Market Definitions

ARK Active Transaction Holding Change Type

• Python
• Proto

ArkActiveTransactionHoldingType

• INCREASE

  Increase holding (default)

• DECREASE

  Decrease holding

• NEW

  Open position

• SOLD_OUT

  Close position

HoldingType

enum HoldingType
{
    HoldingType_Increase = 0;           // Increase holding (default)
    HoldingType_Decrease = 1;           // Decrease holding
    HoldingType_New = 2;                // Open position
    HoldingType_SoldOut = 3;            // Close position
}

ARK Active Transaction Sort Field

• Python
• Proto

ArkActiveTransactionSortField

• CHANGE_AMOUNT

  Change amount (default)

• CHANGE_SHARES

  Change shares

SortField

enum SortField
{
    SortField_Unknown = 0;              // Default (change amount)
    SortField_ChangeAmount = 1;         // Change amount
    SortField_ChangeShares = 2;         // Change shares
}

ARK Cycle Type

• Python
• Proto

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

CycleType

enum CycleType
{
    CycleType_1Day = 0;                 // Last 1 day
    CycleType_5Day = 1;                 // Last 5 days
    CycleType_10Day = 2;                // Last 10 days
    CycleType_30Day = 3;                // Last 30 days
    CycleType_60Day = 4;                // Last 60 days
}

ARK Fund Holding Sort Field

• Python
• Proto

ArkFundHoldingSortField

• SHARES

  Holding quantity (default)

• WEIGHT_CHANGE

  Weight change

• SHARES_CHANGE

  Holding change

• MARKET_VALUE

  Market cap

• WEIGHT

  ETF weight

SortField

enum SortField
{
    SortField_Shares = 0;               // Holding quantity (default)
    SortField_WeightChange = 1;         // Ratio change
    SortField_SharesChange = 2;         // Holding change
    SortField_MarketValue = 3;          // Market cap
    SortField_Weight = 4;               // ETF ratio
}

ARK Holding Type

• Python
• Proto

ArkHoldingType

• POSITION

  Holding (default)

• INCREASE

  Increase holding

• DECREASE

  Decrease holding

• NEW

  Open position

• SOLD_OUT

  Close position

ArkHoldingType

enum ArkHoldingType
{
    ArkHoldingType_Position = 0;        // Holding
    ArkHoldingType_Increase = 1;        // Increase holding
    ArkHoldingType_Decrease = 2;        // Decrease holding
    ArkHoldingType_New = 3;             // Open position
    ArkHoldingType_SoldOut = 4;         // Close position
}

Earnings Beat Time Range

• Python
• Proto

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)

BeatTerm

enum BeatTerm
{
    BeatTerm_Latest = 0;           // Latest period (default)
    BeatTerm_LatestQuarter = 1;    // Latest quarterly report
    BeatTerm_LatestHalf = 2;       // Latest semi-annual report
    BeatTerm_LatestAnnual = 3;     // Latest annual report
    BeatTerm_All = 4;              // All (quarterly preferred if same time, latest period if different)
}

Earnings Beat Type

• Python
• Proto

BeatType

• EPS

  Earnings per share

• REVENUE

  Revenue

• EBIT

  EBIT (Earnings before interest and taxes)

BeatType

enum BeatType
{
    BeatType_Unknown = 0;
    BeatType_EPS = 1;       // Earnings per share
    BeatType_REVENUE = 2;   // Revenue
    BeatType_EBIT = 3;      // EBIT
}

Dividend Distribution Frequency Type

• Python
• Proto

DistributionFrequency

• ANNUAL

  Annual

• SEMI_ANNUAL

  Semi-annual

• QUARTERLY

  Quarterly

• MONTHLY

  Monthly

No Proto definition available

Dividend Rank Sort Field

• Python
• Proto

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

SortField

enum SortField
{
    SortField_Unknown = 0;               // Default: HighYield→dividend yield TTM, DividendGrowth→consecutive growth years
    SortField_DividendYieldTTM = 1;      // Dividend yield TTM
    SortField_AvgDividendYield5Y = 2;    // 5-year avg dividend yield
    SortField_DistributionFrequency = 3; // Dividend frequency
    SortField_DividendGrowYear = 4;      // Consecutive dividend growth years
    SortField_DividendsTTM = 5;          // Dividend TTM
    SortField_PayoutRatioLFY = 6;        // Dividend payout ratio LFY
    SortField_Price = 7;                 // Price
    SortField_MarketCap = 8;             // Market cap
    SortField_ChangeRate = 9;            // Today's change
    SortField_ChangeAmount = 10;         // Today's price change amount
}

