# Get Historical Orders
- Python
- Proto
- C#
- Java
- C++
- JavaScript
history_order_list_query(status_filter_list=[], code='', start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)
Description
Query the historical order list of a specified trading account
Parameters
Parameter Type Description status_filter_list list Order status filter conditions. Only return the data of the specified Order ID. No filtering by default, return all.
Data type of elements in the list is OrderStatus.code str Security symbol. Only return orders whose related security symbols correspond to these codes.
If this parameter is not passed, return all.start str Start time. In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.end str End time In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.trd_env TrdEnv Trading environment. acc_id int Trading account ID. - When acc_id is 0, the account specified by acc_index is chosen.
- When acc_id is set the ID number (not 0), the account specified by acc_id is chosen.
- Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.
acc_index int The account number in the trading account list. The default is 0, which means the first trading account.- The combination of start and end is as follows
Start type End type Description str str start and end are the specified dates respectively. None str start is 90 days before end. str None end is 90 days after start. None None start is 90 days before, end is the current date.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, order list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows:
Field Type Description trd_side TrdSide Trading direction. order_type OrderType Order type. order_status OrderStatus Order status. order_id str Order ID. code str Security code. stock_name str Security name. qty float Order quantity. Option futures unit is "Contract".price float Order price. 3 decimal place accuracy, excess part will be rounded.currency Currency Transaction currency. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. For time zone of futures, please refer to OpenD Configuration.
The unit of option futures is "Contract".dealt_qty float Deal quantity Option futures unit is "Contract".dealt_avg_price float Average deal price. No precision limit.last_err_msg str The last error description. If there is an error, the cause of the last error will be returned.
If there is no error, an empty string will be returned.remark str Identification of remarks when placing an order. Refer to remark in the place_order interface parameters for details.time_in_force TimeInForce Valid period. fill_outside_rth bool Whether pre-market and after-hours are needed. Only for US stocks.
True: need.
False: not need.aux_price float Traget price. trail_type TrailType Trailing type. trail_value float Trailing amount/ratio. trail_spread float Specify spread.
- Order list format as follows:
Example
from futu import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.history_order_list_query()
if ret == RET_OK:
print(data)
if data.shape[0] > 0: # If the order list is not empty
print(data['order_id'][0]) # Get Order ID of the first holding position
print(data['order_id'].values.tolist()) # Convert to list
else:
print('history_order_list_query error: ', data)
trd_ctx.close()
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- Output
code stock_name trd_side order_type order_status order_id qty price create_time updated_time dealt_qty dealt_avg_price last_err_msg remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 HK.00700 BUY NORMAL CANCELLED_ALL 6644468615272262086 100.0 520.0 2021-09-06 10:17:52.465 2021-09-07 16:10:22.806 0.0 0.0 asdfg+=@@@ GTC N/A 560 N/A N/A N/A HKD
6644468615272262086
['6644468615272262086']
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# Trd_GetHistoryOrderList.proto
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
2221
uint GetHistoryOrderList(TrdGetHistoryOrderList.Request req);
virtual void OnReply_GetHistoryOrderList(FTAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderList.Response rsp);
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: FTSPI_Trd, FTSPI_Conn {
FTAPI_Trd trd = new FTAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //Set client information
trd.SetConnCallback(this); //Set connection callback
trd.SetTrdCallback(this); //Set transaction callback
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.CreateBuilder().Build();
TrdGetHistoryOrderList.C2S c2s = TrdGetHistoryOrderList.C2S.CreateBuilder()
.SetHeader(header)
.SetFilterConditions(filter)
.Build();
TrdGetHistoryOrderList.Request req = TrdGetHistoryOrderList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetHistoryOrderList(req);
