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;
833 std::optional<std::string>
name;
1558 std::optional<std::vector<OrderStatus>>
status;
1575 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:521
CalcIndex
Calc index.
Definition: types.hpp:865
@ 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:1229
@ Unknown
Unknown.
Definition: types.hpp:1231
@ Daily
Daily.
Definition: types.hpp:1233
@ Weekly
Weekly.
Definition: types.hpp:1235
@ Monthly
Monthly.
Definition: types.hpp:1237
OptionDirection
Option direction.
Definition: types.hpp:466
SecuritiesUpdateMode
Securities update mode.
Definition: types.hpp:809
FilterWarrantExpiryDate
Filter warrant expiry date type.
Definition: types.hpp:1095
@ 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:378
@ 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.
@ VIXIndex
CBOE Volatility Index.
@ CNSector
CN Industry Board.
AdjustType
Adjust type.
Definition: types.hpp:691
OptionType
Option type.
Definition: types.hpp:455
WarrantStatus
Warrant status.
Definition: types.hpp:1117
@ PrepareList
Prepare List.
SecurityListCategory
Security list category.
Definition: types.hpp:1183
WarrantSortBy
Warrant sort by.
Definition: types.hpp:1046
@ 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:1108
WarrantType
Warrant type.
Definition: types.hpp:586
SortOrderType
Sort order type.
Definition: types.hpp:1037
TradeSessions
Trade sessions.
Definition: types.hpp:1205
TriggerStatus
Trigger status.
Definition: types.hpp:1416
OutsideRTH
Enable or disable outside regular trading hours.
Definition: types.hpp:1429
@ RTHOnly
Regular trading hour only.
OrderTag
Order tag.
Definition: types.hpp:1378
@ 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:1877
OrderType
Order type.
Definition: types.hpp:1345
@ 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:1334
TimeInForceType
Time in force Type.
Definition: types.hpp:1403
@ GoodTilDate
Good Til Date Order.
@ GoodTilCanceled
Good Til Canceled Order.
CommissionFreeStatus
Commission-free Status.
Definition: types.hpp:1857
CashFlowDirection
Cash flow direction.
Definition: types.hpp:1697
TopicType
Topic type.
Definition: types.hpp:1255
@ Private
Private notification for trade.
DeductionStatus
Deduction status.
Definition: types.hpp:1867
BalanceType
Balance type.
Definition: types.hpp:1708
OrderStatus
Order status.
Definition: types.hpp:1293
@ 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:552
TradeSession trade_session
Trade session.
Definition: types.hpp:568
Decimal open
Open price.
Definition: types.hpp:556
Decimal high
High price.
Definition: types.hpp:560
Decimal low
Low price.
Definition: types.hpp:558
Decimal turnover
Turnover.
Definition: types.hpp:564
int64_t timestamp
Timestamp.
Definition: types.hpp:566
Decimal close
Close price.
Definition: types.hpp:554
int64_t volume
Volume.
Definition: types.hpp:562
Capital distribution.
Definition: types.hpp:761
Decimal small
Small order.
Definition: types.hpp:767
Decimal large
Large order.
Definition: types.hpp:763
Decimal medium
Medium order.
Definition: types.hpp:765
Capital distribution response.
Definition: types.hpp:772
CapitalDistribution capital_in
Inflow capital data.
Definition: types.hpp:776
CapitalDistribution capital_out
Outflow capital data.
Definition: types.hpp:778
int64_t timestamp
Time.
Definition: types.hpp:774
Capital flow line.
Definition: types.hpp:752
Decimal inflow
Inflow capital data.
Definition: types.hpp:754
int64_t timestamp
Time.
Definition: types.hpp:756
An request for create watchlist group.
Definition: types.hpp:820
std::vector< std::string > securities
Securities.
Definition: types.hpp:824
std::string name
Group name.
Definition: types.hpp:822
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:1242
std::vector< MarketTemperature > records
Records.
Definition: types.hpp:1246
Granularity granularity
Granularity.
Definition: types.hpp:1244
Intraday line.
Definition: types.hpp:681
Decimal avg_price
Definition: types.hpp:686
Decimal turnover
Definition: types.hpp:685
int64_t volume
Definition: types.hpp:684
Decimal price
Definition: types.hpp:682
int64_t timestamp
Definition: types.hpp:683
Issuer info.
Definition: types.hpp:711
std::string name_en
Issuer name (en)
Definition: types.hpp:717
int32_t issuer_id
Issuer ID.
Definition: types.hpp:713
std::string name_hk
Issuer name (zh-HK)
Definition: types.hpp:719
std::string name_cn
Issuer name (zh-CN)
Definition: types.hpp:715
Market temperature.
Definition: types.hpp:1214
int32_t sentiment
Market sentiment.
Definition: types.hpp:1222
int32_t temperature
Temperature value.
Definition: types.hpp:1216
int32_t valuation
Market valuation.
