77 inline SubFlags(uint8_t value) { value_ = value; }
79 inline operator uint8_t()
const {
return value_; }
83 return SubFlags(value_ | other.value_);
88 value_ |= other.value_;
94 return SubFlags(value_ & other.value_);
99 value_ &= other.value_;
105 return value_ == other.value_;
110 return (value_ & other.value_) > 0;
829 std::optional<std::string>
name;
1554 std::optional<std::vector<OrderStatus>>
status;
1571 std::optional<std::vector<OrderStatus>>
status;
Definition: decimal.hpp:13
Subscription flags.
Definition: types.hpp:72
bool contains(const SubFlags &other) const
Definition: types.hpp:108
SubFlags & operator|=(const SubFlags &other)
Definition: types.hpp:86
SubFlags & operator&=(const SubFlags &other)
Definition: types.hpp:97
SubFlags operator|(const SubFlags &other) const
Definition: types.hpp:81
SubFlags operator&(const SubFlags &other) const
Definition: types.hpp:92
SubFlags(uint8_t value)
Definition: types.hpp:77
bool operator==(const SubFlags &other) const
Definition: types.hpp:103
TradeDirection
Trade direction.
Definition: types.hpp:517
CalcIndex
Calc index.
Definition: types.hpp:861
@ OutstandingQty
Outstanding quantity.
@ TenDayChangeRate
Ten days change ratio.
@ LeverageRatio
Leverage ratio.
@ LowerStrikePrice
Lower bound price.
@ EffectiveLeverage
Effective leverage.
@ ConversionRatio
Conversion ratio.
@ WarrantDelta
Warrant delta.
@ DividendRatioTtm
Dividend ratio (TTM)
@ ItmOtm
In/out of the bound.
@ CapitalFlow
Capital flow.
@ YtdChangeRate
Year-to-date change ratio.
@ FiveDayChangeRate
Five days change ratio.
@ StrikePrice
Strike price.
@ BalancePoint
Breakeven point.
@ ToCallPrice
Price interval from the call price.
@ TotalMarketValue
Total market value.
@ ChangeValue
Change value.
@ HalfYearChangeRate
Half year change ratio.
@ TurnoverRate
Turnover rate.
@ ImpliedVolatility
Implied volatility.
@ OutstandingRatio
Outstanding ratio.
@ FiveMinutesChangeRate
Five minutes change ratio.
@ UpperStrikePrice
Upper bound price.
@ VolumeRatio
Volume ratio.
@ OpenInterest
Open interest.
Granularity
Data granularity.
Definition: types.hpp:1225
@ Unknown
Unknown.
Definition: types.hpp:1227
@ Daily
Daily.
Definition: types.hpp:1229
@ Weekly
Weekly.
Definition: types.hpp:1231
@ Monthly
Monthly.
Definition: types.hpp:1233
OptionDirection
Option direction.
Definition: types.hpp:462
SecuritiesUpdateMode
Securities update mode.
Definition: types.hpp:805
FilterWarrantExpiryDate
Filter warrant expiry date type.
Definition: types.hpp:1091
@ Between_6_12
6 - 12 months
@ Between_3_6
3 - 6 months
@ GT_12
Greater than 12 months.
@ LT_3
Less than 3 months.
Period
Candlestick period.
Definition: types.hpp:130
@ Min45
Forty-Five Minutes.
TradeSession
Trade session.
Definition: types.hpp:184
TradeStatus
Trade status.
Definition: types.hpp:374
@ PrepareList
Papare List.
@ ToBeOpened
To Be Opened.
@ SplitStockHalts
Split Stock Halts.
@ WarrantPrepareList
Warrant To BeListed.
SecurityBoard
Security board.
Definition: types.hpp:269
@ STI
Singapore Straits Index.
@ USSector
US Industry Board.
@ HKPreIPO
HK PreIPO Security.
@ SHSTAR
SH Science and Technology Innovation Board.
@ SZMainNonConnect
SZ Main Board(Non Connect)
@ HKSector
HK Industry Board.
@ SZGEMNonConnect
SZ Gem Board(Non Connect)
@ SZMainConnect
SZ Main Board(Connect)
@ SHMainNonConnect
SH Main Board(Non Connect)
@ SHMainConnect
SH Main Board(Connect)
@ SZGEMConnect
SZ Gem Board(Connect)
@ USOptionS
US Sepecial Option.
@ SGSector
SG Industry Board.
@ HKEquity
Hong Kong Equity Securities.
@ USDJI
Dow Jones Industrial Average.
@ CNSector
CN Industry Board.
AdjustType
Adjust type.
Definition: types.hpp:687
OptionType
Option type.
Definition: types.hpp:451
WarrantStatus
Warrant status.
Definition: types.hpp:1113
@ PrepareList
Prepare List.
SecurityListCategory
Security list category.
Definition: types.hpp:1179
WarrantSortBy
Warrant sort by.
Definition: types.hpp:1042
@ LeverageRatio
Leverage ratio.
@ LowerStrikePrice
Lower strike price.
@ EffectiveLeverage
Effective leverage.
@ ConversionRatio
Conversion ratio.
@ ItmOtm
In/out of the bound.
@ StrikePrice
Strike price.
@ BalancePoint
Breakeven point.
@ ToCallPrice
Price interval from the call price.
@ ChangeValue
Change value.
@ ImpliedVolatility
Implied volatility.
@ Delta
Greek value Delta.
@ OutstandingRatio
Outstanding ratio.
@ OutstandingQuantity
Outstanding quantity.
@ UpperStrikePrice
Upper strike price.
FilterWarrantInOutBoundsType
Filter warrant in/out of the bounds type.
Definition: types.hpp:1104
WarrantType
Warrant type.
Definition: types.hpp:582
SortOrderType
Sort order type.
Definition: types.hpp:1033
TradeSessions
Trade sessions.
Definition: types.hpp:1201
TriggerStatus
Trigger status.