Console.Write("Send TrdGetHistoryOrderList: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetHistoryOrderList(FTAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderList.Response rsp)
{
Console.Write("Reply: TrdGetHistoryOrderList: {0}\n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
FTAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Trd onInitConnect: ret=0 desc= connID=6827794279500987418
Send TrdGetHistoryOrderList: 3
Reply: TrdGetHistoryOrderList: 3
accID: 281756457888247915
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int getHistoryOrderList(TrdGetHistoryOrderList.Request req);
void onReply_GetHistoryOrderList(FTAPI_Conn client, int nSerialNo, TrdGetHistoryOrderList.Response rsp);
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class TrdDemo implements FTSPI_Trd, FTSPI_Conn {
FTAPI_Conn_Trd trd = new FTAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //Set client information
trd.setConnSpi(this); //Set connection callback
trd.setTrdSpi(this); //Set transaction callback
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.newBuilder().build();
TrdGetHistoryOrderList.C2S c2s = TrdGetHistoryOrderList.C2S.newBuilder()
.setHeader(header)
.setFilterConditions(filter)
.build();
TrdGetHistoryOrderList.Request req = TrdGetHistoryOrderList.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getHistoryOrderList(req);
System.out.printf("Send TrdGetHistoryOrderList: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetHistoryOrderList(FTAPI_Conn client, int nSerialNo, TrdGetHistoryOrderList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetHistoryOrderList failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetHistoryOrderList: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
TrdDemo trd = new TrdDemo();
trd.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send TrdGetHistoryOrderList: 2
Receive TrdGetHistoryOrderList: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 2
},
"orderList": [{
"trdSide": 1,
"orderType": 2,
"orderStatus": 11,
"orderID": "6664320708369556828",
"orderIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1",
"code": "FUTU",
"name": "Futu Holdings Limited",
"qty": 234.0,
"price": 0.0,
"createTime": "2021-03-30 09:34:23.628",
"updateTime": "2021-03-30 09:34:24.016",
"fillQty": 234.0,
"fillAvgPrice": 127.635726495,
"secMarket": 2,
"createTimestamp": 1.617111263627814E9,
"updateTimestamp": 1.617111264016447E9,
"remark": "",
"timeInForce": 0,
"fillOutsideRTH": false
}]
}
}
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Futu::u32_t GetHistoryOrderList(const Trd_GetHistoryOrderList::Request &stReq);
virtual void OnReply_GetHistoryOrderList(Futu::u32_t nSerialNo, const Trd_GetHistoryOrderList::Response &stRsp) = 0;
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pTrdApi = FTAPI::CreateTrdApi();
m_pTrdApi->RegisterTrdSpi(this);
m_pTrdApi->RegisterConnSpi(this);
}
~Program() {
if (m_pTrdApi != nullptr)
{
m_pTrdApi->UnregisterTrdSpi();
m_pTrdApi->UnregisterConnSpi();
FTAPI::ReleaseTrdApi(m_pTrdApi);
m_pTrdApi = nullptr;
}
}
void Start() {
m_pTrdApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Trd_GetHistoryOrderList::Request req;
Trd_GetHistoryOrderList::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
Trd_Common::TrdFilterConditions *filter = c2s->mutable_filterconditions();
filter->set_begintime("2021-05-01 00:00:00");
filter->set_endtime("2021-06-01 00:00:00");
auto filterStatusList = c2s->mutable_filterstatuslist();
filterStatusList->Add(Trd_Common::OrderStatus::OrderStatus_Filled_All);
m_GetHistoryOrderListSerialNo = m_pTrdApi->GetHistoryOrderList(req);
cout << "Request GetHistoryOrderList SerialNo: " << m_GetHistoryOrderListSerialNo << endl;
}
virtual void OnReply_GetHistoryOrderList(Futu::u32_t nSerialNo, const Trd_GetHistoryOrderList::Response &stRsp){
if(nSerialNo == m_GetHistoryOrderListSerialNo)
{
cout << "OnReply_GetHistoryOrderList SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Trd *m_pTrdApi;
Futu::u32_t m_GetHistoryOrderListSerialNo;
};
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 GetHistoryOrderList SerialNo: 4
OnReply_GetHistoryOrderList SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"orderList": [
{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "200810789995260636",
"orderIDEx": "1689799",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 649.5,
"createTime": "2021-05-31 21:01:21",
"updateTime": "2021-06-01 09:30:07",
"fillQty": 100,
"fillAvgPrice": 618.5,
"secMarket": 1,
"createTimestamp": 1622466081,
"updateTimestamp": 1622511007,
"remark": "buy00700",
"timeInForce": 0
},
...
