/FY 1640880000 2021-12-31 112771 31.3459 4966862.0478 -11.5377 2408597.9551 12.2453 2020111.5535 8.3170 2020 2020/FY 1609344000 2020-12-31 85858 36.5317 5614666.0765 -6.4170 2145833.8186 13.6879 1864998.0199 22.3097 2019 2019/FY 1577721600 2019-12-31 62885 15.7911 5999666.0570 4.2027 1887477.1408 4.9760 1524815.1387 3.5346 2018 2018/FY 1546185600 2018-12-31 54309 21.2362 5757682.8886 8.4796 1798007.6966 -10.8064 1472757.7381 -8.9654 2017 2017/FY 1514649600 2017-12-31 44796 15.5280 5307616.7514 35.4518 2015849.6294 39.2885 1617800.6964 51.3504 2016 2016/FY 1483113600 2016-12-31 38775 26.5461 3918452.6112 16.7235 1447246.9374 9.1517 1068910.3803 12.5205 ``` :::tip Restrictions * Maximum 30 requests per 30 seconds. * Supports equities and funds. ::: --- # Get Top Ten Buy/Sell Brokers `get_top_ten_buy_sell_brokers(code, days_before=None)` * **Description** Get the top ten net buy and net sell broker lists for the specified HK stock (real-time or historical) * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code (HK stocks only (equities and funds), e.g. HK.00700) days_before|int|Historical days (Leave empty or 0 = real-time data (includes avg price / total volume / total turnover); >0 = historical data for the N-th previous trading day (net volume and broker name only)) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns broker data DataFrame
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- is_real_time|bool|Whether real-time data (true = real-time, false = historical) data_time|int|Data update timestamp (Unix timestamp in seconds) data_time_str|str|Data update time string (Format YYYY-MM-DD HH:MM:SS, in the market's timezone) net_vol|int|Net buy/sell volume (Positive for net buy, negative for net sell) broker_name|str|Broker display name (Real-time uses broker profile data; historical uses the name from the response) buy_sell_type|[BuySellType](./quote.md#5020)|Buy/sell type avg_price|float|Average trade price (Real-time data only) total_vol|float|Total trade volume (Real-time data only) total_turnover|float|Total trade turnover (Real-time data only) * **BuySellType Enum** Enum Name|Value|Description :-|:-|:- Unknown|0|Unknown NetBuy|1|Net buy NetSell|2|Net sell * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_top_ten_buy_sell_brokers("HK.00700") if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ```python net_vol is_real_time buy_sell_type ... avg_price total_vol total_turnover 0 99200 True 1 ... 466.852156 398800.0 186180640.0 1 46500 True 1 ... 466.508972 61300.0 28597000.0 2 45400 True 1 ... 466.224332 67400.0 31423520.0 3 36000 True 1 ... 467.343428 240400.0 112349360.0 4 31300 True 1 ... 466.900580 155100.0 72416280.0 5 30000 True 1 ... 465.546667 30000.0 13966400.0 6 15000 True 1 ... 466.809333 15000.0 7002140.0 7 13700 True 1 ... 466.816577 55500.0 25908320.0 8 12300 True 1 ... 466.557724 12300.0 5738660.0 9 9200 True 1 ... 466.217391 9200.0 4289200.0 10 -373700 True 2 ... 467.064060 414300.0 193504640.0 11 -235100 True 2 ... 466.822072 502900.0 234764820.0 12 -168100 True 2 ... 466.281052 311900.0 145433060.0 13 -138300 True 2 ... 467.436639 547500.0 255921560.0 14 -89800 True 2 ... 466.722515 265600.0 123961500.0 15 -79400 True 2 ... 466.431910 79600.0 37127980.0 16 -69700 True 2 ... 466.950688 94500.0 44126840.0 17 -43600 True 2 ... 466.546230 61000.0 28459320.0 18 -25300 True 2 ... 466.652174 25300.0 11806300.0 19 -19500 True 2 ... 466.124484 33900.0 15801620.0 [20 rows x 9 columns] ``` :::tip Restrictions * Maximum 30 requests per 30 seconds. * HK stocks only (equities and funds). * `days_before=0` or omitted returns real-time data (includes avg price / total volume / total turnover); `days_before>0` returns net volume and broker name only. ::: --- # Get Daily Short Volume `get_daily_short_volume(stock_code, next_key=None, num=None)` * **Description** Get daily short volume data for US or HK stocks, with pagination support * **Parameters** Parameter|Type|Description :-|:-|:- stock_code|str|Stock code (Supports HK and US stocks and funds, e.g. US.AAPL, HK.00700) next_key|str|Pagination key (Leave empty for the first request; pass the next_key from the previous response to continue; "-1" indicates no more data) num|int|Page size (Default 10, range 1~50) * **Return**
Parameter Type Description
ret RET_CODE API call result
us_df pd.DataFrame US daily short volume data; error description string when ret != RET_OK
hk_df pd.DataFrame HK daily short volume data; None when ret != RET_OK
* US DataFrame (us_df) field description: Field|Type|Description :-|:-|:- timestamp|int|Trading day timestamp (Unix timestamp in seconds, midnight of the day) timestamp_str|str|Trading day string (Format YYYY-MM-DD, in market timezone) total_shares_short|int|Total short shares nasdaq_shares_short|int|NASDAQ short shares nyse_shares_short|int|NYSE short shares short_percent|float|Short ratio (Value before the percent sign, e.g. 12.34 means 12.34%) volume|int|Volume (shares) close_price|float|Close price last_close_price|float|Previous close price daily_trade_avg_ratio|float|Daily avg trade ratio (Value before the percent sign, e.g. 12.34 means 12.34%; 20-trading-day average ending at the given trading day) * US us_df.attrs additional attributes: Attribute|Type|Description :-|:-|:- next_key|str|Pagination key ("-1" indicates no more data) * HK DataFrame (hk_df) field description: Field|Type|Description :-|:-|:- timestamp|int|Trading day timestamp (Unix timestamp in seconds, midnight of the day) timestamp_str|str|Trading day string (Format YYYY-MM-DD, in market timezone) shares_traded|int|Volume (shares) turnover|float|Turnover short_sell_shares_traded|int|Short sell volume (shares) short_sell_turnover|float|Short sell turnover open_price|float|Open price close_price|float|Close price last_close_price|float|Previous close price daily_trade_avg_ratio|float|Daily avg trade ratio (Value before the percent sign, e.g. 12.34 means 12.34%; 20-trading-day average ending at the given trading day) * HK hk_df.attrs additional attributes: Attribute|Type|Description :-|:-|:- next_key|str|Pagination key ("-1" indicates no more data) aggregated_short|int|Aggregated short position (shares) (HK only) aggregated_short_ratio|float|Ratio of outstanding shares (Value before the percent sign, e.g. 12.34 means 12.34%; HK only) new_time_str|str|Latest data time (Format YYYY-MM-DD, in market timezone; HK only) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, us_df, hk_df = quote_ctx.get_daily_short_volume("HK.00700") if ret == RET_OK: print(hk_df) else: print('error:', hk_df) quote_ctx.close() ``` * **Output** ```python timestamp timestamp_str ... last_close_price daily_trade_avg_ratio 0 1778169600 2026-05-08 ... 477.4 11.36 1 1778083200 2026-05-07 ... 463.0 11.80 2 1777996800 2026-05-06 ... 472.2 12.22 3 1777910400 2026-05-05 ... 473.0 12.76 4 1777824000 2026-05-04 ... 467.8 13.02 5 1777478400 2026-04-30 ... 479.2 13.09 6 1777392000 2026-04-29 ... 473.8 14.02 7 1777305600 2026-04-28 ... 478.6 14.13 8 1777219200 2026-04-27 ... 493.4 14.14 9 1776960000 2026-04-24 ... 495.2 14.18 [10 rows x 10 columns] ``` :::tip Restrictions * Maximum 30 requests per 30 seconds. * Supports HK and US stocks and funds. ::: --- # Get Short Interest `get_short_interest(stock_code, next_key=None, num=None)` * **Description** Get the short interest history for a specified HK or US stock, with pagination support * **Parameters** Parameter|Type|Description :-|:-|:- stock_code|str|Stock code (Supports HK and US equities and funds, e.g. US.AAPL, HK.00700) next_key|str|Pagination key (Leave empty for the first request; pass the next_key from the previous response to continue; "-1" means no more data) num|int|Page size (Default 10, range 1~50) * **Return**
Parameter Type Description
ret RET_CODE API call result
us_df pd.DataFrame US short interest data; error string when ret != RET_OK
hk_df pd.DataFrame HK short interest data; None when ret != RET_OK
* US DataFrame (us_df) fields: Field|Type|Description :-|:-|:- timestamp|int|Trading day timestamp (Unix timestamp in seconds, midnight of the trading day) timestamp_str|str|Trading day string (Format YYYY-MM-DD, in the market's timezone) shares_short|int|Shares sold short short_percent|float|Short ratio (Value before the percent sign, e.g. 12.34 means 12.34%) avg_daily_share_volume|int|Average daily share volume days_to_cover|float|Days to cover close_price|float|Close price last_close_price|float|Previous close price * US us_df.attrs additional attributes: Attribute|Type|Description :-|:-|:- next_key|str|Pagination key ("-1" means no more data) * HK DataFrame (hk_df) fields: Field|Type|Description :-|:-|:- timestamp|int|Trading day timestamp (Unix timestamp in seconds, midnight of the trading day) timestamp_str|str|Trading day string (Format YYYY-MM-DD, in the market's timezone) close_price|float|Close price last_close_price|float|Previous close price aggregated_short|int|Aggregated short positions (shares) aggregated_short_ratio|float|Short ratio of shares outstanding (Value before the percent sign, e.g. 12.34 means 12.34%) * HK hk_df.attrs additional attributes: Attribute|Type|Description :-|:-|:- next_key|str|Pagination key ("-1" means no more data) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, us_df, hk_df = quote_ctx.get_short_interest("HK.00700") if ret == RET_OK: print(hk_df) else: print('error:', hk_df) quote_ctx.close() ``` * **Output** ```python timestamp timestamp_str aggregated_short aggregated_short_ratio close_price last_close_price 0 1777478400 2026-04-30 51480638 0.56 467.8 479.2 1 1776960000 2026-04-24 51888755 0.56 493.4 495.2 2 1776355200 2026-04-17 47974208 0.52 510.5 517.0 3 1775750400 2026-04-10 48424833 0.53 504.5 508.5 4 1775059200 2026-04-02 49982828 0.54 489.2 496.6 5 1774540800 2026-03-27 52744147 0.57 493.4 495.6 6 1773936000 2026-03-20 51710854 0.56 508.0 513.0 7 1773331200 2026-03-13 48105325 0.52 547.5 546.5 8 1772726400 2026-03-06 42404275 0.46 519.0 502.0 9 1772121600 2026-02-27 36037870 0.39 518.0 512.0 ``` :::tip Restrictions * Maximum 30 requests per 30 seconds. * Supports HK and US equities and funds. ::: --- # Get Option Expiration Date `get_option_expiration_date(code, index_option_type=IndexOptionType.NORMAL)` * **Description** Query all expiration dates of option chains through the underlying stock. To obtain the complete option chain, please use it in combination with [Get Option Chain](../quote/get-option-chain.md). * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. index_option_type|[IndexOptionType](../quote/quote.md#2866)|Index option type. (Only valid for HK index options. Ignore this parameter for stocks, ETFs, and US index options.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, option expiration date data is returned.
str If ret != RET_OK, error description is returned.
* Option expiration date data format as follows: Field|Type|Description :-|:-|:- strike_time|str|Exercise date. (Format: yyyy-MM-dd The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) option_expiry_date_distance|int|The number of days from the expiry date. (A negative number means it has expired.) expiration_cycle|[ExpirationCycle](./quote.md#5181)|Expiration cycle. (For HK index options only) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_expiration_date(code='HK.00700') if ret == RET_OK: print(data) print(data['strike_time'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python strike_time option_expiry_date_distance expiration_cycle 0 2021-04-29 4 N/A 1 2021-05-28 33 N/A 2 2021-06-29 65 N/A 3 2021-07-29 95 N/A 4 2021-09-29 157 N/A 5 2021-12-30 249 N/A 6 2022-03-30 339 N/A ['2021-04-29', '2021-05-28', '2021-06-29', '2021-07-29', '2021-09-29', '2021-12-30', '2022-03-30'] ``` :::tip Interface Limitations * A maximum of 60 requests per 30 seconds ::: --- # Get Option Chain `get_option_chain(code, index_option_type=IndexOptionType.NORMAL, start=None, end=None, option_type=OptionType.ALL, option_cond_type=OptionCondType.ALL, data_filter=None)` * **Description** Query the option chain from an underlying stock. This interface only returns the static information of the option chain. If you need to obtain dynamic information such as quotation or trading, please use the security code returned by this interface to [subscribe](../quote/sub.md) the required security. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Code of underlying stock. index_option_type|[IndexOptionType](./quote.md#2866)|Index option type. (Only valid for HK index options. Ignore this parameter for stocks, ETFs, and US index options.) start|str|Start date, for expiration date. (For example: "2017-08-01".) end|str|End date (including this day), for expiration date. (For example: "2017-08-30".) option_type|[OptionType](./quote.md#9598)|Option type for call/put. (Default all.) option_cond_type|[OptionCondType](./quote.md#9027)|Option type for in/out of the money. (Default all.) data_filter|*OptionDataFilter*|Data filter condition. (No filter by default.) * The combination of ***start*** and ***end*** is as follows: Start type|End type|Description :-|:-|:- str|str|***start*** and ***end*** are the specified dates respectively. None|str|***start*** is 30 days before ***end***. str|None|***end*** is 30 days after ***start***. None|None|***start*** is the current date, ***end*** is 30 days later. * *OptionDataFilter* fields are as follows Field|Type|Description :-|:-|:- implied_volatility_min|float|Min value of implied volatility. (0 decimal place accuracy, the excess part is discarded.) implied_volatility_max|float|Max value of implied volatility. (0 decimal place accuracy, the excess part is discarded.) delta_min|float|Min value of Greek value Delta. (3 decimal place accuracy, the excess part is discarded.) delta_max|float|Max value of Greek value Delta. (3 decimal place accuracy, the excess part is discarded.) gamma_min|float|Min value of Greek value Gamma. (3 decimal place accuracy, the excess part is discarded.) gamma_max|float|Max value of Greek value Gamma. (3 decimal place accuracy, the excess part is discarded.) vega_min|float|Min value of Greek value Vega. (3 decimal place accuracy, the excess part is discarded.) vega_max|float|Max value of Greek value Vega. (3 decimal place accuracy, the excess part is discarded.) theta_min|float|Min value of Greek value Theta. (3 decimal place accuracy, the excess part is discarded.) theta_max|float|Max value of Greek value Theta. (3 decimal place accuracy, the excess part is discarded.) rho_min|float|Min value of Greek value Rho. (3 decimal place accuracy, the excess part is discarded.) rho_max|float|Max value of Greek value Rho. (3 decimal place accuracy, the excess part is discarded.) net_open_interest_min|float|Min value of net open contract number. (0 decimal place accuracy, the excess part is discarded.) net_open_interest_max|float|Max value of net open contract number. (0 decimal place accuracy, the excess part is discarded.) open_interest_min|float|Min value of open contract number. (0 decimal place accuracy, the excess part is discarded.) open_interest_max|float|Max value of open contract number. (0 decimal place accuracy, the excess part is discarded.) vol_min|float|Min value of Volume. (0 decimal place accuracy, the excess part is discarded.) vol_max|float|Max value of Volume. (0 decimal place accuracy, the excess part is discarded.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, option chain data is returned.
str If ret != RET_OK, error description is returned.
* Option chain data format as follows: Field|Type|Description :-|:-|:- code|str|Security code. name|str|Security name. lot_size|int|Number of shares per lot, number of shares per contract for options. (Index options do not have this field.) stock_type|[SecurityType](./quote.md#9767)|Stock type. option_type|[OptionType](./quote.md#9598)|Option type. stock_owner|str|Underlying stock. strike_time|str|Exercise date. (Format: yyyy-MM-dd The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) strike_price|float|Strike price. suspension|bool|Whether is suspended. (True: suspended. False: not suspended) stock_id|int|Stock ID. index_option_type|[IndexOptionType](./quote.md#2866)|Index option type. expiration_cycle|[ExpirationCycle](./quote.md#5181)|Expiration cycle type. option_standard_type|[OptionStandardType](./quote.md#8553)|Option standard type. option_settlement_mode|[OptionSettlementMode](./quote.md#6656)|Option settlement mode. * **Example** ```python from moomoo import * import time quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret1, data1 = quote_ctx.get_option_expiration_date(code='HK.00700') filter1 = OptionDataFilter() filter1.delta_min = 0 filter1.delta_max = 0.1 if ret1 == RET_OK: expiration_date_list = data1['strike_time'].values.tolist() for date in expiration_date_list: ret2, data2 = quote_ctx.get_option_chain(code='HK.00700', start=date, end=date, data_filter=filter1) if ret2 == RET_OK: print(data2) print(data2['code'][0]) # Take the first stock code print(data2['code'].values.tolist()) # Convert to list else: print('error:', data2) time.sleep(3) else: print('error:', data1) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name lot_size stock_type option_type stock_owner strike_time strike_price suspension stock_id index_option_type expiration_cycle option_standard_type 0 HK.TCH210429C350000 腾讯 210429 350.00 购 100 DRVT CALL HK.00700 2021-04-29 350.0 False 80235167 N/A WEEK STANDARD 1 HK.TCH210429P350000 腾讯 210429 350.00 沽 100 DRVT PUT HK.00700 2021-04-29 350.0 False 80235247 N/A WEEK STANDARD 2 HK.TCH210429C360000 腾讯 210429 360.00 购 100 DRVT CALL HK.00700 2021-04-29 360.0 False 80235163 N/A WEEK STANDARD 3 HK.TCH210429P360000 腾讯 210429 360.00 沽 100 DRVT PUT HK.00700 2021-04-29 360.0 False 80235246 N/A WEEK STANDARD 4 HK.TCH210429C370000 腾讯 210429 370.00 购 100 DRVT CALL HK.00700 2021-04-29 370.0 False 80235165 N/A WEEK STANDARD 5 HK.TCH210429P370000 腾讯 210429 370.00 沽 100 DRVT PUT HK.00700 2021-04-29 370.0 False 80235248 N/A WEEK STANDARD HK.TCH210429C350000 ['HK.TCH210429C350000', 'HK.TCH210429P350000', 'HK.TCH210429C360000', 'HK.TCH210429P360000', 'HK.TCH210429C370000', 'HK.TCH210429P370000'] ... code name lot_size stock_type option_type stock_owner strike_time strike_price suspension stock_id index_option_type expiration_cycle option_standard_type 0 HK.TCH220330C490000 腾讯 220330 490.00 购 100 DRVT CALL HK.00700 2022-03-30 490.0 False 80235143 N/A WEEK STANDARD 1 HK.TCH220330P490000 腾讯 220330 490.00 沽 100 DRVT PUT HK.00700 2022-03-30 490.0 False 80235193 N/A WEEK STANDARD 2 HK.TCH220330C500000 腾讯 220330 500.00 购 100 DRVT CALL HK.00700 2022-03-30 500.0 False 80233887 N/A WEEK STANDARD 3 HK.TCH220330P500000 腾讯 220330 500.00 沽 100 DRVT PUT HK.00700 2022-03-30 500.0 False 80233912 N/A WEEK STANDARD 4 HK.TCH220330C510000 腾讯 220330 510.00 购 100 DRVT CALL HK.00700 2022-03-30 510.0 False 80233747 N/A WEEK STANDARD 5 HK.TCH220330P510000 腾讯 220330 510.00 沽 100 DRVT PUT HK.00700 2022-03-30 510.0 False 80233766 N/A WEEK STANDARD HK.TCH220330C490000 ['HK.TCH220330C490000', 'HK.TCH220330P490000', 'HK.TCH220330C500000', 'HK.TCH220330P500000', 'HK.TCH220330C510000', 'HK.TCH220330P510000'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds * The upper limit of the incoming time span is 30 days ::: :::tip Tips * This interface does not support the query of expired option chains, please enter today or future date to the **End date** parameter. * Open interest (OI) is updated daily and the specific timing depends on the exchange. - For U.S. stock options, the data is updated during the PRE_MARKET session. - For Hong Kong stock options, the data is updated after the Regular Trading Hours. ::: --- # Get Option Volatility `get_option_volatility(code, query_time_period=None, hv_time_period=None)` * **Description** Get implied volatility, historical volatility and volatility premium analysis for a specified option contract * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Option code (Only option contract codes are supported, e.g. US.AAPL260427C270000) query_time_period|[OptionVolatilityTimePeriodType](./quote.md#2958)|Query time period (Default is Month if not specified) hv_time_period|int|Historical volatility calculation period (days) (Range 5~250, default 30) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame Option volatility data when ret == RET_OK
str Error description string when ret != RET_OK
* DataFrame field description: Field|Type|Description :-|:-|:- timestamp|int|Trading day timestamp (Unix timestamp in seconds, midnight of the day) timestamp_str|str|Trading day string (Format YYYY-MM-DD, in market timezone) implied_volatility|float|Implied volatility (Value before % sign, e.g. 25.0 means 25%) history_volatility|float|Historical volatility (Underlying historical volatility, value before % sign, e.g. 25.0 means 25%) volatility_premium|float|Volatility premium (Implied minus historical volatility; positive value means implied is higher than historical) average_impvol|float|Average implied volatility (Mean of implied volatility over the query period, value before % sign) impvol_status|[OptionImpvolStatusType](./quote.md#1046)|Volatility status analysis|str|Analysis text * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, df = quote_ctx.get_option_volatility("US.AAPL281215C320000", query_time_period=2, hv_time_period=30) if ret == RET_OK: cols = ['timestamp_str', 'implied_volatility', 'history_volatility', 'volatility_premium'] print(df[cols].to_string(index=False)) else: print('error:', df) quote_ctx.close() ``` * **Output** ``` timestamp_str implied_volatility history_volatility volatility_premium 2026-04-13 27.813 18.977 8.836 2026-04-14 27.656 18.962 8.694 2026-04-15 27.726 20.782 6.944 2026-04-16 28.069 21.013 7.056 2026-04-17 27.796 22.088 5.708 2026-04-20 28.054 21.931 6.123 2026-04-21 27.897 23.194 4.703 2026-04-22 28.276 24.300 3.976 2026-04-23 27.951 24.296 3.655 2026-04-24 28.056 23.676 4.380 2026-04-27 27.917 22.985 4.932 2026-04-28 27.942 23.011 4.931 2026-04-29 28.269 23.022 5.247 2026-04-30 27.630 22.312 5.318 2026-05-01 27.576 23.741 3.835 2026-05-04 27.919 24.078 3.841 2026-05-05 27.308 24.778 2.530 2026-05-06 27.746 24.850 2.896 2026-05-07 28.198 24.886 3.312 2026-05-08 27.719 25.285 2.434 ``` :::tip API Restrictions * Maximum 30 requests per 30 seconds. * Only option contract codes are supported; underlying stock codes are not. ::: --- # Get Option Exercise Probability `get_option_exercise_probability(code)` * **Description** Get historical exercise probability data for a specified option contract, sorted by date in descending order * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Option code (Only option contract codes are supported, e.g. US.AAPL260427C270000) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns exercise probability data
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- timestamp|int|Timestamp (Unix timestamp in seconds) timestamp_str|str|Date string (Format YYYY-MM-DD, in market timezone) security_price|float|Underlying price strike_probability|float|Exercise probability (Value before the percent sign, e.g. 12.34 means 12.34%) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, df = quote_ctx.get_option_exercise_probability("US.AAPL281215C320000") if ret == RET_OK: print(df) else: print('error:', df) quote_ctx.close() ``` * **Output** ```python timestamp timestamp_str security_price strike_probability 0 1778469319 2026-05-10 293.32 41.869 1 1778212800 2026-05-08 293.05 41.887 2 1778126400 2026-05-07 287.17 40.011 3 1778040000 2026-05-06 287.24 40.122 4 1777953600 2026-05-05 283.91 38.956 5 1777867200 2026-05-04 276.56 36.861 6 1777608000 2026-05-01 279.87 37.939 7 1777521600 2026-04-30 271.08 35.189 8 1777435200 2026-04-29 269.90 34.851 9 1777348800 2026-04-28 270.44 35.040 10 1777262400 2026-04-27 267.34 34.094 11 1777003200 2026-04-24 270.79 35.170 12 1776916800 2026-04-23 273.16 35.885 13 1776830400 2026-04-22 272.90 35.805 14 1776744000 2026-04-21 265.90 33.691 15 1776657600 2026-04-20 272.78 35.799 16 1776398400 2026-04-17 269.96 34.964 17 1776312000 2026-04-16 263.13 32.901 18 1776225600 2026-04-15 266.16 33.834 19 1776139200 2026-04-14 258.56 31.536 20 1776052800 2026-04-13 258.93 31.663 21 1775793600 2026-04-10 260.21 32.069 22 1775707200 2026-04-09 260.22 32.086 ``` :::tip API Restrictions * Maximum 30 requests per 30 seconds. * Only option contract codes are supported; underlying stock codes are not supported. ::: --- # Get Option Strategy `get_option_strategy(code, option_strategy, expire_time, spread=None, far_expire_time=None, index_option_type=IndexOptionType.NORMAL, option_type=OptionType.ALL, strike_price=None)` * **Description** Query option chain legs by strategy type. Supports vertical spread, straddle, collar, butterfly, and other standard strategies. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Underlying stock code (如 US.AAPL、HK.00700) option_strategy|[OptionStrategyType](./quote.md#9368)|Option strategy type expire_time|str|Expiration date (Format: yyyy-MM-dd, in market timezone; required for Calendar spread and Diagonal spread) spread|float|Spread (Required for Vertical spread, Strangle, Collar, Butterfly, Condor, Iron butterfly, Iron condor, and Diagonal spread) far_expire_time|str|Far expiration date (Format: yyyy-MM-dd; required for Calendar spread and Diagonal spread) index_option_type|[IndexOptionType](./quote.md#2866)|Index option type (Only effective for HK index option filtering) option_type|[OptionType](./quote.md#9598)|Option call/put type (Default: all) strike_price|float|Strike price * Required parameters by strategy type: * **expire_time** Required for:`CALENDAR_SPREAD`（Calendar spread）、`DIAGONAL_SPREAD`（Diagonal spread） * **spread** Required for:`SPREAD`（Vertical spread）、`STRANGLE`（Strangle）、`COLLAR`（Collar）、`BUTTERFLY`（Butterfly）、`CONDOR`（Condor）、`IRON_BUTTERFLY`（Iron butterfly）、`IRON_CONDOR`（Iron condor）、`DIAGONAL_SPREAD`（Diagonal spread） * **far_expire_time** Required for:`CALENDAR_SPREAD`（Calendar spread）、`DIAGONAL_SPREAD`（Diagonal spread） * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns strategy list data
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- code|str|Strategy identifier code name|str|Strategy name option_strategy|str|Option strategy type (如 STRADDLE) stock_owner|str|Underlying stock legs|list|Combo leg list (Elements are OptionStrategyLeg) * OptionStrategyLeg fields: Field|Type|Description :-|:-|:- code|str|Option contract code action|str|Buy/sell direction (BUY / SELL) quantity|float|Quantity * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret,data = quote_ctx.get_option_strategy(code='HK.00700', option_strategy=OptionStrategyType.STRADDLE) if ret == RET_OK: print(data) print(data['legs'][0]) else: print('error:', data) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` * **Output** ```python code name option_strategy stock_owner legs 0 TCH260522C/P330 Tencent Straddle STRADDLE HK.00700 [OptionStrategyLeg(code=HK.TCH260522P330000, action=BUY, quantity=1.0), OptionStrategyLeg(code=HK.TCH260522C330000, action=BUY, quantity=1.0)] 1 TCH260522C/P340 Tencent Straddle STRADDLE HK.00700 [OptionStrategyLeg(code=HK.TCH260522P340000, a... 2 TCH260522C/P350 Tencent Straddle STRADDLE HK.00700 [OptionStrategyLeg(code=HK.TCH260522P350000, a... ... 26 TCH260522C/P590 Tencent Straddle STRADDLE HK.00700 [OptionStrategyLeg(code=HK.TCH260522P590000, a... [OptionStrategyLeg(code=HK.TCH260522P330000, action=BUY, quantity=1.0), OptionStrategyLeg(code=HK.TCH260522C330000, action=BUY, quantity=1.0)] ``` :::tip API Restrictions * Maximum 30 requests per 30 seconds. ::: --- # Get Valid Spread `get_option_strategy_spread(code, option_strategy, expire_time, far_expire_time=None, index_option_type=IndexOptionType.NORMAL)` * **Description** Get the list of valid spreads for the specified option strategy under the current underlying and expiration date. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Underlying stock code (如 US.AAPL、HK.00700) option_strategy|[OptionStrategyType](./quote.md#9368)|Option strategy type expire_time|str|Expiration date (Format: yyyy-MM-dd, in market timezone) far_expire_time|str|Far expiration date (Required for DiagonalSpread and similar strategies; format: yyyy-MM-dd) index_option_type|[IndexOptionType](./quote.md#2866)|Index option type (Only effective for HK index option filtering) * option_strategy only supports Spread, Strangle, Collar, Butterfly, Condor, IronButterfly, IronCondor, and DiagonalSpread. * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns valid spread list
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- spread|float|Valid spread * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret,data = quote_ctx.get_option_strategy_spread(code='HK.00700', option_strategy=OptionStrategyType.STRANGLE) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` * **Output** ```python spread 0 10.0 1 20.0 2 30.0 3 40.0 4 50.0 5 60.0 6 70.0 7 80.0 8 90.0 9 100.0 10 110.0 11 120.0 12 130.0 13 140.0 14 150.0 15 160.0 16 170.0 17 180.0 18 190.0 19 200.0 20 210.0 21 220.0 22 230.0 23 240.0 24 250.0 25 260.0 ``` :::tip API Restrictions * Maximum 30 requests per 30 seconds. ::: --- # Option Strategy Analysis `get_option_strategy_analysis(combo_leg_list)` * **Description** Perform P/L analysis on custom or multi-leg option combos and return P/L curves and related analytics. * **Parameters** Parameter|Type|Description :-|:-|:- combo_leg_list|list|Combo leg list (Elements are OptionStrategyLeg; structure see [get_option_strategy](./get-option-strategy.md)) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns option strategy analysis result
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- code|str|Strategy identifier code name|str|Strategy name option_strategy|str|Option strategy type bid1|float|Combo bid price ask1|float|Combo ask price max_profit|float|Max profit max_loss|float|Max loss breakeven_points|list|Breakeven points prob_of_profit|float|Probability of profit (This field is in percentage form, so 20 is equivalent to 20%.) delta|float|Delta theta|float|Theta * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_strategy(code='HK.00700', option_strategy=OptionStrategyType.STRADDLE) if ret == RET_OK: index=0 print(data['legs'][index]) ret2,data2 = quote_ctx.get_option_strategy_analysis(data['legs'][index]) if ret2 == RET_OK: print(data2) else: print("get_analysis,error:",data2) else: print('error:', data) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` * **Output** ```python [OptionStrategyLeg(code=HK.TCH260522P330000, action=BUY, quantity=1.0), OptionStrategyLeg(code=HK.TCH260522C330000, action=BUY, quantity=1.0)] code name option_strategy bid1 ask1 max_profit max_loss breakeven_points prob_of_profit delta theta 0 TCH260522C/P330 Tencent Straddle STRADDLE 0.0 130.44 1.000000e+15 -13044.0 [199.56, 460.44] 0.315492 0.974369 -0.785757 ``` :::tip API Restrictions * Does not consume option subscription quota. * Maximum 30 requests per 30 seconds. ::: --- # Get Option Quote `get_option_quote(combo_leg_list)` * **Description** Get option snapshot quotes from a combo leg list, suitable for multi-leg strategy batch quote queries. * **Parameters** Parameter|Type|Description :-|:-|:- combo_leg_list|list|Combo leg list (Elements are OptionStrategyLeg; structure see [get_option_strategy](./get-option-strategy.md)) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns option snapshot data
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- price|float|Combo price change_val|float|Change value change_rate|float|Change rate volume|str|Volume turnover|str|Turnover high_price|str|High price low_price|str|Low price mid_price|str|Mid price open_price|str|Open price last_close_price|float|Last close price open_interest|str|Open interest premium|str|Premium implied_volatility|str|Implied volatility delta|float|Delta gamma|float|Gamma vega|float|Vega theta|float|Theta rho|float|Rho option_type|str|Option type expire_time|str|Expiration date strike_price|str|Strike price contract_size|float|Contract size contract_multiplier|float|Contract multiplier exercise_type|str|Exercise type days_to_expiry|int|Days to expiry net_open_interest|str|Net open interest contract_value|str|Contract value equal_underlying|str|Equivalent underlying index_option_type|str|Index option type intrinsic_value|float|Intrinsic value time_value|float|Time value breakeven_point|list|Breakeven points dist_to_breakeven|list|Distance to breakeven prob_of_profit|float|Probability of profit (This field is in percentage form, so 20 is equivalent to 20%.) seller_roi|str|Seller ROI (This field is in percentage form, so 20 is equivalent to 20%.) mark_price|float|Mark price leverage_ratio|str|Leverage ratio effective_gearing|str|Effective gearing * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_strategy(code='HK.00700', option_strategy=OptionStrategyType.STRADDLE) if ret == RET_OK: index=0 print(data['legs'][index]) ret2,data2 = quote_ctx.get_option_quote(data['legs'][index]) if ret2 == RET_OK: print(data2) else: print("get_analysis,error:",data2) else: print('error:', data) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` * **Output** ```python [OptionStrategyLeg(code=HK.TCH260522P330000, action=BUY, quantity=1.0), OptionStrategyLeg(code=HK.TCH260522C330000, action=BUY, quantity=1.0)] price change_val change_rate volume turnover high_price low_price mid_price open_price last_close_price open_interest premium implied_volatility delta gamma vega theta rho option_type expire_time strike_price contract_size contract_multiplier exercise_type days_to_expiry net_open_interest contract_value equal_underlying index_option_type intrinsic_value time_value breakeven_point dist_to_breakeven prob_of_profit seller_roi mark_price leverage_ratio effective_gearing 0 131.65 0.0 0.0 N/A N/A N/A N/A N/A N/A 131.65 N/A N/A N/A 0.974369 0.000797 0.019825 -0.785757 0.016246 N/A 2026-05-22 N/A 100.0 100.0 N/A 2 N/A N/A N/A N/A 125.2 6.45 [199.56, 460.44] [255.64, -5.240000000000009] 0.315418 N/A 130.4 N/A N/A ``` :::tip API Restrictions * Maximum 120 requests per 30 seconds. ::: --- # Option Screening `get_option_screen(request)` * **Description** Option screening. Mixes underlying-property and option-property filters. Underlying-property and option-property filters cannot be applied together within the same group, so the SDK opens new filter groups as needed: by default each filter condition is AND-joined with the previous (a new group is opened); when `or_with_previous=True` is set explicitly and the indicator_type matches the previous condition, the new condition is OR-joined with it (same group). * **Parameters** Parameter|Type|Description :-|:-|:- request|OptionScreenRequest|Option screening request object; market_categories must be passed at construction * OptionScreenRequest fields: Field|Type|Description :-|:-|:- market_categories|list[int]|Option market category list (Elements come from OptMarketCategory: US_STOCK=0, US_INDEX=1, US_FUTURE=2, HK_STOCK=3, HK_INDEX=4, JP_STOCK=5, JP_INDEX=6. US_FUTURE / JP_STOCK / JP_INDEX will be supported later; currently the result is empty) page_from|int|Pagination start position (Defaults to 0) page_count|int|Maximum results per page (Defaults to 200) * Filter builder methods (by default each call automatically opens a new filter group AND-joined with previous conditions; with `or_with_previous=True` and a matching indicator_type, the new condition is OR-joined with the previous one in the same group. Underlying-property and option-property filters cannot be applied together within the same group): Method|Description :-|:- add_underlying_filter(indicator_type, values=None, lower=None, upper=None, plate_list=None, parent_plate_id=None, or_with_previous=False)|Underlying property filter (indicator_type comes from [OptUnderlyingIndicator](./quote.md#6584). STOCK_LIST takes security code strings directly (e.g. "US.AAPL", "HK.00700"). IV / HV / IV_RANK / IV_PERCENTILE etc. take **decimal** values (30% as 0.3). PLATE(103) will return an error; do not use it for now) add_option_filter(indicator_type, values=None, lower=None, upper=None, or_with_previous=False)|Option property filter (indicator_type comes from [OptIndicator](./quote.md#6840). DELTA / GAMMA / VEGA / THETA / RHO and probability indicators (e.g. ITM_PROBABILITY) take 0~1 decimals. PREMIUM(2021) only supports sort / retrieve, using it as a filter returns an error; BUY_BREAK_EVEN_POINT(3023) is deprecated, new code should use BUY_TO_BEP(3011)) new_filter_group()|Manually start a new filter group (Groups are AND-joined; conditions inside a group are OR-joined) add_sort(indicator_type, desc=False)|Sort (desc=True for descending; ascending by default) add_option_retrieve(indicator_type)|Declare additional option fields to return (If not called, default basic fields are returned) add_underlying_retrieve(indicator_type)|Declare underlying fields to return (Only after calling this will the underlying dict in the response be populated) * **Returns**
Parameter Type Description
ret RET_CODE API result
data tuple When ret == RET_OK, returns (last_page, all_count, DataFrame)
str When ret != RET_OK, an error description is returned
* Returned DataFrame fields: Field|Type|Description :-|:-|:- code|str|Option code option_name|str|Option name strike_price|float|Strike price strike_date|str|Strike date option_type|int|Call / Put (1=CALL, 2=PUT) exercise_type|int|Exercise type (1=American, 2=European) expiration_type|int|Expiration type (1=Weekly, 2=Monthly, 3=Quarterly) in_the_money|bool|Whether in the money left_day|int|Days remaining price|float|Option price mid_price|float|Mid price bid_price|float|Bid price ask_price|float|Ask price bid_ask_spread|float|Bid-ask spread bid_volume|int|Bid volume ask_volume|int|Ask volume bid_ask_volume_ratio|float|Bid-ask volume ratio change_ratio|float|Change ratio volume|int|Volume turnover|float|Turnover open_interest|int|Open interest open_interest_market_cap|float|Open interest market cap vol_oi_ratio|float|Volume / open interest ratio premium|float|Premium implied_volatility|float|Implied volatility history_volatility|float|Historical volatility iv_hv_ratio|float|IV/HV delta|float|Greeks Delta gamma|float|Greeks Gamma vega|float|Greeks Vega theta|float|Greeks Theta rho|float|Greeks Rho leverage_ratio|float|Leverage ratio effective_gearing|float|Effective leverage itm_probability|float|In-the-money probability buy_to_bep|float|Buy-to-break-even ratio sell_to_bep|float|Sell-to-break-even ratio buy_profit_probability|float|Buy profit probability sell_profit_probability|float|Sell profit probability intrinsic_value_per|float|Intrinsic value percentage time_value_per|float|Time value percentage itm_degree|float|In-the-money degree otm_degree|float|Out-of-the-money degree otm_probability|float|Out-of-the-money probability sell_annualized_return|float|Sell annualized return interval_return|float|Sell interval return underlying|dict|Underlying info (returned only when add_underlying_retrieve is called) (dict contains stock_id / iv / hv / iv_rank / iv_percentile / market_cap / price / change_ratio) * **Example** ```python from moomoo import ( OpenQuoteContext, RET_OK, OptionScreenRequest, OptMarketCategory, OptIndicator, OptUnderlyingIndicator, ) quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # Example 1: US underlyings with IV>30% + near-the-money CALL req = OptionScreenRequest(market_categories=[OptMarketCategory.US_STOCK]) req.add_underlying_filter(OptUnderlyingIndicator.IV, lower=0.3) # Underlying IV >= 30% (decimal) req.add_option_filter(OptIndicator.OPTION_TYPE, values=[1]) # CALL req.add_option_filter(OptIndicator.DELTA, lower=0.3, upper=0.7) # Delta 0.3~0.7 req.add_option_filter(OptIndicator.LEFT_DAY, lower=7, upper=60) # 7~60 days remaining req.add_sort(OptIndicator.VOLUME, desc=True) # Volume descending req.add_option_retrieve(OptIndicator.DELTA) req.add_option_retrieve(OptIndicator.VOLUME) req.page_count = 30 ret, data = quote_ctx.get_option_screen(req) if ret == RET_OK: last_page, all_count, df = data print(df[['code', 'option_name', 'delta', 'volume']].head(10)) else: print('error: ', data) # Example 2: HK options for a specific underlying + return underlying info # Note: STOCK_LIST takes security code strings directly (e.g. "HK.00700", "US.AAPL"). req = OptionScreenRequest(market_categories=[OptMarketCategory.HK_STOCK]) req.add_underlying_filter(OptUnderlyingIndicator.STOCK_LIST, values=["HK.00700"]) # Underlying = Tencent req.add_option_filter(OptIndicator.OPTION_TYPE, values=[1]) # CALL req.add_option_filter(OptIndicator.OPTION_TYPE, values=[2], or_with_previous=True) # OR with previous: CALL + PUT req.add_underlying_retrieve(OptUnderlyingIndicator.IV) req.add_underlying_retrieve(OptUnderlyingIndicator.MARKET_CAP) req.add_sort(OptIndicator.OPEN_INTEREST, desc=True) # Open interest descending req.page_count = 50 ret, data = quote_ctx.get_option_screen(req) if ret == RET_OK: last_page, all_count, df = data print(df[['code', 'option_name', 'option_type', 'open_interest', 'underlying']].head(10)) else: print('error: ', data) quote_ctx.close() ``` * **Output** ```python # Example 1: code option_name delta volume 0 US.GT260717C7000 GT 260717 7.00C 0.33809 38831 1 US.INTC260717C150000 INTC 260717 150.00C 0.30582 19548 2 US.MU260626C1050000 MU 260626 1050.00C 0.43334 18949 3 US.TSLA260710C400000 TSLA 260710 400.00C 0.58114 16002 4 US.CRWV260717C120000 CRWV 260717 120.00C 0.30415 15932 5 US.COMP260717C9000 COMP 260717 9.00C 0.47409 15645 6 US.SLV260717C65500 SLV 260717 65.50C 0.35809 13291 7 US.TSLA260710C410000 TSLA 260710 410.00C 0.50861 13010 8 US.SPCE260717C5000 SPCE 260717 5.00C 0.41268 12701 9 US.HOOD260717C100000 HOOD 260717 100.00C 0.41248 12572 # Example 2: code option_name option_type open_interest underlying 0 HK.TCH260730C610000 腾讯 260730 610.00 购 1 70474 {'stock_id': 54047868453564, 'iv': 0.36337, 'h... 1 HK.TCH260629C500000 腾讯 260629 500.00 购 1 56334 {'stock_id': 54047868453564, 'iv': 0.36406, 'h... 2 HK.TCH260929C550000 腾讯 260929 550.00 购 1 46470 {'stock_id': 54047868453564, 'iv': 0.36406, 'h... 3 HK.TCH260730C520000 腾讯 260730 520.00 购 1 44071 {'stock_id': 54047868453564, 'iv': 0.36406, 'h... 4 HK.TCH260929C650000 腾讯 260929 650.00 购 1 38316 {'stock_id': 54047868453564, 'iv': 0.36406, 'h... 5 HK.TCH260629C530000 腾讯 260629 530.00 购 1 34532 {'stock_id': 54047868453564, 'iv': 0.36406, 'h... 6 HK.TCH260629C540000 腾讯 260629 540.00 购 1 34085 {'stock_id': 54047868453564, 'iv': 0.36406, 'h... 7 HK.TCH270330P230000 腾讯 270330 230.00 沽 2 30586 {'stock_id': 54047868453564, 'iv': 0.36337, 'h... 8 HK.TCH270330C230000 腾讯 270330 230.00 购 1 30000 {'stock_id': 54047868453564, 'iv': 0.36337, 'h... 9 HK.TCH260629C600000 腾讯 260629 600.00 购 1 27394 {'stock_id': 54047868453564, 'iv': 0.36406, 'h... ``` * **Per-field examples (by category)** > All examples below assume the US_STOCK market: first `req = OptionScreenRequest(market_categories=[OptMarketCategory.US_STOCK])`, > then stack the filter / retrieve / sort conditions from each section, and finally `quote_ctx.get_option_screen(req)` to obtain `(last_page, all_count, df)`. > The measured `head` is taken directly from the returned DataFrame; the `underlying.` column in the underlying-property examples is expanded by `add_underlying_retrieve(...)`. #### Underlying properties (OptUnderlyingIndicator) Passed via `add_underlying_filter(indicator_type, lower, upper, values, ...)`. Percentage indicators such as IV/HV/IV_RANK take **decimal values** (30% as 0.3), and `add_underlying_retrieve(...)` is required for values to appear in the `underlying` dict ##### `IV`（id=203 · interval · OptUnderlyingIndicator） Underlying implied volatility Unit: %; SDK takes decimals directly (30% as 0.3). add_underlying_retrieve is required for the value to show up in the underlying dict ```python req.add_underlying_filter(OptUnderlyingIndicator.IV, lower=0.3) req.add_underlying_retrieve(OptUnderlyingIndicator.IV) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=1456207, 10 rows matched, head top 5): ``` code option_name volume underlying.iv US.NVDA260612C205000 NVDA 260612 205.00C 226041 0.45135 US.NVDA260612P200000 NVDA 260612 200.00P 184565 0.45135 US.NVDA260612C202500 NVDA 260612 202.50C 163991 0.45135 US.NVDA260612C210000 NVDA 260612 210.00C 147236 0.45135 US.NVDA260612C207500 NVDA 260612 207.50C 143944 0.45135 ``` ##### `HV`（id=204 · interval · OptUnderlyingIndicator） Underlying historical volatility Unit: %; SDK takes decimals directly ```python req.add_underlying_filter(OptUnderlyingIndicator.HV, lower=0.3) req.add_underlying_retrieve(OptUnderlyingIndicator.HV) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=1336194, 10 rows matched, head top 5): ``` code option_name volume underlying.hv US.NVDA260612C205000 NVDA 260612 205.00C 226041 0.46845 US.NVDA260612P200000 NVDA 260612 200.00P 184565 0.46845 US.NVDA260612C202500 NVDA 260612 202.50C 163991 0.46845 US.NVDA260612C210000 NVDA 260612 210.00C 147236 0.46845 US.NVDA260612C207500 NVDA 260612 207.50C 143944 0.46845 ``` ##### `IV_RANK`（id=205 · interval · OptUnderlyingIndicator） Underlying IV rank 0~100; measures the relative position of the current IV in its historical range ```python req.add_underlying_filter(OptUnderlyingIndicator.IV_RANK, lower=50.0) req.add_underlying_retrieve(OptUnderlyingIndicator.IV_RANK) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=0, 0 rows matched): no data. Reason: No data in the OpenD sample; can lower the threshold and retry ##### `MARKET_CAP`（id=401 · interval · OptUnderlyingIndicator） Underlying market cap Unit: in currency; SDK takes the raw value (10 billion as 10_000_000_000) ```python req.add_underlying_filter(OptUnderlyingIndicator.MARKET_CAP, lower=100_000_000_000.0) req.add_underlying_retrieve(OptUnderlyingIndicator.MARKET_CAP) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=357921, 10 rows matched, head top 5): ``` code option_name volume underlying.market_cap US.NVDA260612C205000 NVDA 260612 205.00C 226041 4957854000000.0 US.NVDA260612P200000 NVDA 260612 200.00P 184565 4957854000000.0 US.NVDA260612C202500 NVDA 260612 202.50C 163991 4957854000000.0 US.NVDA260612C210000 NVDA 260612 210.00C 147236 4957854000000.0 US.NVDA260612C207500 NVDA 260612 207.50C 143944 4957854000000.0 ``` ##### `STOCK_PRICE`（id=402 · interval · OptUnderlyingIndicator） Underlying price Unit: in currency; SDK takes the raw price directly ```python req.add_underlying_filter(OptUnderlyingIndicator.STOCK_PRICE, lower=50.0, upper=500.0) req.add_underlying_retrieve(OptUnderlyingIndicator.STOCK_PRICE) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=1055665, 10 rows matched, head top 5): ``` code option_name volume underlying.price US.NVDA260612C205000 NVDA 260612 205.00C 226041 204.87 US.NVDA260612P200000 NVDA 260612 200.00P 184565 204.87 US.NVDA260612C202500 NVDA 260612 202.50C 163991 204.87 US.NVDA260612C210000 NVDA 260612 210.00C 147236 204.87 US.NVDA260612C207500 NVDA 260612 207.50C 143944 204.87 ``` #### Option properties (OptIndicator) Passed via `add_option_filter(indicator_type, lower, upper, values, ...)`. Greeks (DELTA/GAMMA/THETA/VEGA/RHO) and probability indicators (ITM_PROBABILITY etc.) take **0~1 decimal values** ##### `STRIKE_PRICE`（id=1001 · interval · OptIndicator） Strike price Unit: in currency; SDK takes the raw price directly ```python req.add_option_filter(OptIndicator.STRIKE_PRICE, lower=50.0, upper=100.0) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=400354, 10 rows matched, head top 5): ``` code option_name strike_price volume US.HYG260717P75000 HYG 260717 75.00P 75.0 72679 US.BAC260618C55000 BAC 260618 55.00C 55.0 55636 US.TQQQ260612P72000 TQQQ 260612 72.00P 72.0 43326 US.IEF260618C95000 IEF 260618 95.00C 95.0 42077 US.HYG260918P75000 HYG 260918 75.00P 75.0 42012 ``` ##### `LEFT_DAY`（id=1002 · interval · OptIndicator） Days to expiration Unit: days; integer. Near-month is typically < 30 ```python req.add_option_filter(OptIndicator.LEFT_DAY, lower=7, upper=60) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=553649, 10 rows matched, head top 5): ``` code option_name left_day volume US.HYG260717P75000 HYG 260717 75.00P 35 72679 US.POET260717P17000 POET 260717 17.00P 35 60754 US.HYG260717P78000 HYG 260717 78.00P 35 40594 US.HYG260717P79000 HYG 260717 79.00P 35 34919 US.IEF260717P93000 IEF 260717 93.00P 35 34807 ``` ##### `OPTION_TYPE`（id=1003 · values · OptIndicator） Call/Put Enum: 1=CALL, 2=PUT; values takes an enum array ```python req.add_option_filter(OptIndicator.OPTION_TYPE, values=[1]) # CALL req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=972181, 10 rows matched, head top 5): ``` code option_name option_type volume US.NVDA260612C205000 NVDA 260612 205.00C 1 226041 US.NVDA260612C202500 NVDA 260612 202.50C 1 163991 US.NVDA260612C210000 NVDA 260612 210.00C 1 147236 US.NVDA260612C207500 NVDA 260612 207.50C 1 143944 US.SPY260612C740000 SPY 260612 740.00C 1 114906 ``` ##### `IN_THE_MONEY`（id=2001 · values · OptIndicator） In the money or not Enum: 1=ITM, 0=OTM ```python req.add_option_filter(OptIndicator.IN_THE_MONEY, values=[1]) # 仅价内 req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=972389, 10 rows matched, head top 5): ``` code option_name in_the_money volume US.NVDA260612C202500 NVDA 260612 202.50C 1 163991 US.AAPL260612C295000 AAPL 260612 295.00C 1 87879 US.SPY260612C735000 SPY 260612 735.00C 1 77126 US.TSLA260612C390000 TSLA 260612 390.00C 1 70408 US.SPY260612C730000 SPY 260612 730.00C 1 62881 ``` ##### `PRICE`（id=2002 · interval · OptIndicator） Option price Unit: in currency; SDK takes the raw price directly ```python req.add_option_filter(OptIndicator.PRICE, lower=1.0, upper=10.0) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=644732, 10 rows matched, head top 5): ``` code option_name price volume US.NVDA260612C205000 NVDA 260612 205.00C 2.0 226041 US.NVDA260612C202500 NVDA 260612 202.50C 3.55 163991 US.NVDA260612C207500 NVDA 260612 207.50C 1.04 143944 US.SPY260612C740000 SPY 260612 740.00C 2.97 114906 US.TSLA260612C400000 TSLA 260612 400.00C 6.45 93756 ``` ##### `VOLUME`（id=2011 · interval · OptIndicator） Volume Unit: contracts ```python req.add_option_filter(OptIndicator.VOLUME, lower=1000) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=8010, 10 rows matched, head top 5): ``` code option_name volume US.NVDA260612C205000 NVDA 260612 205.00C 226041 US.NVDA260612P200000 NVDA 260612 200.00P 184565 US.NVDA260612C202500 NVDA 260612 202.50C 163991 US.NVDA260612C210000 NVDA 260612 210.00C 147236 US.NVDA260612C207500 NVDA 260612 207.50C 143944 ``` ##### `OPEN_INTEREST`（id=2013 · interval · OptIndicator） Open interest Unit: contracts ```python req.add_option_filter(OptIndicator.OPEN_INTEREST, lower=1000) req.add_sort(OptIndicator.OPEN_INTEREST, desc=True) ``` Measured response (US_STOCK · all_count=92911, 10 rows matched, head top 5): ``` code option_name open_interest US.HYG260618P79000 HYG 260618 79.00P 451310 US.BKLN260717P20000 BKLN 260717 20.00P 406177 US.HYG261120C81000 HYG 261120 81.00C 386200 US.HYG260618P77000 HYG 260618 77.00P 332022 US.HYG260618P75000 HYG 260618 75.00P 324096 ``` ##### `IMPLIED_VOLATILITY`（id=3001 · interval · OptIndicator） Implied volatility Unit: %; SDK takes decimals directly (50% as 0.5) ```python req.add_option_filter(OptIndicator.IMPLIED_VOLATILITY, lower=0.3) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=1480382, 10 rows matched, head top 5): ``` code option_name implied_volatility volume US.NVDA260612C205000 NVDA 260612 205.00C 0.70232 226041 US.NVDA260612P200000 NVDA 260612 200.00P 0.77927 184565 US.NVDA260612C202500 NVDA 260612 202.50C 0.72661 163991 US.NVDA260612C210000 NVDA 260612 210.00C 0.76536 147236 US.NVDA260612C207500 NVDA 260612 207.50C 0.72576 143944 ``` ##### `DELTA`（id=3004 · interval · OptIndicator） Greeks Delta CALL∈[0,1], PUT∈[-1,0]; SDK takes decimals directly ```python req.add_option_filter(OptIndicator.DELTA, lower=0.3, upper=0.7) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=219233, 10 rows matched, head top 5): ``` code option_name delta volume US.NVDA260612C205000 NVDA 260612 205.00C 0.49538 226041 US.NVDA260612C202500 NVDA 260612 202.50C 0.68114 163991 US.NVDA260612C207500 NVDA 260612 207.50C 0.31335 143944 US.SPY260612C740000 SPY 260612 740.00C 0.45037 114906 US.TSLA260612C400000 TSLA 260612 400.00C 0.48887 93756 ``` ##### `GAMMA`（id=3005 · interval · OptIndicator） Greeks Gamma ≥0; SDK takes decimals directly ```python req.add_option_filter(OptIndicator.GAMMA, lower=0.01) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=810281, 10 rows matched, head top 5): ``` code option_name gamma volume US.NVDA260612C205000 NVDA 260612 205.00C 0.07901 226041 US.NVDA260612P200000 NVDA 260612 200.00P 0.0477 184565 US.NVDA260612C202500 NVDA 260612 202.50C 0.06835 163991 US.NVDA260612C210000 NVDA 260612 210.00C 0.0481 147236 US.NVDA260612C207500 NVDA 260612 207.50C 0.06793 143944 ``` ##### `THETA`（id=3007 · interval · OptIndicator） Greeks Theta Typically ≤0 (time decay); SDK takes decimals directly ```python req.add_option_filter(OptIndicator.THETA, upper=-0.01) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=1238755, 10 rows matched, head top 5): ``` code option_name theta volume US.NVDA260612C205000 NVDA 260612 205.00C -2.30979 226041 US.NVDA260612P200000 NVDA 260612 200.00P -1.67055 184565 US.NVDA260612C202500 NVDA 260612 202.50C -2.13163 163991 US.NVDA260612C210000 NVDA 260612 210.00C -1.62903 147236 US.NVDA260612C207500 NVDA 260612 207.50C -2.10361 143944 ``` ##### `ITM_PROBABILITY`（id=3019 · interval · OptIndicator） ITM probability 0~1 decimal; SDK takes the value as-is ```python req.add_option_filter(OptIndicator.ITM_PROBABILITY, lower=0.3, upper=0.7) req.add_sort(OptIndicator.VOLUME, desc=True) ``` Measured response (US_STOCK · all_count=417899, 10 rows matched, head top 5): ``` code option_name itm_probability volume US.NVDA260612C205000 NVDA 260612 205.00C 0.48389 226041 US.SPY260612C740000 SPY 260612 740.00C 0.36646 114906 US.TSLA260612C400000 TSLA 260612 400.00C 0.46733 93756 US.AAPL260612C295000 AAPL 260612 295.00C 0.57372 87879 US.SPY260612C735000 SPY 260612 735.00C 0.66411 77126 ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds ::: --- # Option Market Statistics `get_option_market_statistic(option_market, data_type, begin_time=None, end_time=None, page_req_key=None)` * **Description** Get option market statistics (volume/open interest), returns call, put, and total values by trading day granularity, with pagination support. * **Parameters** Parameter|Type|Description :-|:-|:- option_market|[OptionMarket](./quote.md#8307)|Option market type (US_SECURITY=US equity options, US_INDEX=US index options, HK_SECURITY=HK equity options, HK_INDEX=HK index options) data_type|[OptionStatisticDataType](./quote.md#4529)|Data type (VOLUME=Volume, OPEN_INTEREST=Open interest) begin_time|str|Start date, format 'YYYY-MM-DD' (If not specified, defaults to data from the past year) end_time|str|End date, format 'YYYY-MM-DD' (Time span with begin_time must not exceed one year) page_req_key|bytes|Pagination request key (Pass None for the first request, pass the previously returned value for subsequent requests) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data pandas.DataFrame When ret == RET_OK, returns statistics data
str When ret != RET_OK, returns error description
page_req_key bytes Next page key, None indicates no more data
* Returned DataFrame fields: Field|Type|Description :-|:-|:- time|str|Trading day time string timestamp|float|Trading day timestamp (Unix seconds) call_value|int|Call option total value put_value|int|Put option total value total_value|int|Total value (call_value + put_value) ratio|float|Put/Call ratio (N/A when call_value is 0) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, page_req_key = quote_ctx.get_option_market_statistic( OptionMarket.US_SECURITY, OptionStatisticDataType.VOLUME, begin_time='2026-06-01', end_time='2026-06-15' ) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` time timestamp call_value put_value total_value ratio 0 2026-06-12 1.781237e+09 45658870 28723978 74382848 0.629100 1 2026-06-11 1.781150e+09 38303062 30520043 68823105 0.796804 2 2026-06-10 1.781064e+09 35371830 30180004 65551834 0.853221 3 2026-06-09 1.780978e+09 42880655 36646152 79526807 0.854608 4 2026-06-08 1.780891e+09 35442266 25811533 61253799 0.728270 5 2026-06-05 1.780632e+09 52362998 44023321 96386319 0.840733 6 2026-06-04 1.780546e+09 38082169 24572137 62654306 0.645240 7 2026-06-03 1.780459e+09 36858233 23035404 59893637 0.624973 8 2026-06-02 1.780373e+09 36822706 21026201 57848907 0.571012 9 2026-06-01 1.780286e+09 42932185 24084036 67016221 0.560979 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds for the option market statistics interface (for paginated interfaces, only the first call counts) ::: --- # Option Underlying Overview `get_option_underlying_overview(code_list, index_option_type=IndexOptionType.NORMAL)` * **Description** Batch retrieve option underlying overview data, including the latest snapshot of core metrics such as volume, open interest, implied volatility (IV), and multi-period historical volatility (HV). * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list[str]|List of underlying stock codes (e.g. ['US.AAPL', 'US.TSLA'], max 500) index_option_type|[IndexOptionType](./quote.md#2866)|Index option type (NORMAL=standard options (default), SMALL=mini index options, only needed for HSI/HSCEI) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data pandas.DataFrame When ret == RET_OK, returns underlying overview data
str When ret != RET_OK, returns error description
* Return DataFrame fields: Field|Type|Description :-|:-|:- code|str|Stock code name|str|Underlying name call_volume|int|Call option volume put_volume|int|Put option volume call_open_interest|int|Call option open interest (T-1 delayed) put_open_interest|int|Put option open interest (T-1 delayed) iv|float|Implied volatility (percentage) iv_rank|float|IV rank percentile (percentage) iv_percentile|float|IV percentile (percentage) pre_iv|float|Previous trading day IV (percentage) hv_30d|float|30-day historical volatility (percentage) hv_30d_percentile|float|30-day HV percentile hv_60d|float|60-day historical volatility (percentage) hv_60d_percentile|float|60-day HV percentile hv_90d|float|90-day historical volatility (percentage) hv_90d_percentile|float|90-day HV percentile hv_120d|float|120-day historical volatility (percentage) hv_120d_percentile|float|120-day HV percentile hv_365d|float|365-day historical volatility (percentage) hv_365d_percentile|float|365-day HV percentile * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_underlying_overview(['US.AAPL', 'US.TSLA', 'US.NVDA']) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` code name call_volume put_volume call_open_interest put_open_interest iv iv_rank iv_percentile pre_iv hv_30d hv_30d_percentile hv_60d hv_60d_percentile hv_90d hv_90d_percentile hv_120d hv_120d_percentile hv_365d hv_365d_percentile 0 US.AAPL Apple 782941 490299 3165108 2237950 25.126 37.702 19.841 25.617 23.324 59.126 24.641 65.476 23.019 46.825 23.582 47.619 22.619 8.333 1 US.TSLA Tesla 2197764 1425740 4178685 2909774 55.053 39.265 64.285 55.401 49.359 68.254 46.536 58.730 44.990 46.031 41.688 29.761 44.500 1.190 2 US.NVDA NVIDIA 1980405 1176926 9096278 7648683 41.975 27.062 42.460 45.135 45.921 96.825 42.646 99.206 39.980 92.460 38.971 81.746 34.989 17.063 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds ::: --- # Option Underlying Historical Statistics `get_option_underlying_his_statistic(code, index_option_type=IndexOptionType.NORMAL, begin_time=None, end_time=None, page_req_key=None)` * **Description** Get option underlying historical statistics data, returning daily time series of volume, open interest, and Put/Call ratios for the underlying's options, with pagination support. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Underlying stock code (e.g. 'US.AAPL') index_option_type|[IndexOptionType](./quote.md#2866)|Index option type (NORMAL=standard options (default), SMALL=mini index options) begin_time|str|Start date, format 'YYYY-MM-DD' (Defaults to 364 days before end_time if not provided) end_time|str|End date, format 'YYYY-MM-DD' (Max span of 364 days from begin_time) page_req_key|bytes|Pagination request key (Pass None for first call, pass previous return value for subsequent calls) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data pandas.DataFrame When ret == RET_OK, returns statistics data
str When ret != RET_OK, returns error description
page_req_key bytes Next page key, None indicates no more data
* Return DataFrame fields: Field|Type|Description :-|:-|:- code|str|Stock code name|str|Stock name time|str|Trading day time string timestamp|float|Trading day timestamp (Unix seconds) option_volume|int|Total option volume (call_volume + put_volume) call_volume|int|Call option volume put_volume|int|Put option volume put_call_volume_ratio|float|Put/Call volume ratio option_open_interest|int|Total option open interest call_open_interest|int|Call option open interest (T-1 delayed) put_open_interest|int|Put option open interest (T-1 delayed) put_call_open_interest_ratio|float|Put/Call open interest ratio underlying_price|float|Underlying price * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, page_req_key = quote_ctx.get_option_underlying_his_statistic( 'US.AAPL', begin_time='2026-06-01', end_time='2026-06-15' ) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` code name time timestamp option_volume call_volume put_volume put_call_volume_ratio option_open_interest call_open_interest put_open_interest put_call_open_interest_ratio underlying_price 0 US.AAPL Apple 2026-06-12 1.781237e+09 1273240 782941 490299 0.626227 0 0 0 N/A 291.13 1 US.AAPL Apple 2026-06-11 1.781150e+09 950737 580535 370202 0.637691 5403058 3165108 2237950 0.707069 295.63 2 US.AAPL Apple 2026-06-10 1.781064e+09 1734799 1039630 695169 0.668670 5522747 3270454 2252293 0.688679 291.58 3 US.AAPL Apple 2026-06-09 1.780978e+09 1715749 1024046 691703 0.675461 5405022 3209586 2195436 0.684025 290.55 4 US.AAPL Apple 2026-06-08 1.780891e+09 2179789 1293656 886133 0.684983 5350402 3142828 2207574 0.702416 301.54 ... ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds (for paginated interfaces, only the first call counts) ::: --- # Option Underlying Historical Volatility `get_option_underlying_his_volatility(code, index_option_type=IndexOptionType.NORMAL, begin_time=None, end_time=None, page_req_key=None)` * **Description** Get option underlying historical volatility data, returning daily IV and HV time series along with the underlying's closing price, with pagination support. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Underlying stock code (e.g. 'US.AAPL') index_option_type|[IndexOptionType](./quote.md#2866)|Index option type (NORMAL=standard options (default), SMALL=mini index options) begin_time|str|Start date, format 'YYYY-MM-DD' end_time|str|End date, format 'YYYY-MM-DD' page_req_key|bytes|Pagination request key (Pass None for first call, pass previous return value for subsequent calls) :::tip Time Range - Maximum span between `begin_time` and `end_time` is **364 days** - Both empty: `end_time` = today, `begin_time` = today minus 364 days - Only `begin_time` provided: `end_time` = `begin_time` plus 364 days - Only `end_time` provided: `begin_time` = `end_time` minus 364 days ::: * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data pandas.DataFrame When ret == RET_OK, returns volatility data
str When ret != RET_OK, returns error description
page_req_key bytes Next page key, None indicates no more data
* Return DataFrame fields: Field|Type|Description :-|:-|:- code|str|Stock code name|str|Stock name time|str|Trading day time string timestamp|float|Trading day timestamp (Unix seconds) iv|float|Implied volatility (percentage) hv|float|Historical volatility (percentage) underlying_price|float|Underlying closing price (mark price for current day) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, page_req_key = quote_ctx.get_option_underlying_his_volatility( 'US.AAPL', begin_time='2026-06-01', end_time='2026-06-15' ) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` code name time timestamp iv hv underlying_price 0 US.AAPL Apple 2026-06-12 1.781237e+09 25.126 23.324 291.13 1 US.AAPL Apple 2026-06-11 1.781150e+09 25.617 23.270 295.63 2 US.AAPL Apple 2026-06-10 1.781064e+09 27.384 22.892 291.58 3 US.AAPL Apple 2026-06-09 1.780978e+09 27.237 22.854 290.55 4 US.AAPL Apple 2026-06-08 1.780891e+09 26.368 19.028 301.54 5 US.AAPL Apple 2026-06-05 1.780632e+09 26.995 18.024 307.34 6 US.AAPL Apple 2026-06-04 1.780546e+09 25.249 17.366 311.23 7 US.AAPL Apple 2026-06-03 1.780459e+09 26.801 18.927 310.26 8 US.AAPL Apple 2026-06-02 1.780373e+09 26.258 18.415 315.20 9 US.AAPL Apple 2026-06-01 1.780286e+09 25.864 16.841 306.31 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds (for paginated interfaces, only the first call counts) ::: --- # Option Underlying Rank `get_option_underlying_rank(option_market, sort_type, sort_direction=None, count=None, trading_date=None, filter_list=None, page=None)` * **Description** Get option underlying ranking. Ranks option underlyings (stocks/ETFs/indices) by the specified dimension, with support for multi-dimensional filtering and pagination. * **Parameters** Parameter|Type|Description :-|:-|:- option_market|[OptionMarket](./quote.md#8307)|Option market type (US_SECURITY=US equity options, US_INDEX=US index options, HK_SECURITY=HK equity options, HK_INDEX=HK index options) sort_type|[UnderlyingRankSortType](./quote.md#7252)|Sort field (VOLUME=Total volume, VOLUME_RATIO=Put/Call volume ratio, OPEN_INTEREST=Total open interest, OPEN_INTEREST_RATIO=Put/Call OI ratio, PRICE=Latest price, PRICE_CHANGE=Price change, IV=IV, IV_CHANGE=IV change, HV=HV, HV_CHANGE=HV change, IV_RANK=IV Rank, IV_PERCENTILE=IV Percentile, MARKET_CAP=Market cap) sort_direction|int|Sort direction (0=Descending (default), 1=Ascending) count|int|Page size (Range [1,200], default 200) trading_date|str|Trading date (Format yyyy-MM-dd, returns latest ranking if not specified) filter_list|list[UnderlyingRankFilter]|Filter conditions list (Multiple conditions are combined with AND logic) page|str|Pagination cursor (Pass None for the first request, pass the previously returned next_page for subsequent pages) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data pandas.DataFrame When ret == RET_OK, returns ranking data
str When ret != RET_OK, returns error description
next_page str Next page cursor string, None indicates no more pages
all_count int Total count of records matching the filter conditions
* data DataFrame fields: Field|Type|Description :-|:-|:- code|str|Underlying stock code name|str|Underlying name total_volume|int|Total option volume total_open_interest|int|Total option open interest volume_ratio|float|Put/Call volume ratio (percentage) open_interest_ratio|float|Put/Call open interest ratio (percentage) iv|float|Implied volatility (percentage) iv_rank|float|IV rank percentile (percentage) iv_percentile|float|IV percentile (percentage) price|float|Underlying latest price change_ratio|float|Underlying price change ratio (decimal) iv_change|float|IV change rate (percentage) hv|float|Historical volatility (percentage) hv_change|float|HV change rate (percentage) market_cap|float|Market capitalization trading_date|str|Trading date of the ranking data trading_timestamp|float|Trading date timestamp of the ranking data (Unix seconds) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_option_underlying_rank( option_market=OptionMarket.US_SECURITY, sort_type=UnderlyingRankSortType.VOLUME, count=5 ) if ret == RET_OK: print(data) print('all_count:', all_count) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` code name total_volume total_open_interest volume_ratio open_interest_ratio iv iv_rank iv_percentile price change_ratio iv_change hv hv_change market_cap trading_date trading_timestamp 0 US.SPY 标普500ETF-SPDR 14228830 19909256 0.97899 1.93868 17.675 27.143 61.111 741.75 0.540826 -8.261 15.031 -0.057 7.814945e+11 2026-06-12 1.781237e+09 1 US.QQQ 纳指100ETF-Invesco QQQ Trust 8239190 12964422 0.99417 1.49888 27.652 62.918 91.269 721.34 0.588465 -8.332 26.196 -0.644 4.765533e+11 2026-06-12 1.781237e+09 2 US.TSLA 特斯拉 3623504 7088459 0.64872 0.69633 55.053 39.265 64.285 406.43 1.823876 -0.629 49.359 -1.194 1.526439e+12 2026-06-12 1.781237e+09 3 US.NVDA 英伟达 3157331 16744961 0.59428 0.84085 41.975 27.062 42.460 205.19 0.156197 -7.002 45.921 -1.972 4.965598e+12 2026-06-12 1.781237e+09 4 US.IWM 罗素2000ETF-iShares 2840729 11791964 0.79034 2.78276 24.857 33.930 64.285 292.95 0.874626 -6.744 24.802 0.522 8.061984e+10 2026-06-12 1.781237e+09 all_count: 6017 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds for the option underlying rank interface (for paginated interfaces, only the first call counts) ::: --- # Option Contract Rank `get_option_rank(option_market, sort_type, count=None, trading_date=None, sort_direction=None, page=None, filter_list=None)` * **Description** Get option contract ranking list, supports sorting by volume, open interest, OI increment, OI decrement, IV, change rate, and other dimensions. * **Parameters** Parameter|Type|Description :-|:-|:- option_market|[OptionMarket](./quote.md#8307)|Option market type (US_SECURITY=US equity options, US_INDEX=US index options, HK_SECURITY=HK equity options, HK_INDEX=HK index options) sort_type|[OptionRankType](./quote.md#325)|Sort type (VOLUME=Volume, TURNOVER=Turnover, OI=Open interest, OI_INCREMENT=OI increment(daily), OI_DECREMENT=OI decrement(daily), OI_MARKET_CAP=OI market cap, OI_MARKET_CAP_INCREMENT=OI market cap increment(daily), OI_MARKET_CAP_DECREMENT=OI market cap decrement(daily), CHANGE_RATE=Price change rate, IV=Implied volatility) count|int|Return count (Range [1,200], default 200) trading_date|str|Trading date (Format yyyy-MM-dd, returns latest ranking if not specified) sort_direction|int|Sort direction (0=descending(default), 1=ascending) page|str|Pagination cursor (Omit for the first request, pass next_page for subsequent pages) filter_list|list[OptionRankFilter]|Filter conditions list (Multiple conditions are combined with AND logic) * **Returns** Returns a 4-tuple (ret, data, next_page, all_count) Parameter|Type|Description :-|:-|:- ret|[RET_CODE](../ftapi/common.html#7467)|Interface call result data|pandas.DataFrame|When ret == RET_OK, returns ranking data data|str|When ret != RET_OK, returns error description next_page|str|Pagination cursor for next page, None means no more data all_count|int|Total count matching filter conditions * data DataFrame fields: Field|Type|Description :-|:-|:- code|str|Option contract code name|str|Option name option_type|str|Option type (CALL/PUT) oi_increment|int|OI increment (>=0) oi_decrement|int|OI decrement (>=0) oi_market_cap_increment|float|OI market cap increment (>=0) oi_market_cap_decrement|float|OI market cap decrement (>=0) volume|int|Volume turnover|float|Turnover open_interest|int|Open interest open_interest_market_cap|float|Open interest market cap iv|float|Implied volatility (percentage) option_price|float|Option latest price change_ratio|float|Price change ratio (decimal) mid_price|float|Mid price bid_price|float|Bid price bid_volume|int|Bid volume ask_price|float|Ask price ask_volume|int|Ask volume delta|float|Delta gamma|float|Gamma theta|float|Theta vega|float|Vega rho|float|Rho trading_date|str|Trading date of ranking data trading_timestamp|float|Trading date timestamp (Unix seconds) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_option_rank( OptionMarket.US_SECURITY, OptionRankType.VOLUME, count=5 ) if ret == RET_OK: print(data) print('all_count:', all_count) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` code name option_type oi_increment oi_decrement oi_market_cap_increment oi_market_cap_decrement volume turnover open_interest open_interest_market_cap iv option_price change_ratio mid_price bid_price bid_volume ask_price ask_volume delta gamma theta vega rho trading_date trading_timestamp 0 US.SPY260612C742000 SPY 260612 742.00C CALL 1816 N/A 105328.0 N/A 730160 91928623.0 7449 432042.0 146.507 0.58 -67.688 0.580 0.56 28 0.60 1 0.43674 0.27447 -455.46028 0.00385 0.0 2026-06-12 1.781237e+09 1 US.SPY260612C745000 SPY 260612 745.00C CALL 5416 N/A 5416.0 N/A 617981 44479304.0 17013 17013.0 87.067 0.01 -98.958 0.015 0.01 708 0.02 500 0.02438 0.03501 -18.52310 0.00107 0.0 2026-06-12 1.781237e+09 2 US.SPY260612C743000 SPY 260612 743.00C CALL 5438 N/A 48942.0 N/A 606769 64419534.0 7426 66834.0 59.082 0.09 -93.898 0.095 0.09 208 0.10 118 0.13412 0.19487 -50.92453 0.00405 0.0 2026-06-12 1.781237e+09 3 US.SPY260612P740000 SPY 260612 740.00P PUT 1223 N/A 1223.0 N/A 566915 69291991.0 15291 15291.0 53.083 0.01 -99.790 0.015 0.01 447 0.02 407 -0.03761 0.08224 -16.47701 0.00153 0.0 2026-06-12 1.781237e+09 4 US.SPY260612C741000 SPY 260612 741.00C CALL 2924 N/A 423980.0 N/A 506505 88981079.0 6229 903205.0 224.448 1.45 -33.179 1.520 1.46 12 1.58 23 0.63754 0.17055 -662.49947 0.00367 0.0 2026-06-12 1.781237e+09 all_count: 1955829 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds for the option contract rank interface (for paginated interfaces, only the first call counts) ::: --- # Option Unusual Activity `get_option_event(option_market, count=None, page=None, filter_list=None, sort=None)` * **Description** Get option unusual activity list, returns records of large trades, sweeps, and other unusual option activities, with multi-dimensional filtering and sorting by underlying, contract attributes, trade info, Greeks, etc. * **Parameters** Parameter|Type|Description :-|:-|:- option_market|[OptionMarket](./quote.md#8307)|Option market type (US_SECURITY=US equity options, US_INDEX=US index options, HK_SECURITY=HK equity options, HK_INDEX=HK index options) count|int|Page size (Range [1,300]) page|str|Pagination marker (Pass empty string for the first request, pass the previously returned next_page for subsequent pages) filter_list|list[EventFilter]|Filter conditions list (Multiple conditions are combined with AND logic. Supports filtering by underlying (OWNER_LIST), industry sector, option type (CALL/PUT), trade direction, volume, turnover, IV, Delta, etc.) sort|EventSort|Sort order (Default sorted by time in descending order) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data dict When ret == RET_OK, returns unusual activity data