Definition: types.hpp:1412
OutsideRTH
Enable or disable outside regular trading hours.
Definition: types.hpp:1425
@ RTHOnly
Regular trading hour only.
OrderTag
Order tag.
Definition: types.hpp:1374
@ LongTerm
Long term Order.
@ MarginCall
Force Selling.
@ Creditor
Option Exercise Long.
@ NonExercise
Wavier Of Option Exercise.
@ AllocatedSub
Trade Allocation.
@ Debtor
Option Exercise Short.
ChargeCategoryCode
Charge category code.
Definition: types.hpp:1873
OrderType
Order type.
Definition: types.hpp:1341
@ TSLPAMT
Trailing Limit If Touched (Trailing Amount)
@ ALO
At-auction Limit Order.
@ SLO
Special Limit Order.
@ TSMAMT
Trailing Market If Touched (Trailing Amount)
@ ELO
Enhanced Limit Order.
@ TSLPPCT
Trailing Limit If Touched (Trailing Percent)
@ TSMPCT
Trailing Market If Touched (Trailing Percent)
OrderSide
Order side.
Definition: types.hpp:1330
TimeInForceType
Time in force Type.
Definition: types.hpp:1399
@ GoodTilDate
Good Til Date Order.
@ GoodTilCanceled
Good Til Canceled Order.
CommissionFreeStatus
Commission-free Status.
Definition: types.hpp:1853
CashFlowDirection
Cash flow direction.
Definition: types.hpp:1693
TopicType
Topic type.
Definition: types.hpp:1251
@ Private
Private notification for trade.
DeductionStatus
Deduction status.
Definition: types.hpp:1863
BalanceType
Balance type.
Definition: types.hpp:1704
OrderStatus
Order status.
Definition: types.hpp:1289
@ PartialWithdrawal
Partial Withdrawal.
@ ReplacedNotReported
Not reported (Replaced Order)
@ PendingCancel
Pending Cancel.
@ WaitToReplace
Wait To Replace.
@ PartialFilled
Partial Filled.
@ PendingReplace
Pending Replace.
@ VarietiesNotReported
Not reported (Conditional Order)
@ NotReported
Not reported.
@ WaitToCancel
Wait To Cancel.
@ ProtectedNotReported
Not reported (Protected Order)
Definition: async_result.hpp:7
PushCandlestickMode
Push candlestick mode.
Definition: types.hpp:42
Market
Market.
Definition: types.hpp:51
Language
Language identifer.
Definition: types.hpp:31
uint8_t day
Definition: types.hpp:13
int32_t year
Definition: types.hpp:11
uint8_t month
Definition: types.hpp:12
Date date
Definition: types.hpp:25
Time time
Definition: types.hpp:26
uint8_t minute
Definition: types.hpp:19
uint8_t second
Definition: types.hpp:20
uint8_t hour
Definition: types.hpp:18
Brokers.
Definition: types.hpp:249
int32_t position
Position.
Definition: types.hpp:251
std::vector< int32_t > broker_ids
Broker IDs.
Definition: types.hpp:253
Candlestick.
Definition: types.hpp:548
TradeSession trade_session
Trade session.
Definition: types.hpp:564
Decimal open
Open price.
Definition: types.hpp:552
Decimal high
High price.
Definition: types.hpp:556
Decimal low
Low price.
Definition: types.hpp:554
Decimal turnover
Turnover.
Definition: types.hpp:560
int64_t timestamp
Timestamp.
Definition: types.hpp:562
Decimal close
Close price.
Definition: types.hpp:550
int64_t volume
Volume.
Definition: types.hpp:558
Capital distribution.
Definition: types.hpp:757
Decimal small
Small order.
Definition: types.hpp:763
Decimal large
Large order.
Definition: types.hpp:759
Decimal medium
Medium order.
Definition: types.hpp:761
Capital distribution response.
Definition: types.hpp:768
CapitalDistribution capital_in
Inflow capital data.
Definition: types.hpp:772
CapitalDistribution capital_out
Outflow capital data.
Definition: types.hpp:774
int64_t timestamp
Time.
Definition: types.hpp:770
Capital flow line.
Definition: types.hpp:748
Decimal inflow
Inflow capital data.
Definition: types.hpp:750
int64_t timestamp
Time.
Definition: types.hpp:752
An request for create watchlist group.
Definition: types.hpp:816
std::vector< std::string > securities
Securities.
Definition: types.hpp:820
std::string name
Group name.
Definition: types.hpp:818
Definition: types.hpp:225
std::optional< Decimal > price
Price.
Definition: types.hpp:229
int64_t volume
Volume.
Definition: types.hpp:231
int64_t order_num
Number of orders.
Definition: types.hpp:233
int32_t position
Position.
Definition: types.hpp:227
Derivative type.
Definition: types.hpp:121
uint8_t value
Definition: types.hpp:122
History market temperature response.
Definition: types.hpp:1238
std::vector< MarketTemperature > records
Records.
Definition: types.hpp:1242
Granularity granularity
Granularity.
Definition: types.hpp:1240
Intraday line.
Definition: types.hpp:677
Decimal avg_price
Definition: types.hpp:682
Decimal turnover
Definition: types.hpp:681
int64_t volume
Definition: types.hpp:680
Decimal price
Definition: types.hpp:678
int64_t timestamp
Definition: types.hpp:679
Issuer info.
Definition: types.hpp:707
std::string name_en
Issuer name (en)
Definition: types.hpp:713
int32_t issuer_id
Issuer ID.
Definition: types.hpp:709
std::string name_hk
Issuer name (zh-HK)
Definition: types.hpp:715
std::string name_cn
Issuer name (zh-CN)
Definition: types.hpp:711
Market temperature.
Definition: types.hpp:1210
int32_t sentiment
Market sentiment.
Definition: types.hpp:1218
int32_t temperature
Temperature value.
