Definition

TradeStatus - Security Status

Security Status

ID	Description
0	Normal
1	Suspension
2	Delisted
3	Fuse
4	Papare List
5	Code Moved
6	To Be Opened
7	Split Stock Halts
8	Expired
9	Warrant To BeListed
10	Suspend

Protobuf

enum TradeStatus {
  NORMAL = 0;
  HALTED = 1;
  DELISTED = 2;
  FUSE = 3;
  PREPARE_LIST = 4;
  CODE_MOVED = 5;
  TO_BE_OPENED = 6;
  SPLIT_STOCK_HALTS = 7;
  EXPIRED = 8;
  WARRANT_PREPARE_LIST = 9;
  SUSPEND_TRADE = 10;
}

TradeSession - Trading Session

Trading Session

ID	Description
0	Trading
1	Pre-Tradeing
2	Post-Tradeing
3	OverNight-Trading

Protobuf

enum TradeSession {
  NORMAL_TRADE = 0;
  PRE_TRADE = 1;
  POST_TRADE = 2;
}

Period - Candlestick Period

ID	Description
1	One Minute
5	Five Minutes
15	Fifteen Minutes
30	Thirty Minutes
60	Sixty Minutes
1000	One Days
2000	One Week
3000	One Month
4000	One Year

Protobuf

enum Period {
  UNKNOWN_PERIOD = 0;
  ONE_MINUTE = 1;
  FIVE_MINUTE = 5;
  FIFTEEN_MINUTE = 15;
  THIRTY_MINUTE = 30;
  SIXTY_MINUTE = 60;
  DAY = 1000;
  WEEK = 2000;
  MONTH = 3000;
  YEAR = 4000;
}

AdjustType - Candlestick Adjustment Type

ID	Description
0	Actual
1	Adjust forward

Protobuf

enum AdjustType {
  NO_ADJUST = 0;
  FORWARD_ADJUST = 1;
}

SubType - Quote Type Of Subscription

ID	Description
1	Quote
2	Depth
3	Broker
4	Trade

Protobuf

enum SubType {
  UNKNOWN_TYPE = 0;
  QUOTE = 1;
  DEPTH = 2;
  BROKERS = 3;
  TRADE = 4;
}

CalcIndex - Calculate Index

ID	Description	Applicable Security Type
1	Latest price	All
2	Change value	All
3	Change ratio	All
4	Volume	All
5	Turnover	All
6	Year-to-date change ratio	Except Option, Warrant
7	Turnover rate	Except Option, Warrant
8	Total market value	Except Option, Warrant
9	Capital flow	Except Option, Warrant
10	Amplitude	Except Option, Warrant
11	Volume ratio	Except Option, Warrant
12	PE (TTM)	Except Option, Warrant
13	PB	Except Option, Warrant
14	Dividend ratio (TTM)	Except Option, Warrant
15	Five days change ratio	Except Option, Warrant
16	Ten days change ratio	Except Option, Warrant
17	Half year change ratio	Except Option, Warrant
18	Five minutes change ratio	Except Option, Warrant
19	Expiry date	Only Option, Warrant
20	Strike Price	Only Option, Warrant
21	Upper bound price	Only Warrant
22	Lower bound price	Only Warrant
23	Outstanding quantity	Only Warrant
24	Outstanding ratio	Only Warrant
25	Premium	Only Option, Warrant
26	In/out of the bound	Only Warrant
27	Implied volatility	Only Option, Warrant
28	Warrant delta	Only Warrant
29	Call price	Only Warrant
30	Price interval from the call price	Only Warrant
31	Effective leverage	Only Warrant
32	Leverage ratio	Only Warrant
33	Conversion ratio	Only Warrant
34	Breakeven point	Only Warrant
35	Open interest	Only Option
36	Delta	Only Option
37	Gamma	Only Option
38	Theta	Only Option
39	Vega	Only Option
40	Rho	Only Option

Protobuf

enum CalcIndex {
  CALCINDEX_UNKNOWN = 0;
  CALCINDEX_LAST_DONE = 1;
  CALCINDEX_CHANGE_VAL = 2;
  CALCINDEX_CHANGE_RATE = 3;
  CALCINDEX_VOLUME = 4;
  CALCINDEX_TURNOVER = 5;
  CALCINDEX_YTD_CHANGE_RATE = 6;
  CALCINDEX_TURNOVER_RATE = 7;
  CALCINDEX_TOTAL_MARKET_VALUE = 8;
  CALCINDEX_CAPITAL_FLOW = 9;
  CALCINDEX_AMPLITUDE = 10;
  CALCINDEX_VOLUME_RATIO = 11;
  CALCINDEX_PE_TTM_RATIO = 12;
  CALCINDEX_PB_RATIO = 13;
  CALCINDEX_DIVIDEND_RATIO_TTM = 14;
  CALCINDEX_FIVE_DAY_CHANGE_RATE = 15;
  CALCINDEX_TEN_DAY_CHANGE_RATE = 16;
  CALCINDEX_HALF_YEAR_CHANGE_RATE = 17;
  CALCINDEX_FIVE_MINUTES_CHANGE_RATE = 18;
  CALCINDEX_EXPIRY_DATE = 19;
  CALCINDEX_STRIKE_PRICE = 20;
  CALCINDEX_UPPER_STRIKE_PRICE = 21;
  CALCINDEX_LOWER_STRIKE_PRICE = 22;
  CALCINDEX_OUTSTANDING_QTY = 23;
  CALCINDEX_OUTSTANDING_RATIO = 24;
  CALCINDEX_PREMIUM = 25;
  CALCINDEX_ITM_OTM = 26;
  CALCINDEX_IMPLIED_VOLATILITY = 27;
  CALCINDEX_WARRANT_DELTA = 28;
  CALCINDEX_CALL_PRICE = 29;
  CALCINDEX_TO_CALL_PRICE = 30;
  CALCINDEX_EFFECTIVE_LEVERAGE = 31;
  CALCINDEX_LEVERAGE_RATIO = 32;
  CALCINDEX_CONVERSION_RATIO = 33;
  CALCINDEX_BALANCE_POINT = 34;
  CALCINDEX_OPEN_INTEREST = 35;
  CALCINDEX_DELTA = 36;
  CALCINDEX_GAMMA = 37;
  CALCINDEX_THETA = 38;
  CALCINDEX_VEGA = 39;
  CALCINDEX_RHO = 40;
}

Board - Security Board

Board	Description
USMain	US Main Board
USPink	US Pink Board
USDJI	Dow Jones Industrial Average
USNSDQ	Nasdsaq Index
USSector	US Industry Board
USOption	US Option
USOptionS	US Sepecial Option (market closed at 4:15 pm)
HKEquity	Hong Kong Equity Securities
HKPreIPO	HK PreIPO Security
HKWarrant	HK Warrant
HKHS	Hang Seng Index
HKSector	HK Industry Board
SHMainConnect	SH Main Board(Connect)
SHMainNonConnect	SH Main Board(Non Connect)
SHSTAR	SH Science and Technology Innovation Board
CNIX	CN Index
CNSector	CN Industry Board
SZMainConnect	SZ Main Board(Connect)
SZMainNonConnect	SZ Main Board(Non Connect)
SZGEMConnect	SZ Gem Board(Connect)
SZGEMNonConnect	SZ Gem Board(Non Connect)
SGMain	SG Main Board
STI	Singapore Straits Index
SGSector	SG Industry Board