# Get Event Contract Ticker
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_event_contract_ticker(code, count=30)
Description
Get the real-time ticker (trade-by-trade) data of a single event contract, including trade time, YES/NO trade price, trade volume and ticker direction (YES/NO). You must subscribe to
SubType.TICKERbefore querying the ticker, otherwise an error is returned.Parameters
Parameter Type Description code str Event contract code, e.g. 'EC.KXODIMATCH-26JUL140600INDENG-IND'count int Number of records to return, default 30, max 1000 Return
Parameter Type Description ret RET_CODE API call result data pd.DataFrame If ret == RET_OK, the ticker list is returned str If ret != RET_OK, an error description is returned The returned DataFrame fields are as follows:
Field Type Description code str Contract code time str Trade time ( yyyy-MM-dd HH:mm:ss, milliseconds not retained)yes_price float YES trade price no_price float NO trade price volume float Trade volume side str Trade direction, see PredSide ( YES/NO); different from the buy/sell directionsequence str Ticker sequence (a large integer from the backend) Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# Subscribe to TICKER before querying the ticker (otherwise an error is returned)
ret, err = quote_ctx.subscribe_event_contract(
['EC.KXODIMATCH-26JUL140600INDENG-IND'], [SubType.TICKER]
)
if ret != RET_OK:
print('Subscribe failed:', err)
else:
ret, data = quote_ctx.get_event_contract_ticker(
'EC.KXODIMATCH-26JUL140600INDENG-IND', count=5
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
code time yes_price no_price volume side sequence
0 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:22 0.0 0.01 7.57 NO 7662445088852672512
1 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:33 0.0 0.01 14.18 NO 7662445136097312768
2 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:50 0.0 0.01 106.14 NO 7662445209111756800
3 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:59 0.0 0.01 5.82 NO 7662445247766462464
4 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:01:01 0.0 0.01 111.50 NO 7662445256356397056
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# Qot_GetEventContractTicker.proto
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
// Ticker data point
message TickerPoint {
required string time = 1; // Trade time (yyyy-MM-dd HH:mm:ss, milliseconds not retained)
optional double yesPrice = 2; // YES trade price
optional double noPrice = 3; // NO trade price
optional double volume = 4; // Trade volume
optional Common.PredSide side = 5; // Ticker direction
optional string sequence = 6; // Ticker sequence
}
// Single contract ticker
message TickerItem {
required Qot_Common.Security code = 1; // Contract code
repeated TickerPoint tickerList = 2; // Ticker data
}
message C2S {
required Qot_Common.Security security = 1; // Contract security (single, required)
optional int32 count = 2; // Return count (default 30, max 1000)
}
message Request {
required C2S c2s = 1;
}
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- Return
message S2C {
repeated TickerItem tickerList = 1; // Ticker list
}
message Response {
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
uint GetEventContractTicker(GetEventContractTicker.Request req);
virtual void OnReply_GetEventContractTicker(FTAPI_Conn client, uint nSerialNo, GetEventContractTicker.Response rsp);
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
message TickerPoint {
required string time = 1;
optional double yesPrice = 2;
optional double noPrice = 3;
optional double volume = 4;
optional Common.PredSide side = 5;
optional string sequence = 6;
}
message TickerItem {
required Qot_Common.Security code = 1;
repeated TickerPoint tickerList = 2;
}
message C2S {
required Qot_Common.Security security = 1;
optional int32 count = 2;
}
message Request {
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C {
repeated TickerItem tickerList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_EventContract)
.SetCode("EC.KXODIMATCH-26JUL140600INDENG-IND").Build();
var c2s = GetEventContractTicker.C2S.CreateBuilder()
.SetSecurity(sec).SetCount(30).Build();
var req = GetEventContractTicker.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetEventContractTicker(req);
Console.Write("Send GetEventContractTicker: {0}\n", seqNo);
}
public void OnReply_GetEventContractTicker(FTAPI_Conn client, uint nSerialNo, GetEventContractTicker.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
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- Output
connect
Request GetEventContractTicker SerialNo: 1
OnReply_GetEventContractTicker SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tickerList": [
{
"code": {"market": 101, "code": "EC.KXODIMATCH-26JUL140600INDENG-IND"},
"tickerList": [
{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
},
{
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
},
{
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
},
{
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
},
{
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}
