longport::quote Namespace Reference

Classes
class	QuoteContext
	Quote context. More...
class	SubFlags
	Subscription flags. More...
struct	DerivativeType
	Derivative type. More...
struct	Subscription
	Subscription. More...
struct	PushQuote
	Quote message. More...
struct	Depth
struct	PushDepth
	Depth message. More...
struct	Brokers
	Brokers. More...
struct	PushBrokers
	Brokers message. More...
struct	Security
	Security. More...
struct	SecurityStaticInfo
	The basic information of securities. More...
struct	PrePostQuote
	Quote of US pre/post market. More...
struct	SecurityQuote
	Quote of securitity. More...
struct	OptionQuote
	Quote of option. More...
struct	Trade
	Trade. More...
struct	PushTrades
	Trades message. More...
struct	Candlestick
	Candlestick. More...
struct	PushCandlestick
	Candlestick updated message. More...
struct	WarrantQuote
	Quote of warrant. More...
struct	SecurityDepth
	Security depth. More...
struct	SecurityBrokers
	Security brokers. More...
struct	ParticipantInfo
struct	IntradayLine
	Intraday line. More...
struct	StrikePriceInfo
	Strike price info. More...
struct	IssuerInfo
	Issuer info. More...
struct	TradingSessionInfo
struct	MarketTradingSession
	Market trading session. More...
struct	MarketTradingDays
	Market trading days. More...
struct	CapitalFlowLine
	Capital flow line. More...
struct	CapitalDistribution
	Capital distribution. More...
struct	CapitalDistributionResponse
	Capital distribution response. More...
struct	WatchlistSecurity
	Watchlist security. More...
struct	WatchlistGroup
	Watchlist group. More...
struct	CreateWatchlistGroup
	An request for create watchlist group. More...
struct	UpdateWatchlistGroup
	An request for update watchlist group. More...
struct	RealtimeQuote
	Real-time quote. More...
struct	SecurityCalcIndex
	Security calc index response. More...
struct	WarrantInfo
	Warrant info. More...
struct	QuotePackageDetail
	Quote package detail. More...
struct	MarketTemperature
	Market temperature. More...
struct	HistoryMarketTemperatureResponse
	History market temperature response. More...

Enumerations
enum class	Period {   Unknown , Min1 , Min2 , Min3 ,   Min5 , Min10 , Min15 , Min20 ,   Min30 , Min45 , Min60 , Min120 ,   Min180 , Min240 , Day , Week ,   Month , Quarter , Year }
	Candlestick period. More...
enum class	TradeSession { Intraday , Pre , Post , Overnight }
	Trade session. More...
enum class	SecurityBoard {   Unknown , USMain , USPink , USDJI ,   USNSDQ , USSector , USOption , USOptionS ,   HKEquity , HKPreIPO , HKWarrant , HKHS ,   HKSector , SHMainConnect , SHMainNonConnect , SHSTAR ,   CNIX , CNSector , SZMainConnect , SZMainNonConnect ,   SZGEMConnect , SZGEMNonConnect , SGMain , STI ,   SGSector , SPXIndex , VIXIndex }
	Security board. More...
enum class	TradeStatus {   Normal , Halted , Delisted , Fuse ,   PrepareList , CodeMoved , ToBeOpened , SplitStockHalts ,   Expired , WarrantPrepareList , SuspendTrade }
	Trade status. More...
enum class	OptionType { Unknown , American , Europe }
	Option type. More...
enum class	OptionDirection { Unknown , Put , Call }
	Option direction. More...
enum class	TradeDirection { Neutral , Down , Up }
	Trade direction. More...
enum class	WarrantType {   Unknown , Call , Put , Bull ,   Bear , Inline }
	Warrant type. More...
enum class	AdjustType { NoAdjust , ForwardAdjust }
	Adjust type. More...
enum class	SecuritiesUpdateMode { Add , Remove , Replace }
	Securities update mode. More...
enum class	CalcIndex {   LastDone , ChangeValue , ChangeRate , Volume ,   Turnover , YtdChangeRate , TurnoverRate , TotalMarketValue ,   CapitalFlow , Amplitude , VolumeRatio , PeTtmRatio ,   PbRatio , DividendRatioTtm , FiveDayChangeRate , TenDayChangeRate ,   HalfYearChangeRate , FiveMinutesChangeRate , ExpiryDate , StrikePrice ,   UpperStrikePrice , LowerStrikePrice , OutstandingQty , OutstandingRatio ,   Premium , ItmOtm , ImpliedVolatility , WarrantDelta ,   CallPrice , ToCallPrice , EffectiveLeverage , LeverageRatio ,   ConversionRatio , BalancePoint , OpenInterest , Delta ,   Gamma , Theta , Vega , Rho }
	Calc index. More...
enum class	SortOrderType { Ascending , Descending }
	Sort order type. More...
enum class	WarrantSortBy {   LastDone , ChangeRate , ChangeValue , Volume ,   Turnover , ExpiryDate , StrikePrice , UpperStrikePrice ,   LowerStrikePrice , OutstandingQuantity , OutstandingRatio , Premium ,   ItmOtm , ImpliedVolatility , Delta , CallPrice ,   ToCallPrice , EffectiveLeverage , LeverageRatio , ConversionRatio ,   BalancePoint , Status }
	Warrant sort by. More...
enum class	FilterWarrantExpiryDate { LT_3 , Between_3_6 , Between_6_12 , GT_12 }
	Filter warrant expiry date type. More...
enum class	FilterWarrantInOutBoundsType { In , Out }
	Filter warrant in/out of the bounds type. More...
enum class	WarrantStatus { Suspend , PrepareList , Normal }
	Warrant status. More...
enum class	SecurityListCategory { Overnight }
	Security list category. More...
enum class	TradeSessions { Intraday , All }
	Trade sessions. More...
enum	Granularity {   Unknown , Unknown , Unknown , Unknown ,   Unknown , Unknown , Daily , Weekly ,   Monthly }
	Data granularity. More...