Definition: types.hpp:1220
std::string description
Temperature description.
Definition: types.hpp:1218
int64_t timestamp
Time.
Definition: types.hpp:1224
Market trading days.
Definition: types.hpp:743
std::vector< Date > trading_days
Trading days.
Definition: types.hpp:745
std::vector< Date > half_trading_days
Half trading days.
Definition: types.hpp:747
Market trading session.
Definition: types.hpp:734
std::vector< TradingSessionInfo > trade_session
Trading session.
Definition: types.hpp:738
Market market
Market.
Definition: types.hpp:736
Quote of option.
Definition: types.hpp:477
Decimal strike_price
Strike price.
Definition: types.hpp:504
OptionType contract_type
Option type.
Definition: types.hpp:508
Date expiry_date
Exprity date.
Definition: types.hpp:502
Decimal high
High.
Definition: types.hpp:486
Decimal open
Open.
Definition: types.hpp:484
Decimal prev_close
Yesterday's close.
Definition: types.hpp:482
Decimal contract_size
Contract size.
Definition: types.hpp:510
Decimal turnover
Turnover.
Definition: types.hpp:494
Decimal low
Low.
Definition: types.hpp:488
Decimal implied_volatility
Implied volatility.
Definition: types.hpp:498
int64_t volume
Volume.
Definition: types.hpp:492
Decimal contract_multiplier
Contract multiplier.
Definition: types.hpp:506
TradeStatus trade_status
Security trading status.
Definition: types.hpp:496
std::string symbol
Security code.
Definition: types.hpp:478
int64_t open_interest
Number of open positions.
Definition: types.hpp:500
Decimal historical_volatility
Underlying security historical volatility of the option.
Definition: types.hpp:514
OptionDirection direction
Option direction.
Definition: types.hpp:512
int64_t timestamp
Time of latest price.
Definition: types.hpp:490
Decimal last_done
Latest price.
Definition: types.hpp:480
std::string underlying_symbol
Underlying security symbol of the option.
Definition: types.hpp:516
Definition: types.hpp:668
std::string name_en
Participant name (en)
Definition: types.hpp:674
std::string name_hk
Participant name (zh-HK)
Definition: types.hpp:676
std::vector< int32_t > broker_ids
Broker IDs.
Definition: types.hpp:670
std::string name_cn
Participant name (zh-CN)
Definition: types.hpp:672
Quote of US pre/post market.
Definition: types.hpp:405
Decimal high
High.
Definition: types.hpp:415
int64_t timestamp
Time of latest price.
Definition: types.hpp:409
Decimal prev_close
Close of the last trade session.
Definition: types.hpp:419
int64_t volume
Volume.
Definition: types.hpp:411
Decimal last_done
Latest price.
Definition: types.hpp:407
Decimal low
Low.
Definition: types.hpp:417
Decimal turnover
Turnover.
Definition: types.hpp:413
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:573
std::string symbol
Security code.
Definition: types.hpp:575
bool is_confirmed
Is confirmed.
Definition: types.hpp:581
Candlestick candlestick
Candlestick.
Definition: types.hpp:579
Period period
Period type.
Definition: types.hpp:577
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:543
std::vector< Trade > trades
Trades data.
Definition: types.hpp:547
std::string symbol
Security code.
Definition: types.hpp:545
Quote package detail.
Definition: types.hpp:1190
std::string description
Description.
Definition: types.hpp:1196
std::string key
Key.
Definition: types.hpp:1192
int64_t end_at
End at.
Definition: types.hpp:1200
int64_t start_at
Start at.
Definition: types.hpp:1198
std::string name
Name.
Definition: types.hpp:1194
Real-time quote.
Definition: types.hpp:842
Decimal low
Low.
Definition: types.hpp:852
int64_t timestamp
Time of latest price.
Definition: types.hpp:854
Decimal high
High.
Definition: types.hpp:850
Decimal turnover
Turnover.
Definition: types.hpp:858
Decimal last_done
Latest price.
Definition: types.hpp:846
TradeStatus trade_status
Security trading status.
Definition: types.hpp:860
Decimal open
Open.
Definition: types.hpp:848
int64_t volume
Volume.
Definition: types.hpp:856
std::string symbol
Security code.
Definition: types.hpp:844
Security brokers.
Definition: types.hpp:660
std::vector< Brokers > ask_brokers
Ask brokers.
Definition: types.hpp:662
std::vector< Brokers > bid_brokers
Bid brokers.
Definition: types.hpp:664
Security calc index response.
Definition: types.hpp:950
std::optional< Decimal > outstanding_ratio
Outstanding ratio.
Definition: types.hpp:1000
std::optional< Decimal > change_rate
Change ratio.
Definition: types.hpp:958
std::optional< Decimal > total_market_value
Total market value.
Definition: types.hpp:968
std::optional< Decimal > to_call_price
Price interval from the call price.