{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "8091353323268200353",
"orderIDEx": "1672200",
"code": "00700",
"name": "Tencent",
"qty": 400,
"price": 605,
"createTime": "2021-05-27 12:29:38",
"updateTime": "2021-05-27 13:00:08",
"fillQty": 400,
"fillAvgPrice": 605,
"secMarket": 1,
"createTimestamp": 1622089778,
"updateTimestamp": 1622091608,
"remark": "",
"timeInForce": 0
}
]
}
}
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GetHistoryOrderList(req);
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common, Trd_Common } from "futu-api/proto";
import beautify from "js-beautify";
function TrdGetHistoryOrderList(){
const { RetType } = Common
const { TrdEnv, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'ec16fde057a2e7a0'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType,s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv == TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // The sample takes the first HK paper trading environment account
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
filterConditions:{
beginTime:"2021-09-01 00:00:00",
endTime:"2021-09-30 00:00:00",
},
},
};
websocket.GetHistoryOrderList(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetHistoryOrderList: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
GetHistoryOrderList: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "3425188649181383443",
"orderIDEx": "2509214",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-14 11:41:49",
"updateTime": "2021-09-14 11:41:52",
"fillQty": 100,
"fillAvgPrice": 478.2,
"secMarket": 1,
"createTimestamp": 1631590909,
"updateTimestamp": 1631590912,
"remark": "",
"timeInForce": 0
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds
Tips
- Historical orders are arranged in reverse chronological order: later orders return first, followed by earlier orders.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
history_order_list_query(status_filter_list=[], code='', start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)
Description
Query the historical order list of a specified trading account
Parameters
Parameter Type Description status_filter_list list Order status filter conditions. Only return the data of the specified Order ID. No filtering by default, return all.
Data type of elements in the list is OrderStatus.code str Security symbol. Only return orders whose related security symbols correspond to these codes.
If this parameter is not passed, return all.start str Start time. In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.end str End time In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.trd_env TrdEnv Trading environment. acc_id int Trading account ID. - When acc_id is 0, the account specified by acc_index is chosen.
- When acc_id is set the ID number (not 0), the account specified by acc_id is chosen.
- Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.
acc_index int The account number in the trading account list. The default is 0, which means the first trading account.- The combination of start and end is as follows
Start type End type Description str str start and end are the specified dates respectively. None str start is 90 days before end. str None end is 90 days after start. None None start is 90 days before, end is the current date.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, order list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows:
Field Type Description trd_side TrdSide Trading direction. order_type OrderType Order type. order_status OrderStatus Order status. order_id str Order ID. code str Security code. stock_name str Security name. qty float Order quantity. Option futures unit is "Contract".price float Order price. 3 decimal place accuracy, excess part will be rounded.currency Currency Transaction currency. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. For time zone of futures, please refer to OpenD Configuration.
The unit of option futures is "Contract".dealt_qty float Deal quantity Option futures unit is "Contract".dealt_avg_price float Average deal price. No precision limit.last_err_msg str The last error description. If there is an error, the cause of the last error will be returned.
If there is no error, an empty string will be returned.remark str Identification of remarks when placing an order. Refer to remark in the place_order interface parameters for details.time_in_force TimeInForce Valid period. fill_outside_rth bool Whether pre-market and after-hours are needed. Only for US stocks.
True: need.
False: not need.aux_price float Traget price. trail_type TrailType Trailing type. trail_value float Trailing amount/ratio. trail_spread float Specify spread.