str When ret != RET_OK, returns error description
* data dictionary contains: Field|Type|Description :-|:-|:- event_list|pandas.DataFrame|Unusual activity list next_page|str|Next page marker (Empty string means no more pages) all_count|int|Total count update_timestamp|float|Data update timestamp * event_list DataFrame fields: Field|Type|Description :-|:-|:- option_code|str|Option contract code owner_code|str|Underlying stock code symbol|str|Underlying display code (e.g., TSLA) fill_time|str|Fill time fill_timestamp|float|Fill timestamp (Unix seconds) ticker_type|str|Trade direction (BUY/SELL/NEUTRAL) price|float|Fill price volume|int|Volume (contracts) turnover|float|Turnover option_type|str|Option type (CALL/PUT) strike_price|float|Strike price strike_time|str|Expiration date strike_timestamp|float|Expiration timestamp (Unix seconds) dte|int|Days to expiration underlying_price|float|Underlying price otm|float|Out-of-the-money ratio (percentage) bid_price|float|Best bid price ask_price|float|Best ask price iv|float|Implied volatility (percentage) total_volume|int|Option total daily volume total_open_interest|int|Option total daily open interest vo_ratio|float|Volume/OI ratio (percentage) delta|float|Delta gamma|float|Gamma vega|float|Vega theta|float|Theta rho|float|Rho sentiment|str|Market sentiment (BEARISH/BULLISH/NEUTRAL) order_type_list|list|Order type list (NORMAL/SWEEP/CROSS/FLOOR) strategy_type|str|Strategy type (SINGLE_LEG/MULTI_LEG) earnings_time|str|Earnings time earnings_pub_type|int|Earnings publish type corporate_action_list|list|Corporate action list industry_plate_list|list|Industry plate list concept_plate_list|list|Concept plate list * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_event(OptionMarket.US_SECURITY, count=5) if ret == RET_OK: print(data['event_list']) print('all_count:', data['all_count']) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` option_code owner_code symbol fill_time fill_timestamp ticker_type price volume turnover option_type strike_price strike_time strike_timestamp dte underlying_price otm bid_price ask_price iv total_volume total_open_interest vo_ratio delta gamma vega theta rho sentiment order_type_list strategy_type earnings_time earnings_pub_type corporate_action_list industry_plate_list concept_plate_list 0 US.TLT260618C86000 US.TLT TLT 2026-06-12 16:14:00 1.781295e+09 SELL 0.280000 10000 280000.0 CALL 86.0 2026-06-18 1.781759e+09 3 85.77 0.268 0.28 0.30 8.240 70108 88849 0.78906 0.424382 0.432194 0.043077 -0.034441 0.005940 BEARISH [SWEEP, NORMAL] SINGLE_LEG N/A N/A N/A N/A N/A 1 US.TLT260618C86000 US.TLT TLT 2026-06-12 16:13:18 1.781295e+09 SELL 0.280000 7821 218988.0 CALL 86.0 2026-06-18 1.781759e+09 3 85.77 0.268 0.28 0.30 8.240 60104 88849 0.67647 0.424382 0.432194 0.043077 -0.034441 0.005940 BEARISH [SWEEP, NORMAL] SINGLE_LEG N/A N/A N/A N/A N/A 2 US.IWM260618P285000 US.IWM IWM 2026-06-12 16:07:53 1.781295e+09 SELL 1.320000 3002 396264.0 PUT 285.0 2026-06-18 1.781759e+09 3 292.96 2.717 1.32 1.35 28.323 57418 26731 2.14799 -0.214110 0.027402 0.109475 -0.256980 -0.009801 BULLISH [SWEEP, NORMAL] SINGLE_LEG N/A N/A [{'action_type': 7, 'action_time': '2026-06-15', 'action_timestamp': ...}] N/A N/A 3 US.SPY260717P706000 US.SPY SPY 2026-06-12 16:04:46 1.781295e+09 BUY 4.333523 3872 1677940.0 PUT 706.0 2026-07-17 1.784264e+09 32 741.77 4.822 4.29 4.35 19.000 22269 8169 2.72603 -0.177726 0.005982 0.596630 -0.150480 -0.113947 BEARISH [SWEEP, NORMAL] SINGLE_LEG N/A N/A N/A N/A [US.LIST2153] 4 US.SPY260717P704000 US.SPY SPY 2026-06-12 16:04:26 1.781295e+09 SELL 4.060235 6767 2747561.0 PUT 704.0 2026-07-17 1.784264e+09 32 741.77 5.091 4.05 4.10 19.214 17712 7842 2.25860 -0.167963 0.005705 0.575554 -0.147087 -0.107775 BULLISH [NORMAL] SINGLE_LEG N/A N/A N/A N/A [US.LIST2153] all_count: 164620 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds for the option unusual activity interface (for paginated interfaces, only the first call counts) ::: --- # Get Option Event Alert `get_option_event_alert(count=200, page=None)` * **Description** Query the list of configured option unusual activity alerts, with pagination support. * **Parameters** Parameter|Type|Description :-|:-|:- count|int|Page size (Range [1,500], default 200) page|str|Pagination marker (Pass None for the first request, pass next_page for subsequent pages) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data dict When ret == RET_OK, returns alert data
str When ret != RET_OK, returns error description
* data dictionary contains: Field|Type|Description :-|:-|:- alert_list|pandas.DataFrame|Alert settings list next_page|str|Next page marker (empty string means no more pages) all_count|int|Total alert count * alert_list DataFrame columns: Field|Type|Description :-|:-|:- key|int|Alert unique identifier enable|bool|Alert switch option_market|str|Market category ([OptionMarket](./quote.md#8307) enum value) watchlist_group_name|str|Watchlist group name underlying|str|Specified underlying code option_type|str|Option type (CALL/PUT) side_type_list|list|Trade direction list ([EventTickerType](./quote.md#8511) enum values) order_type_list|list|Order type list ([AlertOrderType](./quote.md#385) enum values) market_cap_range_min|float|Underlying market cap lower bound market_cap_range_max|float|Underlying market cap upper bound market_cap_min_inclusive|bool|Whether market cap lower bound is inclusive market_cap_max_inclusive|bool|Whether market cap upper bound is inclusive expiry_days_range_min|float|Days to expiration lower bound expiry_days_range_max|float|Days to expiration upper bound expiry_days_min_inclusive|bool|Whether days to expiration lower bound is inclusive expiry_days_max_inclusive|bool|Whether days to expiration upper bound is inclusive price_range_min|float|Event fill price lower bound price_range_max|float|Event fill price upper bound price_min_inclusive|bool|Whether fill price lower bound is inclusive price_max_inclusive|bool|Whether fill price upper bound is inclusive size_range_min|float|Event volume lower bound (contracts) size_range_max|float|Event volume upper bound (contracts) size_min_inclusive|bool|Whether volume lower bound is inclusive size_max_inclusive|bool|Whether volume upper bound is inclusive premium_range_min|float|Event turnover lower bound premium_range_max|float|Event turnover upper bound premium_min_inclusive|bool|Whether turnover lower bound is inclusive premium_max_inclusive|bool|Whether turnover upper bound is inclusive iv_range_min|float|Implied volatility lower bound (%) iv_range_max|float|Implied volatility upper bound (%) iv_min_inclusive|bool|Whether IV lower bound is inclusive iv_max_inclusive|bool|Whether IV upper bound is inclusive earnings_date_begin|str|Earnings date filter start date (yyyy-MM-dd) earnings_date_end|str|Earnings date filter end date (yyyy-MM-dd) note|str|Note * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_event_alert() if ret == RET_OK: print(data['alert_list']) print('all_count:', data['all_count']) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` key enable option_market watchlist_group_name underlying option_type side_type_list order_type_list market_cap_range_min market_cap_range_max market_cap_min_inclusive market_cap_max_inclusive expiry_days_range_min expiry_days_range_max expiry_days_min_inclusive expiry_days_max_inclusive price_range_min price_range_max price_min_inclusive price_max_inclusive size_range_min size_range_max size_min_inclusive size_max_inclusive premium_range_min premium_range_max premium_min_inclusive premium_max_inclusive iv_range_min iv_range_max iv_min_inclusive iv_max_inclusive earnings_date_begin earnings_date_end note 0 14743 False US_SECURITY N/A N/A CALL N/A [SWEEP] N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 100.0 N/A True N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A test all_count: 1 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds for the get option event alert interface (for paginated interfaces, only the first call counts) ::: --- # Set Option Event Alert `set_option_event_alert(op, alert_list=None)` * **Description** Add, modify, delete, or enable/disable option unusual activity alerts. * **Parameters** Parameter|Type|Description :-|:-|:- op|[AlertOpType](./quote.md#1999)|Operation type (ADD=Add, DELETE=Delete, MODIFY=Modify, ENABLE=Enable, DISABLE=Disable, DELETE_ALL=Delete all) alert_list|OptionEventAlertItem or list[OptionEventAlertItem]|Alert item(s) (Do not pass key when adding, key is required when modifying/deleting) * OptionEventAlertItem fields: Field|Type|Description :-|:-|:- key|int|Alert unique identifier (required for modify/delete/enable/disable) enable|bool|Alert switch option_market|[OptionMarket](./quote.md#8307)|Option market to monitor (one of three) watchlist_group_name|str|Watchlist group name (one of three) underlying|str|Specified underlying code, e.g. `'US.AAPL'` (one of three) option_type|OptionType|Option type (CALL/PUT) side_type_list|list[[EventTickerType](./quote.md#8511)]|Trade direction list order_type_list|list[[AlertOrderType](./quote.md#385)]|Order type list market_cap_range_min|float|Underlying market cap lower bound market_cap_range_max|float|Underlying market cap upper bound market_cap_min_inclusive|bool|Whether market cap lower bound is inclusive (default True) market_cap_max_inclusive|bool|Whether market cap upper bound is inclusive (default True) expiry_days_range_min|float|Days to expiration lower bound expiry_days_range_max|float|Days to expiration upper bound expiry_days_min_inclusive|bool|Whether days to expiration lower bound is inclusive (default True) expiry_days_max_inclusive|bool|Whether days to expiration upper bound is inclusive (default True) price_range_min|float|Event fill price lower bound price_range_max|float|Event fill price upper bound price_min_inclusive|bool|Whether fill price lower bound is inclusive (default True) price_max_inclusive|bool|Whether fill price upper bound is inclusive (default True) size_range_min|float|Event volume lower bound (contracts) size_range_max|float|Event volume upper bound (contracts) size_min_inclusive|bool|Whether volume lower bound is inclusive (default True) size_max_inclusive|bool|Whether volume upper bound is inclusive (default True) premium_range_min|float|Event turnover lower bound premium_range_max|float|Event turnover upper bound premium_min_inclusive|bool|Whether turnover lower bound is inclusive (default True) premium_max_inclusive|bool|Whether turnover upper bound is inclusive (default True) iv_range_min|float|Implied volatility lower bound (%) iv_range_max|float|Implied volatility upper bound (%) iv_min_inclusive|bool|Whether IV lower bound is inclusive (default True) iv_max_inclusive|bool|Whether IV upper bound is inclusive (default True) earnings_date_begin|str|Earnings date filter start date (yyyy-MM-dd) earnings_date_end|str|Earnings date filter end date (yyyy-MM-dd) note|str|Note (max 20 characters) > **Monitoring scope**: `option_market`, `watchlist_group_name`, and `underlying` are mutually exclusive. One must be set when adding a new alert. * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data str When ret == RET_OK, returns empty string
str When ret != RET_OK, returns error description
* **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # Add an alert: monitor US stock option market CALL sweeps, volume > 100 (exclusive) item = OptionEventAlertItem( option_market=OptionMarket.US_SECURITY, option_type=OptionType.CALL, order_type_list=[AlertOrderType.SWEEP], size_range_min=100, size_min_inclusive=False, note='test' ) ret, data = quote_ctx.set_option_event_alert(AlertOpType.ADD, item) if ret == RET_OK: print('Added successfully') else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Added successfully ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds for the set option event alert interface ::: --- # Option Event Push `class OptionEventHandlerBase(RspHandlerBase)` * **Description** Receive option event push notifications. When a configured event alert is triggered, the server will actively push the event information. You need to first set alert conditions via `set_option_event_alert` and register a callback via handler. Users inherit `OptionEventHandlerBase` and override `on_recv_rsp` to receive push notifications. * **Parameters** on_recv_rsp callback returns (ret_code, content), where content is a dict: Parameter|Type|Description :-|:-|:- owner_code|str|Underlying code (e.g. 'US.TSLA') option_code|str|Option contract code (e.g. 'US.TSLA250620C250') message|str|Push message text * **Example** ```python from moomoo import * class OptionEventHandler(OptionEventHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, content = super(OptionEventHandler, self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("OptionEvent error:", content) return RET_ERROR, content print("Received option event push:") print(" Underlying:", content['owner_code']) print(" Option:", content['option_code']) print(" Message:", content['message']) return RET_OK, content quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # Register option event push handler quote_ctx.set_handler(OptionEventHandler()) # Must first set alert conditions via set_option_event_alert before pushes are triggered item = OptionEventAlertItem( option_market=OptionMarket.US_SECURITY, option_type=OptionType.CALL, order_type_list=[AlertOrderType.SWEEP], size_range_min=100, ) ret, data = quote_ctx.set_option_event_alert(AlertOpType.ADD, item) if ret == RET_OK: print('Alert set successfully, waiting for push...') else: print('Failed to set alert:', data) import time try: while True: time.sleep(1) except KeyboardInterrupt: pass quote_ctx.close() ``` * **Output** ``` Received option event push: Underlying: US.TSLA Option: US.TSLA250620C250 Message: TSLA $250 Call 06/20 Large sweep 500 contracts at $12.50 ``` --- # Zero DTE Option Screener `get_option_zero_dte_screener(market, sort_type=None, is_asc=None, count=None, page=None, filter_list=None)` * **Description** Get the zero DTE option underlying screener list, returning underlying stock information for options expiring on the current day (0DTE), including volatility, option volume, open interest, and option chain information. * **Parameters** Parameter|Type|Description :-|:-|:- market|[OptionMarket](./quote.md#8307)|Option market type (US_SECURITY=US equity options, US_INDEX=US index options (US market only)) sort_type|[ZeroDteSortType](./quote.md#3004)|Sort type (VOLUME=option volume, IV=implied volatility, CHANGE_RATIO=price change, OPEN_INTEREST=open interest, MARKET_CAP=market cap) is_asc|bool|Ascending order (Default False (descending)) count|int|Items per page (Range [1,500], default 50) page|str|Pagination cursor (Leave empty or omit for first call, pass next_page for subsequent pages) filter_list|list[ZeroDteFilter]|Filter conditions list (Multiple conditions use AND logic. Supports OWNER_LIST, HAS_EARNINGS_THIS_WEEK, VOLUME, OPEN_INTEREST, IV, HV, IV_RANK, IV_PERCENTILE, PRICE, CHANGE_RATIO) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data dict When ret == RET_OK, returns a dict containing item_list (DataFrame), next_page (str/None), update_timestamp (float)
str When ret != RET_OK, returns error description
* Return DataFrame fields: Field|Type|Description :-|:-|:- owner|str|Underlying stock code name|str|Underlying name price|float|Underlying current price change_ratio|float|Price change (percentage) market_cap|float|Market capitalization iv|float|Implied volatility (percentage) iv_rank|float|IV rank (percentage) iv_percentile|float|IV percentile (percentage) hv|float|Historical volatility (percentage) volume|int|Option volume open_interest|int|Option open interest last_trading_time|int|Last trading timestamp (Unix seconds) earnings_timestamp|int|Earnings date timestamp (seconds) earnings_time|str|Earnings time string earnings_pub_type|str|Earnings release type (BEFORE/AFTER) chain_info|dict|Option chain information (Used for get_option_zero_dte_contract call) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_zero_dte_screener( market=OptionMarket.US_SECURITY, sort_type=ZeroDteSortType.VOLUME, is_asc=False, count=5 ) if ret == RET_OK: print(data['item_list']) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` owner name price change_ratio market_cap iv iv_rank iv_percentile hv volume open_interest last_trading_time earnings_timestamp earnings_time earnings_pub_type chain_info 0 US.SPY 标普500ETF-SPDR 741.75 0.540 7.830717e+11 17.675 27.143 61.111 15.031 14228830 19909256 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'SPY', 'multiplier': 100.0, ...} 1 US.QQQ 纳指100ETF-Invesco QQQ Trust 721.34 0.588 4.805349e+11 27.652 62.918 91.269 26.196 8239190 12964422 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'QQQ', 'multiplier': 100.0, ...} 2 US.TSLA 特斯拉 406.43 1.823 1.526439e+12 55.053 39.265 64.285 49.359 3623504 7088459 1781553600 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'TSLA', 'multiplier': 100.0, ...} 3 US.NVDA 英伟达 205.19 0.156 4.965598e+12 41.975 27.062 42.460 45.921 3157331 16744961 1781553600 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'NVDA', 'multiplier': 100.0, ...} 4 US.IWM 罗素2000ETF-iShares 292.95 0.874 8.143528e+10 24.857 33.930 64.285 24.802 2840729 11791964 1781554500 N/A N/A N/A {'strike_date_timestamp': 1781499600, 'product_code': 'IWM', 'multiplier': 100.0, ...} ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds (for paginated interfaces, only the first call counts) ::: --- # Zero DTE Option Contracts `get_option_zero_dte_contract(owner, strike_date_timestamp, chain_info, sort_type=None, is_asc=None, filter_list=None)` * **Description** Get zero DTE option contract list, returning 0DTE option contract details for a specified underlying on a specified strike date, including Greeks, break-even points, and profit probabilities. * **Parameters** Parameter|Type|Description :-|:-|:- owner|str|Underlying stock code (e.g. 'US.AAPL', US stocks only) strike_date_timestamp|int|Strike date timestamp (Unix seconds) chain_info|dict|Option chain information (From chain_info returned by get_option_zero_dte_screener) sort_type|[ZeroDteContractSortType](./quote.md#5977)|Sort type (VOLUME=volume, OPEN_INTEREST=open interest, IV=implied volatility, DELTA=Delta) is_asc|bool|Ascending order (Default False (descending)) filter_list|list[ZeroDteContractFilter]|Filter conditions list (Multiple conditions use AND logic. Supports OPTION_TYPE, VOLUME, OPEN_INTEREST, IV, DELTA, GAMMA, THETA, VEGA, RHO, PRICE, CHANGE_RATIO, BREAK_EVEN_POINT, TO_BEP, BUY_PROFIT_PROBABILITY, SELL_PROFIT_PROBABILITY) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data pandas.DataFrame When ret == RET_OK, returns contract list
str When ret != RET_OK, returns error description
* Return DataFrame fields: Field|Type|Description :-|:-|:- option|str|Option contract code name|str|Contract name option_type|str|Option type (CALL/PUT) option_price|float|Option price change_ratio|float|Price change (percentage) volume|int|Volume open_interest|int|Open interest iv|float|Implied volatility (percentage) delta|float|Delta gamma|float|Gamma vega|float|Vega theta|float|Theta rho|float|Rho buy_break_even_point|float|Buy break-even point buy_to_bep|float|Price change needed to reach break-even (percentage) buy_profit_probability|float|Buy profit probability (percentage) sell_profit_probability|float|Sell profit probability (percentage) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # 第一步：获取末日期权标的列表 ret, screener_data = quote_ctx.get_option_zero_dte_screener( market=OptionMarket.US_SECURITY, sort_type=ZeroDteSortType.VOLUME, is_asc=False, count=1 ) if ret != RET_OK: print('error:', screener_data) quote_ctx.close() exit() # 第二步：取第一个标的的 chain_info，查询其合约列表 df = screener_data['item_list'] owner = df.iloc[0]['owner'] chain_info = df.iloc[0]['chain_info'] strike_date_timestamp = chain_info['strike_date_timestamp'] ret, data = quote_ctx.get_option_zero_dte_contract( owner=owner, strike_date_timestamp=strike_date_timestamp, chain_info=chain_info, sort_type=ZeroDteContractSortType.VOLUME, is_asc=False ) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` option name option_type option_price change_ratio volume open_interest iv delta gamma vega theta rho buy_break_even_point buy_to_bep buy_profit_probability sell_profit_probability 0 US.SPY260612C742000 SPY 260612 C742 CALL 0.58 -67.688 730160 7449 146.5 0.4367 0.2745 0.0039 -455.46 0.000 742.58 0.11 43.5 56.5 1 US.SPY260612C745000 SPY 260612 C745 CALL 0.01 -98.958 617981 17013 87.1 0.0244 0.0350 0.0011 -18.52 0.000 745.01 0.44 2.4 97.6 ... ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds ::: --- # Option Earnings Screener `get_option_earnings_screener(market, sort_type=None, is_asc=None, count=None, page=None, filter_list=None)` * **Description** Get the list of option underlyings with upcoming earnings releases, returning volatility data, historical earnings IV crush, stock price movement, and market expectations to help users make option trading decisions during earnings season. * **Parameters** Parameter|Type|Description :-|:-|:- market|[OptionMarket](./quote.md#8307)|Option market type (US_SECURITY=US equity options, HK_SECURITY=HK equity options) sort_type|[EarningsSortType](./quote.md#601)|Sort type (EARNINGS_DATE=earnings date (default), VOLUME=option volume, IV=implied volatility, MARKET_CAP=market cap, CHANGE_RATIO=price change, PRICE=latest price, IV_RANK=IV rank, IV_PERCENTILE=IV percentile, HV=historical volatility, OPEN_INTEREST=open interest, LAST_REPORT_IV_CRUSH=last IV crush, HISTORY_REPORT_IV_CRUSH=historical IV crush, LAST_REPORT_CHG_RATIO=last earnings price change, HISTORY_REPORT_CHG_RATIO=historical earnings price change, ESTIMATE_EPS_YOY=estimated EPS YoY, ESTIMATE_REVENUE_YOY=estimated revenue YoY, EXPECTED_MOVE_RATIO=expected move) is_asc|bool|Ascending order (Default True) count|int|Items per page (Range [1,500], default 50) page|str|Pagination cursor (Leave empty or omit for first call, pass next_page for subsequent pages) filter_list|list[EarningsFilter]|Filter conditions list (Multiple conditions use AND logic) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data dict When ret == RET_OK, returns a dict containing item_list (DataFrame), next_page (str), update_timestamp (float), all_count (int)
str When ret != RET_OK, returns error description
* Return DataFrame fields: Field|Type|Description :-|:-|:- owner|str|Underlying stock code name|str|Underlying name price|float|Underlying current price change_ratio|float|Price change ratio (decimal) market_cap|float|Market capitalization iv|float|Implied volatility (percentage) iv_rank|float|IV rank (percentage) iv_percentile|float|IV percentile (percentage) hv|float|Historical volatility (percentage) volume|int|Option volume open_interest|int|Option open interest earnings_timestamp|float|Earnings date timestamp (Unix seconds) earnings_time|str|Earnings date string (yyyy-MM-dd) earnings_pub_type|str|Earnings release type (BEFORE=pre-market/AFTER=post-market) earnings_quarter|str|Earnings quarter (e.g. '2025Q1') last_report_iv_crush|float|Last earnings IV crush (percentage) history_report_iv_crush|float|Historical average earnings IV crush (percentage) last_report_chg_ratio|float|Last post-earnings stock price change (decimal) history_report_chg_ratio|float|Historical average post-earnings stock price change (decimal) estimate_eps_yoy|float|Estimated EPS year-over-year growth (percentage) estimate_revenue_yoy|float|Estimated revenue year-over-year growth (percentage) expected_move_ratio|float|Option implied expected move (percentage) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_earnings_screener( market=OptionMarket.US_SECURITY, count=5 ) if ret == RET_OK: print(data['item_list']) print('all_count:', data['all_count']) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` owner name price change_ratio market_cap iv iv_rank iv_percentile hv volume open_interest earnings_timestamp earnings_time earnings_pub_type earnings_quarter last_report_iv_crush history_report_iv_crush last_report_chg_ratio history_report_chg_ratio estimate_eps_yoy estimate_revenue_yoy expected_move_ratio 0 US.CGC Canopy Growth 1.00 -0.990 4.220190e+08 204.207 36.550 88.492 39.545 8131 328382 1.781496e+09 2026-06-15 BEFORE 2026Q4 -21.308 11.782 1.851 12.761 94.055 14.340 12.500 1 US.PLAY Dave & Buster's Entertainment 12.93 -1.896 4.491805e+08 114.030 99.492 99.603 62.390 3052 44247 1.781496e+09 2026-06-15 AFTER 2027Q1 22.640 26.059 16.066 15.892 -3.758 1.881 15.409 2 US.DOMO Domo Inc 3.02 2.027 1.363547e+08 165.563 72.093 96.825 90.389 1970 29748 1.781496e+09 2026-06-15 AFTER 2027Q1 23.532 30.013 13.470 19.203 9.622 -0.451 30.629 3 US.CMTL Comverse 4.83 5.228 1.436158e+08 388.934 81.297 98.412 106.150 218 13434 1.781496e+09 2026-06-15 BEFORE 2026Q3 154.978 51.309 -24.536 16.278 -10.204 -13.078 23.809 4 US.RFIL RF Industries 18.75 0.969 2.027675e+08 100.939 11.123 54.365 83.526 215 2044 1.781496e+09 2026-06-15 AFTER 2026Q2 -14.722 6.537 12.318 12.013 200.000 3.997 15.466 all_count: 292 ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds (for paginated interfaces, only the first call counts) ::: --- # Option Seller Screener `get_option_seller_screener(market, seller_type, sort_type=None, is_asc=None, filter_list=None)` * **Description** Get the option seller screener list, returning option contracts suitable for seller strategies (Cash Secured Put / Covered Call), including return rates, exercise probabilities, and other data. * **Parameters** Parameter|Type|Description :-|:-|:- market|[OptionMarket](./quote.md#8307)|Option market type (US_SECURITY=US equity options, HK_SECURITY=HK equity options) seller_type|[SellerType](./quote.md#9968)|Seller strategy type (COVERED_CALL=covered call, CASH_SECURED_PUT=cash secured put (HK market only supports CASH_SECURED_PUT)) sort_type|[SellerSortType](./quote.md#377)|Sort type (ANNUALIZED_RETURN=annualized return, INTERVAL_RETURN=interval return, ITM_PROBABILITY=exercise probability, PREMIUM=premium) is_asc|bool|Ascending order (Default False (descending)) filter_list|list[SellerFilter]|Filter conditions list (Multiple conditions use AND logic) * **Returns**
Parameter Type Description
ret RET_CODE Interface call result
data pandas.DataFrame When ret == RET_OK, returns screener results
str When ret != RET_OK, returns error description
* Return DataFrame fields: Field|Type|Description :-|:-|:- option|str|Option contract code name|str|Option name option_type|str|Option direction (CALL, PUT) strike_price|float|Strike price strike_time|str|Expiration date time string strike_timestamp|float|Expiration date timestamp (Unix seconds) left_days|int|Days to expiry option_price|float|Option price stock_price|float|Underlying stock price premium|float|Premium otm_degree|float|Out-of-the-money degree (%) iv|float|Implied volatility (%) interval_return|float|Interval return (%) annualized_return|float|Annualized return (%) itm_probability|float|Exercise probability (%) striked_interval_return|float|Assigned interval return (%) (Covered Call only) striked_annualized_return|float|Assigned annualized return (%) (Covered Call only) owner|str|Underlying stock code * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_option_seller_screener( market=OptionMarket.US_SECURITY, seller_type=SellerType.COVERED_CALL, sort_type=SellerSortType.ANNUALIZED_RETURN, is_asc=False ) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` option name option_type strike_price strike_time strike_timestamp left_days option_price stock_price premium otm_degree iv interval_return annualized_return itm_probability striked_interval_return striked_annualized_return owner 0 US.SOXL260618C235000 SOXL 260618 235.00C CALL 235.0 2026-06-18 1.781755e+09 3 21.850 234.68 2185.0 0.136 234.988 10.266 1074.855 45.724 10.416 1090.597 US.SOXL 1 US.SOXL260618C237500 SOXL 260618 237.50C CALL 237.5 2026-06-18 1.781755e+09 3 20.675 234.68 2067.5 1.201 234.423 9.660 1011.470 43.682 10.978 1149.431 US.SOXL 2 US.SOXL260618C240000 SOXL 260618 240.00C CALL 240.0 2026-06-18 1.781755e+09 3 19.250 234.68 1925.0 2.266 230.652 8.935 935.526 41.678 11.405 1194.071 US.SOXL 3 US.WDS260618C25000 WDS 260618 25.00C CALL 25.0 2026-06-18 1.781755e+09 3 1.875 23.07 187.5 8.365 292.148 8.846 928.963 11.794 17.952 1885.177 US.WDS 4 US.SOXL260618C242500 SOXL 260618 242.50C CALL 242.5 2026-06-18 1.781755e+09 3 18.350 234.68 1835.0 3.332 232.108 8.482 888.077 39.715 12.097 1266.538 US.SOXL ... ``` :::tip Rate Limit * Maximum 60 requests per 30 seconds ::: --- # Get Filtered Warrant `get_warrant(stock_owner='', req=None)` * **Description** Get Filtered Warrant (only warrants, CBBCs and Inline Warrants of HK market are surpported) * **Parameters** Parameter|Type|Description :-|:-|:- stock_owner|str|Code of the underlying stock. req|*WarrantRequest*|Filter parameter combination. * *WarrantRequest*'s details as follows: Field|Type|Description :-|:-|:- begin|int|Data start point num|int|The number of requested data. (The maximum is 200.) sort_field|[SortField](./quote.md#5823)|According to which field to sort. ascend|bool|The sort direction. (True: ascending order. False: descending order.) type_list|list|Warrant Type Filter List. (Data type of elements in the list is [WrtType](./quote.md#2421).) issuer_list|list|Issuer filter list. (Data type of elements in the list is [Issuer](./quote.md#5122).) maturity_time_min|str|The start time of the maturity date filter range. maturity_time_max|str|The end time of the maturity date filter range. ipo_period|[IpoPeriod](./quote.md#2961)|Listing period. price_type|[PriceType](./quote.md#9794)|In/out of the money. (The Inline Warrant is not currently supported.) status|[WarrantStatus](./quote.md#5892)|Warrant Status. cur_price_min|float|The filter lower limit (closed interval) of the latest price. (If not passed, the lower limit is -∞.3 decimal place accuracy, the excess part is discarded.) cur_price_max|float|The filter upper limit (closed interval) of the latest price. (If not passed, the upper limit is +∞.3 decimal place accuracy, the excess part is discarded.) strike_price_min|float|The lower filter limit (closed interval) of the strike price. (If not passed, the lower limit is -∞.3 decimal place accuracy, the excess part is discarded.) strike_price_max|float|The upper filter limit (closed interval) of the strike price. (If not passed, the upper limit is +∞.3 decimal place accuracy, the excess part is discarded.) street_min|float|The lower limit (closed interval) of Outstanding percentage. (If not passed, the lower limit is -∞.This field is in percentage form, so 20 is equivalent to 20%.3 decimal place accuracy, the excess part is discarded.) street_max|float|The upper limit (closed interval) of Outstanding percentage. (If not passed, the upper limit is +∞.This field is in percentage form, so 20 is equivalent to 20%.3 decimal place accuracy, the excess part is discarded.) conversion_min|float|The lower filter limit (closed interval) of the conversion ratio. (If not passed, the lower limit is -∞.3 decimal place accuracy, the excess part is discarded.) conversion_max|float|The upper filter limit (closed interval) of the conversion ratio. (If not passed, the upper limit is +∞.3 decimal place accuracy, the excess part is discarded.) vol_min|int|The lower filter limit (closed interval) of the volume. (If not passed, the lower limit is -∞.) vol_max|int|The upper filter limit (closed interval) of the volume. (If not passed, the upper limit is +∞.) premium_min|float|The lower filter limit (closed interval) of premium value. (If not passed, the lower limit is -∞.This field is in percentage form, so 20 is equivalent to 20%.3 decimal place accuracy, the excess part is discarded.) premium_max|float|The upper filter limit (closed interval) of premium value. (If not passed, the upper limit is +∞.This field is in percentage form, so 20 is equivalent to 20%.3 decimal place accuracy, the excess part is discarded.) leverage_ratio_min|float|The lower filter limit (closed interval) of the leverage ratio. (If not passed, the lower limit is -∞.3 decimal place accuracy, the excess part is discarded.) leverage_ratio_max|float|The upper filter limit (closed interval) of the leverage ratio. (If not passed, the upper limit is +∞.3 decimal place accuracy, the excess part is discarded.) delta_min|float|The lower filter limit (closed interval) of the hedge value Delta. (If not passed, the lower limit is -∞.3 decimal place accuracy, the excess part is discarded.) delta_max|float|The upper filter limit (closed interval) of the hedge value Delta. (If not passed, the upper limit is +∞.3 decimal place accuracy, the excess part is discarded.) implied_min|float|The lower filter limit (closed interval) of the implied volatility. (Only calls and puts support this filtering field. If not passed, the lower limit is -∞.3 decimal place accuracy, the excess part is discarded.) implied_max|float|The upper filter limit (closed interval) of the implied volatility. (Only calls and puts support this filtering field. If not passed, the upper limit is +∞(3 decimal place accuracy, the excess part is discarded.) recovery_price_min|float|The lower filter limit (closed interval) of the recovery price. (Only CBBCs support this field to filter. If not passed, the lower limit is -∞.3 decimal place accuracy, the excess part is discarded.) recovery_price_max|float|The upper filter limit (closed interval) of the recovery price. (Only CBBCs support this field to filter. If not passed, the upper limit is +∞.3 decimal place accuracy, the excess part is discarded.) price_recovery_ratio_min|float|The lower filter limit (closed interval) of the price recovery ratio. (Only CBBCs support this field. If not passed, the lower limit is -∞.This field is in percentage form, so 20 is equivalent to 20%.3 decimal place accuracy, the excess part is discarded.) price_recovery_ratio_max|float|The upper filter limit (closed interval) of the price recovery ratio. (Only CBBCs support this field. If not passed, the upper limit is +∞.This field is in percentage form, so 20 is equivalent to 20%.3 decimal place accuracy, the excess part is discarded.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, warrant data is returned.
str If ret != RET_OK, error description is returned.
* Warrant data format as follows: Field|Type|Description :-|:-|:- warrant_data_list|pd.DataFrame|Warrant data after filtering. last_page|bool|Weather is the last page. (True: the last page. False: not the last page.) all_count|int|The total number of warrants in the filtered result. - Warrant_data_list's detail as follows: Field|Type|Description :-|:-|:- stock|str|Warrant code. stock_owner|str|Underlying stock. type|[WrtType](./quote.md#2421)|Warrant type. issuer|[Issuer](./quote.md#5122)|Issuer. maturity_time|str|Maturity date. (Format: yyyy-MM-dd) list_time|str|Listing time. (Format: yyyy-MM-dd) last_trade_time|str|Last trading day. (Format: yyyy-MM-dd) recovery_price|float|Recovery price. (Only CBBCs support this field.) conversion_ratio|float|Conversion ratio. lot_size|int|Quantity per lot. strike_price|float|Strike price. last_close_price|float|Yesterday's close. name|str|Name. cur_price|float|Current price. price_change_val|float|Price change. status|[WarrantStatus](./quote.md#5892)|Warrant status. bid_price|float|Bid price. ask_price|float|Ask price. bid_vol|int|Bid volume. ask_vol|int|Ask volume. volume|unsigned int|Volume. turnover|float|Turnover. score|float|Comprehensive score. premium|float|Premium. (This field is in percentage form, so 20 is equivalent to 20%.) break_even_point|float|Breakeven point. leverage|float|Leverage ratio. ipop|float|In/out of the money. (This field is in percentage form, so 20 is equivalent to 20%.) price_recovery_ratio|float|Price recovery ratio. (Only CBBC supports this field.This field is in percentage form, so 20 is equivalent to 20%.) conversion_price|float|Conversion price. street_rate|float|Outstanding percentage. (This field is in percentage form, so 20 is equivalent to 20%.) street_vol|int|Outstanding quantity. amplitude|float|Amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) issue_size|int|Issue size. high_price|float|High. low_price|float|Low. implied_volatility|float|Implied volatility. (Only calls and puts support this field.) delta|float|Hedging value. (Only calls and puts support this field.) effective_leverage|float|Effective leverage. upper_strike_price|float|Upper bound price. (Only Inline Warrants support this field.) lower_strike_price|float|Lower bound price. (Only Inline Warrants support this field.) inline_price_status|[PriceType](./quote.md#9794)|In/out of bounds. (Only Inline Warrants support this field.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) req = WarrantRequest() req.sort_field = SortField.TURNOVER req.type_list = WrtType.CALL req.cur_price_min = 0.1 req.cur_price_max = 0.2 ret, ls = quote_ctx.get_warrant("HK.00700", req) if ret == RET_OK: # First judge whether the interface return is normal, and then fetch the data warrant_data_list, last_page, all_count = ls print(len(warrant_data_list), all_count, warrant_data_list) print(warrant_data_list['stock'][0]) # Take the first warrant code print(warrant_data_list['stock'].values.tolist()) # Convert to list else: print('error: ', ls) req = WarrantRequest() req.sort_field = SortField.TURNOVER req.issuer_list = ['UB','CS','BI'] ret, ls = quote_ctx.get_warrant(Market.HK, req) if ret == RET_OK: warrant_data_list, last_page, all_count = ls print(len(warrant_data_list), all_count, warrant_data_list) else: print('error: ', ls) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python 2 2 stock name stock_owner type issuer maturity_time list_time last_trade_time recovery_price conversion_ratio lot_size strike_price last_close_price cur_price price_change_val change_rate status bid_price ask_price bid_vol ask_vol volume turnover score premium break_even_point leverage ipop price_recovery_ratio conversion_price street_rate street_vol amplitude issue_size high_price low_price implied_volatility delta effective_leverage list_timestamp last_trade_timestamp maturity_timestamp upper_strike_price lower_strike_price inline_price_status 0 HK.20306 MBTENCT@EC2012A HK.00700 CALL MB 2020-12-01 2019-06-27 2020-11-25 NaN 50.0 5000 588.88 0.188 0.188 0.000 0.000000 NORMAL 0.000 0.188 0 10000 0 0.0 0.196 1.921 598.28 62.446 -0.319 NaN 9.40 4.400 1584000 0.000 36000000 0.000 0.000 32.487 0.473 29.536 1.561565e+09 1.606234e+09 1.606752e+09 NaN NaN NaN 1 HK.16545 SGTENCT@EC2102B HK.00700 CALL SG 2021-02-26 2020-07-14 2021-02-22 NaN 100.0 10000 700.00 0.147 0.143 -0.004 -2.721088 NORMAL 0.141 0.143 28000000 28000000 0 0.0 82.011 21.686 714.30 41.048 -16.142 NaN 14.30 1.420 2130000 0.000 150000000 0.000 0.000 40.657 0.225 9.235 1.594656e+09 1.613923e+09 1.614269e+09 NaN NaN NaN HK.20306 ['HK.20306', 'HK.16545'] 200 358 stock name stock_owner type issuer maturity_time list_time last_trade_time recovery_price conversion_ratio lot_size strike_price last_close_price cur_price price_change_val change_rate status bid_price ask_price bid_vol ask_vol volume turnover score premium break_even_point leverage ipop price_recovery_ratio conversion_price street_rate street_vol amplitude issue_size high_price low_price implied_volatility delta effective_leverage list_timestamp last_trade_timestamp maturity_timestamp upper_strike_price lower_strike_price inline_price_status 0 HK.19839 PINGANRUIYINLINGYIGOUAC HK.02318 CALL UB 2020-12-31 2017-12-11 2020-12-24 NaN 100.0 50000 83.88 0.057 0.046 -0.011 -19.298246 NORMAL 0.043 0.046 30000000 30000000 0 0.0 39.585 1.642 88.480 18.923 3.779 NaN 4.600 1.25 6250000 0.0 500000000 0.0 0.0 25.129 0.692 13.094 1.512922e+09 1.608739e+09 1.609344e+09 NaN NaN NaN 1 HK.20084 PINGANZHONGYINLINGYIGOUAC HK.02318 CALL BI 2020-12-31 2017-12-19 2020-12-24 NaN 100.0 50000 83.88 0.059 0.050 -0.009 -15.254237 NORMAL 0.044 0.050 10000000 10000000 0 0.0 0.064 2.102 88.880 17.410 3.779 NaN 5.000 0.07 350000 0.0 500000000 0.0 0.0 29.510 0.668 11.629 1.513613e+09 1.608739e+09 1.609344e+09 NaN NaN NaN ...... 198 HK.56886 UB#HSI RC2301F HK.800000 BULL UB 2023-01-30 2020-03-24 2023-01-27 21200.0 20000.0 10000 21100.00 0.230 0.232 0.002 0.869565 NORMAL 0.232 0.233 30000000 30000000 0 0.0 46.619 -2.916 25740.000 5.714 25.655 25.062689 4640.000 0.01 40000 0.0 400000000 0.0 0.0 NaN NaN 5.714 1.584979e+09 1.674749e+09 1.675008e+09 NaN NaN NaN 199 HK.56895 UB#XIAMIRC2012D HK.01810 BULL UB 2020-12-30 2020-03-24 2020-12-29 8.0 10.0 2000 7.60 2.010 1.930 -0.080 -3.980100 NORMAL 1.910 1.930 6000000 6000000 0 0.0 0.040 1.127 26.900 1.378 250.000 232.500000 19.300 0.10 60000 0.0 60000000 0.0 0.0 NaN NaN 1.378 1.584979e+09 1.609171e+09 1.609258e+09 NaN NaN NaN ``` :::tip Interface Limitations * Hong Kong stock BMP permission does not support calling this API * A maximum of 60 requests per 30 seconds * The maximum number of data per request is 200 ::: --- # Warrant Screening V2 `get_warrant_screen(request)` * **Description** Warrant screening V2. Compared with the legacy [get_warrant](./get-warrant.md), this API returns 45 columns of warrant attributes, supports HK / Singapore / Malaysia markets, and supports a count-only mode (only_count). All numeric fields accept raw values; OpenD performs magnification conversion internally. * **Parameters** Parameter|Type|Description :-|:-|:- request|WarrantScreenRequest|Warrant screening request object; warrant_market must be passed at construction * WarrantScreenRequest fields: Field|Type|Description :-|:-|:- warrant_market|[WarrantMarket](./quote.md#1724)|Market (HK=1, SG=4, MY=15) is_delay|bool|Whether to use delayed market data (Defaults to False) only_count|bool|Whether to return only the total count (no detailed records) (Defaults to False; when True only all_count is filled and DataFrame is empty) page_from|int|Pagination start position (Defaults to 0) page_count|int|Maximum results per page (Defaults to 200) * Filter builder methods (each call appends one filter condition): Method|Description :-|:- add_interval_filter(field_id, min_val=None, max_val=None, min_included=True, max_included=True)|Interval filter (field_id comes from [WarrantField](./quote.md#9880); min_val / max_val are passed as raw values (OpenD performs magnification automatically, e.g. current price 5 → 5.0, street ratio 50% → 50.0, effective leverage > 3 → 3.0); both min_val and max_val are optional, and omitting both makes this condition a no-op (equivalent to no filter)) add_choice_filter(field_id, choices)|Choice filter (choices may be int enums or string codes; e.g. STOCK_OWNER accepts ["HK.00700"], WARRANT_TYPE accepts [WarrantType.CALL, WarrantType.PUT]) add_sort(field_id, desc=False)|Sort (desc=True for descending; ascending by default) * Common WarrantField field_id (full list see [WarrantField](./quote.md#9880)): field_id|Meaning|Filter type :-|:-|:- 4|ISSUER_ID|choice 5|STOCK_OWNER underlying|choice (Accepts code strings like ["HK.00700"]) 6|WARRANT_TYPE|choice (1=Call, 2=Put, 3=Bull, 4=Bear, 5=Inline; see [WarrantType](./quote.md#1724)) 8|CURRENT_PRICE|interval 9|STREET_RATIO|interval 10|VOLUME|interval 16|LEVERAGE_RATIO|interval 19|STATUS|choice (0=Normal, 1=Suspended, 2=Pre-IPO; see [WarrantStatus](./quote.md#1724)) 23|EFFECTIVE_LEVERAGE|interval * **Returns**
Parameter Type Description
ret RET_CODE API result
data tuple When ret == RET_OK, returns (last_page, all_count, DataFrame)
str When ret != RET_OK, an error description is returned
* Returned DataFrame fields (45 columns total): Field|Type|Description :-|:-|:- issuer_id|int|Issuer ID warrant_type|int|Warrant type (1=Call, 2=Put, 3=Bull, 4=Bear, 5=Inline) strike_price|float|Strike price maturity_date|str|Maturity date last_trade_date|str|Last trade date conversion_ratio|float|Conversion ratio last_close_price|float|Previous close price recovery_price|float|Recovery price (Bull/Bear only) stock_owner_price|float|Underlying stock price current_price|float|Current price volume|int|Volume turnover|float|Turnover sell_vol|int|Ask volume buy_vol|int|Bid volume sell_price|float|Ask price buy_price|float|Bid price street_rate|float|Street ratio high_price|float|High low_price|float|Low implied_volatility|float|Implied volatility (Call/Put only) delta|float|Delta (Call/Put only) status|int|Warrant status (0=Normal, 1=Suspended, 2=Pre-IPO) street_rate_new|float|Street ratio (new) score|float|Composite score premium|float|Premium leverage|float|Leverage effective_leverage|float|Effective leverage break_even_point|float|Break-even point ipop|float|In/Out of the money amplitude|float|Amplitude fx_score|float|SG score ipo_time|str|IPO time street_vol|int|Street volume lot_size|int|Lot size issue_size|int|Issue size ipo_price|float|IPO price upper_strike_price|float|Upper strike price (Inline only) lower_strike_price|float|Lower strike price (Inline only) iw_price_status|int|Inside / outside the range sensitivity|float|Sensitivity price_recovery_ratio|float|Underlying distance to recovery price (Bull/Bear only) code|str|Warrant code with market prefix (e.g. HK.10001), filled by OpenD after symbol lookup owner_code|str|Underlying code with market prefix (e.g. HK.00700) name|str|Warrant name owner_name|str|Underlying name * **Example** ```python from moomoo import ( OpenQuoteContext, RET_OK, WarrantScreenRequest, WarrantMarket, WarrantField, WarrantType, ) quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # Example 1: HK low-priced high-leverage Call / Put warrants req = WarrantScreenRequest(warrant_market=WarrantMarket.HK) req.add_choice_filter(field_id=WarrantField.WARRANT_TYPE, choices=[WarrantType.CALL, WarrantType.PUT]) # Call + Put req.add_interval_filter(field_id=WarrantField.CURRENT_PRICE, min_val=0.1, max_val=5.0) # Current price 0.1~5 req.add_interval_filter(field_id=WarrantField.EFFECTIVE_LEVERAGE, min_val=3.0) # Effective leverage > 3 req.add_interval_filter(field_id=WarrantField.STREET_RATIO, max_val=50.0) # Street ratio < 50% req.add_sort(field_id=WarrantField.VOLUME, desc=True) # Volume descending req.page_count = 20 ret, data = quote_ctx.get_warrant_screen(req) if ret == RET_OK: last_page, all_count, df = data print(df[['code', 'warrant_type', 'current_price', 'effective_leverage']].head()) else: print('error: ', data) # Example 2: Return only the total count of matching records req = WarrantScreenRequest(warrant_market=WarrantMarket.HK) req.only_count = True req.add_choice_filter(field_id=WarrantField.WARRANT_TYPE, choices=[WarrantType.CALL]) req.add_interval_filter(field_id=WarrantField.CURRENT_PRICE, min_val=1.0) ret, data = quote_ctx.get_warrant_screen(req) if ret == RET_OK: _, all_count, _ = data print(f"Total Call warrants matching: {all_count}") # Example 3: Filter by underlying stock code (choice accepts code string) req = WarrantScreenRequest(warrant_market=WarrantMarket.HK) req.add_choice_filter(field_id=WarrantField.STOCK_OWNER, choices=["HK.00700"]) req.add_choice_filter(field_id=WarrantField.WARRANT_TYPE, choices=[WarrantType.BULL, WarrantType.BEAR]) # Bull + Bear req.add_sort(field_id=WarrantField.TURNOVER, desc=True) req.page_count = 50 ret, data = quote_ctx.get_warrant_screen(req) if ret == RET_OK: _, all_count, df = data print(f"Total Tencent bull/bear warrants: {all_count}") print(df[['code', 'name', 'warrant_type', 'turnover']].head()) quote_ctx.close() ``` * **Output** ```python code warrant_type current_price effective_leverage 0 HK.29080 1 0.117 7.070 1 HK.28957 1 0.110 8.021 2 HK.28545 1 0.106 6.807 3 HK.29526 1 0.118 4.337 4 HK.13637 1 0.212 5.896 Total Call warrants matching: 197 Total Tencent bull/bear warrants: 393 code name warrant_type turnover 0 HK.57161 腾讯法兴六乙牛X.C 3 10149350.0 1 HK.54908 腾讯法兴六乙牛R.C 3 9797800.0 2 HK.55573 腾讯华泰六十牛C.C 3 4227400.0 3 HK.53663 腾讯法兴六乙牛N.C 3 3504625.0 4 HK.68433 腾讯法兴六乙牛M.C 3 3018900.0 ``` * **Per-field examples** > All examples below assume `req = WarrantScreenRequest(warrant_market=WarrantMarket.HK)` has been constructed; > the measured response is OpenD HK-market sample data, showing the corresponding `all_count` and DataFrame head for that field (values already auto-scaled by the SDK). ##### `CODE`（id=1 · choice · HK · no return column） Security code (text) Pass an array of prefixed code strings (e.g. `"HK.57161"`); SDK auto-strips the prefix; exact match only ```python req.add_choice_filter(WarrantField.CODE, ["HK.57161", "HK.54908", "HK.55573"]) ``` Measured response (HK · all_count=3, 3 rows matched): ``` code name owner_code owner_name warrant_type current_price 0 HK.54908 腾讯法兴六乙牛R.C HK.00700 腾讯控股 3 0.066 1 HK.55573 腾讯华泰六十牛C.C HK.00700 腾讯控股 3 0.080 2 HK.57161 腾讯法兴六乙牛X.C HK.00700 腾讯控股 3 0.044 ``` ##### `NAME`（id=2 · choice/sort · HK · no return column） Security name (text) Text field, suitable only for sort; choice requires a name string ```python req.add_sort(WarrantField.NAME, desc=False) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name warrant_type current_price 0 HK.59177 阿里法巴八十熊G.P HK.09988 阿里巴巴-W 4 0.290 1 HK.65875 阿里法巴八十熊H.P HK.09988 阿里巴巴-W 4 0.024 2 HK.55774 阿里法巴八十熊I.P HK.09988 阿里巴巴-W 4 0.203 3 HK.60642 阿里法巴八五熊D.P HK.09988 阿里巴巴-W 4 0.157 4 HK.66020 阿里法巴八五熊E.P HK.09988 阿里巴巴-W 4 0.173 ``` ##### `ISSUER_ID`（id=4 · choice · HK · return column `issuer_id`） Issuer ID Filterable only on HK; SG/MY measurements show issuer_id always 0. See the ISSUER_ID table above for the full issuer mapping ```python req.add_choice_filter(WarrantField.ISSUER_ID, [21]) # 仅瑞通 VT 发行 req.add_sort(WarrantField.TURNOVER, desc=True) ``` Measured response (HK · all_count=2431, 5 rows matched, head top 5): ``` code name owner_code owner_name issuer_id warrant_type current_price 0 HK.55430 恒指瑞银八十熊B.P HK.800000 恒生指数 21 4 0.053 1 HK.57466 恒指瑞银八九牛N.C HK.800000 恒生指数 21 3 0.037 2 HK.27921 恒指瑞银六九沽A.P HK.800000 恒生指数 21 2 0.050 3 HK.29814 恒指瑞银六甲购A.C HK.800000 恒生指数 21 1 0.052 4 HK.56502 恒指瑞银八九牛D.C HK.800000 恒生指数 21 3 0.054 ``` ##### `STOCK_OWNER`（id=5 · choice · HK / SG / MY · return column `owner_code`） Underlying stock ID Accepts a list of code strings directly, e.g. ["HK.00700"] ```python req.add_choice_filter(WarrantField.STOCK_OWNER, ["HK.00700"]) req.add_sort(WarrantField.TURNOVER, desc=True) ``` Measured response (HK · all_count=844, 5 rows matched, head top 5): ``` code name owner_code owner_name warrant_type current_price 0 HK.29080 腾讯国君六甲购B.C HK.00700 腾讯控股 1 0.117 1 HK.27892 腾讯摩通六九购E.C HK.00700 腾讯控股 1 0.058 2 HK.27966 腾讯法兴六九购D.C HK.00700 腾讯控股 1 0.060 3 HK.28957 腾讯法兴六甲购B.C HK.00700 腾讯控股 1 0.110 4 HK.29069 腾讯摩通六甲购B.C HK.00700 腾讯控股 1 0.099 ``` ##### `WARRANT_TYPE`（id=6 · choice · HK / SG / MY · return column `warrant_type`） Warrant type 1=Call 2=Put 3=Bull 4=Bear 5=Inline; SG measurements may return 6/7, MY may return 8 (not defined in the SDK enum) ```python req.add_choice_filter(WarrantField.WARRANT_TYPE, [WarrantType.BULL, WarrantType.BEAR]) req.add_sort(WarrantField.TURNOVER, desc=True) ``` Measured response (HK · all_count=7923, 5 rows matched, head top 5): ``` code name owner_code owner_name warrant_type current_price 0 HK.55994 恒指摩通九三熊R.P HK.800000 恒生指数 4 0.056 1 HK.57003 恒指摩通八九牛8.C HK.800000 恒生指数 3 0.038 2 HK.57109 恒指法兴八七牛E.C HK.800000 恒生指数 3 0.037 3 HK.55641 恒指法兴八三熊P.P HK.800000 恒生指数 4 0.055 4 HK.57114 恒指法兴八九牛7.C HK.800000 恒生指数 3 0.054 ``` ##### `CONVERSION_RATIO`（id=7 · interval · HK / SG / MY · return column `conversion_ratio`） Conversion ratio SDK takes the ratio itself (pass 1.0 for a 1.0 ratio); protocol field ×1000 integer-encoded on the wire ```python req.add_interval_filter(WarrantField.CONVERSION_RATIO, min_val=1.0, max_val=10.0) req.add_sort(WarrantField.CONVERSION_RATIO, desc=False) ``` Measured response (HK · all_count=3527, 5 rows matched, head top 5): ``` code name owner_code owner_name conversion_ratio warrant_type current_price 0 HK.15938 利丰瑞信七七购A.C HK.01818 招金矿业 1.0 1 0.000 1 HK.15941 平安瑞银七甲沽B.P HK.02318 中国平安 1.0 1 0.000 2 HK.25738 首程麦银六八购A.C HK.00697 首程控股 1.0 1 0.016 3 HK.15190 中核信证六二购B HK.01816 中广核电力 1.0 1 0.000 4 HK.17771 置富麦银六八购A.C HK.00778 置富产业信托 1.0 1 0.015 ``` ##### `CURRENT_PRICE`（id=8 · interval · HK / SG / MY · return column `current_price`） Current price Unit: in currency; SDK takes the raw price (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.CURRENT_PRICE, min_val=0.1, max_val=0.15) req.add_sort(WarrantField.CURRENT_PRICE, desc=False) ``` Measured response (HK · all_count=1719, 5 rows matched, head top 5): ``` code name owner_code owner_name current_price warrant_type 0 HK.65586 中移花旗六九牛C.C HK.00941 中国移动 0.1 3 1 HK.67749 阿里瑞银六六牛B.C HK.09988 阿里巴巴-W 0.1 3 2 HK.69293 港交汇丰七甲牛A.C HK.00388 香港交易所 0.1 3 3 HK.56800 恒指信证七九牛U.C HK.800000 恒生指数 0.1 3 4 HK.57184 恒指法兴八三牛A.C HK.800000 恒生指数 0.1 3 ``` ##### `STREET_RATIO`（id=9 · interval · HK / SG / MY · return column `street_rate`） Street ratio Unit: %; SDK takes the value as e.g. 50.0 (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.STREET_RATIO, min_val=10.0, max_val=50.0) req.add_sort(WarrantField.STREET_RATIO, desc=False) ``` Measured response (HK · all_count=1918, 5 rows matched, head top 5): ``` code name owner_code owner_name street_rate warrant_type current_price 0 HK.27205 腾讯瑞银八乙购A.C HK.00700 腾讯控股 10.00 1 0.233 1 HK.63380 恒指中银八三熊I.P HK.800000 恒生指数 10.00 4 0.335 2 HK.60023 恒指国君七乙牛S.C HK.800000 恒生指数 10.01 3 0.193 3 HK.21640 飞鹤华泰六七购A.C HK.06186 中国飞鹤 10.01 1 0.010 4 HK.25461 恒指瑞银六七购A.C HK.800000 恒生指数 10.01 1 0.010 ``` ##### `VOLUME`（id=10 · interval · HK / SG / MY · return column `volume`） Volume Unit: shares ```python req.add_interval_filter(WarrantField.VOLUME, min_val=1000) req.add_sort(WarrantField.VOLUME, desc=True) ``` Measured response (HK · all_count=6092, 5 rows matched, head top 5): ``` code name owner_code owner_name volume warrant_type current_price 0 HK.55994 恒指摩通九三熊R.P HK.800000 恒生指数 20257030000 4 0.056 1 HK.55641 恒指法兴八三熊P.P HK.800000 恒生指数 18202610000 4 0.055 2 HK.57109 恒指法兴八七牛E.C HK.800000 恒生指数 17612080000 3 0.037 3 HK.57003 恒指摩通八九牛8.C HK.800000 恒生指数 16576470000 3 0.038 4 HK.55430 恒指瑞银八十熊B.P HK.800000 恒生指数 12932700000 4 0.053 ``` ##### `MATURITY_DATE`（id=11 · interval · HK / SG / MY · return column `maturity_date`） Maturity date (Unix timestamp seconds) Unix timestamp in seconds; returned maturity_date is also a string-typed timestamp ```python import time req.add_interval_filter(WarrantField.MATURITY_DATE, min_val=int(time.time()), max_val=int(time.time()) + 365*86400) req.add_sort(WarrantField.MATURITY_DATE, desc=False) ``` Measured response (HK · all_count=9330, 5 rows matched, head top 5): ``` code name owner_code owner_name maturity_date warrant_type current_price 0 HK.21145 金云摩利六六购A.C HK.03896 金山云 1781539200 1 0.010 1 HK.54786 百度瑞银六六牛B.C HK.09888 百度集团-SW 1781539200 3 0.305 2 HK.23342 优必中银六六购B.C HK.09880 优必选 1781539200 1 0.010 3 HK.23574 汇量华泰六六购A.C HK.01860 汇量科技 1781539200 1 0.010 4 HK.18353 美高摩通六六购A.C HK.02282 美高梅中国 1781625600 1 0.010 ``` ##### `STRIKE_PRICE`（id=12 · interval · HK / SG / MY · return column `strike_price`） Strike price Unit: in currency; SDK takes the raw price (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.STRIKE_PRICE, min_val=10.0, max_val=20.0) req.add_sort(WarrantField.STRIKE_PRICE, desc=False) ``` Measured response (HK · all_count=990, 5 rows matched, head top 5): ``` code name owner_code owner_name strike_price warrant_type current_price 0 HK.19876 喜相华泰六八购A.C HK.02473 喜相逢集团 10.0 1 0.010 1 HK.23889 中油法巴六七购A.C HK.00857 中国石油股份 10.0 1 0.153 2 HK.11055 英港摩通六七沽A.P N/A N/A 10.0 2 0.051 3 HK.25258 中联花旗六八购A.C HK.00762 中国联通 10.0 1 0.014 4 HK.27520 新发信证七三购A.C HK.00017 新世界发展 10.0 1 0.107 ``` ##### `PREMIUM`（id=13 · interval · HK / SG / MY · return column `premium`） Premium Unit: %; SDK takes the value as e.g. 15.0, negative allowed (protocol field ×100000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.PREMIUM, min_val=0.0, max_val=20.0) req.add_sort(WarrantField.PREMIUM, desc=False) ``` Measured response (HK · all_count=11283, 5 rows matched, head top 5): ``` code name owner_code owner_name premium warrant_type current_price 0 HK.21137 恒大中银八七购A.C N/A N/A 0.0 1 0.000 1 HK.16449 恒生中银九乙购A.C N/A N/A 0.0 1 0.000 2 HK.16512 恒指高盛九九沽J.P HK.06688 蚂蚁集团 0.0 1 0.000 3 HK.16522 恒指瑞通九十沽A.P HK.06688 蚂蚁集团 0.0 1 0.000 4 HK.68392 招行瑞银六八牛A.C HK.03968 招商银行 0.0 3 0.238 ``` ##### `RECOVERY_PRICE`（id=14 · interval · HK / SG / MY · return column `recovery_price`） Recovery price Unit: in currency; SDK takes the raw price; effective only for Bull/Bear (3/4) (protocol field ×1000 integer-encoded on the wire) ```python req.add_choice_filter(WarrantField.WARRANT_TYPE, [WarrantType.BULL, WarrantType.BEAR]) req.add_interval_filter(WarrantField.RECOVERY_PRICE, min_val=0.01) req.add_sort(WarrantField.RECOVERY_PRICE, desc=False) ``` Measured response (HK · all_count=7923, 5 rows matched, head top 5): ``` code name owner_code owner_name recovery_price warrant_type current_price 0 HK.59404 商汤瑞银七八牛D.C HK.00020 商汤-W 1.00 3 0.062 1 HK.64826 商汤法兴七五牛A.C HK.00020 商汤-W 1.05 3 0.113 2 HK.59403 商汤瑞银七八牛C.C HK.00020 商汤-W 1.10 3 0.053 3 HK.64933 商汤瑞银六乙牛A.C HK.00020 商汤-W 1.20 3 0.074 4 HK.59322 商汤汇丰七一牛A HK.00020 商汤-W 1.20 3 0.000 ``` ##### `IMPLIED_VOLATILITY`（id=15 · interval · HK / SG / MY · return column `implied_volatility`） Implied volatility Unit: %; SDK takes the value as e.g. 15.0; effective only for Call/Put (1/2) (protocol field ×100 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.IMPLIED_VOLATILITY, min_val=10.0, max_val=100.0) req.add_sort(WarrantField.IMPLIED_VOLATILITY, desc=False) ``` Measured response (HK · all_count=5962, 5 rows matched, head top 5): ``` code name owner_code owner_name implied_volatility warrant_type current_price 0 HK.24413 中移中银六九购A.C HK.00941 中国移动 13.487 1 0.041 1 HK.25984 建行韩投八乙购A.C HK.00939 建设银行 14.638 1 0.500 2 HK.25450 中移国君六九购A.C HK.00941 中国移动 15.308 1 0.054 3 HK.24942 中移汇丰六九购A.C HK.00941 中国移动 15.776 1 0.059 4 HK.14414 建行法巴六乙购A.C HK.00939 建设银行 15.792 1 0.191 ``` ##### `LEVERAGE_RATIO`（id=16 · interval · HK / SG / MY · return column `leverage`） Leverage ratio SDK takes the raw value (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.LEVERAGE_RATIO, min_val=3.0, max_val=50.0) req.add_sort(WarrantField.LEVERAGE_RATIO, desc=True) ``` Measured response (HK · all_count=8360, 5 rows matched, head top 5): ``` code name owner_code owner_name leverage warrant_type current_price 0 HK.29999 恒指中银六乙购C.C HK.800000 恒生指数 49.985 1 0.071 1 HK.27121 领展瑞银六九购A.C HK.00823 领展房产基金 49.972 1 0.074 2 HK.15343 百度摩通六八沽A.P HK.09888 百度集团-SW 49.869 2 0.023 3 HK.25973 远能麦银六八购A.C HK.01138 中远海能 49.852 1 0.068 4 HK.26365 远能麦银六九购A.C HK.01138 中远海能 49.852 1 0.034 ``` ##### `PRICE_RECOVERY_RATIO`（id=17 · interval · HK / SG / MY · return column `price_recovery_ratio`） Underlying-to-recovery price % Unit: %; SDK takes the value as e.g. 15.0, negative allowed; effective only for Bull/Bear (3/4) (protocol field ×100000 integer-encoded on the wire) ```python req.add_choice_filter(WarrantField.WARRANT_TYPE, [WarrantType.BULL, WarrantType.BEAR]) req.add_interval_filter(WarrantField.PRICE_RECOVERY_RATIO, min_val=-50.0, max_val=50.0) req.add_sort(WarrantField.PRICE_RECOVERY_RATIO, desc=False) ``` Measured response (HK · all_count=7923, 5 rows matched, head top 5): ``` code name owner_code owner_name price_recovery_ratio warrant_type current_price 0 HK.54832 美团瑞银七乙熊M.P HK.03690 美团-W -0.73916 4 0.430 1 HK.53329 美团瑞银七乙熊I.P HK.03690 美团-W -0.72053 4 0.390 2 HK.54269 美团摩通七九熊F.P HK.03690 美团-W -0.72053 4 0.395 3 HK.54562 美团汇丰七乙熊D.P HK.03690 美团-W -0.71018 4 0.370 4 HK.54799 美团摩通七乙熊D.P HK.03690 美团-W -0.71018 4 0.370 ``` ##### `DELTA`（id=18 · interval · HK / SG / MY · return column `delta`） Delta SDK takes the raw value, range [-1, 1]; effective only for Call/Put (1/2) (protocol field ×1000 integer-encoded on the wire) ```python req.add_choice_filter(WarrantField.WARRANT_TYPE, [WarrantType.CALL, WarrantType.PUT]) req.add_interval_filter(WarrantField.DELTA, min_val=-1.0, max_val=1.0) req.add_sort(WarrantField.DELTA, desc=True) ``` Measured response (HK · all_count=8247, 5 rows matched, head top 5): ``` code name owner_code owner_name delta warrant_type current_price 0 HK.16281 联想信证六六购A.C HK.00992 联想集团 0.999 1 1.28 1 HK.18636 中寿国君六六购A.C HK.02628 中国人寿 0.999 1 0.59 2 HK.22934 建滔华泰六八购A.C HK.00148 建滔集团 0.997 1 6.73 3 HK.19057 汇丰摩利六七购A.C HK.00005 汇丰控股 0.996 1 0.87 4 HK.19058 汇丰法兴六七购A.C HK.00005 汇丰控股 0.996 1 0.87 ``` ##### `STATUS`（id=19 · choice · HK / SG / MY · return column `status`） Warrant status 0=Normal 1=Terminated 2=Pending listing ```python req.add_choice_filter(WarrantField.STATUS, [WarrantStatus.NORMAL]) req.add_sort(WarrantField.VOLUME, desc=True) ``` Measured response (HK · all_count=13057, 5 rows matched, head top 5): ``` code name owner_code owner_name status warrant_type current_price 0 HK.55994 恒指摩通九三熊R.P HK.800000 恒生指数 0 4 0.056 1 HK.55641 恒指法兴八三熊P.P HK.800000 恒生指数 0 4 0.055 2 HK.57109 恒指法兴八七牛E.C HK.800000 恒生指数 0 3 0.037 3 HK.57003 恒指摩通八九牛8.C HK.800000 恒生指数 0 3 0.038 4 HK.55430 恒指瑞银八十熊B.P HK.800000 恒生指数 0 4 0.053 ``` ##### `IPO_TIME`（id=20 · interval · HK / SG / MY · return column `ipo_time`） Listing time (Unix timestamp seconds) Unix timestamp in seconds ```python req.add_interval_filter(WarrantField.IPO_TIME, min_val=1700000000, max_val=2000000000) req.add_sort(WarrantField.IPO_TIME, desc=True) ``` Measured response (HK · all_count=16122, 5 rows matched, head top 5): ``` code name owner_code owner_name ipo_time warrant_type current_price 0 HK.11203 道指摩通六乙沽B US..DJI 道琼斯指数 1781625600 2 0.0 1 HK.11204 纳指摩通六乙沽C US..NDX 纳斯达克100指数 1781625600 2 0.0 2 HK.11205 道指摩通六乙沽C US..DJI 道琼斯指数 1781625600 2 0.0 3 HK.13826 老铺摩利六乙沽A HK.06181 老铺黄金 1781625600 2 0.0 4 HK.13827 港交摩利六乙沽A HK.00388 香港交易所 1781625600 2 0.0 ``` ##### `BUY_VOL`（id=21 · interval · HK / SG / MY · return column `buy_vol`） Buy volume Unit: shares ```python req.add_interval_filter(WarrantField.BUY_VOL, min_val=1) req.add_sort(WarrantField.BUY_VOL, desc=True) ``` Measured response (HK · all_count=10554, 5 rows matched, head top 5): ``` code name owner_code owner_name buy_vol warrant_type current_price 0 HK.56746 恒指汇丰八甲牛V.C HK.800000 恒生指数 41410000 3 0.065 1 HK.56560 恒指摩通八三牛G.C HK.800000 恒生指数 40730000 3 0.114 2 HK.63929 恒指摩利八十牛E.C HK.800000 恒生指数 40380000 3 0.102 3 HK.64852 恒指瑞银八十牛G.C HK.800000 恒生指数 40000000 3 0.131 4 HK.29035 泡玛星展六甲沽A.P HK.09992 泡泡玛特 40000000 2 0.071 ``` ##### `SELL_VOL`（id=22 · interval · HK / SG / MY · return column `sell_vol`） Sell volume Unit: shares ```python req.add_interval_filter(WarrantField.SELL_VOL, min_val=1) req.add_sort(WarrantField.SELL_VOL, desc=True) ``` Measured response (HK · all_count=11581, 5 rows matched, head top 5): ``` code name owner_code owner_name sell_vol warrant_type current_price 0 HK.26774 阿里法巴六七购B.C HK.09988 阿里巴巴-W 60130000 1 0.010 1 HK.29035 泡玛星展六甲沽A.P HK.09992 泡泡玛特 37900000 2 0.071 2 HK.55588 恒指汇丰九四熊D.P HK.800000 恒生指数 34110000 4 0.055 3 HK.56458 恒指摩通八九牛4.C HK.800000 恒生指数 33830000 3 0.064 4 HK.57114 恒指法兴八九牛7.C HK.800000 恒生指数 33370000 3 0.054 ``` ##### `EFFECTIVE_LEVERAGE`（id=23 · interval · HK / SG / MY · return column `effective_leverage`） Effective leverage SDK takes the raw value (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.EFFECTIVE_LEVERAGE, min_val=3.0, max_val=50.0) req.add_sort(WarrantField.EFFECTIVE_LEVERAGE, desc=True) ``` Measured response (HK · all_count=5409, 5 rows matched, head top 5): ``` code name owner_code owner_name effective_leverage warrant_type current_price 0 HK.23821 建行国君六六购A.C HK.00939 建设银行 47.082 1 0.102 1 HK.25486 华地信证六六购B.C HK.01109 华润置地 45.821 1 0.010 2 HK.23727 领展信证六六购A.C HK.00823 领展房产基金 44.375 1 0.012 3 HK.23398 建行麦银六六购A.C HK.00939 建设银行 42.977 1 0.017 4 HK.23575 华地摩通六六购A.C HK.01109 华润置地 42.093 1 0.012 ``` ##### `LAST_CLOSE_PRICE`（id=24 · interval · HK / SG / MY · return column `last_close_price`） Previous close Unit: in currency; SDK takes the raw price (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.LAST_CLOSE_PRICE, min_val=0.1, max_val=2.0) req.add_sort(WarrantField.LAST_CLOSE_PRICE, desc=False) ``` Measured response (HK · all_count=7028, 5 rows matched, head top 5): ``` code name owner_code owner_name last_close_price warrant_type current_price 0 HK.14210 腾讯花旗六乙沽A.P HK.00700 腾讯控股 0.1 2 0.101 1 HK.67749 阿里瑞银六六牛B.C HK.09988 阿里巴巴-W 0.1 3 0.100 2 HK.53182 平安汇丰七甲牛L.C HK.02318 中国平安 0.1 3 0.107 3 HK.69230 平安法兴七十牛U.C HK.02318 中国平安 0.1 3 0.105 4 HK.56325 恒指法兴八三牛8.C HK.800000 恒生指数 0.1 3 0.119 ``` ##### `TURNOVER`（id=25 · interval · HK / SG / MY · return column `turnover`） Turnover Unit: in currency ```python req.add_interval_filter(WarrantField.TURNOVER, min_val=1) req.add_sort(WarrantField.TURNOVER, desc=True) ``` Measured response (HK · all_count=6093, 5 rows matched, head top 5): ``` code name owner_code owner_name turnover warrant_type current_price 0 HK.55994 恒指摩通九三熊R.P HK.800000 恒生指数 864568920.0 4 0.056 1 HK.57003 恒指摩通八九牛8.C HK.800000 恒生指数 852463370.0 3 0.038 2 HK.57109 恒指法兴八七牛E.C HK.800000 恒生指数 842853250.0 3 0.037 3 HK.55641 恒指法兴八三熊P.P HK.800000 恒生指数 777372600.0 4 0.055 4 HK.57114 恒指法兴八九牛7.C HK.800000 恒生指数 608277730.0 3 0.054 ``` ##### `SELL_PRICE`（id=26 · interval · HK / SG / MY · return column `sell_price`） Ask price Unit: in currency; SDK takes the raw price (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.SELL_PRICE, min_val=0.001) req.add_sort(WarrantField.SELL_PRICE, desc=False) ``` Measured response (HK · all_count=11581, 5 rows matched, head top 5): ``` code name owner_code owner_name sell_price warrant_type current_price 0 HK.23665 S金摩通六七购A.C HK.02840 SPDR金 0.01 1 0.01 1 HK.25680 百度麦银六七购A.C HK.09888 百度集团-SW 0.01 1 0.01 2 HK.27365 中交法兴六六购A.C HK.01800 中国交通建设 0.01 1 0.01 3 HK.28314 铁塔信证六九购A.C HK.00788 中国铁塔 0.01 1 0.01 4 HK.28806 协鑫麦银六九购A.C HK.03800 协鑫科技 0.01 1 0.01 ``` ##### `BUY_PRICE`（id=27 · interval · HK / SG / MY · return column `buy_price`） Bid price Unit: in currency; SDK takes the raw price (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.BUY_PRICE, min_val=0.001) req.add_sort(WarrantField.BUY_PRICE, desc=False) ``` Measured response (HK · all_count=10554, 5 rows matched, head top 5): ``` code name owner_code owner_name buy_price warrant_type current_price 0 HK.13598 小米摩通六乙购B.C HK.01810 小米集团-W 0.01 1 0.010 1 HK.14635 比迪星展六甲购A.C HK.01211 比亚迪股份 0.01 1 0.010 2 HK.14652 腾讯法兴六九购A.C HK.00700 腾讯控股 0.01 1 0.011 3 HK.16396 南科信证六乙购A.C HK.03033 南方恒生科技 0.01 1 0.014 4 HK.17724 泡玛汇丰六甲购A.C HK.09992 泡泡玛特 0.01 1 0.012 ``` ##### `HIGH_PRICE`（id=28 · interval · HK / SG / MY · return column `high_price`） High price Unit: in currency; SDK takes the raw price; intraday high (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.HIGH_PRICE, min_val=0.001) req.add_sort(WarrantField.HIGH_PRICE, desc=True) ``` Measured response (HK · all_count=6075, 5 rows matched, head top 5): ``` code name owner_code owner_name high_price warrant_type current_price 0 HK.11115 美光法兴六甲购A.C N/A N/A 6.74 1 6.74 1 HK.24047 建板摩利六七购A.C HK.01888 建滔积层板 6.47 1 6.47 2 HK.25060 建滔华泰六八购B.C HK.00148 建滔集团 5.67 1 5.65 3 HK.16544 建板信证六十购A.C HK.01888 建滔积层板 5.57 1 5.57 4 HK.26175 建板汇丰六八购A.C HK.01888 建滔积层板 5.44 1 5.44 ``` ##### `LOW_PRICE`（id=29 · interval · HK / SG / MY · return column `low_price`） Low price Unit: in currency; SDK takes the raw price; intraday low (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.LOW_PRICE, min_val=0.001) req.add_sort(WarrantField.LOW_PRICE, desc=False) ``` Measured response (HK · all_count=6075, 5 rows matched, head top 5): ``` code name owner_code owner_name low_price warrant_type current_price 0 HK.28933 阿里麦银六七购A.C HK.09988 阿里巴巴-W 0.01 1 0.01 1 HK.29014 阿里法兴六六购A.C HK.09988 阿里巴巴-W 0.01 1 0.01 2 HK.13598 小米摩通六乙购B.C HK.01810 小米集团-W 0.01 1 0.01 3 HK.13662 中联麦银六九购A.C HK.00762 中国联通 0.01 1 0.01 4 HK.14148 腾讯汇丰六七购A.C HK.00700 腾讯控股 0.01 1 0.01 ``` ##### `RATIO_ITM_OTM`（id=30 · interval · HK / SG / MY · return column `ipop`） ITM/OTM ratio % Unit: %; SDK takes the value as e.g. 15.0, negative allowed; returned column name is ipop (protocol field ×100000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.RATIO_ITM_OTM, min_val=-50.0, max_val=50.0) req.add_sort(WarrantField.RATIO_ITM_OTM, desc=False) ``` Measured response (HK · all_count=16166, 5 rows matched, head top 5): ``` code name owner_code owner_name ipop warrant_type current_price 0 HK.21173 信达海通八七购A.C HK.01359 中国信达 -41.74285 1 0.000 1 HK.21158 华泥瑞信八七购A.C HK.01313 华润建材科技 -41.68907 1 0.000 2 HK.25100 喜相摩通六六购A.C HK.02473 喜相逢集团 -37.67187 1 0.061 3 HK.25841 喜相麦银六七购A.C HK.02473 喜相逢集团 -37.64062 1 0.025 4 HK.15946 信达瑞信七六购A.C HK.01359 中国信达 -37.40952 1 0.000 ``` ##### `BREAK_EVEN_POINT`（id=31 · interval · HK / SG / MY · return column `break_even_point`） Break-even point % Unit: %; SDK takes the value as e.g. 15.0 (protocol field ×100000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.BREAK_EVEN_POINT, min_val=-100.0, max_val=100.0) req.add_sort(WarrantField.BREAK_EVEN_POINT, desc=False) ``` Measured response (HK · all_count=11618, 5 rows matched, head top 5): ``` code name owner_code owner_name break_even_point warrant_type current_price 0 HK.21137 恒大中银八七购A.C N/A