PortfolioAccount Assets (Prime/Paper Trading Account)

Description

Account asset object, applicable to prime/paper trading accounts. Contains information about the account's total assets, profit and loss, position market value, cash, available funds, margin, leverage, and other related information.

Object Properties

Property Name	Type	Description
account	str	Corresponding account ID
update_timestamp	int	Update time, 13-digit timestamp in milliseconds
segments	tigeropen.trade.domain.prime_account.Segment	Account information classified by trading instrument. The content is a dict with two keys: 'S' for securities, with values being

Segment Assets by Category (Prime/Paper Trading Account)

Description

Assets are divided by stock trading instruments, with each part being a Segment.

Object Properties

Property Name	Type	Description
currency	str	Currency, such as USD
capability	str	Account type, margin or cash
category	str	Trading instrument category S: (Securities stocks)
cash_balance	float	Account cash balance
cash_available_for_trade	float	Available funds. Used to check whether opening positions or IPO subscriptions are possible. Calculated using total assets, option position market value, frozen funds, and initial margin.
cash_available_for_withdrawal	float	Cash amount that can be withdrawn from the current account
buying_power	float	Maximum buying power. Account's maximum available purchase amount. Margin accounts have at most four times the buying power of available funds (funds not used as margin) intraday.
gross_position_value	float	Total securities value. The sum of the total market value of securities held in the account.
equity_with_loan	float	Total equity with loan value (ELV). ELV is used to calculate opening and closing positions. Cash accounts: ELV = Cash balance Margin accounts: ELV = Cash balance + Total securities market value – US stock options market value (equivalently: ELV = Total assets – US stock options)
net_liquidation	float	Total assets (NLV). Total assets are the sum of the account's net liquidation cash balance and total securities market value.
init_margin	float	Initial margin. The sum of initial margin requirements for all current position contracts. When first executing trades, opening positions is only allowed when equity with loan is greater than the initial margin.
maintain_margin	float	Maintenance margin. The sum of maintenance margin requirements for all current position contracts. When holding positions, forced liquidation will be triggered when equity with a loan is less than the maintenance margin.
overnight_margin	float	Overnight margin. The minimum amount of money required in your account if you want to hold a margin trade after the market closes.
unrealized_pl	float	Position profit and loss. The unrealized profit and loss amount of held individual stocks and derivatives.
realized_pl	float	Realized profit and loss is the sum of realized profit and loss of individual stocks and derivatives that have been reduced during the current holding cycle. Realized profit and loss = Σ[(Selling price - Buying price) × Number of shares sold - Commission]
excess_liquidation	float	Current excess liquidity. Current excess liquidity is an indicator measuring the current account's potential liquidation risk. The lower the current excess liquidity, the higher the account's liquidation risk. When it is less than 0, some positions will be forcibly liquidated. The specific algorithm is: Current excess liquidity = Equity with loan - Account maintenance margin. To meet regulatory margin requirements, we will increase initial margin and maintenance margin requirements to a minimum of 50% during the 15 minutes before market close. Example: (1) Customer total assets $10,000, bought Apple $12,000 (assuming Apple's opening and maintenance margin ratio is 50%). Current excess liquidity = Total assets 10,000 - Account maintenance margin 6,000 = 4,000. (2) As the stock falls, assume the stock market value drops to 8,000. At this time, current excess liquidity = Total assets (-2,000 + 8,000) - Account maintenance margin 4,000 = 2,000. (3) At this time, the user bought another $1,000 US stock options, then the account's current excess liquidity remains 2,000 - 1,000 = 1,000. If your account is forcibly liquidated, it will be executed at market price during forced liquidation, and the liquidated stock targets are decided by the broker. Please pay attention to risk control values and leverage indicators.
overnight_liquidation	float	Overnight excess liquidity. Hhow much liquidity your account has after meeting overnight margin requirements. It helps indicate whether your positions are safe to hold after the market closes.
leverage	float	Leverage shows how much buying power your account is using relative to your total assets. It helps you quickly understand your account’s risk level and how much of your funds are being borrowed. Leverage = (Sum of absolute market values of all securities) / Total assets
currency_assets	dict	Account asset information classified by trading currency, is a dict with currency as key, value is CurrencyAsset object
uncollected	float	Funds in transit
locked_funds	float	Locked funds

CurrencyAsset Assets by Currency (Prime/Paper Trading Account)

Description

Assets classified by currency.