Definition: types.hpp:1012
std::optional< Decimal > balance_point
Breakeven point.
Definition: types.hpp:1020
std::optional< Decimal > pe_ttm_ratio
PE (TTM)
Definition: types.hpp:976
std::string symbol
Security code.
Definition: types.hpp:952
std::optional< Decimal > amplitude
Amplitude.
Definition: types.hpp:972
std::optional< Decimal > theta
Theta.
Definition: types.hpp:1028
std::optional< Decimal > delta
Delta.
Definition: types.hpp:1024
std::optional< Decimal > vega
Vega.
Definition: types.hpp:1030
std::optional< Decimal > call_price
Call price.
Definition: types.hpp:1010
std::optional< Decimal > pb_ratio
PB.
Definition: types.hpp:978
std::optional< Decimal > capital_flow
Capital flow.
Definition: types.hpp:970
std::optional< Decimal > leverage_ratio
Leverage ratio.
Definition: types.hpp:1016
std::optional< Decimal > lower_strike_price
Lower bound price.
Definition: types.hpp:996
std::optional< Decimal > rho
Rho.
Definition: types.hpp:1032
std::optional< Decimal > itm_otm
In/out of the bound.
Definition: types.hpp:1004
std::optional< Decimal > implied_volatility
Implied volatility.
Definition: types.hpp:1006
std::optional< Decimal > five_minutes_change_rate
Five minutes change ratio.
Definition: types.hpp:988
std::optional< int64_t > outstanding_qty
Outstanding quantity.
Definition: types.hpp:998
std::optional< Decimal > five_day_change_rate
Five days change ratio.
Definition: types.hpp:982
std::optional< Decimal > dividend_ratio_ttm
Dividend ratio (TTM)
Definition: types.hpp:980
std::optional< Decimal > turnover_rate
Turnover rate.
Definition: types.hpp:966
std::optional< Decimal > turnover
Turnover.
Definition: types.hpp:962
std::optional< Decimal > conversion_ratio
Conversion ratio.
Definition: types.hpp:1018
std::optional< Decimal > half_year_change_rate
Half year change ratio.
Definition: types.hpp:986
std::optional< Decimal > ytd_change_rate
Year-to-date change ratio.
Definition: types.hpp:964
std::optional< Date > expiry_date
Expiry date.
Definition: types.hpp:990
std::optional< Decimal > volume_ratio
Volume ratio.
Definition: types.hpp:974
std::optional< Decimal > gamma
Gamma.
Definition: types.hpp:1026
std::optional< Decimal > warrant_delta
Warrant delta.
Definition: types.hpp:1008
std::optional< int64_t > open_interest
Open interest.
Definition: types.hpp:1022
std::optional< Decimal > upper_strike_price
Upper bound price.
Definition: types.hpp:994
std::optional< int64_t > volume
Volume.
Definition: types.hpp:960
std::optional< Decimal > change_value
Change value.
Definition: types.hpp:956
std::optional< Decimal > strike_price
Strike price.
Definition: types.hpp:992
std::optional< Decimal > ten_day_change_rate
Ten days change ratio.
Definition: types.hpp:984
std::optional< Decimal > effective_leverage
Effective leverage.
Definition: types.hpp:1014
std::optional< Decimal > premium
Premium.
Definition: types.hpp:1002
std::optional< Decimal > last_done
Latest price.
Definition: types.hpp:954
Security depth.
Definition: types.hpp:651
std::vector< Depth > asks
Ask depth.
Definition: types.hpp:653
std::vector< Depth > bids
Bid depth.
Definition: types.hpp:655
Security.
Definition: types.hpp:328
std::string symbol
Security code.
Definition: types.hpp:330
std::string name_hk
Security name (zh-HK)
Definition: types.hpp:336
std::string name_cn
Security name (zh-CN)
Definition: types.hpp:332
std::string name_en
Security name (en)
Definition: types.hpp:334
Quote of securitity.
Definition: types.hpp:424
int64_t timestamp
Time of latest price.
Definition: types.hpp:438
Decimal turnover
Turnover.
Definition: types.hpp:442
Decimal last_done
Latest price.
Definition: types.hpp:428
std::optional< PrePostQuote > overnight_quote
Quote of US overnight market.
Definition: types.hpp:450
Decimal high
High.
Definition: types.hpp:434
Decimal prev_close
Yesterday's close.
Definition: types.hpp:430
TradeStatus trade_status
Security trading status.
Definition: types.hpp:444
int64_t volume
Volume.
Definition: types.hpp:440
std::optional< PrePostQuote > pre_market_quote
Quote of US pre market.
Definition: types.hpp:446
Decimal low
Low.
Definition: types.hpp:436
Decimal open
Open.
Definition: types.hpp:432
std::optional< PrePostQuote > post_market_quote
Quote of US post market.
Definition: types.hpp:448
std::string symbol
Security code.
Definition: types.hpp:426
The basic information of securities.
