Data Permissions and Limitations
Market Data Permissions
Stocks (including ETFs)
| Market Data | Description |
|---|---|
| US Stocks Level 1 | Nasdaq Basic data, provides real-time quotes, bid/ask quotes, and tick-by-tick transaction data from Nasdaq exchanges |
| US Stocks Level 2 | Nasdaq TotalView data, provides 40-level depth market data from Nasdaq exchanges |
Options
| Market Data | Description |
|---|---|
| US Options L1 | Provides real-time quotes, best bid/ask quotes from 16 exchanges, and tick-by-tick transaction data |
Query market data permissions via API Query Market Data Permissions get_quote_permission
Historical Market Data Limitations & Subscription Limits
Clients who meet certain trading volume or total asset requirements can obtain corresponding historical market data permissions. Note: After meeting the tier requirements, you will have access to historical data (such as K-line data) and subscription quota for symbols. Real-time market data permissions (such as real-time quotes, tick data, etc.) need to be purchased separately.
| Meet any one of the requirements | Historical Data Pull Quota | Subscription Quota | ||||
|---|---|---|---|---|---|---|
| Stock/ETF Quantity Limit | Options Quantity Limit | Standard Market Data | Level 2 Market Data | |||
| API Access Enabled | 20 | 10 | 20 | 10 | ||
| Total Assets > $10,000 | Trading Volume > $100,000 | 200 | 20 | 100 | 20 | |
| Total Assets > $50,000 | Trading Volume > $500,000 | 500 | 50 | 500 | 100 | |
| Total Assets > $500,000 | Trading Volume > $2,000,000 | 1000 | 100 | 1000 | 200 | |
| Total Assets > $1,000,000 | Trading Volume > $5,000,000 | 2000 | 200 | 2000 | 500 | |
User Tier Explanation
- Total assets are calculated as the average of daily closing assets for the most recent week (Monday to Sunday), denominated in USD. The total assets for a client is calculated based on the combined total assets of all accounts under their user.
- Trading volume uses the greater of the previous calendar month's cumulative trading volume and the current calendar month's cumulative trading volume.
- The system automatically updates client tiers weekly, typically every Monday evening.
Historical Data Pull Quota Explanation
- Historical data includes K-line and intraday data
- Each Symbol's historical data request consumes 1 subscription quota when first requested. Repeat requests for the same Symbol within 30 days do not consume additional quota.
- For the same Symbol, regardless of what period or type of K-line data is requested, it counts as 1 quota and is not cumulative.
- If the Symbol supports historical intraday data, historical intraday and historical K-line data share the same quota, consuming only 1 quota in total.
- Example: Suppose you have 20 stock historical data pull quotas. When you request XYZX's historical daily K, weekly K, and historical intraday data on April 18, 2020, the system will deduct 1 quota. Subsequently, from April 18, 2020 to May 18, 2020, any additional requests for XYZX's K-line or intraday data will not consume additional quota. If you pull historical data for 12 different stocks within this period, you will have 8 remaining quotas by May 18, 2020.
Subscription Quota Explanation
- Standard market data and Level 2 market data (depth quotes) are counted separately as independent categories. Basic market quotes, tick-by-tick transaction data, intraday data, etc., are all classified as standard market data, with standard market data quotas applying separately to each type of data in this category.
- Example: If you have 20 standard market data quotas and 10 Level 2 market data quotas, when subscribing to XYZX's basic market quotes and real-time tick-by-tick transaction data, 1 quota is deducted from each standard market data type, leaving 19 quotas for basic quotes and 19 quotas for tick-by-tick data. If you subsequently add a Level 2 market data subscription for XYZX, it consumes 1 Level 2 quota, leaving 9 remaining.
- Changes in tier level do not invalidate existing market data subscriptions.
Historical Data Specifications
Stocks
| Metric | Storage Period | Specific Fields | Notes |
|---|---|---|---|
| Daily K | Complete | Timestamp, OHLC, volume, turnover | Daily K has both non-adjusted and forward-adjusted data |
| Weekly K and Monthly K | Complete | Timestamp, OHLC, volume, turnover | Non-adjusted data only |
| 1min K, 5min K, 15min K, 30min K, 60min K | Last 10 years | Timestamp, OHLC, volume, turnover | |
| Historical Intraday | Jan 2015 ~ Present | Timestamp, volume, price, average price | |
| Tick-by-tick | Real-time: Last 5000 records Historical: Last trading day | Expired data is deleted 30 minutes before market open |
Corresponding APIs: get_bars (Python) QuoteKlineRequest (Java)
Options
| Metric | Storage Period | Specific Fields |
|---|---|---|
| Daily K | Complete | Timestamp, OHLC, volume, previous close, open interest |
| 1 minute | Complete | Timestamp, OHLC, volume |
| Tick-by-tick | Last trading day |
Corresponding APIs: get_option_bars (Python) OptionKlineQueryV2Request (Java)
Updated 7 days ago