- Order list format as follows:
Example
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.history_order_list_query()
if ret == RET_OK:
print(data)
if data.shape[0] > 0: # If the order list is not empty
print(data['order_id'][0]) # Get Order ID of the first holding position
print(data['order_id'].values.tolist()) # Convert to list
else:
print('history_order_list_query error: ', data)
trd_ctx.close()
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- Output
code stock_name trd_side order_type order_status order_id qty price create_time updated_time dealt_qty dealt_avg_price last_err_msg remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 HK.00700 BUY NORMAL CANCELLED_ALL 6644468615272262086 100.0 520.0 2021-09-06 10:17:52.465 2021-09-07 16:10:22.806 0.0 0.0 asdfg+=@@@ GTC N/A 560 N/A N/A N/A HKD
6644468615272262086
['6644468615272262086']
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# Trd_GetHistoryOrderList.proto
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
2221
uint GetHistoryOrderList(TrdGetHistoryOrderList.Request req);
virtual void OnReply_GetHistoryOrderList(MMAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderList.Response rsp);
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: MMSPI_Trd, MMSPI_Conn {
MMAPI_Trd trd = new MMAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //Set client information
trd.SetConnCallback(this); //Set connection callback
trd.SetTrdCallback(this); //Set transaction callback
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.CreateBuilder().Build();
TrdGetHistoryOrderList.C2S c2s = TrdGetHistoryOrderList.C2S.CreateBuilder()
.SetHeader(header)
.SetFilterConditions(filter)
.Build();
TrdGetHistoryOrderList.Request req = TrdGetHistoryOrderList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetHistoryOrderList(req);
Console.Write("Send TrdGetHistoryOrderList: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetHistoryOrderList(MMAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderList.Response rsp)
{
Console.Write("Reply: TrdGetHistoryOrderList: {0}\n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
MMAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Trd onInitConnect: ret=0 desc= connID=6827794279500987418
Send TrdGetHistoryOrderList: 3
Reply: TrdGetHistoryOrderList: 3
accID: 281756457888247915
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int getHistoryOrderList(TrdGetHistoryOrderList.Request req);
void onReply_GetHistoryOrderList(MMAPI_Conn client, int nSerialNo, TrdGetHistoryOrderList.Response rsp);
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class TrdDemo implements MMSPI_Trd, MMSPI_Conn {
MMAPI_Conn_Trd trd = new MMAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //Set client information
trd.setConnSpi(this); //Set connection callback
trd.setTrdSpi(this); //Set transaction callback
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.newBuilder().build();
TrdGetHistoryOrderList.C2S c2s = TrdGetHistoryOrderList.C2S.newBuilder()
.setHeader(header)
.setFilterConditions(filter)
.build();
TrdGetHistoryOrderList.Request req = TrdGetHistoryOrderList.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getHistoryOrderList(req);
System.out.printf("Send TrdGetHistoryOrderList: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetHistoryOrderList(MMAPI_Conn client, int nSerialNo, TrdGetHistoryOrderList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetHistoryOrderList failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetHistoryOrderList: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
TrdDemo trd = new TrdDemo();
trd.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send TrdGetHistoryOrderList: 2
Receive TrdGetHistoryOrderList: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 2
},
"orderList": [{
"trdSide": 1,
"orderType": 2,
"orderStatus": 11,
"orderID": "6664320708369556828",
"orderIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1",
"code": "FUTU",
"name": "Futu Holdings Limited",
"qty": 234.0,
"price": 0.0,
"createTime": "2021-03-30 09:34:23.628",
"updateTime": "2021-03-30 09:34:24.016",
"fillQty": 234.0,
"fillAvgPrice": 127.635726495,
"secMarket": 2,
"createTimestamp": 1.617111263627814E9,
"updateTimestamp": 1.617111264016447E9,
"remark": "",
"timeInForce": 0,