Definition: types.hpp:341
Decimal dividend_yield
Dividend yield.
Definition: types.hpp:369
int64_t hk_shares
HK shares (only HK stocks)
Definition: types.hpp:361
Decimal eps
Earnings per share.
Definition: types.hpp:363
std::string exchange
Exchange which the security belongs to.
Definition: types.hpp:351
int32_t lot_size
Lot size.
Definition: types.hpp:355
std::string name_hk
Security name (zh-HK)
Definition: types.hpp:349
std::string name_cn
Security name (zh-CN)
Definition: types.hpp:345
DerivativeType stock_derivatives
Types of supported derivatives.
Definition: types.hpp:371
std::string currency
Trading currency.
Definition: types.hpp:353
Decimal eps_ttm
Earnings per share (TTM)
Definition: types.hpp:365
std::string symbol
Security code.
Definition: types.hpp:343
std::string name_en
Security name (en)
Definition: types.hpp:347
int64_t circulating_shares
Circulating shares.
Definition: types.hpp:359
SecurityBoard board
Board.
Definition: types.hpp:373
int64_t total_shares
Total shares.
Definition: types.hpp:357
Decimal bps
Net assets per share.
Definition: types.hpp:367
Strike price info.
Definition: types.hpp:698
std::string call_symbol
Security code of call option.
Definition: types.hpp:702
bool standard
Is standard.
Definition: types.hpp:706
std::string put_symbol
Security code of put option.
Definition: types.hpp:704
Decimal price
Strike price.
Definition: types.hpp:700
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:532
TradeSession trade_session
Definition: types.hpp:538
TradeDirection direction
Definition: types.hpp:537
int64_t volume
Definition: types.hpp:534
std::string trade_type
Definition: types.hpp:536
int64_t timestamp
Definition: types.hpp:535
Decimal price
Definition: types.hpp:533
Definition: types.hpp:723
Time begin_time
Being trading time.
Definition: types.hpp:725
Time end_time
End trading time.
Definition: types.hpp:727
TradeSession trade_session
Trading session.
Definition: types.hpp:729
An request for update watchlist group.
Definition: types.hpp:829
SecuritiesUpdateMode mode
Securities Update Mode.
Definition: types.hpp:837
std::optional< std::string > name
Group name.
Definition: types.hpp:833
std::optional< std::vector< std::string > > securities
Securities.
Definition: types.hpp:835
int64_t id
Group id.
Definition: types.hpp:831
Warrant info.
Definition: types.hpp:1128
Decimal change_rate
Quote change rate.
Definition: types.hpp:1138
int64_t volume
Volume.
Definition: types.hpp:1142
std::optional< Decimal > delta
Delta.
Definition: types.hpp:1164
Date expiry_date
Expiry date.
Definition: types.hpp:1146
std::optional< Decimal > upper_strike_price
Upper strike price.
Definition: types.hpp:1150
Decimal premium
Premium.
Definition: types.hpp:1158
Decimal last_done
Latest price.
Definition: types.hpp:1136
std::string symbol
Security code.
Definition: types.hpp:1130
WarrantType warrant_type
Warrant type.
Definition: types.hpp:1132
std::optional< Decimal > to_call_price
Price interval from the call price.
Definition: types.hpp:1168
std::optional< Decimal > effective_leverage
Effective leverage.
Definition: types.hpp:1170
std::optional< Decimal > itm_otm
In/out of the bound.
Definition: types.hpp:1160
std::optional< Decimal > strike_price
Strike price.
Definition: types.hpp:1148
std::optional< Decimal > conversion_ratio
Conversion ratio.
Definition: types.hpp:1174
Decimal turnover
Turnover.
Definition: types.hpp:1144
int64_t outstanding_qty
Outstanding quantity.
Definition: types.hpp:1154
WarrantStatus status
Status.
Definition: types.hpp:1178
std::optional< Decimal > lower_strike_price
Lower strike price.
Definition: types.hpp:1152
std::string name
Security name.
Definition: types.hpp:1134
std::optional< Decimal > balance_point
Breakeven point.
Definition: types.hpp:1176
Decimal change_value
Quote change.
Definition: types.hpp:1140
std::optional< Decimal > implied_volatility
Implied volatility.
Definition: types.hpp:1162
std::optional< Decimal > call_price
Call price.
Definition: types.hpp:1166
Decimal outstanding_ratio
Outstanding ratio.
Definition: types.hpp:1156
Decimal leverage_ratio
Leverage ratio.
Definition: types.hpp:1172
Quote of warrant.
Definition: types.hpp:603
Decimal outstanding_ratio
Outstanding ratio.
Definition: types.hpp:630
Decimal low
Low.
Definition: types.hpp:614
Date last_trade_date
Last tradalbe date.
Definition: types.hpp:628
std::string symbol
Security code.
Definition: types.hpp:604
Decimal lower_strike_price
Lower bound price.