Dividend Rank Type

• Python
• Proto

DividendRankType

• HIGH_YIELD

  High dividend yield

• DIVIDEND_GROWTH

  Dividend growth

DividendRankType

enum DividendRankType
{
    DividendRankType_Unknown = 0;
    DividendRankType_HighYield = 1;      // High dividend yield
    DividendRankType_DividendGrowth = 2; // Dividend growth
}

Earnings Beat Sort Field

• Python
• Proto

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

SortField

enum SortField
{
    SortField_Unknown = 0;               // Default sort by market cap
    SortField_BeatRatio = 1;             // Beat estimate ratio
    SortField_EarningDayChg = 2;         // First-day gain after earnings
    SortField_ReleasedDate = 3;          // Publish time
    SortField_Actual = 4;               // Actual value
    SortField_Estimate = 5;             // Forecast value
    SortField_Yoy = 6;                  // Same period last year
    SortField_YoyGrowth = 7;            // Year-over-year growth rate
    SortField_PeTTM = 8;               // P/E ratio TTM
    SortField_DividendsTTM = 9;         // Dividend yield TTM
    SortField_Price = 10;               // Price
    SortField_ChangeRate = 11;          // Today's change
}

Earnings Calendar Estimate Type

• Python
• Proto

EarningsCalendarEstimateType

• EPS

  Earnings per share (EPS GAAP)

• REVENUE

  Total revenue

• EBIT

  EBIT

EarningsCalendarEstimateType

enum EarningsCalendarEstimateType
{
    EarningsCalendarEstimateType_Unknown = 0;   //Unknown
    EarningsCalendarEstimateType_EPS = 1;       //Earnings per share (EPS GAAP)
    EarningsCalendarEstimateType_Revenue = 2;   //Total revenue
    EarningsCalendarEstimateType_EBIT = 3;      //EBIT
}

Earnings Calendar Publication Type

• Python
• Proto

EarningsCalendarPubType

• REGULAR

  Intraday (period unidentified)

• BEFORE

  Pre-market

• AFTER

  After-hours

EarningsCalendarPubType

enum EarningsCalendarPubType
{
    EarningsCalendarPubType_Unknown = -1;  //Unknown
    EarningsCalendarPubType_Regular = 0;   //Intraday (period unidentified)
    EarningsCalendarPubType_Before = 1;    //Pre-market
    EarningsCalendarPubType_After = 2;     //After-hours
}

Earnings Calendar Sort Type

• Python
• Proto

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

EarningsCalendarSortType

enum EarningsCalendarSortType
{
    EarningsCalendarSortType_Unknown = 0;         //Unknown
    EarningsCalendarSortType_Hot = 1;             //Popular (default)
    EarningsCalendarSortType_MarketCap = 2;       //Historical market cap
    EarningsCalendarSortType_OptionVolume = 3;    //Option volume (HK/US stocks only)
    EarningsCalendarSortType_IV = 4;              //Implied volatility (HK/US stocks only)
    EarningsCalendarSortType_IVRank = 5;          //IV level (HK/US stocks only)
    EarningsCalendarSortType_IVPercentile = 6;    //IV percentile (HK/US stocks only)
    EarningsCalendarSortType_RtMarketCap = 7;     //Real-time market cap
}

Earnings Calendar Stock List Type

• Python
• Proto

EarningsCalendarStockListType

• WATCHLIST

  Watchlist

• POSITION

  Position

• SPECIAL

  Special attention

EarningsCalendarStockListType

enum EarningsCalendarStockListType
{
    EarningsCalendarStockListType_Unknown = 0;    //Unknown
    EarningsCalendarStockListType_Watchlist = 1;  //Watchlist
    EarningsCalendarStockListType_Position = 2;   //Holding
    EarningsCalendarStockListType_Special = 3;    //Special attention
}

Economic Data Importance

• Python
• Proto

EconomicImportance

• ALL

  All (default)

• LOW

  One star (low)

• MEDIUM

  Two stars (medium)

• HIGH

  Three stars (high)

Importance

enum Importance
{
    Importance_All = 0;       //All (default)
    Importance_Low = 1;       //One star (low)
    Importance_Medium = 2;    //Two stars (medium)
    Importance_High = 3;      //Three stars (high)
}

Heat Map Plate Type

• Python
• Proto

HeatMapPlateType

• INDUSTRY

  Industry plate (default)

• CONCEPT

  Concept plate

• THEME

  Theme plate

HeatMapPlateType

enum HeatMapPlateType
{
    HeatMapPlateType_Industry = 0; //Industry plate (default)
	HeatMapPlateType_Concept = 1;  //Concept plate
	HeatMapPlateType_Theme = 2;    //Theme plate
}

