# Quotation Definitions

# Cumulative Filter Properties

StockField

  • NONE

    unknown

  • CHANGE_RATE

    Yield

  • AMPLITUDE

    Amplitude

  • VOLUME

    Average daily trading volume

  • TURNOVER

    Average daily turnover

  • TURNOVER_RATE

    Turnover rate

# 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

  • NET_PROFIX_GROWTH

    Net profit growth rate

  • SUM_OF_BUSINESS

    Operating income

  • SUM_OF_BUSINESS_GROWTH

    Year-on-year growth rate of operating income

  • NET_PROFIT_RATE

    Net profit rate

  • GROSS_PROFIT_RATE

    Gross profit margin

  • DEBT_ASSETS_RATE

    Asset-liability ratio

  • RETURN_ON_EQUITY_RATE

    Return on equity

  • ROIC

    Return on invested capital

  • ROA_TTM

    Return on assets TTM

  • EBIT_TTM

    Earnings before interest and tax TTM

  • EBITDA

    Earnings before interest, tax, depreciation and amortization

  • OPERATING_MARGIN_TTM

    Operating profit margin TTM

  • EBIT_MARGIN

    EBIT margin

  • EBITDA_MARGIN

    EBITDA margin

  • FINANCIAL_COST_RATE

    Financial cost rate

  • OPERATING_PROFIT_TTM

    Operating profit TTM

  • SHAREHOLDER_NET_PROFIT_TTM

    Net profit attributable to the parent company

  • NET_PROFIT_CASH_COVER_TTM

    The proportion of cash income in profit

  • CURRENT_RATIO

    Current ratio

  • QUICK_RATIO

    Quick ratio

  • CURRENT_ASSET_RATIO

    Liquidity rate

  • CURRENT_DEBT_RATIO

    Current debt ratio

  • EQUITY_MULTIPLIER

    Equity multiplier

  • PROPERTY_RATIO

    Equity ratio

  • CASH_AND_CASH_EQUIVALENTS

    Cash and cash equivalent

  • TOTAL_ASSET_TURNOVER

    Total asset turnover rate

  • FIXED_ASSET_TURNOVER

    Fixed asset turnover rate

  • INVENTORY_TURNOVER

    Inventory turnover rate

  • OPERATING_CASH_FLOW_TTM

    Operating cash flow TTM

  • ACCOUNTS_RECEIVABLE

    Net accounts receivable

  • EBIT_GROWTH_RATE

    Year-on-year growth rate of EBIT

  • OPERATING_PROFIT_GROWTH_RATE

    Year-on-year growth rate of operating profit

  • TOTAL_ASSETS_GROWTH_RATE

    Year-on-year growth rate of total assets

  • PROFIT_TO_SHAREHOLDERS_GROWTH_RATE

    Year-on-year growth rate of net profit attributed to parent company owner

  • PROFIT_BEFORE_TAX_GROWTH_RATE

    Year-on-year growth rate of total profit

  • EPS_GROWTH_RATE

    Year-on-year growth rate of EPS

  • ROE_GROWTH_RATE

    Year-on-year growth rate of ROE

  • ROIC_GROWTH_RATE

    Year-on-year growth rate of ROIC

  • NOCF_GROWTH_RATE

    Year-on-year growth rate of operating cash flow

  • NOCF_PER_SHARE_GROWTH_RATE

    Year-on-year growth rate of operating cash flow per share

  • OPERATING_REVENUE_CASH_COVER

    Operating cash cover ratio

  • OPERATING_PROFIT_TO_TOTAL_PROFIT

    Operating profit ratio

  • BASIC_EPS

    Basic earnings per share

  • DILUTED_EPS

    Diluted earnings per share

  • NOCF_PER_SHARE

    Net operating cash flow per share

# 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

  • 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

  • KDJ_D

    D value of KDJ indicator

  • KDJ_J

    J value of KDJ indicator

  • MACD_DIFF

    DIFF value of MACD indicator

  • MACD_DEA

    DEA value of MACD indicator

  • MACD

    MACD value of MACD indicator

  • BOLL_UPPER

    UPPER value of BOLL indicator

  • BOLL_MIDDLER

    MIDDLER value of BOLL indicator

  • BOLL_LOWER

    LOWER value of BOLL indicator

  • VALUE

    Custom value (stock_field1 does not support this field)