Enumeration Type Documentation

AdjustType

enum longport::quote::AdjustType

strong

Adjust type.

Enumerator
NoAdjust
ForwardAdjust

CalcIndex

enum longport::quote::CalcIndex

strong

Calc index.

Enumerator
LastDone	Latest price.
ChangeValue	Change value.
ChangeRate	Change rate.
Volume	Volume.
Turnover	Turnover.
YtdChangeRate	Year-to-date change ratio.
TurnoverRate	Turnover rate.
TotalMarketValue	Total market value.
CapitalFlow	Capital flow.
Amplitude	Amplitude.
VolumeRatio	Volume ratio.
PeTtmRatio	PE (TTM)
PbRatio	PB.
DividendRatioTtm	Dividend ratio (TTM)
FiveDayChangeRate	Five days change ratio.
TenDayChangeRate	Ten days change ratio.
HalfYearChangeRate	Half year change ratio.
FiveMinutesChangeRate	Five minutes change ratio.
ExpiryDate	Expiry date.
StrikePrice	Strike price.
UpperStrikePrice	Upper bound price.
LowerStrikePrice	Lower bound price.
OutstandingQty	Outstanding quantity.
OutstandingRatio	Outstanding ratio.
Premium	Premium.
ItmOtm	In/out of the bound.
ImpliedVolatility	Implied volatility.
WarrantDelta	Warrant delta.
CallPrice	Call price.
ToCallPrice	Price interval from the call price.
EffectiveLeverage	Effective leverage.
LeverageRatio	Leverage ratio.
ConversionRatio	Conversion ratio.
BalancePoint	Breakeven point.
OpenInterest	Open interest.
Delta	Delta.
Gamma	Gamma.
Theta	Theta.
Vega	Vega.
Rho	Rho.

FilterWarrantExpiryDate

enum longport::quote::FilterWarrantExpiryDate

strong

Filter warrant expiry date type.

Enumerator
LT_3	Less than 3 months.
Between_3_6	3 - 6 months
Between_6_12	6 - 12 months
GT_12	Greater than 12 months.

FilterWarrantInOutBoundsType

enum longport::quote::FilterWarrantInOutBoundsType

strong

Filter warrant in/out of the bounds type.

Enumerator
In	In bounds.
Out	Out bounds.

Granularity

enum longport::quote::Granularity

Data granularity.