Definition: types.hpp:642
Decimal implied_volatility
Implied volatility.
Definition: types.hpp:624
Decimal open
Open.
Definition: types.hpp:610
int64_t outstanding_quantity
Outstanding quantity.
Definition: types.hpp:632
Decimal call_price
Call price.
Definition: types.hpp:644
int64_t timestamp
Time of latest price.
Definition: types.hpp:616
Date expiry_date
Exprity date.
Definition: types.hpp:626
Decimal strike_price
Strike price.
Definition: types.hpp:638
Decimal high
High.
Definition: types.hpp:612
Decimal turnover
Turnover.
Definition: types.hpp:620
std::string underlying_symbol
Underlying security symbol of the warrant.
Definition: types.hpp:646
int64_t volume
Volume.
Definition: types.hpp:618
WarrantType category
Warrant type.
Definition: types.hpp:636
Decimal last_done
Latest price.
Definition: types.hpp:606
Decimal prev_close
Yesterday's close.
Definition: types.hpp:608
Decimal conversion_ratio
Conversion ratio.
Definition: types.hpp:634
Decimal upper_strike_price
Upper bound price.
Definition: types.hpp:640
TradeStatus trade_status
Security trading status.
Definition: types.hpp:622
Watchlist group.
Definition: types.hpp:798
std::vector< WatchlistSecurity > securities
Securities.
Definition: types.hpp:804
int64_t id
Group id.
Definition: types.hpp:800
std::string name
Group name.
Definition: types.hpp:802
Watchlist security.
Definition: types.hpp:783
int64_t watched_at
Watched time.
Definition: types.hpp:793
std::string name
Security name.
Definition: types.hpp:789
std::string symbol
Security symbol.
Definition: types.hpp:785
std::optional< Decimal > watched_price
Watched price.
Definition: types.hpp:791
Market market
Market.
Definition: types.hpp:787
Account balance.
Definition: types.hpp:1668
Decimal buy_power
Buy power.
Definition: types.hpp:1690
std::vector< CashInfo > cash_infos
Cash details.
Definition: types.hpp:1682
Decimal init_margin
Initial margin.
Definition: types.hpp:1686
Decimal remaining_finance_amount
Remaining financing amount.
Definition: types.hpp:1674
Decimal total_cash
Total cash.
Definition: types.hpp:1670
std::vector< FrozenTransactionFee > frozen_transaction_fees
Frozen transaction fees.
Definition: types.hpp:1692
int32_t risk_level
Risk control level.
Definition: types.hpp:1676
Decimal max_finance_amount
Maximum financing amount.
Definition: types.hpp:1672
Decimal margin_call
Margin call.
Definition: types.hpp:1678
std::string currency
Currency.
Definition: types.hpp:1680
Decimal maintenance_margin
Maintenance margin.
Definition: types.hpp:1688
Decimal net_assets
Net assets.
Definition: types.hpp:1684
Cash flow.
Definition: types.hpp:1721
CashFlowDirection direction
Outflow direction.
Definition: types.hpp:1725
int64_t business_time
Business time.
Definition: types.hpp:1733
std::optional< std::string > symbol
Associated Stock code information.
Definition: types.hpp:1735
Decimal balance
Cash amount.
Definition: types.hpp:1729
std::string description
Cash flow description.
Definition: types.hpp:1737
std::string transaction_flow_name
Cash flow name.
Definition: types.hpp:1723
BalanceType business_type
Balance type.
Definition: types.hpp:1727
std::string currency
Cash currency.
Definition: types.hpp:1731
Cash info.
Definition: types.hpp:1646
std::string currency
Currency.
Definition: types.hpp:1656
Decimal available_cash
Available cash.
Definition: types.hpp:1650
Decimal settling_cash
Cash to be settled.
Definition: types.hpp:1654
Decimal frozen_cash
Frozen cash.
Definition: types.hpp:1652
Decimal withdraw_cash
Withdraw cash.
Definition: types.hpp:1648
Options for estimate maximum purchase quantity.
Definition: types.hpp:2016
bool fractional_shares
Get the maximum fractional share buying power.
Definition: types.hpp:2031
std::optional< std::string > currency
Settlement currency.
Definition: types.hpp:2026
std::optional< Decimal > price
Estimated order price.
Definition: types.hpp:2024
OrderSide side
Order side.
Definition: types.hpp:2022
std::optional< std::string > order_id
Definition: types.hpp:2029
std::string symbol
Security code.
Definition: types.hpp:2018
OrderType order_type
Order type.
Definition: types.hpp:2020
Response for estimate maximum purchase quantity.
Definition: types.hpp:2036
Decimal cash_max_qty
Cash available quantity.
Definition: types.hpp:2038
Decimal margin_max_qty
Margin available quantity.
Definition: types.hpp:2040
Exexution.