Object Properties

Property Name	Type	Description
currency	str	Current currency type, common currencies include: USD-US Dollar
cash_balance	float	Cash available for trading, plus locked cash portion (such as purchased but not yet executed stocks, and other situations that may have locked cash)
cash_available_for_trade	float	Cash amount currently available for trading in the account

Position

Description

Account position information. Includes contract, position quantity, cost, profit and loss, and other information.

Object Properties

Property Name	Type	Description
account	str	Corresponding account ID
contract	tigeropen.trade.domain.contract.Contract	Contract object
position_qty	float	Position quantity
quantity	int	*(Deprecated)* Position quantity. When the actual position has decimals, need to combine with position_scale
position_scale	int	(Deprecated) Position quantity decimal offset. If position=11123, positionScale=2, then actual position=11123*10^(-2)=111.23
average_cost	float	Average cost including commission
market_value	float	Market value
salable_qty	float	Sellable quantity
average_cost_of_carry	float	Cumulative position cost (A-share calculation method)
market_price	float	Market price
is_level0_price	boolean	Whether it is lv0 (delayed) quotes
realized_pnl	float	Realized P&L under FIFO mode
unrealized_pnl	float	Unrealized P&L
unrealized_pnl_by_cost_of_carry	float	Unrealized P&L (A-share calculation method)
unrealized_pnl_percent_by_cost_of_carry	float	Unrealized P&L percentage (A-share calculation method)
today_pnl	float	Today's P&L amount
today_pnl_percent	float	Today's P&L percentage
yesterday_pnl	float	Fund yesterday's P&L
last_close_price	float	Last intraday close price (forward adjusted), for US stocks intraday it's previous trading day's close price

Order

Description

Order object. Order queries will return this object, and placing/modifying orders also requires using this object.

Object Properties

Property Name	Type	Description
account	str	Account to which the order belongs
id	long	Global order ID
order_id	int	Account auto-increment order number, deprecated
order_time	int	Order time, 13-digit timestamp in milliseconds
trade_time	int	Order status update time. For filled orders, represents fill time; for cancelled orders, represents successful cancellation time, 13-digit timestamp in milliseconds
update_time	int	Order update time. When order properties change (such as order modification), this time will be updated, 13-digit timestamp in milliseconds
expire_time	int	GTD order expiration time, 13-digit timestamp in milliseconds
reason	str	When order placement fails, returns description of failure reason
action	str	Trade direction, 'BUY' / 'SELL'
quantity	int	Order quantity
quantity_scale	int	Order quantity offset, default is 0. For fractional shares, quantity and quantity_scale combined represent actual order quantity, e.g., quantity=111 quantity_scale=2, then actual quantity=111*10^(-2)=1.11
total_cash_amount	float	Total order amount, None when ordering by shares
filled_cash_amount	float	Filled amount, None when ordering by shares
refund_cash_amount	float	Refund amount, equals total order amount minus filled amount. None when ordering by shares or order is not terminated
filled	int	Filled quantity
avg_fill_price	float	Average fill price excluding commission
commission	float	Includes commission, stamp duty, regulatory fees and other charges
gst	float	Tax - Goods and Service Tax
realized_pnl	float	Realized P&L
limit_price	float	Limit order price
aux_price	float	In stop orders, represents the trigger price for stop order.
percent_offset	float	<This field is not used>
order_type	str	Order type, 'MKT' market order / 'LMT' limit order / 'STP' stop order / 'STP_LMT' stop limit order
time_in_force	str	Time in force, 'DAY' day order / 'GTC' good till cancelled / 'GTD' good till date (requires additional expire_time)
outside_rth	bool	Whether to support pre-market and after-hours trading, US stocks only
trading_session_type	str	Night trading session
contract	Contract