N/A 0.0 1 0.000 1 HK.16449 恒生中银九乙购A.C N/A N/A 0.0 1 0.000 2 HK.49942 道指汇丰六乙熊H.P US..DJI 道琼斯指数 0.0 4 0.013 3 HK.49950 道指瑞银六乙熊L.P US..DJI 道琼斯指数 0.0 4 0.012 4 HK.29859 东风麦银六六购A.C N/A N/A 0.0 1 0.720 ``` ##### `AMPLITUDE`（id=32 · interval · HK / SG / MY · return column `amplitude`） Amplitude % Unit: %; SDK takes the value as e.g. 15.0 (protocol field ×100000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.AMPLITUDE, min_val=0.01) req.add_sort(WarrantField.AMPLITUDE, desc=True) ``` Measured response (HK · all_count=5358, 5 rows matched, head top 5): ``` code name owner_code owner_name amplitude warrant_type current_price 0 HK.23936 舜光信证六六购A.C HK.02382 舜宇光学科技 3.80000 1 0.054 1 HK.23432 舜光摩利六六购A.C HK.02382 舜宇光学科技 3.27273 1 0.055 2 HK.24022 舜光花旗六六购A.C HK.02382 舜宇光学科技 3.00000 1 0.058 3 HK.20335 江铜摩通六六购A.C HK.00358 江西铜业股份 2.24390 1 0.181 4 HK.61517 中芯法兴六甲牛H.C HK.00981 中芯国际 2.00000 3 0.076 ``` ##### `SCORE_FAXING`（id=33 · interval · HK / SG / MY · return column `fx_score`） SG Faxing score SDK takes the raw score; returned column name is fx_score (protocol field ×100000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.SCORE_FAXING, min_val=0.0, max_val=10.0) req.add_sort(WarrantField.SCORE_FAXING, desc=True) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name fx_score warrant_type current_price 0 HK.29442 中药法巴七五购A.C HK.01177 中国生物制药 0.94860 1 0.071 1 HK.13660 建滔法兴七一购B.C HK.00148 建滔集团 0.94397 1 0.193 2 HK.29636 美图摩通六甲购A.C HK.01357 美图公司 0.93674 1 0.127 3 HK.24961 中移摩通六九购A.C HK.00941 中国移动 0.93553 1 0.070 4 HK.21241 兖矿摩通六八购A.C HK.01171 兖矿能源 0.93449 1 0.202 ``` ##### `LAST_TRADE_DATE`（id=34 · interval · HK / SG / MY · return column `last_trade_date`） Last trading day (Unix timestamp seconds) Unix timestamp in seconds; typically 1 trading day earlier than MATURITY_DATE ```python req.add_interval_filter(WarrantField.LAST_TRADE_DATE, min_val=1900000000, max_val=2200000000) req.add_sort(WarrantField.LAST_TRADE_DATE, desc=False) ``` Measured response (HK · all_count=1, 1 rows matched, head top 5): ``` code name owner_code owner_name last_trade_date warrant_type current_price 0 HK.29183 建行法巴零乙购A.C HK.00939 建设银行 1924272000 1 0.237 ``` ##### `STREET_VOLUME`（id=35 · interval · HK / SG / MY · return column `street_vol`） Street volume Unit: shares; returned column name is street_vol ```python req.add_interval_filter(WarrantField.STREET_VOLUME, min_val=1) req.add_sort(WarrantField.STREET_VOLUME, desc=True) ``` Measured response (HK · all_count=11611, 5 rows matched, head top 5): ``` code name owner_code owner_name street_vol warrant_type current_price 0 HK.14958 腾讯法兴六七购A.C HK.00700 腾讯控股 400000000 1 0.010 1 HK.14826 腾讯摩通六七购A.C HK.00700 腾讯控股 398760000 1 0.010 2 HK.25097 腾讯摩通六九购A.C HK.00700 腾讯控股 319360000 1 0.012 3 HK.13039 小米摩通六乙购A.C HK.01810 小米集团-W 306960000 1 0.017 4 HK.14148 腾讯汇丰六七购A.C HK.00700 腾讯控股 300000000 1 0.010 ``` ##### `LOT_SIZE`（id=36 · interval · HK / SG / MY · return column `lot_size`） Lot size Unit: shares ```python req.add_interval_filter(WarrantField.LOT_SIZE, min_val=1) req.add_sort(WarrantField.LOT_SIZE, desc=False) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name lot_size warrant_type current_price 0 HK.22588 万科麦银六六购B.C HK.02202 万科企业 100 1 0.010 1 HK.24402 航赁麦银六七购A.C HK.02588 中银航空租赁 100 1 0.019 2 HK.24702 航赁华泰六七购A.C HK.02588 中银航空租赁 100 1 0.010 3 HK.27072 蔚来麦银六九沽A.P HK.09866 蔚来-SW 100 2 0.071 4 HK.19866 南科华泰六六购A.C HK.03033 南方恒生科技 200 1 0.010 ``` ##### `ISSUE_SIZE`（id=37 · interval · HK / SG / MY · return column `issue_size`） Issue size Unit: shares ```python req.add_interval_filter(WarrantField.ISSUE_SIZE, min_val=1) req.add_sort(WarrantField.ISSUE_SIZE, desc=True) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name issue_size warrant_type current_price 0 HK.22659 阿里韩投八乙购A.C HK.09988 阿里巴巴-W 500000000 1 0.370 1 HK.16737 宁德法兴七乙购A.C HK.03750 宁德时代 500000000 1 0.880 2 HK.13850 恒指摩通六乙沽C HK.800000 恒生指数 500000000 2 0.000 3 HK.22235 港交韩投八八购A.C HK.00388 香港交易所 480000000 1 0.325 4 HK.22254 中移韩投八八购A.C HK.00941 中国移动 480000000 1 0.162 ``` ##### `IPO_PRICE`（id=38 · interval · HK / SG / MY · return column `ipo_price`） IPO price Unit: in currency; SDK takes the raw price (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.IPO_PRICE, min_val=0.001) req.add_sort(WarrantField.IPO_PRICE, desc=False) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: OpenD measurements show ipo_price returns 0 for most warrants, so min_val=0.001 filters out all rows ##### `LOWER_STRIKE_PRICE`（id=39 · interval · HK / SG / MY · return column `lower_strike_price`） Lower strike price Unit: in currency; SDK takes the raw price; effective only for Inline (5) (protocol field ×1000 integer-encoded on the wire) ```python req.add_choice_filter(WarrantField.WARRANT_TYPE, [WarrantType.IW]) req.add_interval_filter(WarrantField.LOWER_STRIKE_PRICE, min_val=0.001) req.add_sort(WarrantField.LOWER_STRIKE_PRICE, desc=False) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: No inline warrants (IW) are currently listed on HK; the warrant-type filter returns no rows ##### `UPPER_STRIKE_PRICE`（id=40 · interval · HK / SG / MY · return column `upper_strike_price`） Upper strike price Unit: in currency; SDK takes the raw price; effective only for Inline (5) (protocol field ×1000 integer-encoded on the wire) ```python req.add_choice_filter(WarrantField.WARRANT_TYPE, [WarrantType.IW]) req.add_interval_filter(WarrantField.UPPER_STRIKE_PRICE, min_val=0.001) req.add_sort(WarrantField.UPPER_STRIKE_PRICE, desc=False) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: No inline warrants (IW) are currently listed on HK; the warrant-type filter returns no rows ##### `IW_PRICE_STATUS`（id=41 · choice · HK / SG / MY · return column `iw_price_status`） Inside/outside the band 0=Outside 1=Inside; only Inline (5) returns non-zero values ```python req.add_choice_filter(WarrantField.WARRANT_TYPE, [WarrantType.IW]) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: No inline warrants (IW) are currently listed on HK; the warrant-type filter returns no rows ##### `SENSITIVITY`（id=42 · interval · HK / SG / MY · return column `sensitivity`） Sensitivity SDK takes the raw value (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.SENSITIVITY, min_val=0.001) req.add_sort(WarrantField.SENSITIVITY, desc=False) ``` Measured response (HK · all_count=13623, 5 rows matched, head top 5): ``` code name owner_code owner_name sensitivity warrant_type current_price 0 HK.19340 腾音信证六九购A.C HK.01698 腾讯音乐-SW 0.018 1 0.010 1 HK.28495 稀宇麦银六十购B.C HK.00100 MINIMAX-W 0.019 1 0.013 2 HK.51984 美团瑞银七乙熊G.P HK.03690 美团-W 0.020 4 0.275 3 HK.52261 美团法巴七七熊K.P HK.03690 美团-W 0.020 4 0.280 4 HK.52532 美团瑞银七乙熊H.P HK.03690 美团-W 0.020 4 0.310 ``` ##### `CONVERSION_PRICE`（id=43 · interval · HK / SG / MY · no return column） Conversion price Not exposed separately in the returned DataFrame; usable as a filter / sort condition ```python req.add_interval_filter(WarrantField.CONVERSION_PRICE, min_val=0.001) req.add_sort(WarrantField.CONVERSION_PRICE, desc=False) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name warrant_type current_price 0 HK.64814 平安瑞银八三牛A.C HK.02318 中国平安 3 0.0 1 HK.15946 信达瑞信七六购A.C HK.01359 中国信达 1 0.0 2 HK.24719 腾讯东亚九四沽A HK.00700 腾讯控股 2 0.0 3 HK.26168 金软瑞银九二购B HK.03888 金山软件 1 0.0 4 HK.64492 恒指汇丰八五熊G.P HK.800000 恒生指数 3 0.0 ``` ##### `CHANGE_RATE`（id=44 · interval · HK / SG / MY · no return column） Change rate % Unit: %; SDK takes the value as e.g. 5.0; not exposed separately in the returned DataFrame (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.CHANGE_RATE, min_val=-100.0, max_val=100.0) req.add_sort(WarrantField.CHANGE_RATE, desc=True) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name warrant_type current_price 0 HK.25160 远能华泰六七购B.C HK.01138 中远海能 1 0.136 1 HK.23936 舜光信证六六购A.C HK.02382 舜宇光学科技 1 0.054 2 HK.25876 远能华泰六八购A.C HK.01138 中远海能 1 0.093 3 HK.23432 舜光摩利六六购A.C HK.02382 舜宇光学科技 1 0.055 4 HK.26285 远能华泰六九购B.C HK.01138 中远海能 1 0.048 ``` ##### `CHANGE_VALUE`（id=45 · interval · HK / SG / MY · no return column） Change value Unit: in currency; not exposed separately in the returned DataFrame ```python req.add_interval_filter(WarrantField.CHANGE_VALUE, min_val=-1.0, max_val=1.0) req.add_sort(WarrantField.CHANGE_VALUE, desc=True) ``` Measured response (HK · all_count=7641, 5 rows matched, head top 5): ``` code name owner_code owner_name warrant_type current_price 0 HK.25336 铁塔摩利六乙购A.C HK.00788 中国铁塔 1 0.017 1 HK.25366 铁塔摩通六乙购A.C HK.00788 中国铁塔 1 0.028 2 HK.26138 铁塔中银六乙购A.C HK.00788 中国铁塔 1 0.027 3 HK.26447 中铁法兴六九购A.C HK.00390 中国中铁 1 0.020 4 HK.67330 京东摩通六乙牛A.C HK.09618 京东集团-SW 3 0.216 ``` ##### `SCORE`（id=51 · interval · HK / SG / MY · return column `score`） Warrant score Composite score; SDK takes the raw score (protocol field ×100000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.SCORE, min_val=0.0, max_val=10.0) req.add_sort(WarrantField.SCORE, desc=True) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name score warrant_type current_price 0 HK.11048 澳港摩通六七购A.C N/A N/A 0.010 1 0.195 1 HK.11056 欧港摩通六七购A.C N/A N/A 0.009 1 0.016 2 HK.49582 标指摩通六九牛B.C US..SPX 标普500指数 0.009 3 0.193 3 HK.10087 美日摩通六六购A.C FX.USDJPY 美元/日元 0.008 1 0.073 4 HK.11047 澳港摩通六七沽A.P N/A N/A 0.008 2 0.013 ``` ##### `FILTER_NO_TRADE`（id=52 · choice · HK / SG / MY · return column `current_price`） Filter out no-trade warrants Switch field: 0=no filter, 1=filter out warrants with zero volume; no data column returned ```python req.add_choice_filter(WarrantField.FILTER_NO_TRADE, [1]) req.add_sort(WarrantField.VOLUME, desc=True) ``` Measured response (HK · all_count=15151, 5 rows matched, head top 5): ``` code name owner_code owner_name current_price warrant_type 0 HK.55994 恒指摩通九三熊R.P HK.800000 恒生指数 0.056 4 1 HK.55641 恒指法兴八三熊P.P HK.800000 恒生指数 0.055 4 2 HK.57109 恒指法兴八七牛E.C HK.800000 恒生指数 0.037 3 3 HK.57003 恒指摩通八九牛8.C HK.800000 恒生指数 0.038 3 4 HK.55430 恒指瑞银八十熊B.P HK.800000 恒生指数 0.053 4 ``` ##### `CURRENCY_CODE`（id=53 · choice · HK / SG / MY · no return column） Currency code Usually determined by market (HK=HKD, SG=SGD, MY=MYR); not exposed separately in the returned DataFrame ```python req.add_sort(WarrantField.TURNOVER, desc=True) ``` Measured response (HK · all_count=16170, 5 rows matched, head top 5): ``` code name owner_code owner_name warrant_type current_price 0 HK.55994 恒指摩通九三熊R.P HK.800000 恒生指数 4 0.056 1 HK.57003 恒指摩通八九牛8.C HK.800000 恒生指数 3 0.038 2 HK.57109 恒指法兴八七牛E.C HK.800000 恒生指数 3 0.037 3 HK.55641 恒指法兴八三熊P.P HK.800000 恒生指数 4 0.055 4 HK.57114 恒指法兴八九牛7.C HK.800000 恒生指数 3 0.054 ``` ##### `STOCK_OWNER_PRICE`（id=54 · interval · HK / SG / MY · return column `stock_owner_price`） Underlying stock price Unit: in currency; SDK takes the raw price; returned in the stock_owner_price column (protocol field ×1000 integer-encoded on the wire) ```python req.add_interval_filter(WarrantField.STOCK_OWNER_PRICE, min_val=0.001) req.add_sort(WarrantField.STOCK_OWNER_PRICE, desc=False) ``` Measured response (HK · all_count=16168, 5 rows matched, head top 5): ``` code name owner_code owner_name stock_owner_price warrant_type current_price 0 HK.16376 碧桂法巴九十购A.C HK.02007 碧桂园 0.209 1 0.000 1 HK.16468 中粮麦银九甲购A.C HK.00606 中骏商管 0.295 1 0.000 2 HK.19876 喜相华泰六八购A.C HK.02473 喜相逢集团 0.640 1 0.010 3 HK.25841 喜相麦银六七购A.C HK.02473 喜相逢集团 0.640 1 0.025 4 HK.29782 喜相华泰六六购A.C HK.02473 喜相逢集团 0.640 1 0.010 ``` :::tip Interface Limitations * A maximum of 60 requests per 30 seconds ::: --- # Get Related Data of a Specific Security `get_referencestock_list(code, reference_type)` * **Description** Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contracts related to futures * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code. reference_type|[SecurityReferenceType](./quote.md#8136)|Related data type to be obtained. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, related data of security is returned.
str If ret != RET_OK, error description is returned.
* Related data of security fotmat as follows: Field|Type|Description :-|:-|:- code|str|Security code. lot_size|int|The number of shares per lot, contract multiplier for futures. stock_type|[SecurityType](./quote.md#9767)|Security type. stock_name|str|Security name. list_time|str|Time of listing. (Format: yyyy-MM-dd The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) wrt_valid|bool|Whether it is a warrant. (If it is True, the following field start with 'wrt' is valid.) wrt_type|[WrtType](./quote.md#2421)|Warrant type. wrt_code|str|The underlying stock. future_valid|bool|Whether it is a future. (If it is True, the following field start with 'future' is valid.) future_main_contract|bool|Whether the future main contract. (Special field for futures.) future_last_trade_time|str|Last trading time. (The field is unique to futures. Main, current month and next month futures do not have this field.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # Get warrants related to the underlying stock ret, data = quote_ctx.get_referencestock_list('HK.00700', SecurityReferenceType.WARRANT) if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) print('******************************************') # Port related contracts ret, data = quote_ctx.get_referencestock_list('HK.A50main', SecurityReferenceType.FUTURE) if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code lot_size stock_type stock_name list_time wrt_valid wrt_type wrt_code future_valid future_main_contract future_last_trade_time 0 HK.24719 1000 WARRANT TENGXUNDONGYAJIUSIGUA 2018-07-20 True PUT HK.00700 False NaN NaN ... ... ... ... ... ... ... ... ... ... ... ... 1617 HK.63402 10000 WARRANT GS#TENCTRC2108Y 2020-11-26 True BULL HK.00700 False NaN NaN [1618 rows x 11 columns] HK.24719 ['HK.24719', 'HK.27886', 'HK.28621', 'HK.14339', 'HK.27952', 'HK.18693', 'HK.20306', 'HK.53635', 'HK.47269', 'HK.27227', ... ... ... ... ... ... ... ... ... 'HK.63402'] ****************************************** code lot_size stock_type stock_name list_time wrt_valid wrt_type wrt_code future_valid future_main_contract future_last_trade_time 0 HK.A50main 5000 FUTURE A50 Future Main(DEC0) False NaN NaN True True .. ... ... ... ... ... ... ... ... ... ... ... 5 HK.A502106 5000 FUTURE A50 JUN1 False NaN NaN True False 2021-06-29 [6 rows x 11 columns] HK.A50main ['HK.A50main', 'HK.A502011', 'HK.A502012', 'HK.A502101', 'HK.A502103', 'HK.A502106'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds * When obtaining warrants related to the underlying stock, it is not subject to the above frequency restriction ::: --- # Get Futures Contract Information `get_future_info(code_list)` * **Description** Get futures contract information * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|Futures code list. Data type of elements in the list is str. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, futures contract data is returned.
str If ret != RET_OK, error description is returned.
* Futures contract data format as follows: Field|Type|Description :-|:-|:- code|str|Future code. name|str|Future name. owner|str|Subject. exchange|str|Exchange. type|str|Contract type. size|float|Contract size. size_unit|str|Contract size unit. price_currency|str|Quote currency. price_unit|str|Price unit. min_change|float|Price change step. min_change_unit|str|Unit of price change step. (Obsolete field.) trade_time|str|Trading time. time_zone|str|Time zone. last_trade_time|str|The last trading time. (Main, current month and next month futures do not have this field.) exchange_format_url|str|Exchange format url address. origin_code|str|Original future code. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_future_info(["HK.MPImain", "HK.HAImain"]) if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name owner exchange type size size_unit price_currency price_unit min_change min_change_unit trade_time time_zone last_trade_time exchange_format_url origin_code 0 HK.MPImain MPI Future Main(NOV0) Hang Seng Mainland Properties Index HKEX Equity Index 50.0 Index Points×HKD HKD Index Point 0.50 (09:15 - 12:00), (13:00 - 16:30) CCT https://www.hkex.com.hk/Products/Listed-Deriva... HK.MPI2112 1 HK.HAImain HAI Future Main(NOV0) HK.06837 HKEX Single Stock 10000.0 shares HKD 1 share/HKD 0.01 (09:30 - 12:00), (13:00 - 16:00) CCT https://www.hkex.com.hk/Products/Listed-Deriva... HK.HAI2112 HK.MPImain ['HK.MPImain', 'HK.HAImain'] ``` :::tip Interface Limitations * A maximum of 30 requests for obtaining futures contract data interface every 30 seconds * The maximum number of futures is 200, in the code list for each request. ::: --- # Filter Stocks by Condition `get_stock_filter(market, filter_list, plate_code=None, begin=0, num=200)` * **Description** Filter stocks by condition * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market identifier. (Does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will return the Shanghai and Shenzhen markets.) filter_list|list|The list of filter conditions. (Data type of elements in the list is *SimpleFilter*, *AccumulateFilter* or *FinancialFilter*, refer to the following tables.) plate_code|str|Plate code. begin|int|Data starting point. num|int|The number of requested data. * The relevant parameters of the *SimpleFilter* object are as follows: Field|Type|Description :-|:-|:- stock_field|[StockField](./quote.md#9377)|Simple filter properties. filter_min|float|The lower limit of the interval (closed interval). (Default by -∞.) filter_max|float|The upper limit of the interval (closed interval). (Default by +∞.) is_no_filter|bool|Whether the field does not require filtering. (True: no filtering. False: filtering. No filtering by default.) sort|[SortDir](./quote.md#9029)|Sort direction. (No sorting by default.) * The relevant parameters of the *AccumulateFilter* object are as follows: Field|Type|Description :-|:-|:- stock_field|[StockField](./quote.md#8316)|Cumulative filter properties. filter_min|float|The lower limit of the interval (closed interval). (Default by -∞.) filter_max|float|The upper limit of the interval (closed interval). (Default by +∞.) is_no_filter|bool|Whether the field does not require filtering. (True: no filtering. False: filtering. No filtering by default.) sort|[SortDir](./quote.md#9029)|Sort direction. (No sorting by default.) days|int|Accumulative days of filtering data. * The relevant parameters of the *FinancialFilter* object are as follows: Field|Type|Description :-|:-|:- stock_field|[StockField](./quote.md#2317)|Financial filter properties. filter_min|float|The lower limit of the interval (closed interval). (Default by -∞.) filter_max|float|The upper limit of the interval (closed interval). (Default by +∞.) is_no_filter|bool|Whether the field does not require filtering. (True: no filtering. False: filtering. No filtering by default.) sort|[SortDir](./quote.md#9029)|Sort direction. (No sorting by default.) quarter|[FinancialQuarter](./quote.md#8409)|Accumulation time of financial report. * The relevant parameters of the *CustomIndicatorFilter* object are as follows: Field|Type|Description :-|:-|:- stock_field1|[StockField](./quote.md#3936)|Custom indicator filter properties. stock_field1_para|list|Custom indicator parameter. (Pass parameters according to the indicator type:1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]) relative_position|[RelativePosition](./quote.md#9084)|Relative position. stock_field2|[StockField](./quote.md#3936)|Custom indicator filter properties. stock_field2_para|list|Custom indicator parameter. (Pass parameters according to the indicator type:1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]) value|float|Custom value. (When stock_field2 selects 'VALUE' in [StockField](../quote/quote.html#3936), value is a mandatory parameter) ktype|[KLType](./quote.md#66)|K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period|int|Filters data whose consecutive periods are all eligible. (Fill in the range [1,12].) is_no_filter|bool|Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default. * The relevant parameters of the *PatternFilter* object are as follows: Field|Type|Description :-|:-|:- stock_field|[StockField](./quote.md#6605)|Pattern filter properties. ktype|[KLType](./quote.md#66)|K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period|int|Filters data whose consecutive periods are all eligible. (Fill in the range [1,12].) is_no_filter|bool|Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, stock selection data is returned.
str If ret != RET_OK, error description is returned.
* Stock selection data format as follows: Field|Type|Description :-|:-|:- last_page|bool|Is it the last page. all_count|int|Total number of lists. stock_list|list|Stock selection data. (Data type of elements in the list is *FilterStockData*.) - *FilterStockData*'s data format as follows: Field|Type|Description :-|:-|:- stock_code|str|Stock code. stock_name|str|Stock name. cur_price|float|Current price. cur_price_to_highest_52weeks_ratio|float|(Current price - high in 52 weeks)/high in 52 weeks. (This field is in percentage form, so 20 is equivalent to 20%.) cur_price_to_lowest_52weeks_ratio|float|(Current price - low in 52 weeks)/low in 52 weeks. (This field is in percentage form, so 20 is equivalent to 20%.) high_price_to_highest_52weeks_ratio|float|(Today's high - high in 52 weeks)/high in 52 weeks. (This field is in percentage form, so 20 is equivalent to 20%.) low_price_to_lowest_52weeks_ratio|float|(Today's low - low in 52 weeks)/low in 52 weeks. (This field is in percentage form, so 20 is equivalent to 20%.) volume_ratio|float|Volume ratio. bid_ask_ratio|float|The committee. (This field is in percentage form, so 20 is equivalent to 20%.) lot_price|float|Price per lot. market_val|float|Market value. pe_annual|float|P/E ratio. pe_ttm|float|P/E ratio TTM. pb_rate|float|P/B ratio. change_rate_5min|float|Price change in five minutes. (This field is in percentage form, so 20 is equivalent to 20%.) change_rate_begin_year|float|Price change of this year. (This field is in percentage form, so 20 is equivalent to 20%.) ps_ttm|float|P/S rate TTM. (This field is in percentage form, so 20 is equivalent to 20%.) pcf_ttm|float|P/CF rate TTM. (This field is in percentage form, so 20 is equivalent to 20%.) total_share|float|Total number of shares. (unit: share) float_share|float|Shares outstanding. (unit: share) float_market_val|float|Market capitalization. (unit: yuan) change_rate|float|Price change rate. (This field is in percentage form, so 20 is equivalent to 20%.) amplitude|float|Amplitude. (This field is in percentage form, so 20 is equivalent to 20%.) volume|float|Average daily volume. turnover|float|Average daily turnover. turnover_rate|float|Turnover rate. (This field is in percentage form, so 20 is equivalent to 20%.) net_profit|float|Net profit. net_profix_growth|float|Net profit growth rate. (This field is in percentage form, so 20 is equivalent to 20%.) sum_of_business|float|Operating income. sum_of_business_growth|float|Year-on-year growth rate of operating income. (This field is in percentage form, so 20 is equivalent to 20%.) net_profit_rate|float|Net interest rate. (This field is in percentage form, so 20 is equivalent to 20%.) gross_profit_rate|float|Gross profit rate. (This field is in percentage form, so 20 is equivalent to 20%.) debt_asset_rate|float|Asset-liability ratio. (This field is in percentage form, so 20 is equivalent to 20%.) return_on_equity_rate|float|Return on net assets. (This field is in percentage form, so 20 is equivalent to 20%.) roic|float|Return on invested capital. (This field is in percentage form, so 20 is equivalent to 20%.) roa_ttm|float|Return on Assets TTM. (This field is in percentage form, so 20 is equivalent to 20%.) ebit_ttm|float|Earnings before interest and tax TTM. (unit: yuan. Only applicable to annual reports.) ebitda|float|Earnings before interest and tax, depreciation and amortization. (unit: yuan) operating_margin_ttm|float|Operating profit margin TTM. (This field is in percentage form, so 20 is equivalent to 20%.) ebit_margin|float|EBIT profit margin. (This field is in percentage form, so 20 is equivalent to 20%.) ebitda_margin|float|EBITDA profit margin. (This field is in percentage form, so 20 is equivalent to 20%.) financial_cost_rate|float|Financial cost rate. (This field is in percentage form, so 20 is equivalent to 20%.) operating_profit_ttm|float|Operating profit TTM. (unit: yuan. Only applicable to annual reports.) shareholder_net_profit_ttm|float|Net profit attributable to the parent company. (unit: yuan. Only applicable to annual reports.) net_profit_cash_cover_ttm|float|Proportion of cash income in profit. (This field is in percentage form, so 20 is equivalent to 20%.Only applicable to annual reports.) current_ratio|float|Current ratio. (This field is in percentage form, so 20 is equivalent to 20%.) quick_ratio|float|Quick ratio. (This field is in percentage form, so 20 is equivalent to 20%.) current_asset_ratio|float|Current asset ratio. (This field is in percentage form, so 20 is equivalent to 20%.) current_debt_ratio|float|Current debt ratio. (This field is in percentage form, so 20 is equivalent to 20%.) equity_multiplier|float|Equity multiplier. property_ratio|float|Property ratio. (This field is in percentage form, so 20 is equivalent to 20%.) cash_and_cash_equivalents|float|Cash and cash equivalents. (unit: yuan) total_asset_turnover|float|Total asset turnover rate. (This field is in percentage form, so 20 is equivalent to 20%.) fixed_asset_turnover|float|Fixed asset turnover rate. (This field is in percentage form, so 20 is equivalent to 20%.) inventory_turnover|float|Inventory turnover rate. (This field is in percentage form, so 20 is equivalent to 20%.) operating_cash_flow_ttm|float|Operating cash flow TTM. (unit: yuan. Only applicable to annual reports.) accounts_receivable|float|Net accounts receivable. (unit: yuan) ebit_growth_rate|float|EBIT year-on-year growth rate. (This field is in percentage form, so 20 is equivalent to 20%.) operating_profit_growth_rate|float|Operating profit year-on-year growth rate. (This field is in percentage form, so 20 is equivalent to 20%.) total_assets_growth_rate|float|Year-on-year growth rate of total assets. (This field is in percentage form, so 20 is equivalent to 20%.) profit_to_shareholders_growth_rate|float|Year-on-year growth rate of net profit attributable to the parent. (This field is in percentage form, so 20 is equivalent to 20%.) profit_before_tax_growth_rate|float|Year-on-year growth rate of total profit. (This field is in percentage form, so 20 is equivalent to 20%.) eps_growth_rate|float|EPS year-on-year growth rate. (This field is in percentage form, so 20 is equivalent to 20%.) roe_growth_rate|float|ROE year-on-year growth rate. (This field is in percentage form, so 20 is equivalent to 20%.) roic_growth_rate|float|ROIC year-on-year growth rate. (This field is in percentage form, so 20 is equivalent to 20%.) nocf_growth_rate|float|Year-on-year growth rate of operating cash flow. (This field is in percentage form, so 20 is equivalent to 20%.) nocf_per_share_growth_rate|float|Year-on-year growth rate of operating cash flow per share. (This field is in percentage form, so 20 is equivalent to 20%.) operating_revenue_cash_cover|float|Operating cash income ratio. (This field is in percentage form, so 20 is equivalent to 20%.) operating_profit_to_total_profit|float|operating profit percentage. (This field is in percentage form, so 20 is equivalent to 20%.) basic_eps|float|Basic earnings per share. (unit: yuan) diluted_eps|float|Diluted earnings per share. (unit: yuan) nocf_per_share|float|Net operating cash flow per share. (unit: yuan) price|float|latest price ma|float|Simple moving average (Returns values based on the MA parameter.) ma5|float|5-day simple moving average ma10|float|10-day simple moving average ma20|float|20-day simple moving average ma30|float|30-day simple moving average ma60|float|60-day simple moving average ma120|float|120-day simple moving average ma250|float|250-day simple moving average rsi|float|RSI (Returns values based on the RSI parameter. The default parameter for RSI is 12.) ema|float|exponential moving average (Returns values based on the EMA parameter.) ema5|float|5-day exponential moving average ema10|float|10-day exponential moving average ema20|float|20-day exponential moving average ema30|float|30-day exponential moving average ema60|float|60-day exponential moving average ema120|float|120日-day exponential moving average ema250|float|250日-day exponential moving average kdj_k|float| K value of KDJ indicator (Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].) kdj_d|float| D value of KDJ indicator (Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].) kdj_j|float| J value of KDJ indicator (Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].) macd_diff|float|DIFF value of MACD indicator (Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].) macd_dea|float|DEA value of MACD indicator (Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].) macd|float|MACD value of MACD indicator (Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].) boll_upper|float|UPPER value of BOLL indicator (Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].) boll_middler|float|MIDDLER value of BOLL indicator (Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].) boll_lower|float|LOWER value of BOLL indicator (Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].) * **Example** ```python from moomoo import * import time quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) simple_filter = SimpleFilter() simple_filter.filter_min = 2 simple_filter.filter_max = 1000 simple_filter.stock_field = StockField.CUR_PRICE simple_filter.is_no_filter = False # simple_filter.sort = SortDir.ASCEND financial_filter = FinancialFilter() financial_filter.filter_min = 0.5 financial_filter.filter_max = 50 financial_filter.stock_field = StockField.CURRENT_RATIO financial_filter.is_no_filter = False financial_filter.sort = SortDir.ASCEND financial_filter.quarter = FinancialQuarter.ANNUAL custom_filter = CustomIndicatorFilter() custom_filter.ktype = KLType.K_DAY custom_filter.stock_field1 = StockField.KDJ_K custom_filter.stock_field1_para = [10,4,4] custom_filter.stock_field2 = StockField.KDJ_K custom_filter.stock_field2_para = [9,3,3] custom_filter.relative_position = RelativePosition.MORE custom_filter.is_no_filter = False nBegin = 0 last_page = False ret_list = list() while not last_page: nBegin += len(ret_list) ret, ls = quote_ctx.get_stock_filter(market=Market.HK, filter_list=[simple_filter, financial_filter, custom_filter], begin=nBegin) # filter with simple, financial and indicator filter for HK market if ret == RET_OK: last_page, all_count, ret_list = ls print('all count = ', all_count) for item in ret_list: print(item.stock_code) # Get the stock code print(item.stock_name) # Get the stock name print(item[simple_filter]) # Get the value of the variable corresponding to simple_filter print(item[financial_filter]) # Get the value of the variable corresponding to financial_filter print(item[custom_filter]) # Get the value of custom_filter else: print('error: ', ls) break time.sleep(3) # Sleep for 3 seconds to avoid trigger frequency limitation quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python 39 39 [ stock_code:HK.08103 stock_name:hmvod Limited cur_price:2.69 current_ratio(annual):4.413 , stock_code:HK.00376 stock_name:Yunfeng Financial cur_price:2.96 current_ratio(annual):12.585 , stock_code:HK.09995 stock_name:RemeGen Co., Ltd. cur_price:92.85 current_ratio(annual):16.054 , stock_code:HK.80737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:2.8 current_ratio(annual):17.249 , stock_code:HK.00737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:3.25 current_ratio(annual):17.249 , stock_code:HK.03939 stock_name:Wanguo International Mining cur_price:2.22 current_ratio(annual):17.323 , stock_code:HK.01055 stock_name:China Southern Airlines cur_price:5.17 current_ratio(annual):17.529 , stock_code:HK.02638 stock_name:HK Electric Investments and HK Electric Investments cur_price:7.68 current_ratio(annual):21.255 , stock_code:HK.00670 stock_name:China Eastern Airlines Corporation cur_price:3.53 current_ratio(annual):25.194 , stock_code:HK.01952 stock_name:Everest Medicines cur_price:69.5 current_ratio(annual):26.029 , stock_code:HK.00089 stock_name:Tai Sang Land Development cur_price:4.22 current_ratio(annual):26.914 , stock_code:HK.00728 stock_name:China Telecom Corporation cur_price:2.84 current_ratio(annual):27.651 , stock_code:HK.01372 stock_name:Bisu Technology Group cur_price:5.63 current_ratio(annual):28.303 , stock_code:HK.00753 stock_name:Air China Limited cur_price:6.37 current_ratio(annual):31.828 , stock_code:HK.01997 stock_name:Wharf Real Estate Investment cur_price:44.15 current_ratio(annual):33.239 , stock_code:HK.02158 stock_name:Yidu Tech Inc. cur_price:38.95 current_ratio(annual):34.046 , stock_code:HK.02588 stock_name:BOC Aviation Ltd. cur_price:76.85 current_ratio(annual):34.531 , stock_code:HK.01330 stock_name:Dynagreen Environmental Protection Group cur_price:3.36 current_ratio(annual):35.028 , stock_code:HK.01525 stock_name:SHANGHAI GENCH EDUCATION GROUP LIMITED cur_price:6.28 current_ratio(annual):36.989 , stock_code:HK.09908 stock_name:JiaXing Gas Group cur_price:10.02 current_ratio(annual):37.848 , stock_code:HK.06078 stock_name:Hygeia Healthcare Holdings cur_price:49.2 current_ratio(annual):39.0 , stock_code:HK.01071 stock_name:Huadian Power International Corporation cur_price:2.16 current_ratio(annual):39.507 , stock_code:HK.00357 stock_name:Hainan Meilan International Airport cur_price:33.65 current_ratio(annual):39.514 , stock_code:HK.00762 stock_name:China Unicom cur_price:5.21 current_ratio(annual):40.74 , stock_code:HK.01787 stock_name:Shandong Gold Mining cur_price:15.62 current_ratio(annual):41.604 , stock_code:HK.00902 stock_name:Huaneng Power International,Inc. cur_price:2.67 current_ratio(annual):42.919 , stock_code:HK.00934 stock_name:Sinopec Kantons cur_price:2.98 current_ratio(annual):43.361 , stock_code:HK.01117 stock_name:China Modern Dairy cur_price:2.29 current_ratio(annual):45.037 , stock_code:HK.00177 stock_name:Jiangsu Expressway cur_price:8.78 current_ratio(annual):45.93 , stock_code:HK.01379 stock_name:Wenling Zhejiang Measuring and Cutting Tools Trading Centre Company Limited* cur_price:5.71 current_ratio(annual):46.774 , stock_code:HK.01876 stock_name:Budweiser Brewing Company APAC Limited cur_price:22.45 current_ratio(annual):46.917 , stock_code:HK.01907 stock_name:China Risun cur_price:4.38 current_ratio(annual):47.129 , stock_code:HK.02160 stock_name:MicroPort CardioFlow Medtech Corporation cur_price:15.52 current_ratio(annual):47.384 , stock_code:HK.00293 stock_name:Cathay Pacific Airways cur_price:7.13 current_ratio(annual):47.983 , stock_code:HK.00694 stock_name:Beijing Capital International Airport cur_price:6.29 current_ratio(annual):47.985 , stock_code:HK.09922 stock_name:Jiumaojiu International Holdings Limited cur_price:26.8 current_ratio(annual):48.278 , stock_code:HK.01083 stock_name:Towngas China cur_price:3.38 current_ratio(annual):49.2 , stock_code:HK.00291 stock_name:China Resources Beer cur_price:58.2 current_ratio(annual):49.229 , stock_code:HK.00306 stock_name:Kwoon Chung Bus cur_price:2.29 current_ratio(annual):49.769 ] HK.08103 hmvod Limited 2.69 2.69 4.413 ... HK.00306 Kwoon Chung Bus 2.29 2.29 49.769 ``` :::tip Tips * Use [Get sub-plate list function](../quote/get-plate-list.md) to get the sub-plate code, the plates supported by conditional stock selection are respectively 1. The industry plate and concept plate of HK market. 2. Industry plate of US market. 3. Shanghai and Shenzhen's industry plate, conceptual plate and geographic plate. * Supported plate index codes Code|Description :-|:- HK.Motherboard|Main plate of HK market HK.GEM|Growth Enterprise Market of HK market HK.BK1911|Main plate of H-Share HK.BK1912|Growth Enterprise Market of H-share US.NYSE|New York Stock Exchange US.AMEX|American Exchange US.NASDAQ|NASDAQ SH.3000000|Shanghai main plate SZ.3000001|Shenzhen main plate SZ.3000004|Shenzhen Growth Enterprise Market ::: :::tip Interface Limitations * A maximum of 10 requests per 30 seconds * At most 200 filter results are returned per page * It is recommended that the filter conditions do not exceed 250, otherwise "business processing timeout did not return" may appear * The maximum number of the same filter condition for cumulative filter properties is 10 * If you use dynamic data such as "current price" as the sorting field, the sorting of the data may change between multiple pages * Non-similar indicators do not support comparison, and are limited to the establishment of comparison relationships between similar indicators, and comparisons across different types of indicators will cause errors. For example: MA5 and MA10 can establish a relationship. MA5 and EMA10 cannot establish a relationship. * The same type of filter conditions of the custom indicator attribute exceeds the upper limit of 10 * Simple attributes, financial attributes, and morphological attributes do not support repeated designation of filter conditions for the same field * Stock filter function currently does not support irregular trading hours (i.e.pre-market, post-market and overnight). All results are based on regular trading hours data. ::: --- # Stock Screening V2 `get_stock_screen(request)` * **Description** Stock screening V2. Compared with the legacy [get_stock_filter](./get-stock-filter.md), this API covers a wider range of factors (11 categories, 244+ factors), accepts raw values for all numeric inputs (OpenD performs magnification conversion automatically), supports single-field or multi-field sorting, requires explicit declaration of retrieve fields, and returns each result through `sval` / `ival` / `aval` / `dval` according to its `value_type`. * **Parameters** Parameter|Type|Description :-|:-|:- request|StockScreenRequest|Stock screening request object, built via builder methods * StockScreenRequest fields: Field|Type|Description :-|:-|:- page_from|int|Pagination start position (Defaults to 0) page_count|int|Maximum results per page (Defaults to 200) * Filter builder methods (each call appends one filter condition; all numeric fields accept raw values, OpenD performs magnification automatically): Method|Description :-|:- add_simple_field(field, values)|Filter by enum field such as market / exchange / index / watchlist (field comes from [SimpleField](./quote.md#1036); values is a list of enum values (OR-joined). ScrMarket.MY / JP / SG will be supported later; currently the result is empty) add_plate(plate_ids, parent_plate_id=None)|Plate filter (plate_ids like ["BK1001"]) add_simple_property(name, lower=None, upper=None)|Simple property interval filter (name comes from [SimpleProperty](./quote.md#3458) (price, market cap, PE, volume ratio, etc.); lower / upper are raw values, e.g. price 10 → 10, market cap ≥ 10B → 10_000_000_000) add_cumulative_property(name, days=1, lower=None, upper=None)|Cumulative property (name comes from [CumulativeProperty](./quote.md#7431); days is the cumulative window. Percent-style fields (e.g. PRICE_CHANGE_PCT) take a **decimal** value (5% as 0.05, NOT 5.0)) add_financial_property(name, term=None, year=None, lower=None, upper=None, ...)|Financial property (name comes from [FinancialProperty](./quote.md#9745); term comes from the Term enum (Q1=1, Annual=100, latest single quarter=10, etc.). The Term.SURPRISE_LATEST series (200~204) returns values for both HK and US in practice, but the data is typically identical to ANNUAL — use with caution) add_indicator_positional(first_indicator_name, period_type, position, second_indicator=None, ...)|Indicator position relation (e.g. MA5 crosses above MA20. Indicator/Period/Position come from [Indicator / Period / Position](./quote.md#823)) add_indicator_pattern(name, period_type, ...)|Indicator pattern (gold cross, dead cross, divergence, etc.) (name comes from [Pattern](./quote.md#823)) add_featured_property(name, intervals=None, value_set=None, period=None, range_period=None, first_custom_param=None)|Featured indicator (chip, hotness, analyst rating, capital flow, etc.) add_broker_holdings(name, days=None, param=None, intervals=None)|Broker holding factor (HK only. Supported: 6101 concentration / 6103 count / 6106 CCASS holding ratio / 6107 CCASS holding change. NOT supported: 6102 broker holding change, 6104 broker rank, 6105 broker holding ratio. 6101 / 6106 / 6107 use a multiplier of 1000, pass percentages (e.g. 20% → 20); 6103 has no multiplier (integer). intervals is a dict list keyed by `filterMin` / `filterMax`. The `days` parameter has no effect) add_kline_shape(name, period=None, value_set=None)|K-line shape (double bottom, head & shoulders, etc.) (period is required; only daily K (11) and 1-hour K (21) are supported) add_option(name, intervals=None, param=None, period=None)|Option indicator (underlying IV, HV, etc.) * Retrieve builder methods (declare which fields to return; if not declared, only stock_id is returned): Method|Description :-|:- add_retrieve_basic(name)|Code / name / industry (name comes from [BasicProperty](./quote.md#55): CODE=1101, NAME=1102, INDUSTRY=1103) add_retrieve_simple(name)|Simple property (name comes from [SimpleProperty](./quote.md#3458)) add_retrieve_cumulative(name, days=1, period_average=None)|Cumulative property (name comes from [CumulativeProperty](./quote.md#7431)) add_retrieve_financial(name, term=None, year=None, ...)|Financial property (name comes from [FinancialProperty](./quote.md#9745)) add_retrieve_indicator(name, period=None, indicator_params=None)|Indicator add_retrieve_featured(name, period=None, range_period=None, first_custom_param=None)|Featured property add_retrieve_broker(name, days=None, param=None)|Broker add_retrieve_option(name, param=None, period=None)|Option property add_retrieve_kline_shape(name, period=None)|K-line shape (period is required, otherwise no result is returned; only daily K (11) and 1-hour K (21) are supported) * Sort builder methods: Method|Description :-|:- set_sort(direction, property_type, property_params)|Single-field sort (direction comes from ScrSortDir: ASC=1, DESC=2, ABS_ASC=3, ABS_DESC=4. property_type is one of 'basic' / 'simple' / 'cumulative' / 'financial' / 'indicator' / 'featured' / 'broker' / 'option' / 'kline_shape') add_sort(direction, property_type, property_params)|Multi-field sort (Applied in call order; mutually exclusive with set_sort, sortList wins when non-empty) * **Returns**
Parameter Type Description
ret RET_CODE API result
data tuple When ret == RET_OK, returns (last_page, all_count, items)
str When ret != RET_OK, an error description is returned
* Returned tuple fields: Field|Type|Description :-|:-|:- last_page|bool|Whether this is the last page all_count|int|Total number of records matching the conditions items|list[dict]|Result list for the current page; each element has the structure `{'stock_id': int, 'results': [result, ...]}` * Single result structure: Field|Type|Description :-|:-|:- type|str|Property type ('basic' / 'simple' / 'cumulative' / 'financial' / 'indicator' / 'featured' / 'broker' / 'option' / 'kline_shape') property|dict|Corresponding property descriptor (contains name / days / term, etc.) value_type|int|Value type (1=string(sval), 2=int64(ival), 3=int64 array(aval), 4=double(dval). When OpenD has no data, only value_type is sent (typically 2) and sval/ival/aval/dval are all absent, e.g. HK Q2/Q3/Q4 financial data) sval|str|String value (present when value_type=1) ival|int|Integer value (present when value_type=2) aval|list[int]|Integer array value (present when value_type=3) dval|float|Floating-point value (present when value_type=4) enum_type_name|str|When ival is an enum code, the corresponding enum type name (e.g. 'KlineShapeType') enum_name|str|When ival is an enum code, the decoded enum name returned by OpenD/SDK (e.g. 'DOUBLE_BOTTOMS', 'NONE') end_time|int|Financial report end timestamp (Only for financial type. Current OpenD versions do not populate this field — typically absent from actual results) * **Example** ```python from moomoo import OpenQuoteContext, RET_OK, StockScreenRequest from moomoo.quote.stock_screen_const import ( ScrMarket, ScrSortDir, SimpleField, SimpleProperty, CumulativeProperty, FinancialProperty, Term, Indicator, Period, Position, Pattern, BasicProperty, KlineShapeProperty, KlineShapeType, ) quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # Example 1: HK large-cap stocks + MACD golden cross req = StockScreenRequest() req.add_simple_field(field=SimpleField.MARKET, values=[ScrMarket.HK]) req.add_simple_property(name=SimpleProperty.PRICE, lower=10.0) # Last price >= 10 req.add_simple_property(name=SimpleProperty.MARKET_CAP, lower=10_000_000_000.0) # Market cap >= 10 billion req.add_simple_property(name=SimpleProperty.PE_TTM, lower=10.0, upper=50.0) # PE(TTM) 10~50 req.add_indicator_pattern(name=Pattern.MACD_GOLD_CROSS, period_type=Period.DAY) # MACD golden cross # Retrieve fields req.add_retrieve_basic(name=BasicProperty.CODE) req.add_retrieve_basic(name=BasicProperty.NAME) req.add_retrieve_simple(name=SimpleProperty.PRICE) req.add_retrieve_simple(name=SimpleProperty.MARKET_CAP) req.add_retrieve_simple(name=SimpleProperty.PE_TTM) # Sort req.set_sort(direction=ScrSortDir.DESC, property_type='simple', property_params={'name': int(SimpleProperty.MARKET_CAP)}) req.page_count = 50 ret, data = quote_ctx.get_stock_screen(req) if ret == RET_OK: last_page, all_count, items = data print(f"Total {all_count}, returned {len(items)} this page") for it in items[:3]: print(it['stock_id'], it['results']) else: print('error: ', data) # Example 2: Financial factor + cumulative change ratio req = StockScreenRequest() req.add_simple_field(field=SimpleField.MARKET, values=[ScrMarket.HK]) req.add_cumulative_property(name=CumulativeProperty.PRICE_CHANGE_PCT, days=5, lower=-0.05, upper=0.05) # 5-day change ratio -5%~5% (decimal) req.add_financial_property(name=FinancialProperty.NET_PROFIT, term=Term.ANNUAL, lower=0.0) # Annual net profit > 0 req.add_retrieve_basic(name=BasicProperty.CODE) req.add_retrieve_simple(name=SimpleProperty.PRICE) req.page_count = 200 ret, data = quote_ctx.get_stock_screen(req) # Example 3: K-line shape (double bottom + head-and-shoulders bottom) req = StockScreenRequest() req.add_simple_field(field=SimpleField.MARKET, values=[ScrMarket.HK]) req.add_kline_shape(name=KlineShapeProperty.SHAPE_TYPE, period=Period.DAY, value_set=[KlineShapeType.DOUBLE_BOTTOMS, KlineShapeType.HEAD_SHOULDERS_BOTTOM]) req.add_retrieve_basic(name=BasicProperty.CODE) req.add_retrieve_kline_shape(name=KlineShapeProperty.SHAPE_TYPE, period=Period.DAY) ret, data = quote_ctx.get_stock_screen(req) quote_ctx.close() ``` * **Output** ```python Total 1, returned 1 54047868453564 [{'type': 'basic', 'property': {'name': 1101}, 'value_type': 1, 'sval': '00700'}, {'type': 'basic', 'property': {'name': 1102}, 'value_type': 1, 'sval': 'Tencent Holdings'}, {'type': 'simple', 'property': {'name': 2201}, 'value_type': 4, 'dval': 460.0}, {'type': 'simple', 'property': {'name': 2301}, 'value_type': 4, 'dval': 4194280264040.0}, {'type': 'simple', 'property': {'name': 2303}, 'value_type': 4, 'dval': 15.75126}] ``` * **Per-field examples (by category)** > All examples below target the HK market: first `req = StockScreenRequest()`, then `req.add_simple_field(field=SimpleField.MARKET, values=[ScrMarket.HK])`, > stack the filter / retrieve / sort conditions from each section, and finally `quote_ctx.get_stock_screen(req)` to obtain `(last_page, all_count, items)`. > The measured `head` expands the corresponding property values inside the `results` array (code/name come from BasicProperty.CODE/NAME; factor column names are the lower-cased SDK field names). #### Simple market property (SimpleProperty) Passed via `add_simple_property(name, lower, upper)`. `lower/upper` take the raw value (currency/shares/percentage 5% as 5.0) ##### `PRICE`（id=2201 · simple · SimpleProperty） Latest price Unit: in currency; lower/upper take the raw price, OpenD applies the multiplier automatically ```python req.add_simple_property(name=SimpleProperty.PRICE, lower=10.0) req.add_retrieve_simple(name=SimpleProperty.PRICE) req.set_sort(direction=ScrSortDir.DESC, property_type='simple', property_params={'name': int(SimpleProperty.PRICE)}) ``` Measured response (HK · all_count=485, 5 rows matched, head top 5): ``` stock_id code name price 47704201761008 04336 应用材料-T 1620.0 87836376173009 02513 智谱 1097.0 47704201761005 04333 思科-T 750.0 86839943761574 03750 宁德时代 672.5 87840671141778 03986 兆易创新 653.5 ``` ##### `MARKET_CAP`（id=2301 · simple · SimpleProperty） Market cap Unit: in currency; lower=10 billion as 10_000_000_000 ```python req.add_simple_property(name=SimpleProperty.MARKET_CAP, lower=10_000_000_000.0) req.add_retrieve_simple(name=SimpleProperty.MARKET_CAP) req.set_sort(direction=ScrSortDir.DESC, property_type='simple', property_params={'name': int(SimpleProperty.MARKET_CAP)}) ``` Measured response (HK · all_count=591, 5 rows matched, head top 5): ``` stock_id code name market_cap 54047868453564 00700 腾讯控股 4222484299075.2 83820581829436 80700 腾讯控股-R 3641391766113.6 86839943761574 03750 宁德时代 3111406771825.0 47704201761005 04333 思科-T 2956075998750.0 57754425230710 01398 工商银行 2573253176182.58 ``` ##### `PE_TTM`（id=2303 · simple · SimpleProperty） PE(TTM) Standard range filter; negative values allowed ```python req.add_simple_property(name=SimpleProperty.PE_TTM, lower=5.0, upper=20.0) req.add_retrieve_simple(name=SimpleProperty.PE_TTM) req.set_sort(direction=ScrSortDir.ASC, property_type='simple', property_params={'name': int(SimpleProperty.PE_TTM)}) ``` Measured response (HK · all_count=830, 5 rows matched, head top 5): ``` stock_id code name pe_ttm 28604482191640 00280 景福集团 5.0 67345087202619 01339 中国人民保险集团 5.037 68629282424057 01273 香港信贷 5.0847 76063870813891 01731 其利工业集团 5.0877 35433480192608 00608 达利国际 5.0877 ``` ##### `VOLUME_RATIO`（id=2217 · simple · SimpleProperty） Volume ratio Today volume / N-day average volume; > 2 means heavy volume ```python req.add_simple_property(name=SimpleProperty.VOLUME_RATIO, lower=2.0) req.add_retrieve_simple(name=SimpleProperty.VOLUME_RATIO) req.set_sort(direction=ScrSortDir.DESC, property_type='simple', property_params={'name': int(SimpleProperty.VOLUME_RATIO)}) ``` Measured response (HK · all_count=340, 5 rows matched, head top 5): ``` stock_id code name volume_ratio 50796578209975 00183 宏辉集团 600.0 45999099741384 01224 中渝置地 404.642 1543 01543 中盈盛达融资担保 400.714 24142011170996 00180 开达集团 314.999 5033701671181 00269 中国资源交通 200.0 ``` ##### `DIVIDEND_RATIO`（id=2305 · simple · SimpleProperty） Dividend yield Unit: %; dividend yield ≥ 5% as 5.0 ```python req.add_simple_property(name=SimpleProperty.DIVIDEND_RATIO, lower=5.0) req.add_retrieve_simple(name=SimpleProperty.DIVIDEND_RATIO) req.set_sort(direction=ScrSortDir.DESC, property_type='simple', property_params={'name': int(SimpleProperty.DIVIDEND_RATIO)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: No HK sample currently has dividend yield ≥ 5%; can lower the threshold #### Cumulative market property (CumulativeProperty) Passed via `add_cumulative_property(name, days, lower, upper)`. **Percentage values (change %, turnover %) are decimals** (5% as 0.05) ##### `PRICE_CHANGE_PCT`（id=3102 · cumulative · CumulativeProperty） N-day price change % **Percentage as decimal**: 5% as 0.05; `days` is the N-day cumulative window ```python req.add_cumulative_property(name=CumulativeProperty.PRICE_CHANGE_PCT, days=5, lower=0.05) req.add_retrieve_cumulative(name=CumulativeProperty.PRICE_CHANGE_PCT, days=5) req.set_sort(direction=ScrSortDir.DESC, property_type='cumulative', property_params={'name': int(CumulativeProperty.PRICE_CHANGE_PCT), 'days': 5}) ``` Measured response (HK · all_count=363, 5 rows matched, head top 5): ``` stock_id code name change_pct_5d 88510686038921 02953 嬴集团股权 4.0 77640123811704 01912 康特隆 2.7679 47704201761005 04333 思科-T 2.2029 88467736365964 02956 中国健康科技股权 1.6667 47704201761008 04336 应用材料-T 1.4384 ``` ##### `AMPLITUDE`（id=3103 · cumulative · CumulativeProperty） N-day amplitude % Same as PRICE_CHANGE_PCT, percentage as decimal ```python req.add_cumulative_property(name=CumulativeProperty.AMPLITUDE, days=20, lower=0.1) req.add_retrieve_cumulative(name=CumulativeProperty.AMPLITUDE, days=20) req.set_sort(direction=ScrSortDir.DESC, property_type='cumulative', property_params={'name': int(CumulativeProperty.AMPLITUDE), 'days': 20}) ``` Measured response (HK · all_count=2345, 5 rows matched, head top 5): ``` stock_id code name amp_20d 47704201761008 04336 应用材料-T 43.3783 55671366092780 02028 映美控股 9.0893 59558311493749 00117 天利控股集团 8.0532 42623255446398 00894 万裕科技 7.59 88433376627363 02723 深演智能 6.3243 ``` ##### `AVG_VOLUME`（id=3104 · cumulative · CumulativeProperty） N-day average volume Unit: shares; arithmetic mean of N-day volume ```python req.add_cumulative_property(name=CumulativeProperty.AVG_VOLUME, days=20, lower=1_000_000) req.add_retrieve_cumulative(name=CumulativeProperty.AVG_VOLUME, days=20) req.set_sort(direction=ScrSortDir.DESC, property_type='cumulative', property_params={'name': int(CumulativeProperty.AVG_VOLUME), 'days': 20}) ``` Measured response (HK · all_count=2295, 5 rows matched, head top 5): ``` stock_id code name avg_vol_20d 84688165145005 02477 经纬天地 15586288027 58506044508119 02007 碧桂园 11318232417 69325067126991 02255 海昌海洋公园 10691740000 81462644703252 00020 商汤-W 9517974535 79671643350793 09993 金辉控股 7418314265 ``` ##### `TURNOVER_RATIO`（id=3106 · cumulative · CumulativeProperty） N-day cumulative turnover % Unit: %; percentage as decimal (5% as 0.05) ```python req.add_cumulative_property(name=CumulativeProperty.TURNOVER_RATIO, days=20, lower=0.05) req.add_retrieve_cumulative(name=CumulativeProperty.TURNOVER_RATIO, days=20) req.set_sort(direction=ScrSortDir.DESC, property_type='cumulative', property_params={'name': int(CumulativeProperty.TURNOVER_RATIO), 'days': 20}) ``` Measured response (HK · all_count=800, 5 rows matched, head top 5): ``` stock_id code name turnover_ratio_20d 58196806861368 00568 山东墨龙 6.7527 84688165145005 02477 经纬天地 3.8966 88089779243675 02715 埃斯顿 3.7288 84434762074537 02473 喜相逢集团 3.4646 87230785784391 02631 天岳先进 3.2208 ``` #### Financial property (FinancialProperty) Passed via `add_financial_property(name, term, year, lower, upper)`. `term` comes from the `Term` enum (Annual=100, Q1=1; TTM does not need term); **ratios are decimals** (15% as 0.15) ##### `NET_PROFIT`（id=4101 · financial · FinancialProperty） Net profit Unit: in currency; term=ANNUAL(100) for annual, Q1=1, Q2/Q3/Q4 for partial periods ```python req.add_financial_property(name=FinancialProperty.NET_PROFIT, term=Term.ANNUAL, lower=1_000_000_000.0) req.add_retrieve_financial(name=FinancialProperty.NET_PROFIT, term=Term.ANNUAL) req.set_sort(direction=ScrSortDir.DESC, property_type='financial', property_params={'name': int(FinancialProperty.NET_PROFIT), 'term': int(Term.ANNUAL)}) ``` Measured response (HK · all_count=437, 5 rows matched, head top 5): ``` stock_id code name net_profit 57754425230710 01398 工商银行 412328868600.0 56186762167211 00939 建设银行 377880459000.0 63586990818568 01288 农业银行 324736536300.0 57118770073492 03988 中国银行 286850625600.0 83820581829436 80700 腾讯控股-R 255561692100.0 ``` ##### `ROE`（id=4110 · financial · FinancialProperty） Return on equity Unit: %; percentage as decimal (15% as 0.15); term=ANNUAL ```python req.add_financial_property(name=FinancialProperty.ROE, term=Term.ANNUAL, lower=0.15) req.add_retrieve_financial(name=FinancialProperty.ROE, term=Term.ANNUAL) req.set_sort(direction=ScrSortDir.DESC, property_type='financial', property_params={'name': int(FinancialProperty.ROE), 'term': int(Term.ANNUAL)}) ``` Measured response (HK · all_count=322, 5 rows matched, head top 5): ``` stock_id code name roe 62487479191132 01628 禹洲集团 40.644 69823283339309 08237 华星控股 12.6906 52845277610549 00565 锦艺集团控股 3.0644 86882893433405 02621 手回集团 2.7027 64969970288874 02282 美高梅中国 2.6886 ``` ##### `REVENUE_GROWTH`（id=4106 · financial · FinancialProperty） Revenue YoY growth Unit: %; percentage as decimal (20% as 0.20); term=ANNUAL ```python req.add_financial_property(name=FinancialProperty.REVENUE_GROWTH, term=Term.ANNUAL, lower=0.20) req.add_retrieve_financial(name=FinancialProperty.REVENUE_GROWTH, term=Term.ANNUAL) req.set_sort(direction=ScrSortDir.DESC, property_type='financial', property_params={'name': int(FinancialProperty.REVENUE_GROWTH), 'term': int(Term.ANNUAL)}) ``` Measured response (HK · all_count=638, 5 rows matched, head top 5): ``` stock_id code name revenue_growth 46772193854353 00913 港湾数字 106.7922 88377542057458 07666 剂泰科技-P 73.067 53047141075220 02324 首都创投 63.5792 43589623088228 01124 沿海家园 26.7323 74259984551169 03329 交银国际 20.5256 ``` ##### `BASIC_EPS`（id=4801 · financial · FinancialProperty） Basic EPS Unit: in currency; term=ANNUAL ```python req.add_financial_property(name=FinancialProperty.BASIC_EPS, term=Term.ANNUAL, lower=1.0) req.add_retrieve_financial(name=FinancialProperty.BASIC_EPS, term=Term.ANNUAL) req.set_sort(direction=ScrSortDir.DESC, property_type='financial', property_params={'name': int(FinancialProperty.BASIC_EPS), 'term': int(Term.ANNUAL)}) ``` Measured response (HK · all_count=324, 5 rows matched, head top 5): ``` stock_id code name basic_eps 86998857554659 06883 颖通控股 123007487.548 88261577939456 06656 思格新能 139.457 69290707392656 06288 FAST RETAIL-DRS 74.984 80418967660265 09961 携程集团-S 56.044 85439784425509 06181 老铺黄金 31.388 ``` ##### `DIVIDENDS_TTM_RATIO`（id=4219 · financial · FinancialProperty） TTM dividend yield Unit: %; percentage as decimal; TTM family does not need term/year ```python req.add_financial_property(name=FinancialProperty.DIVIDENDS_TTM_RATIO, lower=0.05) req.add_retrieve_financial(name=FinancialProperty.DIVIDENDS_TTM_RATIO) req.set_sort(direction=ScrSortDir.DESC, property_type='financial', property_params={'name': int(FinancialProperty.DIVIDENDS_TTM_RATIO)}) ``` Measured response (HK · all_count=463, 5 rows matched, head top 5): ``` stock_id code name div_ttm_ratio 50856707752105 00169 万达酒店发展 4.0526 2136 02136 利福中国 0.6562 77622943942788 02180 万宝盛华 0.3752 75419625726233 08473 弥明生活百货 0.3303 64896955845349 02789 远大中国 0.2994 ``` #### Technical indicator positional (Indicator) Passed via `add_indicator_positional(first_indicator_name, period_type, position, second_indicator=None, value=None, first_indicator_params=None)`. `position` comes from `Position` (OVER=1, BELOW=2, CROSS_UP=3, CROSS_DOWN=4) ##### `MA5 / MA20`（id=11 · indicator · Indicator） MA5 crosses above MA20 add_indicator_positional: first/second are both `Indicator` enum names ```python req.add_indicator_positional(first_indicator_name=Indicator.MA5, period_type=Period.DAY, position=Position.CROSS_UP, second_indicator=Indicator.MA20) ``` Measured response (HK · all_count=67, 5 rows matched, head top 5): ``` stock_id code name 88356067214548 01236 乐动机器人 88313117542845 02493 迈威生物-B 88179973556902 02726 瀚天天成 87033217287972 01828 富卫集团 86968792779992 03288 海天味业 ``` ##### `RSI`（id=52 · indicator · Indicator） RSI overbought (>70) Indicator params via first_indicator_params, e.g. RSI period 14 ```python req.add_indicator_positional(first_indicator_name=Indicator.RSI, period_type=Period.DAY, position=Position.OVER, second_value=70, first_indicator_params=[14]) ``` Measured response (HK · all_count=97, 5 rows matched, head top 5): ``` stock_id code name 88502096109937 08561 爱世纪集团股权 88476326299379 01779 天辰生物-B 88450556496782 02958 远见控股(旧) 88416196762328 06872 丹诺医药-B 88407606823814 02950 升能集团(旧) ``` ##### `MACD_DIF`（id=41 · indicator · Indicator） MACD DIF above zero second_value is a single threshold; position=OVER means DIF > value ```python req.add_indicator_positional(first_indicator_name=Indicator.MACD_DIF, period_type=Period.DAY, position=Position.OVER, second_value=0) ``` Measured response (HK · all_count=786, 5 rows matched, head top 5): ``` stock_id code name 88476326299379 01779 天辰生物-B 88467736365964 02956 中国健康科技股权 88450556496782 02958 远见控股(旧) 88437671594888 02952 杭品生活科技股权 88433376627363 02723 深演智能 ``` ##### `PRICE / BOLL_UPPER`（id=1 · indicator · Indicator） Price above BOLL upper Compares PRICE(1) with BOLL_UPPER(61) positionally ```python req.add_indicator_positional(first_indicator_name=Indicator.PRICE, period_type=Period.DAY, position=Position.CROSS_UP, second_indicator=Indicator.BOLL_UPPER) ``` Measured response (HK · all_count=50, 5 rows matched, head top 5): ``` stock_id code name 87544318404244 09876 大洋环球控股 85864986184208 02576 太美医疗科技 84482006714840 02520 山西安装 83000243002163 06963 阳光保险 82961588291781 02245 力勤资源 ``` #### Technical indicator pattern (Pattern) Passed via `add_indicator_pattern(name, period_type)`. `name` comes from the `Pattern` enum ##### `MACD_GOLD_CROSS`（id=21 · pattern · Pattern） MACD golden cross add_indicator_pattern: name comes from the Pattern enum ```python req.add_indicator_pattern(name=Pattern.MACD_GOLD_CROSS, period_type=Period.DAY) ``` Measured response (HK · all_count=116, 5 rows matched, head top 5): ``` stock_id code name 88502096109937 08561 爱世纪集团股权 88416196764014 08558 麦迪森控股(旧) 88265872906147 06051 有赞 86998857553944 06168 周六福 86822763895471 06831 绿茶集团 ``` ##### `KDJ_GOLD_CROSS`（id=11 · pattern · Pattern） KDJ golden cross Same as above, K crosses above D ```python req.add_indicator_pattern(name=Pattern.KDJ_GOLD_CROSS, period_type=Period.DAY) ``` Measured response (HK · all_count=179, 5 rows matched, head top 5): ``` stock_id code name 88480621267856 02960 ALCO HOLD RTS 88420491725703 02951 京玖康疗(旧) 88179973556702 02526 德适-B 87746181861167 03887 HASHKEY HLDGS 87741886892639 02655 果下科技 ``` ##### `BOLL_BREAK_UPPER`（id=41 · pattern · Pattern） Price breaks BOLL upper BOLL pattern series 41~44 ```python req.add_indicator_pattern(name=Pattern.BOLL_BREAK_UPPER, period_type=Period.DAY) ``` Measured response (HK · all_count=50, 5 rows matched, head top 5): ``` stock_id code name 87544318404244 09876 大洋环球控股 85864986184208 02576 太美医疗科技 84482006714840 02520 山西安装 83000243002163 06963 阳光保险 82961588291781 02245 力勤资源 ``` #### Featured property (FeaturedProperty) Passed via `add_featured_property(name, intervals, value_set, period, range_period, first_custom_param)`. Use `intervals=[{...}]` for ranges and `value_set=[...]` for enums ##### `SHORT_POSITION`（id=5110 · featured · FeaturedProperty） Short position Unit: shares; intervals not needed ```python req.add_featured_property(name=FeaturedProperty.SHORT_POSITION) req.add_retrieve_featured(name=FeaturedProperty.SHORT_POSITION) req.set_sort(direction=ScrSortDir.DESC, property_type='featured', property_params={'name': int(FeaturedProperty.SHORT_POSITION)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: This featured factor is not exposed for HK; switch to the US market to query ##### `ANALYST_RATING`（id=5401 · featured · FeaturedProperty） Analyst rating Enum: 1=Strong Buy, 2=Buy, 3=Hold, 4=Sell, 5=Strong Sell; pass value_set array ```python req.add_featured_property(name=FeaturedProperty.ANALYST_RATING, value_set=[1, 2]) req.add_retrieve_featured(name=FeaturedProperty.ANALYST_RATING) req.set_sort(direction=ScrSortDir.ASC, property_type='featured', property_params={'name': int(FeaturedProperty.ANALYST_RATING)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: Switch to the US market with higher coverage, or broaden value_set ##### `ANALYST_TARGET_PRICE`（id=5403 · featured · FeaturedProperty） Analyst target price Unit: in currency; intervals as dict list `[{'lower': {'value': X, 'includes': True}}]` ```python req.add_featured_property(name=FeaturedProperty.ANALYST_TARGET_PRICE, intervals=[{'lower': {'value': 100.0, 'includes': True}}]) req.add_retrieve_featured(name=FeaturedProperty.ANALYST_TARGET_PRICE) req.set_sort(direction=ScrSortDir.DESC, property_type='featured', property_params={'name': int(FeaturedProperty.ANALYST_TARGET_PRICE)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: Switch to the US market with higher coverage, or relax intervals lower bound ##### `HIST_PERCENTILE_PE`（id=5502 · featured · FeaturedProperty） Current PE historical percentile range_period required: RangePeriod enum (THREE_MONTHS=1, SIX_MONTHS=2, ONE_YEAR=3, THREE_YEARS=4) ```python req.add_featured_property(name=FeaturedProperty.HIST_PERCENTILE_PE, range_period=RangePeriod.THREE_YEARS, intervals=[{'upper': {'value': 0.30, 'includes': True}}]) req.add_retrieve_featured(name=FeaturedProperty.HIST_PERCENTILE_PE, range_period=RangePeriod.THREE_YEARS) req.set_sort(direction=ScrSortDir.ASC, property_type='featured', property_params={'name': int(FeaturedProperty.HIST_PERCENTILE_PE), 'rangePeriod': int(RangePeriod.THREE_YEARS)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: Some HK stocks lack historical PE; can relax range_period / intervals ##### `CASH_FLOW_MAIN_NET_IN`（id=5901 · featured · FeaturedProperty） Main capital net inflow Unit: in currency; cash flow uses CashFlowPeriod enum (DAY=1, WEEK=2, MONTH_P=3, QUARTER=4) ```python req.add_featured_property(name=FeaturedProperty.CASH_FLOW_MAIN_NET_IN, range_period=CashFlowPeriod.DAY, intervals=[{'lower': {'value': 10_000_000.0, 'includes': True}}]) req.add_retrieve_featured(name=FeaturedProperty.CASH_FLOW_MAIN_NET_IN, range_period=CashFlowPeriod.DAY) req.set_sort(direction=ScrSortDir.DESC, property_type='featured', property_params={'name': int(FeaturedProperty.CASH_FLOW_MAIN_NET_IN), 'rangePeriod': int(CashFlowPeriod.DAY)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: No data measured on HK; recommend the US market or a shorter period #### Broker holdings (BrokerProperty) Passed via `add_broker_holdings(name, days, param, intervals)`. **HK only**; the `days` parameter has no effect. - **Supported factors**: 6101 concentration / 6103 count / 6106 CCASS holding ratio / 6107 CCASS holding change - **Unsupported factors**: 6102 broker holding change, 6104 broker rank, 6105 broker holding ratio - **Multiplier**: 6101 / 6106 / 6107 use a multiplier of 1000, pass percentages (20% as 20); 6103 has no multiplier (integer) - **`intervals` usage**: dict list keyed by `filterMin` / `filterMax` (**not `lower` / `upper`**), supports one- or two-sided ranges. Examples: `[{'filterMin': {'value': 20.0, 'includes': True}}]` or `[{'filterMin': {'value': 20.0, 'includes': True}, 'filterMax': {'value': 50.0, 'includes': False}}]` ##### `CONCENTRATED_DISTRIBUTION`（id=6101 · broker · BrokerProperty） Broker concentration HK only; intervals as dict list, unit % (20% as 20.0) ```python req.add_broker_holdings(name=BrokerProperty.CONCENTRATED_DISTRIBUTION, intervals=[{'filterMin': {'value': 20.0, 'includes': True}}]) req.add_retrieve_broker(name=BrokerProperty.CONCENTRATED_DISTRIBUTION) req.set_sort(direction=ScrSortDir.DESC, property_type='broker', property_params={'name': int(BrokerProperty.CONCENTRATED_DISTRIBUTION)}) ``` ##### `CENTRAL_HOLDINGS_RATIO`（id=6106 · broker · BrokerProperty） CCASS holding ratio HK only; intervals as dict list, unit % ```python req.add_broker_holdings(name=BrokerProperty.CENTRAL_HOLDINGS_RATIO, intervals=[{'filterMin': {'value': 10.0, 'includes': True}}]) req.add_retrieve_broker(name=BrokerProperty.CENTRAL_HOLDINGS_RATIO) req.set_sort(direction=ScrSortDir.DESC, property_type='broker', property_params={'name': int(BrokerProperty.CENTRAL_HOLDINGS_RATIO)}) ``` ##### `BROKER_NUM`（id=6103 · broker · BrokerProperty） Number of brokers holding the stock HK only; integer (intervals as dict list) ```python req.add_broker_holdings(name=BrokerProperty.BROKER_NUM, intervals=[{'filterMin': {'value': 100, 'includes': True}}]) req.add_retrieve_broker(name=BrokerProperty.BROKER_NUM) req.set_sort(direction=ScrSortDir.DESC, property_type='broker', property_params={'name': int(BrokerProperty.BROKER_NUM)}) ``` #### K-line shape (KlineShapeProperty) Passed via `add_kline_shape(name, period, value_set)`. `period` is required; currently only daily (`Period.DAY`=11) and 1-hour (`Period.HOUR_1`=5) are supported ##### `SHAPE_TYPE`（id=6200 · kline_shape · KlineShapeProperty） K-line shape detection period required: daily K=11, 1-hour K=5 (measured discrepancy with SDK doc) ```python req.add_kline_shape(name=KlineShapeProperty.SHAPE_TYPE, period=Period.DAY, value_set=[KlineShapeType.DOUBLE_BOTTOMS, KlineShapeType.HEAD_SHOULDERS_BOTTOM]) req.add_retrieve_kline_shape(name=KlineShapeProperty.SHAPE_TYPE, period=Period.DAY) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: No match for the specified shape + interval; can broaden value_set ##### `RISE_PROB`（id=6201 · kline_shape · KlineShapeProperty） Post-shape rise probability Unit: %; used together with SHAPE_TYPE ```python req.add_kline_shape(name=KlineShapeProperty.SHAPE_TYPE, period=Period.DAY, value_set=[KlineShapeType.DOUBLE_BOTTOMS]) req.add_retrieve_kline_shape(name=KlineShapeProperty.RISE_PROB, period=Period.DAY) req.set_sort(direction=ScrSortDir.DESC, property_type='kline_shape', property_params={'name': int(KlineShapeProperty.RISE_PROB), 'period': int(Period.DAY)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: Used together with SHAPE_TYPE; no match in the HK sample #### Option property (OptionProperty) Passed via `add_option(name, intervals, param, period)`. Used to screen by underlying-stock option dimensions such as IV / HV ##### `STOCK_IV`（id=1000 · option · OptionProperty） Underlying option IV Unit: %; intervals as dict list; period from OptionHVPeriod enum ```python req.add_option(name=OptionProperty.STOCK_IV, intervals=[{'lower': {'value': 30.0, 'includes': True}}]) req.add_retrieve_option(name=OptionProperty.STOCK_IV) req.set_sort(direction=ScrSortDir.DESC, property_type='option', property_params={'name': int(OptionProperty.STOCK_IV)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: Switch to a market with full option coverage (US) or lower the intervals threshold ##### `STOCK_IV_RANK`（id=1001 · option · OptionProperty） Underlying IV rank 0~100; relative position of current IV in historical range (intervals as dict list) ```python req.add_option(name=OptionProperty.STOCK_IV_RANK, intervals=[{'lower': {'value': 50.0, 'includes': True}}]) req.add_retrieve_option(name=OptionProperty.STOCK_IV_RANK) req.set_sort(direction=ScrSortDir.DESC, property_type='option', property_params={'name': int(OptionProperty.STOCK_IV_RANK)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: Switch to a market with full option coverage (US) or lower the intervals threshold ##### `STOCK_HV`（id=1006 · option · OptionProperty） Underlying historical volatility Unit: %; intervals as dict list; period from OptionHVPeriod enum ```python req.add_option(name=OptionProperty.STOCK_HV, intervals=[{'lower': {'value': 20.0, 'includes': True}}]) req.add_retrieve_option(name=OptionProperty.STOCK_HV) req.set_sort(direction=ScrSortDir.DESC, property_type='option', property_params={'name': int(OptionProperty.STOCK_HV)}) ``` Measured response (HK · all_count=0, 0 rows matched): no data. Reason: Switch to a market with full option coverage (US) or lower the intervals threshold :::tip Interface Limitations * A maximum of 10 requests per 30 seconds ::: --- # Get the List of Stocks in The Plate `get_plate_stock(plate_code, sort_field=SortField.CODE, ascend=True)` * **Description** Get the list of stocks in the plate, or get the constituent stocks of the stock index * **Parameters** Parameter|Type|Description :-|:-|:- plate_code|str|Plate code. (You can use [Get plate list](../quote/get-plate-list.md) to get other plates code.For example, "SH.BK0001", "SH.BK0002".) sort_field|[SortField](./quote.md#5823)|Sort field. ascend|bool|Sort direction. (True: ascending order. False: descending order.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, stock data of the plate is returned.
