Get Contracts

Contract Introduction

A contract refers to the trading object or underlying asset (such as a stock or option). Contracts are uniformly formulated by exchanges. For example, to purchase the SPDR S&P 500 ETF, you can uniquely identify it through the symbol "SPY" and market information (i.e., market='US', US market). Through contract information, we can uniquely determine an underlying asset when placing orders or obtaining market data. Common contracts include stock contracts, option contracts, etc.

Most contracts (such as stocks, CFDs, indices) can be uniquely determined by the following four basic attributes:

• Symbol: Generally, US and UK stock contract codes are English letters
• Security Type: Common contract types include STK (stock), OPT (option)
• Currency: Common currencies include USD (US Dollar)
• Exchange: STK type contracts generally don't use the exchange field, orders are automatically routed

Some contracts (such as options) require additional information to uniquely identify them due to their more complex nature.

Here are several common contract types and their constituent elements:

Stock

contract = Contract()
contract.symbol ="SPY"
contract.sec_type ="STK"
contract.currency ="USD" #not required
contract.market = "US" #not required

Options

TradeUP API's option contracts support two methods:

• One is the four-element method: symbol (stock code), expiry (option expiration date), strike (option strike price), right (option direction).

• The other is the standard OCC option contract format with a fixed length of 21 characters, including four parts:

  • Related stock or ETF code, fixed at six characters, padded with spaces if insufficient
  • Option expiration date, 6 digits, format: yymmdd
  • Option type, value is P or C, representing put or call
  • Option strike price, value is price x 1000, fixed at 8 digits, padded with zeros if insufficient

  

  
  

get_contract Get Single Contract Information

TradeClient.get_contract(symbol, sec_type=SecurityType.STK, currency=None, exchange=None, expiry=None, strike=None, put_call=None)

Description

Query single contract information required for trading

Parameters

Return

tigeropen.trade.domain.contract.Contract contract object, see Object Introduction. Common attributes:

Object Attributes

📘

Note

print only displays partial attributes, use print(contract.to_str()) to print all attributes

Example

from tigeropen.trade.trade_client import TradeClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')

trade_client = TradeClient(client_config)

# Stock
contract = trade_client.get_contract('XYZX', sec_type=SecurityType.STK)
# contract = trade_client.get_contract('ES2306', sec_type=SecurityType.STK)
print(contract)
# By default only prints contract symbol/type/currency. Use to_str to print all attributes. For more attributes, specify attribute name directly, e.g., contract.short_margin
print(contract.to_str())

# View short initial margin
print(contract.short_initial_margin)

Return Example

{'contract_id': 1916, 'symbol': 'XYZX', 'currency': 'USD', 'sec_type': 'STK', 'exchange': None, 'origin_symbol': None, 
'local_symbol': 'XYZX', 'expiry': None, 'strike': None, 'put_call': None, 'multiplier': 1.0, 'name': 'Apple Inc', 
'short_margin': 0.35, 'short_initial_margin': 0.35, 'short_maintenance_margin': 0.3, 'short_fee_rate': None, 
'shortable': True, 'shortable_count': None, 'long_initial_margin': 0.3, 'long_maintenance_margin': 0.25, 
'contract_month': None, 'identifier': 'XYZX', 'primary_exchange': 'NASDAQ', 'market': 'US', 'min_tick': None, 
'tick_sizes': [{'begin': '0', 'end': '1', 'type': 'CLOSED', 'tick_size': 0.0001}, {'begin': '1', 'end': 'Infinity', 
'type': 'OPEN', 'tick_size': 0.01}], 'trading_class': 'XYZX', 'status': 1, 'marginable': True, 'trade': True, 
'close_only': False, 'continuous': None, 'last_trading_date': None, 'first_notice_date': None, 
'last_bidding_close_time': None, 'is_etf': False, 'etf_leverage': None, 'discounted_day_initial_margin': None, 
'discounted_day_maintenance_margin': None, 'discounted_time_zone_code': None, 'discounted_start_at': None, 
'discounted_end_at': None, 'categories': None, 'lot_size': 1.0, 'support_overnight_trading': True}

get_contracts Get Multiple Contract Information

TradeClient.get_contracts(symbol, sec_type=SecurityType.STK, currency=None, exchange=None):

Description

Query multiple contract information required for trading, returned as a list

Parameters

Return

list

Each item in the list is a contract object (tigeropen.trade.domain.contract.Contract), see Object Introduction. Common attributes:

Object Attributes

📘

Note

print only displays partial attributes, use print(contract.to_str()) to print all attributes

Example

from tigeropen.trade.trade_client import TradeClient
from tigeropen.tiger_open_config import TigerOpenClientConfig
client_config = TigerOpenClientConfig(props_path='/path/to/your/properties/file/')

trade_client = TradeClient(client_config)

contracts = trade_client.get_contracts('XYZX', sec_type=SecurityType.STK)
print(contracts)
print(contracts[0].to_str())

Return Example

[
{'contract_id': 1916, 'symbol': 'XYZX', 'currency': 'USD', 'sec_type': 'STK', 'exchange': None, 'origin_symbol': None, 
 'local_symbol': 'XYZX', 'expiry': None, 'strike': None, 'put_call': None, 'multiplier': 1.0, 'name': 'Apple Inc', 
 'short_margin': None, 'short_initial_margin': None, 'short_maintenance_margin': None, 'short_fee_rate': None, 
 'shortable': None, 'shortable_count': None, 'long_initial_margin': None, 'long_maintenance_margin': None, 
 'contract_month': None, 'identifier': 'XYZX', 'primary_exchange': None, 'market': 'US', 'min_tick': None, 
 'tick_sizes': [{'begin': '0', 'end': '1', 'type': 'CLOSED', 'tick_size': 0.0001}, {'begin': '1', 'end': 'Infinity', 
 'type': 'OPEN', 'tick_size': 0.01}], 'trading_class': 'XYZX', 'status': 1, 'marginable': None, 'trade': True, 
 'close_only': False, 'continuous': None, 'last_trading_date': None, 'first_notice_date': None, 
 'last_bidding_close_time': None, 'is_etf': False, 'etf_leverage': None, 'discounted_day_initial_margin': None, 
 'discounted_day_maintenance_margin': None, 'discounted_time_zone_code': None, 'discounted_start_at': None, 
 'discounted_end_at': None, 'categories': None, 'lot_size': 1.0, 'support_overnight_trading': True}]

Create Contract Objects Locally

Stock

from tigeropen.common.util.contract_utils import stock_contract

# US Stock
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')
# or
contract = option_contract_by_symbol('XYZX', '20200110', strike=280.0, put_call='PUT', currency='USD')

# Convert between option symbol and four elements
from tigeropen.common.util.contract_utils import extract_option_info, get_option_identifier

# Create option symbol from four elements
underlying_symbol='XYZX'
expiry='20200110'
put_call='PUT'
strike=280
identifier = get_option_identifier(underlying_symbol, expiry, put_call, strike)
# Extract four elements from option symbol identifier='XYZX  190118P00160000'
symbol, expiry, put_call, strike = extract_option_info(identifier)
print(identifier)