Definition: types.hpp:1212
int32_t valuation
Market valuation.
Definition: types.hpp:1216
std::string description
Temperature description.
Definition: types.hpp:1214
int64_t timestamp
Time.
Definition: types.hpp:1220
Market trading days.
Definition: types.hpp:739
std::vector< Date > trading_days
Trading days.
Definition: types.hpp:741
std::vector< Date > half_trading_days
Half trading days.
Definition: types.hpp:743
Market trading session.
Definition: types.hpp:730
std::vector< TradingSessionInfo > trade_session
Trading session.
Definition: types.hpp:734
Market market
Market.
Definition: types.hpp:732
Quote of option.
Definition: types.hpp:473
Decimal strike_price
Strike price.
Definition: types.hpp:500
OptionType contract_type
Option type.
Definition: types.hpp:504
Date expiry_date
Exprity date.
Definition: types.hpp:498
Decimal high
High.
Definition: types.hpp:482
Decimal open
Open.
Definition: types.hpp:480
Decimal prev_close
Yesterday's close.
Definition: types.hpp:478
Decimal contract_size
Contract size.
Definition: types.hpp:506
Decimal turnover
Turnover.
Definition: types.hpp:490
Decimal low
Low.
Definition: types.hpp:484
Decimal implied_volatility
Implied volatility.
Definition: types.hpp:494
int64_t volume
Volume.
Definition: types.hpp:488
Decimal contract_multiplier
Contract multiplier.
Definition: types.hpp:502
TradeStatus trade_status
Security trading status.
Definition: types.hpp:492
std::string symbol
Security code.
Definition: types.hpp:474
int64_t open_interest
Number of open positions.
Definition: types.hpp:496
Decimal historical_volatility
Underlying security historical volatility of the option.
Definition: types.hpp:510
OptionDirection direction
Option direction.
Definition: types.hpp:508
int64_t timestamp
Time of latest price.
Definition: types.hpp:486
Decimal last_done
Latest price.
Definition: types.hpp:476
std::string underlying_symbol
Underlying security symbol of the option.
Definition: types.hpp:512
Definition: types.hpp:664
std::string name_en
Participant name (en)
Definition: types.hpp:670
std::string name_hk
Participant name (zh-HK)
Definition: types.hpp:672
std::vector< int32_t > broker_ids
Broker IDs.
Definition: types.hpp:666
std::string name_cn
Participant name (zh-CN)
Definition: types.hpp:668
Quote of US pre/post market.
Definition: types.hpp:401
Decimal high
High.
Definition: types.hpp:411
int64_t timestamp
Time of latest price.
Definition: types.hpp:405
Decimal prev_close
Close of the last trade session.
Definition: types.hpp:415
int64_t volume
Volume.
Definition: types.hpp:407
Decimal last_done
Latest price.
Definition: types.hpp:403
Decimal low
Low.
Definition: types.hpp:413
Decimal turnover
Turnover.
Definition: types.hpp:409
Brokers message.
Definition: types.hpp:258
std::vector< Brokers > ask_brokers
Ask brokers.
Definition: types.hpp:262
std::vector< Brokers > bid_brokers
Bid brokers.
Definition: types.hpp:264
std::string symbol
Security code.
Definition: types.hpp:260
Candlestick updated message.
Definition: types.hpp:569
std::string symbol
Security code.
Definition: types.hpp:571
bool is_confirmed
Is confirmed.
Definition: types.hpp:577
Candlestick candlestick
Candlestick.
Definition: types.hpp:575
Period period
Period type.
Definition: types.hpp:573
Depth message.
Definition: types.hpp:238
std::vector< Depth > bids
Bid depth.
Definition: types.hpp:244
std::vector< Depth > asks
Ask depth.
Definition: types.hpp:242
std::string symbol
Security code.
Definition: types.hpp:240
Quote message.
Definition: types.hpp:197
TradeSession trade_session
Trade session.
Definition: types.hpp:217
std::string symbol
Security code.
Definition: types.hpp:199
int64_t timestamp
Time of latest price.
Definition: types.hpp:209
int64_t current_volume
Increase volume between pushes.
Definition: types.hpp:219
Decimal low
Low.
Definition: types.hpp:207
Decimal high
High.
Definition: types.hpp:205
Decimal last_done
Latest price.
Definition: types.hpp:201
Decimal turnover
Turnover.
Definition: types.hpp:213
Decimal urrent_turnover
Increase turnover between pushes.
Definition: types.hpp:221
TradeStatus trade_status
Security trading status.
Definition: types.hpp:215
int64_t volume
Volume.
Definition: types.hpp:211
Decimal open
Open.
Definition: types.hpp:203
Trades message.
Definition: types.hpp:539
std::vector< Trade > trades
Trades data.
Definition: types.hpp:543
std::string symbol
Security code.
Definition: types.hpp:541
Quote package detail.
Definition: types.hpp:1186
std::string description
Description.
Definition: types.hpp:1192
std::string key
Key.
Definition: types.hpp:1188
int64_t end_at
End at.
Definition: types.hpp:1196
int64_t start_at
Start at.
Definition: types.hpp:1194
std::string name
Name.
Definition: types.hpp:1190
Real-time quote.
Definition: types.hpp:838
Decimal low
Low.
Definition: types.hpp:848
int64_t timestamp
Time of latest price.
Definition: types.hpp:850
Decimal high
High.
Definition: types.hpp:846
Decimal turnover
Turnover.
Definition: types.hpp:854
Decimal last_done
Latest price.
Definition: types.hpp:842
TradeStatus trade_status
Security trading status.
Definition: types.hpp:856
Decimal open
Open.
Definition: types.hpp:844
int64_t volume
Volume.
Definition: types.hpp:852
std::string symbol
Security code.
Definition: types.hpp:840
Security brokers.
Definition: types.hpp:656
std::vector< Brokers > ask_brokers
Ask brokers.