str If ret != RET_OK, error description is returned.
* Stock data of the plate format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. lot_size|int|The number of shares per lot, or contract multiplier for futures. stock_name|str|Stock name. stock_type|[SecurityType](./quote.md#9767)|Stock type. list_time|str|Time of listing. (Format: yyyy-MM-dd The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) stock_id|int|Stock ID. main_contract|bool|Whether future main contract. (Specific field for futures.) last_trade_time|str|Last trading time. (The field is unique to futures. Main, current month and next month futures do not have this field.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_plate_stock('HK.BK1001') if ret == RET_OK: print(data) print(data['stock_name'][0]) # Take the first stock name print(data['stock_name'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code lot_size stock_name stock_owner stock_child_type stock_type list_time stock_id main_contract last_trade_time 0 HK.00462 4000 Natural dairy NaN NaN STOCK 2005-06-10 55589761712590 False .. ... ... ... ... ... ... ... ... ... ... 9 HK.06186 1000 China Feihe Limited NaN NaN STOCK 2019-11-13 78159814858794 False [10 rows x 10 columns] Natural Dairy ['Natural Dairy', 'China Modern Dairy', 'Yashili International', 'YuanShengTai Dairy Farm', 'China Shengmu Organic Milk', 'China ZhongDi Dairy Holdings', 'Lanzhou Zhuangyuan Pasture', 'Ausnutria Dairy Corporation', 'China Mengniu Dairy', 'China Feihe Limited'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds ::: ::: details Commonly used sectors and index codes Code|Description :-|:- HK.HSI Constituent Stocks|HSI constituent stocks HK.HSCEI Stock|HSCEI constituent stocks HK.Motherboard|Main Plate of Hong Kong Stocks HK.GEM|GEM(Growth Enterprise Market) Hong Kong Stocks HK.LIST1910|All Hong Kong stocks HK.LIST1911|Main Plate H shares HK.LIST1912|GEM H shares HK.Fund|ETF (Hong Kong Stock Fund) HK.LIST1600|Hot List (Hong Kong) HK.LIST1921|Listed new shares-Hong Kong stocks SH.LIST3000000|Shanghai Main Plate SH.LIST0901|Shanghai Stock Exchange B shares SH.LIST0902|Shenzhen Stock Exchange B shares SH.LIST3000002|Shanghai and Shenzhen Index SH.LIST3000005|All A-shares (Shanghai and Shenzhen) SH.LIST0600|Hot List (Shanghai and Shenzhen) SH.LIST0992|Science Innovation Plate SH.LIST0921|Listed New Shares - A-shares SZ.LIST3000001|SZSE Main Plate SZ.LIST3000003|Small and Medium Plate SZ.LIST3000004|The Growth Enterprise Market (Deep) US.USAALL|All US stocks ::: --- # Get Plate List `get_plate_list(market, plate_class)` * **Description** Obtain a list of stock sectors * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market identification. (Note: Shanghai and Shenzhen are not distinguished here. Entering Shanghai or Shenzhen will return to the sub-plates of the Shanghai and Shenzhen markets.) plate_class|[Plate](./quote.md#978)|Plate classification. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, data of the plate list is returned.
str If ret != RET_OK, error description is returned.
* Data of the plate list format as follows: Field|Type|Description :-|:-|:- code|str|Plate code. plate_name|str|Plate name. plate_id|str|Plate ID. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_plate_list(Market.HK, Plate.CONCEPT) if ret == RET_OK: print(data) print(data['plate_name'][0]) # Take the first plate name print(data['plate_name'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code plate_name plate_id 0 HK.BK1000 Short Collection BK1000 .. ... ... ... 77 HK.BK1999 Funeral Concept BK1999 [78 rows x 3 columns] Short Collection ['Short Collection','Ali concept stocks','Xiongan concept stocks','Apple concept','One Belt One Road', '5G concept','Nightclub stocks','Guangdong-Hong Kong-Macao Greater Bay Area','Tes Pull concept stocks','beer','suspected financial technology stocks','sports goods','rare earth concept','renminbi appreciation concept','anti-epidemic concept','new stocks and sub-new stocks','Tencent concept', 'Cloud Office','SaaS Concept','Online Education','Auto Dealer','Norwegian Government Global Pension Fund Holding','Wuhan Local Concept Stock','Nuclear Power','Mainland Pharmaceutical Stock','Makeup and Beauty Stocks','Technology Internet Stocks','Utilities Stocks','Oil Stocks','Telecom Equipment','Power Stocks','Mobile Games Stocks','Baby and Children’s Products Stocks','Department Stocks', ' Rent collection stocks','port transportation stocks','telecommunications stocks','environmental protection','coal stocks','automotive stocks','battery stocks','logistics','mainland property management stocks','agricultural stocks', 'Golden stocks','luxury stocks','power equipment stocks','fast food chain stores','heavy machinery stocks','food stocks','insurance stocks','paper stocks','water affairs stocks' ,'Dairy products stocks','PV solar stocks','Chinese real estate stocks','Mainland education stocks','Home appliances stocks','Wind power stocks','Blue chip real estate stocks','Chinese banking stocks','Aviation stocks' ,'Petrochemical stocks','Building materials and cement stocks','Chinese brokerage stocks','High-speed rail infrastructure stocks','Gas stocks','Highway and railway stocks','Steel and metal stocks','Huawei concept','OLED Concept','Industrial hemp','Hong Kong local stocks','Hong Kong retail stocks','blockchain','pork concept','holiday concept','Funeral Concept'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds ::: --- # Get Stock Basic Information `get_stock_basicinfo(market, stock_type=SecurityType.STOCK, code_list=None)` * **Description** Get Stock Basic Information * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type. stock_type|[SecurityType](./quote.md#9767)|Stock type. It does not support SecurityType.DRVT. code_list|list|Stock list. (- The default is None, which means to get the static information of the stocks in the whole market. - If the stock list is passed in, only the information of the specified stocks will be returned. - Support options. - Data type of elements in the list is str.) Note: when both *market* and *code_list* exist, *market* is ignored and only *code_list* is effective. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, stock static data is returned.
str If ret != RET_OK, error description is returned.
* Stock static data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. lot_size|int|Number of shares per lot, number of shares per contract for options (Index options do not have this field.), contract multipliers for futures. stock_type|[SecurityType](./quote.md#9767)|Stock type. stock_child_type|[WrtType](./quote.md#2421)|Warrant type. stock_owner|str|The code of the underlying stock to which the warrant belongs, or the code of the underlying stock of the option. option_type|[OptionType](./quote.md#9598)|Option type. strike_time|str|The option exercise date. (Format: yyyy-MM-dd The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) strike_price|float|Option strike price. suspension|bool|Whether the option is suspended. (True: suspension.False: not suspended.) listing_date|str|Listing time. (This field is deprecated. Format: yyyy-MM-dd) stock_id|int|Stock ID. delisting|bool|Whether is delisted or not. index_option_type|str|Index option type. main_contract|bool|Whether is future main contract. last_trade_time|str|Last trading time. (Main, current month and next month futures etc. do not have this field.) exchange_type|[ExchType](./quote.html#7268)|Exchange Type. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_stock_basicinfo(Market.HK, SecurityType.STOCK) if ret == RET_OK: print(data) else: print('error:', data) print('******************************************') ret, data = quote_ctx.get_stock_basicinfo(Market.HK, SecurityType.STOCK, ['HK.06998', 'HK.00700']) if ret == RET_OK: print(data) print(data['name'][0]) # Take the first stock name print(data['name'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name lot_size stock_type stock_child_type stock_owner option_type strike_time strike_price suspension listing_date stock_id delisting index_option_type main_contract last_trade_time exchange_type 0 HK.00001 CK Hutchison 500 STOCK N/A N/A N/A 2015-03-18 4440996184065 False N/A False HK_MAINBOARD ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... 2592 HK.09979 GREENTOWN MANAGEMENT HOLDINGS COMPANY LIMITED 1000 STOCK N/A N/A N/A 2020-07-10 79203491915515 False N/A False HK_MAINBOARD [2593 rows x 16 columns] ****************************************** code name lot_size stock_type stock_child_type stock_owner option_type strike_time strike_price suspension listing_date stock_id delisting index_option_type main_contract last_trade_time exchange_type 0 HK.06998 JHBP 500 STOCK N/A N/A N/A 2020-10-07 79572859099990 False N/A False HK_MAINBOARD 1 HK.00700 Tencent 100 STOCK N/A N/A N/A 2004-06-16 54047868453564 False N/A False HK_MAINBOARD JHBP ['JHBP', 'Tencent'] ``` :::tip Tips * When input stocks are not recognized by the program (including stocks that have been delisted a long time ago and non-existent stocks), this interface still returns stock information. The "delisted" field is used to indicate that the stock does exist or not. The unified processing is: the code is displayed normally, the stock name is displayed as "unknown stock", and the other fields are default values (The integer type defaults to 0, and the string defaults to an empty string.). * This interface is different from other market information interfaces. When other interfaces get input stocks that the program cannot recognize, they will reject the request and return the error description "unknown stock". * To obtain option data (e.g., Greeks,expiry,OI), please use [Get Market Snapshot](./get-market-snapshot.md). ::: --- # Get IPO Information `get_ipo_list(market)` * **Description** Get IPO information of a specific market * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market identification. (Note: Shanghai and Shenzhen are not distinguished here. Entering Shanghai or Shenzhen will return the stocks in the Shanghai and Shenzhen markets.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, IPO data is returned.
str If ret != RET_OK, error description is returned.
* IPO data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. list_time|str|Listing date, expected listing date for US stocks. (Format：yyyy-MM-dd) list_timestamp|float|Listing date timestamp, expected listing date timestamp for US stocks. apply_code|str|Subscription code (applicable to A-shares). issue_size|int|Total number of issuance (applicable to A-shares); Total quantity of issuance (applicable to US stocks, SG, MY, JP). online_issue_size|int|Online issuance (applicable to A-shares). apply_upper_limit|int|Subscription limit (applicable for A-shares). apply_limit_market_value|int|The market value required for maximium subscription (applicable to A-shares). is_estimate_ipo_price|bool|Weather to estimate the issuance price (applicable to A-shares). ipo_price|float|Issuance price. (Estimated value, for reference only, will change due to changes in data such as raised funds, issuance quantity, issuance costs, etc. The actual data will be updated as soon as it is released.) (applicable to A-shares). industry_pe_rate|float|Industry P/E ratio (applicable to A-shares). is_estimate_winning_ratio|bool|Whether to estimate the winning rate (applicable to A-shares). winning_ratio|float|Winning rate. (- This field is in percentage form, so 20 is equivalent to 20%. - The estimated value, for reference only, will change due to changes in data such as funds raised, issuance quantity, issuance costs, etc. The actual data will be updated as soon as it is released.) (applicable to A-shares). issue_pe_rate|float|Issue P/E ratio (applicable to A-shares). apply_time|str|Subscription date string (Format：yyyy-MM-dd) (applicable to A-shares). apply_timestamp|float|Subscription date timestamp (applicable to A-shares). winning_time|str|Time string of announcement date (Format：yyyy-MM-dd) (applicable to A-shares, SG, MY). winning_timestamp|float|Timestamp of announcement date (applicable to A-shares, SG, MY). is_has_won|bool|Whether the winning number has been announced (applicable to A-shares). winning_num_data|str|The winning number (applicable to A-shares). (The format is similar: The last "five" digits: 12345, 12346. The last "six" digits: 123456.) ipo_price_min|float|Lowest offer price (applicable to HK stocks); lowest issue price (applicable to US stocks, SG, JP). ipo_price_max|float|Highest offer price (applicable to HK stocks); highest issue price (applicable to US stocks, SG, JP). list_price|float|List price (applicable to HK stocks). lot_size|int|Number of shares per lot. entrance_price|float|Entrance fee (applicable to HK stocks). is_subscribe_status|bool|Is it a subscription status. (True: is subscribing, False: pending listing.) apply_end_time|str|Subscription deadline string (Format：yyyy-MM-dd) (applicable to HK stocks, SG, MY). apply_end_timestamp|float|Subscription deadline timestamp (applicable to HK stocks, SG, MY). apply_start_time|str|Subscription start date string (Format: yyyy-MM-dd) (applicable to SG, MY) apply_start_timestamp|float|Subscription start date timestamp (applicable to SG, MY) offer_price|float|Offer price (applicable to MY) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_ipo_list(Market.HK) if ret == RET_OK: print(data) print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name list_time list_timestamp apply_code issue_size online_issue_size apply_upper_limit apply_limit_market_value is_estimate_ipo_price ipo_price industry_pe_rate is_estimate_winning_ratio winning_ratio issue_pe_rate apply_time apply_timestamp winning_time winning_timestamp is_has_won winning_num_data ipo_price_min ipo_price_max list_price lot_size entrance_price is_subscribe_status apply_end_time apply_end_timestamp apply_start_time apply_start_timestamp offer_price 0 HK.06666 Evergrande Property Services Group Limited 2020-12-02 1.606838e+09 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 8.500 9.75 0.0 500 4924.12 True 2020-11-26 1.606352e+09 N/A N/A N/A 1 HK.02110 Yue Kan Holdings Limited 2020-12-07 1.607270e+09 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 0.225 0.27 0.0 10000 2727.21 True 2020-11-27 1.606439e+09 N/A N/A N/A HK.06666 ['HK.06666', 'HK.02110'] ``` ::: tip Interface Limitations * A maximum of 10 requests per 30 seconds ::: --- # Get global market status `get_global_state()` * **Description** Get global status * **Return**
Field Type Description
ret RET_CODE Interface result.
data dict If ret == RET_OK, global status is returned.
str If ret != RET_OK, error description is returned.
* Global status format as follows: Field|Type|Description :-|:-|:- market_sz|[MarketState](./quote.md#8663)|Shenzhen market state. market_sh|[MarketState](./quote.md#8663)|Shanghai market state. market_hk|[MarketState](./quote.md#8663)|Hong Kong market status. market_hkfuture|[MarketState](./quote.md#8663)|Hong Kong futures market status. (Due to there are differences in the trading time of different varieties in the US futures market, it is recommended to use [get_market_state](../quote/get-market-state.md) interface to get the market state of the specified variety.) market_usfuture|[MarketState](./quote.md#8663)|US futures market status. (Due to there are differences in the trading time of different varieties in the US futures market, it is recommended to use [get_market_state](../quote/get-market-state.md) interface to get the market state of the specified variety.) market_us|[MarketState](./quote.md#8663)|United States market state. (Due to there are differences in the trading time of different varieties in the US market, it is recommended to use [get_market_state](../quote/get-market-state.md) interface to get the market state of the specified variety.) market_sgfuture|[MarketState](./quote.md#8663)|Singapore futures market status. (Due to there are differences in the trading time of different varieties in the Singapore futures market, it is recommended to use [get_market_state](../quote/get-market-state.md) interface to get the market state of the specified variety.) market_jpfuture|[MarketState](./quote.md#8663)|Japanese futures market status. market_sg|[MarketState](./quote.md#8663)|Singapore market state. market_my|[MarketState](./quote.md#8663)|Malaysia market state. market_jp|[MarketState](./quote.md#8663)|Japan market state. server_ver|str|OpenD version number. trd_logined|bool|True: Logged into the trading server, False: Not logged into the trading server. qot_logined|bool|True: logged into the market server, False: Not logged into the market server. timestamp|str|Current Greenwich timestamp. (unit: second) local_timestamp|float|Local timestamp for OpenD. (unit: second) program_status_type|[ProgramStatusType](../ftapi/common.md#9803)|Current status. program_status_desc|str|Additional description. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) print(quote_ctx.get_global_state()) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python (0, {'market_sz': 'REST', 'market_us': 'AFTER_HOURS_END', 'market_sh': 'REST', 'market_hk': 'MORNING', 'market_hkfuture': 'FUTURE_DAY_OPEN', 'market_usfuture': 'FUTURE_OPEN', 'market_sgfuture': 'FUTURE_DAY_OPEN', 'market_jpfuture': 'FUTURE_DAY_OPEN', 'server_ver': '504', 'trd_logined': True, 'timestamp': '1620963064', 'qot_logined': True, 'local_timestamp': 1620963064.124152, 'program_status_type': 'READY', 'program_status_desc': ''}) ``` --- # Get Trading Calendar `request_trading_days(market=None, start=None, end=None, code=None)` * **Description** Request trading calendar via market or code. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded. * **Parameters** Parameter|Type|Description :-|:-|:- market|[TradeDateMarket](./quote.md#6587)|Market type. start|str|Start date. (Format: yyyy-MM-dd For example: "2018-01-01".) end|str|End date. (Format: yyyy-MM-dd For example: "2018-01-01".) code| str | Security code. Note: when both *market* and *code* exist, *market* is ignored and only *code* is effective. * The combination of ***start*** and ***end*** is as follows Start type|End type|Description :-|:-|:- str|str|***start*** and ***end*** are the specified dates respectively. None|str|***start*** is 365 days before ***end***. str|None|***end*** is 365 days after ***start***. None|None|***start*** is 365 days before, ***end*** is the current date. * **Return**
Field Type Description
ret RET_CODE Interface result.
data list If ret == RET_OK, data of the trading day is returned. Data type of elements in the list is dict.
str If ret != RET_OK, error description is returned.
* Data of the trading day's format as follows: Field|Type|Description :-|:-|:- time|str|Time. (Format: yyyy-MM-dd) trade_date_type|[TradeDateType](./quote.md#8930)|Trading day type. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.request_trading_days(TradeDateMarket.HK, start='2020-04-01', end='2020-04-10') if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python [{'time': '2020-04-01', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-02', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-03', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-06', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-07', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-08', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-09', 'trade_date_type': 'WHOLE'}] ``` :::tip Interface Limitations * A maximum of 30 requests per 30 seconds * The historical trading calendar provides data for the past 10 years, and the future trading calendar is available until December 31 this year. (For example: today's date is July 6, 2021, and the period only from 2011-07-06 to 2021-12-31 is provided.)。 ::: --- # Search Quotes `get_search_quote(keyword, max_count=10)` * **Description** Search quotes by keyword and return a list of matched securities. * **Parameters** Parameter|Type|Description :-|:-|:- keyword|str|Search keyword max_count|int|Maximum number of items returned in this request (Default 10, maximum 100) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns search quote list
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type code|str|Stock code name|str|Stock name sec_type|[SecurityType](./quote.md#9767)|Stock type is_watched|bool|In watchlist * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_search_quote('aapl',10) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` * **Output** ```python market code name sec_type is_watched 0 US US.AAPL 苹果 STOCK True 1 US US.AAPB 2倍做多AAPL ETF-GraniteShares ETF False 2 US US.LIST2139 虚拟现实 PLATE False 3 US US.LIST2432 流媒体概念 PLATE False 4 US US.LIST2437 苹果概念 PLATE False 5 JP JP.2788 Apple International STOCK False 6 US US.AAPI APPLE ISPORTS GROUP INC STOCK False 7 SH SH.603020 爱普股份 STOCK False 8 US US.APLY AAPL期权收益策略ETF-YieldMax ETF False 9 US US.APRU APPLE RUSH COMPANY INC STOCK False ``` :::tip API Restrictions * Maximum 10 search quote requests per 30 seconds. ::: --- # Search News `get_search_news(keyword, max_count=10, news_sub_type=NewsSubType.ALL)` * **Description** Search news by keyword and return a list of matched news, notices, ratings, and other items. * **Parameters** Parameter|Type|Description :-|:-|:- keyword|str|Search keyword max_count|int|Maximum number of items returned in this request (Default 10, maximum 100) news_sub_type|[NewsSubType](./quote.md#1175)|News sub type (Default NewsSubType.ALL) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns search news list
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- title|str|Title news_sub_type|[NewsSubType](./quote.md#1175)|News sub type source|str|Source publish_time|str|Publish time view_count|int|View count related_securities|list|Related securities url|str|Detail page URL * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_search_news('space', 10, news_sub_type=NewsSubType.ALL) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` * **Output** ```python title news_sub_type source publish_time view_count related_securities url 0 Space：2026年12月期 第一财季业绩说明材料 NEWS 日本交易所 5/13 329 [] https://news.futunn.com/notice/307288728 1 Space：2026年12月期 第一财季业绩简报[日本会计准则]（合并） NEWS 日本交易所 5/13 277 [] https://news.futunn.com/notice/307288725 2 SPACE CO., LTD. 第一季度盈利表现强劲，但全年利润和股息预期下调。 NEWS TipRanks 5/13 201 [] https://news.futunn.com/post/73007255?futusour... 3 New Street Research 开始覆盖太空经济和基础设施领域。 NEWS PR Newswire 5/14 6035 [] https://news.futunn.com/post/73047684?futusour... 4 Space：临时报告书 NEWS 日本金融厅 3/27 257 [] https://news.futunn.com/notice/306761904 5 Gemini Space Station | 8-K：重大事件 NOTICE 美股SEC公告 6/16 278 [US.GEMI] https://news.futunn.com/notice/307532371?futus... 6 Extra Space Storage | 4：持股变动声明-高管 McNeal Gwyn ... NOTICE 美股SEC公告 6/13 348 [US.EXR] https://news.futunn.com/notice/307521769?futus... 7 Space Exploration Technologies Corp：承保或代理协议 NOTICE SEDAR 6/12 400 [] https://news.futunn.com/notice/307519369?futus... 8 Space Exploration Technologies Corp：补充长期形式的预备招... NOTICE SEDAR 6/12 231 [] https://news.futunn.com/notice/307519371?futus... 9 Space Exploration Technologies Corp：补充长期形式的预备招... NOTICE SEDAR 6/12 210 [] https://news.futunn.com/notice/307519370?futus... ``` :::tip API Restrictions * Maximum 10 search news requests per 30 seconds. ::: --- # Get Earnings Calendar `get_earnings_calendar(market, sort_type=None, begin_date=None, end_date=None, filter_list=None)` * **Description** Get earnings calendar, returning a list of stocks in a specified market that are about to or have already released earnings reports within a given date range, including earnings date, actual and estimated values for EPS/revenue/EBIT, option implied volatility, and other information. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (required) sort_type|[EarningsCalendarSortType](./quote-market.md#5545)|Sort type (default Hot) begin_date|str|Start date, format "yyyy-MM-dd", defaults to today if not provided (fetches only that day) end_date|str|End date, format "yyyy-MM-dd", if not provided only fetches beginDate; interval with beginDate must not exceed 7 days filter_list|list[`EarningsCalendarFilter`]|Filter condition list (multiple conditions are AND-combined) * **Input Limits** - **`filter_list` Filter Conditions（`EarningsCalendarFilter`）：** Construct filter conditions via `EarningsCalendarFilter`, supporting two filter modes: | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`EarningsCalendarIndicatorType`, required) | | `value_list` | Exact value list (for enum-type filters such as release type, indicator type, stock list type) | | `interval_min` / `interval_max` | Min/max value for range filter | | `min_inclusive` / `max_inclusive` | Whether range boundaries are inclusive (default True) | * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.AAPL'`) name|str|Stock name earnings_date|str|Earnings date ("yyyy-MM-dd") earnings_timestamp|float|Earnings release timestamp (Unix seconds) pub_type|str|Publish type (BEFORE=pre-market / AFTER=after-hours / REGULAR=intraday) period_text|str|Fiscal period (e.g. `'2025Q1'`) eps_actual|float|EPS actual value (available when published) eps_predict|float|EPS estimated value revenue_actual|float|Total revenue actual value (available when published) revenue_predict|float|Total revenue estimated value ebit_actual|float|EBIT actual value (available when published) ebit_predict|float|EBIT estimated value option_volume|int|Option volume (HK/US stocks only) iv|float|Implied volatility (%) (HK/US stocks only) iv_rank|float|IV rank (%) (HK/US stocks only) iv_percentile|float|IV percentile (%) (HK/US stocks only) market_cap|float|Real-time market cap price|float|Latest price * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_earnings_calendar(market=Market.US) if ret == RET_OK: print(data.head(2)) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` security name earnings_date earnings_timestamp pub_type period_text eps_actual eps_predict revenue_actual revenue_predict ebit_actual ebit_predict option_volume iv iv_rank iv_percentile market_cap price 0 US.MU 美光科技 2026-06-24 1.782331e+09 AFTER 2026Q3 N/A 20.8654 N/A 35251836320.0 N/A 26879423830.0 633420 113.795 97.754 98.015 1.186117e+12 1051.77 1 US.PAYX 沛齐 2026-06-24 1.782308e+09 BEFORE 2026Q4 N/A 1.2167 N/A 1606293190.0 N/A 661853410.0 6603 42.209 85.862 93.650 3.510892e+10 97.99 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Macro Indicator List `get_macro_indicator_list(region)` * **Description** Get macro indicator list. Returns the macro economic indicator categories and indicator information for the specified country/region, including indicator ID and name, for subsequent historical data queries. * **Parameters** Parameter|Type|Description :-|:-|:- region|[MacroRegion](./quote-market.md#5420)|Country/region (required) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- category_name|str|Category name (e.g. "All"/"Employment"/"Inflation"/"Interest Rate") indicator_id|int|Macro indicator ID (for querying historical data) name|str|Indicator name * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_macro_indicator_list(region=MacroRegion.US) if ret == RET_OK: print(data.head(2)) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` category_name indicator_id name 0 物价 1003000003 美国生产者物价指数(PPI)同比 1 物价 1003000001 美国核心CPI同比 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Macro Indicator History `get_macro_indicator_history(indicator_id, time=None, max_count=None)` * **Description** Get macro indicator history. Returns the historical data point list of the specified macro indicator, including data date, release date, actual value, forecast value, previous value, etc., sorted by time in descending order. * **Parameters** Parameter|Type|Description :-|:-|:- indicator_id|int|Macro indicator ID (from `get_macro_indicator_list` return) (required) time|str|Time point, format "yyyy-MM-dd", pulls data before this time; defaults to current time if not provided max_count|int|Number of records to pull, default 100, maximum 1000 * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- data_time|str|Data date ("yyyy-MM-dd") release_time|str|Release date ("yyyy-MM-dd HH:mm:ss") value|float|Actual value (restored to original value) predict_value|float|Forecast value (restored) previous_value|float|Previous value (restored) unit_type|str|Unit type (PERCENT=percentage / VALUE=value / INDEX=index) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # First get indicator ID ret, indicators = quote_ctx.get_macro_indicator_list(region=MacroRegion.US) if ret == RET_OK: indicator_id = indicators.iloc[0]['indicator_id'] # Query historical data ret, data = quote_ctx.get_macro_indicator_history(indicator_id=indicator_id, max_count=2) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` data_time release_time value predict_value previous_value unit_type 0 2026-05-01 2026-06-11 20:34:01 0.0642 N/A 0.0566 PERCENT 1 2026-04-01 2026-05-13 20:31:01 0.0566 N/A 0.0427 PERCENT ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get FedWatch Target Rate `get_fed_watch_target_rate()` * **Description** Get CME FedWatch federal funds target rate probability forecast data. Returns the target rate range and market-implied probability distribution for each FOMC meeting, sourced from CME federal funds futures pricing. * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- meeting_date|str|FOMC meeting date ("yyyy-MM-dd") target_range|str|Target rate range, e.g. "4.25% ~ 4.50%" probability|float|Market expected probability (%), e.g. 92.13 means 92.13% * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_fed_watch_target_rate() if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` meeting_date target_range probability 0 2026-07-29 3.50-3.75% 62.6 1 2026-07-29 3.75-4.00% 37.4 2 2026-09-16 3.50-3.75% 29.8 3 2026-09-16 3.75-4.00% 50.6 4 2026-09-16 4.00-4.25% 19.6 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get FedWatch Dot Plot `get_fed_watch_dot_plot()` * **Description** Get CME interest rate dot plot data. Returns the voting distribution of FOMC members' expected federal funds rate for future years, including the number of votes at each rate level, median rate, and current federal funds rate. * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- year|int|Forecast year, e.g. 2025, 2026, 2027 rate|float|Expected rate (%), e.g. 4.125 means 4.125% vote_count|int|Number of members voting at this rate level is_median|bool|Whether this is the median rate for the year median_rate|float|Median rate for the year (%) current_rate|float|Current federal funds rate (%) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_fed_watch_dot_plot() if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` year rate vote_count is_median median_rate current_rate 0 2026 3.375 1 False 3.875 3.63 1 2026 3.625 8 False 3.875 3.63 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Earnings Beat Rank `get_earnings_beat_rank(market, beat_type, count=None, term=None, filter_list=None, sort_field=None)` * **Description** Get earnings beat rank, returning a list of stocks in a specified market where actual earnings exceeded estimates, including beat ratio, first-day price change after earnings, year-over-year growth rate, and other dimensional data. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (supports HK/US/SG/JP) (required) beat_type|[BeatType](./quote-market.md#2212)|Beat type (required) count|int|Return count [1, 300], default 30 term|[BeatTerm](./quote-market.md#6568)|Earnings report period, default ALL filter_list|list[`EarningsBeatRankFilter`]|Filter condition list (multiple conditions are AND-combined) sort_field|[EarningsBeatSortField](./quote-market.md#3630)|Sort field (fixed descending), default by market cap * **Input Limits** - **`filter_list` Filter Conditions（`EarningsBeatRankFilter`）：** Construct filter conditions via `EarningsBeatRankFilter`, supporting range filter only: | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`EarningsBeatIndicatorType`, required) | | `interval_min` | Range minimum (closed interval) | | `interval_max` | Range maximum (closed interval) | When `filter_list` is not provided, default filter is applied: beat ratio > 0, release time within the last 30 days. * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.AAPL'`) name|str|Stock name industry|str|Industry cur_price|float|Latest price last_close_price|float|Previous close price change_rate|float|Today's change rate (%) market_cap|float|Market cap pe_ttm|float|P/E ratio TTM dividends_ttm|float|Dividend yield TTM (%) released_date|str|Earnings release date (e.g. `'2024-01-15'`) beat_ratio|float|Beat ratio (%) actual|float|Actual value estimate|float|Estimate value yoy|float|Year-over-year yoy_growth|float|YoY growth rate (%) earning_day_chg|float|First-day change after earnings (%) term|str|Earnings period (e.g. `'2024/Q1'`) detail_post_period|str|Publish period (BEFORE=pre-market / AFTER=after-hours / REGULAR=intraday / INTRADAY_TRADING=intraday trading) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_earnings_beat_rank(market=Market.US, beat_type=BeatType.EPS, count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 1276 security name industry cur_price last_close_price change_rate market_cap pe_ttm dividends_ttm released_date beat_ratio actual estimate yoy yoy_growth earning_day_chg term detail_post_period 0 US.NVDA 英伟达 半导体 200.04 208.65 -4.126 4.840968e+12 30.63399 0.019 2026-05-20 37.253 2.3900 1.7413 0.76 214.473 -1.772 2027/Q1 AFTER 1 US.AAPL 苹果 消费电子产品 294.30 297.01 -0.912 4.322489e+12 35.62953 0.353 2026-04-30 3.373 2.0099 1.9444 1.65 21.818 3.239 2026/Q2 AFTER ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Dividend Rank `get_dividend_rank(market, rank_type, count=None, filter_list=None, sort_field=None)` * **Description** Get dividend rank, returning a list of stocks in a specified market ranked by high dividend yield or consecutive dividend growth, including dividend yield, distribution frequency, consecutive growth years, and other dimensional data. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (supports HK/US/MY/SG/JP) (required) rank_type|[DividendRankType](./quote-market.md#3863)|Rank type (required) count|int|Return count [1, 300], default 10 filter_list|list[`DividendRankFilter`]|Filter condition list (multiple conditions are AND-combined, supports range and enum types) sort_field|[DividendRankSortField](./quote-market.md#5656)|Sort field (fixed descending), default determined by rankType * **Input Limits** - **`filter_list` Filter Conditions（`DividendRankFilter`）：** Construct filter conditions via `DividendRankFilter`, supporting both **range** and **enum** filters: | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`DividendRankIndicatorType`, required) | | `value_list` | Enum value list (for enum-type filters, such as dividend frequency) | | `interval_min` | Range minimum (closed interval, for range filter) | | `interval_max` | Range maximum (closed interval, for range filter) | > Note: At least one of `value_list` or `interval_min/interval_max` must be provided. * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'HK.00005'`) name|str|Stock name industry|str|Industry cur_price|float|Latest price change_rate|float|Today's change rate (%) change_amount|float|Today's change amount market_cap|float|Market cap dividend_yield_ttm|float|Dividend yield TTM (%) avg_dividend_yield_5y|float|5-year average dividend yield (%) distribution_frequency|str|Distribution frequency (ANNUAL/SEMI_ANNUAL/QUARTERLY/MONTHLY), not supported for HK market dividend_grow_year|int|Consecutive dividend growth years dividends_ttm|float|Dividends TTM (amount) payout_ratio_lfy|float|Dividend payout ratio LFY (%) next_payable_date|str|Next dividend date (e.g. `'2025-09-15'`) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_dividend_rank(market=Market.HK, rank_type=DividendRankType.HIGH_YIELD, count=2) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` security name industry cur_price change_rate change_amount market_cap dividend_yield_ttm avg_dividend_yield_5y distribution_frequency dividend_grow_year dividends_ttm payout_ratio_lfy next_payable_date 0 HK.00288 万洲国际 包装食品 8.54 -0.582 -0.05 1.095701e+11 10.655 10.855 SEMI_ANNUAL 2 0.910 116.44 N/A 1 HK.01919 中远海控 航运及港口 13.20 -1.123 -0.15 2.021314e+11 8.522 38.168 SEMI_ANNUAL 0 1.125 49.67 N/A ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Dividend Calendar `get_dividend_calendar(market, date, data_from=None, count=None)` * **Description** Get dividend calendar, returning a list of dividend data for a specific day in a given market, including ex-dividend date, record date, dividend payable date, and other information. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (supports HK/US/MY/SG/JP) (required) date|str|Query date, format `"YYYY-MM-DD"` (required) data_from|int|Page offset, default 0 count|int|Return count, default unlimited * **Input Limits** - **`date`**：Only supports querying single-day data, format `"YYYY-MM-DD"`. * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'HK.00005'`) name|str|Stock name statement|str|Dividend plan description record_date|str|Record date (`"YYYY-MM-DD"`) ex_date|str|Ex-dividend date (`"YYYY-MM-DD"`) dividend_payable_date|str|Dividend payable date (`"YYYY-MM-DD"`) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_dividend_calendar(market=Market.US, date='2026-06-24', count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 225 security name statement record_date ex_date dividend_payable_date 0 US.STX 希捷科技 1股派息0.74USD 2026-06-24 2026-06-24 2026-07-07 1 US.VGT 资讯科技ETF-Vanguard 1股派息0.1384USD 2026-06-24 2026-06-24 2026-06-26 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Economic Calendar `get_economic_calendar(begin_date, end_date=None, market_list=None, importance=None, count=None, next_page=None)` * **Description** Get economic event calendar, returning economic data release events within a specified date range, including event title, release time, country, importance star rating, previous value, forecast value, and actual published value. Supports filtering by market and importance, and supports pagination. * **Parameters** Parameter|Type|Description :-|:-|:- begin_date|str|Start date, format "yyyy-MM-dd" (required) end_date|str|End date, format "yyyy-MM-dd"; if not provided, only queries begin_date market_list|list[Market]|Market filter (multi-select, supports HK/US/SH/SG/JP/AU/MY/CA), if not provided returns all markets importance|[EconomicImportance](./quote-market.md#3053)|Event importance filter, default ALL count|int|Per page count, default 50, max 100 next_page|str|Page marker, do not provide for first request, pass the next_page from previous response afterwards * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- title|str|Event title (e.g. "Non-Farm Payrolls") timestamp|float|Release timestamp (seconds) country|str|Country name star|str|Importance star rating ("LOW"/"MEDIUM"/"HIGH") previous|str|Previous value ("--" if not available) consensus|str|Forecast value ("--" if not available) actual|str|Actual published value ("--" if not available) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, has_more = quote_ctx.get_economic_calendar(begin_date='2026-06-23', end_date='2026-06-24', count=2) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` title timestamp country star previous consensus actual 0 日本6月综合PMI初值 1.782175e+09 日本 MEDIUM 1 日本6月制造业PMI初值 1.782175e+09 日本 MEDIUM ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get US Pre-Market Rank `get_us_pre_market_rank(sort_dir=None, count=10, offset=None, filter_list=None)` * **Description** Get US pre-market rank, returning pre-market trading session change rate rankings, including pre-market price, change rate, turnover, volume, and other data. * **Parameters** Parameter|Type|Description :-|:-|:- sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending (top gainers) count|int|Return count [1, 200], default 10 offset|int|Start position, default 0 filter_list|list[`SimpleRankFilter`]|Filter condition list (multiple conditions are AND-combined) * **Input Limits** - **`filter_list` Filter Conditions（`SimpleRankFilter`）：** Construct filter conditions via `SimpleRankFilter`: | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`SimpleRankIndicatorType`, required) | | `interval_min` | Range minimum (closed interval, for MARKET_CAP/PE) | | `interval_max` | Range maximum (closed interval, for MARKET_CAP/PE) | | `price_filter` | Price filter enum (`PriceFilter`, required for PRICE type) | * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.AAPL'`) name|str|Stock name pre_market_price|float|Pre-market price pre_market_change_ratio|float|Pre-market change rate (%) pre_market_change_amount|float|Pre-market change amount pre_market_turnover|float|Pre-market turnover pre_market_volume|int|Pre-market volume close_price|float|Close price (previous trading day) change_ratio|float|Intraday change rate (%) change_amount|float|Intraday change amount * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_us_pre_market_rank(count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 17728 security name pre_market_price pre_market_change_ratio pre_market_change_amount pre_market_turnover pre_market_volume close_price change_ratio change_amount 0 US.ATLN Atlantic International 1.18 168.303 0.74 1.219515e+08 136776297 1.33 202.961276 0.891 1 US.BOLD Boundless Bio 2.40 71.428 1.00 6.180064e+07 25082585 2.60 85.714286 1.200 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get US After-Hours Rank `get_us_after_hours_rank(sort_dir=None, count=10, offset=None, filter_list=None)` * **Description** Get US after-hours rank, returning after-hours trading session change rate rankings, including after-hours price, change rate, turnover, volume, and other data. * **Parameters** Parameter|Type|Description :-|:-|:- sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending (top gainers) count|int|Return count [1, 200], default 10 offset|int|Start position, default 0 filter_list|list[`SimpleRankFilter`]|Filter condition list (multiple conditions are AND-combined) * **Input Limits** - **`filter_list` Filter Conditions（`SimpleRankFilter`）：** Construct filter conditions via `SimpleRankFilter`: | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`SimpleRankIndicatorType`, required) | | `interval_min` | Range minimum (closed interval, for MARKET_CAP/PE) | | `interval_max` | Range maximum (closed interval, for MARKET_CAP/PE) | | `price_filter` | Price filter enum (`PriceFilter`, required for PRICE type) | * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.TSLA'`) name|str|Stock name after_hours_price|float|After-hours price after_hours_change_ratio|float|After-hours change rate (%) after_hours_change_amount|float|After-hours change amount after_hours_turnover|float|After-hours turnover after_hours_volume|int|After-hours volume close_price|float|Close price (previous trading day) change_ratio|float|Intraday change rate (%) change_amount|float|Intraday change amount * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_us_after_hours_rank(count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` 总数据量: 17728 security name after_hours_price after_hours_change_ratio after_hours_change_amount after_hours_turnover after_hours_volume close_price change_ratio change_amount 0 US.MGN Megan 0.33 92.048 0.158 2.811130e+07 90547558 0.172 30.303030 0.04 1 US.QNRX Quoin Pharmaceuticals 4.85 49.230 1.600 1.498305e+07 3050404 3.250 -26.303855 -1.16 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get US Overnight Rank `get_us_overnight_rank(sort_dir=None, count=10, offset=None, filter_list=None)` * **Description** Get US overnight rank, returning overnight trading session change rate rankings, including overnight price, change rate, turnover, volume, and other data. * **Parameters** Parameter|Type|Description :-|:-|:- sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending (top gainers) count|int|Return count [1, 200], default 10 offset|int|Start position, default 0 filter_list|list[`SimpleRankFilter`]|Filter condition list (multiple conditions are AND-combined) * **Input Limits** - **`filter_list` Filter Conditions（`SimpleRankFilter`）：** Construct filter conditions via `SimpleRankFilter`: | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`SimpleRankIndicatorType`, required) | | `interval_min` | Range minimum (closed interval, for MARKET_CAP/PE) | | `interval_max` | Range maximum (closed interval, for MARKET_CAP/PE) | | `price_filter` | Price filter enum (`PriceFilter`, required for PRICE type) | * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.NVDA'`) name|str|Stock name overnight_price|float|Overnight price overnight_change_ratio|float|Overnight change rate (%) overnight_change_amount|float|Overnight change amount overnight_turnover|float|Overnight turnover overnight_volume|int|Overnight volume close_price|float|Close price (previous trading day) change_ratio|float|Intraday change rate (%) change_amount|float|Intraday change amount * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_us_overnight_rank(count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` 总数据量: 17728 security name overnight_price overnight_change_ratio overnight_change_amount overnight_turnover overnight_volume close_price change_ratio change_amount 0 US.MGN Megan 0.3128 81.543 1.405000e+08 1681274.123 5102016 0.172 30.303030 0.04 1 US.QNRX Quoin Pharmaceuticals 5.2900 62.769 2.040000e+09 1164463.400 223649 3.250 -26.303855 -1.16 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Top Movers Rank `get_top_movers_rank(market, sort_dir=None, count=10, offset=None, filter_list=None)` * **Description** Get top movers rank (intraday), returning intraday trading session change rate rankings, supporting HK and US stocks, including latest price, change rate, turnover, turnover rate, P/E ratio, and other data. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending (top gainers) count|int|Return count [1, 200], default 10 offset|int|Start position, default 0 filter_list|list[`SimpleRankFilter`]|Filter condition list (multiple conditions are AND-combined) * **Input Limits** - **`filter_list` Filter Conditions（`SimpleRankFilter`）：** | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`SimpleRankIndicatorType`, required) | | `interval_min` | Range minimum (closed interval, for MARKET_CAP/PE) | | `interval_max` | Range maximum (closed interval, for MARKET_CAP/PE) | | `price_filter` | Price filter enum (`PriceFilter`, required for PRICE type) | * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'HK.00700'`) name|str|Stock name cur_price|float|Latest price change_ratio|float|Change rate (%) change_amount|float|Change amount turnover|float|Turnover volume|int|Volume turnover_ratio|float|Turnover rate (%) pe_ttm|float|P/E ratio TTM amplitude|float|Amplitude (%) market_cap|float|Market cap volume_ratio|float|Volume ratio * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_top_movers_rank(market=Market.US, count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` 总数据量: 1794 security name cur_price change_ratio change_amount turnover volume turnover_ratio pe_ttm amplitude market_cap volume_ratio 0 US.QNT Quantinuum 77.46 13.461257 9.19 4.257190e+08 5582936 175.45 -8.523 225.28 2.020045e+10 1.540 1 US.NJDCY 日本电产(ADR) 3.90 9.859155 0.35 4.051129e+04 9816 0.00 24.074 225.35 1.788243e+10 0.426 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Hot List `get_hot_list(market, sort_field=None, sort_dir=None, count=10, offset=None, filter_list=None)` * **Description** Get hot list, returning a list of stocks ranked by popularity in a specified market, supporting sorting by trade heat, search heat, news heat, and comprehensive heat, with market cap filtering. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) sort_field|[HotListSortField](./quote-market.md#5175)|Sort field, default comprehensive heat sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Return count [1, 200], default 10 offset|int|Start position, default 0 filter_list|list[`HotListFilter`]|Filter condition list (market cap) * **Input Limits** - **`filter_list` Filter Conditions（`HotListFilter`）：** | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`HotListIndicatorType`, required) | | `interval_min` | Range minimum (closed interval) | | `interval_max` | Range maximum (closed interval) | * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.TSLA'`) name|str|Stock name trade_heat|float|Trade heat trade_heat_change|float|Trade heat change search_heat|float|Search heat search_heat_change|float|Search heat change news_heat|float|News heat news_heat_change|float|News heat change average_heat|float|Comprehensive heat average_heat_change|float|Comprehensive heat change news_type|str|News type ("Community"=community discussion, "News"=news) news_title|str|News/discussion title news_url|str|News URL (valid when news_type="News") * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_hot_list(market=Market.US, count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` 总数据量: 6342 security name trade_heat trade_heat_change search_heat search_heat_change news_heat news_heat_change average_heat average_heat_change news_type news_title news_url 0 US.SPCX SpaceX 9999995.0 0.0 9999972.0 0.0 9999998.0 0.0 9999988.0 0.0 News SpaceX收涨1%，终结三连跌！首发债券获约3.6... https://news.futunn.com/post/55589925?lang=... 1 US.MU 美光科技 5578115.0 0.0 7923445.0 0.0 1835896.0 -2.0 5112485.0 0.0 N/A N/A N/A ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Short Selling Rank `get_short_selling_rank(market=None, sort_field=None, sort_dir=None, count=10, offset=None, plate_list=None)` * **Description** Get short selling rank, returning US/HK stock short selling data rankings, supporting 14 sorting dimensions and industry sector filtering, including short selling volume, ratio, short position, days to cover, and other data. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US), default US sort_field|[ShortSellingSortField](./quote-market.md#793)|Sort field, default short selling change sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Return count [1, 35], default 10 offset|int|Start position, default 0 plate_list|list[str]|Industry sector code list (e.g. `['US.BK2024']`), empty=all * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.GME'`) name|str|Stock name close_price|float|Close price change_ratio|float|Change rate (%) change_ratio_5d|float|5-day change rate (%) change_ratio_10d|float|10-day change rate (%) volume|int|Volume short_number|int|Short selling volume short_number_change|int|Short selling change short_ratio|float|Short selling ratio (%) short_ratio_change|float|Short selling ratio change (%) short_position_volume|int|Short position volume short_position_ratio|float|Short position ratio (%) days_to_cover|float|Days to cover week_avg_short_number|int|Weekly average daily short volume week_avg_short_ratio|float|Weekly average daily short ratio (%) month_avg_short_number|int|Monthly average daily short volume month_avg_short_ratio|float|Monthly average daily short ratio (%) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_short_selling_rank(count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` 总数据量: 0 security name close_price change_ratio change_ratio_5d change_ratio_10d volume short_number short_number_change short_ratio short_ratio_change short_position_volume short_position_ratio days_to_cover week_avg_short_number week_avg_short_ratio month_avg_short_number month_avg_short_ratio 0 US.SKYQ Sky Quarry 1.9000 62.39 45.03 4.39 221413731 20302431 20226903 9.16 26780.66 327119 6.82 1.0 4111613 9.19 1136188 8.26 1 US.TNON Tenon Medical 0.6215 77.57 0.72 2.89 271138156 15289764 15273389 5.63 93272.60 149174 1.28 2.9 3063337 5.01 772705 5.04 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Period Change Rank `get_period_change_rank(market, period_type=None, sort_dir=None, count=10, offset=None, filter_list=None)` * **Description** Get period change rank, returning change rate rankings in a specified market by different time periods (5 minutes to 250 days/year-to-date), supporting rich filter conditions (market cap, price, PE, PB, turnover rate, volume ratio, amplitude, etc.). * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) period_type|[RankPeriodType](./quote-market.md#1138)|Rank period, default 5 minutes sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Return count [1, 200], default 10 offset|int|Start position, default 0 filter_list|list[`PeriodChangeRankFilter`]|Filter condition list (multiple conditions are AND-combined) * **Input Limits** - **`filter_list` Filter Conditions（`PeriodChangeRankFilter`）：** | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`PeriodChangeIndicatorType`, required) | | `interval_min` | Range minimum (closed interval) | | `interval_max` | Range maximum (closed interval) | * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.AAPL'`) name|str|Stock name cur_price|float|Latest price change_ratio|float|Today's change rate (%) turnover|float|Turnover volume|int|Volume market_cap|float|Market cap change_rate_5min|float|5-minute change rate (%) change_rate_5d|float|5-day change rate (%) change_rate_10d|float|10-day change rate (%) change_rate_20d|float|20-day change rate (%) change_rate_60d|float|60-day change rate (%) change_rate_120d|float|120-day change rate (%) change_rate_250d|float|250-day change rate (%) change_rate_ytd|float|Year-to-date change rate (%) pe_ttm|float|P/E ratio TTM pb|float|P/B ratio turnover_ratio|float|Turnover rate (%) volume_ratio|float|Volume ratio amplitude|float|Amplitude (%) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_period_change_rank(market=Market.US, count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` 总数据量: 6429 security name cur_price change_ratio turnover volume market_cap change_rate_5min change_rate_5d change_rate_10d change_rate_20d change_rate_60d change_rate_120d change_rate_250d change_rate_ytd pe_ttm pb turnover_ratio volume_ratio amplitude 0 US.JYD 佳裕达物流 0.93 11.537 271197.0 311313 7717977.00 9.540 32.80 30.875 20.779 -68.150 -80.128 -90.610 -81.374 -0.40558 0.49892 5.220 0.732 20.94 1 US.RAIN Rain Enhancement Technologies 2.23 19.892 112286.0 56451 18261097.59 9.313 -2.62 1.826 -6.302 -21.754 -71.914 -22.299 -61.815 -1.79838 -1.27283 2.812 0.816 27.15 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limit ::: --- # Get High Dividend SOE Rank `get_high_dividend_soe_rank(sort_field=None, sort_dir=None, count=10, offset=None, filter_list=None)` * **Description** Get high dividend SOE rank (HK stocks), returning HK stock ranking data meeting default conditions: SOE value concept sector, PB<=1, dividend yield TTM>=5%, PE>=0. Users can override default thresholds via filter conditions. * **Parameters** Parameter|Type|Description :-|:-|:- sort_field|[HighDividendSOESortField](./quote-market.md#8598)|Sort field, default market cap sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Return count [1, 200], default 10 offset|int|Start position, default 0 filter_list|list[`HighDividendSOERankFilter`]|Filter condition list (can override default conditions) * **Input Limits** - **`filter_list` Filter Conditions（`HighDividendSOERankFilter`）：** | Constructor Parameter | Description | |----------|------| | `indicator_type` | Filter indicator type (`HighDividendSOEIndicatorType`, required) | | `interval_min` | Range minimum (closed interval) | | `interval_max` | Range maximum (closed interval) | - **Server-side default fixed conditions:** - Concept sector = SOE (State-Owned Enterprise) value stocks - P/B ratio <= 1 - Dividend yield TTM >= 5% - P/E ratio >= 0 * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'HK.00857'`) name|str|Stock name industry|str|Industry cur_price|float|Latest price change_ratio|float|Change rate (%) turnover|float|Turnover volume|int|Volume market_cap|float|Market cap pe_ttm|float|P/E ratio TTM pb|float|P/B ratio dividend_yield_ttm|float|Dividend yield TTM (%) turnover_ratio|float|Turnover rate (%) change_rate_5d|float|5-day change rate (%) change_rate_10d|float|10-day change rate (%) change_rate_20d|float|20-day change rate (%) change_rate_60d|float|60-day change rate (%) change_rate_120d|float|120-day change rate (%) change_rate_250d|float|250-day change rate (%) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_high_dividend_soe_rank(count=2) if ret == RET_OK: all_count, df = data print(f'Total count: {all_count}') print(df) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` 总数据量: 98 security name industry cur_price change_ratio turnover volume market_cap pe_ttm pb dividend_yield_ttm turnover_ratio change_rate_5d change_rate_10d change_rate_20d change_rate_60d change_rate_120d change_rate_250d 0 HK.01398 工商银行 银行 6.9 -0.862 325569646.0 46871758 2.459203e+12 5.84745 0.55072 5.072 0.054 -3.894 -0.288 1.917 9.411 16.416 24.292 1 HK.00857 中国石油股份 油气生产商 8.9 -0.447 154397506.0 17228406 1.628887e+12 9.09090 0.88539 5.932 0.081 -6.342 -10.216 -16.217 -14.691 14.209 36.468 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Institution List `get_institution_list(market, sort_field=None, sort_dir=None, count=None, page=None, name_part=None)` * **Description** Get institution list, returning a list of institutions ranked by position value/position change/holding count in a specified market, supporting fuzzy search and cursor pagination. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) sort_field|[InstitutionListSortField](./quote-market.md#3881)|Sort field, default position value sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Return count [1, 200], default 20 page|str|Page cursor, do not provide for first request, pass next_page from previous response name_part|str|Institution name fuzzy search * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- institution_id|int|Institution ID institution_name|str|Institution name position_value|float|Position value position_value_change|float|Position value change position_count|int|Position stock count position_count_change|int|Position stock count change disclosure_date|str|Disclosure date (yyyy-MM-dd) currency|str|Currency * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_institution_list(market=Market.US, count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 17030 institution_id institution_name position_value position_value_change position_count position_count_change disclosure_date currency 0 403413 贝莱德 6.959193e+12 3.432083e+10 4443 56 2026-06-19 USD 1 1951572549 Vanguard Capital Management, LLC 4.881261e+12 4.492246e+12 4289 3859 2026-06-10 USD ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Institution Profile `get_institution_profile(market, institution_id)` * **Description** Get institution profile, returning the specified institution's position value, position change statistics, Top10 holding percentage, and other profile data. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) institution_id|int|Institution ID (from get_institution_list) (required) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns dictionary data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- institution_name|str|Institution name description|str|Institution description position_value|float|Position value last_position_value|float|Previous period position value position_value_change_pct|float|Value change percentage (%) total_holding_count|int|Total holding count holding_change_count|int|Holding change count new_count|int|New position count sold_out_count|int|Sold out count increase_count|int|Increase count decrease_count|int|Decrease count top10_pct|float|Top10 holding percentage (%) top10_pct_change|float|Top10 percentage change (%) disclosure_date|str|Disclosure date (yyyy-MM-dd) currency|str|Currency * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # First get institution ID ret, data, _, _ = quote_ctx.get_institution_list(market=Market.US, count=1) if ret == RET_OK and len(data) > 0: inst_id = data.iloc[0]['institution_id'] # Query institution profile ret, profile = quote_ctx.get_institution_profile(market=Market.US, institution_id=inst_id) if ret == RET_OK: for k, v in profile.items(): print(f"{k}: {v}") else: print('error:', profile) quote_ctx.close() ``` * **Output** ``` institution_name: 贝莱德 description: 贝莱德集团是美国规模最大的资产管理集团之一，提供种类繁多的证券、固定收益、现金管理等投资产品。 position_value: 6959192681765.731 last_position_value: 6093992885377.756 position_value_change_pct: 14.1975 total_holding_count: 4443 holding_change_count: 12 new_count: 87 sold_out_count: 31 increase_count: 2364 decrease_count: 1682 top10_pct: 24.3287 top10_pct_change: 0.4142 disclosure_date: 2026-06-19 currency: USD ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Institution Distribution `get_institution_distribution(market, institution_id)` * **Description** Get institution distribution, returning the specified institution's position value and percentage data by industry classification. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) institution_id|int|Institution ID (obtained from get_institution_list) (required) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- industry_id|int|Industry ID industry_name|str|Industry name position_value|float|Holding market value portfolio_pct|float|Industry proportion (%) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # First get institution ID ret, data, _, _ = quote_ctx.get_institution_list(market=Market.US, count=1) if ret == RET_OK and len(data) > 0: inst_id = data.iloc[0]['institution_id'] # Query industry distribution ret, data = quote_ctx.get_institution_distribution(market=Market.US, institution_id=inst_id) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` industry_id industry_name position_value portfolio_pct 0 6 电子 1319006433351.533936 19.8494 1 26 计算机 992844462205.649048 14.9411 2 12 医药生物 633746255374.343994 9.5371 3 27 互联网与传媒 484195469416.382996 7.2865 4 19 非银金融 481223610387.026001 7.2418 5 N/A 其他 N/A 41.1441 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Institution Holding Change `get_institution_holding_change(market, institution_id, change_type=None, sort_field=None, sort_dir=None, count=None, page=None)` * **Description** Get institution holding changes, returning holding change records of the specified institution filtered by change type (open position/close position/increase/decrease), with support for sorting and cursor-based pagination. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) institution_id|int|Institution ID (required) change_type|[InstitutionHoldingChangeType](./quote-market.md#8493)|Change type, default open position sort_field|[InstitutionHoldingChangeSortField](./quote-market.md#3464)|Sort field, default change percentage sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Number of results [1, 200], default 20 page|str|Page cursor * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.AAPL'`) name|str|Stock name portfolio_pct|float|Holding proportion (%) change_shares|int|Changed shares change_pct|float|Change percentage (%) holding_date|int|Holding date (timestamp) source|str|Disclosure source * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # First get institution ID ret, data, _, _ = quote_ctx.get_institution_list(market=Market.US, count=1) if ret == RET_OK and len(data) > 0: inst_id = data.iloc[0]['institution_id'] # Query holding changes ret, data, next_page, all_count = quote_ctx.get_institution_holding_change( market=Market.US, institution_id=inst_id, count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 87 security name portfolio_pct change_shares change_pct holding_date source 0 US.YSS York Space Systems 14.6594 19012439 14.6594 2026-03-30 13F 1 US.VSNT Versant Media 12.2661 17356403 12.2661 2026-03-30 13F ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Institution Holding List `get_institution_holding_list(market, institution_id, change_type=None, sort_field=None, sort_dir=None, count=None, page=None, keyword=None)` * **Description** Get institution holding list, returning the complete holding details of the specified institution (including market value, holding proportion, changes, etc.), with support for filtering by change type, multi-dimensional sorting, and keyword search. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (HK/US) (required) institution_id|int|Institution ID (required) change_type|[InstitutionHoldingChangeType](./quote-market.md#8493)|Filter by change type (all if not provided) sort_field|[InstitutionHoldingListSortField](./quote-market.md#1650)|Sort field, default holding market value sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Number of results [1, 200], default 20 page|str|Page cursor keyword|str|Search keyword (stock name/code) * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.AAPL'`) name|str|Stock name industry_name|str|Industry holding_value|float|Holding market value holding_pct|float|Holding proportion - percentage of total stock market cap (%) last_holding_pct|float|Previous period holding proportion (%) change_shares|int|Changed shares portfolio_pct|float|Proportion of institution total position (%) change_pct|float|Change percentage (%) holding_date|int|Holding date (timestamp) source|str|Disclosure source currency|str|Currency * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # First get institution ID ret, data, _, _ = quote_ctx.get_institution_list(market=Market.US, count=1) if ret == RET_OK and len(data) > 0: inst_id = data.iloc[0]['institution_id'] # Query holding list ret, data, next_page, all_count = quote_ctx.get_institution_holding_list( market=Market.US, institution_id=inst_id, count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 4430 security name industry_name holding_value holding_pct last_holding_pct change_shares portfolio_pct change_pct holding_date source currency 0 US.NVDA 英伟达 电子 3.887350e+11 7.9295 7.8996 -19284971 4.9289 -0.0796 2026-03-30 13F USD 1 US.AAPL 苹果 计算机 3.398298e+11 7.7520 7.7624 -10565359 4.3088 -0.0719 2026-03-30 13F USD ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get ARK Fund Holding `get_ark_fund_holding(holding_type=None, cycle_type=None, sort_field=None, sort_dir=None, count=None, page=None)` * **Description** Get ARK fund holdings, returning holding data for ARK ETFs, with support for viewing by holding/increase/decrease/open position/close position type, different time cycles, and multi-dimensional sorting. * **Parameters** Parameter|Type|Description :-|:-|:- holding_type|[ArkHoldingType](./quote-market.md#2522)|Holding type, default holdings cycle_type|[ArkCycleType](./quote-market.md#8421)|Cycle type, default last 1 day (ignored when holdingType=holdings) sort_field|[ArkFundHoldingSortField](./quote-market.md#5175)|Sort field, default holding quantity sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Return count [1, 200], default 20 page|str|Page cursor * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.TSLA'`, some securities may be N/A) name|str|Name shares|int|Holding quantity shares_change|int|Holding quantity change market_value|float|Holding market value (USD) weight|float|Holding weight (%) weight_change|float|Holding weight change (%) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_ark_fund_holding(count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 2 security name shares shares_change market_value weight weight_change 0 N/A N/A 62494591 15631862 6.249459e+07 0.45 0.12 1 US.RXRX Recursion Pharmaceuticals 31671298 -71280 1.007147e+08 0.73 0.01 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get ARK Stock Dynamic `get_ark_stock_dynamic(security)` * **Description** Get ARK stock trading dynamic, returning the latest trading activity information for a specified stock in ARK funds (consecutive same-direction trades, recent transactions, latest transaction, etc.). * **Parameters** Parameter|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.TSLA'`) (required) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns dict data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- dynamic_type|str|Dynamic type (see enum below) transaction_count|int|Number of transactions net_shares|int|Net traded shares last_transaction_time|str|Latest transaction time (yyyy-MM-dd) "CONSECUTIVE_SAME_DIRECTION"|Consecutive same-direction trades| "RECENT_TRANSACTION"|Recent transaction| "LAST_TRANSACTION"|Latest transaction| "NO_DYNAMIC"|No activity| * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_ark_stock_dynamic(security='US.TSLA') if ret == RET_OK: for k, v in data.items(): print(f"{k}: {v}") else: print('error:', data) quote_ctx.close() ``` * **Output** ``` dynamic_type: CONSECUTIVE_SAME_DIRECTION transaction_count: 2 net_shares: 76041 last_transaction_time: 2026-06-22 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get ARK Active Transaction `get_ark_active_transaction(holding_type=None, cycle_type=None, sort_field=None, sort_dir=None, count=None, page=None)` * **Description** Get ARK active transaction aggregation, returning ARK fund active trading records (including change amount and change shares), with support for filtering by holding change type, cycle selection, and sorting. * **Parameters** Parameter|Type|Description :-|:-|:- holding_type|[ArkActiveTransactionHoldingType](./quote-market.md#9747)|Holding change type, default increase holdings cycle_type|[ArkCycleType](./quote-market.md#8421)|Cycle type, default last 1 day sort_field|[ArkActiveTransactionSortField](./quote-market.md#8639)|Sort field, default change amount sort_dir|[RankSortDir](./quote-market.md#2129)|Sort direction, default descending count|int|Return count [1, 200], default 50 page|str|Page cursor * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.TSLA'`, some securities may be N/A) name|str|Name change_amount|float|Change amount (USD) change_shares|int|Change quantity (shares) * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_ark_active_transaction(count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 2 security name change_amount change_shares 0 US.AMZN 亚马逊 9631518.0 41141 1 US.PLTR Palantir 9482340.0 81254 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Rating Change `get_rating_change(market, change_type=None, count=None, page=None)` * **Description** Get rating changes, returning US stock rating change records (upgrade/downgrade/initial rating), including institution name, target price changes and other information, with pagination support. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (US only) (required) change_type|[RatingChangeType](./quote-market.md#9727)|Rating change type ("UPGRADE"/"DOWNGRADE"/"NEW_RATING") count|int|Return count [1, 20], default 10 page|str|Page cursor * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.TSLA'`) name|str|Stock name rating|str|Current rating ("BUY"/"HOLD"/"SELL") last_rating|str|Previous rating ("BUY"/"HOLD"/"SELL") target_price|float|Current target price last_target_price|float|Previous target price change_type|str|Rating change type ("UPGRADE"/"DOWNGRADE"/"NEW_RATING") institution_name|str|Institution name recommendation_date|str|Recommendation date (yyyy-MM-dd) last_recommendation_date|str|Previous recommendation date (yyyy-MM-dd) "SELL"|Sell| "HOLD"|Hold| "BUY"|Buy| * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_rating_change(market=Market.US, count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 5904 security name rating last_rating target_price last_target_price change_type institution_name recommendation_date last_recommendation_date 0 US.MU 美光科技 BUY BUY 1500.0 950.0 UPGRADE 美银证券 2026-06-23 2026-05-13 1 US.INTC 英特尔 BUY BUY 160.0 135.0 UPGRADE 美银证券 2026-06-23 2026-06-11 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Industrial Chain List `get_industrial_chain_list(market, keyword=None, count=None, page=None)` * **Description** Get the industrial chain list, returning industrial chain information for the specified market (including chain type, market cap, number of constituent stocks, etc.), with support for keyword search and cursor-based pagination. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (required) keyword|str|Search keyword count|int|Number of results [1, 50], default 20 page|str|Page cursor * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- chain_id|int|Industrial chain ID chain_type|str|Industrial chain type ("CHAIN"/"PARALLEL"/"UP_MID_DOWN") name|str|Industrial chain name detail|str|Detail description market_cap|float|Market cap stocks_num|int|Number of constituent stocks relation_security_list|list|Related stock code list "CHAIN"|Serial type| "PARALLEL"|Parallel type| "UP_MID_DOWN"|Upstream-midstream-downstream type| * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_industrial_chain_list(market=Market.US, count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 70 chain_id chain_type name detail market_cap stocks_num relation_security_list 0 9610020 UP_MID_DOWN AI AIGC（Artificial Intelligence Generated Content... 4.801784e+13 329 [US.NVDA, US.AAPL] 1 9610085 UP_MID_DOWN 商业航天 2.590359e+12 155 [US.GE, US.RTX] ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Industrial Chain Detail `get_industrial_chain_detail(chain_id)` * **Description** Get industrial chain detail, returning the complete structural information of the specified industrial chain, including hierarchical node list and related news links. * **Parameters** Parameter|Type|Description :-|:-|:- chain_id|int|Industrial chain ID * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns dict data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- chain_id|int|Industrial chain ID chain_type|str|Industrial chain type ("CHAIN"/"PARALLEL"/"UP_MID_DOWN") name|str|Industrial chain name node_list|list[dict]|Node list (grouped by level) information_list|list[dict]|News link list node_id|int|Node ID parent_node_id|int|Parent node ID (root node is 0) layer|int|Node level (starting from 1) name|str|Node name plate_id|int|Associated industrial plate ID (N/A if none) title|str|News title url|str|News link * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_industrial_chain_detail(chain_id=9610020) if ret == RET_OK: print(f"chain_id: {data['chain_id']}") print(f"chain_type: {data['chain_type']}") print(f"name: {data['name']}") print(f"node_list (first 2 items):") for node in data['node_list'][:2]: print(f" {node}") print(f"information_list: {data['information_list']}") else: print('error:', data) quote_ctx.close() ``` * **Output** ``` chain_id: 9610020 chain_type: UP_MID_DOWN name: AI node_list (first 2 items): {'node_id': 1, 'parent_node_id': 'N/A', 'layer': 1, 'name': '基础建设层', 'plate_id': 'N/A'} {'node_id': 4, 'parent_node_id': 'N/A', 'layer': 1, 'name': '算法层', 'plate_id': 'N/A'} information_list: [] ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Industrial Chain By Plate `get_industrial_chain_by_plate(plate_id)` * **Description** Get industrial chains associated with a plate, returning the list of industrial chains associated with the specified industrial plate (including type, market cap, and number of constituent stocks). * **Parameters** Parameter|Type|Description :-|:-|:- plate_id|int|Industrial plate ID (obtained from `get_industrial_chain_detail` node_list) (required) * **Return**