"fillOutsideRTH": false
}]
}
}
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moomoo::u32_t GetHistoryOrderList(const Trd_GetHistoryOrderList::Request &stReq);
virtual void OnReply_GetHistoryOrderList(moomoo::u32_t nSerialNo, const Trd_GetHistoryOrderList::Response &stRsp) = 0;
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pTrdApi = MMAPI::CreateTrdApi();
m_pTrdApi->RegisterTrdSpi(this);
m_pTrdApi->RegisterConnSpi(this);
}
~Program() {
if (m_pTrdApi != nullptr)
{
m_pTrdApi->UnregisterTrdSpi();
m_pTrdApi->UnregisterConnSpi();
MMAPI::ReleaseTrdApi(m_pTrdApi);
m_pTrdApi = nullptr;
}
}
void Start() {
m_pTrdApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Trd_GetHistoryOrderList::Request req;
Trd_GetHistoryOrderList::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
Trd_Common::TrdFilterConditions *filter = c2s->mutable_filterconditions();
filter->set_begintime("2021-05-01 00:00:00");
filter->set_endtime("2021-06-01 00:00:00");
auto filterStatusList = c2s->mutable_filterstatuslist();
filterStatusList->Add(Trd_Common::OrderStatus::OrderStatus_Filled_All);
m_GetHistoryOrderListSerialNo = m_pTrdApi->GetHistoryOrderList(req);
cout << "Request GetHistoryOrderList SerialNo: " << m_GetHistoryOrderListSerialNo << endl;
}
virtual void OnReply_GetHistoryOrderList(moomoo::u32_t nSerialNo, const Trd_GetHistoryOrderList::Response &stRsp){
if(nSerialNo == m_GetHistoryOrderListSerialNo)
{
cout << "OnReply_GetHistoryOrderList SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Trd *m_pTrdApi;
moomoo::u32_t m_GetHistoryOrderListSerialNo;
};
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 GetHistoryOrderList SerialNo: 4
OnReply_GetHistoryOrderList SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"orderList": [
{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "200810789995260636",
"orderIDEx": "1689799",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 649.5,
"createTime": "2021-05-31 21:01:21",
"updateTime": "2021-06-01 09:30:07",
"fillQty": 100,
"fillAvgPrice": 618.5,
"secMarket": 1,
"createTimestamp": 1622466081,
"updateTimestamp": 1622511007,
"remark": "buy00700",
"timeInForce": 0
},
...
{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "8091353323268200353",
"orderIDEx": "1672200",
"code": "00700",
"name": "Tencent",
"qty": 400,
"price": 605,
"createTime": "2021-05-27 12:29:38",
"updateTime": "2021-05-27 13:00:08",
"fillQty": 400,
"fillAvgPrice": 605,
"secMarket": 1,
"createTimestamp": 1622089778,
"updateTimestamp": 1622091608,
"remark": "",
"timeInForce": 0
}
]
}
}
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GetHistoryOrderList(req);
Description
Query the historical order list of a specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For filter condition structure, refer to TrdFilterConditions
- For order status enumeration, refer to OrderStatus
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //list of historical orders
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common, Trd_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function TrdGetHistoryOrderList(){
const { RetType } = Common
const { TrdEnv, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'ec16fde057a2e7a0'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType,s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv == TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // The sample takes the first HK paper trading environment account
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
filterConditions:{
beginTime:"2021-09-01 00:00:00",
endTime:"2021-09-30 00:00:00",
},
},
};
websocket.GetHistoryOrderList(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetHistoryOrderList: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
GetHistoryOrderList: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "3425188649181383443",
"orderIDEx": "2509214",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-14 11:41:49",
"updateTime": "2021-09-14 11:41:52",
"fillQty": 100,
"fillAvgPrice": 478.2,
"secMarket": 1,
"createTimestamp": 1631590909,
"updateTimestamp": 1631590912,
"remark": "",
"timeInForce": 0
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds
Tips
- Historical orders are arranged in reverse chronological order: later orders return first, followed by earlier orders.