Enumerator
Unknown	Unknown.
Unknown	Unknown.
Unknown	Unknown.
Unknown	Unknown.
Unknown	Unknown.
Unknown	Unknown.
Daily	Daily.
Weekly	Weekly.
Monthly	Monthly.

OptionDirection

enum longport::quote::OptionDirection

strong

Option direction.

Enumerator
Unknown	Unknown.
Put	Put.
Call	Call.

OptionType

enum longport::quote::OptionType

strong

Option type.

Enumerator
Unknown	Unknown.
American	American.
Europe	Europe.

Period

enum longport::quote::Period

strong

Candlestick period.

Enumerator
Unknown	Unknown.
Min1	One Minute.
Min2	Two Minutes.
Min3	Three Minutes.
Min5	Five Minutes.
Min10	Ten Minutes.
Min15	Fifteen Minutes.
Min20	Twenty Minutes.
Min30	Thirty Minutes.
Min45	Forty-Five Minutes.
Min60	One Hour.
Min120	Two Hours.
Min180	Three Hours.
Min240	Four Hours.
Day	Daily.
Week	Weekly.
Month	Monthly.
Quarter	Quarterly.
Year	Yearly.

SecuritiesUpdateMode

enum longport::quote::SecuritiesUpdateMode

strong

Securities update mode.

Enumerator
Add	Add.
Remove	Remove.
Replace	Replace.

SecurityBoard

enum longport::quote::SecurityBoard

strong

Security board.

Enumerator
Unknown	Unknown.
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.
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.
SPXIndex	S&P 500 Index.
VIXIndex	CBOE Volatility Index.

SecurityListCategory

enum longport::quote::SecurityListCategory

strong

Security list category.

Enumerator
Overnight	Overnight.

SortOrderType

enum longport::quote::SortOrderType

strong

Sort order type.

Enumerator
Ascending	Ascending.
Descending	Descending.

TradeDirection

enum longport::quote::TradeDirection

strong

Trade direction.

Enumerator
Neutral	Neutral.
Down	Down.
Up	Up.

TradeSession

enum longport::quote::TradeSession

strong

Trade session.

Enumerator
Intraday	Intraday.
Pre	Pre-Market.
Post	Post-Market.
Overnight	Overnight.

TradeSessions

enum longport::quote::TradeSessions

strong

Trade sessions.

Enumerator
Intraday	Intraday.
All	All.

TradeStatus

enum longport::quote::TradeStatus

strong

Trade status.

Enumerator
Normal	Normal.
Halted	Suspension.
Delisted	Delisted.
Fuse	Fuse.
PrepareList	Papare List.
CodeMoved	Code Moved.
ToBeOpened	To Be Opened.
SplitStockHalts	Split Stock Halts.
Expired	Expired.
WarrantPrepareList	Warrant To BeListed.
SuspendTrade	Suspend.

WarrantSortBy

enum longport::quote::WarrantSortBy

strong

Warrant sort by.

Enumerator
LastDone	Last done.
ChangeRate	Change rate.
ChangeValue	Change value.
Volume	Volume.
Turnover	Turnover.
ExpiryDate	Expiry date.
StrikePrice	Strike price.
UpperStrikePrice	Upper strike price.
LowerStrikePrice	Lower strike price.
OutstandingQuantity	Outstanding quantity.
OutstandingRatio	Outstanding ratio.
Premium	Premium.
ItmOtm	In/out of the bound.
ImpliedVolatility	Implied volatility.
Delta	Greek value Delta.
CallPrice	Call price.
ToCallPrice	Price interval from the call price.
EffectiveLeverage	Effective leverage.
LeverageRatio	Leverage ratio.
ConversionRatio	Conversion ratio.
BalancePoint	Breakeven point.
Status	Status.

WarrantStatus

enum longport::quote::WarrantStatus

strong

Warrant status.

Enumerator
Suspend	Suspend.
PrepareList	Prepare List.
Normal	Normal.

WarrantType

enum longport::quote::WarrantType

strong

Warrant type.

Enumerator
Unknown	Unknown.
Call	Call.
Put	Put.
Bull	Bull.
Bear	Bear.
Inline	Inline.