Parameter Type Description
ret RET_CODE API call result
data list When ret == RET_OK, returns list data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- chain_id|int|Industrial chain ID chain_type|str|Industrial chain type ("CHAIN"/"PARALLEL"/"UP_MID_DOWN") name|str|Industrial chain name market_cap|float|Market cap stocks_num|int|Number of constituent stocks "CHAIN"|Serial type| "PARALLEL"|Parallel type| "UP_MID_DOWN"|Upstream-midstream-downstream type| * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_industrial_chain_by_plate(plate_id=10010508) if ret == RET_OK: for chain in data: print(chain) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` {'chain_id': 9610020, 'chain_type': 'UP_MID_DOWN', 'name': 'AI', 'market_cap': 26949823045632.0, 'stocks_num': 329} ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Industrial Plate Info `get_industrial_plate_info(plate_id)` * **Description** Get industrial plate info, returning the summary information of the specified industrial plate. * **Parameters** Parameter|Type|Description :-|:-|:- plate_id|int|Industrial plate ID * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns dict data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- plate_id|int|Industrial plate ID summary|str|Plate summary * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_industrial_plate_info(plate_id=10010508) if ret == RET_OK: for k, v in data.items(): print(f"{k}: {v}") else: print('error:', data) quote_ctx.close() ``` * **Output** ``` plate_id: 10010508 summary: N/A ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Industrial Plate Stock `get_industrial_plate_stock(chain_id=None, plate_id=None, market_list=None, sort_field=None, ascend=None, count=None, page=None)` * **Description** Get industrial plate constituent stocks, returning the stock list of the specified industrial plate, with support for market filtering, sorting, and pagination. * **Parameters** Parameter|Type|Description :-|:-|:- chain_id|int|Industrial chain ID (choose one with plate_id, plate_id takes priority) plate_id|int|Industrial plate ID (preferred) market_list|list[`Market`]|Market filter (supports HK/US/CN/JP/SG/MY), default all if not provided sort_field|[PlateStockSortField](./quote-market.md#6403)|Sort field, default market cap ascend|bool|Ascending True / Descending False, default False (descending) count|int|Per page count [1, 200], default 50 page|str|Page cursor * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- security|str|Stock code (e.g. `'US.AAPL'`) name|str|Stock name * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_industrial_plate_stock(plate_id=10010508, count=2) if ret == RET_OK: print(f'Total count: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total count: 111 security name 0 US.NVDA 英伟达 1 US.AAPL 苹果 ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts towards rate limiting ::: --- # Get Heat Map Data `get_heat_map_data(market, sort_field=None, ascend=None, count=None, page=None, plate_type=None)` * **Description** Get heat map data, returning sector heat map information for a specified market (including change rate, market value, turnover, rise/fall counts, leading stocks, etc.), with support for multi-dimensional sorting and cursor pagination. * **Parameters** Parameter|Type|Description :-|:-|:- market|[Market](./quote.md#456)|Market type (required) sort_field|[HeatMapSortField](./quote-market.md#6124)|Sort field, default change rate ascend|bool|True=ascending, False=descending, default descending count|int|Return count [1, 200], default 30 page|str|Page cursor plate_type|[HeatMapPlateType](./quote-market.md#829)|Sector type, default industry sector * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- plate|str|Sector code (e.g. `'HK.BK1001'`) plate_name|str|Sector name cur_price|float|Latest price change_rate|float|Change rate (%) turnover|float|Turnover volume|int|Volume market_val|float|Market cap pe_avg|float|Average P/E ratio rise_count|int|Rise count fall_count|int|Fall count equal_count|int|Unchanged count leader_stock|str|Leading stock code description|str|Sector description * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data, next_page, all_count = quote_ctx.get_heat_map_data(market=Market.US, count=2) if ret == RET_OK: print(f'Total sectors: {all_count}') print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` Total sectors: 145 plate plate_name cur_price change_rate turnover volume market_val pe_avg rise_count fall_count equal_count leader_stock description 0 US.LIST2496 人力资源与就业服务 1229.174414 4.717340 7.345543e+08 437599614 1.502404e+10 -6.112 15 3 2 US.ATLN N/A 1 US.LIST2473 糖果 1696.630748 3.295289 1.178965e+09 14299774 1.176028e+11 49.691 4 1 0 US.RMCF N/A ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Get Rise/Fall Distribution `get_rise_fall_distribution(security=None, market=None)` * **Description** Get rise/fall distribution, returning the distribution of rising and falling stocks by range for a specified plate or market, useful for understanding overall market movement patterns. * **Parameters** Parameter|Type|Description :-|:-|:- security|str|Plate code (takes priority, e.g. `'HK.BK1001'`) market|[Market](./quote.md#456)|Market type (used when `security` is not provided) * **Return**
Parameter Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns dict data
str When ret != RET_OK, returns error description
* Data format: Field|Type|Description :-|:-|:- plate|str|Plate code range_list|list[dict]|Rise/fall distribution range list type|str|Distribution type (string, see table below) left_border|int|Left boundary value right_border|int|Right boundary value stock_count|int|Number of stocks in range "RISE_LIMIT"|Limit up (A-share)| "POSITIVE_INFINITY"|(7%, +∞)| "NORMAL_RANGE"|Normal range| "NEGATIVE_INFINITY"|(-∞, -7%)| "FALL_LIMIT"|Limit down (A-share)| * **Example** ```python from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_rise_fall_distribution(market=Market.US) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() ``` * **Output** ``` {'plate': 'US.USAALL', 'range_list': [{'type': 'NEGATIVE_INFINITY', 'left_border': 0, 'right_border': -7, 'stock_count': 817}, {'type': 'NORMAL_RANGE', 'left_border': -7, 'right_border': -5, 'stock_count': 581}, {'type': 'NORMAL_RANGE', 'left_border': 0, 'right_border': 3, 'stock_count': 4168}, {'type': 'NORMAL_RANGE', 'left_border': 0, 'right_border': 0, 'stock_count': 4310}, {'type': 'POSITIVE_INFINITY', 'left_border': 7, 'right_border': 0, 'stock_count': 416}]} ``` :::tip API Limits - Maximum 60 requests within 30 seconds - Only the first page of paginated requests counts toward rate limiting ::: --- # Market Definitions ## ARK Active Transaction Holding Change Type > **ArkActiveTransactionHoldingType** * `INCREASE` Increase holding (default) * `DECREASE` Decrease holding * `NEW` Open position * `SOLD_OUT` Close position ## ARK Active Transaction Sort Field > **ArkActiveTransactionSortField** * `CHANGE_AMOUNT` Change amount (default) * `CHANGE_SHARES` Change shares ## ARK Cycle Type > **ArkCycleType** * `ONE_DAY` Last 1 day (default) * `FIVE_DAY` Last 5 days * `TEN_DAY` Last 10 days * `THIRTY_DAY` Last 30 days * `SIXTY_DAY` Last 60 days ## ARK Fund Holding Sort Field > **ArkFundHoldingSortField** * `SHARES` Holding quantity (default) * `WEIGHT_CHANGE` Weight change * `SHARES_CHANGE` Holding change * `MARKET_VALUE` Market cap * `WEIGHT` ETF weight ## ARK Holding Type > **ArkHoldingType** * `POSITION` Holding (default) * `INCREASE` Increase holding * `DECREASE` Decrease holding * `NEW` Open position * `SOLD_OUT` Close position ## Earnings Beat Time Range > **BeatTerm** * `LATEST` Latest period (default) * `LATEST_QUARTER` Latest quarterly report * `LATEST_HALF` Latest semi-annual report * `LATEST_ANNUAL` Latest annual report * `ALL` All (quarterly preferred if same time, latest period if different) ## Earnings Beat Type > **BeatType** * `EPS` Earnings per share * `REVENUE` Revenue * `EBIT` EBIT (Earnings before interest and taxes) ## Dividend Distribution Frequency Type > **DistributionFrequency** * `ANNUAL` Annual * `SEMI_ANNUAL` Semi-annual * `QUARTERLY` Quarterly * `MONTHLY` Monthly ## Dividend Rank Sort Field > **DividendRankSortField** * `DIVIDEND_YIELD_TTM` Dividend yield TTM * `AVG_DIVIDEND_YIELD_5Y` 5-year average dividend yield * `DISTRIBUTION_FREQUENCY` Distribution frequency * `DIVIDEND_GROW_YEAR` Consecutive dividend growth years * `DIVIDENDS_TTM` Dividends TTM * `PAYOUT_RATIO_LFY` Dividend payout ratio LFY * `PRICE` Price * `MARKET_CAP` Market cap * `CHANGE_RATE` Today's price change * `CHANGE_AMOUNT` Today's price change amount ## Dividend Rank Type > **DividendRankType** * `HIGH_YIELD` High dividend yield * `DIVIDEND_GROWTH` Dividend growth ## Earnings Beat Sort Field > **EarningsBeatSortField** * `BEAT_RATIO` Beat estimate ratio * `EARNING_DAY_CHG` First-day gain after earnings * `RELEASED_DATE` Publish time * `ACTUAL` Actual value * `ESTIMATE` Forecast value * `YOY` Same period last year * `YOY_GROWTH` Year-over-year growth rate * `PE_TTM` P/E ratio TTM * `DIVIDENDS_TTM` Dividend yield TTM * `PRICE` Price * `CHANGE_RATE` Today's price change ## Earnings Calendar Estimate Type > **EarningsCalendarEstimateType** * `EPS` Earnings per share (EPS GAAP) * `REVENUE` Total revenue * `EBIT` EBIT ## Earnings Calendar Publication Type > **EarningsCalendarPubType** * `REGULAR` Intraday (period unidentified) * `BEFORE` Pre-market * `AFTER` After-hours ## Earnings Calendar Sort Type > **EarningsCalendarSortType** * `HOT` Popular (default) * `MARKET_CAP` Historical market cap * `OPTION_VOLUME` Option volume (HK/US stocks only) * `IV` Implied volatility (HK/US stocks only) * `IV_RANK` IV rank (HK/US stocks only) * `IV_PERCENTILE` IV percentile (HK/US stocks only) * `RT_MARKET_CAP` Real-time market cap ## Earnings Calendar Stock List Type > **EarningsCalendarStockListType** * `WATCHLIST` Watchlist * `POSITION` Position * `SPECIAL` Special attention ## Economic Data Importance > **EconomicImportance** * `ALL` All (default) * `LOW` One star (low) * `MEDIUM` Two stars (medium) * `HIGH` Three stars (high) ## Heat Map Plate Type > **HeatMapPlateType** * `INDUSTRY` Industry plate (default) * `CONCEPT` Concept plate * `THEME` Theme plate ## Heat Map Sort Field > **HeatMapSortField** * `CHANGE_RATE` Price change (default) * `MARKET_VAL` Market cap * `TURNOVER` Turnover * `HOT` Popularity ## High Dividend SOE Sort Field > **HighDividendSOESortField** * `MARKET_CAP` Market cap (default) * `DIVIDEND_YIELD_TTM` Dividend yield TTM * `PB` P/B ratio * `PE_TTM` P/E ratio TTM * `PRICE` Last price * `CHANGE_RATIO` Today's price change ## Hot List Sort Field > **HotListSortField** * `TRADE_HEAT` Trading popularity * `SEARCH_HEAT` Search popularity * `NEWS_HEAT` News popularity * `AVERAGE_HEAT` Comprehensive popularity (default) ## Institution Holding Change Sort Field > **InstitutionHoldingChangeSortField** * `CHANGE_PCT` Change ratio (default) * `CHANGE_SHARES` Change shares * `HOLDING_DATE` Holding time ## Institution Holding Change Type > **InstitutionHoldingChangeType** * `NEW` Open position (default) * `SOLD_OUT` Close position * `INCREASE` Increase position * `DECREASE` Reduce position ## Institution Holding List Sort Field > **InstitutionHoldingListSortField** * `HOLDING_VALUE` Holding market value (default) * `HOLDING_PCT` Holding ratio (of total stock market cap) * `LAST_HOLDING_PCT` Previous holding ratio * `CHANGE_SHARES` Change shares * `CHANGE_PCT` Change ratio * `PORTFOLIO_PCT` Ratio of total institutional position * `INDUSTRY` Industry * `HOLDING_DATE` Holding time ## Institution List Sort Field > **InstitutionListSortField** * `POSITION_VALUE` Holding market value (default) * `POSITION_VALUE_CHANGE` Position change * `POSITION_COUNT` Holding shares * `POSITION_COUNT_CHANGE` Holding shares change ## Macro Data Unit Type > **MacroDataUnitType** * `PERCENT` Percentage (%) * `VALUE` Value * `INDEX` Index ## Macro Economic Region > **MacroRegion** * `HK` Hong Kong * `US` United States * `JP` Japan * `SG` Singapore * `AU` Australia * `CA` Canada * `MY` Malaysia * `CN` China (SH/SZ) ## Industry Chain Plate Stock Sort Field > **PlateStockSortField** * `CODE` Code * `CHANGE_RATE` Price change * `TURNOVER` Turnover * `VOLUME` Volume * `MARKET_VAL` Market cap (default) ## Price Filter Type > **PriceFilter** * `ALL` All (default) * `LESS_THAN_1` Less than 1 * `BETWEEN_1_AND_10` Between 1~10 * `BETWEEN_10_AND_100` Between 10~100 * `GREATER_THAN_100` Greater than 100 * `NEAR_52_WEEK_HIGH` Near 52-week high * `NEAR_52_WEEK_LOW` Near 52-week low ## Rank Period Type > **RankPeriodType** * `FIVE_MIN` 5 minutes (default) * `ONE_DAY` 1 day * `FIVE_DAY` 5 days * `TWENTY_DAY` 20 days * `SIXTY_DAY` 60 days * `ONE_TWENTY_DAY` 120 days * `TWO_FIFTY_DAY` 250 days * `YTD` Year-to-date ## Rank Sort Direction > **RankSortDir** * `DESCENDING` Descending (default) * `ASCENDING` Ascending ## Rating Change Type > **RatingChangeType** * `UPGRADE` Rating upgrade (default) * `DOWNGRADE` Rating downgrade * `NEW_RATING` Initial rating ## Short Selling Sort Field > **ShortSellingSortField** * `SHORT_NUMBER_CHANGE` Short selling change volume (default) * `SHORT_RATIO_CHANGE` Short selling change ratio * `SHORT_NUMBER` Short selling volume * `SHORT_RATIO` Short selling ratio * `VOLUME` Volume * `POSITION_VOLUME` Short position volume * `POSITION_RATIO` Short position ratio * `DAYS_TO_COVER` Days to cover * `WEEK_AVG_VOLUME` Recent 1-week daily average volume * `WEEK_AVG_SHORT_NUMBER` Recent 1-week daily average short selling volume * `WEEK_AVG_SHORT_RATIO` Recent 1-week daily average short selling ratio * `MONTH_AVG_VOLUME` Recent 1-month daily average volume * `MONTH_AVG_SHORT_NUMBER` Recent 1-month daily average short selling volume * `MONTH_AVG_SHORT_RATIO` Recent 1-month daily average short selling ratio --- # Get Indicator List `get_indicator_list(search_key='', lang_type=IndicatorLangType.NONE, search_mode=IndicatorSearchMode.PARTIAL)` * **Description** Get the list of supported indicators. Supports filtering by keyword, indicator script language (MyLang / Python) and search mode (partial / exact). * **Parameters** Parameter|Type|Description :-|:-|:- search_key|str|Search keyword. Leave empty to return all indicators lang_type|[IndicatorLangType](./quote.md#7629)|Indicator script language. Leave empty or `NONE` to not filter by language search_mode|[IndicatorSearchMode](./quote.md#4663)|Search mode, default partial match * **Return**
Parameter Type Description
ret RET_CODE API call result
data pd.DataFrame When ret == RET_OK, returns indicator list
str When ret != RET_OK, returns error description
* DataFrame fields: Field|Type|Description :-|:-|:- short_name|str|Indicator short name, unique within the same language full_name|str|Indicator full name lang_type|[IndicatorLangType](./quote.md#7629)|Script language (MyLang / Python) inputs|list|Input parameter list, each item is an [IndicatorInputParam](./quote.md) outputs|list|Output parameter list, each item is an [IndicatorOutputParam](./quote.md) script|str|Script source code, only returned when `search_mode = Exact` and `search_key` is non-empty * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_indicator_list('MACD', IndicatorLangType.MyLang, IndicatorSearchMode.PARTIAL) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` --- # Asynchronously Request Indicator Calculation `request_indicator_calc_async(short_name, lang_type, code, kl_type, klines, num=None, input_params=None)` * **Description** Asynchronously request indicator calculation. The API returns a `calc_id` immediately; the actual calculation result is delivered asynchronously through the [push-indicator-calc](./push-indicator-calc.md) callback, paired by `calc_id`. * **Parameters** Parameter|Type|Description :-|:-|:- short_name|str|Indicator short name lang_type|[IndicatorLangType](./quote.md#7629)|Script language type code|str|Stock code, e.g. `HK.00700` kl_type|[KLType](./quote.md#66)|K-line type klines|pd.DataFrame or list[dict]|K-line data num|int or None|Use at most the first N K-lines; None means all K-lines input_params|list[dict] or None|Input parameter overrides (optional) * **Return**
Parameter Type Description
ret RET_CODE API call result
data str When ret == RET_OK, returns the `calc_id` of the calculation task, used to pair with push results
str When ret != RET_OK, returns error description
* **Example** ```python from moomoo import * import time quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) class IndicatorCalcHandler(IndicatorCalcHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, content = super(IndicatorCalcHandler, self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print('error:', content) return ret_code, content print('calc result:', content) return RET_OK, content quote_ctx.set_handler(IndicatorCalcHandler()) ret, kl_data, _ = quote_ctx.request_history_kline('HK.00700', start='2024-01-01', end='2024-03-01', ktype=KLType.K_DAY) if ret == RET_OK: ret, calc_id = quote_ctx.request_indicator_calc_async( 'MACD', IndicatorLangType.MYLANG, 'HK.00700', KLType.K_DAY, kl_data) print('calc_id:', calc_id) time.sleep(5) quote_ctx.close() ``` if ret == RET_OK: print('calc_id:', calc_id) else: print('error:', calc_id) quote_ctx.close() # Remember to close the connection to avoid exhausting connection quota ``` --- # Indicator Async Calc Result Push `on_recv_rsp(self, rsp_pb)` * **Description** Indicator async calculation result push callback. The result is paired with the original request submitted via [request-indicator-calc](./request-indicator-calc.md) by `calc_id`. The client registers a handler (typically via `set_handler`) to passively receive the push. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_PushIndicatorCalc_pb2.Response|This parameter does not need to be processed directly in the derived class. * **Return**
Field Type Description
ret RET_CODE API call result
data dict When ret == RET_OK, returns the indicator calculation result
str When ret != RET_OK, returns error description
* Result fields: Field|Type|Description :-|:-|:- calc_id|str|Calculation task ID, matches the value returned by `request_indicator_calc_async` outputs|list|Output line metadata, each item is an [IndicatorOutputParam](./quote.md) output_rows|list|Calculation result in time order, each row contains `time` and `values` (one value per output) * **Example** ```python import time from moomoo import * class IndicatorCalcTest(IndicatorCalcHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(IndicatorCalcTest, self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("IndicatorCalcTest: error, msg: %s" % data) return RET_ERROR, data print("IndicatorCalcTest ", data) return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = IndicatorCalcTest() quote_ctx.set_handler(handler) ret, kl_data, _ = quote_ctx.request_history_kline('US.AAPL', start='2024-01-01', end='2024-06-01', ktype=KLType.K_DAY) if ret == RET_OK: quote_ctx.request_indicator_calc_async('MACD', IndicatorLangType.MYLANG, 'US.AAPL', KLType.K_DAY, kl_data) time.sleep(15) quote_ctx.close() ``` :::tip Tips * This interface provides the function of continuously receiving pushed indicator calculation results. To trigger a calculation, call [request-indicator-calc](./request-indicator-calc.md). Each push is paired with the original request by `calcId`. ::: --- # Get Details of Historical Candlestick Quota `get_history_kl_quota(get_detail=False)` * **Description** Get usage details of historical candlestick quota * **Parameters** Parameter|Type|Description :-|:-|:- get_detail|bool|Whether to return the detailed record of historical candlestick pulled. (True: return. False: not return.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data tuple If ret == RET_OK, historical candlestick quota is returned.
str If ret != RET_OK, error description is returned.
* Historical candlestick quota format as follows: Field|Type|Description :-|:-|:- used_quota|int|Used quota. (How many stocks have been downloaded in the current period.) remain_quota|int|Remaining quota. detail_list|list|Detailed records of historical candlestick data pulled, including stock code and pulling time. (Data type of elements in the list is dict.) - detail_list, the data column format is as follows Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. request_time|str|The time string of the last pull. (yyyy-MM-dd HH:mm:ss.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_history_kl_quota(get_detail=True) # Setting True means that you need to return the detailed record of historical candlestick pulled if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python (2, 98, {'code': 'HK.00123', 'name': 'YUEXIU PROPERTY', 'request_time': '2023-06-20 19:59:00'}, {'code': 'HK.00700', 'name': 'TENCENT', 'request_time': '2023-07-19 16:44:14'}]) ``` :::tip Interface Restrictions * We will issue historical candlestick quotas based on the assets and tradings of your account. Therefore, you can only obtain historical candlestick data for a limited number of stocks within 7 days. For specific rules, please refer to [Subscription Quota & Historical Candlestick Quota](../intro/authority.md#9123). * The historical candlestick quota you consume on that day will be automatically released after 7 days. ::: --- # Set Price Reminder `set_price_reminder(code, op, key=None, reminder_type=None, reminder_freq=None, value=None, note=None, reminder_session_list=NONE)` * **Description** Add, delete, modify, enable, and disable price reminders for specified stocks * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Stock code op|[SetPriceReminderOp](./quote.md#8810)|Operation type. key|int|Identification, do not need to fill in the case of adding all or deleting all. reminder_type|[PriceReminderType](./quote.md#3793)|The type of price reminder, this input parameter will be ignored when delete, enable, or disable. reminder_freq|[PriceReminderFreq](./quote.md#9918)|The frequency of price reminder, this input parameter will be ignored when delete, enabled, or disable. value|float|Reminder value, the input parameter will be ignored when delete, enable, or disable. (3 decimal place accuracy, the excess part is discarded.) note|str|The note set by the user, note supports no more than 20 Chinese characters, the input parameter will be ignored when delete, enable, or disable. reminder_session_list|list|The session for US stocks price reminder, this input parameter will be ignored when delete, enable, or disable. (- The parameter type in list is [PriceReminderMarketStatus](./quote.md#6578). - The default price reminder session for US stocks is pre/post+RTH.) * **Return**
Field Type Description
ret RET_CODE Interface result.
key int If ret == RET_OK, The price reminder key of the operation is returned. When deleting all reminders of a specific stock, 0 is returned.
str If ret != RET_OK, error description is returned.
* **Example** ```python from moomoo import * import time class PriceReminderTest(PriceReminderHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, content = super(PriceReminderTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("PriceReminderTest: error, msg: %s" % content) return RET_ERROR, content print("PriceReminderTest ", content) return RET_OK, content quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = PriceReminderTest() quote_ctx.set_handler(handler) ret, data = quote_ctx.get_market_snapshot(['US.AAPL']) if ret == RET_OK: bid_price = data['bid_price'][0] # Get real-time bid price ask_price = data['ask_price'][0] # Get real-time selling price # Set a reminder for AAPL(24H) when the selling price is lower than (ask_price-1) ret_ask, ask_data = quote_ctx.set_price_reminder(code='US.AAPL', op=SetPriceReminderOp.ADD, key=None, reminder_type=PriceReminderTypeASK_PRICE_DOWN, reminder_freq=PriceReminderFreq.ALWAYS, value=(ask_price-1), note='123', reminder_session_list=[PriceReminderMarketStatus.US_PRE, PriceReminderMarketStatus.OPEN, PriceReminderMarketStatus.US_AFTER, PriceReminderMarketStatus.US_OVERNIGHT]) if ret_ask == RET_OK: print('When the selling price is lower than (ask_price-1), remind that the setting is successful:', ask_data) else: print('error:', ask_data) # Set a reminder for AAPL(24H) when the bid price is higher than (bid_price+1) ret_bid, bid_data = quote_ctx.set_price_reminder(code='US.AAPL', op=SetPriceReminderOp.ADD, key=None, reminder_type=PriceReminderType.BID_PRICE_UP, reminder_freq=PriceReminderFreq.ALWAYS, value=(bid_price+1), note='456', reminder_session_list=[PriceReminderMarketStatus.US_PRE, PriceReminderMarketStatus.OPEN, PriceReminderMarketStatus.US_AFTER, PriceReminderMarketStatus.US_OVERNIGHT]) if ret_bid == RET_OK: print('When the bid price is higher than (bid_price+1), the reminder is set successfully: ', bid_data) else: print('error:', bid_data) time.sleep(15) quote_ctx.close() ``` * **Output** ```python When the selling price is lower than (ask_price-1), the reminder is set successfully: 158815356110052101 When the bid price is higher than (bid_price+1), the reminder is set successfully: 158815356129980801 ``` :::tip Tips * Trading volume in API is based on shares. A-shares are shown in lots in moomoo Client. * The type of price alert has minimum precision, as follows: TURNOVER_UP: The minimum precision of the turnover is 10 (Yuan, Hong Kong dollar, US dollar). The value passed in will be automatically rounded down to an integer multiple of the minimum precision. If you set 00700 transaction volume 102 yuan reminder, you will get 00700 transaction volume 100 yuan reminder. After setting; if you set 00700 transaction volume 8 yuan reminder, you will get 00700 transaction volume 0 yuan reminder after setting. VOLUME_UP: The minimum accuracy of A-share trading volume is 1000 shares, and the minimum accuracy of other market stock trading volume is 10 shares. The value passed in will be automatically rounded down to an integer multiple of the minimum precision. BID_VOL_UP, ASK_VOL_UP: The minimum precision for buying and selling of A-shares is 100 shares. The value passed in will be automatically rounded down to an integer multiple of the minimum precision. The precision of the remaining price alert types supports up to 3 decimal places ::: :::tip Interface Limitations * A maximum of 60 requests per 30 seconds * The upper limit of reminders that can be set for each type of each stock is 10 ::: --- # Get Price Reminder List `get_price_reminder(code=None, market=None)` * **Description** Get a list of price reminders set for the specified stock or market * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Specified stock code. market|[Market](./quote.md#456)|Specified market type. (Note that either Shanghai or Shenzhen will be regarded as the A-share market.) Note: Choose either code or market, and code takes precedence if both exist. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, price reminder data is returned.
str If ret != RET_OK, error description is returned.
* Price reminder data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. key|int|Identification, used to modify the price reminder. reminder_type|[PriceReminderType](./quote.md#3793)|The type of price reminder. reminder_freq|[PriceReminderFreq](./quote.md#9918)|The frequency of price reminder. value|float|Remind value. enable|bool|Whether to enable. note|str|Note. (Note supports no more than 20 Chinese characters.) reminder_session_list|list|Price reminder session list for US stocks (The parameter type in list is [PriceReminderMarketStatus](./quote.md#6578).) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_price_reminder(code='US.AAPL') if ret == RET_OK: print(data) print(data['key'].values.tolist()) # Convert to list else: print('error:', data) print('******************************************') ret, data = quote_ctx.get_price_reminder(code=None, market=Market.US) if ret == RET_OK: print(data) if data.shape[0] > 0: # If the price remind list is not empty print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name key reminder_type reminder_freq value enable note reminder_session_list 0 US.AAPL APPLE 1744021708234288125 BID_PRICE_UP ALWAYS 184.37 True 456 [US_AFTER] 1 US.AAPL APPLE 1744022257052794489 BID_PRICE_UP ALWAYS 185.50 True 456 [OPEN, US_PRE, US_AFTER, US_OVERNIGHT] 2 US.AAPL APPLE 1744021708211891867 ASK_PRICE_DOWN ALWAYS 182.54 True 123 [US_AFTER] 3 US.AAPL APPLE 1744022257023211123 ASK_PRICE_DOWN ALWAYS 183.70 True 123 [OPEN, US_PRE, US_AFTER, US_OVERNIGHT] [1744021708234288125, 1744022257052794489, 1744021708211891867, 1744022257023211123] ****************************************** code name key reminder_type reminder_freq value enable note reminder_session_list 0 US.AAPL APPLE 1744021708234288125 BID_PRICE_UP ALWAYS 184.37 True 456 [US_AFTER] 1 US.AAPL APPLE 1744022257052794489 BID_PRICE_UP ALWAYS 185.50 True 456 [OPEN, US_PRE, US_AFTER, US_OVERNIGHT] 2 US.AAPL APPLE 1744021708211891867 ASK_PRICE_DOWN ALWAYS 182.54 True 123 [US_AFTER] 3 US.AAPL APPLE 1744022257023211123 ASK_PRICE_DOWN ALWAYS 183.70 True 123 [OPEN, US_PRE, US_AFTER, US_OVERNIGHT] 4 US.NVDA NVIDIA 1739697581665326308 PRICE_DOWN ALWAYS 102.00 True [OPEN, US_PRE, US_AFTER, US_OVERNIGHT] US.AAPL ['US.AAPL', 'US.AAPL', 'US.AAPL', 'US.AAPL', 'US.NVDA'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds ::: --- # Get The Watchlist `get_user_security(group_name)` * **Description** Get a list of a specified group from watchlist * **Parameters** Parameter|Type|Description :-|:-|:- group_name|str|The name of the specified group from watchlist. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, watchlist is returned.
str If ret != RET_OK, error description is returned.
* Watchlist data format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. lot_size|int|Number of shares per lot, number of shares per contract for options, contract multiplier for futures. stock_type|[SecurityType](./quote.md#9767)|Stock type. stock_child_type|[WrtType](./quote.md#2421)|Warrant type. stock_owner|str|The code of the underlying stock to which the warrant belongs, or the code of the underlying stock of the option. option_type|[OptionType](./quote.md#9598)|Option type. strike_time|str|The option exercise date. (Format: yyyy-MM-dd The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.) strike_price|float|Option strike price. suspension|bool|Whether the option is suspended. (True: suspension) listing_date|str|Listing date. (Format: yyyy-MM-dd) stock_id|int|Stock ID. delisting|bool|Whether is delisted. main_contract|bool|Whether is future main contract. last_trade_time|str|Last trading time. (Main, current month and next month futures do not have this field.) * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_user_security("A") if ret == RET_OK: print(data) if data.shape[0] > 0: # If the user security list is not empty print(data['code'][0]) # Take the first stock code print(data['code'].values.tolist()) # Convert to list else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code name lot_size stock_type stock_child_type stock_owner option_type strike_time strike_price suspension listing_date stock_id delisting main_contract last_trade_time 0 HK.HSImain HSI Future Main(NOV0) 50 FUTURE N/A N/A N/A 71000662 False True 1 HK.00700 Tencent Holdings 100 STOCK N/A N/A N/A 2004-06-16 54047868453564 False False HK.HSImain ['HK.HSImain', 'HK.00700'] ``` :::tip Tips The corresponding Chinese and English names of the system group are as follows Chinese|English :-|:-|:- 全部|All 沪深|CN 港股|HK 美股|US 期权|Options 港股期权|HK options 美股期权|US options 特别关注|Starred 期货|Futures ::: :::tip Interface Limitations * A maximum of 10 requests per 30 seconds * Does not support position (Positions), fund treasure (Mutual Fund), foreign exchange (Forex) group query ::: --- # Get Groups From Watchlist `get_user_security_group(group_type = UserSecurityGroupType.ALL)` * **Description** Get a list of groups from the user watchlist * **Parameters** Parameter|Type|Description :-|:-|:- group_type|[UserSecurityGroupType](./quote.md#8561)|Group type. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, group data of watchlist is returned.
str If ret != RET_OK, error description is returned.
* Group data of watchlist format as follows: Field|Type|Description :-|:-|:- group_name|str|Group name. group_type|[UserSecurityGroupType](./quote.md#8561)|Group type. * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.get_user_security_group(group_type = UserSecurityGroupType.ALL) if ret == RET_OK: print(data) else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python group_name group_type 0 Options SYSTEM .. ... ... 12 C CUSTOM [13 rows x 2 columns] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds ::: --- # Modify the Watchlist `modify_user_security(group_name, op, code_list)` * **Description** Modify the specific group from the watchlist (you cannot modify the system group) * **Parameters** Parameter|Type|Description :-|:-|:- group_name|str|The name of the group from the watchlist that needs to be modified. op|[ModifyUserSecurityOp](./quote.md#5843)|Operation type. code_list|list|Stock list. (Data type of elements in the list is str.) * **Return**
Field Type Description
ret RET_CODE Interface result.
msg str If ret == RET_OK, "success" is returned.
If ret != RET_OK, error description is returned.
* **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret, data = quote_ctx.modify_user_security("A", ModifyUserSecurityOp.ADD, ['HK.00700']) if ret == RET_OK: print(data) # Return success else: print('error:', data) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python success ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds * You can only modify custom groups, not the system group * There is an upper limit on the number of "all" watchlist: 500 for untraded customers and 2000 for traded clients (when adding stocks to other groups, the "all" watchlist will also increase synchronously) * If there are multiple groups with a same name, the first group will be operated ::: --- # Price Reminder Callback `on_recv_rsp(self, rsp_pb)` * **Description** The price reminder notification callback, asynchronously handles the notification push that has been set to the price reminder. After receiving the real-time price notification, it will call back to this function. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Qot_UpdatePriceReminder_pb2.Response|This parameter does not need to be processed directly in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data dict If ret == RET_OK, price reminder is returned.
str If ret != RET_OK, error description is returned.
* Price reminder format as follows: Field|Type|Description :-|:-|:- code|str|Stock code. name|str|Stock name. price|float|Current price. change_rate|str|Current change rate. market_status|[PriceReminderMarketStatus](./quote.md#6578)|The time period for triggering. content|str|Text content of price reminder. note|str|Note. (Note supports no more than 20 Chinese characters.) key|int|Price reminder identification. reminder_type|[PriceReminderType](./quote.md#3793)|The type of price reminder. set_value|float|The reminder value set by the user. cur_value|float|The value when the reminder was triggered. * **Example** ```python import time from moomoo import * class PriceReminderTest(PriceReminderHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, content = super(PriceReminderTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("PriceReminderTest: error, msg: %s" % content) return RET_ERROR, content print("PriceReminderTest ", content) # PriceReminderTest's own processing logic return RET_OK, content quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = PriceReminderTest() quote_ctx.set_handler(handler) # Set price reminder notification callback time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current connection, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute ``` * **Output** ```python PriceReminderTest {'code': 'US.AAPL', 'name': 'APPLE', 'price': 185.750, 'change_rate': 0.11, 'market_status': 'US_PRE', 'content': '买一价高于185.500', 'note': '', 'key': 1744022257052794489, 'reminder_type': 'BID_PRICE_UP', 'set_value': 185.500, 'cur_value': 185.750} ``` :::tip Tips * This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the [Get Price Reminder List](./get-price-reminder.md) API. * For the difference between get real-time data and real-time data callback, please refer to [How to Get Real-time Quotes Through Subscription Interface](../qa/quote.md#5505) API. ::: --- # Quotation Definitions ## Cumulative Filter Properties > **StockField** * `NONE` unknown * `CHANGE_RATE` Yield (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-10.2, 20.4]) * `AMPLITUDE` Amplitude (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [0.5, 20.6]) * `VOLUME` Average daily trading volume (- 0 decimal place accuracy, the excess part is discarded. - For example, a range of [2000, 70000]) * `TURNOVER` Average daily turnover (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1400, 890000]) * `TURNOVER_RATE` Turnover rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [2, 30]) ## Asset Types > **AssetClass** * `UNKNOW` Unknown * `STOCK` Stocks * `BOND` Bonds * `COMMODITY` Commodities * `CURRENCY_MARKET` Currency markets * `FUTURE` Futures * `SWAP` Swaps ## Corporate Action ## Dark Disk Status > **DarkStatus** * `NONE` No grey market trading * `TRADING` Ongoing grey market trading * `END` Grey market trading finished ## Financial Filter Properties > **StockField** * `NONE` unknown * `NET_PROFIT` Net profit (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [100000000, 2500000000]) * `NET_PROFIX_GROWTH` Net profit growth rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-10, 300]) * `SUM_OF_BUSINESS` Operating income (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [100000000, 6400000000]) * `SUM_OF_BUSINESS_GROWTH` Year-on-year growth rate of operating income (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-5, 200]) * `NET_PROFIT_RATE` Net profit rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [10, 113]) * `GROSS_PROFIT_RATE` Gross profit margin (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [4, 65]) * `DEBT_ASSET_RATE` Asset-liability ratio (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [5, 470]) * `RETURN_ON_EQUITY_RATE` Return on equity (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [20, 230]) * `ROIC` Return on invested capital (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `ROA_TTM` Return on assets TTM (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `EBIT_TTM` Earnings before interest and tax TTM (- unit: yuan. - Only applicable to annual reports. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `EBITDA` Earnings before interest, tax, depreciation and amortization (- unit: yuan. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `OPERATING_MARGIN_TTM` Operating profit margin TTM (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `EBIT_MARGIN` EBIT margin (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `EBITDA_MARGIN ` EBITDA margin (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `FINANCIAL_COST_RATE` Financial cost rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `OPERATING_PROFIT_TTM ` Operating profit TTM (- unit: yuan. - Only applicable to annual reports. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `SHAREHOLDER_NET_PROFIT_TTM` Net profit attributable to the parent company (- unit: yuan. - Only applicable to annual reports. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `NET_PROFIT_CASH_COVER_TTM` The proportion of cash income in profit (- This field is in percentage form, so 20 is equivalent to 20%. - Only applicable to annual reports. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1.0, 60.0]) * `CURRENT_RATIO` Current ratio (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [100, 250]) * `QUICK_RATIO` Quick ratio (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [100, 250]) * `CURRENT_ASSET_RATIO` Liquidity rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [10, 100]) * `CURRENT_DEBT_RATIO` Current debt ratio (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [10, 100]) * `EQUITY_MULTIPLIER` Equity multiplier (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [100, 180]) * `PROPERTY_RATIO` Equity ratio (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [50, 100]) * `CASH_AND_CASH_EQUIVALENTS` Cash and cash equivalent (- unit: yuan. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `TOTAL_ASSET_TURNOVER` Total asset turnover rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [50, 100]) * `FIXED_ASSET_TURNOVER` Fixed asset turnover rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [50, 100]) * `INVENTORY_TURNOVER` Inventory turnover rate (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [50, 100]) * `OPERATING_CASH_FLOW_TTM` Operating cash flow TTM (- unit: yuan. - Only applicable to annual reports. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `ACCOUNTS_RECEIVABLE` Net accounts receivable (- unit: yuan. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `EBIT_GROWTH_RATE` Year-on-year growth rate of EBIT (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `OPERATING_PROFIT_GROWTH_RATE` Year-on-year growth rate of operating profit (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `TOTAL_ASSETS_GROWTH_RATE` Year-on-year growth rate of total assets (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `PROFIT_TO_SHAREHOLDERS_GROWTH_RATE` Year-on-year growth rate of net profit attributed to parent company owner (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `PROFIT_BEFORE_TAX_GROWTH_RATE` Year-on-year growth rate of total profit (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `EPS_GROWTH_RATE` Year-on-year growth rate of EPS (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `ROE_GROWTH_RATE` Year-on-year growth rate of ROE (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `ROIC_GROWTH_RATE` Year-on-year growth rate of ROIC (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `NOCF_GROWTH_RATE` Year-on-year growth rate of operating cash flow (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `NOCF_PER_SHARE_GROWTH_RATE` Year-on-year growth rate of operating cash flow per share (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [1.0, 10.0]) * `OPERATING_REVENUE_CASH_COVER` Operating cash cover ratio (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [10, 100]) * `OPERATING_PROFIT_TO_TOTAL_PROFIT` Operating profit ratio (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [10, 100]) * `BASIC_EPS` Basic earnings per share (- 3 decimal place accuracy, the excess part is discarded. - unit: yuan. - For example, a range of [0.1, 10]) * `DILUTED_EPS` Diluted earnings per share (- 3 decimal place accuracy, the excess part is discarded. - unit: yuan. - For example, a range of [0.1, 10]) * `NOCF_PER_SHARE` Net operating cash flow per share (- 3 decimal place accuracy, the excess part is discarded. - unit: yuan. - For example, a range of [0.1, 10]) ## Financial Filter Properties Period > **FinancialQuarter** * `NONE` unknown * `ANNUAL` annual report * `FIRST_QUARTER` First quarter report * `INTERIM` Interim report * `THIRD_QUARTER` Third quarter report * `MOST_RECENT_QUARTER` Latest quarter report ## Custom indicator attributes > **StockField** * `NONE` Unknown * `PRICE` latest price * `MA5` Simple moving average * `MA5` 5-day simple moving average (Not recommended) * `MA10` 10-day simple moving average (Not recommended) * `MA20` 20-day simple moving average (Not recommended) * `MA30` 30-day simple moving average (Not recommended) * `MA60` 60-day simple moving average (Not recommended) * `MA120` 120-day simple moving average (Not recommended) * `MA250` 250-day simple moving average (Not recommended) * `RSI` RSI (The default value of the indicator parameter is [12].) * `EMA` Exponential moving average * `EMA5` 5-day exponential moving average (Not recommended) * `EMA10` 10-day exponential moving average (Not recommended) * `EMA20` 20-day exponential moving average (Not recommended) * `EMA30` 30-day exponential moving average (Not recommended) * `EMA60` 60-day exponential moving average (Not recommended) * `EMA120` 120-day exponential moving average (Not recommended) * `EMA250` 250-day exponential moving average (Not recommended) * `KDJ_K` K value of KDJ indicator (Indicator parameters need to be passed according to KDJ. If not passed, the default value is [9,3,3].) * `KDJ_D` D value of KDJ indicator (Indicator parameters need to be passed according to KDJ. If not passed, the default value is [9,3,3].) * `KDJ_J` J value of KDJ indicator (Indicator parameters need to be passed according to KDJ. If not passed, the default value is [9,3,3].) * `MACD_DIFF` DIFF value of MACD indicator (Indicator parameters need to be passed according to MACD. If not passed, the default value is [12,26,9].) * `MACD_DEA` DEA value of MACD indicator (Indicator parameters need to be passed according to MACD. If not passed, the default value is [12,26,9].) * `MACD` MACD value of MACD indicator (Indicator parameters need to be passed according to MACD. If not passed, the default value is [12,26,9].) * `BOLL_UPPER` UPPER value of BOLL indicator (Indicator parameters need to be passed according to BOLL. If not passed, the default value is [20,2].) * `BOLL_MIDDLER` MIDDLER value of BOLL indicator (Indicator parameters need to be passed according to BOLL. If not passed, the default value is [20,2].) * `BOLL_LOWER` LOWER value of BOLL indicator (Indicator parameters need to be passed according to BOLL. If not passed, the default value is [20,2].) * `VALUE` Custom value (stock_field1 does not support this field) ## Indicator language type > **IndicatorLangType** * `UNKNOWN` No filter * `MYLANG` MyLang * `PYTHON` Python ## Indicator search mode > **IndicatorSearchMode** * `PARTIAL` Partial match (default) * `EXACT` Exact match; also returns script field ## Indicator parameter value type Possible values for the type field in indicator input value dict. ## Indicator shape When type is SHAPE, value is the enum name string below. ## Indicator line type When type is LINE, value is the enum name string below. ## Indicator parameter value Indicator input value dict maps to this Protobuf message; SDK converts to Python values. ## Indicator input parameter Structure of inputs elements returned by [get_indicator_list](./get-indicator-list.md). ## Indicator output parameter Metadata for one output line; matches outputs elements in [push-indicator-calc](./push-indicator-calc.md) callback. ## Relative position > **RelativePosition** * `NONE` Unknown * `MORE` Stock_field1 is greater than stock_field2 * `LESS` Stock_field1 is less than stock_field2 * `CROSS_UP` Stock_field1 cross over stock_field2 * `CROSS_DOWN` Stock_field1 cross below stock_field2 ## Pattern attributes > **PatternField** * `NONE` 未知 * `MA_ALIGNMENT_LONG` MA bullish alignment (MA5 > MA10 > MA20 > MA30 > MA60 for two consecutive days, and the closing price of the day is greater than the closing price of the previous day) * `MA_ALIGNMENT_SHORT` MA bearish alignment (MA5 < MA10 < MA20 < MA30 < MA60 for two consecutive days, and the closing price of the day is less than the closing price of the previous day) * `EMA_ALIGNMENT_LONG` EMA bullish alignment (EMA5 > EMA10 > EMA20 > EMA30 > EMA60 for two consecutive days, and the closing price of the day is greater than the closing price of the previous day) * `EMA_ALIGNMENT_SHORT` EMA bearish alignment (EMA5 < EMA10 < EMA20 < EMA30 < MA60 for two consecutive days, and the closing price of the day is less than the closing price of the previous day) * `RSI_GOLD_CROSS_LOW` RSI low golden cross (short-term RSI crosses over long-term RSI below 50 (short-term RSI of the previous day is less than long-term RSI, short-term RSI of the current day is greater than long-term RSI)) * `RSI_DEATH_CROSS_HIGH` RSI high dead cross (short-term RSI crosses below long-term RSI above 50 (short-term RSI of the previous day is greater than long-term RSI, short-term RSI of the current day is less than long-term RSI)) * `RSI_TOP_DIVERGENCE` RSI top divergence (two adjacent candlestick peaks, the CLOSE of the later peak > the CLOSE of the earlier peak, the RSI12 value of the later peak < the RSI12 value of the earlier peak) * `RSI_BOTTOM_DIVERGENCE` RSI bottom divergence (two adjacent candlestick troughs, the CLOSE of the later trough < the CLOSE of the earlier trough, the RSI12 value of the later trough > the RSI12 value of the earlier trough) * `KDJ_GOLD_CROSS_LOW` KDJ low golden cross (D value is less than or equal to 30, and the K value of the previous day is less than the D value, and the K value of the day is greater than the D value) * `KDJ_DEATH_CROSS_HIGH` KDJ high death cross (D value is greater than or equal to 70, and the K value of the previous day is greater than the D value, and the K value of the day is less than the D value) * `KDJ_TOP_DIVERGENCE` KDJ top divergence (two adjacent candlestick peaks, the CLOSE of the later peak > the CLOSE of the earlier peak, the J value of the later peak < the J value of the earlier peak) * `KDJ_BOTTOM_DIVERGENCE` KDJ bottom divergence (two adjacent candlestick troughs, the CLOSE of the later trough < the CLOSE of the earlier trough, the J value of the later trough > the J value of the earlier trough) * `MACD_GOLD_CROSS_LOW` MACD golden cross (DIFF crosses over DEA ​​(DIFF is less than DEA of the previous day, and DIFF is greater than DEA of the current day)) * `MACD_DEATH_CROSS_HIGH` MACD dead cross (DIFF crosses below DEA (DIFF is greater than DEA of the previous day, and DIFF is less than DEA of the current day)) * `MACD_TOP_DIVERGENCE` MACD top divergence (two adjacent candlestick peaks, the CLOSE of the later peak > the CLOSE of the earlier peak, the MACD value of the later peak < the MACD value of the earlier peak) * `MACD_BOTTOM_DIVERGENCE` MACD bottom deviation (two adjacent candlestick troughs, the CLOSE of the later trough < the CLOSE of the earlier trough, the MACD value of the later trough > the MACD value of the earlier trough) * `BOLL_BREAK_UPPER` Break up bollinger upper bound (the stock price of the previous day was lower than the upper bound, and the stock price of the current day is greater than the upper bound) * `BOLL_BREAK_LOWER` Break up bollinger lower bound (the stock price of the previous day was greater than the lower bound, and the stock price of the current day is less than the lower bound) * `BOLL_CROSS_MIDDLE_UP` Cross over bollinger mid line (the stock price of the previous day was lower than the mid line, and the stock price of the current day is greater than the mid line) * `BOLL_CROSS_MIDDLE_DOWN` Cross below bollinger mid line (the stock price of the previous day was greater than the mid line, and the stock price of the current day is less than the mid line) ## Watchlist Group Type > **UserSecurityGroupType** * `NONE` unknown * `CUSTOM` Custom groups * `SYSTEM` System groups * `ALL` All groups ## Index Option Category > **IndexOptionType** * `NONE` unknown * `NORMAL` Ordinary index option * `SMALL` Small Index Options ## Listing Time > **IpoPeriod** * `NONE` unknown * `TODAY` Listed today * `TOMORROW` To be listed tomorrow * `NEXTWEEK` To be listed next week * `LASTWEEK` Has been listed last week * `LASTMONTH` Has been listed last month ## Warrant Issuer > **Issuer** * `UNKNOW` unknown * `SG` Societe Generale * `BP` BNP Paribas * `CS` Credit Suisse * `CT` Citi Bank * `EA` The Bank of East Aisa * `GS` Goldman Sachs * `HS` HSBC * `JP` JPMorgan Chase * `MB` Macquarie Bank * `SC` Standard Chartered Bank * `UB` Union Bank of Switzerland * `BI` Bank of China * `DB` Deutsche Bank * `DC` Daiwa Bank * `ML` Merrill Lynch * `NM` Nomura Bank * `RB` Rabobank * `RS` The Royal Bank of Scotland * `BC` Barclays * `HT` Haitong Bank * `VT` Bank Vontobel * `KC` KBC Bank * `MS` Morgan Stanley * `GJ` Guotai Junan * `XZ` DBS Bank * `HU` Huatai * `KS` Korea Investment * `CI` CITIC Securities ## Candlestick Field > **KL_FIELD** * `ALL` All * `DATE_TIME` Time * `HIGH` High * `OPEN` Open * `LOW` Low * `CLOSE` Close * `LAST_CLOSE` Close of the previous K-line * `TRADE_VOL` Volume * `TRADE_VAL` Turnover * `TURNOVER_RATE` Turnover rate * `PE_RATIO` P/E ratio * `CHANGE_RATE` Yield ## Candlestick Type > **KLType** * `NONE` unknown * `K_1M` 1 minute candlestick * `K_3M` 3 minutes candlestick (Option is not supported) * `K_5M` 5 minutes candlestick * `K_15M` 15 minutes candlestick * `K_30M` 30 minutes candlestick (Option is not supported) * `K_60M` 60 minutes candlestick * `K_10M` 10 minutes candlestick (Option is not supported) * `K_120M` 120 minutes candlestick (2 hours) (Option is not supported) * `K_180M` 180 minutes candlestick (3 hours) (Option is not supported) * `K_240M` 240 minutes candlestick (4 hours) (Option is not supported) * `K_DAY` 1 day candlestick * `K_WEEK` 1 week candlestick (Option is not supported) * `K_MON` 1 month candlestick (Option is not supported) * `K_QUARTER` 1 quarter candlestick (Option is not supported) * `K_YEAR` 1 year candlestick (Option is not supported) ## Period Type > **PeriodType** * `INTRADAY` Intraday * `DAY` Day * `WEEK` Week * `MONTH` Month ## Price Reminder Market Status > **PriceReminderMarketStatus** * `UNKNOW` unknown * `OPEN` Market opens * `US_PRE` Pre-market of US stocks * `US_AFTER` After-hours of US stocks * `US_OVERNIGHT` Overnight trading session of US stocks ## Watchlist Operation > **ModifyUserSecurityOp** * `NONE` Unknown * `ADD` Add * `DEL` Delete * `MOVE_OUT` Remove from group ## Option Type (by Exercise Time) > **OptionAreaType** * `NONE` unknown * `AMERICAN` American Option * `EUROPEAN` European Option * `BERMUDA` Bermuda Option ## Option in/out of The Money > **OptionCondType** * `ALL` All * `WITHIN` In the money * `OUTSIDE` Out of the money ## Option Type (by Direction) > **OptionType** * `ALL` all * `CALL` Call option * `PUT` Put option ## Option Strategy Type > **OptionStrategyType** * `NONE` Unknown * `SINGLE` Single option * `COVERED` Covered * `SPREAD` Vertical spread * `STRADDLE` Straddle * `STRANGLE` Strangle * `COLLAR` Collar * `BUTTERFLY` Butterfly * `CONDOR` Condor * `IRON_BUTTERFLY` Iron butterfly * `IRON_CONDOR` Iron condor * `CALENDAR_SPREAD` Calendar spread * `DIAGONAL_SPREAD` Diagonal spread * `CUSTOM` Custom ## News Sub Type > **NewsSubType** * `ALL` All * `NEWS` News * `NOTICE` Notice * `RATING` Rating ## Plate Set Type > **Plate** * `ALL` All plates * `INDUSTRY` Industry plate * `REGION` Regional plate (The regional plate of the Hong Kong and US stock markets are temporarily empty.) * `CONCEPT` Concept plate * `OTHER` Other plates (Only used for the return of the [Get plates of stocks](../quote/get-owner-plate.md) interface and cannot be used as a request parameter of other interfaces.) ## Price Reminder Frequency > **PriceReminderFreq** * `NONE` Unknown * `ALWAYS` Keep reminding * `ONCE_A_DAY` Once a day * `ONCE` Only remind once ## Price Reminder Type > **PriceReminderType** * `NONE` Unknown * `PRICE_UP` Price rise to * `PRICE_DOWN` Price fall to * `CHANGE_RATE_UP` Daily increase rate exceeds (This field is in percentage form, so 20 is equivalent to 20%.) * `CHANGE_RATE_DOWN` Daily decline rate exceeds (This field is in percentage form, so 20 is equivalent to 20%.) * `FIVE_MIN_CHANGE_RATE_UP` Increate rate in 5 minutes exceeds (This field is in percentage form, so 20 is equivalent to 20%.) * `FIVE_MIN_CHANGE_RATE_DOWN` Decline rate in 5 minutes exceeds (This field is in percentage form, so 20 is equivalent to 20%.) * `VOLUME_UP` Volume exceeds * `TURNOVER_UP` Turnover exceeds * `TURNOVER_RATE_UP` Turnover rate exceeds (This field is in percentage form, so 20 is equivalent to 20%.) * `BID_PRICE_UP` Bid price higher than * `ASK_PRICE_DOWN` Ask price lower than * `BID_VOL_UP` Bid volume higher than * `ASK_VOL_UP` Ask volume higher than * `THREE_MIN_CHANGE_RATE_UP` Increate rate in 3 minutes exceeds (This field is in percentage form, so 20 is equivalent to 20%.) * `THREE_MIN_CHANGE_RATE_DOWN` Decline rate in 3 minutes exceeds (This field is in percentage form, so 20 is equivalent to 20%.) ## Warrant in/out of the Money > **PriceType** * `UNKNOW` Unknown * `OUTSIDE` Out of the money * `WITH_IN` In the money ## Quote Push Type > **PushDataType** * `UNKNOW` Unknown * `REALTIME` Real-time data * `BYDISCONN` Pull supplementary data (up to 50) during disconnection from Futu server * `CACHE` Non-real-time non-supplementary data ## Quote Market > **Market** * `NONE` Unknown market * `HK` HK market * `US` US market * `SH` Shanghai market * `SZ` Shenzhen market * `SG` Singapore market * `JP` Japanese market * `AU` Australian market * `MY` Malaysian market * `CA` Canadian market * `FX` Forex market * `CC` Cryptocurrency market ## Market State > **MarketState** Corresponding time period of each market state, [click here](../qa/quote.md#2076) to learn more * `NONE` No trading * `AUCTION` Pre-market trading * `WAITING_OPEN` Waiting for opening * `MORNING` Morning session * `REST` Lunch break * `AFTERNOON` Afternoon session / Regular trading hours for U.S stock market * `CLOSED` Market closed * `PRE_MARKET_BEGIN` Pre-market trading of U.S stock market * `PRE_MARKET_END` Pre-market ending of U.S stock market * `AFTER_HOURS_BEGIN` After-hours trading of U.S stock market * `AFTER_HOURS_END` Market closed of U.S. stock market * `OVERNIGHT` Overnight trading of U.S. stock market * `NIGHT_OPEN` Night market trading hours * `NIGHT_END` Night market closed * `NIGHT` Night market trading hours for U.S. index options * `TRADE_AT_LAST` Late trading hours for U.S. index options * `FUTURE_DAY_OPEN` Day market trading hours * `FUTURE_DAY_BREAK` Day market break * `FUTURE_DAY_CLOSE` Day market closed * `FUTURE_DAY_WAIT_OPEN` Futures market wait for opening * `HK_CAS` After-hours bidding for HK stocks * `FUTURE_NIGHT_WAIT` Futures night market wait for opening (Obsolete) * `FUTURE_AFTERNOON` Futures afternoon (Obsolete) * `FUTURE_SWITCH_DATE` Waiting for U.S. futures opening * `FUTURE_OPEN` Trading hours of U.S. futures * `FUTURE_BREAK` Break of U.S. futures * `FUTURE_BREAK_OVER` Trading hours of U.S. futures after break * `FUTURE_CLOSE` Market closed of U.S. futures * `STIB_AFTER_HOURS_WAIT` After-hours matching period on the Sci-tech innovation plate (Obsolete) * `STIB_AFTER_HOURS_BEGIN` After-hours trading on the Sci-tech innovation plate begins (Obsolete) * `STIB_AFTER_HOURS_END` After-hours trading on the Sci-tech innovation plate ends (Obsolete) ## US Stock Session > **Session** * `NONE` Unknown * `RTH` US Stocks Regular trading hours * `ETH` US Stocks Pre/Post + regular trading hours * `OVERNIGHT` US Stocks Overnight trading hours (only applied to Trade API) * `ALL` US Stocks 24H trading hours (applied to Quote API & Trade API) ## Quote Authorities > **QotRight** * `UNKNOW` Unknown * `BMP` BMP (subscription is not supported for this permission) * `LEVEL1` Level1 * `LEVEL2` Level2 * `SF` HK Securities FullTick Quotes * `NO` No permission ## Associated * **Data Type** > **SecurityReferenceType** * `UNKNOW` Unknown * `WARRANT` Warrants for stocks * `FUTURE` Contracts related to futures main ## Candlestick Adjustment Type > **AuType** * `NONE` Actual * `QFQ` Adjust forward * `HFQ` Adjust backward ## Stock Status > **SecurityStatus** * `NONE` Unknown * `NORMAL` Normal status * `LISTING` To be listed * `PURCHASING` Purchasing * `SUBSCRIBING` Subscribing * `BEFORE_DRAK_TRADE_OPENING` Before the grey market trading opens * `DRAK_TRADING` Ongoing grey market trading * `DRAK_TRADE_END` Grey market trading closed * `TO_BE_OPEN` To be open * `SUSPENDED` Suspended * `CALLED` Called * `EXPIRED_LAST_TRADING_DATE` Expired latest trading date * `EXPIRED` Expired * `DELISTED` Delisted * `CHANGE_TO_TEMPORARY_CODE` During the company action, the trading was closed and transferred to the temporary code trading * `TEMPORARY_CODE_TRADE_END` Temporary trading ends * `CHANGED_PLATE_TRADE_END` Plate changed, the old code is not available for trading * `CHANGED_CODE_TRADE_END` The code has been changed, the old code is not available for trading * `RECOVERABLE_CIRCUIT_BREAKER` Recoverable circuit breaker * `UN_RECOVERABLE_CIRCUIT_BREAKER` Unrecoverable circuit breaker * `AFTER_COMBINATION` After-hours matchmaking * `AFTER_TRANSATION` After-hours trading ## Stock Type > **SecurityType** * `NONE` Unknown * `BOND` Bonds * `BWRT` Blanket warrants * `STOCK` Stocks * `ETF` ETFs * `WARRANT` Warrants * `IDX` Indexs * `PLATE` Plates * `DRVT` Options * `PLATESET` Plate sets * `FUTURE` Futures * `CRYPTO` Cryptocurrency ## Set Price Reminder Operation Type > **SetPriceReminderOp** * `NONE` Unknown * `ADD` Add * `DEL` Delete * `ENABLE` Enable * `DISABLE` Disable * `MODIFY` Modify * `DEL_ALL` Delete all (delete all price alerts under the specified stock) ## Sort Direction > **SortDir** * `NONE` Not sorted * `ASCEND` Ascending * `DESCEND` Descending ## Sort Field > **SortField** * `NONE` Unknown * `CODE` Code * `CUR_PRICE` Latest price * `PRICE_CHANGE_VAL` Price changed * `CHANGE_RATE` Yield * `STATUS` Status * `BID_PRICE` Bid price * `ASK_PRICE` Ask price * `BID_VOL` Bid volume * `ASK_VOL` Ask volume * `VOLUME` Volume * `TURNOVER` Turnover * `AMPLITUDE` Amplitude * `SCORE` Comprehensive score * `PREMIUM` Premium * `EFFECTIVE_LEVERAGE` Effective leverage * `DELTA` Hedging value (For puts and calls only) * `IMPLIED_VOLATILITY` Implied volatility (For puts and calls only) * `TYPE` Type * `STRIKE_PRICE` Strike price * `BREAK_EVEN_POINT` Break even point * `MATURITY_TIME` Maturity date * `LIST_TIME` Listing date * `LAST_TRADE_TIME` Lastest trading day * `LEVERAGE` Leverage ratio * `IN_OUT_MONEY` In/out of the money % * `RECOVERY_PRICE` Recovery price (For CBBCs only) * `CHANGE_PRICE` Change price * `CHANGE` Change ratio * `STREET_RATE` Outstanding percentage (the propotioin of retail investors) * `STREET_VOL` Outstanding quantity (the volume held by retail investors) * `WARRANT_NAME` Warrant name * `ISSUER` Issuer * `LOT_SIZE` Lot size * `ISSUE_SIZE` Issue size * `UPPER_STRIKE_PRICE` Upper bound (Only for Inline Warrants) * `LOWER_STRIKE_PRICE` Lower bound (Only for Inline Warrants) * `INLINE_PRICE_STATUS` In/out of bounds (Only for Inline Warrants) * `PRE_CUR_PRICE` Latest price of pre-market * `AFTER_CUR_PRICE` Latest price of after-hours * `PRE_PRICE_CHANGE_VAL` Pre-market changes * `AFTER_PRICE_CHANGE_VAL` After-hours changes * `PRE_CHANGE_RATE` Pre-market change rate % * `AFTER_CHANGE_RATE` After-hours change rate % * `PRE_AMPLITUDE` Pre-market amplitude % * `AFTER_AMPLITUDE` After-hours amplitude % * `PRE_TURNOVER` Pre-market turnover * `AFTER_TURNOVER` After-hours turnover * `LAST_SETTLE_PRICE` Last settle price * `POSITION` Position * `POSITION_CHANGE` Daily increase of position * `MARKET_CAP` Market cap, for use with Qot_GetValuationPlateStockList * `VALUATION` Valuation, for use with Qot_GetValuationPlateStockList * `FORWARD_VALUATION` Forward valuation, for use with Qot_GetValuationPlateStockList * `HISTORICAL_PERCENTILE` Historical percentile, for use with Qot_GetValuationPlateStockList * `HOLDER_QUANTITY` Number of shares held, for use with shareholder protocols * `SHARE_CHANGE_NUM` Change in shares held, for use with shareholder protocols * `HOLDING_DATE` Holding date, for use with shareholder protocols * `HOLDER_PCT_CHANGE` Change ratio in holdings, for use with shareholder protocols * `HOLDER_CHANGE_AMOUNT` Change amount in holdings, for use with shareholder protocols * `HOLDER_PCT` Holding percentage, for use with shareholder protocols ## Sort Order > **SortType** * `NONE` Unknown * `DESC` Descending * `ASC` Ascending ## Financial Report Type > **F10Type** * `NONE` Unknown * `Q1` Single quarter report, Q1 * `Q2` Single quarter report, Q2 * `Q3` Single quarter report, Q3 * `Q4` Single quarter report, Q4 * `Q6` Cumulative quarter report, Q6 (Q1+Q2) * `Q9` Cumulative quarter report, Q9 (Q1+Q2+Q3) * `ANNUAL` Annual report * `QUARTERLY` Single quarter combination (Q1, Q2, Q3, Q4) * `QUARTERLY_ANNUAL` Single quarter + annual report * `MUL_QUARTERLY` Cumulative quarter reports (Q1, Q6, Q9, Annual) ## Earnings Publication Time Type > **EarningsPubTimeType** * `NONE` Unknown * `PRE_MARKET` Pre-market * `AFTER_MARKET` After-market * `DURING_MARKET` During market hours ## Valuation Type > **ValuationType** * `NONE` Unknown * `PE` P/E ratio * `PB` P/B ratio * `PS` P/S ratio ## Financial Statements Type > **FinancialStatementsType** * `NONE` Unknown * `INCOME` Income statement * `BALANCE_SHEET` Balance sheet * `CASH_FLOW` Cash flow statement * `MAIN_INDEX` Key metrics ## Revenue Breakdown Dimension Type > **RevenueBreakdownType** * `NONE` Unknown * `PRODUCT` Product * `INDUSTRY` Industry * `REGION` Region * `BUSINESS` Business ## Analyst Rating > **ResearchRatingType** * `NONE` Unknown * `SELL` Sell * `UNDERPERFORM` Underperform * `HOLD` Hold * `BUY` Buy * `STRONG_BUY` Strong Buy ## Research Rating Dimension Type > **ResearchRatingDimensionType** * `NONE` Unknown * `INSTITUTION` Institution dimension (default) * `ANALYST` Analyst dimension ## Morningstar Rating Type > **MorningstarRatingType** * `NONE` Unknown * `QUANTITATIVE` Quantitative rating (system model) * `QUALITATIVE` Qualitative rating (analyst-assigned) ## Valuation Historical Interval Type > **ValuationIntervalType** * `NONE` Unknown * `MONTH3` 3 months * `MONTH6` 6 months * `YEAR1` 1 year * `YEAR2` 2 years * `YEAR3` 3 years * `YEAR5` 5 years * `YEAR10` 10 years * `YEAR20` 20 years * `YEAR30` 30 years * `SINCE2019` Since 2019 ## Corporate Action Reform Type > **ReformType** * `NONE` Unknown * `STOCK_SPLIT` Stock split * `STOCK_MERGE` Stock merge * `BONUS_SHARE` Bonus share * `CAPITALIZATION_OF_RESERVES` Capitalization of reserves * `RIGHTS_ISSUE` Rights issue * `NEW_SHARE_ISSUANCE` New share issuance * `CASH_DIVIDEND` Cash dividend * `SPECIAL_DIVIDEND` Special dividend * `SPINOFF` Spinoff ## Holding Changes Filter Type > **HoldingChangesFilterType** * `NONE` All (default) * `INCREASE` Increase * `DECREASE` Decrease * `NEW_IN` New position * `CLOSE_OUT` Close out ## Holder Detail Institution Type > **HolderDetailType** * `DEFAULT` Default, no filter — server-side default logic applies * `ALL` All * `UNCLASSIFIED` Other institutions * `TRADITIONAL_INVESTMENT_MANAGER` Traditional investment manager * `HEDGE_FUND_MANAGER` Hedge fund * `VC_OR_PE` Venture capital / private equity * `CORPORATE_PENSION_PLAN_SPONSOR` Corporate pension plan * `FOUNDATION_FUND_SPONSOR` Foundation fund * `INSURANCE_COMPANY` Insurance company * `BANK_OR_INVESTMENT_BANK` Bank / investment bank * `FAMILY_OFFICES_OR_TRUST` Family office / trust * `SOVEREIGN_WEALTH_FUND` Sovereign wealth fund * `REIT` REIT * `STRUCTURED_FINANCE_POOL_MANAGER` Structured finance pool manager * `UNION_PENSION_PLAN_SPONSOR` Union pension plan * `GOVERNMENT_PENSION_PLAN_SPONSOR` Government pension plan * `ENDOWMENT_FUND_SPONSOR` Endowment fund * `INDIVIDUAL_INSIDERS` Individual * `ISSUE_SPONSORED_ADR` ADS * `CORPORATIONS_PUBLIC` Public corporation * `CORPORATIONS_PRIVATE` Private corporation * `STATE_OWNED_SHARES` State-owned shares ## Company Profile Field Type > **CompanyProfileFieldType** * `SOURCE_TEXT` Text * `LINK_TYPE` Link * `INDEPENDENT_TITLE` Independent title ## Broker Net Buy/Sell Direction > **BuySellType** * `NONE` Unknown * `NET_BUY` Net buy * `NET_SELL` Net sell ## Option Volatility Query Time Period Type > **OptionVolatilityTimePeriodType** * `NONE` Unknown * `WEEK` Week * `MONTH` Month (default) * `QUARTER` Quarter * `HALF_YEAR` Half year * `YEAR` Year ## Option Implied Volatility Status Type > **OptionImpvolStatusType** * `IMPVOL_FLUCTUATING` Option implied volatility is fluctuating * `IMPVOL_OVERVALUED` Option implied volatility is overvalued * `IMPVOL_UNDERVALUED` Option implied volatility is undervalued ## Simple Filter Properties > **StockField** * `NONE` unknown * `STOCK_CODE` Stock code, does not accept list inputs as an interval * `STOCK_NAME` Stock name, does not accept list inputs as an interval * `CUR_PRICE` The latest price (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [10, 20]) * `CUR_PRICE_TO_HIGHEST52_WEEKS_RATIO` **(CP - WH52) / WH52**