Definition: types.hpp:658
std::vector< Brokers > bid_brokers
Bid brokers.
Definition: types.hpp:660
Security calc index response.
Definition: types.hpp:946
std::optional< Decimal > outstanding_ratio
Outstanding ratio.
Definition: types.hpp:996
std::optional< Decimal > change_rate
Change ratio.
Definition: types.hpp:954
std::optional< Decimal > total_market_value
Total market value.
Definition: types.hpp:964
std::optional< Decimal > to_call_price
Price interval from the call price.
Definition: types.hpp:1008
std::optional< Decimal > balance_point
Breakeven point.
Definition: types.hpp:1016
std::optional< Decimal > pe_ttm_ratio
PE (TTM)
Definition: types.hpp:972
std::string symbol
Security code.
Definition: types.hpp:948
std::optional< Decimal > amplitude
Amplitude.
Definition: types.hpp:968
std::optional< Decimal > theta
Theta.
Definition: types.hpp:1024
std::optional< Decimal > delta
Delta.
Definition: types.hpp:1020
std::optional< Decimal > vega
Vega.
Definition: types.hpp:1026
std::optional< Decimal > call_price
Call price.
Definition: types.hpp:1006
std::optional< Decimal > pb_ratio
PB.
Definition: types.hpp:974
std::optional< Decimal > capital_flow
Capital flow.
Definition: types.hpp:966
std::optional< Decimal > leverage_ratio
Leverage ratio.
Definition: types.hpp:1012
std::optional< Decimal > lower_strike_price
Lower bound price.
Definition: types.hpp:992
std::optional< Decimal > rho
Rho.
Definition: types.hpp:1028
std::optional< Decimal > itm_otm
In/out of the bound.
Definition: types.hpp:1000
std::optional< Decimal > implied_volatility
Implied volatility.
Definition: types.hpp:1002
std::optional< Decimal > five_minutes_change_rate
Five minutes change ratio.
Definition: types.hpp:984
std::optional< int64_t > outstanding_qty
Outstanding quantity.
Definition: types.hpp:994
std::optional< Decimal > five_day_change_rate
Five days change ratio.
Definition: types.hpp:978
std::optional< Decimal > dividend_ratio_ttm
Dividend ratio (TTM)
Definition: types.hpp:976
std::optional< Decimal > turnover_rate
Turnover rate.
Definition: types.hpp:962
std::optional< Decimal > turnover
Turnover.
Definition: types.hpp:958
std::optional< Decimal > conversion_ratio
Conversion ratio.
Definition: types.hpp:1014
std::optional< Decimal > half_year_change_rate
Half year change ratio.
Definition: types.hpp:982
std::optional< Decimal > ytd_change_rate
Year-to-date change ratio.
Definition: types.hpp:960
std::optional< Date > expiry_date
Expiry date.
Definition: types.hpp:986
std::optional< Decimal > volume_ratio
Volume ratio.
Definition: types.hpp:970
std::optional< Decimal > gamma
Gamma.
Definition: types.hpp:1022
std::optional< Decimal > warrant_delta
Warrant delta.
Definition: types.hpp:1004
std::optional< int64_t > open_interest
Open interest.
Definition: types.hpp:1018
std::optional< Decimal > upper_strike_price
Upper bound price.
Definition: types.hpp:990
std::optional< int64_t > volume
Volume.
Definition: types.hpp:956
std::optional< Decimal > change_value
Change value.
Definition: types.hpp:952
std::optional< Decimal > strike_price
Strike price.
Definition: types.hpp:988
std::optional< Decimal > ten_day_change_rate
Ten days change ratio.
Definition: types.hpp:980
std::optional< Decimal > effective_leverage
Effective leverage.
Definition: types.hpp:1010
std::optional< Decimal > premium
Premium.
Definition: types.hpp:998
std::optional< Decimal > last_done
Latest price.
Definition: types.hpp:950
Security depth.
Definition: types.hpp:647
std::vector< Depth > asks
Ask depth.
Definition: types.hpp:649
std::vector< Depth > bids
Bid depth.
Definition: types.hpp:651
Security.
Definition: types.hpp:324
std::string symbol
Security code.
Definition: types.hpp:326
std::string name_hk
Security name (zh-HK)
Definition: types.hpp:332
std::string name_cn
Security name (zh-CN)
Definition: types.hpp:328
std::string name_en
Security name (en)
Definition: types.hpp:330
Quote of securitity.
Definition: types.hpp:420
int64_t timestamp
Time of latest price.
Definition: types.hpp:434
Decimal turnover
Turnover.
Definition: types.hpp:438
Decimal last_done
Latest price.
Definition: types.hpp:424
std::optional< PrePostQuote > overnight_quote
Quote of US overnight market.
Definition: types.hpp:446
Decimal high
High.
Definition: types.hpp:430
Decimal prev_close
Yesterday's close.
Definition: types.hpp:426
TradeStatus trade_status
Security trading status.
Definition: types.hpp:440
int64_t volume
Volume.
Definition: types.hpp:436
std::optional< PrePostQuote > pre_market_quote
Quote of US pre market.
Definition: types.hpp:442
Decimal low
Low.
Definition: types.hpp:432
Decimal open
Open.
Definition: types.hpp:428
std::optional< PrePostQuote > post_market_quote
Quote of US post market.
Definition: types.hpp:444
std::string symbol
Security code.
Definition: types.hpp:422
The basic information of securities.
Definition: types.hpp:337
Decimal dividend_yield
Dividend yield.
Definition: types.hpp:365
int64_t hk_shares
HK shares (only HK stocks)
Definition: types.hpp:357
Decimal eps
Earnings per share.
Definition: types.hpp:359
std::string exchange
Exchange which the security belongs to.
Definition: types.hpp:347
int32_t lot_size
Lot size.
Definition: types.hpp:351
std::string name_hk
Security name (zh-HK)
Definition: types.hpp:345
std::string name_cn
Security name (zh-CN)
Definition: types.hpp:341
DerivativeType stock_derivatives
Types of supported derivatives.