Definition: types.hpp:1262
int64_t trade_done_at
Definition: types.hpp:1266
Decimal quantity
Definition: types.hpp:1267
Decimal price
Definition: types.hpp:1268
std::string symbol
Definition: types.hpp:1265
std::string order_id
Definition: types.hpp:1263
std::string trade_id
Definition: types.hpp:1264
Frozen transaction fee.
Definition: types.hpp:1661
std::string currency
Definition: types.hpp:1662
Decimal frozen_transaction_fee
Definition: types.hpp:1663
Fund position channel.
Definition: types.hpp:1792
std::string account_channel
Account type.
Definition: types.hpp:1794
std::vector< FundPosition > positions
Fund positions.
Definition: types.hpp:1796
Fund position.
Definition: types.hpp:1773
Decimal cost_net_asset_value
Net cost.
Definition: types.hpp:1785
Decimal current_net_asset_value
Current equity.
Definition: types.hpp:1777
Decimal holding_units
Holding units.
Definition: types.hpp:1787
int64_t net_asset_value_day
Current equity time.
Definition: types.hpp:1779
std::string symbol
Fund ISIN code.
Definition: types.hpp:1775
std::string symbol_name
Fund name.
Definition: types.hpp:1781
std::string currency
Currency.
Definition: types.hpp:1783
Fund positions response.
Definition: types.hpp:1801
std::vector< FundPositionChannel > channels
Channels.
Definition: types.hpp:1803
Options for submit order request.
Definition: types.hpp:1742
std::optional< uintptr_t > page
Page number.
Definition: types.hpp:1752
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1750
int64_t end_at
End time.
Definition: types.hpp:1746
int64_t start_at
Start time.
Definition: types.hpp:1744
std::optional< BalanceType > business_type
Business type.
Definition: types.hpp:1748
std::optional< uintptr_t > size
Page size.
Definition: types.hpp:1754
Options for get fund positions request.
Definition: types.hpp:1759
std::optional< std::vector< std::string > > symbols
Fund symbols.
Definition: types.hpp:1761
Options for get history executions request.
Definition: types.hpp:1273
std::optional< int64_t > end_at
End time.
Definition: types.hpp:1277
std::optional< int64_t > start_at
Start time.
Definition: types.hpp:1275
std::optional< std::string > symbol
Security code.
Definition: types.hpp:1279
Options for get history orders request.
Definition: types.hpp:1554
std::optional< int64_t > end_at
End time.
Definition: types.hpp:1566
std::optional< OrderSide > side
Order side.
Definition: types.hpp:1560
std::optional< Market > market
Market.
Definition: types.hpp:1562
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1556
std::optional< std::vector< OrderStatus > > status
Order status.
Definition: types.hpp:1558
std::optional< int64_t > start_at
Start time.
Definition: types.hpp:1564
Options for get stock positions request.
Definition: types.hpp:1766
std::optional< std::vector< std::string > > symbols
Stock symbols.
Definition: types.hpp:1768
Options for get today executions request.
Definition: types.hpp:1284
std::optional< std::string > symbol
Security code.
Definition: types.hpp:1286
std::optional< std::string > order_id
Order id.
Definition: types.hpp:1288
Options for get today orders request.
Definition: types.hpp:1571
std::optional< OrderSide > side
Order side.
Definition: types.hpp:1577
std::optional< Market > market
Market.
Definition: types.hpp:1579
std::optional< std::string > order_id
Order id.
Definition: types.hpp:1581
std::optional< std::vector< OrderStatus > > status
Order status.
Definition: types.hpp:1575
std::optional< std::string > symbol
Security symbol.
Definition: types.hpp:1573
Margin ratio.
Definition: types.hpp:1846
Decimal mm_factor
Maintain the initial margin ratio.
Definition: types.hpp:1850
Decimal im_factor
Initial margin ratio.
Definition: types.hpp:1848
Decimal fm_factor
Forced close-out margin ratio.
Definition: types.hpp:1852
Order charge detail.
Definition: types.hpp:1926
std::string currency
Settlement currency.
Definition: types.hpp:1930
Decimal total_amount
Total charges amount.
Definition: types.hpp:1928
std::vector< OrderChargeItem > items
Order charge items.
Definition: types.hpp:1932
Order charge fee.
Definition: types.hpp:1902
std::string name
Charge name.
Definition: types.hpp:1906
std::string code
Charge code.
Definition: types.hpp:1904
Decimal amount
Charge amount.
Definition: types.hpp:1908
std::string currency
Charge currency.
Definition: types.hpp:1910
Order charge item.
Definition: types.hpp:1915
std::string name
Charge category name.
Definition: types.hpp:1919
ChargeCategoryCode code
Charge category code.
Definition: types.hpp:1917
std::vector< OrderChargeFee > fees
Charge details.
Definition: types.hpp:1921
Order detail.
Definition: types.hpp:1937
OrderSide side
Order side.
Definition: types.hpp:1955
std::optional< Decimal > deductions_amount
Deduction amount.