tigeropen.trade.domain.order.Charge Object Properties

Property	Type	Description
category	str	Fee category (TIGER/THIRD_PARTY)
category_desc	str	Fee category description: TradeUP Charges; Third Party Fees
total	float	Total fees for current category
details	tigeropen.trade.domain.order.ChargeDetail	Fee details

tigeropen.trade.domain.order.ChargeDetail Object Properties

Property	Type	Description
type	str	Fee type: SETTLEMENT_FEE/STAMP_DUTY/TRANSACTION_LEVY/EXCHANGE_FEE/FRC_TRANSACTION_LEVY
type_desc	str	Fee type description: Settlement Fee; Stamp Duty; Transaction Levy; Exchange Fee; AFRC Transaction Levy
original_amount	float	Fee amount
after_discount_amount	float	Fee amount after discount

Construction Method:

Generate order objects locally through tigeropen.common.util.order_utils in the SDK: order_utils only provides commonly used parameters. If additional parameters are needed, you can generate the order object first and then modify its properties.

from tigeropen.common.util.contract_utils import stock_contract
from tigeropen.common.util.order_utils import (market_order,        # Market order
                                            limit_order,         # Limit order
                                            stop_order,          # Stop order
                                            stop_limit_order)    # Stop limit order
                                           
                        
contract = stock_contract('XYZX', currency='USD')
order = limit_order('your account', contract, 'BUY', 100, 150.5)
order.time_in_force = 'GTC' # Set order properties
     
# Subsequent operations...

market_order Market Order

market_order(account, contract, action, quantity)

Parameters

Parameter	Type	Description
account	str	Trading account, can use prime account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

limit_order Limit Order

limit_order(account, contract, action, quantity, limit_price)

Parameters

Parameter	Type	Description
account	str	Trading account, can use prime account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

stop_order Stop Order

stop_order(account, contract, action, quantity, aux_price)

Parameters

Parameter	Type	Description
account	str	Trading account, can use prime account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

stop_limit_order Stop Limit Order

stop_limit_order(account, contract, action, quantity, limit_price, aux_price)

Parameters

Parameter	Type	Description
account	str	Trading account, can use prime account or paper account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

order_leg Additional Order

order_leg(leg_type, price, time_in_force='DAY', outside_rth=None)

Parameters

Parameter Name	Type	Description
leg_type	str	Additional order type. 'PROFIT' for take profit order, 'LOSS' for stop loss order
price	float	Additional order price
time_in_force	str	Additional order time in force. 'DAY' (Day) and 'GTC' (Good-Til-Canceled)
outside_rth	bool	Whether additional order allows pre-market and after-hours trading (US stocks only). True allows, False disallows

Returns

OrderLeg object tigeropen.trade.domain.order.OrderLeg

auction_limit_order Auction Limit Order

auction_limit_order(account, contract, action, quantity, limit_price, time_in_force)

Parameters

Parameter Name	Type	Description
account	str	Trading account, can use prime account or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

auction_market_order Auction Market Order

auction_market_order(account, contract, action, quantity, time_in_force)

Parameters

Parameter Name	Type	Description
account	str	Trading account, can use prime account or paper trading account
contract	tigeropen.trade.domain.contract.Contract	Contract to trade

Returns

Order object

Transaction Trade Record

tigeropen.trade.domain.order.Transaction

Description

Trade execution record of an order

Object Properties

Property	Type	Description
account	str	Account
order_id	int	Order ID
contract	Contract