]
}
]
}
}
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int getEventContractTicker(QotGetEventContractTicker.Request req);
void onReply_GetEventContractTicker(FTAPI_Conn client, int nSerialNo, QotGetEventContractTicker.Response rsp);
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
message C2S {
required Qot_Common.Security security = 1;
optional int32 count = 2;
}
message Request {
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C {
repeated TickerItem tickerList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program implements FTSPI_Qot, FTSPI_Conn {
private FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_EventContract_VALUE)
.setCode("EC.KXODIMATCH-26JUL140600INDENG-IND").build();
QotGetEventContractTicker.C2S c2s = QotGetEventContractTicker.C2S.newBuilder()
.setSecurity(sec).setCount(30).build();
QotGetEventContractTicker.Request req = QotGetEventContractTicker.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getEventContractTicker(req);
System.out.println("Send GetEventContractTicker: " + seqNo);
}
@Override
public void onReply_GetEventContractTicker(FTAPI_Conn client, int nSerialNo, QotGetEventContractTicker.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
FTAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
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- Output
connect
Request GetEventContractTicker SerialNo: 1
OnReply_GetEventContractTicker SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tickerList": [
{
"code": {"market": 101, "code": "EC.KXODIMATCH-26JUL140600INDENG-IND"},
"tickerList": [
{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
},
{
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
},
{
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
},
{
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
},
{
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}
]
}
]
}
}
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Futu::u32_t GetEventContractTicker(const Qot_GetEventContractTicker::Request &stReq);
virtual void OnReply_GetEventContractTicker(Futu::u32_t nSerialNo, const Qot_GetEventContractTicker::Response &stRsp) = 0;
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
// Ticker data point
message TickerPoint {
required string time = 1; // Trade time (yyyy-MM-dd HH:mm:ss, milliseconds not retained)
optional double yesPrice = 2; // YES trade price
optional double noPrice = 3; // NO trade price
optional double volume = 4; // Trade volume
optional Common.PredSide side = 5; // Ticker direction
optional string sequence = 6; // Ticker sequence
}
// Single contract ticker
message TickerItem {
required Qot_Common.Security code = 1; // Contract code
repeated TickerPoint tickerList = 2; // Ticker data
}
message C2S {
required Qot_Common.Security security = 1; // Contract security (single, required)
optional int32 count = 2; // Return count (default 30, max 1000)
}
message Request {
required C2S c2s = 1;
}
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- Return
message S2C {
repeated TickerItem tickerList = 1; // Ticker list
}
message Response {
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// Build request
Qot_GetEventContractTicker::Request req;
Qot_GetEventContractTicker::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("EC.KXODIMATCH-26JUL140600INDENG-IND");
sec->set_market(Qot_Common::QotMarket::QotMarket_EventContract);
c2s->set_count(30);
m_GetEventContractTickerSerialNo = m_pQotApi->GetEventContractTicker(req);
cout << "Request GetEventContractTicker SerialNo: " << m_GetEventContractTickerSerialNo << endl;
}
virtual void OnReply_GetEventContractTicker(Futu::u32_t nSerialNo, const Qot_GetEventContractTicker::Response &stRsp) {
if (nSerialNo == m_GetEventContractTickerSerialNo)
{
cout << "OnReply_GetEventContractTicker SerialNo: " << nSerialNo << endl;
// Parse the internal structure and print it out
// For the definitions of ProtoBufToBodyData and UTF8ToLocal, refer to tool.h in the Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetEventContractTickerSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request GetEventContractTicker SerialNo: 1
OnReply_GetEventContractTicker SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tickerList": [
{
"code": {"market": 101, "code": "EC.KXODIMATCH-26JUL140600INDENG-IND"},
"tickerList": [
{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
},
{
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
},
{
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
},
{
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
},
{
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}
]
}
]
}
}
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GetEventContractTicker(req);
Description
Get the ticker (trade-by-trade) data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
// Ticker data point
message TickerPoint {
required string time = 1; // Trade time (yyyy-MM-dd HH:mm:ss)
optional double yesPrice = 2; // YES trade price
optional double noPrice = 3; // NO trade price
optional double volume = 4; // Trade volume