Definition: types.hpp:1999
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1975
std::optional< Date > expire_date
Long term order expire date.
Definition: types.hpp:1971
CommissionFreeStatus free_status
Commission-free Status.
Definition: types.hpp:1991
std::optional< std::string > deductions_currency
Deduction currency.
Definition: types.hpp:2001
DeductionStatus deductions_status
Deduction status.
Definition: types.hpp:1997
std::optional< Decimal > platform_deducted_amount
Platform deduction amount.
Definition: types.hpp:2005
std::optional< Decimal > trigger_price
LIT / MIT Order Trigger Price
Definition: types.hpp:1963
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1983
DeductionStatus platform_deducted_status
Platform fee deduction status.
Definition: types.hpp:2003
std::optional< int64_t > updated_at
Last updated time.
Definition: types.hpp:1973
OrderStatus status
Order status.
Definition: types.hpp:1941
std::optional< std::string > platform_deducted_currency
Platform deduction currency.
Definition: types.hpp:2007
std::optional< Decimal > free_amount
Commission-free amount.
Definition: types.hpp:1993
OrderChargeDetail charge_detail
Order charges.
Definition: types.hpp:2011
Decimal quantity
Submitted quantity.
Definition: types.hpp:1945
std::optional< Decimal > last_done
Last done.
Definition: types.hpp:1961
std::vector< OrderHistoryDetail > history
Order history details.
Definition: types.hpp:2009
std::string msg
Rejected Message or remark.
Definition: types.hpp:1965
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1947
std::optional< Decimal > price
Submitted price.
Definition: types.hpp:1949
std::string order_id
Order ID.
Definition: types.hpp:1939
std::optional< Decimal > trailing_amount
TSMAMT / TSLPAMT order trailing amount
Definition: types.hpp:1977
OrderTag tag
Order tag.
Definition: types.hpp:1967
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1987
std::optional< Decimal > limit_offset
TSLPAMT / TSLPPCT order limit offset amount
Definition: types.hpp:1981
std::optional< Decimal > trailing_percent
TSMPCT / TSLPPCT order trailing percent
Definition: types.hpp:1979
std::string remark
Remark.
Definition: types.hpp:1989
std::string symbol
Security code.
Definition: types.hpp:1957
OrderType order_type
Order type.
Definition: types.hpp:1959
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1969
std::string currency
Currency.
Definition: types.hpp:1985
int64_t submitted_at
Submitted time.
Definition: types.hpp:1953
std::optional< std::string > free_currency
Commission-free currency.
Definition: types.hpp:1995
std::string stock_name
Stock name.
Definition: types.hpp:1943
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1951
Order history detail.
Definition: types.hpp:1885
Decimal quantity
Definition: types.hpp:1891
OrderStatus status
Order status.
Definition: types.hpp:1893
std::string msg
Execution or error message.
Definition: types.hpp:1895
Decimal price
Definition: types.hpp:1888
int64_t time
Occurrence time.
Definition: types.hpp:1897
Order.
Definition: types.hpp:1442
std::optional< Decimal > last_done
Last done.
Definition: types.hpp:1466
std::optional< Decimal > trailing_percent
TSMPCT / TSLPPCT order trailing percent
Definition: types.hpp:1484
std::optional< Date > expire_date
Long term order expire date.
Definition: types.hpp:1476
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1492
std::optional< Decimal > trigger_price
LIT / MIT Order Trigger Price
Definition: types.hpp:1468
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1474
OrderSide side
Order side.
Definition: types.hpp:1460
std::optional< int64_t > updated_at
Last updated time.
Definition: types.hpp:1478
std::string remark
Remark.
Definition: types.hpp:1494
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1480
OrderTag tag
Order tag.
Definition: types.hpp:1472
std::string currency
Currency.
Definition: types.hpp:1490
std::optional< Decimal > trailing_amount
TSMAMT / TSLPAMT order trailing amount
Definition: types.hpp:1482
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1488
std::string order_id
Order ID.
Definition: types.hpp:1444
OrderType order_type
Order type.
Definition: types.hpp:1464
std::string symbol
Security code.
Definition: types.hpp:1462
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1456
int64_t submitted_at
Submitted time.
Definition: types.hpp:1458
OrderStatus status
Order status.
Definition: types.hpp:1446
std::optional< Decimal > price
Submitted price.
Definition: types.hpp:1454
std::optional< Decimal > limit_offset
TSLPAMT / TSLPPCT order limit offset amount
Definition: types.hpp:1486
Decimal quantity
Submitted quantity.
Definition: types.hpp:1450
std::string stock_name
Stock name.
Definition: types.hpp:1448
std::string msg
Rejected Message or remark.
Definition: types.hpp:1470
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1452
Order changed message.
Definition: types.hpp:1499
std::string currency
Currency.
Definition: types.hpp:1519
std::optional< Decimal > executed_price
Executed price.