Definition: types.hpp:367
std::string currency
Trading currency.
Definition: types.hpp:349
Decimal eps_ttm
Earnings per share (TTM)
Definition: types.hpp:361
std::string symbol
Security code.
Definition: types.hpp:339
std::string name_en
Security name (en)
Definition: types.hpp:343
int64_t circulating_shares
Circulating shares.
Definition: types.hpp:355
SecurityBoard board
Board.
Definition: types.hpp:369
int64_t total_shares
Total shares.
Definition: types.hpp:353
Decimal bps
Net assets per share.
Definition: types.hpp:363
Strike price info.
Definition: types.hpp:694
std::string call_symbol
Security code of call option.
Definition: types.hpp:698
bool standard
Is standard.
Definition: types.hpp:702
std::string put_symbol
Security code of put option.
Definition: types.hpp:700
Decimal price
Strike price.
Definition: types.hpp:696
Subscription.
Definition: types.hpp:173
SubFlags sub_types
Subscription flags.
Definition: types.hpp:177
std::vector< Period > candlesticks
Candlesticks.
Definition: types.hpp:179
std::string symbol
Security code.
Definition: types.hpp:175
Trade.
Definition: types.hpp:528
TradeSession trade_session
Definition: types.hpp:534
TradeDirection direction
Definition: types.hpp:533
int64_t volume
Definition: types.hpp:530
std::string trade_type
Definition: types.hpp:532
int64_t timestamp
Definition: types.hpp:531
Decimal price
Definition: types.hpp:529
Definition: types.hpp:719
Time begin_time
Being trading time.
Definition: types.hpp:721
Time end_time
End trading time.
Definition: types.hpp:723
TradeSession trade_session
Trading session.
Definition: types.hpp:725
An request for update watchlist group.
Definition: types.hpp:825
SecuritiesUpdateMode mode
Securities Update Mode.
Definition: types.hpp:833
std::optional< std::string > name
Group name.
Definition: types.hpp:829
std::optional< std::vector< std::string > > securities
Securities.
Definition: types.hpp:831
int64_t id
Group id.
Definition: types.hpp:827
Warrant info.
Definition: types.hpp:1124
Decimal change_rate
Quote change rate.
Definition: types.hpp:1134
int64_t volume
Volume.
Definition: types.hpp:1138
std::optional< Decimal > delta
Delta.
Definition: types.hpp:1160
Date expiry_date
Expiry date.
Definition: types.hpp:1142
std::optional< Decimal > upper_strike_price
Upper strike price.
Definition: types.hpp:1146
Decimal premium
Premium.
Definition: types.hpp:1154
Decimal last_done
Latest price.
Definition: types.hpp:1132
std::string symbol
Security code.
Definition: types.hpp:1126
WarrantType warrant_type
Warrant type.
Definition: types.hpp:1128
std::optional< Decimal > to_call_price
Price interval from the call price.
Definition: types.hpp:1164
std::optional< Decimal > effective_leverage
Effective leverage.
Definition: types.hpp:1166
std::optional< Decimal > itm_otm
In/out of the bound.
Definition: types.hpp:1156
std::optional< Decimal > strike_price
Strike price.
Definition: types.hpp:1144
std::optional< Decimal > conversion_ratio
Conversion ratio.
Definition: types.hpp:1170
Decimal turnover
Turnover.
Definition: types.hpp:1140
int64_t outstanding_qty
Outstanding quantity.
Definition: types.hpp:1150
WarrantStatus status
Status.
Definition: types.hpp:1174
std::optional< Decimal > lower_strike_price
Lower strike price.
Definition: types.hpp:1148
std::string name
Security name.
Definition: types.hpp:1130
std::optional< Decimal > balance_point
Breakeven point.
Definition: types.hpp:1172
Decimal change_value
Quote change.
Definition: types.hpp:1136
std::optional< Decimal > implied_volatility
Implied volatility.
Definition: types.hpp:1158
std::optional< Decimal > call_price
Call price.
Definition: types.hpp:1162
Decimal outstanding_ratio
Outstanding ratio.
Definition: types.hpp:1152
Decimal leverage_ratio
Leverage ratio.
Definition: types.hpp:1168
Quote of warrant.
Definition: types.hpp:599
Decimal outstanding_ratio
Outstanding ratio.
Definition: types.hpp:626
Decimal low
Low.
Definition: types.hpp:610
Date last_trade_date
Last tradalbe date.
Definition: types.hpp:624
std::string symbol
Security code.
Definition: types.hpp:600
Decimal lower_strike_price
Lower bound price.
Definition: types.hpp:638
Decimal implied_volatility
Implied volatility.
Definition: types.hpp:620
Decimal open
Open.
Definition: types.hpp:606
int64_t outstanding_quantity
Outstanding quantity.
Definition: types.hpp:628
Decimal call_price
Call price.
Definition: types.hpp:640
int64_t timestamp
Time of latest price.
Definition: types.hpp:612
Date expiry_date
Exprity date.
Definition: types.hpp:622
Decimal strike_price
Strike price.
Definition: types.hpp:634
Decimal high
High.
Definition: types.hpp:608
Decimal turnover
Turnover.
Definition: types.hpp:616
std::string underlying_symbol
Underlying security symbol of the warrant.
Definition: types.hpp:642
int64_t volume
Volume.
Definition: types.hpp:614
WarrantType category
Warrant type.
Definition: types.hpp:632
Decimal last_done
Latest price.
Definition: types.hpp:602
Decimal prev_close
Yesterday's close.
Definition: types.hpp:604
Decimal conversion_ratio
Conversion ratio.
Definition: types.hpp:630
Decimal upper_strike_price
Upper bound price.
Definition: types.hpp:636
TradeStatus trade_status
Security trading status.
Definition: types.hpp:618
Watchlist group.