optional Common.PredSide side = 5; // Ticker direction
optional string sequence = 6; // Ticker sequence
}
// Single contract ticker
message TickerItem {
required Qot_Common.Security code = 1; // Contract code
repeated TickerPoint tickerList = 2; // Ticker data
}
message C2S {
required Qot_Common.Security security = 1; // Contract security (single, required)
optional int32 count = 2; // Return count (default 30, max 1000)
}
message Request {
required C2S c2s = 1;
}
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- Return
message S2C {
repeated TickerItem tickerList = 1; // Ticker list
}
message Response {
required int32 retType = 1 [default = -400]; //RetType, result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- See RetType for the result structure
- Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function GetEventContractTicker() {
const { RetType } = Common;
const { QotMarket } = Qot_Common;
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, ""];
let websocket = new ftWebsocket();
websocket.onlogin = async (ret, msg) => {
if (!ret) { console.log("start error", msg); return; }
try {
const req = { c2s: { security: { market: QotMarket.QotMarket_EventContract, code: "EC.KXODIMATCH-26JUL140600INDENG-IND" }, count: 30 } };
let { errCode, retMsg, retType, s2c } = await websocket.GetEventContractTicker(req);
console.log("GetEventContractTicker: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if (retType == RetType.RetType_Succeed) {
console.log(beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true }));
}
} catch (error) {
console.log("error:", error);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(() => { websocket.stop(); console.log("stop"); }, 5000);
}
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- Output
GetEventContractTicker: errCode 0, retMsg , retType 0
{
"tickerList": [{
"code": {
"market": 101,
"code": "EC.KXODIMATCH-26JUL140600INDENG-IND"
},
"tickerList": [{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
}, {
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
}, {
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
}, {
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
}, {
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}]
}]
}
stop
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- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_event_contract_ticker(code, count=30)
Description
Get the real-time ticker (trade-by-trade) data of a single event contract, including trade time, YES/NO trade price, trade volume and ticker direction (YES/NO). You must subscribe to
SubType.TICKERbefore querying the ticker, otherwise an error is returned.Parameters
Parameter Type Description code str Event contract code, e.g. 'EC.KXODIMATCH-26JUL140600INDENG-IND'count int Number of records to return, default 30, max 1000 Return
Parameter Type Description ret RET_CODE API call result data pd.DataFrame If ret == RET_OK, the ticker list is returned str If ret != RET_OK, an error description is returned The returned DataFrame fields are as follows:
Field Type Description code str Contract code time str Trade time ( yyyy-MM-dd HH:mm:ss, milliseconds not retained)yes_price float YES trade price no_price float NO trade price volume float Trade volume side str Trade direction, see PredSide ( YES/NO); different from the buy/sell directionsequence str Ticker sequence (a large integer from the backend) Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# Subscribe to TICKER before querying the ticker (otherwise an error is returned)
ret, err = quote_ctx.subscribe_event_contract(
['EC.KXODIMATCH-26JUL140600INDENG-IND'], [SubType.TICKER]
)
if ret != RET_OK:
print('Subscribe failed:', err)
else:
ret, data = quote_ctx.get_event_contract_ticker(
'EC.KXODIMATCH-26JUL140600INDENG-IND', count=5
)
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
code time yes_price no_price volume side sequence
0 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:22 0.0 0.01 7.57 NO 7662445088852672512
1 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:33 0.0 0.01 14.18 NO 7662445136097312768
2 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:50 0.0 0.01 106.14 NO 7662445209111756800
3 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:00:59 0.0 0.01 5.82 NO 7662445247766462464
4 EC.KXODIMATCH-26JUL140600INDENG-IND 2026-07-14 14:01:01 0.0 0.01 111.50 NO 7662445256356397056
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# Qot_GetEventContractTicker.proto
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
// Ticker data point
message TickerPoint {
required string time = 1; // Trade time (yyyy-MM-dd HH:mm:ss, milliseconds not retained)
optional double yesPrice = 2; // YES trade price
optional double noPrice = 3; // NO trade price
optional double volume = 4; // Trade volume
optional Common.PredSide side = 5; // Ticker direction
optional string sequence = 6; // Ticker sequence
}
// Single contract ticker
message TickerItem {
required Qot_Common.Security code = 1; // Contract code
repeated TickerPoint tickerList = 2; // Ticker data
}
message C2S {