**CP**: Current price
**WH52**: 52-week high
Corresponding to the “percentage from 52-week high” on the PC terminal (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-30, -10]) * `CUR_PRICE_TO_LOWEST52_WEEKS_RATIO` **(CP - WL52) / WL52**
**CP**: Current price
**WL52**: 52-week low
Corresponding to the “percentage from 52-week low” on the PC terminal (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [20, 40]) * `HIGH_PRICE_TO_HIGHEST52_WEEKS_RATIO` **(TH - WH52) / WH52**
**TH**: Today's high
**WH52**: 52-week high
(- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-3, -1]) * `LOW_PRICE_TO_LOWEST52_WEEKS_RATIO` **(TL - WL52) / WL52**
**TL**: Today's low
**WL52**: 52-week low
(- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [10, 70]) * `VOLUME_RATIO` Volume ratio (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [0.5, 30]) * `BID_ASK_RATIO` Bid-ask ratio (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-20, 80.5]) * `LOT_PRICE` Price per lot (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [40, 100]) * `MARKET_VAL` Market value (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [50000000, 3000000000]) * `PE_ANNUAL` Trailing P/E (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [-8, 65.3]) * `PE_TTM` P/E TTM (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [-10, 20.5]) * `PB_RATE` P/B ratio (- 3 decimal place accuracy, the excess part is discarded. - For example, a range of [0.5, 20]) * `CHANGE_RATE_5MIN` Change rate in 5 minutes (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-5, 6.3]) * `CHANGE_RATE_BEGIN_YEAR` Price change rate from this year (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [-50.1, 400.7]) * `PS_TTM` P/S TTM (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [100, 500]) * `PCF_TTM` PCF TTM (- 3 decimal place accuracy, the excess part is discarded. - This field is in percentage form, so 20 is equivalent to 20%. - For example, a range of [100, 1000]) * `TOTAL_SHARE` Total number of shares (- unit: share. - 0 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `FLOAT_SHARE` Shares outstanding (- unit: share. - 0 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) * `FLOAT_MARKET_VAL` Market value outstanding (- unit: yuan. - 3 decimal place accuracy, the excess part is discarded. - For example, a range of [1000000000, 1000000000]) ## Subscription Type > **SubType** * `NONE` Unknown * `QUOTE` Basic quote * `ORDER_BOOK` Order book * `TICKER` Tick-by-tick * `RT_DATA` Time Frame * `K_DAY` Daily candlesticks * `K_5M` 5 minutes candlesticks * `K_15M` 15 minutes candlesticks * `K_30M` 30 minutes candlesticks * `K_60M` 60 minutes candlesticks * `K_1M` 1 minute candlesticks * `K_WEEK` Weekly candlesticks * `K_MON` Monthly candlesticks * `BROKER` Broker's queue * `K_QURATER` Seasonal candlesticks * `K_YEAR` Annual candlesticks * `K_3M` 3 minutes candlesticks * `K_10M` 10 minutes candlesticks * `K_120M` 120 minutes candlesticks (2 hours) * `K_180M` 180 minutes candlesticks (3 hours) * `K_240M` 240 minutes candlesticks (4 hours) * `ORDER_BOOK_ODD` Odd lot order book ## Order Book Type > **OrderBookType** * `NORMAL` Normal order book (default) * `ODD` Odd lot order book ## Transaction Direction > **TickerDirect** * `NONE` unknown * `BUY` Active buy (Active buy, a buyer actively buys stocks at the then sell price or higher price.) * `SELL` Active sell (Active sell, a seller actively sells stocks at the then buy price or lower price.) * `NEUTRAL` Neutral transaction (Neutral transaction, the stock price is between the bid price and ask price.) ## Tick-by-Tick Transaction Type > **TickerType** * `UNKNOWN` Unknown * `AUTO_MATCH` Regular sale * `LATE` Pre-market trade * `NON_AUTO_MATCH` Non-regular sale * `INTER_AUTO_MATCH` Regular sale for same broker * `INTER_NON_AUTO_MATCH` Non-regular sale for same broker * `ODD_LOT` Odd lot trade * `AUCTION` Auction trade * `BULK` Bunched trade * `CRASH` Cash trade * `CROSS_MARKET` Intermarket sweep * `BULK_SOLD` Bunched sold trade * `FREE_ON_BOARD` Price variation trade * `RULE127_OR155` Rule 127 (NYSE only) or Rule 155 (NYSE MKT only) * `DELAY` Delay the transaction * `MARKET_CENTER_CLOSE_PRICE` Market center close price * `NEXT_DAY` Next day * `MARKET_CENTER_OPENING` Market center opening trade * `PRIOR_REFERENCE_PRICE` Prior reference price * `MARKET_CENTER_OPEN_PRICE` Market center open price * `SELLER` Seller * `T` Form T(pre-open and post-close market trade) * `EXTENDED_TRADING_HOURS` Extended trading hours/sold out of sequence * `CONTINGENT` Contingent trade * `AVERAGE_PRICE` Average price trade * `OTC_SOLD` Sold(out of sequence) * `ODD_LOT_CROSS_MARKET` Odd lot cross trade * `DERIVATIVELY_PRICED` Derivatively priced * `REOPENINGP_RICED` Re-Opening price * `CLOSING_PRICED` Closing price * `COMPREHENSIVE_DELAY_PRICE` Consolidated late price per listing packet * `OVERSEAS` One party to the transaction is not a member of the Hong Kong Stock Exchange and is an over-the-counter transaction ## Check The Market on The Trading Day > **TradeDateMarket** * `NONE` Unknown * `HK` HK market (- Including stocks, ETFs, warrants, CBBCs, options, non-holiday trading futures - Excluding holiday trading futures) * `US` US market (- Including stocks, ETFs, options - Excluding futures) * `CN` A-share market * `NT` Northbound Trading * `ST` Southbound Trading * `JP_FUTURE` Japanese future market * `SG_FUTURE` Singapore future market ## Type of Trading Day > **TradeDateType** * `WHOLE` Whole day trading * `MORNING` Trading in the morning, closed in the afternoon * `AFTERNOON` Trading in the afternoon, closed in the morning ## Warrant Status > **WarrantStatus** * `NONE` Unknown * `NORMAL` Normal status * `SUSPEND` Suspended * `STOP_TRADE` Stop trading * `PENDING_LISTING` Waiting to be listed ## Warrant Type > **WrtType** * `NONE` Unknown * `CALL` Long warrants * `PUT` Short warrants * `BULL` Call warrants * `BEAR` Put warrants * `INLINE` Inline Warrants ## Exchange Type > **ExchType** * `NONE` Unknown * `HK_MAINBOARD` HKEx·Main Board * `HK_GEMBOARD` HKEx·GEM * `HK_HKEX` HKEx * `US_NYSE` NYSE * `US_NASDAQ` NASDAQ * `US_PINK` OTC Mkt * `US_AMEX` AMEX * `US_OPTION` US (Only applicable to US Options.) * `US_NYMEX` NYMEX * `US_COMEX ` COMEX * `US_CBOT` CBOT * `US_CME` CME * `US_CBOE` CBOE * `CN_SH` SH Stock Ex * `CN_SZ` SZ Stock Ex * `CN_STIB` STAR * `SG_SGX` SGX * `JP_OSE` OSE * `CC_CRYPTO` Cryptocurrency Exchange ## Quote Common Parameter Header **QotHeader** ```protobuf message QotHeader { optional int32 securityFirm = 1; //Security firm identifier, see Trd_Common.SecurityFirm } ``` ## Security Identification **Security** ```protobuf message Security { required int32 market = 1; //QotMarket, quote market required string code = 2; //Code } ``` ## Candlestick data **KLine** ```protobuf message KLine { required string time = 1; //String of timestamp (Format: yyyy-MM-dd HH:mm:ss) required bool isBlank = 2; //Whether it is a point with empty content, if it is true, only time information optional double highPrice = 3; //High optional double openPrice = 4; //Open optional double lowPrice = 5; //Low optional double closePrice = 6; //Close optional double lastClosePrice = 7; //Close of the previous K-line optional int64 volume = 8; //Volume optional double turnover = 9; //Turnover optional double turnoverRate = 10; // Turnover rate (this field is in decimal form, so 0.2 is equivalent to 20%) optional double pe = 11; //P/E ratio optional double changeRate = 12; //Yield (This field is in percentage form, so 20 is equivalent to 20%.) optional double timestamp = 13; //Timestamp } ``` ## Option Specific Fields of The Underlying Quote **OptionBasicQotExData** ```protobuf message OptionBasicQotExData { required double strikePrice = 1; //Strike price required int32 contractSize = 2; //Contract size (integer) optional double contractSizeFloat = 17; //Contract size (float) required int32 openInterest = 3; //Number of open positions required double impliedVolatility = 4; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.) required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.) required double delta = 6; //Greek value Delta required double gamma = 7; //Greek value Gamma required double vega = 8; //Greek value Vega required double theta = 9; //Greek value Theta required double rho = 10; //Greek value Rho optional int32 netOpenInterest = 11; //Net open contract number , only HK options support this field optional int32 expiryDateDistance = 12; //The number of days from the expiry date, a negative number means it has expired. optional double contractNominalValue = 13; //Contract nominal amount , only HK options support this field optional double ownerLotMultiplier = 14; //Equal number of underlying stocks, index options do not have this field , only HK options support this field optional int32 optionAreaType = 15; //OptionAreaType, option type (by exercise time). optional double contractMultiplier = 16; //Contract multiplier optional int32 indexOptionType = 18; //Qot_Common.IndexOptionType, index option type } ``` ## Futures Specific Fields of The Base Quote **FutureBasicQotExData** ```protobuf message FutureBasicQotExData { required double lastSettlePrice = 1; //Close yesterday required int32 position = 2; //Hold position required int32 positionChange = 3; //Daily change in position optional int32 expiryDateDistance = 4; //The number of days from the expiration date } ``` ## Basic Quotation **BasicQot** ```protobuf message BasicQot { required Security security = 1; //Stock optional string name = 24; // stock name required bool isSuspended = 2; //whether trading is suspended required string listTime = 3; //listed date string (This field is deprecated. Format: yyyy-MM-dd) required double priceSpread = 4; //Spread required string updateTime = 5; //Update time string of the latest price (Format: yyyy-MM-dd HH:mm:ss), not applicable to other fields required double highPrice = 6; //High required double openPrice = 7; //Open required double lowPrice = 8; //low required double curPrice = 9; //The latest price required double lastClosePrice = 10; //Close yesterday required int64 volume = 11; //Volume required double turnover = 12; //Turnover required double turnoverRate = 13; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.) required double amplitude = 14; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.) optional int32 darkStatus = 15; //Grey market trading status optional OptionBasicQotExData optionExData = 16; //Option specific field optional double listTimestamp = 17; //Time stamp of listing date (This field is deprecated.) optional double updateTimestamp = 18; //Update timestamp of the latest price, not applicable to other fields optional PreAfterMarketData preMarket = 19; //Pre-market data optional PreAfterMarketData afterMarket = 20; //After-hours data optional int32 secStatus = 21; //Security status optional FutureBasicQotExData futureExData = 22; //Futures specific field } ``` ## Before And After Data **PreAfterMarketData** ```protobuf //US stocks support pre-market and after-hours data //The Sci-tech Innovation Plate only supports after-hours data: trading volume, turnover message PreAfterMarketData { optional double price = 1; //Pre-market or after-hours## Price optional double highPrice = 2; //Pre-market or after-hours## High optional double lowPrice = 3; //Pre-market or after-hours## Low optional int64 volume = 4; //Pre-market or after-hours## Volume optional double turnover = 5; //Pre-market or after-hours## Turnover optional double changeVal = 6; //Pre-market or after-hours## Change in price optional double changeRate = 7; //Pre-market or after-hours## Yield (This field is in percentage form, so 20 is equivalent to 20%.) optional double amplitude = 8; //Pre-market or after-hours## Amplitude (This field is in percentage form, so 20 is equivalent to 20%.) } ``` ## Time Frame Data **TimeShare** ```protobuf message TimeShare { required string time = 1; //Time string (Format: yyyy-MM-dd HH:mm:ss) required int32 minute = 2; //Minutes after 0 o'clock required bool isBlank = 3; //Whether the content is empty, if true, it contents only time optional double price = 4; //Current price optional double lastClosePrice = 5; //Close yesterday optional double avgPrice = 6; //Average price optional int64 volume = 7; //Volume optional double turnover = 8; //Turnover optional double timestamp = 9; //Timestamp } ``` ## Basic Static Information of Securities **SecurityStaticBasic** ```protobuf message SecurityStaticBasic { required Qot_Common.Security security = 1; //Stock required int64 id = 2; //Stock ID required int32 lotSize = 3; //Lot size, the option type represents the number of shares in a contract required int32 secType = 4; //Qot_Common.SecurityType, stock type required string name = 5; //Stock name required string listTime = 6; //Listing time string (This field is deprecated. Format: yyyy-MM-dd) optional bool delisting = 7; //Delisted or not optional double listTimestamp = 8; //Listing timestamp (This field is deprecated.) optional int32 exchType = 9; //Qot_Common.ExchType, Exchange Type } ``` ## Warrant Additional Static Information **WarrantStaticExData** ```protobuf message WarrantStaticExData { required int32 type = 1; //Qot_Common.WarrantType, Warrant Type required Qot_Common.Security owner = 2; //The underlying stock } ``` ## Option Additional Static Information **OptionStaticExData** ```protobuf message OptionStaticExData { required int32 type = 1; //Qot_Common.OptionType, option required Qot_Common.Security owner = 2; //Underlying stock required string strikeTime = 3; //Exercise date (Format: yyyy-MM-dd) required double strikePrice = 4; //Strike price required bool suspend = 5; //Suspended or not required string market = 6; //Issuance market name optional double strikeTimestamp = 7; //Exercise date timestamp optional int32 indexOptionType = 8; //Qot_Common.IndexOptionType, type of index option, only valid for index option optional int32 expirationCycle = 9; // Qot_Common.ExpirationCycle, type of option expiration cycle optional int32 optionStandardType = 10; // Qot_Common.OptionStandardType, type of option standard optional int32 optionSettlementMode = 11; // OptionSettlementMode, mode of option settlement } ``` ## Additional Static Information About Futures **FutureStaticExData** ```protobuf message FutureStaticExData { required string lastTradeTime = 1; //The lastest trading day, only future non-main contracts have this field optional double lastTradeTimestamp = 2; //The lastest trading day timestamp, only future non-main contracts have this field required bool isMainContract = 3; //Futures main contract or not } ``` ## Securities Static Information **SecurityStaticInfo** ```protobuf message SecurityStaticInfo { required SecurityStaticBasic basic = 1; //Basic security information optional WarrantStaticExData warrantExData = 2; //Additional information for warrants optional OptionStaticExData optionExData = 3; //Additional information for options optional FutureStaticExData futureExData = 4; //Additional information for futures } ``` ## Brokerage **Broker** ```protobuf message Broker { required int64 id = 1; //Broker ID required string name = 2; //Broker name required int32 pos = 3; //Broker position //The following fields are specific to SF quote optional int64 orderID = 4; //Exchange order ID, which is different from the order ID returned by the trading interface optional int64 volume = 5; //Number of shares in order } ``` ## Tick-by-Tick **Ticker** ```protobuf message Ticker { required string time = 1; //Time string (Format: yyyy-MM-dd HH:mm:ss) required int64 sequence = 2; //Unique identification required int32 dir = 3; //TickerDirection, buy or sell direction required double price = 4; //Price required int64 volume = 5; //Volume required double turnover = 6; // turnover optional double recvTime = 7; //Local timestamp of received push data, used to locate delay optional int32 type = 8; //TickerType, type by pen optional int32 typeSign = 9; //Pattern-by-stroke type sign optional int32 pushDataType = 10; //Used to distinguish push situations, this field is only available when pushing optional double timestamp = 11; //time stamp} } ``` ## Transaction File Details **OrderBookDetail** ```protobuf message OrderBookDetail { required int64 orderID = 1; //Exchange order ID, which is different from the order ID returned by the trading interface required int64 volume = 2; //Number of shares in order } ``` ## Order Book **OrderBook** ```protobuf message OrderBook { required double price = 1; //Order price required int64 volume = 2; //Order quantity required int32 orederCount = 3; //Number of commissioned orders repeated OrderBookDetail detailList = 4; //Order information, unique to HK SF, US LV2 market } ``` ## Changes in Holdings **ShareHoldingChange** ```protobuf message ShareHoldingChange { required string holderName = 1; //Holder name (institution name or fund name or executive name) required double holdingQty = 2; //Current number of holdings required double holdingRatio = 3; //Current shareholding percentage (This field is in percentage form, so 20 is equivalent to 20%.) required double changeQty = 4; //The number of changes from the previous time required double changeRatio = 5; //The percentage of change from the last time (This field is in percentage form, so 20 is equivalent to 20%.. It is the ratio relative to itself, not to total. For example, if the total share capital is 10,000 shares, holding 100 shares, the shareholding percentage is 1%, if 50 shares are sold, the change ratio is 50% instead of 0.5%) required string time = 6; //Release time (Format: yyyy-MM-dd HH:mm:ss) optional double timestamp = 7; //Timestamp } ``` ## Single Subscription Type Information **SubInfo** ```protobuf message SubInfo { required int32 subType = 1; //Qot_Common.SubType, subscription type repeated Qot_Common.Security securityList = 2; //Subscribe to securities of this type of market } ``` ## Single Connection Subscription Information **ConnSubInfo** ```protobuf message ConnSubInfo { repeated SubInfo subInfoList = 1; //The connection subscription information required int32 usedQuota = 2; //The subscription quota that the connection has used required bool isOwnConnData = 3; //Used to distinguish whether it is self-connected data optional int32 securityFirm = 4; //Security firm identifier, see Trd_Common.SecurityFirm } ``` ## Plate Information **PlateInfo** ```protobuf message PlateInfo { required Qot_Common.Security plate = 1; //Plate required string name = 2; //Plate name optional int32 plateType = 3; //Plate type, only 3207 (to get the plate to which the stock belongs) agreement returns this field } ``` ## Adjustment Information **Rehab** ```protobuf message Rehab { required string time = 1; //Time string (Format: yyyy-MM-dd) required int64 companyActFlag = 2; //CompanyAct combination flag bit, which specifies whether certain field values ​​are valid required double fwdFactorA = 3; //Adjustments factor A required double fwdFactorB = 4; //Adjustments factor B required double bwdFactorA = 5; //Adjustments factor A required double bwdFactorB = 6; //Adjustments factor B optional int32 splitBase = 7; //Stock split (for example, 1 split 5, Base is 1, Ert is 5) optional int32 splitErt = 8; optional int32 joinBase = 9; //Reverse stock split (for example, 50 in 1, Base is 50, Ert is 1) optional int32 joinErt = 10; optional int32 bonusBase = 11; //Bonus shares (for example, 10 free 3, Base is 10, Ert is 3) optional int32 bonusErt = 12; optional int32 transferBase = 13; //Transfer bonus shares (for example, 10 to 3, Base is 10, Ert is 3) optional int32 transferErt = 14; optional int32 allotBase = 15; //Allotment (for example, 10 get 2 free, allotment price is 6.3 yuan, Base is 10, Ert is 2, and Price is 6.3) optional int32 allotErt = 16; optional double allotPrice = 17; optional int32 addBase = 18; //Additional shares (for example, 10 get 2 free, additional issuance price is 6.3 yuan, Base is 10, Ert is 2, and Price is 6.3) optional int32 addErt = 19; optional double addPrice = 20; optional double dividend = 21; //Cash dividend (for example, if every 10 shares are paid out 0.5 yuan, the field value is 0.05) optional double spDividend = 22; //Special dividend (for example, if a special dividend is 0.5 yuan for every 10 shares, the value of this field is 0.05) optional double timestamp = 23; //Timestamp } ``` > - For CompanyAct combination flag bit, refer to [CompanyAct](./quote.html#4631). ## Combo Leg Information **ComboLeg** ```protobuf message ComboLeg { required Qot_Common.Security security = 1; //Stock / option optional int32 side = 2; //Direction, refer to Trd_Common.TrdSide optional double qtyRatio = 3; //Quantity ratio optional uint64 positionID = 4; //Position ID. Fill in only when closing moomoo JP positions; must be the positionID from option strategy view positions when showOptionStrategyView=True. } ``` ## Expiration Cycle >**ExpirationCycle** * `NONE` Unknown * `WEEK` Weekly options * `MONTH` Monthly options * `END_OF_MONTH` End-Of-Monthly options * `QUARTERLY` Quarterly options * `WEEKMON` Monthly options-Monday * `WEEKTUE` Monthly options-Tuesday * `WEEKWED` Monthly options-Wednesday * `WEEKTHU` Monthly options-Thursday * `WEEKFRI` Monthly options-Friday ## Option Standard Type >**OptionStandardType** * `NONE` Unknown * `STANDARD` standard options * `NON_STANDARD` non-standard options ## Option Settlement Mode >**OptionSettlementMode** * `NONE` Unknown * `AM` Asian Pricing * `PM` Path-Dependent ## Stockholder (Deprecated) ## Stock Holder > **StockHolder** * `NONE` Unknown * `INSTITUTE` Institute * `FUND` Fund * `EXECUTIVE` Executives ## Screening V2 - SimpleField > Used for the `add_simple_field(field, values)` method of [get_stock_screen](./get-stock-screen.md). All numeric fields accept raw values; OpenD performs magnification conversion automatically. field|Meaning|values :-|:-|:- 1|MARKET|ScrMarket: HK=1, US=2, CN=3, SG=4, CA=5, AU=6, JA=7, MY=8 2|EXCHANGE / Listing venue|See [QotMarket](#427) 3|INDEX_ID|Index constituent ID 4|USE_WATCHLIST|0=No, 1=Yes 5|HAS_ADR Whether the stock has a related ADR|0/1 6|HAS_OPTION Whether the stock has options|0/1 7|HAS_WARRANT Whether the stock has warrants|0/1 8|HAS_FUTURE Whether the stock has futures|0/1 9|HAS_AH_STOCK Whether the stock has an A/H counterpart|0/1 10|IS_ISLAMIC Islamic stock|0/1 11|NORTH_BOUND_ID Northbound plate|Shanghai/Shenzhen Connect ID 12|MM_EXCLUSIVE_ID Moomoo exclusive plate|Plate ID > For the full enum, see the `SimpleField` / `ScrMarket` classes in `stock_screen_const.py` of the SDK. ## Screening V2 - SimpleProperty > Used by `add_simple_property(name, lower, upper)` and `add_retrieve_simple(name)`. Common factors are listed below; all numeric values are raw. name|Meaning :-|:- 2101|LONG_MARGIN_ALLOWED Whether margin (long) is allowed (0/1) 2103|SHORT_MARGIN_ALLOWED Whether short selling is allowed (0/1) 2201|PRICE Last price 2202|OPEN_PRICE Open price 2203|LAST_CLOSE Previous close 2204|HIGH Today's high 2205|LOW Today's low 2217|VOLUME_RATIO Volume ratio 2218|BID_ASK_RATIO Bid-ask ratio 2301|MARKET_CAP Market cap 2302|PE_ANNUAL Static PE 2303|PE_TTM PE TTM 2304|PB Price/Book 2305|DIVIDEND_RATIO Dividend yield 2306|LISTED_DATE Listing date (timestamp) 2307|LISTED_DAYS Days since listing > See the `SimpleProperty` class for the full enum (including margin trading, pre/post-market, overnight session, high-precision quotes, etc., 60+ items in total). ## Screening V2 - CumulativeProperty > Used by `add_cumulative_property(name, days, lower, upper)` and `add_retrieve_cumulative(name, days)`. Requires the `days` argument. name|Meaning :-|:- 3101|PRICE_CHANGE Price change 3102|PRICE_CHANGE_PCT Price change ratio (%) 3103|AMPLITUDE Price amplitude (%) 3104|AVG_VOLUME Average volume 3105|AVG_TURNOVER Average turnover 3106|TURNOVER_RATIO Turnover ratio (%) 3107|HIGH_TO_N_DAY_HIGH (today's high - N-day high) / N-day high 3108|LOW_TO_N_DAY_LOW (today's low - N-day low) / N-day low 3109|PRICE_CHANGE_HP High-precision price change ## Screening V2 - FinancialProperty > Used by `add_financial_property(name, term, year, lower, upper)` and `add_retrieve_financial(name, term, year)`. Requires the `term` argument. * **Common factors (see the `FinancialProperty` class for the full enum, covering profitability / solvency / operating / growth / cash flow / financial surprise, 100+ items in total)** name|Meaning :-|:- 4101|NET_PROFIT Net profit 4102|NET_PROFIT_GROWTH Net profit growth rate 4105|REVENUE Revenue 4106|REVENUE_GROWTH Revenue growth rate 4107|NET_PROFIT_RATIO Net profit margin 4108|GROSS_PROFIT_RATIO Gross profit margin 4109|DEBT_TO_ASSETS Debt-to-assets ratio 4110|ROE Return on equity 4202|ROIC Return on invested capital 4801|BASIC_EPS Basic EPS 4901|TOTAL_SHARE Total shares 4903|FLOAT_MARKET_CAP Float market cap 4904|PS_TTM Price-to-sales (TTM) 4905|PCF_TTM Price-to-cash-flow (TTM) * **Term** (`Term` enum) term|Meaning :-|:- 1 / 2 / 3 / 4|Q1 / Q2 / Q3 / Q4 single quarter 6|Q6 interim report (cumulative) 9|Q9 third-quarter report (cumulative) 10|LATEST Latest single quarter 100|ANNUAL Annual report (FY) 200~204|SURPRISE_LATEST series (financial forecast) ## Screening V2 - Indicator / Pattern / Period / Position > Used by `add_indicator_positional` / `add_indicator_pattern` / `add_retrieve_indicator`. * **`Indicator` technical indicators** (`first_indicator_name` / `second_indicator` of `add_indicator_positional`) name|Meaning :-|:- 1|PRICE Last price 11~17|MA5 / MA10 / MA20 / MA30 / MA60 / MA120 / MA250 18|MA Dynamic simple moving average (requires indicator_params) 21~27|EMA5 / EMA10 / EMA20 / EMA30 / EMA60 / EMA120 / EMA250 28|EMA Dynamic exponential moving average 31~33|KDJ_K / KDJ_D / KDJ_J (KDJ(9,3,3)) 41~43|MACD_DIF / MACD_DEA / MACD_MACD (MACD(12,26,9)) 51|RSI_12 52|RSI Dynamic 61~63|BOLL_UPPER / BOLL_MIDDLE / BOLL_LOWER (BOLL(20,2)) 71|RVOL Dynamic relative volume * **`Pattern`** (`name` of `add_indicator_pattern`) name|Meaning :-|:- 1 / 2|MA bullish / bearish alignment 3 / 4|EMA bullish / bearish alignment 11 / 12|KDJ low-level golden cross / high-level death cross 13 / 14|KDJ top divergence / bottom divergence 21 / 22|MACD low-level golden cross / high-level death cross 23 / 24|MACD top divergence / bottom divergence 31 / 32|RSI low-level golden cross / high-level death cross 33 / 34|RSI top divergence / bottom divergence * **`Period`** period|Meaning :-|:- 1 / 2 / 3 / 4|1 / 3 / 5 / 15 minutes 5|HOUR_1 1 hour 6|MINUTE_30 30 minutes 11 / 21 / 31|DAY / WEEK / MONTH * **`Position`** position|Meaning :-|:- 1|OVER first is above second 2|BELOW first is below second 3|CROSS_UP first crosses above second 4|CROSS_DOWN first crosses below second * **`ScrSortDir` sort direction** (`direction` of `set_sort` / `add_sort`) direction|Meaning :-|:- 1|ASC ascending 2|DESC descending 3|ABS_ASC absolute-value ascending 4|ABS_DESC absolute-value descending ## Screening V2 - BasicProperty / Retrieve fields > Used by retrieve methods such as `add_retrieve_basic(name)`. Other retrieve methods like `add_retrieve_simple` / `add_retrieve_cumulative` / `add_retrieve_financial` share the SimpleProperty / CumulativeProperty / FinancialProperty IDs above. * **`BasicProperty` basic properties** name|Meaning|Notes :-|:-|:- 1101|CODE Stock code|sval 1102|NAME Stock name|sval 1103|INDUSTRY Industry|sval > Each result fills `sval(1)` / `ival(2)` / `aval(3)` / `dval(4)` according to its `value_type`. When ival is an enum code, `enum_name` is decoded by the SDK (e.g. K-line shape returns `'DOUBLE_BOTTOMS'`). ## Option Screening - OptUnderlyingIndicator > Used by `add_underlying_filter(indicator_type, ...)` and `add_underlying_retrieve(indicator_type)` of [get_option_screen](./get-option-screen.md). indicator_type|Meaning|Notes :-|:-|:- 101|STOCK_LIST Specified underlying range|Pass a list of security code strings directly in values, e.g. ["US.AAPL", "HK.00700"] 103|PLATE Specified plate|**Not yet supported on the backend; passing it raises an error** 106|INDEX_LIST Specified index type| 201|VOLUME Total volume| 202|OPEN_INTEREST Total open interest| 203|IV Underlying implied volatility| 204|HV Underlying historical volatility| 205|IV_RANK| 206|IV_PERCENTILE| 207 / 208|IV_CHANGE / IV_CHANGE_RATIO| 209 / 210|IV_HV_RATIO / IV_HV_SPREAD| 401|MARKET_CAP Underlying market cap| 402|STOCK_PRICE Underlying last price| 403|CHANGE_RATIO Change ratio| ## Option Screening - OptIndicator > Used by `add_option_filter(indicator_type, ...)` and `add_option_retrieve(indicator_type)`. indicator_type|Meaning|Notes :-|:-|:- 1001|STRIKE_PRICE Strike price| 1002|LEFT_DAY Days to expiration| 1003|OPTION_TYPE Option type|1=CALL, 2=PUT 1004|EXERCISE_TYPE Exercise type|1=American, 2=European 1005|EXPIRATION_TYPE Expiration type|1=Weekly, 2=Monthly, 3=Quarterly 1007|STRIKE_DATE_TIMESTAMP Maturity date timestamp (seconds)| 2001|IN_THE_MONEY|0=OTM, 1=ITM 2002~2005|PRICE / MID_PRICE / BID_PRICE / ASK_PRICE| 2006~2009|BID_ASK_SPREAD / BID_VOLUME / ASK_VOLUME / BID_ASK_VOLUME_RATIO| 2010|CHANGE_RATIO Change ratio| 2011 / 2012|VOLUME / TURNOVER| 2013 / 2014|OPEN_INTEREST / OPEN_INTEREST_MARKET_CAP| 2018|VOL_OI_RATIO| 2021|PREMIUM|**Only sort/retrieve, filter is not supported** 3001 / 3002 / 3003|IMPLIED_VOLATILITY / HISTORY_VOLATILITY / IV_HV_RATIO| 3004~3008|DELTA / GAMMA / VEGA / THETA / RHO| 3009 / 3010|LEVERAGE_RATIO / EFFECTIVE_GEARING| 3011 / 3012|BUY_TO_BEP / SELL_TO_BEP| 3013 / 3014|BUY_PROFIT_PROBABILITY / SELL_PROFIT_PROBABILITY| 3015~3018|INTRINSIC_VALUE_PER / TIME_VALUE_PER / ITM_DEGREE / OTM_DEGREE| 3019 / 3020|ITM_PROBABILITY / OTM_PROBABILITY| ## Warrant Screening V2 - WarrantField > Used by `add_interval_filter(field_id, ...)` / `add_choice_filter(field_id, choices)` / `add_sort(field_id, desc)` of [get_warrant_screen](./get-warrant-screen.md). All numeric fields accept raw values. field_id|Meaning|Filter type :-|:-|:- 1|CODE Security code|choice (text) 2|NAME Stock name|choice (text) 4|ISSUER_ID Issuer ID|choice 5|STOCK_OWNER Underlying stock ID|choice (accepts "HK.00700") 6|WARRANT_TYPE Warrant type|choice: 1=Call, 2=Put, 3=Bull, 4=Bear, 5=Inline 7|CONVERSION_RATIO Conversion ratio|interval 8|CURRENT_PRICE Current price|interval 9|STREET_RATIO Street ratio|interval 10|VOLUME|interval 11|MATURITY_DATE Maturity date (timestamp seconds)|interval 12|STRIKE_PRICE Strike price|interval 13|PREMIUM|interval (can be negative) 14|RECOVERY_PRICE Recovery price|interval 15|IMPLIED_VOLATILITY|interval 16|LEVERAGE_RATIO|interval 17|PRICE_RECOVERY_RATIO Underlying distance to recovery price %|interval 18|DELTA|interval 19|STATUS Warrant status|choice: 0=Normal, 1=Suspended, 2=Pre-IPO 20|IPO_TIME Listing time (timestamp seconds)|interval 21 / 22|BUY_VOL / SELL_VOL Bid / Ask volume|interval 23|EFFECTIVE_LEVERAGE|interval 24|LAST_CLOSE_PRICE Previous close|interval 25|TURNOVER|interval 26 / 27|SELL_PRICE / BUY_PRICE|interval 28 / 29|HIGH_PRICE / LOW_PRICE|interval 30|RATIO_ITM_OTM In/Out of the money|interval (can be negative) 31|BREAK_EVEN_POINT|interval 32|AMPLITUDE|interval 33|SCORE_FAXING SG score|interval 34|LAST_TRADE_DATE Last trade date (timestamp seconds)|interval 35|STREET_VOLUME Street volume|interval 36|LOT_SIZE Lot size|interval 37|ISSUE_SIZE Issue size|interval 38|IPO_PRICE IPO price|interval 39 / 40|LOWER_STRIKE_PRICE / UPPER_STRIKE_PRICE|interval (Inline only) 41|IW_PRICE_STATUS Inside / outside the range|choice 42|SENSITIVITY|interval 43|CONVERSION_PRICE Conversion price|interval 44 / 45|CHANGE_RATE / CHANGE_VALUE Change ratio / amount|interval 51|SCORE Composite score|interval 52|FILTER_NO_TRADE Filter out warrants with no trades|choice: 0=No, 1=Yes 53|CURRENCY_CODE Currency|choice 54|STOCK_OWNER_PRICE Underlying stock price|interval ## Warrant Screening V2 - WarrantMarket / WarrantType / WarrantStatus > Common enums for `WarrantScreenRequest(warrant_market=...)` and `add_choice_filter`. * **`WarrantMarket`** market|Meaning :-|:- 1|HK Hong Kong 4|SG Singapore 15|MY Malaysia * **`WarrantType`** (choice values for field_id=6) value|Meaning :-|:- 1|CALL 2|PUT 3|BULL 4|BEAR 5|INLINE * **`WarrantStatus`** (choice values for field_id=19) value|Meaning :-|:- 0|NORMAL 1|SUSPEND Suspended 2|PRE_IPO Pre-IPO ## Option Market Type > **OptionMarket** * `UNKNOWN` Unknown * `US_SECURITY` US Equity Options * `US_INDEX` US Index Options * `HK_SECURITY` HK Equity Options * `HK_INDEX` HK Index Options ## Option Statistic Data Type > **OptionStatisticDataType** * `UNKNOWN` Unknown * `VOLUME` Volume * `OPEN_INTEREST` Open Interest ## Option HV Time Range > **OptionHVTimeRange** * `UNKNOWN` Unknown * `THIRTY_DAY` 30 Days * `SIXTY_DAY` 60 Days * `NINETY_DAY` 90 Days * `ONE_TWENTY_DAY` 120 Days * `THREE_SIXTY_FIVE_DAY` 365 Days ## Option Rank Type > **OptionRankType** * `UNKNOWN` Unknown * `VOLUME` Volume * `TURNOVER` Turnover * `OI` Open Interest * `OI_INCREMENT` OI Increment (Daily) * `OI_DECREMENT` OI Decrement (Daily) * `OI_MARKET_CAP` OI Market Cap * `OI_MARKET_CAP_INCREMENT` OI Market Cap Increment (Daily) * `OI_MARKET_CAP_DECREMENT` OI Market Cap Decrement (Daily) * `CHANGE_RATE` Change Rate * `IV` Implied Volatility ## Zero DTE Sort Type > **ZeroDteSortType** * `UNKNOWN` Unknown * `VOLUME` Option Volume * `IV` Implied Volatility * `CHANGE_RATE` Change Rate * `OPEN_INTEREST` Open Interest * `MARKET_CAP` Market Cap ## Zero DTE Indicator Type > **ZeroDteIndicatorType** * `UNKNOWN` Unknown * `OWNER_LIST` Watchlist * `HAS_EARNINGS_THIS_WEEK` Has Earnings This Week (0=All, 1=Yes, 2=No) * `VOLUME` Total Option Volume * `OPEN_INTEREST` Total Open Interest * `IV` Implied Volatility(%) * `HV` Historical Volatility(%) * `IV_RANK` IV Rank(%) * `IV_PERCENTILE` IV Percentile(%) * `PRICE` Last Price * `CHANGE_RATE` Change Rate(%) ## Zero DTE Contract Sort Type > **ZeroDteContractSortType** * `UNKNOWN` Unknown * `VOLUME` Volume * `OPEN_INTEREST` Open Interest * `IV` Implied Volatility * `DELTA` Delta ## Zero DTE Contract Indicator Type > **ZeroDteContractIndicatorType** * `UNKNOWN` Unknown * `OPTION_TYPE` Option Direction (1=Call, 2=Put) * `VOLUME` Volume * `OPEN_INTEREST` Open Interest * `IV` Implied Volatility(%) * `DELTA` Delta * `GAMMA` Gamma * `THETA` Theta * `VEGA` Vega * `RHO` Rho * `PRICE` Last Price * `CHANGE_RATE` Change Rate(%) * `BREAK_EVEN_POINT` Break Even Point * `TO_BEP` Distance to BEP(%) * `BUY_PROFIT_PROBABILITY` Buy Profit Probability(%) * `SELL_PROFIT_PROBABILITY` Sell Profit Probability(%) ## Earnings Sort Type > **EarningsSortType** * `UNKNOWN` Unknown * `EARNINGS_DATE` Earnings Date (Default) * `VOLUME` Option Volume * `IV` Implied Volatility * `MARKET_CAP` Market Cap * `CHANGE_RATIO` Change Rate * `PRICE` Last Price * `IV_RANK` IV Rank * `IV_PERCENTILE` IV Percentile * `HV` Historical Volatility * `OPEN_INTEREST` Open Interest * `LAST_REPORT_IV_CRUSH` Last IV Crush * `HISTORY_REPORT_IV_CRUSH` Historical IV Crush * `LAST_REPORT_CHG_RATIO` Last Earnings Day Change * `HISTORY_REPORT_CHG_RATIO` Historical Earnings Day Change * `ESTIMATE_EPS_YOY` Estimated EPS YoY * `ESTIMATE_REVENUE_YOY` Estimated Revenue YoY * `EXPECTED_MOVE_RATIO` Expected Move ## Stock Category > **StockCategory** * `ALL` All * `EQUITY` Equity * `ETF` ETF ## Earnings Publication Type > **EarningsPubType** * `UNKNOWN` Unknown * `BEFORE` Pre-market * `AFTER` After-hours ## Earnings Indicator Type > **EarningsIndicatorType** * `UNKNOWN` Unknown * `OWNER_LIST` Watchlist * `INDEX_COMPONENT` Index Component * `PLATE` Industry/Sector * `MARKET_CAP` Market Cap * `EXPIRATION_TYPE` Expiration Type * `IV` Implied Volatility(%) * `LAST_REPORT_IV_CRUSH` Last IV Crush(%) * `HISTORY_REPORT_IV_CRUSH` Historical IV Crush(%) * `IV_RANK` IV Rank(%) * `IV_PERCENTILE` IV Percentile(%) * `VOLUME` Option Volume * `OPEN_INTEREST` Open Interest * `PRICE` Last Price * `CHANGE_RATIO` Change Rate(%) * `EXPECTED_MOVE_RATIO` Expected Move(%) * `LAST_REPORT_CHG_RATIO` Last Earnings Day Change(%) * `HISTORY_REPORT_CHG_RATIO` Historical Earnings Day Change(%) * `ESTIMATE_REVENUE_YOY` Estimated Revenue YoY(%) * `ESTIMATE_EPS_YOY` Estimated EPS YoY(%) * `EARNINGS_DAY_RANGE` Days to Earnings ## Seller Type > **SellerType** * `UNKNOWN` Unknown * `COVERED_CALL` Covered Call * `CASH_SECURED_PUT` Cash Secured Put ## Seller Sort Type > **SellerSortType** * `UNKNOWN` Unknown * `ANNUALIZED_RETURN` Annualized Return (Default) * `INTERVAL_RETURN` Interval Return * `ITM_PROBABILITY` ITM Probability * `PREMIUM` Premium ## Seller Indicator Type > **SellerIndicatorType** * `UNKNOWN` Unknown * `OWNER_LIST` Watchlist * `STOCK_CATEGORY` Stock Category * `VOLUME` Total Option Volume * `OPEN_INTEREST` Total Open Interest * `IV` Underlying IV(%) * `HV` Underlying HV(%) * `IV_RANK` IV Rank(%) * `IV_PERCENTILE` IV Percentile(%) * `MARKET_CAP` Market Cap * `PRICE` Last Price * `CHANGE_RATE` Change Rate(%) * `PLATE` Sector * `EXPIRATION_TYPE` Expiration Type * `LEFT_DAYS` Days to Expiry * `OPTION_TYPE` Option Direction (1=Call, 2=Put) * `OPTION_EXPIRATION_TYPE` Option Expiration Type * `STRIKE_DATE_TIMESTAMP` Expiry Date Timestamp (sec) * `PREMIUM` Premium * `ANNUALIZED_RETURN` Annualized Return(%) * `INTERVAL_RETURN` Interval Return(%) * `OTM_DEGREE` OTM Degree(%) * `OTM_PROBABILITY` OTM Probability(%) * `OPTION_IV` Option IV(%) * `BID_PRICE` Bid Price * `ASK_PRICE` Ask Price * `OPTION_VOLUME` Option Volume * `OPTION_OPEN_INTEREST` Option Open Interest ## Underlying Rank Sort Type > **UnderlyingRankSortType** * `UNKNOWN` Unknown * `VOLUME` Total Volume * `VOLUME_RATIO` Put/Call Volume Ratio * `OPEN_INTEREST` Total Open Interest * `OPEN_INTEREST_RATIO` Put/Call OI Ratio * `PRICE` Last Price * `PRICE_CHANGE` Change Rate * `IV` IV * `IV_CHANGE` IV Change * `HV` HV * `HV_CHANGE` HV Change * `IV_RANK` IV Rank * `IV_PERCENTILE` IV Percentile * `MARKET_CAP` Market Cap ## Underlying Rank Indicator Type > **UnderlyingRankIndicatorType** * `UNKNOWN` Unknown * `OWNER_LIST` Watchlist * `STOCK_CATEGORY` Stock Category * `VOLUME` Total Volume * `OPEN_INTEREST` Total Open Interest * `IV` IV(%) * `HV` HV(%) * `IV_RANK` IV Rank(%) * `IV_PERCENTILE` IV Percentile(%) * `IV_CHANGE` IV Change(%) * `HV_CHANGE` HV Change(%) * `VOLUME_RATIO` Volume P/C Ratio(%) * `OI_RATIO` OI P/C Ratio(%) * `MARKET_CAP` Market Cap * `PRICE` Last Price * `CHANGE_RATE` Change Rate(%) ## Option Rank Indicator Type > **OptionRankIndicatorType** * `UNKNOWN` Unknown * `STOCK_CATEGORY` Stock Category * `MARKET_CAP` Market Cap * `OWNER_LIST` Watchlist * `UNDERLYING_IV` Underlying IV(%) * `UNDERLYING_HV` Underlying HV(%) * `IV_RANK` IV Rank(%) * `IV_PERCENTILE` IV Percentile(%) * `IV` Implied Volatility(%) * `OPTION_TYPE` Direction (Call/Put) * `LEFT_DAYS` Days to Expiry * `IN_THE_MONEY` ITM/OTM (0=OTM, 1=ITM) * `VOLUME` Volume * `OPEN_INTEREST` Open Interest * `DELTA` Delta * `GAMMA` Gamma * `THETA` Theta * `VEGA` Vega * `RHO` Rho ## Expiration Type > **ExpirationType** * `UNKNOWN` Unknown * `MONTHLY` Monthly * `WEEKLY` Weekly * `END_OF_MONTH` End of Month * `QUARTERLY` Quarterly ## Index Component Type > **IndexComponentType** * `UNKNOWN` Unknown * `DJI` Dow Jones * `IXIC` NASDAQ Composite * `NDX` NASDAQ 100 * `SPX` S&P 500 ## Option Event Ticker Direction > **EventTickerType** * `UNKNOWN` Unknown * `BUY` Active Buy * `SELL` Active Sell * `NEUTRAL` Neutral ## Option Event Order Type > **AlertOrderType** * `NORMAL` Normal Order * `SWEEP` Sweep * `CROSS` Cross * `FLOOR` Floor ## Strategy Type > **TickerStrategy** * `UNKNOWN` Unknown * `SINGLE_LEG` Single Leg * `MULTI_LEG` Multi Leg ## Market Sentiment > **MarketSentiment** * `UNKNOWN` Unknown * `BEARISH` Bearish * `BULLISH` Bullish * `NEUTRAL` Neutral ## Corporate Action Type > **CorporateActionType** * `NONE` None/Unknown * `SPLIT` Stock Split * `JOIN` Reverse Split * `BONUS_STOCK` Bonus Share * `INTO_SHARES` Bonus Issue * `ALLOT` Rights Issue * `ADD` Additional Issuance * `DIVIDEND` Dividend * `SPECIAL_DIVIDEND` Special Dividend * `SPIN_OFF` Spin Off ## In/Out of The Money Type > **InTheMoneyType** * `UNKNOWN` Unknown * `IN` In The Money (ITM) * `OUT` Out of The Money (OTM) ## Event Indicator Type > **EventIndicatorType** * `OWNER_LIST` Underlying list (security_list) * `INDUSTRY_PLATE` Industry plate list (security_list) * `CONCEPT_PLATE` Concept plate list (security_list) * `CORPORATE_ACTION` Corporate action type (value_list, CorporateActionType) * `MARKET_CAP` Market cap (range) * `OPTION_TYPE` CALL(1)/PUT(2) (value_list) * `MONEY_TYPE` ITM(1)/OTM(2) (value_list) * `STRIKE_PRICE` Strike price (range) * `EXPIRY_DAYS` Days to expiry (range) * `OTM` OTM ratio (%) (range) * `TICKER_TYPE` Ticker direction (value_list, EventTickerType) * `VOLUME` Volume (range) * `TURNOVER` Turnover (range) * `PRICE` Price (range) * `TIME` Event time (range, Unix seconds) * `MAX_DAY_NUM` Day range (value_list, 0=today, 1=last 2 days ...) * `ORDER_TYPE` Order type (value_list, AlertOrderType) * `STRATEGY` Strategy type (value_list, TickerStrategy) * `SENTIMENT` Market sentiment (value_list, MarketSentiment) * `TOTAL_VOLUME` Total option volume (range) * `TOTAL_OI` Total open interest (range) * `VO_RATIO` Volume/OI ratio (%) (range) * `IV` Implied volatility (%) (range) * `DELTA` Delta (range) * `GAMMA` Gamma (range) * `VEGA` Vega (range) * `THETA` Theta (range) * `RHO` Rho (range) ## Alert Operation Type > **AlertOpType** * `UNKNOWN` Unknown * `ADD` Add * `DELETE` Delete * `MODIFY` Modify * `ENABLE` Enable * `DISABLE` Disable * `DELETE_ALL` Delete All --- # Overview
Module Interface Name Function Description
Account get_acc_list Get account list
unlock_trade Unlock trading
Asset and Position accinfo_query Get account financial information
acctradinginfo_query Get maximum tradable quantity
comboorder_tradinginfo_query Query combo tradable info
position_list_query Get positions list
Trd_GetMarginRatio Get margin data
Get Cash Flow Summary Get Account Cash Flow Data (Minimum version requirement：9.1.5108)
Order place_order Place order
place_combo_order Place combo order
modify_order Modify or cancel order
order_list_query Get order list
order_fee_query Get order fees (Minimum version requirement: 8.2.4218)
history_order_list_query Get historical order list
TradeOrderHandlerBase Order callback
SubAccPush Trade data callback
Deal deal_list_query Get today's executed trades
history_deal_list_query Get historical executed trades
TradeDealHandlerBase Trade execution callback
--- # Transaction Objects ## Create the connection `OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.NONE)` `OpenFutureTradeContext(host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.NONE)` `OpenCryptoTradeContext(host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.NONE)` * **Description** According to the transaction variaties, select a correct account, and create its transaction object. Transaction Objects | Accounts :-|:- OpenSecTradeContext|Securities account (Trading stocks, ETFs, warrants, stock options or index options uses this account.) OpenFutureTradeContext|Futures account (Trading futures or future options uses this account.) OpenCryptoTradeContext|Cryptocurrency account (- Used for cryptocurrency spot trading - Only supports FUTUSECURITIES, FUTUINC, FUTUSG - Simulated trading is not supported) * **Parameters** Parameter|Type|Description :-|:-|:- filter_trdmarket|[TrdMarket](./trade.html#6257)|Filter accounts according to the transaction market authority. (- This parameter is only available for OpenSecTradeContext. - This parameter is only used to filter accounts and will not affect transaction connections.) host|str|The IP listened by OpenD. port|int|The port listened by OpenD. is_encrypt|bool|Whether to enable encryption. (Default None means: use the setting of [enable_proto_encrypt](../ftapi/init.md#7910).) security_firm|[SecurityFirm](./trade.md#9434)|Specified security firm (OpenCryptoTradeContext only supports FUTUSECURITIES, FUTUINC, FUTUSG) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.NONE) trd_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` ```python from moomoo import * future_ctx = OpenFutureTradeContext(host='127.0.0.1', port=11111, security_firm=SecurityFirm.NONE) future_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` ```python from moomoo import * crypto_ctx = OpenCryptoTradeContext(host='127.0.0.1', port=11111, security_firm=SecurityFirm.NONE) crypto_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` ## Close the connection `close()` * **Description** Close the trading object. By default, the threads created inside the moomoo API will prevent the process from exiting, and the process can exit normally only after all Contexts are closed. But through [set_all_thread_daemon](../ftapi/init.md#5242), all internal threads can be set as daemon threads. At this time, even if close of Context is not called, the process can exit normally. * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, is_encrypt=None, security_firm=SecurityFirm.NONE) trd_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` --- # Get the List of Trading Accounts `get_acc_list()` * **Description** Get a list of trading accounts. Before calling other trading interfaces, please obtain this list first and confirm that the trading account to be operated is correct. * **Parameters** * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, trading account list is returned.
str If ret != RET_OK, error description is returned.
* Trading account list format as follows: Field|Type|Description :-|:-|:- acc_id|int|Trading account. trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_type|[TrdAccType](./trade.md#7166)|Account type. uni_card_num|str|Universal account number, same as the display in the mobile terminal. card_num|str|Trading account number (Under the Universal Account System, an Universal account contains one or more trading accounts(universal securities, universal futures, etc.), which is related to financing types.) sim_acc_type|[SimAccType](./trade.md#7358)|Simulate account type. (For simulated accounts only.) security_firm|[SecurityFirm](./trade.md#9434)|Securities firm to which the account belongs. trdmarket_auth|list|Transaction market authority. (Data type of elements in the list is [TrdMarket](./trade.html#6257).) acc_status|[TrdAccStatus](./trade.md#8311)|Account status. acc_role|[TrdAccRole](./trade.md#8663)|Account Structure (Used to distinguish between master and normal account - MASTER: Master Account - NORMAL: Normal Account - IPO: Malaysian IPO account) jp_acc_type|list|JP sub account type (Data type of elements in the list is [SubAccType](./trade.md#3947), Only applicable for Moomoo JP) * **Description** 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** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) 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 else: print('get_acc_list error: ', data) trd_ctx.close() ``` * **Output** ```python acc_id trd_env acc_type uni_card_num card_num security_firm sim_acc_type trdmarket_auth acc_status acc_role jp_acc_type 0 281756420273981734 REAL MARGIN 10018561211263256 1001100530724347 FUTUINC N/A [HK, US, HKCC, SG, HKFUND, USFUND, JP] ACTIVE NORMAL [] 1 3450310 SIMULATE CASH N/A N/A N/A STOCK [HK] ACTIVE N/A [] 2 3548732 SIMULATE MARGIN N/A N/A N/A OPTION [HK] ACTIVE N/A [] 281756420273981734 [281756420273981734, 3450310, 3548732] ``` --- # Unlock Trade `unlock_trade(password=None, password_md5=None, is_unlock=True)` * **Description** Lock or unlock trade * **Parameters** Parameter|Type|Description :-|:-|:- password|str|Transaction password. (If password_md5 is not empty, use the passed password_md5 to unlock. Otherwise, MD5 calculated from password is used for password_md5 and then unlock.) password_md5|str|32-bit MD5 encryption of transaction password (all lowercase). (A password must be filled in to unlock a transaction, and a locked transaction is ignored.) is_unlock|bool|Lock or unlock. (True: unlock. False: lock.) * **Return**
Field Type Description
ret RET_CODE Interface result.
msg NoneType If ret == RET_OK, None is returned.
str If ret != RET_OK, error description is returned.
* **Example** ```python from moomoo import * pwd_unlock = '123456' trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.unlock_trade(pwd_unlock) if ret == RET_OK: print('unlock success!') else: print('unlock_trade failed: ', data) trd_ctx.close() ``` * **Output** ```python unlock success! ``` :::tip * When using live trading accounts, you need to **unlock trade** **before** calling *Place Order* or *Modify or Cancel Orders* interface, but when using paper trading accounts, you do not need to **unlock trade**. * Locking or unlocking the transaction is an operation on OpenD. As long as one connection is unlocked, all other connections can call the transaction interface * It is strongly recommended that customers who connect to OpenD via the external network for live trading use encrypted channels, refer to [Enable protocol encryption](../ftapi/init.md#7910) * CLI API does not support moomoo token. If you have activated moomoo token, it will fail to unlock. You need to turn off the token and then use CLI API to unlock. ::: :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single user ID. ::: --- # Get Account Funds `accinfo_query(trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, refresh_cache=False, currency=Currency.HKD, asset_category=AssetCategory.NONE)` * **Description** Query fund data such as net asset value, securities market value, cash, and purchasing power of trading accounts. * **Parameters** Parameter|Type|Description :-|:-|:- trd_env|[TrdEnv](./trade.md#48)|Trading environment acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) refresh_cache|bool|Whether to refresh the cache. (- True: Re-request data from the moomoo server immediately, without using the OpenD cache. At this time, it will be restricted by the interface frequency limit. - False: Use OpenD's cache (The cache needs to be refreshed if it is not updated in rare circumstances.)) currency|[Currency](./trade.md#1655)|The display currency of the funds. (- Only applicable to universal securities accounts and futures accounts, other single-market accounts will ignore this parameter. - In the returned DataFrame, all fund-related fields can be converted with this parameter, except for the fields that explicitly specify the currency.) asset_category|[AssetCategory](./trade.md#2313)|Asset category (Only applicable for Moomoo JP) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, fund data is returned.
str If ret != RET_OK, error description is returned.
* Fund data format as follows: Field|Type|Description :-|:-|:- power|float|Maximum Buying Power. (- This field is the *approximate value* calculated according to the marginable initial margin of 50%. But in fact, this ratio of each financial contract is not the same. We recommend using ***Buy on margin***, returned by [Query the Maximum Quantity that Can be Bought or Sold](./get-max-trd-qtys.md), to get the maximum quantity can buy.) max_power_short|float|Short Buying Power. (- This field is the *approximate value* calculated according to the shortable initial margin of 60%. But in fact, this ratio of each financial contract is not the same. We recommend using ***Short sell***, returned by [Query the Maximum Quantity that Can be Bought or Sold](./get-max-trd-qtys.md), to get the maximum quantity can be shorted.) net_cash_power|float|Cash Buying Power. (Obsolete. Please use 'us_net_cash_power' or other fields to get the cash buying power of each currency.) total_assets|float|Total Net Assets. (Total Net Assets = Security Assets + Fund Assets + Bond Assets) securities_assets|float|Security Assets (Minimum OpenD version requirements: 8.2.4218.) fund_assets|float|Fund Assets (- Universal accounts will return the total fund assets value. Currently, it does not support for HKD fund and USD fund assets value. - Minimum OpenD version requirements: 8.2.4218.) bond_assets|float|Bond Assets (Minimum OpenD version requirements: 8.2.4218.) cash|float|Cash. (Obsolete. Please use 'us_cash' or other fields to get the cash of each currency.) market_val|float|Securities Market Value. (Only applicable to securities accounts.) long_mv|float|Long Market Value. short_mv|float|Short Market Value. pending_asset|float|Asset in Transit. interest_charged_amount|float|Interest Charged Amount. frozen_cash|float|Funds on Hold. avl_withdrawal_cash|float|Withdrawable Cash. (Only applicable to securities accounts.) max_withdrawal|float|Maximum Withdrawal. (- Only applicable to securities accounts of FUTU HK) currency|[Currency](./trade.md#1655)|The currency used for this query. (Only applicable to universal securities accounts and futures accounts.) available_funds|float|Available funds. (Only applicable to futures accounts.) unrealized_pl|float|Unrealized gain or loss. (Only applicable to futures accounts.) realized_pl|float|Realized gain or loss. (Only applicable to futures accounts.) risk_level|[CltRiskLevel](./trade.md#428)|Risk control level. (Only applicable to futures accounts. It is recommanded to use exposure_level field to get the risk status of securities accounts or futures accounts.) risk_status|[CltRiskStatus](./trade.md#7469)| Risk status. (- Applicable to securities accounts and futures accounts. - Divided into 9 grades, `LEVEL1` is the safest and `LEVEL9` is the most dangerous.) initial_margin|float|Initial Margin. (- Only applicable to futures accounts.) margin_call_margin|float|Margin-call Margin. maintenance_margin|float|Maintenance Margin. hk_cash|float|HKD Cash. (This field is the real value of this currency, instead of the value denominated in this currency.) hk_avl_withdrawal_cash|float|HKD Withdrawable Cash. (This field is the real value of this currency, instead of the value denominated in this currency.) hkd_net_cash_power|float|HKD Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 8.7) hkd_assets|float|HK Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 9.0.5008) us_cash|float|USD Cash. (This field is the real value of this currency, instead of the value denominated in this currency.) us_avl_withdrawal_cash|float|USD Withdrawable Cash. (This field is the real value of this currency, instead of the value denominated in this currency.) usd_net_cash_power|float|USD Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 8.7) usd_assets|float|US Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 9.0.5008) cn_cash|float|CNH Cash. (- Only applicable to universal securities accounts and futures accounts. - This field is the real value of this currency, instead of the value denominated in this currency .) cn_avl_withdrawal_cash|float|CNH Withdrawable Cash. (- Only applicable to universal securities accounts and futures accounts. - This field is the real value of this currency, instead of the value denominated in this currency .) cnh_net_cash_power|float|CNH Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 8.7) cnh_assets|float|CN Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 9.0.5008) jp_cash|float|JPY Cash. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum Futu API version requirements: 5.8.2008) jp_avl_withdrawal_cash|float|JPY Withdrawable Cash. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum Futu API version requirements: 5.8.2008) jpy_net_cash_power|float|JPY Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 8.7) jpy_assets|float|JP Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 9.0.5008) sg_cash|float|SGD Cash. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency .) sg_avl_withdrawal_cash|float|SGD Withdrawable Cash. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency .) sgd_net_cash_power|float|SGD Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 8.7) sgd_assets|float|SG Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 9.0.5008) au_cash|float|AUD Cash. (- Only applicable to universal securities accounts. - Minimum Futu API version requirements: 5.8.2008) au_avl_withdrawal_cash|float|AUD Withdrawable Cash. (- Only applicable to universal securities accounts. - Minimum Futu API version requirements: 5.8.2008) aud_net_cash_power|float|AUD Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 8.7) aud_assets|float|AU Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 9.0.5008) ca_cash|float|CAD Cash. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) ca_avl_withdrawal_cash|float|CAD Withdrawable Cash. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) cad_net_cash_power|float|CAD Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) cad_assets|float|CA Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) my_cash|float|MYR Cash. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) my_avl_withdrawal_cash|float|MYR Withdrawable Cash. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) myr_net_cash_power|float|MYR Cash Buying Power. (- This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) myr_assets|float|MY Net Assets Value. (- Only applicable to universal securities accounts. - This field is the real value of this currency, instead of the value denominated in this currency. - Minimum version requirements: 10.0.6008) is_pdt|bool|Is it marked as a PDT. (True: It is a PDT. False: Not a PDT.Only applicable to securities accounts of Moomoo US.Minimum OpenD version requirements: 5.8.2008.) pdt_seq|string|Day Trades Left. (Only applicable to securities accounts of Moomoo US.Minimum OpenD version requirements: 5.8.2008.) beginning_dtbp|float|Beginning DTBP. (Only applicable to securities accounts of Moomoo US marked as a PDT.Minimum OpenD version requirements: 5.8.2008.) remaining_dtbp|float|Remaining DTBP. (Only applicable to securities accounts of Moomoo US marked as a PDT.Minimum OpenD version requirements: 5.8.2008.) dt_call_amount|float|Day-trading Call Amount. (Only applicable to securities accounts of Moomoo US marked as a PDT.Minimum OpenD version requirements: 5.8.2008.) dt_status|[DtStatus](./trade.html#1018)|Day-trading Status. (Only applicable to securities accounts of Moomoo US marked as a PDT.Minimum OpenD version requirements: 5.8.2008.) crypto_mv|float|Cryptocurrency market value exposure_level|[ExposureLevel](./trade.md#3662)|Exposure level status (Crypto accounts return exposure statusSecurities/Futures accounts return risk status) exposure_limit|float|Exposure limit (in USD) (Only for cryptocurrency accounts) used_limit|float|Used exposure limit (in USD) (Only for cryptocurrency accounts) remaining_limit|float|Remaining exposure limit (in USD) (Only for cryptocurrency accounts) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.accinfo_query() if ret == RET_OK: print(data) print(data['power'][0]) # Get the first buying power print(data['power'].values.tolist()) # convert to list else: print('accinfo_query error: ', data) trd_ctx.close() # Close the current connection ``` * **Output** * **Output** ```python power max_power_short net_cash_power total_assets securities_assets fund_assets bond_assets cash market_val long_mv short_mv pending_asset interest_charged_amount frozen_cash avl_withdrawal_cash max_withdrawal currency available_funds unrealized_pl realized_pl risk_level risk_status initial_margin margin_call_margin maintenance_margin hk_cash hk_avl_withdrawal_cash hkd_net_cash_power hkd_assets us_cash us_avl_withdrawal_cash usd_net_cash_power usd_assets cn_cash cn_avl_withdrawal_cash cnh_net_cash_power cnh_assets jp_cash jp_avl_withdrawal_cash jpy_net_cash_power jpy_assets sg_cash sg_avl_withdrawal_cash sgd_net_cash_power sgd_assets au_cash au_avl_withdrawal_cash aud_net_cash_power aud_assets ca_cash ca_avl_withdrawal_cash cad_net_cash_power cad_assets my_cash my_avl_withdrawal_cash myr_net_cash_power myr_assets is_pdt pdt_seq beginning_dtbp remaining_dtbp dt_call_amount dt_status 0 465453.903307 465453.903307 0.0 289932.0404 197028.2204 92903.82 0.0 25.18 197003.0448 211960.7568 -14957.712 0.0 0.0 25.930845 0.0 0.0 HKD N/A N/A N/A N/A LEVEL3 219346.648525 288656.787955 181250.967601 0.0 0.0 13225.7955 0.0 3.24 0.0 9656.4365 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N/A N/A N/A 0.0 N/A N/A N/A 0.0 N/A N/A N/A 0.0 N/A N/A N/A 0.0 N/A N/A N/A N/A N/A N/A 465453.903307 [465453.903307] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id) * It will be restricted by the frequency limit for this interface, only when refresh_cache is True ::: --- # Query the Maximum Quantity that Can be Bought or Sold `acctradinginfo_query(order_type, code, price, order_id=None, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, session=Session.NONE, jp_acc_type=SubAccType.JP_GENERAL, position_id=NONE)` * **Description** Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account. Cash account request options are not supported. * **Parameters** Parameter|Type|Description :-|:-|:- order_type|[OrderType](./trade.md#245)|Order type. code|str|Security code. (If it is a future main code, it will be automatically converted to the corresponding actual contract code.) price|float|Quotation. (- Accuracy to 3 decimal places for securities account, and the excess part will be discarded. - Accuracy to 9 decimal places for futures account, and the excess part will be discarded.) order_id|str|Order ID. (- The default is None, and the query is the maximum quantity that can be bought or sold of the new order. - If you want to modify order, the order number must be sent. At this time, when calculating, the maximum quantity that can be changed for this order will be returned. - If you use this parameter to query the maximum changeable quantity of an order, you need to call this interface more than 0.5 seconds after the order is placed.) adjust_limit|float|Price adjustment range. (OpenD will automatically adjust the incoming price to the legal price.(Futures will ignore this parameter.) - A positive number represents an upward adjustment, and a negative number represents a downward adjustment. - For example: 0.015 means upward adjustment and the amplitude does not exceed 1.5%; -0.01 means downward adjustment and the amplitude does not exceed 1%. The default 0 means no adjustment.) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) session|[Session](../quote/quote.md#8688)|US stocks Trading Session (Applied to US stocks, RTH, ETH, OVERNIGHT, ALL can be allowed.) jp_acc_type|[SubAccType](./trade.md#3947)|JP sub account type (Only applicable for Moomoo JP) position_id|int|Position ID (- Applicable for querying Sell and Buyback in Moomoo JP Derivative accounts. - It can be obtained by [Get Positions](./get-position-list.md) interface.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, account list is returned.
str If ret != RET_OK, error description is returned.
* Account list format as follows: Field|Type|Description :-|:-|:- max_cash_buy|float|Buy on cash. (- Maximum quantity that can be bought in cash. - The unit of options is "contract". - Futures accounts are not applicable.) max_cash_and_margin_buy|float|Buy on margin. (- Maximum quantity that can be bought on margin. - The unit of options is "contract". - Futures accounts are not applicable.) max_position_sell|float|Sell on position. (- Maximum quantity can be sold. - The unit of options is "contract".) max_sell_short|float|Short sell. (- Maximum quantity can be shorted. - The unit of options is "contract". - Futures accounts are not applicable.) max_buy_back|float|Short positions. (- Buyback required quantity to close a position. When holding short positions, you must first buy back the short positions before you can continue to buy long. - The unit of options and futures is "contract".) long_required_im|float|Initial margin change when buying one contract of an asset. (- Currently only futures and options apply. - No position: Returns the initial margin needed to buy one contract (a positive value). - Long position: Returns the initial margin required to buy one contract (a positive value). - Short position: Returns the initial margin released for buying back one contract (a negative value).) short_required_im|float|Initial margin change when selling one contract of an asset. (- Currently only futures and options apply. - No position: Returns the initial margin needed to short one contract (a positive value). - Long position: Returns the initial margin released for selling one contract (a negative value). - Short position: Returns the initial margin needed to short one contract (a positive value).) session|[Session](../quote/quote.md#8688)|Order session (Only applied to US stocks) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.acctradinginfo_query(order_type=OrderType.NORMAL, code='US.AAPL', price=400) if ret == RET_OK: print(data) print(data['max_cash_and_margin_buy'][0]) # Get maximum quantity that can be bought on margin else: print('acctradinginfo_query error: ', data) trd_ctx.close() # Close the current connection ``` * **Output** ```python max_cash_buy max_cash_and_margin_buy max_position_sell max_sell_short max_buy_back long_required_im short_required_im session 0 0.0 1500.0 0.0 0.0 0.0 N/A N/A N/A 1500.0 ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id). ::: :::tip Tips * Cash accounts do not support trading derivatives, so querying the maximum bp for options through cash accounts is not supported. * Crypto only supports cash accounts trading, so querying the margin bp for crypto accounts is not supported. * Maximum quantity that can be bought for futures should be calculated by yourself. The formula is floor(Max buying power/Initial margin change when buying one contract of an asset). Max buying power is from [Get Account Funds](./get-funds.md). ::: --- # Query Combo Order Tradable Info `comboorder_tradinginfo_query(combo_leg_list, price, qty, order_type=OrderType.NORMAL, order_id=None, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)` * **Description** Query tradable info for a combo order at the given price and quantity (e.g. margin and buying power changes). You can also pass an order ID to query tradable info for order modification. * **Parameters** Parameter|Type|Description :-|:-|:- combo_leg_list|list|Combo leg list (- Each element is a ComboLeg object; see the ComboLeg table in [place_combo_order](./place-combo-order.md)) price|float|Quoted price (For auction or market orders, also provide a current price so the server can calculate) qty|float|Quantity (Combo quantity; actual quantity per leg is qty × that leg's qty_ratio) order_type|[OrderType](./trade.md#4181)|Order type order_id|str|Order ID (- Default None queries tradable info for a new order - For order modification, pass server order ID orderIDEx to get related modifiable info) trd_env|[TrdEnv](./trade.md#6374)|Trading environment acc_id|int|Trading account ID (- Either acc_id or acc_index; acc_id is recommended - When acc_id is 0, the account specified by acc_index is used) acc_index|int|Account index in the trading account list (Defaults to 0, meaning the first trading account) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, tradable info is returned.
str If ret != RET_OK, error description is returned.
* Tradable info format as follows: Field|Type|Description :-|:-|:- nlv_change|float|Net liquidation value change initial_margin_change|float|Initial margin change maintenance_margin_change|float|Maintenance margin change option_bp|float|Option buying power max_withdraw_change|float|Max withdrawable change bp_decrease|float|Buying power decrease * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) leg1 = ComboLeg() leg1.code = 'US.AAPL260529C302500' leg1.trd_side = TrdSide.BUY leg1.qty_ratio = 1 leg2 = ComboLeg() leg2.code = 'US.AAPL' leg2.trd_side = TrdSide.SELL leg2.qty_ratio = 100 combo_legs = [leg1, leg2] ret, data = trd_ctx.comboorder_tradinginfo_query(combo_legs, price=100, qty=1, order_type=OrderType.NORMAL, trd_env=TrdEnv.SIMULATE) if ret == RET_OK: print(data) else: print('comboorder_tradinginfo_query error: ', data) trd_ctx.close() ``` * **Output** ```python nlv_change initial_margin_change maintenance_margin_change option_bp max_withdraw_change bp_decrease 0 ... ... ... ... ... ... ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id) for max tradable quantity query APIs. ::: --- # Get Positions `position_list_query(code='', position_market=TrdMarket.NONE, pl_ratio_min=None, pl_ratio_max=None, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, refresh_cache=False, asset_category=AssetCategory.NONE, currency=Currency.USD, show_option_strategy_view=False)` * **Description** Query the holding position list of a specific trading account * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Security symbol. (- Only return orders whose related security symbols correspond to these codes. If this parameter is not passed, return all. - Note: For the code filtering of futures positions, you need to pass the contract code with a specific month, and it cannot be filtered by the future main contract code.) position_market| [TrdMarket](./trade.md#6257)|Filter positions by market. (- Return positions for the specified market. - If this parameter is not passed, return positions for all markets.) pl_ratio_min|float|The lower limit of the current gain or loss ratio filter. (The securities account uses profit ratio on the diluted cost price, while the futures account uses the profit rate on the average cost price.For example: when 10 is passed, the positions with gain or loss ratio greater than +10% will be returned.) pl_ratio_max|float|The upper limit of the current gain or loss ratio filter. (The securities account uses profit ratio on the diluted cost price, while the futures account uses the profit rate on the average cost price.For example: when 10 is passed, the positions with gain or loss ratio less than +10% will be returned.) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) refresh_cache|bool|Whether to refresh the cache. (- True: Re-request data from the Futu server immediately, without using the OpenD cache. At this time, it will be restricted by the interface frequency limit. - False: Use OpenD's cache (The cache needs to be refreshed if it is not updated in rare circumstances.) asset_category|[AssetCategory](./trade.md#2313)|Asset category (Only applicable for Moomoo JP) currency|[Currency](./trade.md#1655)|Currency unit for position data (Only for crypto accounts) show_option_strategy_view|bool|Whether to return option strategy view positions. (- True: Returns positions in option strategy dimension (includes combo strategy fields). - False: Returns positions in symbol dimension (default).) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, list of positions is returned.
str If ret != RET_OK, error description is returned.