OrderLeg Additional Order

tigeropen.trade.domain.order.OrderLeg

Description

Additional orders carried with the main order

Object Properties

Property	Type	Description
leg_type	str	Additional order type. 'PROFIT' for take profit order, 'LOSS' for stop loss order
price	float	Additional order price
time_in_force	str	Additional order time in force. 'DAY' (Day) and 'GTC' (Good-Til-Canceled)
outside_rth	bool	Whether additional order allows pre-market and after-hours trading (US stocks only). True allows, False disallows

Contract

tigeropen.trade.domain.contract.Contract source

Description

A contract refers to the trading object or underlying asset (such as a stock or an option), which is standardized by the exchange. Similarly, when purchasing options, other identifying fields may be needed. Through contract information, we can uniquely determine an underlying asset when placing orders or obtaining quotes. In the OpenAPI Python SDK, contract information is stored through the tigeropen.trade.domain.contract.Contract object. The Contract object can be passed to utility functions for constructing Order objects, used for placing orders.

Common contracts include stock contracts, option contracts, etc. Most contracts include the following elements:

Symbol - Generally, US and UK contract codes are alphabetic, e.g., XYZX.
Security Type - Common contract types include: STK (stock), OPT (option), CASH, e.g., stock contract type is STK.
Currency - Common currencies include USD (US Dollar)
Exchange - STK type contracts generally don't use the exchange field, as orders are automatically routed.

Most stocks, CFDs, or indices pairs can be uniquely determined by these four attributes. Due to their nature, more complex contracts (such as options) require some additional information. Here are several common contract types and their constituent elements:

Stocks:

from tigeropen.common.util.contract_utils import stock_contract
contract = stock_contract(symbol='XYZX', currency='USD')

Options

from tigeropen.common.util.contract_utils import option_contract, option_contract_by_symbol
contract = option_contract(identifier='XYZX  190118P00160000')
contract = option_contract_by_symbol('JD', expiry='20211015', strike=45.0, put_call='PUT', currency='USD')

from tigeropen.common.util.contract_utils import war_contract_by_symbol
contract = war_contract_by_symbol('01810', '20221116', 14.52, 'CALL', local_symbol='14759', multiplier=2000,
currency='USD')

MarketStatus Market Status

tigeropen.quote.domain.market_status.MarketStatus

Description

Market trading status

Object Properties

Property	Type	Description
market	str	Market. (US: US stocks)
trading_status	str	Market trading status code. Not yet open NOT_YET_OPEN; Pre-market trading PRE_HOUR_TRADING; Trading TRADING; Midday break MIDDLE_CLOSE; After-hours trading POST_HOUR_TRADING; Closed CLOSING; Early close EARLY_CLOSED; Market closed MARKET_CLOSED;
status	str	Market status description (not yet open, trading, closed, etc.)
open_time	datetime.datetime	Most recent open time

OptionFilter Option Chain Filter

tigeropen.quote.domain.filter.OptionFilter

Description

Option filter parameter object

Object Properties

Parameter	Type	Required	Description
implied_volatility	float	No	Implied volatility, reflects market expectations of future stock price volatility. Higher implied volatility indicates more expected stock price volatility
in_the_money	bool	No	Whether in the money
open_interest	int	No	Open interest, number of uncleared contracts held by market participants at the end of each trading day. Reflects market depth and liquidity
delta	float	No	Delta reflects the impact of stock price changes on option price changes. For every $1 change in stock price, the option price changes approximately delta. Range -1.0 ~ 1.0
gamma	float	No	Gamma, reflects the impact of stock price changes on delta. For every $1 change in stock price, delta changes by gamma
theta	float	No	Theta reflects the impact of time changes on option price changes. For every day reduction in time, the option price changes approximately theta
vega	float	No	Vega reflects the impact of volatility on option price changes. For every 1% change in volatility, the option price changes approximately vega
rho	float	No	Rho reflects the impact of risk-free interest rate on option price changes. For every 1% change in risk-free interest rate, the option price changes approximately rho