required Qot_Common.Security security = 1; // Contract security (single, required)
optional int32 count = 2; // Return count (default 30, max 1000)
}
message Request {
required C2S c2s = 1;
}
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- Return
message S2C {
repeated TickerItem tickerList = 1; // Ticker list
}
message Response {
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
uint GetEventContractTicker(GetEventContractTicker.Request req);
virtual void OnReply_GetEventContractTicker(MMAPI_Conn client, uint nSerialNo, GetEventContractTicker.Response rsp);
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
message TickerPoint {
required string time = 1;
optional double yesPrice = 2;
optional double noPrice = 3;
optional double volume = 4;
optional Common.PredSide side = 5;
optional string sequence = 6;
}
message TickerItem {
required Qot_Common.Security code = 1;
repeated TickerPoint tickerList = 2;
}
message C2S {
required Qot_Common.Security security = 1;
optional int32 count = 2;
}
message Request {
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C {
repeated TickerItem tickerList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_EventContract)
.SetCode("EC.KXODIMATCH-26JUL140600INDENG-IND").Build();
var c2s = GetEventContractTicker.C2S.CreateBuilder()
.SetSecurity(sec).SetCount(30).Build();
var req = GetEventContractTicker.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetEventContractTicker(req);
Console.Write("Send GetEventContractTicker: {0}\n", seqNo);
}
public void OnReply_GetEventContractTicker(MMAPI_Conn client, uint nSerialNo, GetEventContractTicker.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
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- Output
connect
Request GetEventContractTicker SerialNo: 1
OnReply_GetEventContractTicker SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tickerList": [
{
"code": {"market": 101, "code": "EC.KXODIMATCH-26JUL140600INDENG-IND"},
"tickerList": [
{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
},
{
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
},
{
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
},
{
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
},
{
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}
]
}
]
}
}
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int getEventContractTicker(QotGetEventContractTicker.Request req);
void onReply_GetEventContractTicker(MMAPI_Conn client, int nSerialNo, QotGetEventContractTicker.Response rsp);
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
message C2S {
required Qot_Common.Security security = 1;
optional int32 count = 2;
}
message Request {
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C {
repeated TickerItem tickerList = 1;
}
message Response {
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program implements MMSPI_Qot, MMSPI_Conn {
private MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_EventContract_VALUE)
.setCode("EC.KXODIMATCH-26JUL140600INDENG-IND").build();
QotGetEventContractTicker.C2S c2s = QotGetEventContractTicker.C2S.newBuilder()
.setSecurity(sec).setCount(30).build();
QotGetEventContractTicker.Request req = QotGetEventContractTicker.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.getEventContractTicker(req);
System.out.println("Send GetEventContractTicker: " + seqNo);
}
@Override
public void onReply_GetEventContractTicker(MMAPI_Conn client, int nSerialNo, QotGetEventContractTicker.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
MMAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
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- Output
connect
Request GetEventContractTicker SerialNo: 1
OnReply_GetEventContractTicker SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tickerList": [
{
"code": {"market": 101, "code": "EC.KXODIMATCH-26JUL140600INDENG-IND"},
"tickerList": [
{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
},
{
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
},
{
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
},
{
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
},
{
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}
]
}
]
}
}
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moomoo::u32_t GetEventContractTicker(const Qot_GetEventContractTicker::Request &stReq);
virtual void OnReply_GetEventContractTicker(moomoo::u32_t nSerialNo, const Qot_GetEventContractTicker::Response &stRsp) = 0;
Description
Get the ticker data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
// Ticker data point
message TickerPoint {
required string time = 1; // Trade time (yyyy-MM-dd HH:mm:ss, milliseconds not retained)
optional double yesPrice = 2; // YES trade price
optional double noPrice = 3; // NO trade price
optional double volume = 4; // Trade volume
optional Common.PredSide side = 5; // Ticker direction
optional string sequence = 6; // Ticker sequence
}
// Single contract ticker
message TickerItem {
required Qot_Common.Security code = 1; // Contract code
repeated TickerPoint tickerList = 2; // Ticker data
}
message C2S {