* List of positions format as follows: Field|Type|Description :-|:-|:- position_side|[PositionSide](./trade.md#7930)|Position direction. code|str|Security code. stock_name|str|Security name. position_market|[TrdMarket](./trade.md#6257)|Position market. qty|float|The number of holdings. (The unit of options and futures is "contract".) can_sell_qty|float|Available quantity. (Available quantity = Holding quantity - Frozen quantityThe unit of options and futures is "contract".) currency|[Currency](./trade.md#1655)|Transaction currency. nominal_price|float|Market price. (3 decimal place accuracy, excess part will be rounded.) cost_price|float|Diluted Cost (for securities account). Average Cost (for futures account). (It is recommended to use the fields of average_cost and diluted_cost to obtain the cost price) cost_price_valid|bool|Whether the cost price is valid. (True: valid.False: invalid.) average_cost|float|Average cost price (Not valid for securities paper trading accountsMinimum version requirement: 9.2.5208) diluted_cost|float|Diluted cost price (Not valid for futures trading accountsMinimum version requirement: 9.2.5208) market_val|float|Market value. (3 decimal places accuracy(2 decimal places for A-shares, and 0 decimal place for futures).) pl_ratio|float|Proportion of gain or loss(under diluted cost price) (This field is in percentage form, so 20 is equavalent to 20%.Not applicable to futures.) pl_ratio_valid|bool|Whether the gain or loss ratio is valid. (True: valid.False: invalid.) pl_ratio_avg_cost|float|Proportion of gain or loss(under average cost price) (This field is in percentage form, so 20 is equavalent to 20%.Not applicable to futures.) pl_val|float|Gain or loss. (3 decimal places accuracy(2 decimal places for A-shares).) pl_val_valid|bool|Whether the gain or loss is valid. (True: valid.False: invalid.) today_pl_val|float|Gain or loss today. (3 decimal places accuracy(2 decimal places for A-shares).) today_trd_val|float|Transaction amount today. (Only valid in the real trading environment.3 decimal places accuracy(2 decimal places for A-shares). Not applicable to futures.) today_buy_qty|float|Total volume purchased today. (Only valid in the real trading environment.3 decimal places accuracy(2 decimal places for A-shares).Not applicable to futures.) today_buy_val|float|Total amount purchased today. (Only valid in the real trading environment.3 decimal places accuracy(2 decimal places for A-shares).Not applicable to futures.) today_sell_qty|float|Total volume sold today. (Only valid in the real trading environment.3 decimal places accuracy(2 decimal places for A-shares).Not applicable to futures.) today_sell_val|float|Total amount sold today. (Only valid in the real trading environment.3 decimal places accuracy(2 decimal places for A-shares).Not applicable to futures.) unrealized_pl|float|Unrealized gain or loss. (Not valid for securities paper trading accountsIt is the unrealized profit and loss under the average cost price, for universal securities accounts) realized_pl|float|Realized gain or loss. (Not valid for securities paper trading accountsIt is the realized profit and loss under the average cost price, for universal securities accounts) position_id|int|Position ID combo_id|int|Combo ID (Valid when show_option_strategy_view=True) strategy_type|[OptionStrategyType](../quote/quote.md#2931)|Combo strategy type (Valid when show_option_strategy_view=True) position_type|[PositionType](./trade.md#5179)|Position type (Valid when show_option_strategy_view=True) acc_id|int|Trading account ID jp_acc_type|[SubAccType](./trade.md#3947)|JP sub account type (Only applicable for Moomoo JP) * **Example** ```python from futu import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.position_list_query() if ret == RET_OK: print(data) if data.shape[0] > 0: # If the position list is not empty print(data['stock_name'][0]) # Get the first stock name of the holding position print(data['stock_name'].values.tolist()) # Convert to list else: print('position_list_query error: ', data) trd_ctx.close() # Close the current connection ``` * **Output** ```python code stock_name position_market qty can_sell_qty cost_price cost_price_valid average_cost diluted_cost market_val nominal_price pl_ratio pl_ratio_valid pl_ratio_avg_cost pl_val pl_val_valid today_buy_qty today_buy_val today_pl_val today_trd_val today_sell_qty today_sell_val position_side unrealized_pl realized_pl currency asset_category position_id 0 US.AAPL Apple Inc. US 400.0 400.0 53.975 True 53.975 53.975 19760.0 49.4 -8.476146 True -8.476146 -1830.0 True 0.0 0.0 0.0 0.0 0.0 0.0 LONG 0.0 0.0 USD N/A 6596101776329286054 Apple Inc. ['Apple Inc.'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id). * Call this interface, only when the cache is refreshed, will it be restricted by the frequency limit ::: --- # Get Margin Data `get_margin_ratio(code_list)` * **Description** Query the margin data of stocks. * **Parameters** Parameter|Type|Description :-|:-|:- code_list|list|Stock list. (Up to 100 targets can be requested each time.Data type of elements in the list is str.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, margin data is returned.
str If ret != RET_OK, error description is returned.
* Margin data format as follows: Field|Type|Description :-|:-|:- code| str| Stock code is_long_permit|bool| Is marginable trading allowed. is_short_permit | bool | Is shortable trading allowed. short_pool_remain | float | Short pool remaining. (unit: shares.) short_fee_rate | float | Borrow rate. (This field is in percentage form, so 20 is equivalent to 20%.) alert_long_ratio | float | Marginable alert margin. (This field is in percentage form, so 20 is equivalent to 20%.) alert_short_ratio | float | Shortable alert margin. (This field is in percentage form, so 20 is equivalent to 20%.) im_long_ratio | float | Marginable initial margin. (This field is in percentage form, so 20 is equivalent to 20%.) im_short_ratio | float | Shortable initial margin. (This field is in percentage form, so 20 is equivalent to 20%.) mcm_long_ratio | float | Marginable margin call margin. (This field is in percentage form, so 20 is equivalent to 20%.) mcm_short_ratio | float | Shortable margin call margin. (This field is in percentage form, so 20 is equivalent to 20%.) mm_long_ratio |float | Marginable maintenance margin. (This field is in percentage form, so 20 is equivalent to 20%.) mm_short_ratio |float | Marginable maintenance margin. (This field is in percentage form, so 20 is equivalent to 20%.) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.get_margin_ratio(code_list=['US.AAPL','US.FUTU']) if ret == RET_OK: print(data) print(data['is_long_permit'][0]) # Get whether marginable trading allowed for the first stock print(data['im_short_ratio'].values.tolist()) # Convert to list else: print('error:', data) trd_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` * **Output** ```python code is_long_permit is_short_permit short_pool_remain short_fee_rate alert_long_ratio alert_short_ratio im_long_ratio im_short_ratio mcm_long_ratio mcm_short_ratio mm_long_ratio mm_short_ratio 0 US.AAPL True True 1826900.0 0.89 33.0 56.0 35.0 60.0 32.0 53.0 25.0 40.0 1 US.FUTU True True 1150600.0 0.95 48.0 46.0 50.0 50.0 47.0 43.0 40.0 30.0 True [60.0, 50.0] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single user ID. * For each request, the maximum number of stocks supported by the parameter is 100. * Stocks and ETFs of US, HK and A-share markets are supported. ::: --- # Get Account Cash Flow `get_acc_cash_flow(clearing_date='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, cashflow_direction=CashFlowDirection.NONE, start='', end='')` * **Description** Query the cash flow list of a specified trading account on a specified date. This includes all transactions that affect cash balances, such as deposits/withdrawals, fund transfers, currency exchanges, buying/selling financial assets, margin interest, and securities lending interest. * **Parameters** Parameter|Type|Description :-|:-|:- clearing_date|str|Clearing date. (Required for Securities/Futures Account. Query each day separately with YYYY-MM-DD format (e.g.,'2017-06-20').) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) cashflow_direction|[CashFlowDirection](./trade.md#1384)| Filter by the direction of cash flow (e.g., inflow/outflow). start_time|str|Start time (Only for cryptocurrency accounts, format: yyyy-MM-dd HH:mm:ss) end_time|str|End time (Only for cryptocurrency accounts, format: yyyy-MM-dd HH:mm:ss) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, account cash flow list is returned.
str If ret != RET_OK, error description is returned.
* Account cash flow list format as follows: Field|Type|Description :-|:-|:- cashflow_id|int|Cash flow ID clearing_date|str|Clearing date. settlement_date|str|Settlement date. currency|[Currency](./trade.md#1655)|Transaction currency. cashflow_type|str|Cash flow type. cashflow_direction|[CashFlowDirection](./trade.md#1384)|Cash flow direction. cashflow_amount|float|Cash flow amount (positive:inflow, negative:outflow). cashflow_remark|str|Remarks. * **Example** ```python from futu import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.get_acc_cash_flow(clearing_date='2025-02-18', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, cashflow_direction=CashFlowDirection.NONE) if ret == RET_OK: print(data) if data.shape[0] > 0: # If account cash flow list is not empty print(data['cashflow_type'][0]) # Get direction of the first cash flow record print(data['cashflow_amount'].values.tolist()) # Convert to list else: print('get_acc_cash_flow error: ', data) trd_ctx.close() ``` * **Output** ```python cashflow_id clearing_date settlement_date currency cashflow_type cashflow_direction cashflow_amount cashflow_remark 0 16308 2025-02-27 2025-02-28 HKD Others N/A 0.00 Opt ASS-P-JXC250227P13000-20250227 1 16357 2025-02-27 2025-03-03 HKD Others OUT -104000.00 2 16360 2025-02-27 2025-02-27 USD Fund Redemption IN 23000.00 Fund Redemption#Taikang Kaitai US Dollar Money... 3 16384 2025-02-27 2025-02-27 HKD Fund Redemption IN 104108.96 Fund Redemption#Taikang Kaitai Hong Kong Dolla... Others [0.00, -104000.00, 23000.00, 104108.96] ``` :::tip Interface Limitations * A maximum of 20 requests per 30 seconds under a single account ID (acc_id). * Cash flows are arranged in chronological order. * Can not query cash flow list through paper trading accounts and moomoo US accounts. ::: --- # Place Orders `place_order(price, qty, code, trd_side, order_type=OrderType.NORMAL, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, remark=None, time_in_force=TimeInForce.DAY, fill_outside_rth=False, aux_price=None, trail_type=None, trail_value=None, trail_spread=None, session=Session.NONE, jp_acc_type=SubAccType.JP_GENERAL, position_id=NONE)` * **Description** Place order :::tip Tips The Python API is synchronous, but the network transport is asynchronous. When the receiving time interval is very short between the response packet of place_order and [Order Fill Push Callback](../trade/update-order-fill.md) or [Order Push Callback](../trade/update-order.md), it may happen that the response packet of place_order returns first, but the callback function is called first. For example: [Order Push Callback](../trade/update-order.md) may be called first, and then the place_order interface returns. ::: * **Parameters** Parameter|Type|Description :-|:-|:- price|float|Order price. (- When the order is a market order or auction order type, you still need to pass parameters, and price can be passed any value. - Precision: - Futures: 8 integer digits, 9 decimal places, supporting negative prices. - US stock options: 2 decimal places. - US stocks: less than $1, allowing 4 decimal places. Greater than or equal to $1, allowing 2 decimal places. - Others: 3 decimal places, round off excess digits.) qty|float|Order quantity. (The unit of options and futures is "contract".) code|str|Code. (If it is the future main code, it will be automatically converted to the actual corresponding contract code.) trd_side|[TrdSide](./trade.md#832)|Transaction direction. order_type|[OrderType](./trade.md#245)|Order type. adjust_limit|float|Price adjustment range. (OpenD will automatically adjust the incoming price to the legal price. - Positive numbers represent upward adjustments, and negative numbers represent downward adjustments. - For example: 0.015 means upward adjustment and the amplitude does not exceed 1.5%; -0.01 means downward adjustment and the amplitude does not exceed 1%. The default 0 means no adjustment.) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) remark|str|Remark. (The maximum length after converting to utf8 is 64 bytes. This remark field will be attached to the order to facilitate you to identify the order.) time_in_force|[TimeInForce](./trade.md#7678)|Valid period. (Market orders of HK market, A-share market or global futures, only support *Day*) fill_outside_rth|bool|Whether allow to execute the order during pre-market or after-hours market trades. (Deprecated) (This field has been deprecated. Recommended to use Session (trading session) for order placement.For HK pre-opening market and US pre/post-market. And market orders are only supported in regular trading hours.) aux_price|float|Trigger price. (- If order type is Stop, Stop Limit, Market if Touched, or Limit if Touched, aux_price must be set. - Same as price. Round off excess digits.) trail_type|[TrailType](./trade.md#12)|Trailing type. (If order type is Trailing Stop, or Trailing Stop Limit, trail_type must be set.) trail_value|float|Trailing amount/ratio. (- If order type is Trailing Stop, or Trailing Stop Limit, trail_value must be set. - If the trail type is PERCENTAGE, this field is in percentage form, so 20 is equivalent to 20%. - If the trail type is PRICE, same as price for integer places. For US stock options is fixed to 2 decimal places, while for US stocks it is 4; for others, same as price. Round off excess digits. - If the trail type is PERCENTAGE, this value will be rounded to 2 decimals. The integer places are same as price.) trail_spread|float|Specify spread. (- If order type is Trailing Stop Limit, trail_spread must be set. - The price will be rounded to 3 decimals for securities account, and 9 decimals for futures account.) session|[Session](../quote/quote.md#8688)|US stocks Trading Session (Applied to US stocks, RTH, ETH, OVERNIGHT, ALL can be allowed.) jp_acc_type|[SubAccType](./trade.md#3947)|JP sub account type (Only applicable for Moomoo JP) position_id|int|Position ID (- It is used for closing a position for Moomoo JP - It can be obtained by [Get Positions](./get-position-list.md) interface.) expire_time|str|Order expiry time, only valid when time_in_force is GTD * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, order list is returned.
str If ret != RET_OK, error description is returned.
* Order list format as follows: Field|Type|Description :-|:-|:- trd_side|[TrdSide](./trade.md#832)|Trading direction. order_type|[OrderType](./trade.md#245)|Order type. order_status|[OrderStatus](./trade.md#8074)|Order status. order_id|str|Order ID. code|str|Security code. stock_name|str|Security name. qty|float|Order quantity. (Option futures unit is "Contract".) price|float|Order price. (3 decimal place accuracy, excess part will be rounded.) create_time|str|Create time. (Format: yyyy-MM-dd HH:mm:ss For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) updated_time|str|Last update time. (Format: yyyy-MM-dd HH:mm:ss For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).The unit of option futures is "Contract".) dealt_qty|float|Deal quantity (Option futures unit is "Contract".) dealt_avg_price|float|Average deal price. (No precision limit.) last_err_msg|str|The last error description. (If there is an error, the cause of the last error will be returned. If there is no error, an empty string will be returned.) remark|str|Identification of remarks when placing an order. (Refer to remark in the [place_order](./place-order.md) interface parameters for details.) time_in_force|[TimeInForce](./trade.md#7678)|Valid period. fill_outside_rth|bool|Whether pre-market and after-hours are needed. (For HK pre-opening market and US pre/post-market.True: need. False: not need.) session|[Session](../quote/quote.md#8688)|Order session (Only applied to US stocks) aux_price|float|Traget price. trail_type|[TrailType](./trade.md#12)|Trailing type. trail_value|float|Trailing amount/ratio. trail_spread|float|Specify spread. * **Example** ```python from moomoo import * pwd_unlock = '123456' trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.unlock_trade(pwd_unlock) # If you use a live trading account to place an order, you need to unlock the account first. The example here is to place an order on a paper trading account, and unlocking is not necessary. if ret == RET_OK: ret, data = trd_ctx.place_order(price=510.0, qty=100, code="US.AAPL", trd_side=TrdSide.BUY, trd_env=TrdEnv.SIMULATE, session=Session.NONE) if ret == RET_OK: print(data) print(data['order_id'][0]) # Get the order ID of the placed order print(data['order_id'].values.tolist()) # Convert to list else: print('place_order error: ', data) else: print('unlock_trade failed: ', 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 session aux_price trail_type trail_value trail_spread currency 0 US.AAPL Apple Inc. BUY NORMAL SUBMITTING 38196006548709500 100.0 420.0 2021-11-04 11:38:19 2021-11-04 11:38:19 0.0 0.0 DAY N/A N/A N/A N/A N/A N/A USD 38196006548709500 ['38196006548709500'] ``` :::tip Interface Limitations * A maximum of 15 requests per 30 seconds under a single account ID (acc_id), and the interval between two consecutive requests cannot be less than 0.02 seconds. Shared frequency limit with [Place Combo Order](./place-combo-order.md). * When using live trading accounts, you need to [unlock trade](./unlock.md) **before** calling *Place Order* interface, but when using paper trading accounts, you do not need to [unlock trade](./unlock.md). ::: :::tip Tips * Required parameters for each order type: [Click here](../qa/trade.html#8229) to learn more. * Each broker sets limits on shares or amounts for single orders of various trading products. Exceeding these limits may result in order failures: [Click here](../qa/trade.html#8229) to learn more. * Locking position is not supported for **shortable securities**, that means you can not hold a long position and a short position at the same time. * If you want to **close out position** of a **shortable securities**, you need to get the direction of the position and send an opposite order with the same quantity. * If you want to **reversing trade** of a **shortable securities**, there are 2 steps: 1. you need to get the direction of the position and send an opposite order with the same quantity. 2. Send an opposite order again to open the reverse trade. For example: If you want to reverse trade of 1 long position of HK.HSI2012, you need to close the long position first and then sell short the contract. * Only limit orders can be allowed during US stocks 24 Hour Trading Hour. You can choose Day, Good-Till-Cancelled (GTC) as the time-in-force. 24-hour order runs from Sunday 8:00 PM to Friday 8:00 PM ET, covering regular trading hours plus pre-market, post-market, and overnight trading sessions. You can place orders anytime during this period. * Paper trading of US stocks does not support irregular trading hours (including pre/post-market and overnight). ::: --- # Place Combo Order `place_combo_order(combo_leg_list, price, qty, order_type=OrderType.NORMAL, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, remark="", time_in_force=TimeInForce.DAY, expire_time=None)` * **Description** Submit combo option/combo strategy orders. :::tip Tips The Python API is synchronous, but the network transport is asynchronous. When the receiving time interval is very short between the response packet of place_combo_order and [Order Fill Push Callback](../trade/update-order-fill.md) or [Order Push Callback](../trade/update-order.md), it may happen that the response packet of place_combo_order returns first, but the callback function is called first. ::: * **Parameters** Parameter|Type|Description :-|:-|:- combo_leg_list|list|Combo leg list (- Each element is a ComboLeg object describing a security and trading direction in the combo - See the table below for ComboLeg fields) price|float|Order price (- When the order is a market order or auction order type, you still need to pass price; any value is acceptable - Precision rules are the same as the price parameter in [place_order](./place-order.md)) qty|float|Order quantity (Combo order quantity; the actual quantity of each leg is qty × that leg's qty_ratio) order_type|[OrderType](./trade.md#4181)|Order type trd_env|[TrdEnv](./trade.md#6374)|Trading environment acc_id|int|Trading account ID (- Either acc_id or acc_index can be used to specify the trading account; acc_id is recommended - When acc_id is 0, the account specified by acc_index is used - When acc_id is a non-zero ID, the account specified by acc_id is used) acc_index|int|Account index in the trading account list (- Either acc_id or acc_index can be used to specify the trading account; acc_id is recommended - acc_index defaults to 0, meaning the first trading account) remark|str|Remark (- The order carries this remark field to help you identify the order - Maximum length after converting to UTF-8 is 64 bytes) time_in_force|[TimeInForce](./trade.md#4241)|Valid period expire_time|str|Order expiry time (Valid when time_in_force is GTD; format: yyyy-MM-dd) * ComboLeg object fields: Field|Type|Description :-|:-|:- code|str|Security code, e.g. US.AAPL、US.AAPL260529C302500 trd_side|[TrdSide](./trade.md#5815)|Trading direction of this leg qty_ratio|float|Quantity ratio (Actual quantity of this leg = order qty × qty_ratio) position_id|int|Position ID (Required when closing a position. Use the position_id from the option strategy view returned by [Get Position List](./get-position-list.md) with show_option_strategy_view=True.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, order list is returned.
str If ret != RET_OK, error description is returned.
* Order list format as follows: Field|Type|Description :-|:-|:- order_id|str|Order ID code|str|Combo strategy code strategy_type|[OptionStrategyType](../quote/quote.md#2931)|Combo strategy type trd_side|[TrdSide](./trade.md#5815)|Trading direction order_type|[OrderType](./trade.md#4181)|Order type order_status|[OrderStatus](./trade.md#797)|Order status qty|float|Order quantity price|float|Order price amount|float|Order amount time_in_force|[TimeInForce](./trade.md#4241)|Valid period expire_time|str|Expiry time dealt_qty|float|Deal quantity dealt_avg_price|float|Average deal price create_time|str|Create time updated_time|str|Last update time last_err_msg|str|Last error description remark|str|Remark combo_legs|list|Combo leg list (Elements are ComboLeg objects) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) leg1 = ComboLeg() leg1.code = 'US.AAPL260529C302500' leg1.trd_side = TrdSide.BUY leg1.qty_ratio = 1 leg2 = ComboLeg() leg2.code = 'US.AAPL' leg2.trd_side = TrdSide.SELL leg2.qty_ratio = 100 combo_legs = [leg1, leg2] ret, data = trd_ctx.place_combo_order(combo_legs, price=9.9, qty=1, order_type=OrderType.NORMAL, trd_env=TrdEnv.SIMULATE) if ret == RET_OK: print(data) print(data['order_id'][0]) else: print('place_combo_order error: ', data) trd_ctx.close() ``` * **Output** ```python order_id code strategy_type trd_side order_type order_status qty price ... 0 FH1C79E90941477000 ... ... ... NORMAL SUBMITTING 1.0 9.9 ... FH1C79E90941477000 ``` :::tip Interface Limitations * A maximum of 15 requests per 30 seconds under a single account ID (acc_id), and the interval between two consecutive requests cannot be less than 0.02 seconds. Shared frequency limit with [Place Order](place-order.md). * When using live trading accounts, you need to [unlock trade](./unlock.md) before calling the order placement interface; paper trading accounts do not require unlocking. ::: :::tip Tips * Securities in combo_leg_list must belong to the same trading market; the system determines trd_market based on the first leg's market. * Each leg's qty_ratio and qty together determine the actual order quantity of each leg. ::: --- # Modify or Cancel Orders `modify_order(modify_order_op, order_id, qty, price, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, aux_price=None, trail_type=None, trail_value=None, trail_spread=None)` * **Description** Modify the price and quantity of orders, cancel orders, delete orders, enable or disable orders, etc. For HKCC market, it is invalid to change orders, except that cancelling orders is supported. * **Parameters** Parameter|Type|Description :-|:-|:- modify_order_op|[ModifyOrderOp](./trade.md#3811)|Modify order operation type. order_id|str|Order ID. qty|float|The quantity after the order is changed. (The unit of options and futures is "contract". 0 decimal place accuracy, the excess part is discarded.) price|float|The price after the order is changed. (Accuracy to 3 decimal places for securities account, and the excess part will be discarded. Accuracy to 9 decimal places for futures account, and the excess part will be discarded.) adjust_limit|float|Price adjustment range. (OpenD will automatically adjust the incoming price to the legal price.(This parameter will be ignored by future contracts.) - Positive numbers represent upward adjustments, and negative numbers represent downward adjustments. - For example: 0.015 means upward adjustment and the amplitude does not exceed 1.5%; -0.01 means downward adjustment and the amplitude does not exceed 1%. The default 0 means no adjustment.) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) aux_price|float|Trigger price. (- If order type is Stop, Stop Limit, Market if Touched, or Limit if Touched, aux_price must be set. - The price will be rounded to 3 decimals for securities account, and 9 decimals for futures account.) trail_type|[TrailType](./trade.md#12)|Trailing type. (If order type is Trailing Stop, or Trailing Stop Limit, trail_type must be set.) trail_value|float|Trailing amount/ratio. (- If order type is Trailing Stop, or Trailing Stop Limit, trail_value must be set. - If the trail type is PERCENTAGE, this field is in percentage form, so 20 is equivalent to 20%. - If the trail type is PRICE, this value will be rounded to 3 decimals for securities account, and 9 decimals for futures account. - If the trail type is PRICE, this value will be rounded to 2 decimals.) trail_spread|float|Specify spread. (- If order type is Trailing Stop Limit, trail_spread must be set. - The price will be rounded to 3 decimals for securities account, and 9 decimals for futures account.) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, modification information is returned.
str If ret != RET_OK, error description is returned.
* Modification information format as follows: Field|Type|Description :-|:-|:- trd_env|[TrdEnv](./trade.md#48)|Trading environment. order_id|str|Order ID. * **Example** ```python from moomoo import * pwd_unlock = '123456' trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.unlock_trade(pwd_unlock) # If you use a live trading account to modify or cancel an order, you need to unlock the account first. The example here is to cancel an order on a paper trading account, and unlocking is not necessary. if ret == RET_OK: order_id = "8851102695472794941" ret, data = trd_ctx.modify_order(ModifyOrderOp.CANCEL, order_id, 0, 0) if ret == RET_OK: print(data) print(data['stock_name'][0]) # Get the order ID of the modified order print(data['stock_name'].values.tolist()) # Convert to list else: print('modify_order error: ', data) else: print('unlock_trade failed: ', data) trd_ctx.close() ``` * **Output** ```python trd_env order_id 0 REAL 8851102695472794941 8851102695472794941 ['8851102695472794941'] ``` `cancel_all_order(trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, trdmarket=TrdMarket.NONE)` * **Description** Cancel all orders. Paper trading and HKCC trading accounts do not support all cancellations. * **Parameters** Parameter|Type|Description :-|:-|:- trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (When acc_id is 0, the account specified by acc_index is chosen.When acc_id is set the ID number (not 0), the account specified by acc_id is chosen.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) trdmarket|[TrdMarket](./trade.html#6257)|Transaction market selection. (Cancel orders in specified markets the given account.In the default state, cancel orders in all markets for the given account.) * **Return**
Field Type Description
ret int Returned value. On success, ret == RET_OK. On error, ret != RET_OK.
data str If ret == RET_OK, modification information is returned.
If ret != RET_OK, error description is returned.
* Modification information format as follows: Field|Type|Description :-|:-|:- trd_env|[TrdEnv](./trade.md#48)|Trading environment order_id|str|Order number * **Example** ```python from moomoo import * pwd_unlock = '123456' trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.unlock_trade(pwd_unlock) # If you use a live trading account to modify or cancel an order, you need to unlock the account first. The example here is to cancel all orders on a paper trading account, and unlocking is not necessary. if ret == RET_OK: ret, data = trd_ctx.cancel_all_order() if ret == RET_OK: print(data) else: print('cancel_all_order error: ', data) else: print('unlock_trade failed: ', data) trd_ctx.close() ``` * **Output** ```python success ``` :::tip Interface Limitations * A maximum of 20 requests per 30 seconds under a single account ID (acc_id), and the time interval between two consecutive requests should not be less than 0.04 seconds. * When using live trading accounts, you need to [unlock trade](./unlock.md) **before** calling *Modify or Cancel Orders* interface, but when using paper trading accounts, you do not need to [unlock trade](./unlock.md). ::: :::tip Tip * For the execution of **modify the order**, to learn more about the required parameters for each order type, please [click here](../qa/trade.html#2440). * If you want to **modify the quantity of the order**, the parameter **qty** should be equal to the total quantity of the expected filled. For example: The quantity of an order is *N* shares, with *n* shares filled. For the unfilled *(N-n)* shares, if you want to cancel *x* shares, the parameter **modify_order_op** should be *NORMAL*, **qty** should be *(N-x)*. ![order_quantity](../../img/order_quantity_en.png) * If you want to cancel an order, the parameter **modify_order_op** should be *CANCEL*. For example: The quantity of an order is *N* shares, with *n* shares filled. If you want to cancel the unfilled *(N-n)* shares, **modify_order_op** should be *CANCEL*, and **qty** and **price** will be ignored. ::: --- # Get open Orders `order_list_query(order_id="", order_market=TrdMarket.NONE, status_filter_list=[], code='', start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, refresh_cache=False)` * **Description** Query the open order list of the specified trading account (including all open orders, filled or cancelled orders within 24h) * **Parameters** Parameter|Type|Description :-|:-|:- order_id|str|Order id. (If specified, only return data for the specified order.No filtering by default, return all.) order_market|[TrdMarket](./trade.md#6257)|Filter orders by security market. (- Return open orders for the specified market. - If this parameter is not passed or the default NONE is used, return open orders for all markets.) status_filter_list|list|Order status filter conditions. (Only return data for the specified order.No filtering by default, return all.Data type of elements in the list is [OrderStatus](./trade.md#8074).) code|str|Security symbol. (Only return orders whose related security symbols correspond to these codes. If this parameter is not passed, return all.) start|str|Start time. (In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) end|str|End time. (In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) refresh_cache|bool|Whether to refresh the cache. (- True: Re-request data from the Futu server immediately, without using the OpenD cache. At this time, it will be restricted by the interface frequency limit. - False: Use OpenD's cache (The cache needs to be refreshed if it is not updated in rare circumstances.)) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, order list is returned.
str If ret != RET_OK, error description is returned.
* Order list format as follows: Field|Type|Description :-|:-|:- trd_side|[TrdSide](./trade.md#832)|Trading direction. order_type|[OrderType](./trade.md#245)|Order type. order_status|[OrderStatus](./trade.md#8074)|Order status. order_id|str|Order ID. code|str|Security code. stock_name|str|Security name. order_market|[TrdMarket](./trade.md#6257)|Order market. qty|float|Order quantity. (Option futures unit is "Contract") price|float|Order price. (3 decimal place accuracy, excess part will be rounded.) currency|[Currency](./trade.md#1655)|Transaction currency. create_time|str|Create time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) updated_time|str|Last update time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).The unit of option futures is "Contract") dealt_qty|float|Deal quantity (Option futures unit is "Contract") dealt_avg_price|float|Average deal price. (No precision limit) last_err_msg|str|The last error description. (If there is an error, the cause of the last error will be returned. If there is no error, an empty string will be returned.) remark|str|Identification of remarks when placing an order. (Refer to remark in the [place_order](./place-order.md) interface parameters for details.) time_in_force|[TimeInForce](./trade.md#7678)|Valid period. fill_outside_rth|bool|Whether pre-market and after-hours are needed. (For HK pre-opening market and US pre/post-market.True: need. False: not need.) session|[Session](../quote/quote.md#8688)|Order session (Only applied to US stocks) aux_price|float|Traget price. trail_type|[TrailType](./trade.md#12)|Trailing type. trail_value|float|Trailing amount/ratio. trail_spread|float|Specify spread. jp_acc_type|[SubAccType](./trade.md#3947)|JP sub account type (Only applicable for Moomoo JP) expire_time|str|Order expiration time (Valid when time_in_force is GTD) amount|float|Order amount strategy_type|[OptionStrategyType](../quote/quote.md#2931)|Combo strategy type combo_legs|list|Combo legs list (For field details, refer to the ComboLeg table in [place_combo_order](./place-combo-order.md)) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.order_list_query() if ret == RET_OK: print(data) if data.shape[0] > 0: # If the order list is not empty print(data['order_id'][0]) # Get the first order ID of the order list today print(data['order_id'].values.tolist()) # Convert to list else: print('order_list_query error: ', data) trd_ctx.close() ``` * **Output** ```python code stock_name order_market 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 session aux_price trail_type trail_value trail_spread currency jp_acc_type 0 US.AAPL US BUY NORMAL CANCELLED_ALL 6644468615272262086 100.0 520.0 2021-09-06 10:17:52.465 2021-09-07 16:10:22.806 0.0 0.0 asdfg+=@@@ GTC N/A N/A 560 N/A N/A N/A USD N/A 6644468615272262086 ['6644468615272262086'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id). * It will be restricted by the frequency limit for this interface only when the cache is refreshed ::: :::tip Tips * Open orders are arranged in chronological order: earlier orders return first, followed by later orders. ::: --- # Get Historical Orders `history_order_list_query(status_filter_list=[], code='', order_market=TrdMarket.NONE, start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)` * **Description** Query the historical order list of a specified trading account * **Parameters** Parameter|Type|Description :-|:-|:- status_filter_list|list|Order status filter conditions. (Only return the data of the specified Order ID. No filtering by default, return all. Data type of elements in the list is [OrderStatus](./trade.md#8074).) code|str|Security symbol. (Only return orders whose related security symbols correspond to these codes. If this parameter is not passed, return all.) order_market|[TrdMarket](./trade.md#6257)|Filter orders by security market. (- Return historical orders for the specified market. - If this parameter is not passed or the default NONE is used, return historical orders for all markets.) start|str|Start time. (In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) end|str|End time (In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) * The combination of ***start*** and ***end*** is as follows Start type|End type|Description :-|:-|:- str|str|***start*** and ***end*** are the specified dates respectively. None|str|***start*** is 90 days before ***end***. str|None|***end*** is 90 days after ***start***. None|None|***start*** is 90 days before, ***end*** is the current date. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, order list is returned.
str If ret != RET_OK, error description is returned.
* Order list format as follows: Field|Type|Description :-|:-|:- trd_side|[TrdSide](./trade.md#832)|Trading direction. order_type|[OrderType](./trade.md#245)|Order type. order_status|[OrderStatus](./trade.md#8074)|Order status. order_id|str|Order ID. code|str|Security code. stock_name|str|Security name. order_market|[TrdMarket](./trade.md#6257)|Order market. qty|float|Order quantity. (Option futures unit is "Contract".) price|float|Order price. (3 decimal place accuracy, excess part will be rounded.) currency|[Currency](./trade.md#1655)|Transaction currency. create_time|str|Create time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) updated_time|str|Last update time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).The unit of option futures is "Contract".) dealt_qty|float|Deal quantity (Option futures unit is "Contract".) dealt_avg_price|float|Average deal price. (No precision limit.) last_err_msg|str|The last error description. (If there is an error, the cause of the last error will be returned. If there is no error, an empty string will be returned.) remark|str|Identification of remarks when placing an order. (Refer to remark in the [place_order](./place-order.md) interface parameters for details.) time_in_force|[TimeInForce](./trade.md#7678)|Valid period. fill_outside_rth|bool|Whether pre-market and after-hours are needed. (For HK pre-opening market and US pre/post-market.True: need. False: not need.) session|[Session](../quote/quote.md#8688)|Order session (Only applied to US stocks) aux_price|float|Traget price. trail_type|[TrailType](./trade.md#12)|Trailing type. trail_value|float|Trailing amount/ratio. trail_spread|float|Specify spread. jp_acc_type|[SubAccType](./trade.md#3947)|JP sub account type (Only applicable for Moomoo JP) expire_time|str|Order expiration time (Valid when time_in_force is GTD) amount|float|Order amount strategy_type|[OptionStrategyType](../quote/quote.md#2931)|Combo strategy type combo_legs|list|Combo legs list (For field details, refer to the ComboLeg table in [place_combo_order](./place-combo-order.md)) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.history_order_list_query() if ret == RET_OK: print(data) if data.shape[0] > 0: # If the order list is not empty print(data['order_id'][0]) # Get Order ID of the first holding position print(data['order_id'].values.tolist()) # Convert to list else: print('history_order_list_query error: ', data) trd_ctx.close() ``` * **Output** ```python code stock_name order_market 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 session aux_price trail_type trail_value trail_spread currency jp_acc_type 0 US.AAPL US BUY NORMAL CANCELLED_ALL 6644468615272262086 100.0 520.0 2021-09-06 10:17:52.465 2021-09-07 16:10:22.806 0.0 0.0 asdfg+=@@@ GTC N/A N/A 560 N/A N/A N/A USD N/A 6644468615272262086 ['6644468615272262086'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id). ::: :::tip Tips * Historical orders are arranged in reverse chronological order: later orders return first, followed by earlier orders. ::: --- # Orders Push Callback `on_recv_rsp(self, rsp_pb)` * **Description** In response to orders push, asynchronously process the order status information pushed by OpenD. After receiving the order status information pushed by OpenD, this function is called.. You need to override on_recv_rsp in the derived class. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Trd_UpdateOrder_pb2.Response|This parameter does not need to be processed in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, order list is returned.
str If ret != RET_OK, error description is returned.
* Order list format as follows: Field|Type|Description :-|:-|:- trd_side|[TrdSide](./trade.md#832)|Trading direction. order_type|[OrderType](./trade.md#245)|Order type. order_status|[OrderStatus](./trade.md#8074)|Order status. order_id|str|Order ID. code|str|Security code. stock_name|str|Security name. qty|float|Order quantity. (Option futures unit is "Contract") price|float|Order price. (3 decimal place accuracy, excess part will be rounded.) currency|[Currency](./trade.md#1655)|Transaction currency. create_time|str|Create time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) updated_time|str|Last update time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).The unit of option futures is "Contract".) dealt_qty|float|Deal quantity (Option futures unit is "Contract") dealt_avg_price|float|Average deal price. (No precision limit.) last_err_msg|str|The last error description. (If there is an error, the cause of the last error will be returned. If there is no error, an empty string will be returned.) remark|str|Identification of remarks when placing an order. (Refer to remark in the [place_order](./place-order.md) interface parameters for details.) time_in_force|[TimeInForce](./trade.md#7678)|Valid period. fill_outside_rth|bool|Whether pre-market and after-hours are needed. (Only for US stocks.True: need. False: not need.) session|[Session](../quote/quote.md#8688)|Order session (Only applied to US stocks) aux_price|float|Traget price. trail_type|[TrailType](./trade.md#12)|Trailing type. trail_value|float|Trailing amount/ratio. trail_spread|float|Specify spread. expire_time|str|Order expiration time (Valid when time_in_force is GTD) amount|float|Order amount strategy_type|[OptionStrategyType](../quote/quote.md#2931)|Combo strategy type combo_legs|list|Combo legs list (For field details, refer to the ComboLeg table in [place_combo_order](./place-combo-order.md)) * **Example** ```python from moomoo import * from time import sleep class TradeOrderTest(TradeOrderHandlerBase): """ order update push""" def on_recv_rsp(self, rsp_pb): ret, content = super(TradeOrderTest, self).on_recv_rsp(rsp_pb) if ret == RET_OK: print("* TradeOrderTest content={}\n".format(content)) return ret, content trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) trd_ctx.set_handler(TradeOrderTest()) print(trd_ctx.place_order(price=518.0, qty=100, code="US.AAPL", trd_side=TrdSide.SELL)) sleep(15) trd_ctx.close() ``` * **Output** ```python * TradeOrderTest content= trd_env code stock_name dealt_avg_price dealt_qty qty order_id order_type price order_status create_time updated_time trd_side last_err_msg trd_market remark time_in_force fill_outside_rth session aux_price trail_type trail_value trail_spread currency 0 REAL US.AAPL Apple Inc. 0.0 0.0 100.0 72625263708670783 NORMAL 518.0 SUBMITTING 2021-11-04 11:26:27 2021-11-04 11:26:27 BUY US DAY N/A N/A N/A N/A N/A N/A USD ``` --- # Get Order Fee `order_fee_query(order_id_list=[], acc_id=0, acc_index=0, trd_env=TrdEnv.REAL)` * **介绍** Get specified orders' fee details. (Minimum version requirement: 8.2.4218) * **参数** Parameter|Type|Description :-|:-|:- order_id_list|list|Order id list. (- At most 400 orders for each request. - The data type of elements in the list is str.) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) * **返回**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, order fee list is returned.
str If ret != RET_OK, error description is returned.
* Order list format as follows： 字段|类型|说明 :-|:-|:- order_id|str|Order ID fee_amount|float|Total fee of the order. fee_details|list|Fee details of the order. (- Format：[('item1', fee amount of item1), ('item2', fee amount of item2), ('item3', fee amount of item3)] - Common fee items: Commission, Platform Fee, ORF, OCC Fee,Option Settlement Fees, Settlement Fee, SEC Fee, TAF.) (Format：[('item1', fee amount of item1), ('item2', fee amount of item2), ('item3', fee amount of item3)]) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret1, data1 = trd_ctx.history_order_list_query(status_filter_list=[OrderStatus.FILLED_ALL]) if ret1 == RET_OK: if data1.shape[0] > 0: # If the order list is not empty ret2, data2 = trd_ctx.order_fee_query(data1['order_id'].values.tolist()) # Convert order ids to list data type, and request for order fees. if ret2 == RET_OK: print(data2) print(data2['fee_details'][0]) # Get fee details of the first order else: print('order_fee_query error: ', data2) else: print('order_list_query error: ', data1) trd_ctx.close() ``` * **Output** ```python order_id fee_amount fee_details 0 v3_20240314_12345678_MTc4NzA5NzY5OTA3ODAzMzMwN 10.46 [(Commission, 5.85), (Platform Fee, 2.7), (ORF... 1 v3_20240318_12345678_MTM5Nzc5MDYxNDY1NDM1MDI1M 2.25 [(Commission, 0.99), (Platform Fee, 1.0), (Set... [('Commission', 5.85), ('Platform Fee', 2.7), ('ORF', 0.11), ('OCC Fee', 0.18), ('Option Settlement Fees', 1.62)] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id). * Only orders after 2018-01-01 are supported. * Can not query order fee through paper trading accounts. * Can not query order fee through Moomoo CA accounts. ::: --- # Subscribe to Transaction Push Python does not need to subscribe to transaction push --- # Get Today's Deals `deal_list_query(code="", deal_market= TrdMarket.NONE, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, refresh_cache=False)` * **Description** Query today's deal list of a specific trading account. This feature is only available for live trading and not for paper trading. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Security symbol. (Only return orders whose related security symbols correspond to these codes. If this parameter is not passed, return all.) deal_market|[TrdMarket](./trade.md#6257)|Filter deals by security market. (- Return today's deals for the specified market. - If this parameter is not passed or the default NONE is used, return today's deals for all markets.) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) refresh_cache|bool|Whether to refresh the cache. (- True: Re-request data from the moomoo server immediately, without using the OpenD cache. At this time, it will be restricted by the interface frequency limit. - False: Use OpenD's cache (the cache needs to be refreshed if it is not updated in rare circumstances).) * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, transaction list is returned.
str If ret != RET_OK, error description is returned.
* Transaction list format as follows: Field|Type|Description :-|:-|:- trd_side|[TrdSide](./trade.md#832)|Trading direction. deal_id|str|Deal number. order_id|str|Order ID. code|str|Security code. stock_name|str|Security name. deal_market|[TrdMarket](./trade.md#6257)|Deal market. qty|float|Quantity of shares bought/sold on this fill. (Option futures unit is "Contract".) price|float|Fill price. (3 decimal place accuracy, excess part will be rounded.) create_time|str|Create time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) counter_broker_id|int|Counter broker ID. (Only valid for HK stocks.) counter_broker_name|str|Counter broker name. (Only valid for HK stocks.) status|[DealStatus](./trade.md#4379)|Deal status. jp_acc_type|[SubAccType](./trade.md#3947)|JP sub account type (Only applicable for Moomoo JP) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.deal_list_query() if ret == RET_OK: print(data) if data.shape[0] > 0: # If the order fill list is not empty print(data['order_id'][0]) # Get the first order ID of the transaction list print(data['order_id'].values.tolist()) # Convert to list else: print('deal_list_query error: ', data) trd_ctx.close() ``` * **Output** ```python code stock_name deal_market deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name status jp_acc_type 0 US.AAPL Apple Inc. HK 5056208452274069375 4665291631090960915 100.0 370.0 BUY 2020-09-17 21:15:59.979 5 OK N/A 4665291631090960915 ['4665291631090960915'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id). * It will be restricted by the frequency limit for this interface only when refresh_cache is True ::: :::tip Tips * Today's deals are arranged in chronological order: earlier deals return first, followed by later deals. ::: --- # Get Historical Deals `history_deal_list_query(code='', deal_market=TrdMarket.NONE, start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)` * **Description** Query historical deal list of a specific trading account. This feature is only available for live trading and not for paper trading. * **Parameters** Parameter|Type|Description :-|:-|:- code|str|Security symbol. (Only return orders whose related security symbols correspond to these codes. If this parameter is not passed, return all.) deal_market|[TrdMarket](./trade.md#6257)|Filter deals by security market. (- Return historical deals for the specified market. - If this parameter is not passed or the default NONE is used, return historical deals for all markets.) start|str|Start time. (In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) end|str|End time. (In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) trd_env|[TrdEnv](./trade.md#48)|Trading environment. acc_id|int|Trading account ID. (- When acc_id is 0, the account specified by acc_index is chosen. - When acc_id is set the ID number (not 0), the account specified by acc_id is chosen. - Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.) acc_index|int|The account number in the trading account list. (The default is 0, which means the first trading account.) * The combination of ***start*** and ***end*** is as follows Start type|End type|Description :-|:-|:- str|str|***start*** and ***end*** are the specified dates respectively. None|str|***start*** is 90 days before ***end***. str|None|***end*** is 90 days after ***start***. None|None|***start*** is 90 days before, ***end*** is the current date. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, transaction list is returned.
str If ret != RET_OK, error description is returned.
* Transaction list format as follows: Field|Type|Description :-|:-|:- trd_side|[TrdSide](./trade.md#832)|Trading direction. deal_id|str|Deal number. order_id|str|Order ID. code|str|Security code. stock_name|str|Security name. deal_market|[TrdMarket](./trade.md#6257)|Deal market. qty|float|Quantity of shares bought/sold on this fill. (Option futures unit is "Contract".) price|float|Fill price. (3 decimal place accuracy, excess part will be rounded.) create_time|str|Create time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) counter_broker_id|int|Counter broker ID. (Only valid for HK stocks.) counter_broker_name|str|Counter broker name. (Only valid for HK stocks.) status|[DealStatus](./trade.md#4379)|Deal status. jp_acc_type|[SubAccType](./trade.md#3947)|JP sub account type (Only applicable for Moomoo JP) * **Example** ```python from moomoo import * trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) ret, data = trd_ctx.history_deal_list_query() if ret == RET_OK: print(data) if data.shape[0] > 0: # If the order fill list is not empty print(data['deal_id'][0]) # Get the first deal ID of the history order fill list print(data['deal_id'].values.tolist()) # Convert to list else: print('history_deal_list_query error: ', data) trd_ctx.close() # Close the current connection ``` * **Output** ```python code stock_name deal_market deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name status jp_acc_type 0 US.AAPL Apple Inc. US 5056208452274069375 4665291631090960915 100.0 370.0 BUY 2020-09-17 21:15:59.979 5 OK N/A 5056208452274069375 ['5056208452274069375'] ``` :::tip Interface Limitations * A maximum of 10 requests per 30 seconds under a single account ID (acc_id). ::: :::tip Tips * Historical deals are arranged in reverse chronological order: later deals return first, followed by earlier deals. ::: --- # Deals Push Callback `on_recv_rsp(self, rsp_pb)` * **Description** In response to the transaction push, asynchronously process the transaction status information pushed by OpenD. After receiving the order fill information pushed by OpenD, this function is called. You need to override on_recv_rsp in the derived class. This feature is only available for live trading and not for paper trading. * **Parameters** Parameter|Type|Description :-|:-|:- rsp_pb|Trd_UpdateOrderFill_pb2.Response|This parameter does not need to be processed in the derived class. * **Return**
Field Type Description
ret RET_CODE Interface result.
data pd.DataFrame If ret == RET_OK, transaction list is returned.
str If ret != RET_OK, error description is returned.
* Transaction list format as follows: Field|Type|Description :-|:-|:- trd_side|[TrdSide](./trade.md#832)|Trading direction. deal_id|str|Deal number. order_id|str|Order ID. code|str|Security code. stock_name|str|Security name. qty|float|Quantity of shares bought/sold on this fill. (Option futures unit is "Contract".) price|float|Fill price. create_time|str|Create time. (For time zone of futures, please refer to [OpenD Configuration](../opend/opend-cmd.md#149).) counter_broker_id|int|Counter broker ID. (Only valid for HK stocks.) counter_broker_name|str|Counter broker name. (Only valid for HK stocks.) status|[DealStatus](./trade.md#4379)|Deal status. * **Example** ```python from moomoo import * from time import sleep class TradeDealTest(TradeDealHandlerBase): """ order update push""" def on_recv_rsp(self, rsp_pb): ret, content = super(TradeDealTest, self).on_recv_rsp(rsp_pb) if ret == RET_OK: print("TradeDealTest content={}".format(content)) return ret, content trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUINC) trd_ctx.set_handler(TradeDealTest()) print(trd_ctx.place_order(price=595.0, qty=100, code="US.AAPL", trd_side=TrdSide.BUY)) sleep(15) trd_ctx.close() ``` * **Output** ```python TradeDealTest content= trd_env code stock_name deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name trd_market status 0 REAL US.AAPL Apple Inc. 2511067564122483295 8561504228375901919 100.0 518.0 BUY 2021-11-04 11:29:41.595 5 5 US OK ``` --- # Trading Definitions ## Account Risk Control Level > **CltRiskLevel** * `NONE` Unknown * `SAFE` Safe * `WARNING` Warning * `DANGER` Danger * `ABSOLUTE_SAFE` Absolutely safe * `OPT_DANGER` Danger (Option related.) :::tip Tips * It is recommanded to use risk_status field to get risk status of futures account, see [CltRiskStatus](./trade.md#7469) ::: ## Currency Type > **Currency** * `NONE` Unknown currency * `HKD` HK dollar * `USD` US dollar * `CNH` Offshore RMB * `JPY` Japanese Yen * `SGD` SG dollar * `AUD` Australian dollar * `CAD` Canadian dollar * `MYR` Malaysian Ringgit ## TrailType **TrailType** * `NONE` Unknown * `RATIO` Trailing ratio * `AMOUNT` Trailing amount ## Modify Order Operation > **ModifyOrderOp** * `NONE` Unknown operation * `NORMAL` Modify order * `CANCEL` Cancel (The uncompleted order will be directly cancelled from the exchange matching queue.) * `DISABLE` Disable (- To the exchange, DISABLE is the same as CANCEL. - After the order is invalid, the unfilled order will be directly withdrawn from the exchange matching queue, but the order information (such as price and quantity) will continue to be retained in Futu server, and you still can ENABLE it.) * `ENABLE` Enable (- Validate the invalid order. To the exchange, ENABLE is the same as placing a new order. - After the order is validated, the order will be re-submitted to the exchange according to the original price and quantity, and the re-validated orders need to be re-queued in the order of price priority and time priority.) * `DELETE` Delete (Hide the order that is canceled or failed.) ## Transaction Status > **DealStatus** * `OK` Transaction success * `CANCELLED` Transaction cancelled * `CHANGED` Transaction changed ## Order Status > **OrderStatus** * `NONE` Unknown status * `WAITING_SUBMIT` Queued (Futu server has received your order and is preparing to submit it to the exchange.) * `SUBMITTING` Submitting (Futu server has sent your order to the exchange, and the exchange is processing the order.) * `SUBMITTED` Working (Order has been successfully submitted to the exchange.) * `FILLED_PART` Partially filled (You can choose to cancel, or wait for fullly filled.) * `FILLED_ALL` Fully filled * `CANCELLED_PART` Partially cancelled * `CANCELLED_ALL` Fully cancelled * `FAILED` Failed. Rejected by server. * `DISABLED` Deactivated (Actively operate a disabled order, this will not be submitted to the exchange.) * `DELETED` Deleted, only unfilled orders can be deleted (The status after you actively delete the order.) ## Order Type :::tip Tips * [Order types supported in live trading](../qa/trade.md#7467). * Paper trade only supports limit orders (NORMAL) and market orders (MARKET). ::: > **OrderType** * `NONE` Unknown type. * `NORMAL` Limit orders. * `MARKET` Market orders. * `ABSOLUTE_LIMIT` Absolute limit orders. (Only the price exactly matches before the transaction, otherwise the order will fail. - Example: For the next absolute limit buy order with a price of 5 dollers, the seller's price must also be 5 dollers to complete the transaction. The seller cannot complete the transaction even if it is less than 5 yuan, and the order fails. The same goes for selling.) * `AUCTION` At-auction market orders. (Valid for HK stocks early and closing auctions only) * `AUCTION_LIMIT` At-auction limit orders. (Valid for HK stocks early and closing auctions only. Participate in the auction, and the specified price is required to be traded.) * `SPECIAL_LIMIT` Special limit orders. (The transaction rules are the same as enhanced limit orders, and the exchange will automatically cancel the order after partial transaction.) * `SPECIAL_LIMIT_ALL` AON special limit orders. (The order must be fully filled, otherwise cancelled automatically.) * `STOP` Stop orders. * `STOP_LIMIT` Stop Limit orders. * `MARKET_IF_TOUCHED` Market if Touched orders. * `LIMIT_IF_TOUCHED` Limit if Touched orders. * `TRAILING_STOP` Trailing Stop orders. * `TRAILING_STOP_LIMIT` Trailing Stop Limit orders. * `TWAP_LIMIT ` Time Weighted Average Price Limit orders (HK and US securities only). (Algo orders only support order queries and do not support trading.) * `TWAP` Time Weighted Average Price Market orders (US securities only). (Algo orders only support order queries and do not support trading.) * `VWAP_LIMIT ` Volume Weighted Average Price Limit orders (HK and US securities only). (Algo orders only support order queries and do not support trading.) * `VWAP ` Volume Weighted Average Price Market orders (US securities only). (Algo orders only support order queries and do not support trading.) ## Position Direction > **PositionSide** * `NONE` Unknown position * `LONG` Long position, by default * `SHORT` Short position ## Option Combo Position Type > **PositionType** * `NONE` Unknown * `COMBINED` Combined summary position * `LEG` Single-leg position ## Account Type > **TrdAccType** * `NONE` Unknown type * `CASH` Cash account * `MARGIN` Margin account * `TFSA` Canadian TFSA account * `RRSP` Canadian RRSP account * `SRRSP` Canadian SRRSP account * `DERIVATIVE` Japanese derivative account ## Trading Environment > **TrdEnv** * `SIMULATE` Simulated environment * `REAL` Real environment ## Transaction Market > **TrdMarket** * `NONE` Unknown market * `HK` Hong Kong market * `US` US market * `CN` A-share market (The A-share market only supports paper trading, not live trading.) * `HKCC` HKCC market (- The HKCC market only supports live trading, not paper trading. - The HKCC market can only trade Shanghai Stock Connect and Shenzhen Stock Connect stocks. For details, please refer to HKEX [HKCC List](https://www.hkex.com.hk/mutual-market/stock-connect/eligible-stocks/%20view-all-eligible-securities?sc_lang=zh-HK).) * `FUTURES` Futures market * `FUTURES_SIMULATE_US` US futures simulated market (Minimum OpenD version requirements: 7.7.3908) * `FUTURES_SIMULATE_HK` Hong Kong futures simulated market (Minimum OpenD version requirements: 7.7.3908) * `FUTURES_SIMULATE_SG` Singapore futures simulated market (Minimum OpenD version requirements: 7.7.3908) * `FUTURES_SIMULATE_JP` Japan futures simulated market (Minimum OpenD version requirements: 7.7.3908) * `HKFUND` HK fund market (Minimum OpenD version requirements: 8.2.4218) * `USFUND` US fund market (Minimum OpenD version requirements: 8.2.4218) * `SG` SG market (Minimum OpenD version requirements: 9.0.5008) * `JP` JP market (Minimum OpenD version requirements: 9.0.5008) * `AU` AU market (Minimum OpenD version requirements: 9.0.5008) * `MY` MY market (Minimum OpenD version requirements: 9.0.5008) * `CA` CA market (Minimum OpenD version requirements: 9.0.5008) ## Account Status > **TrdAccStatus** * `ACTIVE` Active account * `DISABLED` Disabled account ## Account Structure > **TrdAccRole** * `NONE` Unknown * `MASTER` Master account * `NORMAL` Normal account * `IPO` Malaysian IPO account ## Transaction Securities Market ## Transaction Direction > **TrdSide** * `NONE` Unknown direction * `BUY` Buy * `SELL` Sell * `SELL_SHORT` Sell short (- Only applicable for Moomoo JP - Other brokers are only used for order list display and are not recommended as a direction for placing orders.) * `BUY_BACK` Buy back (- Only applicable for Moomoo JP - Other brokers are only used for order list display and are not recommended as a direction for placing orders.) :::tip Tips It is recommanded that only use `Buy` or `Sell` as the input parameter of direction of **place_order** interface. `BuyBack` and `SellShort` is only used as the display field for **Get Order List** , **Get History Order List**, **Orders Push Callback**, **Get Today's Deals**, **Get Historical Deals** and **Deals Push Callback** interface. ::: ## Order Validity Period > **TimeInForce** * `DAY` Good for the day * `GTC` Good until cancel * `IOC` Immediate or cancel (Only for crypto market orders) * `GTD` Good Till Date ## Securities Firm to Which the Account Belongs > **SecurityFirm** * `NONE` Unknown * `FUTUSECURITIES` FUTU HK * `FUTUINC` Moomoo US * `FUTUSG` Moomoo SG * `FUTUAU` Moomoo AU * `FUTUCA` Moomoo CA * `FUTUMY` Moomoo MY * `FUTUJP` Moomoo JP ## Simulate Account Type > **SimAccType** * `NONE` Unknown * `STOCK` Stock Paper Trading * `OPTION` Option Paper Trading * `FUTURES` Futures Paper Trading * `STOCK_AND_OPTION` US Margin Account (Paper Trading) ## Account Risk Control Status > **CltRiskStatus** * `NONE` Unknown * `LEVEL1` Very Safe * `LEVEL2` Safe * `LEVEL3` Safe * `LEVEL4` Low Risk * `LEVEL5` Medium Risk * `LEVEL6` High Risk * `LEVEL7` Warning * `LEVEL8` Margin Call * `LEVEL9` Margin Call ## Exposure Level > **ExposureLevel** * `NONE` Unknown * `NORMAL` Normal (Remaining limit/Position limit > 10%, can buy virtual assets normally) * `NEAR_LIMIT` Near Limit (10% >= Remaining limit/Position limit > 0%, please pay attention to the remaining limit) * `RESTRICTED` Restricted (Remaining limit/Position limit = 0%, buying virtual assets is prohibited) * `SAFE` Safe (Equity with loan value >= Initial margin requirement, no risk) * `MODERATE` Moderate (Remaining liquidity >= 10% * Equity with loan value, low risk with leverage trading) * `WARNING` Warning (Remaining liquidity < 10% * Equity with loan value, risk may intensify) * `MARGIN_CALL` Margin Call (Equity with loan value <= Maintenance margin requirement) ## Day-trading Status > **DtStatus** * `NONE` Unknown * `Unlimited` Unlimited (You can day trade for unlimited times. But you pay attention to your remaining day-trading buying power.) * `EM_Call` EM-Call (You cannot initiate any new positions now. You should make your equity over $25000, or you cannot initiate any new positions for 90 days.) * `DT_Call` DT-Call (You have an unmet day-trading margin call. And you have five business days to deposit funds to meet the DT Call to get more DTBP. If your DT Call past due, you will not be allowed to initiate any new positions for 90 days until the DT call is met.) ## Cash Flow Direction > **CashFlowDirection** * `NONE` Unknown * `IN` Cash Inflow * `OUT` Cash Outflow ## JP Sub Account Type > **SubAccType** * `NONE` Unknown * `JP_GENERAL` General - long * `JP_TOKUTEI` Specified - long * `JP_NISA_GENERAL` General NISA * `JP_NISA_TSUMITATE` Tsumitate NISA * `JP_GENERAL_SHORT` General - short * `JP_TOKUTEI_SHORT` Specified - short * `JP_HONPO_GENERAL` Domestic Margin Trading Collateral - General * `JP_GAIKOKU_GENERAL` Foreign Margin Trading Collateral - General * `JP_HONPO_TOKUTEI` Domestic Margin Trading Collateral - Specified * `JP_GAIKOKU_TOKUTEI` Foreign Margin Trading Collateral - Specified * `JP_DERIVATIVE_LONG` Derivatives Sub-account - Long * `JP_DERIVATIVE_SHORT` Derivatives Sub-account - Short * `JP_HONPO_DERIVATIVE_GENERAL` Domestic Derivatives Margin Sub-account - General * `JP_GAIKOKU_DERIVATIVE_GENERAL` Foreign Derivatives Margin Sub-account - General * `JP_HONPO_DERIVATIVE_TOKUTEI` Domestic Derivatives Margin Sub-account - Specific * `JP_GAIKOKU_DERIVATIVE_TOKUTEI` Foreign Derivatives Margin Sub-account - Specific ## Asset Category > **AssetCategory** * `NONE` Unknown * `JP` Domestic * `US` Foreign ## Transaction Category **TrdCategory** ```protobuf enum TrdCategory { TrdCategory_Unknown = 0; //Unknown TrdCategory_Security = 1; //Securities TrdCategory_Future = 2; //Futures } ``` ## Account Cash Information **AccCashInfo** ```protobuf message AccCashInfo { optional int32 currency = 1; //Currency type, refer to Currency optional double cash = 2; //Cash balance optional double availableBalance = 3; //Available cash withdrawal amount optional double netCashPower = 4; // Net cash power } ``` ## Account Assets Information by Market **AccMarketInfo** ```protobuf message AccCashInfo { optional int32 trdMarket = 1; // Trading market, refer to TrdMarket optional double assets = 2; // Account assets information by market } ``` ## Transaction Protocol Public Header **TrdHeader** ```protobuf message TrdHeader { required int32 trdEnv = 1; //Trading environment, refer to the enumeration definition of TrdEnv required uint64 accID = 2; //Trading account, trading account should match to trading environment and market permissions, otherwise an error will be returned required int32 trdMarket = 3; //Trading market, refer to the enumeration definition of TrdMarket optional int32 jpAccType = 4; //JP sub account type，refer to TrdSubAccType } ``` ## Trading Account **TrdAcc** ```protobuf message TrdAcc { required int32 trdEnv = 1; //Trading environment, refer to the enumeration definition of TrdEnv required uint64 accID = 2; //Trading account repeated int32 trdMarketAuthList = 3; //The trading market permissions supported by the trading account, can have multiple trading market permissions, currently only a single, refer to the enumeration definition of TrdMarket optional int32 accType = 4; //Account type, refer to TrdAccType optional string cardNum = 5; //card number optional int32 securityFirm = 6; //security firm，refer to SecurityFirm optional int32 simAccType = 7; //simulate account type, see SimAccType optional string uniCardNum = 8; //Universal account number optional int32 accStatus = 9; //Account status，refer to TrdAccStatus optional int32 accRole = 10; //Account Structure, used to distinguish between master and normal account, refer to TrdAccRole repeated int32 jpAccType = 11; //JP sub account type, refer to TrdSubAccType } ``` ## Account Funds **Funds** ```protobuf message Funds { required double power = 1; //Maximum Buying Power (Minimum OpenD version requirements: 5.0.1310. This field is the approximate value calculated according to the marginable initial margin of 50%. But in fact, this ratio of each financial contract is not the same. We recommend using Buy on Margin, returned by Query the Maximum Quantity that Can be Bought or Sold, to get the maximum quantity can buy.) required double totalAssets = 2; //Net Assets required double cash = 3; //Cash (Only Single market accounts use this field. If your account is an universial account, please use cashInfoList to get cash for each currency.) required double marketVal = 4; //Securities Market Value (only applicable to securities accounts) required double frozenCash = 5; //Funds on Hold required double debtCash = 6; //Interest Charged Amount (Minimum OpenD version requirements: 5.0.1310) required double avlWithdrawalCash = 7; //Withdrawable Cash (Only Single market accounts use this field. If your account is an universial account, please use cashInfoList to get withdrawalbe cash for each currency.) optional int32 currency = 8; //The currency used for this query (only applicable to universal securities accounts and futures accounts). See Currency optional double availableFunds = 9; //Available funds (only applicable to futures accounts) optional double unrealizedPL = 10; //Unrealized gain or loss (only applicable to futures accounts) optional double realizedPL = 11; //Realized gain or loss (only applicable to futures accounts) optional int32 riskLevel = 12; //Risk control level (only applicable to futures accounts), See CltRiskLevel. It is recommanded to use riskStatus field to get the risk status of securities accounts or futures accounts. optional double initialMargin = 13; //Initial Margin (only applicable to futures accounts, minimum OpenD version requirements: 5.0.1310) optional double maintenanceMargin = 14; //Maintenance Margin (Minimum OpenD version requirements: 5.0.1310) repeated AccCashInfo cashInfoList = 15; //Cash information by currency (only applicable to futures accounts) optional double maxPowerShort = 16; //Short Buying Power (Minimum OpenD version requirements: 5.0.1310. This field is the approximate value calculated according to the shortable initial margin of 60%. But in fact, this ratio of each financial contract is not the same. We recommend using the Short sell field, returned by the API of Query the Maximum Quantity that Can be Bought or Sold, to get the maximum quantity can be shorted.) optional double netCashPower = 17; //Cash Buying Power （Only Single market accounts use this field. If your account is an universial account, please use cashInfoList to get cash buying power for each currency.） optional double longMv = 18; //Long Market Value (Minimum OpenD version requirements: 5.0.1310) optional double shortMv = 19; //Short Market Value (Minimum OpenD version requirements: 5.0.1310) optional double pendingAsset = 20; //Asset in Transit (Minimum OpenD version requirements: 5.0.1310) optional double maxWithdrawal = 21; //Maximum Withdrawal (only applicable to securities accounts, minimum OpenD version requirements: 5.0.1310) optional int32 riskStatus = 22; //Risk status (only applicable to securities accounts, minimum OpenD version requirements: 5.0.1310), divided into 9 grades, LEVEL1 is the safest and LEVEL9 is the most dangerous. See CltRiskStatus optional double marginCallMargin = 23; //Margin-call Margin (Minimum OpenD version requirements: 5.0.1310) optional bool isPdt = 24; //Is it marked as a PDT. True: It is a PDT. False: Not a PDT. Only applicable to securities accounts of moomoo US. Minimum OpenD version requirements: 5.8.2008. optional string pdtSeq = 25; //Day Trades Left. Only applicable to securities accounts of moomoo US. Minimum OpenD version requirements: 5.8.2008. optional double beginningDTBP = 26; //Beginning DTBP. Only applicable to securities accounts of moomoo US marked as a PDT. Minimum OpenD version requirements: 5.8.2008. optional double remainingDTBP = 27; //Remaining DTBP. Only applicable to securities accounts of moomoo US marked as a PDT. Minimum OpenD version requirements: 5.8.2008. optional double dtCallAmount = 28; //Day-trading Call Amount. Only applicable to securities accounts of moomoo US marked as a PDT. Minimum OpenD version requirements: 5.8.2008. optional int32 dtStatus = 29; //Day-trading Status. Only applicable to securities accounts of moomoo US marked as a PDT. Minimum OpenD version requirements: 5.8.2008. optional double securitiesAssets = 30; // Net asset value of securities optional double fundAssets = 31; // Net asset value of fund optional double bondAssets = 32; // Net asset value of bond repeated AccMarketInfo marketInfoList = 33; //Account assets information by market } ``` ## Account Holding **Position** ```protobuf message Position { required uint64 positionID = 1; //Position ID, a unique identifier of a position required int32 positionSide = 2; //Position direction, refer to the enumeration definition of PositionSide required string code = 3; //Code required string name = 4; //Name required double qty = 5; //Holding quantity, 2 decimal places, the same below required double canSellQty = 6; //Available quantity. Available quantity = Holding quantity - Frozen quantity. The unit of options and futures is "contract". required double price = 7; //Market price, 3 decimal places, 2 decimal places for futures optional double costPrice = 8; //Diluted Cost (for securities account). Average opening price (for futures account). No precision limit for securities. 2 decimal places for futures. If not passed, it means this value is invalid at this time. required double val = 9; //Market value, 3 decimal places, value of this field for futures is 0 required double plVal = 10; //Amount of profit or loss, 3 decimal places, 2 decimal places for futures optional double plRatio = 11; //Percentage of profit or loss(under diluted cost price mode), no precision limit, if not passed, it means this value is invalid at this time optional int32 secMarket = 12; //The market to which the securities belong, refer to enumeration definition of TrdSecMarket //The following is the statistics of this position today optional double td_plVal = 21; //Today's profit or loss, 3 decimal places, the same below, 2 decimal places for futures optional double td_trdVal = 22; //Today's trading volume, not applicable for futures optional double td_buyVal = 23; //Total value bought today, not applicable for futures optional double td_buyQty = 24; //Total amount bought today, not applicable for futures optional double td_sellVal = 25; //Total value sold today, not applicable for futures optional double td_sellQty = 26; //Total amount sold today, not applicable for futures optional double unrealizedPL = 28; //Unrealized profit or loss (only applicable to futures accounts) optional double realizedPL = 29; //Realized profit or loss (only applicable to futures accounts) optional int32 currency = 30; // Currency type, refer to Currency optional int32 trdMarket = 31; //Trading market, refer to the enumeration definition of TrdMarket optional double dilutedCostPrice = 32; //diluted cost price，applicable for securities accounts only optional double averageCostPrice = 33; //average cost price，not applicable for securities papper trading accounts optional double averagePlRatio = 34; //Percentage of profit or loss(under average cost price mode), no precision limit, if not passed, it means this value is invalid at this time optional uint64 comboID = 35; //Option combo ID optional int32 strategyType = 36; //Option strategy type, refer to Qot_Common.OptionStrategyType optional int32 positionType = 37; //Option combo position type, refer to PositionType optional uint64 accID = 38; //Trading account ID optional int32 jpAccType = 39; //JP sub account type, refer to TrdSubAccType } ``` ## Order **Order** ```protobuf message Order { required int32 trdSide = 1; //Trading direction, refer to TrdSide enumeration definition required int32 orderType = 2; //Order type, refer to enumeration definition of OrderType required int32 orderStatus = 3; //Order status, refer to enumeration definition of OrderStatus required uint64 orderID = 4; //Order number required string orderIDEx = 5; //Extended order number (only for checking the problem) required string code = 6; //code required string name = 7; //Name required double qty = 8; //Order quantity, 3 decimal places, option unit is "Zhang" optional double price = 9; //Order price, 3 decimal places required string createTime = 10; //Create time, strictly in accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format required string updateTime = 11; //The last update time, strictly according to YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format optional double fillQty = 12; //Filled quantity, 2 decimal place accuracy, the option unit is "contract" optional double fillAvgPrice = 13; //Average price of the fill, no precision limit optional string lastErrMsg = 14; //The last error description, if there is an error, there will be this description of the reason for the last error, no error is empty optional int32 secMarket = 15; //The market to which the securities belong, refer to enumeration definition of TrdSecMarket optional double createTimestamp = 16; //Timestamp for creation optional double updateTimestamp = 17; //Timestamp for last update optional string remark = 18; //User remark string, the maximum length is 64 bytes optional double auxPrice = 21; //Trigger price optional int32 trailType = 22; //Trailing type, see Trd_Common.TrailType enumeration definition optional double trailValue = 23; //Trailing amount / ratio optional double trailSpread = 24; //Specify spread optional int32 currency = 25; // Currency type, refer to Currency optional int32 trdMarket = 26; //Trading market, refer to the enumeration definition of TrdMarket optional int32 session = 27; //Trading session, refer to the enumeration definition of Session optional int32 jpAccType = 28; //JP sub account type，refer to TrdSubAccType optional string expireTime = 29; //When timeInForce is GTD, this indicates the order expiration time optional double orderAmount = 30; // Order amount optional int32 strategyType = 31; // Option strategy type, refer to Qot_Common.OptionStrategyType repeated Qot_Common.ComboLeg comboLegs = 32; //Leg data for combo option order } ``` ## Order Fee Item **OrderFeeItem** ```protobuf message OrderFeeItem { optional string title = 1; //Fee title optional double value = 2; //Fee Value } ``` ## Order Fee **OrderFee** ```protobuf message OrderFee { required string orderIDEx = 1; //Server order id optional double feeAmount = 2; //Fee amount repeated OrderFeeItem feeList = 3; //Fee details } ``` ## Order Fill **OrderFill** ```protobuf message OrderFill { required int32 trdSide = 1; //Trading direction, refer to enumeration definition of TrdSide required uint64 fillID = 2; //OrderFill ID required string fillIDEx = 3; //Extended OrderFill ID (only for checking the problem) optional uint64 orderID = 4; //Order ID optional string orderIDEx = 5; //Extended order ID (only when checking the problem) required string code = 6; //code required string name = 7; //Name required double qty = 8; //Filled quantity, 2 decimal place accuracy, the option unit is "contract" required double price = 9; //Price of the fill, 3 decimal places required string createTime = 10; //Create time (transaction time), in strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format optional int32 counterBrokerID = 11; //Counter Broker ID, valid for Hong Kong stocks optional string counterBrokerName = 12; //Counter Broker Name, valid for Hong Kong stocks optional int32 secMarket = 13; //Securities belong to the market, refer to enumeration definition of TrdSecMarket optional double createTimestamp = 14; //Create a timestamp optional double updateTimestamp = 15; //last update timestamp optional int32 status = 16; //Deal status, refer to enumeration definition of OrderFillStatus optional int32 trdMarket = 17; //Trading market, refer to enumeration definition of TrdMarket optional int32 jpAccType = 18; //JP sub account type，refer to TrdSubAccType } ``` ## Maximum Trading Quantity **MaxTrdQtys** ```protobuf message MaxTrdQtys { //Due to the current server's implementation, it is required to sell the holding positions before a short selling, and to buy back short positions before a long buying (two steps). Nevertheless a bulish buying can be bought in one step with cash and financing. Please note this difference required double maxCashBuy = 1; //Buy on cash. (Maximum quantity that can be bought in cash. The unit of options is "contract".Futures accounts are not applicable.) optional double maxCashAndMarginBuy = 2; //Buy on margin. (Maximum quantity that can be bought on margin. The unit of options is "contract". Futures accounts are not applicable.) required double maxPositionSell = 3; //Sell on position. (Maximum quantity can be sold. The unit of options is "contract".) optional double maxSellShort = 4; //Short sell. (Maximum quantity can be shorted. The unit of options is "contract". Futures accounts are not applicable.) optional double maxBuyBack = 5; //Short positions. (Buyback required quantity to close a position. When holding short positions, you must first buy back the short positions before you can continue to buy long. The unit of options and futures is "contract".) optional double longRequiredIM = 6; //Initial margin change when buying one contract of an asset. Only futures and options apply. No position: Returns the initial margin needed to buy one contract (a positive value). Long position: Returns the initial margin required to buy one contract (a positive value). Short position: Returns the initial margin released for buying back one contract (a negative value). optional double shortRequiredIM = 7; //Initial margin change when selling one contract of an asset. Currently only futures and options apply. No position: Returns the initial margin needed to short one contract (a positive value). Long position: Returns the initial margin released for selling one contract (a negative value). Short position: Returns the initial margin needed to short one contract (a positive value). } ``` ## Combo Tradable Info **ComboMaxTrdQtys** ```protobuf message ComboMaxTrdQtys { optional double nlvChange = 1; //Net liquidation value change optional double initialMarginChange = 2; //Initial margin change optional double maintenanceMarginChange = 3; //Maintenance margin change optional double optionBuyPower = 4; //Option buying power optional double maxWithDrawChange = 5; //Maximum withdrawable change optional double buyPowerDecrease = 6; //Buying power decrease } ``` ## Combo Leg **ComboLeg** ```protobuf message ComboLeg { required Qot_Common.Security security = 1; //Stock/option optional int32 side = 2; //Direction, see Trd_Common.TrdSide optional double qtyRatio = 3; //Quantity ratio optional uint64 positionID = 4; //Position ID, for moomoo JP close only } ``` ## Cash Flow Summary Info **FlowSummaryInfo** ```protobuf message FlowSummaryInfo { optional string clearingDate = 1; //clearing date optional string settlementDate = 2; //settlement date optional int32 currency = 3; //currency optional string cashFlowType = 4; //cash flow type optional int32 cashFlowDirection = 5; //cash flow direction, refer to TrdCashFlowDirection optional double cashFlowAmount = 6; //amount optional string cashFlowRemark = 7; //remark optional uint64 cashFlowID = 8; //cash flow ID } ``` ## Filter Conditions **TrdFilterConditions** ```protobuf message TrdFilterConditions { repeated string codeList = 1; //Code filtering, only returns the products for these codes, and this condition is ignored if it is not set repeated uint64 idList = 2; //ID primary key filter, only returns the products with these IDs, no filtering is not passed, orderID for order, fillID for deal, positionID for position optional string beginTime = 3; //Start time, strictly in accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. It is invalid for holding positions, and historical data must be filled in optional string endTime = 4; //The end time, strictly in accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format. It is invalid for holding positions, and historical data must be filled in repeated string orderIDExList = 5; // The server order id list, which can be used instead of orderID list, or choose one from orderID list optional int32 filterMarket = 6; //Trading market filter, refer to enumeration definition of TrdMarket } ``` --- # Basic Functions ## Set Interface Information(deprecated) `set_client_info(client_id, client_ver)` * **Introduction** Set calling interface information (unnecessary). * **Parameters** - client_id: the identification of the client - client_ver: the version number of the client ```python from moomoo import * SysConfig.set_client_info("MymoomooAPI", 0) quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.close() ``` ## Set Protocol Format `set_proto_fmt(proto_fmt)` * **Introduction** Set the communication protocol body format, Protobuf and Json formats are currently supported , default ProtoBuf, unnecessary interface * **Parameters** - proto_fmt: protocol format, refer to [ProtoFMT](./common.md#4358) * **Example** ```python from moomoo import * SysConfig.set_proto_fmt(ProtoFMT.Protobuf) quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.close() ``` ## Set Protocol Encryption Globally `Enable_proto_encrypt(is_encrypt)` * **Introduction** Setting protocol encryption can help users protect their requests and returned contents globally. For more information about Protocol Encryption Process, please check [here](../qa/other.md#1479). * **Parameters** Parameter|Type|Description :-|:-|:- is_encrypt|bool|Enable encryption or not. * **Example** ```python from moomoo import * SysConfig.enable_proto_encrypt(True) SysConfig.set_init_rsa_file("conn_key.txt") # rsa private key file path quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.close() ``` ## Set the Path of Private Key `set_init_rsa_file(file)` * **Introduction** Set the Path of Private Key in moomoo API. For more information about Protocol Encryption Process, please check [here](../qa/other.md#1479). * **Parameters** Parameter|Type|Description :-|:-|:- file|str|Private key file path. * **Example** ```python from moomoo import * SysConfig.enable_proto_encrypt(True) SysConfig.set_init_rsa_file("conn_key.txt") # rsa private key file path quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.close() ``` ## Set Thread Mode `set_all_thread_daemon(all_daemon)` * **Introduction** Whether to set all internally threads to be daemon threads. - If it is set to be daemon threads, then after the main thread exits, the process also exits. For example, when using the real-time callback API, you need to make sure the main thread survives by yourself. Otherwise, when the main thread exits, the process also exits and you will no longer receive the push data. - If it is set to a non-daemon thread, the process will not exit after the main thread exits. For example, if you do not call close() to close the connection after creating a quote or trade object, the process will not exit even if the main thread exits. * **Parameters** Parameter|Type|Description :-|:-|:- all_daemon|bool|Whether to set threads to be daemon threads. (- True：set to daemon threads - False：set to non-daemon threads - Default is False) * **Example** ```python from moomoo import * SysConfig.set_all_thread_daemon(True) quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # the process will exit without calling quote_ctx.close(), ``` ## Set Callback `set_handler(handler)` * **Introduction** Set asynchronous callback processing object * **Parameters** - handler: callback processing object Class|Description :-|:- SysNotifyHandlerBase|[OpenD notification processing base class](./init.md#787) StockQuoteHandlerBase|[Quote processing base class](../quote/update-stock-quote.md) OrderBookHandlerBase|[Order book processing base class](../quote/update-order-book.md) CurKlineHandlerBase|[Real-time candlestick processing base class](../quote/update-kl.md) TickerHandlerBase|[Tick-By-Tick processing base class](../quote/update-ticker.md) RTDataHandlerBase|[Time Frame data processing base class](../quote/update-rt.md) BrokerHandlerBase|[Broker queue processing base class](../quote/update-broker.md) PriceReminderHandlerBase|[Price reminder processing base class](../quote/update-price-reminder.md) TradeOrderHandlerBase|[Order processing base class](../trade/update-order.md) TradeDealHandlerBase|[Order fill processing base class](../trade/update-order-fill.md) * **Example** ```python import time from moomoo import * class OrderBookTest(OrderBookHandlerBase): def on_recv_rsp(self, rsp_pb): ret_code, data = super(OrderBookTest,self).on_recv_rsp(rsp_pb) if ret_code != RET_OK: print("OrderBookTest: error, msg: %s" % data) return RET_ERROR, data print("OrderBookTest ", data) # OrderBookTest's own processing logic return RET_OK, data quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) handler = OrderBookTest() quote_ctx.set_handler(handler) # Setting real-time order book callback quote_ctx.subscribe(['HK.00700'], [SubType.ORDER_BOOK]) # Subscribe to the order book type, OpenD starts to receive pushed data from the server continuously time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds quote_ctx.close() # Close the current connection, OpenD will automatically cancel the subscription of the corresponding stock in 1 minute ``` ## Get Connection ID `get_sync_conn_id()` * **Introduction** Get the connection ID, the value will be available after the connection is successfully initialized * **Return** - conn_id: connection ID * **Example** ```python from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.get_sync_conn_id() quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` ## Event Notification Callback `SysNotifyHandlerBase` * **Introduction** Notify OpenD of some important news, such as disconnection, etc. * **Protocol ID** 1003 * **Return**
Field Type Description
ret int Returned value. On success, ret == RET_OK. On error, ret != RET_OK.
data tuple If ret == RET_OK, event notification data is returned.
str If ret != RET_OK, error description is returned.