Definition: types.hpp:794
std::vector< WatchlistSecurity > securities
Securities.
Definition: types.hpp:800
int64_t id
Group id.
Definition: types.hpp:796
std::string name
Group name.
Definition: types.hpp:798
Watchlist security.
Definition: types.hpp:779
int64_t watched_at
Watched time.
Definition: types.hpp:789
std::string name
Security name.
Definition: types.hpp:785
std::string symbol
Security symbol.
Definition: types.hpp:781
std::optional< Decimal > watched_price
Watched price.
Definition: types.hpp:787
Market market
Market.
Definition: types.hpp:783
Account balance.
Definition: types.hpp:1664
Decimal buy_power
Buy power.
Definition: types.hpp:1686
std::vector< CashInfo > cash_infos
Cash details.
Definition: types.hpp:1678
Decimal init_margin
Initial margin.
Definition: types.hpp:1682
Decimal remaining_finance_amount
Remaining financing amount.
Definition: types.hpp:1670
Decimal total_cash
Total cash.
Definition: types.hpp:1666
std::vector< FrozenTransactionFee > frozen_transaction_fees
Frozen transaction fees.
Definition: types.hpp:1688
int32_t risk_level
Risk control level.
Definition: types.hpp:1672
Decimal max_finance_amount
Maximum financing amount.
Definition: types.hpp:1668
Decimal margin_call
Margin call.
Definition: types.hpp:1674
std::string currency
Currency.
Definition: types.hpp:1676
Decimal maintenance_margin
Maintenance margin.
Definition: types.hpp:1684
Decimal net_assets
Net assets.
Definition: types.hpp:1680
Cash flow.
Definition: types.hpp:1717
CashFlowDirection direction
Outflow direction.
Definition: types.hpp:1721
int64_t business_time
Business time.
Definition: types.hpp:1729
std::optional< std::string > symbol
Associated Stock code information.
Definition: types.hpp:1731
Decimal balance
Cash amount.
Definition: types.hpp:1725
std::string description
Cash flow description.
Definition: types.hpp:1733
std::string transaction_flow_name
Cash flow name.
Definition: types.hpp:1719
BalanceType business_type
Balance type.
Definition: types.hpp:1723
std::string currency
Cash currency.
Definition: types.hpp:1727
Cash info.
Definition: types.hpp:1642
std::string currency
Currency.
Definition: types.hpp:1652
Decimal available_cash
Available cash.
Definition: types.hpp:1646
Decimal settling_cash
Cash to be settled.
Definition: types.hpp:1650
Decimal frozen_cash
Frozen cash.
Definition: types.hpp:1648
Decimal withdraw_cash
Withdraw cash.
Definition: types.hpp:1644
Options for estimate maximum purchase quantity.
Definition: types.hpp:2012
bool fractional_shares
Get the maximum fractional share buying power.
Definition: types.hpp:2027
std::optional< std::string > currency
Settlement currency.
Definition: types.hpp:2022
std::optional< Decimal > price
Estimated order price.
Definition: types.hpp:2020
OrderSide side
Order side.
Definition: types.hpp:2018
std::optional< std::string > order_id
Definition: types.hpp:2025
std::string symbol
Security code.
Definition: types.hpp:2014
OrderType order_type
Order type.
Definition: types.hpp:2016
Response for estimate maximum purchase quantity.
Definition: types.hpp:2032
Decimal cash_max_qty
Cash available quantity.
Definition: types.hpp:2034
Decimal margin_max_qty
Margin available quantity.
Definition: types.hpp:2036
Exexution.
Definition: types.hpp:1258
int64_t trade_done_at
Definition: types.hpp:1262
Decimal quantity
Definition: types.hpp:1263
Decimal price
Definition: types.hpp:1264
std::string symbol
Definition: types.hpp:1261
std::string order_id
Definition: types.hpp:1259
std::string trade_id
Definition: types.hpp:1260
Frozen transaction fee.
Definition: types.hpp:1657
std::string currency
Definition: types.hpp:1658
Decimal frozen_transaction_fee
Definition: types.hpp:1659
Fund position channel.
Definition: types.hpp:1788
std::string account_channel
Account type.
Definition: types.hpp:1790
std::vector< FundPosition > positions
Fund positions.
Definition: types.hpp:1792
Fund position.
Definition: types.hpp:1769
Decimal cost_net_asset_value
Net cost.
Definition: types.hpp:1781
Decimal current_net_asset_value
Current equity.
Definition: types.hpp:1773
Decimal holding_units
Holding units.
Definition: types.hpp:1783
int64_t net_asset_value_day
Current equity time.
Definition: types.hpp:1775
std::string symbol
Fund ISIN code.
Definition: types.hpp:1771
std::string symbol_name
Fund name.
Definition: types.hpp:1777
std::string currency
Currency.
Definition: types.hpp:1779
Fund positions response.
Definition: types.hpp:1797
std::vector< FundPositionChannel > channels
Channels.
Definition: types.hpp:1799
Options for submit order request.
Definition: types.hpp:1738
std::optional< uintptr_t > page
Page number.
Definition: types.hpp:1748
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1746
int64_t end_at
End time.
Definition: types.hpp:1742
int64_t start_at
Start time.
Definition: types.hpp:1740
std::optional< BalanceType > business_type
Business type.
Definition: types.hpp:1744
std::optional< uintptr_t > size
Page size.
Definition: types.hpp:1750
Options for get fund positions request.
Definition: types.hpp:1755
std::optional< std::vector< std::string > > symbols
Fund symbols.
Definition: types.hpp:1757
Options for get history executions request.
Definition: types.hpp:1269
std::optional< int64_t > end_at
End time.
Definition: types.hpp:1273
std::optional< int64_t > start_at
Start time.
Definition: types.hpp:1271
std::optional< std::string > symbol
Security code.
Definition: types.hpp:1275
Options for get history orders request.