Order Changes

Field	Description
id	Order ID
account	Account
symbol	Position symbol
expiry	Options, CBBC only
strike	Options, CBBC only
right	Options, CBBC only
identifier	Asset identifier. Stock identifier is the same as the symbol.
multiplier	Quantity per lot, options, CBBC only
action	Buy/sell direction. BUY for buy, SELL for sell
market	Market. US
currency	Currency. USD US Dollar
segType	Classification by trading type. S for stocks
secType	STK Stocks, OPT Options, IOPT CBBC
orderType	Order type. 'MKT' market order/'LMT' limit order/'STP' stop order/'STP_LMT' stop limit order
isLong	Whether long position
totalQuantity	Order quantity
totalQuantityScale	Order quantity offset, e.g., totalQuantity=111, totalQuantityScale=2, then actual totalQuantity=111*10^(-2)=1.11
filledQuantity	Total filled quantity (for orders filled in multiple trades, filledQuantity is cumulative total filled)
filledQuantityScale	Total filled quantity offset
avgFillPrice	Average fill price
limitPrice	Limit order price
stopPrice	Stop price
realizedPnl	Realized P&L (only prime accounts have this field)
status	Order Status
replaceStatus	Order Replace Status
cancelStatus	Order Cancel Status
outsideRth	Whether allows pre-market and after-hours trading, US stocks only
canModify	Whether can modify
canCancel	Whether can cancel
liquidation	Whether it's a closing order
name	Asset name
source	Order source (from 'OpenApi', or other)
errorMsg	Error message
attrDesc	Order description
commissionAndFee	Total commission and fees
openTime	Order time
timestamp	Order status last update time

Position Changes

Field	Description
account	User account
symbol	Stock code
expiry	Expiry date, options, CBBC only
strike	Strike price, options, CBBC only
right	Option direction PUT/CALL, options, CBBC only
identifier	Asset identifier
multiplier	Lot size, options, CBBC only
market	Trading market
currency	Currency type
segType	Classification by trading type. S for stocks
secType	Contract type
position	Position
positionScale	Position quantity offset
averageCost	Average cost
latestPrice	Latest price
marketValue	Market value
unrealizedPnl	Unrealized P&L
name	Asset name
timestamp	Server time

Asset Changes

Field	Description
account	User account
currency	Currency type
segType	Classification by trading type. S for stocks
availableFunds	Available funds (loan value equity - initial margin)
excessLiquidity	Excess liquidity (loan value equity - maintenance margin)
netLiquidation	Net liquidation value
equityWithLoan	Equity with loan value (loan value assets)
buyingPower	Buying power
cashBalance	Account cash balance
grossPositionValue	Position market value
initMarginReq	Current initial margin
maintMarginReq	Current maintenance margin
timestamp	Server time

Quote Changes

Basic quotes

Field	Sub-field	Description
symbol		Stock code
type		Type
timestamp		Quote data time
serverTimestamp		Server time
avgPrice		Average price
latestPrice		Latest price
latestPriceTimestamp		Latest price timestamp (no value in pre/post market)
latestTime		Latest price time
preClose		Previous close
volume		Daily cumulative volume
amount		Daily cumulative turnover (options not supported)
open		Open price
high		High price
low		Low price
hourTradingTag		Pre/post market tag (no value during US market hours), values: Pre-market/After-hours
marketStatus		Market status
identifier		Asset identifier (options only)
openInt		Open interest (options only)
mi	p	Minute price
mi	a	Minute average price
mi	t	Minute time
mi	v	Minute volume

Best bid/ask quotes

Field	Description
askPrice	Ask price
askSize	Ask size
askTimestamp	Ask timestamp (Pre/Post-Mkt data not supported)
bidPrice	Bid price
bidSize	Bid size
bidTimestamp	Bid timestamp (Pre/Post-Mkt data not supported)