Heat Map Sort Field

• Python
• Proto

HeatMapSortField

• CHANGE_RATE

  Price change (default)

• MARKET_VAL

  Market cap

• TURNOVER

  Turnover

• HOT

  Popularity

SortField

enum SortField
{
    SortField_Unknow = 0;
	SortField_ChangeRate = 1; //Change%
	SortField_MarketVal = 2; //Market cap
	SortField_Turnover = 3; //Turnover
	SortField_Hot = 4; //Popularity
}

High Dividend SOE Sort Field

• Python
• Proto

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

SortField

enum SortField
{
    SortField_Unknown = 0;              // Default (market cap descending)
    SortField_DividendYieldTTM = 1;     // Dividend yield TTM
    SortField_PB = 2;                   // P/B ratio
    SortField_PeTTM = 3;                // P/E ratio TTM
    SortField_Price = 4;                // Last price
    SortField_ChangeRatio = 5;          // Today's change
    SortField_MarketCap = 6;            // Market cap
}

Hot List Sort Field

• Python
• Proto

HotListSortField

• TRADE_HEAT

  Trading popularity

• SEARCH_HEAT

  Search popularity

• NEWS_HEAT

  News popularity

• AVERAGE_HEAT

  Comprehensive popularity (default)

HotListSortField

enum HotListSortField
{
    HotListSortField_Unknown = 0;       // Default (comprehensive popularity)
    HotListSortField_TradeHeat = 1;     // Trading popularity
    HotListSortField_SearchHeat = 2;    // Search popularity
    HotListSortField_NewsHeat = 3;      // News popularity
    HotListSortField_AverageHeat = 4;   // Comprehensive popularity
}

Institution Holding Change Sort Field

• Python
• Proto

InstitutionHoldingChangeSortField

• CHANGE_PCT

  Change ratio (default)

• CHANGE_SHARES

  Change shares

• HOLDING_DATE

  Holding time

SortField

enum SortField
{
    SortField_Unknown = 0;              // Default (change ratio)
    SortField_ChangePct = 1;            // Change ratio
    SortField_ChangeShares = 2;         // Change shares
    SortField_HoldingDate = 3;          // Holding time
}

Institution Holding Change Type

• Python
• Proto

InstitutionHoldingChangeType

• NEW

  Open position (default)

• SOLD_OUT

  Close position

• INCREASE

  Increase position

• DECREASE

  Reduce position

HoldingChangeType

enum HoldingChangeType
{
    HoldingChangeType_Unknown = 0;
    HoldingChangeType_New = 1;          // Open position
    HoldingChangeType_SoldOut = 2;      // Close position
    HoldingChangeType_Increase = 3;     // Increase position
    HoldingChangeType_Decrease = 4;     // Reduce position
}

Institution Holding List Sort Field

• Python
• Proto

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

SortField

enum SortField
{
    SortField_Unknown = 0;              // Default (holding market value)
    SortField_HoldingValue = 1;         // Holding market value
    SortField_HoldingPct = 2;           // Holding ratio (of total stock market cap)
    SortField_LastHoldingPct = 3;       // Previous holding ratio
    SortField_ChangeShares = 4;         // Change shares
    SortField_ChangePct = 5;            // Change ratio
    SortField_PortfolioPct = 6;         // Ratio of total institutional position
    SortField_Industry = 7;             // Industry
    SortField_HoldingDate = 8;          // Holding time
}

Institution List Sort Field

• Python
• Proto

InstitutionListSortField

• POSITION_VALUE

  Holding market value (default)

• POSITION_VALUE_CHANGE

  Position change

• POSITION_COUNT

  Holding shares

• POSITION_COUNT_CHANGE

  Holding shares change

SortField

enum SortField
{
    SortField_Unknown = 0;               // Default (holding market value)
    SortField_PositionValue = 1;         // Holding market value
    SortField_PositionValueChange = 2;   // Position change
    SortField_PositionCount = 3;         // Holding shares
    SortField_PositionCountChange = 4;   // Holding shares change
}

Macro Data Unit Type

• Python
• Proto

MacroDataUnitType

• PERCENT

  Percentage (%)

• VALUE

  Value

• INDEX

  Index

MacroDataUnitType

enum MacroDataUnitType
{
    MacroDataUnitType_Unknown = 0;   //Unknown
    MacroDataUnitType_Percent = 1;   //Percentage(%)
    MacroDataUnitType_Value = 2;     //Value
    MacroDataUnitType_Index = 3;     //Index
}