Definition: types.hpp:1550
std::optional< int64_t > end_at
End time.
Definition: types.hpp:1562
std::optional< OrderSide > side
Order side.
Definition: types.hpp:1556
std::optional< Market > market
Market.
Definition: types.hpp:1558
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1552
std::optional< std::vector< OrderStatus > > status
Order status.
Definition: types.hpp:1554
std::optional< int64_t > start_at
Start time.
Definition: types.hpp:1560
Options for get stock positions request.
Definition: types.hpp:1762
std::optional< std::vector< std::string > > symbols
Stock symbols.
Definition: types.hpp:1764
Options for get today executions request.
Definition: types.hpp:1280
std::optional< std::string > symbol
Security code.
Definition: types.hpp:1282
std::optional< std::string > order_id
Order id.
Definition: types.hpp:1284
Options for get today orders request.
Definition: types.hpp:1567
std::optional< OrderSide > side
Order side.
Definition: types.hpp:1573
std::optional< Market > market
Market.
Definition: types.hpp:1575
std::optional< std::string > order_id
Order id.
Definition: types.hpp:1577
std::optional< std::vector< OrderStatus > > status
Order status.
Definition: types.hpp:1571
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1569
Margin ratio.
Definition: types.hpp:1842
Decimal mm_factor
Maintain the initial margin ratio.
Definition: types.hpp:1846
Decimal im_factor
Initial margin ratio.
Definition: types.hpp:1844
Decimal fm_factor
Forced close-out margin ratio.
Definition: types.hpp:1848
Order charge detail.
Definition: types.hpp:1922
std::string currency
Settlement currency.
Definition: types.hpp:1926
Decimal total_amount
Total charges amount.
Definition: types.hpp:1924
std::vector< OrderChargeItem > items
Order charge items.
Definition: types.hpp:1928
Order charge fee.
Definition: types.hpp:1898
std::string name
Charge name.
Definition: types.hpp:1902
std::string code
Charge code.
Definition: types.hpp:1900
Decimal amount
Charge amount.
Definition: types.hpp:1904
std::string currency
Charge currency.
Definition: types.hpp:1906
Order charge item.
Definition: types.hpp:1911
std::string name
Charge category name.
Definition: types.hpp:1915
ChargeCategoryCode code
Charge category code.
Definition: types.hpp:1913
std::vector< OrderChargeFee > fees
Charge details.
Definition: types.hpp:1917
Order detail.
Definition: types.hpp:1933
OrderSide side
Order side.
Definition: types.hpp:1951
std::optional< Decimal > deductions_amount
Deduction amount.
Definition: types.hpp:1995
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1971
std::optional< Date > expire_date
Long term order expire date.
Definition: types.hpp:1967
CommissionFreeStatus free_status
Commission-free Status.
Definition: types.hpp:1987
std::optional< std::string > deductions_currency
Deduction currency.
Definition: types.hpp:1997
DeductionStatus deductions_status
Deduction status.
Definition: types.hpp:1993
std::optional< Decimal > platform_deducted_amount
Platform deduction amount.
Definition: types.hpp:2001
std::optional< Decimal > trigger_price
LIT / MIT Order Trigger Price
Definition: types.hpp:1959
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1979
DeductionStatus platform_deducted_status
Platform fee deduction status.
Definition: types.hpp:1999
std::optional< int64_t > updated_at
Last updated time.
Definition: types.hpp:1969
OrderStatus status
Order status.
Definition: types.hpp:1937
std::optional< std::string > platform_deducted_currency
Platform deduction currency.
Definition: types.hpp:2003
std::optional< Decimal > free_amount
Commission-free amount.
Definition: types.hpp:1989
OrderChargeDetail charge_detail
Order charges.
Definition: types.hpp:2007
Decimal quantity
Submitted quantity.
Definition: types.hpp:1941
std::optional< Decimal > last_done
Last done.
Definition: types.hpp:1957
std::vector< OrderHistoryDetail > history
Order history details.
Definition: types.hpp:2005
std::string msg
Rejected Message or remark.
Definition: types.hpp:1961
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1943
std::optional< Decimal > price
Submitted price.
Definition: types.hpp:1945
std::string order_id
Order ID.
Definition: types.hpp:1935
std::optional< Decimal > trailing_amount
TSMAMT / TSLPAMT order trailing amount
Definition: types.hpp:1973
OrderTag tag
Order tag.
Definition: types.hpp:1963
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1983
std::optional< Decimal > limit_offset
TSLPAMT / TSLPPCT order limit offset amount
Definition: types.hpp:1977
std::optional< Decimal > trailing_percent
TSMPCT / TSLPPCT order trailing percent
Definition: types.hpp:1975
std::string remark
Remark.
Definition: types.hpp:1985
std::string symbol
Security code.
Definition: types.hpp:1953
OrderType order_type
Order type.
Definition: types.hpp:1955
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1965
std::string currency
Currency.
Definition: types.hpp:1981
int64_t submitted_at
Submitted time.
Definition: types.hpp:1949
std::optional< std::string > free_currency
Commission-free currency.
Definition: types.hpp:1991
std::string stock_name
Stock name.
Definition: types.hpp:1939
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1947
Order history detail.
Definition: types.hpp:1881
Decimal quantity
Definition: types.hpp:1887
OrderStatus status
Order status.
Definition: types.hpp:1889
std::string msg
Execution or error message.
Definition: types.hpp:1891
Decimal price
Definition: types.hpp:1884
int64_t time
Occurrence time.
Definition: types.hpp:1893
Order.
Definition: types.hpp:1438
std::optional< Decimal > last_done
Last done.
Definition: types.hpp:1462
std::optional< Decimal > trailing_percent
TSMPCT / TSLPPCT order trailing percent
Definition: types.hpp:1480
std::optional< Date > expire_date
Long term order expire date.