required Qot_Common.Security security = 1; // Contract security (single, required)
optional int32 count = 2; // Return count (default 30, max 1000)
}
message Request {
required C2S c2s = 1;
}
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- Return
message S2C {
repeated TickerItem tickerList = 1; // Ticker list
}
message Response {
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// Build request
Qot_GetEventContractTicker::Request req;
Qot_GetEventContractTicker::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("EC.KXODIMATCH-26JUL140600INDENG-IND");
sec->set_market(Qot_Common::QotMarket::QotMarket_EventContract);
c2s->set_count(30);
m_GetEventContractTickerSerialNo = m_pQotApi->GetEventContractTicker(req);
cout << "Request GetEventContractTicker SerialNo: " << m_GetEventContractTickerSerialNo << endl;
}
virtual void OnReply_GetEventContractTicker(moomoo::u32_t nSerialNo, const Qot_GetEventContractTicker::Response &stRsp) {
if (nSerialNo == m_GetEventContractTickerSerialNo)
{
cout << "OnReply_GetEventContractTicker SerialNo: " << nSerialNo << endl;
// Parse the internal structure and print it out
// For the definitions of ProtoBufToBodyData and UTF8ToLocal, refer to tool.h in the Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetEventContractTickerSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request GetEventContractTicker SerialNo: 1
OnReply_GetEventContractTicker SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tickerList": [
{
"code": {"market": 101, "code": "EC.KXODIMATCH-26JUL140600INDENG-IND"},
"tickerList": [
{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
},
{
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
},
{
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
},
{
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
},
{
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}
]
}
]
}
}
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GetEventContractTicker(req);
Description
Get the ticker (trade-by-trade) data of a single event contract. You must subscribe to
SubType.TICKERbefore querying, otherwise an error is returned.Parameters
// Ticker data point
message TickerPoint {
required string time = 1; // Trade time (yyyy-MM-dd HH:mm:ss)
optional double yesPrice = 2; // YES trade price
optional double noPrice = 3; // NO trade price
optional double volume = 4; // Trade volume
optional Common.PredSide side = 5; // Ticker direction
optional string sequence = 6; // Ticker sequence
}
// Single contract ticker
message TickerItem {
required Qot_Common.Security code = 1; // Contract code
repeated TickerPoint tickerList = 2; // Ticker data
}
message C2S {
required Qot_Common.Security security = 1; // Contract security (single, required)
optional int32 count = 2; // Return count (default 30, max 1000)
}
message Request {
required C2S c2s = 1;
}
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- Return
message S2C {
repeated TickerItem tickerList = 1; // Ticker list
}
message Response {
required int32 retType = 1 [default = -400]; //RetType, result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- See RetType for the result structure
- Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function GetEventContractTicker() {
const { RetType } = Common;
const { QotMarket } = Qot_Common;
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, ""];
let websocket = new mmWebsocket();
websocket.onlogin = async (ret, msg) => {
if (!ret) { console.log("start error", msg); return; }
try {
const req = { c2s: { security: { market: QotMarket.QotMarket_EventContract, code: "EC.KXODIMATCH-26JUL140600INDENG-IND" }, count: 30 } };
let { errCode, retMsg, retType, s2c } = await websocket.GetEventContractTicker(req);
console.log("GetEventContractTicker: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if (retType == RetType.RetType_Succeed) {
console.log(beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true }));
}
} catch (error) {
console.log("error:", error);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(() => { websocket.stop(); console.log("stop"); }, 5000);
}
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- Output
GetEventContractTicker: errCode 0, retMsg , retType 0
{
"tickerList": [{
"code": {
"market": 101,
"code": "EC.KXODIMATCH-26JUL140600INDENG-IND"
},
"tickerList": [{
"time": "2026-07-14 14:00:22",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 7.57,
"side": 2,
"sequence": "7662445088852672512"
}, {
"time": "2026-07-14 14:00:33",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 14.18,
"side": 2,
"sequence": "7662445136097312768"
}, {
"time": "2026-07-14 14:00:50",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 106.14,
"side": 2,
"sequence": "7662445209111756800"
}, {
"time": "2026-07-14 14:00:59",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 5.82,
"side": 2,
"sequence": "7662445247766462464"
}, {
"time": "2026-07-14 14:01:01",
"yesPrice": 0.0,
"noPrice": 0.01,
"volume": 111.50,
"side": 2,
"sequence": "7662445256356397056"
}]
}]
}
stop
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