Macro Economic Region

• Python
• Proto

MacroRegion

• HK

  Hong Kong

• US

  United States

• JP

  Japan

• SG

  Singapore

• AU

  Australia

• CA

  Canada

• MY

  Malaysia

• CN

  China (SH/SZ)

MacroRegion

enum MacroRegion
{
    MacroRegion_Unknown = 0; //Unknown
    MacroRegion_HK = 1;     //Hong Kong
    MacroRegion_US = 2;     //United States
    MacroRegion_JP = 3;     //Japan
    MacroRegion_SG = 4;     //Singapore
    MacroRegion_AU = 5;     //Australia
    MacroRegion_CA = 6;     //Canada
    MacroRegion_MY = 7;     //Malaysia
    MacroRegion_CN = 8;     //China (SH/SZ)
}

Industry Chain Plate Stock Sort Field

• Python
• Proto

PlateStockSortField

• CODE

  Code

• CHANGE_RATE

  Price change

• TURNOVER

  Turnover

• VOLUME

  Volume

• MARKET_VAL

  Market cap (default)

SortField

enum SortField
{
    SortField_Code = 0;           //Code (default)
    SortField_ChangeRate = 1;     //Change%
    SortField_Turnover = 2;       //Turnover
    SortField_Volume = 3;         //Volume
    SortField_MarketVal = 4;      //Market cap
}

Price Filter Type

• Python
• Proto

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

PriceFilter

enum PriceFilter
{
    PriceFilter_All = 0;              // All (default)
    PriceFilter_LessThan1 = 1;        // Less than 1
    PriceFilter_Between1And10 = 2;    // Between 1~10
    PriceFilter_Between10And100 = 3;  // Between 10~100
    PriceFilter_GreaterThan100 = 4;   // Greater than 100
    PriceFilter_Near52WeekHigh = 5;   // Near 52-week high
    PriceFilter_Near52WeekLow = 6;    // Near 52-week low
}

Rank Period Type

• Python
• Proto

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

PeriodType

enum PeriodType
{
    PeriodType_Unknown = 0;
    PeriodType_5Min = 1;       // 5 minutes (default)
    PeriodType_1Day = 2;       // 1Day
    PeriodType_5Day = 3;       // 5Day
    PeriodType_20Day = 4;      // 20Day
    PeriodType_60Day = 5;      // 60Day
    PeriodType_120Day = 6;     // 120Day
    PeriodType_250Day = 7;     // 250Day
    PeriodType_YTD = 8;        // Year-to-date
}

Rank Sort Direction

• Python
• Proto

RankSortDir

• DESCENDING

  Descending (default)

• ASCENDING

  Ascending

SortDir

enum SortDir
{
    SortDir_Descending = 0;             // Descending (default, net buy first)
    SortDir_Ascending = 1;              // Ascending (net sell first)
}

Rating Change Type

• Python
• Proto

RatingChangeType

• UPGRADE

  Rating upgrade (default)

• DOWNGRADE

  Rating downgrade

• NEW_RATING

  Initial rating

RatingChangeType

enum RatingChangeType
{
    RatingChangeType_Upgrade = 1;       // Rating upgrade
    RatingChangeType_Downgrade = 2;     // Rating downgrade
    RatingChangeType_NewRating = 3;     // Initial rating
}

Short Selling Sort Field

• Python
• Proto

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

ShortSellingSortField

enum ShortSellingSortField
{
    ShortSellingSortField_Unknown = 0;                  // Default (short selling change volume)
    ShortSellingSortField_ShortNumberChange = 1;        // Short selling change volume
    ShortSellingSortField_ShortRatioChange = 2;         // Short selling change ratio
    ShortSellingSortField_ShortNumber = 3;              // Short selling quantity
    ShortSellingSortField_ShortRatio = 4;               // Short selling ratio
    ShortSellingSortField_Volume = 5;                   // Volume
    ShortSellingSortField_PositionVolume = 6;           // Short position quantity
    ShortSellingSortField_PositionRatio = 7;            // Short position ratio
    ShortSellingSortField_DaysToCover = 8;              // Days to cover
    ShortSellingSortField_WeekAvgVolume = 9;            // Weekly avg daily volume
    ShortSellingSortField_WeekAvgShortNumber = 10;      // Weekly avg daily short selling quantity
    ShortSellingSortField_WeekAvgShortRatio = 11;       // Weekly avg daily short selling ratio
    ShortSellingSortField_MonthAvgVolume = 12;          // Monthly avg daily volume
    ShortSellingSortField_MonthAvgShortNumber = 13;     // Monthly avg daily short selling quantity
    ShortSellingSortField_MonthAvgShortRatio = 14;      // Monthly avg daily short selling ratio
}