Definition: types.hpp:1472
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1488
std::optional< Decimal > trigger_price
LIT / MIT Order Trigger Price
Definition: types.hpp:1464
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1470
OrderSide side
Order side.
Definition: types.hpp:1456
std::optional< int64_t > updated_at
Last updated time.
Definition: types.hpp:1474
std::string remark
Remark.
Definition: types.hpp:1490
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1476
OrderTag tag
Order tag.
Definition: types.hpp:1468
std::string currency
Currency.
Definition: types.hpp:1486
std::optional< Decimal > trailing_amount
TSMAMT / TSLPAMT order trailing amount
Definition: types.hpp:1478
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1484
std::string order_id
Order ID.
Definition: types.hpp:1440
OrderType order_type
Order type.
Definition: types.hpp:1460
std::string symbol
Security code.
Definition: types.hpp:1458
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1452
int64_t submitted_at
Submitted time.
Definition: types.hpp:1454
OrderStatus status
Order status.
Definition: types.hpp:1442
std::optional< Decimal > price
Submitted price.
Definition: types.hpp:1450
std::optional< Decimal > limit_offset
TSLPAMT / TSLPPCT order limit offset amount
Definition: types.hpp:1482
Decimal quantity
Submitted quantity.
Definition: types.hpp:1446
std::string stock_name
Stock name.
Definition: types.hpp:1444
std::string msg
Rejected Message or remark.
Definition: types.hpp:1466
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1448
Order changed message.
Definition: types.hpp:1495
std::string currency
Currency.
Definition: types.hpp:1515
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1511
std::string order_id
Order ID.
Definition: types.hpp:1513
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1509
int64_t submitted_at
Submitted time.
Definition: types.hpp:1519
std::optional< Decimal > trigger_price
Order trigger price.
Definition: types.hpp:1523
std::optional< Decimal > last_share
Last share.
Definition: types.hpp:1541
std::optional< Decimal > trailing_percent
Trailing percent.
Definition: types.hpp:1535
std::optional< Decimal > trailing_amount
Trailing amount.
Definition: types.hpp:1533
std::optional< Decimal > limit_offset
Limit offset amount.
Definition: types.hpp:1537
Decimal submitted_quantity
Submitted quantity.
Definition: types.hpp:1501
std::string account_no
Account no.
Definition: types.hpp:1539
OrderType order_type
Order type.
Definition: types.hpp:1505
OrderTag tag
Order tag.
Definition: types.hpp:1527
std::string stock_name
Stock name.
Definition: types.hpp:1499
std::string remark
Remark message.
Definition: types.hpp:1545
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1531
OrderStatus status
Order status.
Definition: types.hpp:1517
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1529
OrderSide side
Order side.
Definition: types.hpp:1497
std::string msg
Rejected message or remark.
Definition: types.hpp:1525
std::string symbol
Order symbol.
Definition: types.hpp:1503
int64_t updated_at
Last updated time.
Definition: types.hpp:1521
Decimal submitted_price
Submitted price.
Definition: types.hpp:1507
std::optional< Decimal > last_price
Last price.
Definition: types.hpp:1543
Options for replace order request.
Definition: types.hpp:1582
std::string order_id
Order ID.
Definition: types.hpp:1584
std::optional< Decimal > trailing_percent
Trailing percent.
Definition: types.hpp:1596
Decimal quantity
Quantity.
Definition: types.hpp:1586
std::optional< std::string > remark
Remark.
Definition: types.hpp:1598
std::optional< Decimal > price
Price.
Definition: types.hpp:1588
std::optional< Decimal > trigger_price
Trigger price.
Definition: types.hpp:1590
std::optional< Decimal > trailing_amount
Trailing amount.
Definition: types.hpp:1594
std::optional< Decimal > limit_offset
Limit offset.
Definition: types.hpp:1592
Stock position channel.
Definition: types.hpp:1826
std::string account_channel
Account type.
Definition: types.hpp:1828
std::vector< StockPosition > positions
Stock positions.
Definition: types.hpp:1830
Stock position.
Definition: types.hpp:1804
Decimal cost_price
Definition: types.hpp:1817
Decimal quantity
The number of holdings.
Definition: types.hpp:1810
Market market
Market.
Definition: types.hpp:1819
std::optional< Decimal > init_quantity
Initial position before market opening.
Definition: types.hpp:1821
std::string symbol_name
Stock name.
Definition: types.hpp:1808
Decimal available_quantity
Available quantity.
Definition: types.hpp:1812
std::string currency
Currency.
Definition: types.hpp:1814
std::string symbol
Stock code.
Definition: types.hpp:1806
Stock positions response.
Definition: types.hpp:1835
std::vector< StockPositionChannel > channels
Channels.
Definition: types.hpp:1837
Options for submit order request.
Definition: types.hpp:1603
std::optional< Decimal > submitted_price
Submitted price.
Definition: types.hpp:1615
std::optional< Decimal > trigger_price
Trigger price (LIT / MIT Required)
Definition: types.hpp:1617
std::optional< std::string > remark
Remark (Maximum 64 characters)
Definition: types.hpp:1630
std::optional< Date > expire_date
Definition: types.hpp:1626
std::optional< Decimal > trailing_percent
Trailing percent (TSLPPCT / TSMAPCT Required)
Definition: types.hpp:1623
Decimal submitted_quantity
Submitted price.
Definition: types.hpp:1611
std::string symbol
Security symbol.
Definition: types.hpp:1605
OrderSide side
Order side.
Definition: types.hpp:1609
std::optional< Decimal > trailing_amount
Trailing amount (TSLPAMT / TSMAMT Required)
Definition: types.hpp:1621
std::optional< Decimal > limit_offset
Limit offset amount (TSLPAMT / TSLPPCT Required)
Definition: types.hpp:1619
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1628
OrderType order_type
Order type.
Definition: types.hpp:1607
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1613
Response for submit order request.
Definition: types.hpp:1635
std::string order_id
Order id.
Definition: types.hpp:1637