# 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

# Candlestick Field

KL_FIELD

  • ALL

    All

  • DATE_TIME

    Time

  • HIGH

    High

  • OPEN

    Open

  • LOW

    Low

  • CLOSE

    Close

  • LAST_CLOSE

    Close yesterday

  • 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_DAY

    1 day candlestick

  • K_WEEK

    1 week candlestick

  • K_MON

    1 month candlestick

  • K_YEAR

    1 year candlestick

  • K_5M

    5 minutes candlestick

  • K_15M

    15 minutes candlestick

  • K_30M

    30 minutes candlestick

  • K_60M

    60 minutes candlestick

  • K_3M

    3 minutes candlestick

  • K_QUARTER

    1 quarter candlestick

# Period Type

PeriodType

  • INTRADAY

    Intraday

  • DAY

    Day

  • WEEK

    Week

  • MONTH

    Month

# Price Reminder Market Status

PriceReminderMarketStatus

  • UNKNOW

    unknown

  • OPEN

    Market opens

  • USPRE

    Pre-market of US stocks

  • USAFTER

    After-hours 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

  • WITH_IN

    In the money

  • OUTSIDE

    Out of the money

# Option Type (by Direction)

OptionType

  • ALL

    all

  • CALL

    Call option

  • PUT

    Put option

# Plate Set Type

Plate

  • ALL

    All plates

  • INDUSTRY

    Industry plate

  • REGION

    Regional plate

  • CONCEPT

    Concept plate

  • OTHER

    Other plates

# 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

  • CHANGE_RATE_DOWN

    Daily decline rate exceeds

  • FIVE_MIN_CHANGE_RATE_UP

    Increate rate in 5 minutes exceeds

  • FIVE_MIN_CHANGE_RATE_DOWN

    Decline rate in 5 minutes exceeds

  • VOLUME_UP

    Volume exceeds

  • TURNOVER_UP

    Turnover exceeds

  • TURNOVER_RATE_UP

    Turnover rate exceeds

  • 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

  • THREE_MIN_CHANGE_RATE_DOWN

    Decline rate in 3 minutes exceeds

# 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

# Market State

MarketState

Corresponding time period of each market state, click here 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

  • NIGHT_OPEN

    Night market trading hours

  • NIGHT_END

    Night market closed

  • 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)

# 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

# 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

  • IMPLIED_VOLATILITY

    Implied volatility

  • 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

  • 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

  • LOWER_STRIKE_PRICE

    Lower bound

  • INLINE_PRICE_STATUS

    In/out of bounds

  • 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

# 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

  • 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

  • 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

  • HIGH_PRICE_TO_HIGHEST52_WEEKS_RATIO

    (TH - WH52) / WH52
    TH: Today's high
    WH52: 52-week high

  • LOW_PRICE_TO_LOWEST52_WEEKS_RATIO

    (TL - WL52) / WL52
    TL: Today's low
    WL52: 52-week low

  • VOLUME_RATIO

    Volume ratio

  • BID_ASK_RATIO

    Bid-ask ratio

  • LOT_PRICE

    Price per lot

  • MARKET_VAL

    Market value

  • PE_ANNUAL

    Trailing P/E

  • PE_TTM

    P/E TTM

  • PB_RATE

    P/B ratio

  • CHANGE_RATE5MIN

    Change rate in 5 minutes

  • CHANGE_RATE_BEGIN_YEAR

    Price change rate from this year

  • PS_TTM

    P/S TTM

  • PCF_TTM

    PCF TTM

  • TOTAL_SHARE

    Total number of shares

  • FLOAT_SHARE

    Shares outstanding

  • FLOAT_MARKET_VAL

    Market value outstanding

# 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

# Transaction Direction

TickerDirect

  • NONE

    unknown

  • BUY

    Active buy

  • SELL

    Active sell

  • NEUTRAL

    Neutral transaction

# 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

  • US

    US market

  • 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

  • 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

# Security Identification

Security

message Security
{
    required int32 market = 1; //QotMarket, quote market
    required string code = 2; //Code
}
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# Candlestick data

KLine

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 yesterday
    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
}
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# Option Specific Fields of The Underlying Quote

OptionBasicQotExData

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
}    
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# Futures Specific Fields of The Base Quote

FutureBasicQotExData

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
}    
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# Basic Quotation

BasicQot

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
}
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# Before And After Data

PreAfterMarketData

//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%.)
}
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# Time Frame Data

TimeShare

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
}
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# Basic Static Information of Securities

SecurityStaticBasic


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
}
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# Warrant Additional Static Information

WarrantStaticExData

message WarrantStaticExData
{
    required int32 type = 1; //Qot_Common.WarrantType, Warrant Type
    required Qot_Common.Security owner = 2; //The underlying stock
}   
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# Option Additional Static Information

OptionStaticExData

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
}   
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# Additional Static Information About Futures

FutureStaticExData

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
}    
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# Securities Static Information

SecurityStaticInfo

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
}
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# Brokerage

Broker

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
}
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# Tick-by-Tick

Ticker

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}
}
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# Transaction File Details

OrderBookDetail

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
}
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# Order Book

OrderBook

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
}
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# Changes in Holdings

ShareHoldingChange

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
}
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# Single Subscription Type Information

SubInfo

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
}
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# Single Connection Subscription Information

ConnSubInfo

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
}
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# Plate Information

PlateInfo

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
}
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# Adjustment Information

Rehab

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
}
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  • For CompanyAct combination flag bit, refer to CompanyAct.

# Expiration Cycle

ExpirationCycle

  • NONE

    Unknown

  • WEEK

    Weekly options

  • MONTH

    Monthly options

# Stockholder (Deprecated)

StockHolder

  • NONE

    Unknown

  • INSTITUTE

    Institute

  • FUND

    Fund

  • EXECUTIVE

    Executives