Dictionary
Category
| Code | Description |
|---|---|
| US_STOCK | U.S. stocks |
| US_ETF | U.S. ETFs |
ExchangeCode
| Code | Description |
|---|---|
| NAS | NASDAQ Capital Market |
| NYSE | New York Stock Exchange |
| ASE | NYSE MKT |
| PSE | NYSE Archipelago Exchange |
| BAT | BATS Exchanges |
| NMS | NASDAQ Global Market |
| NSQ | NASDAQ Global Select Market |
InstrumentStatus
| Code | Description |
|---|---|
| ACTIVE | trading status |
| INACTIVE | non-transactional status |
| HALTED | suspended status |
Currency
| Code | Description |
|---|---|
| USD | US Dollar |
Timespan
| Code | Description |
|---|---|
| M1 | 1 minute k |
| M5 | 5 minutes k |
| M15 | 15 minutes k |
| M30 | 30 minutes k |
| M60 | 60 minutes k |
| M120 | 120 minutes k |
| M240 | 240 minutes k |
| D | Day k |
| W | Week k |
| M | Month k |
| Y | Year k |
SubType
| Code | Description |
|---|---|
| QUOTE | Order Book |
| SNAPSHOT | Market Snapshot |
| TICK | Tick-by-Tick |
OrderSide
| Code | Description |
|---|---|
| BUY | Buy |
| SELL | Sell |
OrderTIF
| Code | Description |
|---|---|
| DAY | Day Order |
OrderType
| Code | Description | Available Market |
|---|---|---|
| LIMIT | Limit Order | U.S. Stock |
| MARKET | Market Order | U.S. Stock |
| STOP_LOSS | Stop Order | U.S. Stock |
| STOP_LOSS_LIMIT | Stop Limit Order | U.S. Stock |
| TRAILING_STOP_LOSS | Trailing Stop Order | U.S. Stock |
OrderEntrustType
| Code | Description |
|---|---|
| QTY | quantity |
| AMOUNT | amount |
ForbidReason
| Code | Description |
|---|---|
| DELISTED | delisting |
| REVERSE_SPLIT | a reverse stock split |
| STOCK_SPLIT | a stock split |
| TO_OTC | Exchange changed to OTC |
| NAME_CHANGE | name change |
| IPO_DELAY | delayed listing |
| INSTRUMENT_TYPE_ERROR | wrong symbol type |
| OTHER | other |
TradePolicy
| Code | Description |
|---|---|
| ALL | Allow opening and closing of positions |
| CLOSE_ONLY | Only allow closing |
| DENIED | Prohibit trading |
OrderStatus
| Code | Description |
|---|---|
| SUBMITTED | Submitted |
| CANCELLED | Canceled |
| FAILED | Failed |
| FILLED | Filled |
| PARTIAL_FILLED | Partially sold |
OrderEvent
| Code | Description |
|---|---|
| CANCELLED | Canceled |
| REPLACED | Revised |
| REJECTED | Rejected |
| FILLED | Filled |
TrailingType
| Code | Description |
|---|---|
| PERCENTAGE | Percentage |
| AMOUNT | Amount |
AccountType
| Code | Description |
|---|---|
| MARGIN | Margin Account |
| CASH | Cash Account |
Direction
| Code | Description |
|---|---|
| B | Buy(stocks are traded at the first set bid price) |
| S | Sell(stocks are traded at the first set ask price) |
| G | Buy(stocks are traded at a higher price than the first set bid price) |
| L | Sell(stocks are traded at a lower price than the first set ask price) |
| N | Neutral |
TickerType
| Code | Description |
|---|---|
| STOCK | STOCK |
| ETF | ETF |
Markets
| Code | Description |
|---|---|
| US | US market |
| HK | HK market |
TradingDateType
| Code | Description |
|---|---|
| FULL_DAY | Full day |
| HALF_DAY | Half day |