Definition: types.hpp:1515
std::string order_id
Order ID.
Definition: types.hpp:1517
Decimal executed_quantity
Executed quantity.
Definition: types.hpp:1513
int64_t submitted_at
Submitted time.
Definition: types.hpp:1523
std::optional< Decimal > trigger_price
Order trigger price.
Definition: types.hpp:1527
std::optional< Decimal > last_share
Last share.
Definition: types.hpp:1545
std::optional< Decimal > trailing_percent
Trailing percent.
Definition: types.hpp:1539
std::optional< Decimal > trailing_amount
Trailing amount.
Definition: types.hpp:1537
std::optional< Decimal > limit_offset
Limit offset amount.
Definition: types.hpp:1541
Decimal submitted_quantity
Submitted quantity.
Definition: types.hpp:1505
std::string account_no
Account no.
Definition: types.hpp:1543
OrderType order_type
Order type.
Definition: types.hpp:1509
OrderTag tag
Order tag.
Definition: types.hpp:1531
std::string stock_name
Stock name.
Definition: types.hpp:1503
std::string remark
Remark message.
Definition: types.hpp:1549
std::optional< int64_t > trigger_at
Conditional order trigger time.
Definition: types.hpp:1535
OrderStatus status
Order status.
Definition: types.hpp:1521
std::optional< TriggerStatus > trigger_status
Conditional order trigger status.
Definition: types.hpp:1533
OrderSide side
Order side.
Definition: types.hpp:1501
std::string msg
Rejected message or remark.
Definition: types.hpp:1529
std::string symbol
Order symbol.
Definition: types.hpp:1507
int64_t updated_at
Last updated time.
Definition: types.hpp:1525
Decimal submitted_price
Submitted price.
Definition: types.hpp:1511
std::optional< Decimal > last_price
Last price.
Definition: types.hpp:1547
Options for replace order request.
Definition: types.hpp:1586
std::string order_id
Order ID.
Definition: types.hpp:1588
std::optional< Decimal > trailing_percent
Trailing percent.
Definition: types.hpp:1600
Decimal quantity
Quantity.
Definition: types.hpp:1590
std::optional< std::string > remark
Remark.
Definition: types.hpp:1602
std::optional< Decimal > price
Price.
Definition: types.hpp:1592
std::optional< Decimal > trigger_price
Trigger price.
Definition: types.hpp:1594
std::optional< Decimal > trailing_amount
Trailing amount.
Definition: types.hpp:1598
std::optional< Decimal > limit_offset
Limit offset.
Definition: types.hpp:1596
Stock position channel.
Definition: types.hpp:1830
std::string account_channel
Account type.
Definition: types.hpp:1832
std::vector< StockPosition > positions
Stock positions.
Definition: types.hpp:1834
Stock position.
Definition: types.hpp:1808
Decimal cost_price
Definition: types.hpp:1821
Decimal quantity
The number of holdings.
Definition: types.hpp:1814
Market market
Market.
Definition: types.hpp:1823
std::optional< Decimal > init_quantity
Initial position before market opening.
Definition: types.hpp:1825
std::string symbol_name
Stock name.
Definition: types.hpp:1812
Decimal available_quantity
Available quantity.
Definition: types.hpp:1816
std::string currency
Currency.
Definition: types.hpp:1818
std::string symbol
Stock code.
Definition: types.hpp:1810
Stock positions response.
Definition: types.hpp:1839
std::vector< StockPositionChannel > channels
Channels.
Definition: types.hpp:1841
Options for submit order request.
Definition: types.hpp:1607
std::optional< Decimal > submitted_price
Submitted price.
Definition: types.hpp:1619
std::optional< Decimal > trigger_price
Trigger price (LIT / MIT Required)
Definition: types.hpp:1621
std::optional< std::string > remark
Remark (Maximum 64 characters)
Definition: types.hpp:1634
std::optional< Date > expire_date
Definition: types.hpp:1630
std::optional< Decimal > trailing_percent
Trailing percent (TSLPPCT / TSMAPCT Required)
Definition: types.hpp:1627
Decimal submitted_quantity
Submitted price.
Definition: types.hpp:1615
std::string symbol
Security symbol.
Definition: types.hpp:1609
OrderSide side
Order side.
Definition: types.hpp:1613
std::optional< Decimal > trailing_amount
Trailing amount (TSLPAMT / TSMAMT Required)
Definition: types.hpp:1625
std::optional< Decimal > limit_offset
Limit offset amount (TSLPAMT / TSLPPCT Required)
Definition: types.hpp:1623
std::optional< OutsideRTH > outside_rth
Enable or disable outside regular trading hours.
Definition: types.hpp:1632
OrderType order_type
Order type.
Definition: types.hpp:1611
TimeInForceType time_in_force
Time in force type.
Definition: types.hpp:1617
Response for submit order request.
Definition: types.hpp:1639
std::string order_id
Order id.
Definition: types.hpp:1641