* The format of **event notification** data is as follows: 1581
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)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 ``` ## Enable console logging of OpenD connection status `enable_console_log(enable)` * **Introduction** Controls whether connection status between your Python script and OpenD is printed to the console. Optional API. Not thread-safe; call at program startup if needed. * **Parameters** Parameter|Type|Description :-|:-|:- enable|bool|Whether to print connection status to the console (- True: print - False: do not print - Default: True) * **Example** ```python from moomoo import * SysConfig.enable_console_log(True) quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) quote_ctx.close() ``` --- # 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 ![proto-process](../img/proto_mmprocess.png) ## 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 * __*u8_t*__ refer to 8-bit unsigned integer, __*u32_t*__ refer to 32-bit unsigned integer * __*OpenD*__ internal processing uses __*Protobuf*__ , so the protocol format recommends using __*Protobuf*__ , to reduce __*Json*__ conversion overhead. * The __*nProtoFmtType*__ field specifies the data type of the package body, and the corresponding protocol type will be returned when the package is returned. The data type of the push protocol is specified by the __*OpenD*__ configuration file * __*arrBodySHA1*__ is used to verify the consistency of the requested data before and after network transmission, and must be filled in correctly * The binary stream of the protocol header uses little-endian byte order, that is, generally there is no need to use __*ntohl*__ and other related functions to convert the data ::: ### Protocol Body #### Packet Body Structure of Protobuf Request ``` message C2S { required int64 req = 1; } message Request { required C2S c2s = 1; } ``` #### Packet Body Structure of Protobuf Response ``` message S2C { required int64 data = 1; } message Response { required int32 retType = 1 [default = -400]; //RetType, result of return optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; } ``` Field|Description :-|:- c2s|Request parameter structure req|Request parameters, actually defined according to the protocol retType|Request result retMsg|The reason for the failed request errCode|The corresponding error code for failed request s2c|Response data structure, some protocols do not return data if there is no such field data|Response data, actually defined according to the protocol ::: tip Tips * The package body format type request package is specified by __*nProtoFmtType*__ field from protocol header, and the __*OpenD*__ initiative push format is set in [InitConnect](./init.md#6650). * The original protocol file format is defined in __*Protobuf*__ format. If you need __*json*__ format transmission, it is recommended to use the __*protobuf3*__ interface to directly convert to __*json*__ . * The enumeration value field definition uses signed integer, and the comment indicates the corresponding enumeration. The enumeration is generally defined in __*Common.proto, Qot_Common.proto, Trd_Common.proto*__ files. * The price, percentage and other data in the protocol are transmitted in floating point type. Direct use will cause accuracy problems. It needs to be rounded according to the accuracy (if not specified in the protocol, the default is 3 decimal places) before use. ::: ## Heartbeat Keep Alive ```protobuf syntax = "proto2"; package KeepAlive; option java_package = "com.moomoo.openapi.pb"; option go_package = "github.com/moomooopen/mmapi4go/pb/keepalive"; import "Common.proto"; message C2S { required int64 time = 1; //Greenwich timestamp when the client sends the packet, in seconds } message S2C { required int64 time = 1; //Greenwich timestamp when the server returned the packet, in seconds } message Request { required C2S c2s = 1; } message Response { required int32 retType = 1 [default = -400]; //RetType, return result optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; } ``` * **Introduction** Heartbeat keep alive * **Protocol ID** 1004 * **Introduction** According to the heartbeat keeping alive interval returned by the [initialization protocol](./init.md#7571), send the heartbeeat keep alive protocol to OpenD. ## Encrypted Communication Process * If OpenD is configured with encryption, [InitConnect](../quote/base.md) must use [RSA](../qa/other.md#1479) public key encryption to initialize the connection protocol, and other subsequent protocols use the random key returned by InitConnect for AES encrypted communication. * The encryption process of OpenD draws on the SSL protocol. Considering that services and applications are generally deployed locally, we simplifies the related processes. OpenD shares the same [RSA](../qa/other.md#1479) private key file with the access Client. Please save and distribute the private key file properly. * Go to this [URL](http://web.chacuo.net/netrsakeypair) to generate a random [RSA](../qa/other.md#1479) key pair online. The key format must be PCKS#1, the key length can be 512, 1024, and do not set password. Copy and save the generated private key to a file, and then configure the path of the private key file to the **rsa_private_key** configuration item agreed upon in [OpenD Configuration](../opend/opend-cmd.md#149). * **It is recommended that users who have real trade configure encryption to avoid leakage of account and trade information.** ![encrypt](../img/mmencrypt.png) ## RSA Encryption and Decryption * [OpenD configuration](../opend/opend-cmd.md#149) Convention **rsa_private_key** is the path of the private key file * OpenD shares the same private key file with the access client * RSA encryption and decryption is only used for InitConnect requests, and is used to securely obtain symmetric encryption key of other request protocols * The [RSA](../qa/other.md#1479) key of OpenD is 1024-bit, the filling method is PKCS1, public key encryption, private key decryption, public key can be generated by private key ### Send Data Encryption * RSA encryption rules: If the number of key bits is key_size, the maximum length of a single encryption string is (key_size)/8-11. The current number of bits is 1024, and the length of one encryption can be set to 100. * Divide the plaintext data into one or several segments of up to 100 bytes for encryption, and the final encrypted data is spliced by all segmented encrypted data. ### Receive Data Decryption * RSA decryption also follows the segmentation rule. For a 1024-bit key, the length of each segment to be decrypted is 128-byte. * Divide the ciphertext data into one or several segments of up to 128 bytes for decryption, and the final decrypted data is spliced by all segmented decrypted data. ## AES Encryption and Decryption * The encryption key is returned by the InitConnect protocol * The ecb encryption mode of AES is used by default. ### Send Data Encryption * AES encryption requires that the length of the source data must be an integer multiple of 16, so it needs to be aligned with ‘0’ before encryption. Record mod_len for source data length and 16 module. * Because it is possible to modify the source data before encryption, it is necessary to add a 16-byte padding data block at the end of the encrypted data. The last byte is assigned mod_len, and the remaining bytes are assigned the value '0'. The encrypted data and additional populated data blocks are spliced as the body data to be sent in the end. ### Receive Data Decryption * For protocol body data, first take out the last byte and record it as mod_len, then truncate the body to the 16-byte padding data block before decrypting it (corresponding to the encrypted padding extra data block logic). * When mod_len is 0, the above decrypted data is the body data returned by the protocol, otherwise the tail (16-mod_len) length of the data used for filling and alignment needs to be truncated. ![aes](../img/aes.png) --- # OpenD Related ## Q1: OpenD automatically exited due to failure to complete "Questionnaire Evaluation and Agreement Confirmation" A: You need to carryout relevant questionnaire evaluation and agreement confirmation before you can use OpenD. Please [go to complete](https://www.moomoo.com/en-us/about/api-disclaimer). ## Q2: OpenD exited due to "the program's own data does not exist" A: Generally, the copy of the own data fails due to permission problems. You can try to copy the file extracted from __*Appdata.dat*__ in the program directory to the program data directory. * Windows program data directory:`%appdata%/com.moomoo.OpenD/F3CNN` * Non-windows program data directory:`~/.com.moomoo.OpenD/F3CNN` ## Q3: OpenD service failed to start A: Please check: 1. Whether there are other programs occupying the configured port; 2. Is there a OpenD configured with the same port already running? ## Q4: How to verify the mobile phone verification code? A: On the OpenD interface or remotely to the Telnet port, enter the command ʻinput_phone_verify_code -code=123456`. :::tip Tips * 123456 is the mobile phone verification code received * there is a space before '-code=123456' ::: ## Q5: Are other programming languages supported? A: OpenD provides a socket-based protocol. Currently we provide and maintain Python, C++, Java, C# and JavaScript interfaces, [download entry](https://www.futunn.com/download/OpenAPI?lang=en-US). If the above languages still cannot meet your needs, you can connect to the Protobuf protocol by yourself. ## Q6: Verify the device lock multiple times on the same device A: The device ID is randomly generated and stored in the \\com.moomoo.OpenD\\F3CNN\\Device.dat file. :::tip Tips 1. If the file is deleted or damaged, OpenD will regenerate a new device ID and then verify the device lock. 2. In addition, users of mirror copy deployment need to be aware that if the Device.dat content of multiple machines is the same, it will also cause these machines to verify the device lock multiple times. Delete the Device.dat file to solve it. ::: ## Q7: Does OpenD provide a Docker image? A: Not currently available. ## Q8: Can one account log in to multiple OpenD? A: One account can log in to OpenD or other client terminals on multiple machines, and up to 10 OpenD terminals are allowed to log in at the same time. At the same time, there is a restriction of "market kicking", and only one OpenD can obtain the highest authority market. For example, if two terminals log into the same account, there can only be one HK stock LV2 quotation and the other HK stock BMP quotation. ## Q9: How to control the market permissions of OpenD and other clients (desktop and mobile)? A: In accordance with the regulations of the exchange, there will be a restriction on “market kicking” when multiple terminals are online at the same time, and only one terminal can obtain the highest authority market. The [auto_hold_quote_right](../opend/opend-cmd.md#149) parameter is built-in in the startup parameters of the command line version of OpenD, which is used to flexibly configure market permissions. When this parameter option is enabled, OpenD will automatically retrieve it after the market permission is robbed. If it is robbed again within 10 seconds, other terminals will obtain the highest market quotation authority (OpenD will not rob again). ## Q10: How to give priority to the OpenD market authority? A: 1. Configure the OpenD startup parameter [auto_hold_quote_right](../opend/opend-cmd.md#149) to 1; 2. Make sure not to grab the highest authority twice in a row within 10 seconds on the mobile or desktop moomoo (login counts once, and click "Restart Quotes" to count the second time). ![quote-right-kick](../img/quote-right-kick.png) ## Q11: How to give priority to the market authority of the mobile terminal (or desktop terminal)? A: Set OpenD startup parameter [auto_hold_quote_right](../opend/opend-cmd.md#149) to 0, and login with mobile or PC moomoo after OpenD. ## Q12: Use the Visualization OpenD to remember the password to log in. After a long time hang up, it prompts that the connection is disconnected. Do I need to log in again? A: Using the Visualization OpenD, if you choose to remember the password to log in, you will use the token recorded locally. Due to the time limit of the token, when the token expires, if there is network fluctuation or moomoo background release, it may cause the situation that it cannot be automatically connected after disconnecting from the background. Therefore, if you want visiulization OpenD for a long time to hang up, it is recommended to manually enter the password to log in, and OpenD will automatically handle this situation. ## Q13: How to request official engineers to investigate logs when encountering product defects? A: 1. Contact Moomoo API developers via QQ/WeChat to facilitate instant communication and file transferation. 2. Detailed description: the time when the error occurred, OpenD version number, moomoo API version number, script language name, interface name or protocol number, short code or screenshot with detailed input and return. 3. If necessary, OpenD log must be provided to facilitate location and confirmation of problems. Transaction issues require info log level, and market issues require debug log level. The log level log_level can be configured in __*OpenD.xml*__ [Configure](../opend/opend-cmd.md#149). After configuration, OpenD needs to be restarted to take effect. After the problem recurs, package the log and send it to moomoo R&D personnel. :::tip Tips The log path is as follows: windows: `%appdata%/com.moomoo.OpenD/Log` Non-windows: `~/.com.moomoo.OpenD/Log` ::: ## Q14: Script cannot connect to OpenD A: Please try to check first: 1. Whether the port connected by the script is consistent with the port configured by OpenD. 2. Since the upper limit of OpenD connection is 128, is there any useless connection that is not closed? 3. Check whether the listening address is correct. If the script and OpenD are not on the same machine, the OpenD listening address needs to be set to 0.0.0.0. ## Q15: Disconnected after being connected for a while A: If it is a self-docking protocol, check whether there is a regular heartbeat to maintain the connection. ## Q16: I can't connect to OpenD when I run Python scripts in multiprocessing mode through the multiprocessing module under Linux? A: After the process is created by default in the Linux/Mac environment, the thread created inside py-moomoo-api in the parent process will disappear in the child process, resulting in an internal program error. You can use spawn to start the process: ```python import multiprocessing as mp mp.set_start_method('spawn') p = mp.Process(target=func) ``` ## Q17: How to log in to two OpenD at the same time on one computer? A: Visualization OpenD does not support, but Command Line OpenD supports. 1. Unzip the file downloaded from the official website, and copy the entire Command Line OpenD folder (e.g. __*moomoo_OpenD_5.2.1408_Windows*__ ). Take Windows as an example, other systems can do the same operation. ![en-copied](../img/en-mmcopied.png) 2. Configure two __*OpenD.xml*__ files that are placed in two Command Line OpenD folders. Configure items as follow: Configuration file 1: api_port = 11111, login_account = Login Account 1, login_pwd = Login Password 1 Configuration file 2: api_port = 11112, login_account = Login Account 2, login_pwd = Login Password 2 ![order-page](../img/order-page.png) 3. Run the two OpenD.exe. ![en-folder](../img/mmen-folder.png) 4. When calling the interface, note that the parameter `port` (OpenD listening address) should corresponds to the parameter `api_port` in the __*OpenD.xml file*__ . For example: ```python from moomoo import * # Send requests to OpenD logged in account 1 quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111, is_encrypt=False) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out # Send requests to OpenD logged in account 2 quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11112, is_encrypt=False) quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out ``` ## Q18: How do I execute the operation and maintenance commands for grabbing permissions through scripts when the market permission is kicked off by other clients? A: 1. Configure Telnet address and Telnet port. ![telnet_GUI](../img/telnet_GUI.png) ![telnet_CMD](../img/telnet_CMD.jpg) 2. Start OpenD (it will also start Telnet). 3. After finding that the market quotation authority has been robbed, you can refer to the following code example and send the `request_highest_quote_right` command to OpenD via Telnet. ```python from telnetlib import Telnet with Telnet('127.0.0.1', 22222) as tn: # Telnet address is: 127.0.0.1, Telnet port is: 22222 tn.write(b'request_highest_quote_right\r\n') reply = b'' while True: msg = tn.read_until(b'\r\n', timeout=0.5) reply += msg if msg == b'': break print(reply.decode('gb2312')) ``` ## Q19: OpenD automatic upgrade failed A: The automatic update of OpenD failed to be executed by the `update` command. Possible reasons: - The file is occupied by other processes: you can try to close other OpenD processes, or restart the system and execute `update` again If the above still cannot be solved, you can download the update by yourself through [Official Website](https://www.moomoo.com/download/OpenAPI/). ## Q20: Fail to launch the visualization OpenD on ubuntu22？ A: When running the visualization OpenD on certain Linux distributions (such as Ubuntu 22.04), you may encounter the error: `dlopen(): error loading libfuse.so.2`. This occurs because libfuse is not installed by default on these systems. Typically you can resolve this issue by installing libfuse manually. For example, you can install it via the commane line on Ubuntu22.04 with: ``` sudo apt update sudo apt install -y libfuse2 ``` Once successfully installed, you will be able to run the visualization OpenD normally. Please refer to [https://docs.appimage.org/user-guide/troubleshooting/fuse.html](https://docs.appimage.org/user-guide/troubleshooting/fuse.html) for more details. ## Q21: How to run the command line OpenD in the background on Linux? A: First, switch to the directory where OpenD is located, configure OpenD.xml, and then execute the following command. ``` nohup ./OpenD & ``` --- # Quote Related ## Q1: Subscription failed A: When the subscription interface returns an error, there are two common situations. * Insufficient subscription quota Please refer to [Subscription Quota & Historical Candlestick Quota](../intro/authority.md#9123) for the subscription quota rules. * Insufficient quota right The quota right that supports subscription are shown in the following table:
Market Contracts Quota Right for Subscription
HK Market Secrities LV1, LV2, SF
Options LV1, LV2
Futures LV1, LV2
US Market Secrities LV1, LV2
Options LV1
Futures LV1, LV2
A-Share Market Secrities LV1
Singapore Market Stocks LV1, LV2
Malaysia Market Stocks LV1, LV2, LV3
Japan Market Stocks LV2, LV3
Please refer to [Quote Right](../intro/authority.html#5331) for the access method. Note: If your account has the above-mantioned quota rights, but the subscription still fails. The possible reason is that [the quota right has been kicked out by other terminals](./opend.html#4390). ## Q2: Unsubscribe failed A: You can unsubscribe after you subscribe for at least one minute. ## Q3: The unsubscribe was successful but the quota was not released A: The quota is released after all connections are unsubscribed to the market. For example: Connection A and Connection B are both subscribing to HK.00700's listing data. After Connection A is unsubscribed, because Connection B is still calling HK.00700's listing data, the OpenD quota will not be released until all connections have been unsubscribed the listing data of HK.00700. ## Q4: Will the quota be released if the script connection is closed if the subscription is less than one minute? A: No. After the connection is closed, the target type whose subscription duration is less than one minute will be automatically unsubscribed after reaching one minute, and the corresponding subscription quota will be released. ## Q5: What is the specific restriction logic for requesting frequency restriction? A: At most n times within 30 seconds, it means that the interval between the first request and the n+1th request must be greater than 30 seconds. ## Q6: What is the reason why self-selected stocks cannot be added? A: Please check whether the upper limit is exceeded first, or delete part of the self-selected stocks. ## Q7: Why is the US stock quotation on the API different from quotes on the App? A: Since U.S. stock trading is distributed across multiple exchanges, Moomoo provides a variety of basic real-time quotes for U.S. stocks. Starting from April 16, Moomoo API will **freely grant** access to real-time U.S. stock market data (free during the promotion). The depth-of-book data for U.S. stocks, which previously required the separate purchase of a market data subscription, has now been adjusted to be free. Moomoo API will integrate two types of U.S. stock quote sources: Nasdaq Basic + TotalView (Nasdaq exchange with 60-depth levels) and NYSE ArcaBook (Arca with 60-depth levels). If you notice inconsistencies between the opening price of a U.S. stock on a given day and what is displayed on the App, this is because the upstream real-time market data from Moomoo API combines data from both Nasdaq and NYSE ArcaBook. ## Q8: Where can I buy API quotation cards? A: * HK market * [HK stocks LV2 advanced market (only non-Chinese mainland IP)](https://qtcard.moomoo.com/index/authority?lang=en-us#reg) * [HK stock options futures LV2 advanced market (only non-Mainland China IP)](https://qtcard.moomoo.com/index/authority?lang=en-us#reg) * [HK stocks LV2 + option futures LV2 market (non-Mainland China IP only)](https://qtcard.moomoo.com/index/authority?lang=en-us#reg) * [HK Stocks Advanced Full Market Quotes (SF Quotes)](https://qtcard.moomoo.com/index/authority?lang=en-us#reg) * US market (**Free for promotion**) * [US stocks Nasdaq Basic](https://qtcard.moomoo.com/index/authority?lang=en-us#reg) * [US stocks Nasdaq Totalview](https://qtcard.moomoo.com/index/authority?lang=en-us#reg) * [US options OPRA real-time data](https://qtcard.moomoo.com/index/authority?lang=en-us#reg) ## Q9: Why sometimes, the response of the get interface to obtain real-time data is slow? A: Because the get interface for real-time data needs to be subscribed first, and it depends on the push to OpenD from the background. If the user uses the get interface to request immediately after subscribing, OpenD may not receive the background push yet. In order to prevent this from happening, the get interface has built-in waiting logic, and the push will be returned to the script immediately after receiving the push within 3 seconds, and empty data will be returned to the script if the background push is not received for more than 3 seconds. The get interfaces include: get_rt_ticker, get_rt_data, get_cur_kline, get_order_book, get_broker_queue, get_stock_quote. Therefore, when you find that the response of the get interface for obtaining real-time data is relatively slow, you can first check whether it is the cause of no trade data. ## Q10: What kind of data can be obtained after purchasing the API Nasdaq Basic quotation card? A: Starting from April 16, Nasdaq Basic+TotalView and NYSE ArcaBook market data permissions will be offered free of charge for promotion. The products available for free include securities listed on the Nasdaq, NYSE, and NYSE MKT exchanges (covering U.S.-listed common stocks and ETFs, but excluding U.S. stock futures and options). Supported data interfaces include: snapshots, historical candlestick, real-time ticker subscriptions, real-time one-stage subscriptions, real-time candlestick subscriptions, real-time quotation subscriptions, real-time Time Frame subscriptions, and price reminders. ## Q11: How many levels does each market category support? A: Quotes category|LV1|LV2|LV3|SF :-|:-|:-|:-|:-|:- HK stocks (including Stock, Warrants, bulls and bears, and inbound securities)|/|10|/|full stock + thousand details HK stock options futures|1|10|/|/ US stocks (including ETF)|1|60|Nasdaq 60 Quotes + Arca 60 Quotes|/ US stock options|1|/|/|/ US futures|/|40|/|/ A-shares|5|/|/|/ Singapore Stocks|1|40|/|/ Malaysia Stocks|3|5|10|/ Japan Stocks|/|10|40|/ ## Q12：Why does OpenD still have no quote right after I purchase and activate the quotation card? A: 1. The quote right of Moomoo API is not exactly the same as that of APP. Some quotation cards are only applicable to the APP side. Please confirm that the card you purchased is applicable to OpenD first. We have listed **all** the quotation cards applicable to Moomoo API in the section *Authorities and Limitations*. Please click [here](../intro/authority.md#9123). 2. After activating the quotation card, your quote right will be effective immediately. Please check **after restarting OpenD**. ## Q13：How to Get Real-time Quotes Through Subscription Interface? **The First Stop：Subscription** Pass the code of underlying security and data type to [Subscription Interface](../quote/sub.md) to finish subscribing. Subscription interface supports requesting real-time quote, real-time order book, real-time tick-by-tick, real-time Time Frame, real-time candlesticks and real-time broker queue. After a successful subscription, OpenD will continuously receive real-time data from Futo Server. Attention: The subscription quota is allocated by your total capital, trading amount and trading volume. Please refer to [Subscription Quota & Historical Candlestick Quota](../intro/authority.md#9123) for details. If your subscription quota is not enough, please check if there is any useless subscriptions in the quota. [Unsubscribe](../quote/sub.md) to release the subscription quota in time. **The Second Step：Obtain Data** We provide two methods to obtain subscribed data from OpenD: **Methos 1: Real-time data Callback** Set corresponding callback functions to process the pushed data asyncronously. After the callback function is set, OpenD will immediately push the received real-time data to the callback function of the script for processing. If the underlying security is very active, you may get a large amount of pushed data with high frequency. If you want to slower the push frequency of OpenD, we recommand you to config push frequency(`qot_push_frequency`) in [OpenD Startup Parameter](../quick/opend-base.md#8367) The interfaces involved in mode 1 include: [Real-time Quote Callback](../quote/update-stock-quote.md), [Real-time Order Book Callback](../quote/update-order-book.md), [Real-time Candlestick Callback](../quote/update-kl.md), [Real-time Time Frame Callback](../quote/update-rt.md), [Real-time Tick-by-Tick Callback](../quote/update-ticker.md), [Real-time Broker Queue Callback](../quote/update-broker.md). **Method 2: Get Real-time Data** Through the access to real-time data interface, you can use scripts to get the latest data received by OpenD. This approach is more flexible, and scripts do not need to deal with massive pushes. As long as OpenD continues to receive push from servers, the script can obtain the data on demand. As the data is taken from the pushed data received by OpenD, there is no frequency limit for this type of interface. The interfaces involved in mode 1 include: [Get Real-time Quote of Securities](../quote/get-stock-quote.md), [Get Real-time Order Book](../quote/get-order-book.md), [Get Real-time Candlestick](../quote/get-kl.md), [Get Real-time Time Frame Data](../quote/get-rt.md), [Get Real-time Tick-by-Tick](../quote/get-ticker.md), [Get Real-time Broker Queue](../quote/get-broker.md). ## Q14：What time period corresponds to each market state？ A:
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 Securities Products (including Stocks, ETFs, REITs, Structured Warrants, DLCs) * WAITING_OPEN: Waiting for Open CST 08:30 - 09:00
* MORNING: Morning Session CST 09:00 - 12:00
* REST: Lunch Break CST 12:00 - 13:00
* AFTERNOON: Afternoon Session CST 13:00 - 17:00
* CLOSED: Closed CST 17:16 - 08:30 (T+1)
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 Securities Products (including Stocks, ETFs) * WAITING_OPEN: Waiting for Open JST 07:55 - 09:00
* MORNING: Morning Session JST 09:00 - 11:30
* REST: Lunch Break JST 11:30 - 12:30
* AFTERNOON: Afternoon Session JST 12:30 - 15:30
* CLOSED: Closed JST 15:30 - 07:50 (T+1)
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
Malaysia Market Securities Products (including Stocks, ETFs, REITs, Warrants) * AUCTION: Pre-market Auction CST 08:30 - 09:00
* MORNING: Morning Session CST 09:00 - 12:30
* REST: Lunch Break CST 12:30 - 14:00
* AFTERNOON: Afternoon Session CST 14:30 - 16:45
* CLOSED: Closed CST 17：00 - 08:25 (T+1)
Cryptocurrency Crypto * NONE：Waiting for trading Different trading time for different trading pairs
* MORNING：Regular trading time
* CLOSED：Market closed
\* 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 (get_plate_list 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 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 first) SH/SZ Automotive Electronics Concept：SH.LIST0301
SG market Securities Products (including Stocks, ETFs, REITs, Structured Warrants, DLCs) SG Singapore Airlines: SG.C6L
Futures (not available yet) SG FTSE China A50 Index Futures(JUN6)：SG.CN2606
JP market Securities Products (including Stocks, ETFs) JP Nintendo: JP.7974
Futures (not available yet) JP OSE Nikkei 225 Futures(JUN6)：JP.NK2252606
Malaysia Market Securities Products (including Stocks, ETFs, REITs, Warrants) MY MAYBANK: MY.1155
Crypto Crypto indices & trading pairs CC * Indices：CC.BTC
* Trading pairs: CC.BTCUSD
* **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). ![code](../img/code.png) ## 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 adjussted 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: ![code](../img/forward_fomula_en.png)  - 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: ![code](../img/backward_fomula_en.png)  ### 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) ![code](../img/adjusted_factor_example_en.png)  #### 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: ![code](../img/backward_example.jpg) ## Q17：Crypto Multi-Broker Market Data #### 1. Why does crypto market data differ between brokers? A： Different brokers source their market data from different upstream providers, so the same trading pair may show price differences across brokers. API supports switching market data sources based on your broker, ensuring that the quotes you see are consistent with your actual trading accounts. #### 2. Which data source is used if I don't specify a broker? A：When no broker is specified, API defaults to displaying market data from the primary recommended broker's upstream source. #### 3. I have multiple broker accounts that support crypto trading. How should I choose? A：It is recommended to select the broker that corresponds to your actual trading account when viewing market data. This ensures that the quotes you see match the execution prices when placing orders, avoiding discrepancies caused by different data sources. --- # 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 for parper trading Supported trading hours: Regular trading hours (all markets), RTH for US stock, ETH for US stock (only supported for US stock margin paper trading accounts) Unsupported trading hours: OVERNIGHT for US stock, 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. ![sim-page](../img/en-sim-page.png) 2. Desktop clients: Left side tab *Paper* . ![sim-page](../img/en-create-sim-account.png) 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 ![sim-page](../img/en-sim-reset.png) ### 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 ![sim-page](../img/en-sim-reset.png) ## 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:
Market Variety Limit Orders Market Orders At-auction Limit Orders At-auction Market Orders Absolute Limit Orders Special Limit Orders AON Special Limit Orders Stop Orders Stop Limit Orders Market if Touched Orders Limit if Touched Orders Trailing Stop Orders Trailing Stop Limit Orders
HK Securities (including stocks, ETFs, warrants, CBBCs, Inline Warrants) ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓ ✓
Options ✓ X - - - - - X ✓ X ✓ X ✓
Futures ✓ ✓ - ✓ - - - ✓ ✓ ✓ ✓ ✓ ✓
US Securities (including stocks, ETFs) ✓ ✓ - - - - - ✓ ✓ ✓ ✓ ✓ ✓
Options ✓ ✓ - - - - - ✓ ✓ ✓ ✓ ✓ ✓
Futures ✓ ✓ - - - - - ✓ ✓ ✓ ✓ ✓ ✓
HKCC Securities (including stocks, ETFs) ✓ X - - - - - X ✓ X ✓ X ✓
Singapore Futures ✓ ✓ - - - - - ✓ ✓ ✓ ✓ ✓ ✓
Japanese Futures ✓ ✓ - - - - - ✓ ✓ ✓ ✓ ✓ ✓
## Q5: Order operations supported by each market A: * HK stocks support order modification, cancellation, entry into force, invalidation, and deletion * US stocks only support order modification and cancellation * HKCC only supports cancellation of orders * Futures supports order modification, cancellation, and deletion ## Q6: How to use OpenD startup parameter future_trade_api_time_zone? A: Since the types of futures supported for trading account are distributed in multiple exchanges around the world, and the time zones of the exchanges are different, the time display of the futures trading API has become a problem. The future_trade_api_time_zone parameter has been added to the OpenD startup parameters, allowing futures traders in different regions of the world to flexibly specify the time zone. The default time zone is UTC+8. If you are more accustomed to Eastern Time, you only need to configure this parameter to UTC-5. :::tip Tips + This parameter is only valid for futures trading interface objects. The time zone of HK stock trading, US stock trading, and HKCC trading interface objects is still displayed in accordance with the time zone of the exchange. + The interfaces affected by this parameter include: responding to order push callbacks, responding to transaction push callbacks, querying today's orders, querying historical orders, querying current transactions, querying historical transactions, and placing orders. ::: ## Q7: Can I see the order placed through API, in APP? A：Yes, you can. After the order is successfully placed through Moomoo API, you can view today's orders, order status change in the trade page of APP, and you can also receive **Order Notice** in the APP. ![download-page](../img/download-mmpage.png) ## Q8: Which trading targets support Off-Market order? A：All orders can only be filled during the market opening period. Orders made outside market hours and extended hours trading are queued and fulfilled either at or near the beginning of extended hours trading or at or near the market open, according to your instructions. These orders may be named as off market orders or overnight order. Moomoo API supports Off-Market order for a part of trading targets (APP supports much more trading targets' Off-Market order), as follows:
Market Contracts Paper Trading Live Trading
FUTU HK Moomoo Financial Inc. Moomoo Financial Singapore Pte. Ltd. Moomoo AU Moomoo MY Moomoo CA Moomoo JP
HK Market Securities
(including stocks, ETFs, warrants, CBBCs, Inline Warrants)		 ✓ ✓ ✓ ✓ ✓ ✓ X X
Options ✓ X X X X X X X
Futures X X X X X X X X
US Market Securities (including stocks, ETFs) ✓ X X X X ✓ ✓ ✓
Options ✓ X X X X ✓ ✓ ✓
Futures X X X X X ✓ X X
A-share Market HKCC stocks ✓ X X X X X X X
Non-HKCC stocks ✓ X X X X X X X
Singapore Market Futures X X X X X X X X
Japanese Market Securities (including stocks, ETFs, REITS) X X X X X X X X
Futures ✓ ✓ X X X X X X
Australian Market Securities (including stocks, ETFs) X X X X X X X X
Canadian Market Securities X X X X X X X X
::: tip Tip - ✓：support Off-Market order - X：do not support Off-Market order（or non-tradable） ::: ## Q9: For each order type，mandatory parameters of PlaceOrder and broker limits for the single order. A1: Mandatory parameters of PlaceOrder.
Parameters Limit Orders Market Orders At-auction Limit Orders At-auction Market Orders Absolute Limit Orders Special Limit Orders AON Special Limit Orders Stop Orders Stop Limit Orders Market if Touched Orders Limit if Touched Orders Trailing Stop Orders Trailing Stop Limit Orders
price ✓ ✓ ✓ ✓ ✓ ✓ ✓
qty ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
code ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
trd_side ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
order_type ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
trd_env ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
aux_price ✓✓✓✓
trail_type ✓✓
trail_value ✓✓
trail_spread ✓
`Python users` should note that, [place_order](../trade/place-order.html) does not set a default value for price. For the five types of orders mentioned above, you still need to pass in price, which can be any value. A2: The broker sets limits on shares or amounts for single orders of various trading products. Exceeding these limits may result in order failures. See the table below for details.
Broker Product Quantity Limit Per Order Amount Limit Per Order
FUTU HK China A-Shares 1,000,000 Shares ￥5,000,000
US Stocks 500,000 Shares $5,000,000
Hong Kong Stock Futures or Options 3,000 Contracts Unlimited
moomoo US US Stocks 500,000 Shares $10,000,000
moomoo SG US Stocks 500,000 Shares $5,000,000
moomoo AU US Stocks Unlimited Unlimited
## Q10: For each order type, when modifying the order, mandatory parameters of ModifyOrder as follows.
Parameters Limit Orders Market Orders At-auction Limit Orders At-auction Market Orders Absolute Limit Orders Special Limit Orders AON Special Limit Orders Stop Orders Stop Limit Orders Market if Touched Orders Limit if Touched Orders Trailing Stop Orders Trailing Stop Limit Orders
modify_order_op ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
order_id ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
price ✓ ✓ ✓ ✓ ✓ ✓ ✓
qty ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
trd_env ✓ ✓✓✓✓✓ ✓✓✓✓✓ ✓✓
aux_price ✓✓✓✓
trail_type ✓✓
trail_value ✓✓
trail_spread ✓
`Python users` should note that, [modify_order](../trade/modify-order.html) does not set a default value for price. For the five types of orders mentioned above, you still need to pass in price, which can be any value. ## Q11: The Trade API returns "The current securities account has not yet agreed to the disclaimer."? A: Click the link below to confirm the agreement, and restart OpenD to use trading functions normally. Securities Firm|Aggrement Link :-|:-|:- FUTU HK|[Click here](https://risk-disclosure.futuhk.com/index?agreementNo=HKOT0015) Moomoo US|[Click here](https://risk-disclosure.us.moomoo.com/index?agreementNo=USOT0027) Moomoo SG|[Click here](https://risk-disclosure.sg.moomoo.com/index?agreementNo=SGOT0015) Moomoo AU|[Click here](https://risk-disclosure.au.moomoo.com/index?agreementNo=AUOT0025) Moomoo CA|[Click here](https://risk-disclosure.ca.moomoo.com/index?agreementNo=CAOT0117) Moomoo MY|[Click here](https://risk-disclosure.my.moomoo.com/index?agreementNo=MYOT0066) Moomoo JP|[Click here](https://risk-disclosure.jp.moomoo.com/index?agreementNo=JPOT0140) ## Q12: Pattern Day Trader (PDT) ### Overview When clients use moomoo US accounts for intraday trading, they are subject to regulations by the US Financial Industry Regulatory Authority (FINRA). This is a regulatory requirement for US brokers and has nothing to do with the market to which a stock being traded belongs. The trading accounts of brokers in other countries or regions, such as moomoo HK and moomoo SG accounts, are not subject to this restriction. If a client conducts over 3 day trades in any 5 consecutive trading days, the client will be labelled as a pattern day trader (PDT). For more details, refer to [Help Center - Day Trade Rules](https://www.moomoo.com/us/support/topic4_5?from_platform=4&lang=en-us). ### Day Trading Flowchart ![PDT_process](../img/PDT_process.png) ### How to turn off "Pattern Day Trade Protection", if I'm willing to be labelled as a PDT and do not want the quant trading program to be interrupted? A: To prevent you from being unintentionally labelled as a PDT, the server will automatically intercept your 4th day trade in any 5 consecutive trading days. If you are willing to be labelled as a PDT and do not want the server to intercept your trade, you can take the following step: Via [Command Line OpenD](../opend/opend-cmd.html), modify the value of the startup parameter "pdt_protection" to "0". ![US_para](../img/us_mmpara.png) NOTE: You will not be able to establish new positions when you are labelled as a PDT and your account equity is below $25000. ### How to turn off the Day-Trading Call Warning? A: Once you are labelled as a PDT, you need to pay attention to the day trading buying power (DTBP) of your account. When the DTBP is insufficient, you will receive a DTCall. The server will intercept your order that exceeds the DTBP. If you still want to place the order and do not want the server to intercept it, you can take the following step: Via [Command Line OpenD](../opend/opend-cmd.html), modify the value of the startup parameter "dtcall_confirmation" to "0". ![US_para2](../img/US_para2.png) NOTE: If the market value of a newly established position exceeds your remaining DTBP and you close the position in the same day, you will receive a DTCall, which can only be met by depositing funds. ### How to check my DTBP? A: Via [Get Account Funds Interface](../trade/get-funds.html), you can request values related to day trading, such as Day Trades Left, Beginning DTBP, Remaining DTBP, etc. ## Q13: How to track the status of orders? A: The two interfaces can be uesed to track the status of orders, after which have been placed.
Trading Enviroment Interfaces
Real [Orders Push Callback](../trade/update-order.html), [Deals Push Callback](../trade/update-order-fill.html)
Simulate [Orders Push Callback](../trade/update-order.html)
Note: Non-python users need to [Subscribe to Transaction Push](../trade/sub-acc-push.html) before using the above two interfaces. #### Orders Push Callback: Feedback changes of the entire order. The order push will be triggered when the following 8 fields change: `Order status`, `Order price`, `Order quantity`, `Deal quantity`, `Traget price`, `Trailing type`, `Trailing amount/ratio`, `Specify spread` Therefore, when you place, modify, cancel, enable, or disable the order, or when an advanced order is triggered or an order has transaction changes, it will cause orders push. You just need to call the [Orders Push Callback](../trade/update-order.html) to listen for these messages. #### Deals Push Callback: Feedback changes of a transaction. The order push will be triggered when the following field change: `Deal status` Fot example: Suppose a limit order of 900 shares is divided into 3 transactions before it is completely filled, with each transaction being 200, 300 and 400 shares. ![example](../img/example.png) ## Q14: Why does the order interface return “The minimum tick size for this product is xxx. Please enter an integer multiple of the minimum tick size before submitting”? A: Different exchanges have different rules on order price spreads. If the price of a submitted order does not follow relevant rules, the order will be rejected. ### Rules on Price Spread #### Hong Kong Market Refer to the official [HKEX Spread Table](https://www.moomoo.com/us/support/topic4_304?from_platform=4) #### China A-Shares Stock price spread: 0.01 #### US Market Stock Price Spreads:
Price Spread
Below $1 $0.0001
$1 or above $0.01
Option Price Spreads:
Price Spread
$0.10 - $3.00 $0.01 or $0.05
$3.00+ $0.05 or $0.10
Futures Price Spreads: Different contracts have different price spreads, which can be obtained via the `Price change step` of [Get Futures Contract Information](../quote/get-future-info.html) interface. ### How to ensure an order price meets spread rules? * Method 1: Valid order prices can be obtained via the [Get Real-time Order Book](../quote/get-order-book.html) interface, since the prices of orders on the order book must be valid. * Method 2: Auto-adjust an order price to a valid value via the `Price adjustment range` parameter in the [Place Orders](../trade/place-order.html) interface. How it works: Suppose the Adjust Limit is set to 0.0015. A positive value means that OpenD will auto-adjust upward the price of a submitted order to a valid value within +0.15% of the original price. Suppose the current market price of Tencent Holdings is 359.600, so the spread is 0.200 according to the HKEX Spread Table. Let’s say an order priced at 359.678 is submitted. In this case, the nearest upward valid price is 359.800, which means the order price only needs to be adjusted by 0.034%. The adjustment satisfies the Adjust Limit, so the final price of the submitted order is 359.800. If the actual adjustment exceeds the Adjust Limit, OpenD will fail to auto-adjust the price, and the order submission will still return the error prompt "The minimum tick size for this product is xxx. Please enter an integer multiple of the minimum tick size before submitting". ## Q15: Why did it say "Insufficient Buying Power" when I place a market order with enough buying power in my account? A: ### Why it indicates insufficient buying power when you place a market order - For the sake of risk management, the system poses a higher buying power coefficient on market orders. With the same order parameters, a market order takes up more buying power than a limit order. - Depending on different product types and market conditions, the risk management system dynamically adjusts the buying power coefficient of market orders. Therefore, when placing a market order, if you calculate the maximum buyable quantity using your maximum buying power, you are likely to get an inaccurate result. ### How to get the correct buyable quantity Instead of calculating it, you can obtain the correct buyable quantity through the [Query the Maximum Quantity that Can be Bought or Sold] (../trade/get-max-trd-qtys.html) API. ### How to buy as much as possible You can place a limit order at the BBO, instead of a market order. In particular, the BBO means the best bid (or Bid 1) in the case of a sell order, or the best ask (or Ask 1) for a buy order. ## Q16: A brand-new API now supports US margin paper trading account A: A brand-new API for paper trading now supports US margin paper trading account access and offers more comprehensive trading capabilities. The original API will gradually phase out paper trading services for US stocks. For a better experience, we recommend switching to the new API as soon as possible to enjoy enhanced US stock paper trading services. ## Q17: Instructions for Using Trade API Parameters ### 1. What is the Transaction Object? Under your user ID, there is generally a margin universal account with several sub-accounts (usually two, a univeral securities account and a universal futures accoun; also a universal forex account if needed). Some users or instituational clients may open multiple universal accounts with multiple brokers. Creating a transaction object is the process of initially screening sub-accounts. - When calling get_acc_list using OpenSecTradeContext, only trading securities accounts will be returned. - When calling get_acc_list using OpenFutureTradeContext, only trading futures accounts will be returned. The `security_firm` is used to filter accounts belonging to the corresponding securities firm, and the `filter_trdmarket` is used to filter accounts with the corresponding trading market permissions. #### 1.1 security_firm The brokers currently supported by Moomoo API are [as follows](../trade/trade.html#9434). When calling get_acc_list, it will return the real account of the securities firm corresponding to security_firm and all paper trading accounts (paper trading has no concept of brokers, so no matter what security_firm is passed, all paper trading accounts will be returned). The default value of security_firm is FUTUSECURITIES. You can leave this parameter blank for FUTU HK accounts, but you need to modify this parameter when you want to obtain accounts from other brokers. * **Example 1** ```python trd_ctx = OpenSecTradeContext(security_firm=SecurityFirm.FUTUSECURITIES) ret, data = trd_ctx.get_acc_list() print(data) ``` * **Output** ```python acc_id trd_env acc_type uni_card_num card_num security_firm sim_acc_type trdmarket_auth acc_status 0 281756478396547854 REAL MARGIN 1001200163530138 1001369091153722 FUTUSECURITIES N/A [HK, US, HKCC, HKFUND, USFUND] ACTIVE 1 3450309 SIMULATE CASH N/A N/A N/A STOCK [HK] ACTIVE 2 3548731 SIMULATE MARGIN N/A N/A N/A OPTION [HK] ACTIVE 3 281756455998014447 REAL MARGIN N/A 1001100320482767 FUTUSECURITIES N/A [HK] DISABLED ``` * **Example 2** ```python trd_ctx = OpenSecTradeContext(security_firm=SecurityFirm.FUTUSG) ret, data = trd_ctx.get_acc_list() print(data) ``` * **Output** ```python acc_id trd_env acc_type uni_card_num card_num security_firm sim_acc_type trdmarket_auth acc_status 0 3450309 SIMULATE CASH N/A N/A N/A STOCK [HK] ACTIVE 1 3548731 SIMULATE MARGIN N/A N/A N/A OPTION [HK] ACTIVE ``` #### 1.2 filter_trdmarket The trading markets supported by Moomoo API are [as follows](../trade/trade.html#6257). When calling get_acc_list, it will return all accounts with trading permissions in the filter_trdmarket market; when the filter_trdmarket is passed as NONE, the market will not be filtered and all accounts will be returned. The default trdmarket is HK. Under the universal account system, this parameter is used to filter paper trading accounts in different markets. * **Example 1** ```python trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US) ret, data = trd_ctx.get_acc_list() print(data) ``` * **Output** ```python acc_id trd_env acc_type uni_card_num card_num security_firm sim_acc_type trdmarket_auth acc_status 0 281756478396547854 REAL MARGIN 1001200163530138 1001369091153722 FUTUSECURITIES N/A [HK, US, HKCC, HKFUND, USFUND] ACTIVE 1 3450310 SIMULATE MARGIN N/A N/A N/A STOCK [US] ACTIVE 2 3548732 SIMULATE MARGIN N/A N/A N/A OPTION [US] ACTIVE 3 281756460292981743 REAL MARGIN N/A 1001100520714263 FUTUSECURITIES N/A [US] DISABLED ``` * **Example 2** ```python trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.NONE) ret, data = trd_ctx.get_acc_list() print(data) ``` * **Output** ```python acc_id trd_env acc_type uni_card_num card_num security_firm sim_acc_type trdmarket_auth acc_status 0 281756478396547854 REAL MARGIN 1001200163530138 1001369091153722 FUTUSECURITIES N/A [HK, US, HKCC, HKFUND, USFUND] ACTIVE 1 3450309 SIMULATE CASH N/A N/A N/A STOCK [HK] ACTIVE 2 3450310 SIMULATE MARGIN N/A N/A N/A STOCK [US] ACTIVE 3 3450311 SIMULATE CASH N/A N/A N/A STOCK [CN] ACTIVE 4 3548732 SIMULATE MARGIN N/A N/A N/A OPTION [US] ACTIVE 5 3548731 SIMULATE MARGIN N/A N/A N/A OPTION [HK] ACTIVE 6 281756455998014447 REAL MARGIN N/A 1001100320482767 FUTUSECURITIES N/A [HK] DISABLED 7 281756460292981743 REAL MARGIN N/A 1001100520714263 FUTUSECURITIES N/A [US] DISABLED 8 281756468882916335 REAL MARGIN N/A 1001100610464507 FUTUSECURITIES N/A [HKCC] DISABLED 9 281756507537621999 REAL CASH N/A 1001100910390035 FUTUSECURITIES N/A [HKFUND] DISABLED 10 281756550487294959 REAL CASH N/A 1001101010406844 FUTUSECURITIES N/A [USFUND] DISABLED ``` ::: tip Tips When the filter_trdmarket is passed NONE, all trading accounts will be returned. Row 0 is the active real universal account, rows 1-5 are paper trading accounts, and rows 6-10 are disabled real accounts which are all single-market accounts, that have been replaced by the universal account (row 0). However, historical orders and deals are still in these disabled accounts, and you can query them via these accounts. There is no filter_trdmarket in the OpenFutureTradeContext, but security_firm, which has the same function as that in OpenSecTradeContext. ::: ### 2. Trade API Parameters When using specific trading API (such as place orders, get open orders), the `trd_env`, `acc_index`and `acc_id` parameters will first filter and confirm a unique account, and then implement the corresponding interface function for this account. ![acc-select-en](../img/acc-select-en.png) ::: tip Summary 1. Filter out real or paper trading accounts according to trd_env. 2. Among the results, the account specified by acc_id is prioritized. 3. If acc_id is 0, select the corresponding account through acc_index. 4. Error: The specified acc_id does not exist, or the acc_index is out of range. ::: ### 3. Examples #### 3.1 Place Orders through Universal securities accounts ```python trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.NONE, security_firm=SecurityFirm.FUTUSECURITIES) ret, data = trd_ctx.unlock_trade("123123") if ret == RET_OK: print("unlock success!") ret, data = trd_ctx.place_order(45, 200, 'HK.00700', TrdSide.BUY, order_type=OrderType.NORMAL, trd_env=TrdEnv.REAL, acc_id=0) print(data) ``` #### 3.2 Get Open Orders through Universal futures accounts ```python trd_ctx = OpenFutureTradeContext(security_firm=SecurityFirm.FUTUSECURITIES) ret, data = trd_ctx.order_list_query(trd_env=TrdEnv.REAL, acc_id=0) print(data) ``` #### 3.3 Get Account Funds through HK Cash Account (Paper Trading) ```python # filter_trdmarket: TrdMarket.HK # trd_env: TrdEnv.SIMULATE # acc_index: 0 trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK) ret, data = trd_ctx.accinfo_query(trd_env=TrdEnv.SIMULATE, acc_index=0) print(data) ``` #### 3.4 Trade Options through US Margin Account (Paper Trading) ```python # Only two accounts returned after filtering by filter_trdmarket and trd_env # acc_index = 0: US Cash Account (Trading stocks) # acc_index = 1: US Margin Account (Trading options) # acc_index: 1 trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US) ret, data = trd_ctx.place_order(10, 1, code="US.AAPL250618P550000",trd_side=TrdSide.BUY, trd_env=TrdEnv.SIMULATE, acc_index=1) print(data) ``` #### 3.5 Query the Max Quantity that can be Bought or Sold through JP Futures Paper Trading ```python # Print the outcome of get_acc_list, the acc_id of JP Futures Paper Trading is 6271199 # Pass this acc_id when querying the max quantity that can be bought/sold trd_ctx = OpenFutureTradeContext() ret, data = trd_ctx.acctradinginfo_query(order_type=OrderType.NORMAL, price=5000, trd_env=TrdEnv.SIMULATE, acc_id=6271199, code="JP.NK225main") print(data) ``` ### 4. How to map the accounts in API to those in the APP? ![card-app-en](../img/card-app-en.png) The accounts on the APP only show the last 4-digits of the card number. According to the result of [get_acc_list](../trade/get-acc-list.html), the columns uni_card_num and card_num, are corresponding to the card number of Universal account and Single-market account (disabled), respectively. The account obtained in the API can be matched with that on the APP through the last 4 digits of the card number. --- # Others ## Q1：How to build C++ API? A: moomoo-api c++ SDK is supported on Windows/MacOS/Linux. Pre-built libs are provided for the common build environment on each platform: OS|Building Environment :-|:- Windows |Visual Studio 2013 Centos 7|g++ 4.8.5 Ubuntu 16.04|g++ 5.4.0 MacOS | XCode 11 If different compiler version is used, or different protobuf version is used, MMAPI and protobuf may be re-built. MMAPI source directory layout is: ``` MMAPI directory structure： +---Bin Libs for common build environment +---Include Public headers, source files generated from proto files +---Sample Sample project \---Src +---MMAPI MMAPI source +---protobuf-all-3.5.1.tar.gz protobuf source ``` #### Build steps： 1. Build protobuf to generate libprotobuf static lib and protoc executable. 2. Generated C++ source files from proto files. 3. Build MMAPI to generate libMMAPI static lib #### Step1: Build protobuf： - Windows： - Install CMake - Open Visual Studio command prompt, change directory to protobuf/cmake - Run：cmake -G "Visual Studio 12 2013" -DCMAKE_INSTALL_PREFIX=install -Dprotobuf_BUILD_TESTS=OFF  This will generate Visual Studio 2013 solution file. Change -G parameter for other Visual Studio versions. - Open Visual Studio solution file, set platform toolset to v120_xp, then build. - Linux (Refer to protobuf/src/README) - Run ./autogen.sh - Run CXXFLAGS="-std=gnu++11" ./configure --disable-shared - Run make - Put generated libprotobuf.a in Bin/Linux - MacOS (Refer to protobuf/src/README) - Install dependencies with brew：autoconf automake libtool - Run ./configure CC=clang CXX="clang++ -std=gnu++11 -stdlib=libc++" --disable-shared #### Step2: Generate C++ sources from proto files - Use protoc to convert protofiles under Include/Proto to C++ source files. For example, the following command converts Common.proto to Common.pb.h and Common.pb.cc: - protoc -I="path-to-MMAPI/Include/Proto" --cpp_out="." path-to-MMAPI/Include/Proto/Common.proto - Put the generated .h and .cc files in Include/Proto #### Step3: Build MMAPI - Windows：Create Visual Studio C++ static lib project，add source files under Src/MMAPI and Include，and set platform toolset to v120_xp. - Mac：Create XCode C++ static lib project，add source files under Src/MMAPI and Include - Linux：Use cmake to build MMAPI static lib, run following command under path-to-MMAPI/Src: - cmake -DTARGET_OS=Linux ## Q2: Is there more complete strategy examples for reference? A: * Python strategy examples are in the /moomoo/examples/ folder. You can find the path of Python API by executing the following command: ``` import moomoo print(moomoo.__file__) ``` * The C# strategy examples are in the /MMAPI4NET/Sample/ folder * The Java strategy examples are in the /MMAPI4J/sample/ folder * The C++ strategy examples are under the /MMAPI4CPP/Sample/ folder * The JavaScript strategy examples are in the /MMAPI4JS/sample/ folder ## Q3: Import error when using python API **First Scene:** I have already installed moomoo-api, but still get error: No module named 'moomoo'? It is possible that the interpreter your IDE currently uses is not the interpreter of the moomoo-api module you installed. In other words, your may have more than two Python environments installed on your computer. You can do the following 2 steps: 1. Run the codes below to get the path of the current interpreter: ``` import sys print(sys.executable) ``` Example diagram: ![No module named 'moomoo'](../img/import-futu-error.png) 2. Run `$ D:\software\anaconda3\python.exe -m pip install moomoo-api` in command line (The first half of the command comes from the result of step 1). This will install a moomoo-api module in the current interpreter. ## Q4: Import successful, but you still cannot call the relevant interface. A: Usually in this case, you need to check if the ‘moomoo’ that was successfully imported is a correct moomoo API. **First Scene:** There may be a file with the same name as 'moomoo'. 1. The current file name is moomoo.py 2. There is another file named moomoo.py under the path of the current file. 3. There is a folder named `/moomoo` under the path of the current file. Therefore, we strongly recommend that you do not name files / folders / projects as *moomoo*. **Second Scene:** A third-party library called 'moomoo' was installed by mistake. The correct name of the moomoo API library is `moomoo-api`, not 'moomoo'. If you have installed a third-party library named 'moomoo', please uninstall it and [install moomoo-api](../quick/demo.md#6763). Take PyCharm as an example: Check the installation of libraries. ![settings](../img/settings.png) ![futuku](../img/mmku.png) ## Q5: Protocol Encryption-Related A: ### Overview To ensure privacy and confidentiality, you can use the asymmetric encryption algorithm RSA to encrypt the request and return between Strategy Scripts (moomoo API) and OpenD. If Strategy Scripts (moomoo API) is on the same computer as OpenD, it is usually not necessary to encrypt. ### Protocol Encryption Process You can try to solve this problem with the following steps: 1. Generate the key file automatically through a third-party web platform. - To be specific: Search 'Online RSA Key Generator' on Baidu or Google. Set Key Format as PKCS#1. Set Key Length as 1024 bit. No password required. Then click the bottom 'Generate key pair' ![ui-config](../img/en_create_rsa.png) 2. Copy and paste the private key into a text file. Save it to a specified path of the computer which OpenD is located in. 3. Specify the path of the RSA private key file on the computer which OpenD is located in. The path is the specified path mentioned in Step 2. - Method 1: Specify the path mentioned in Step 2 through 'Encryption Private Key' in [Visualization OpenD](../quick/opend-base.md#6196). As shown below: ![ui-config](../img/mmen_rsa_ui-config.png) - Method 2: Specify the path mentioned in Step 2 through the code `rsa_private_key` in [Command Line OpenD](../opend/opend-cmd.md#7893). As shown below: ![ui-config](../img/mm_xml.png) 4. Save the text file in step 2 to a specified path of the computer which Strategy Scripts (moomoo API) are located in, and [set the path of private key](../ftapi/init.md#6187) in Strategy Scripts. 5. Enable protocol encryption. There are two ways to enable protocol encryption. - Method 1: Encrypt the context independently (general). You can set encryption through the parameter `is_encrypt` when creating and initializing the connection in [Quote Object](../quote/base.md#2335) or [Transaction Objects](../trade/base.md#8155). - Method 2: Encrypt the context globally (only Python). You can set encryption through the interface [enable_proto_encrypt](../ftapi/init.md#7910). :::tip Tips * When specifying the path of RSA private key in OpenD or in Strategy Scripts (moomoo API), the path needs to be complete and include the file name. * It is not necessary to save RSA public key which can be calculated by private key. ::: ## Q6: Why is the DataFrame data I got incomplete? A: When printing pandas.DataFrame data, if there are too many columns and rows, pandas will collapse the data by default, resulting in an incomplete display. Therefore, it is not OpenD's fault. You can add the following code in front of your Python script to solve the problem. ``` import pandas as pd pd.options.display.max_rows=5000 pd.options.display.max_columns=5000 pd.options.display.width=1000 ``` ## Q7: How to solve the problem that "Cannot open libFTAPIChannel.dylib" through C++ API on Mac? A: Execute the following command in the directory where the file "libFTAPIChannel.dylib" is stored: `$ xattr -r -d com.apple.quarantine libAPIChannel.dylib`. ## Q8: For Python users, why do large log files continue to be generated under the log folder, after the log level is set to no in the OpenD configuration file? A：The *log_level* parameter in OpenD parameter configuration is only used to control the logs generated by OpenD. Python API also generates logs by default. If you do not like it, you can add the following codes to your Python script: ``` logger.file_level = logging.FATAL # Used to stop Python API log files generating logger.console_level = logging.FATAL # Used to stop printing Python log in running console ``` ## Q9: For versions 5.4 and above, the library name and configuration method of Java API have been changed. A: * If you are a user of Java API 5.3 and below, please note the following changes when updating the version. **Changes to the configuration process:** 1. Download moomoo API from [moomoo official website](https://www.moomoo.com/download). 2. Decompress the downloaded file. `/MMAPI4J` is the directory of Java API. Add `/lib/moomoo-api-.x.y.z.jar` file to your project settings. To establish a moomoo-api project, please refer to [here](../quick/demo.html#1983). **Changes to the directory:** 1. For the Java version of moomoo API, the library name is changed from ftapi4j.jar to `moomoo-api-x.y.z.jar`, where "x.y.z" represents the version number. 2. For the third-party library, the dependencies of /lib/jna.jar and /lib/jna-platform.jar are removed, and the dependencies of `/lib/bcprov-jdk15on-1.68.jar` and `/lib/bcpkix-jdk15on-1.68.jar` are added. ``` +---mmapi4j MMAPI4J source code. If the JDK version used is not compatible, you can use the project to recompile the mmapi.jar. +---lib The folder with common libraries | moomoo-api-x.y.z.jar Java version of moomoo API | bcprov-jdk15on-1.68.jar Third-party library, for encryption and decryption | bcpkix-jdk15on-1.68.jar Third-party library, for encryption and decryption | protobuf-java-3.5.1.jar Third-party library, for parsing protobuf data +---sample Sample project +---resources The default generated directory of the maven project ``` * If you are a new user to the moomoo API, we provide a more convenient way to configure Java API via maven repository for you. About the configuration process, please refer to [here](../quick/demo.html#5062). ## Q10: For Python users, when using pyinstaller to package scripts that need to run api, an error is reported: Common_pb2 module cannot be found. A: You can try to solve this problem with the following steps. Step 1. Suppose you need to package main.py. Using a command-line statement and run the statement: pyinstaller path\main.py, without the "- F" parameter. ``` pyinstaller path\main.py ``` After main.py is packaged, the /main folder will be created in the /dist directory where it is located. main.exe is in this folder. ![dist](../img/mmdist.png) Step 2. Run the following code to find the installation path of moomoo-api: /path/moomoo. ``` import moomoo print(moomoo.__file__) ``` Results: ``` C:\Users\ceciliali\Anaconda3\lib\site-packages\moomoo\__init__.py ``` ![pathfutu](../img/pathmoomoo.png) Step 3. Copy all the files in the /common/pb to /main. Step 4. Create a folder in the /main and name it moomoo. Copy the `/path/moomoo/VERSION.txt` file to /main/moomoo. ![main_moomoo](../img/main_moomoo.png) Step 5. Try running the statement **pyinstaller main.py** again. ## Q11: Why the interface result is success, but the return did not behave as expected？ A: * A successful interface result means that server has successfully received and responded to your request, but the return may not behave as your expected. Example: If you call the [subscribe](../quote/sub.md) during non-trading hours, your request can be responded successfully, but the exchange will not update the ticker data during this period. So you will temporarily not receive real-time data until trading hours. * The interface result (definition: [Interface Result](../ftapi/common.md#8800)) can be viewed from the field returned. A field of 0 means the interface result success, a non-zero means the interface result failed. For python user, the following two code statements are equivalent: ``` if ret_code == RET_OK: ``` ``` if ret_code == 0: ``` ## Q12: WebSocket Related ### Overview In Moomoo API, WebSocket is mainly used in the following two aspects: * In Visualization OpenD, WebSocket is used to communicate between the UI interface and the underlying Command Line OpenD. * The communication between JavaScript API and OpenD uses WebSocket. ![WebSocket-struct](../img/WebSocket-struct.png) * When WebSocket starts, Command Line OpenD establishes a Socket connection (TCP) with the **MMWebSocket transit service**. This connection uses the default **listening address** and **API protocol listening port**. * At the same time, JavaScript API will establish a WebSocket connection (HTTP) with the **MMWebSocket transit service**. This connection will use the **WebSocket listening address** and **WebSocket port**. ### Usage To ensure the security of your account, when WebSocket listens non-local requests, we strongly recommend that you enable SSL and configure the **WebSocket authentication key** SSL is enabled by configuring the **WebSocket certificate** and the **WebSocket private key**. Command Line OpenD can set the file path by configuring OpenD.xml or configuring command line parameters. Visualization OpenD clicks the "more" drop-down menu to see the confifuration item. ![ui-more-config](../img/mmui-more-config.png) ::: tip Tips If the certificate is self-signed, you need to install the certificate on the machine where the JavaScript API is called, or set not to verify the certificate. ::: #### Generate Self-signed Certificate It is not convenient to expand the details of self-signed certificate generation in this document, please check it yourself. Simple and available build steps are provided here: 1. Install openssl. 2. Modify openssl.cnf and add the IP address or domain name under the alt_names node on the machine where OpenD locates. For example: IP.2 = xxx.xxx.xxx.xxx, DNS.2 = www.xxx.com 3. Generate private key and certificate (PEM)。 **The certificate generation parameters are as follows**： `openssl req -x509 -newkey rsa:2048 -out moomoo.cer -outform PEM -keyout moomoo.key -days 10000 -verbose -config openssl.cnf -nodes -sha256 -subj "/CN=moomoo CA" -reqexts v3_req -extensions v3_req` ::: tip Tips * openssl.cnf needs to be placed under the system path, or an absolute path needs to be specified in the build parameters. * Note that while generating a private key, you need to specify that the password is not set (-notes). ::: Attach the local self-signed certificate and the configuration file that generates the certificate for testing: * [openssl.cnf](../file/openssl.cnf) * [moomoo.cer](../file/cer) * [moomoo.key](../file/key) ## Q13: Where are the quote servers and the trade servers of API? A： - Quote: Futu ID|Quote Server Location :-|:-|:- Futubull ID|Tencent Cloud Guangzhou and Hong Kong moomoo ID|Tencent Cloud Virginia, USA and Singapore - Trade: Securities Firm|Trade Server Location :-|:-|:- FUTU HK|Tencent Cloud Hong Kong Moomoo US|Tencent Cloud Virginia, USA Moomoo SG|Tencent Cloud Singapore Moomoo AU|Tencent Cloud Singapore Moomoo MY|Ali Cloud Malaysia Moomoo CA|AWS Cloud Canada Moomoo JP|Tencent Cloud Japan --- # Changelog ## 2026-06-25 ### [OpenD 10.8.6808](https://www.moomoo.com/en/download/OpenAPI) * [Search API](../quote/get-search-quote.md): Quickly find any asset by keyword. * [Search API](../quote/get-search-news.md): Find news, announcements, and ratings all in one place with one keyword. * [Chart Indicators](../quote/get-indicator-list.md): Supports all technical indicators in Mai Language and Python. * Comprehensive Options Analysis: IV/HV, Put/Call Ratio, 0DTE Options, Upcoming Earnings, and Seller Dashboard. See [Quote API](../quote/overview.md) for more details. * Market Fundamentals API: Access data from Institutional Tracker, Macroeconomic Data, Dividend & Earnings Calendars, Industry Chain, Market Movers, and Fed Rate Projections. See [Quote API](../quote/overview.md) for more details. ## 2026-06-04 ### [OpenD 10.7.6708](https://www.moomoo.com/en/download/OpenAPI) * Singapore (SG), Malaysia (MY), and Japan (JP) stocks market data now available — including real-time quotes, order book, K-line, fundamentals, and more. See [Quote Right](../intro/authority.md#2867) for details. * Supports trading for SG, MY, and JP stocks — order capabilities fully aligned with the App, covering users across HK / SG / MY / JP regions. * Supports market data and trading for options strategies, including straddle, spread, butterfly, and more. Pull market data via [Get Option Strategy](../quote/get-option-strategy.md), [Option P&L Analysis](../quote/get-option-strategy-analysis.md), and [Option Snapshot](../quote/get-option-quote.md); trade option strategies via [Place Combo Order](../trade/place-combo-order.md), and query buying-power changes via [Query Combo Order Buying Power](../trade/comboorder-tradinginfo-query.md). ## 2026-05-21 ### [OpenD 10.6.6608](https://www.moomoo.com/en/download/OpenAPI) * Combine screening conditions just like in the moomoo: call the [Stock Screeneing V2](../quote/get-stock-screen.md#8702) directly to freely combine filters across 5 dimensions (fundamentals, technicals, chart patterns), and screen for stocks matching your strategy in one line of code. * Query individual stock fundamentals just like in the moomoo: call the [Get Financial Statements](../quote/get-financials-statements.md#8596) to retrieve the three major financial statements, revenue breakdown, analyst ratings, Morningstar reports, valuations (PE/PB/PS), dividends/buybacks/splits, shareholder holdings, insider trading, company profile & executives, top 10 brokers, and short-selling data. * Moomoo Australia now supports paper trading competition accounts, with Skills-based account queries. ## 2026-05-07 ### [OpenD 10.5.6508](https://www.moomoo.com/en/download/OpenAPI) * Crypto market data and trading now available for users in HK, US, and SG. * Query the account funds, positions, order history, and cash flows of Universal crypto account. * New candlestick intervals [KLType](../quote/quote.md#4119): `K_10M` (10-min), `K_120M` (2-hour), `K_180M` (3-hour), `K_240M` (4-hour). * OpenD Skills now supports crypto features. ## 2026-04-23 ### [OpenD 10.4.6408](https://www.moomoo.com/en/download/OpenAPI) * The `security_firm` parameter in `OpenSecTradeContext()`, `OpenFutureTradeContext()`, and `OpenCryptoTradeContext()` now defaults to `NONE` — the system automatically detects the broker tied to your account, so you no longer need to specify it manually. * New silent logging mode lets you suppress OpenD log output. * Windows installer filenames now include the version number for easier identification. * OpenD Skills performance improvements. ## 2026-04-16 ### [OpenD 10.3.6308](https://www.moomoo.com/en/download/OpenAPI) * US real-time market data now free during the promotional period. * OpenD now allows login without a brokerage account — includes a complimentary quota of 100 real-time subscriptions and historical candlestick requests. * Historical candlestick quota reset cycle shortened from 30 days to 7 days. ## 2026-03-26 ### [OpenD 10.2.6208](https://www.moomoo.com/en/download/OpenAPI) * US margin trading simulation now available via API — set `TrdEnv.SIMULATE` to place paper orders, with order status syncing to the moomoo in real time. * OpenD Skills performance improvements. ## 2026-03-20 ### OpenD 10.1.6108 * Introducing the all-new [Moomoo Skills Hub](https://www.moomoo.com/skillhub) — connect mainstream AI agents like OpenClaw, Claude Code, Cursor, and Codex. * The [Moomoo API Skill](https://www.moomoo.com/skillhub/openapi) for market data & trading covers 56 endpoints across Hong Kong, US, China A-shares, Singapore, and Japan, with real-time quotes, smart trading, and live push capabilities. ## 2026-03-06 ### OpenD 10.0.6018 * Moomoo API now available to users in Japan, Malaysia, and Canada. * Bug fixes. ## 2025-12-17 ### OpenD 9.6.5608 * Market data APIs now cover the Hang Seng index family, including 82 index symbols such as HK.800733 and HK.800734. * [get_acc_list](../trade/get-acc-list.md#9665) now returns institutional master accounts (`TrdAccRole.MASTER`); note that master accounts are read-only and cannot place trades. * Bug fixes. ## 2025-08-14 ### OpenD 9.4.5408 * 24 Hour trading for US stocks — pass `Session.ALL` to [place_order()](../trade/place-order.md) to cover pre-market, regular, and after-hours sessions in a single order. * Historical daily candlestick data now spans up to 20 years. * US equities LV2 order book upgraded to 60 aggregated price levels; US futures LV2 upgraded to 40 levels. * Adjusted price data now accounts for corporate spin-offs. * The `min_change_unit` field in the [Get Futures Contract](../quote/get-future-info.md) API has been deprecated.