erbrokers.openapi-java-sdk.2.2.2.source-code.QuoteData.proto Maven / Gradle / Ivy

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syntax = "proto3";
import public "SocketCommon.proto";
package com.tigerbrokers.stock.openapi.client.socket.data.pb;

option java_package = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
option java_multiple_files = true;

message QuoteData {

  string symbol = 1;
  SocketCommon.QuoteType type = 2; // ALL/BASIC/BBO
  uint64 timestamp = 3;
  optional uint64 serverTimestamp = 4;
  optional double avgPrice = 5; // Options data not support
  optional double latestPrice = 6; // required when type is 'BASIC'
  optional uint64 latestPriceTimestamp = 7; // required when type is 'BASIC', Pre/Post-Mkt data not support
  optional string latestTime = 8; // required when type is 'BASIC'
  optional double preClose = 9; // required when type is 'BASIC'
  optional sint64 volume = 10; // required when type is 'BASIC'
  optional double amount = 11; // required when type is 'BASIC', Futures and Options data not support

  optional double open = 12; // required when symbol in HK market
  optional double high = 13; // required when symbol in HK market
  optional double low = 14; // required when symbol in HK market

  optional string hourTradingTag = 15; // Pre/Post-Mkt
  optional string marketStatus = 16;

  optional double askPrice = 17; // required when type is 'BBO'
  optional sint64 askSize = 18; // required when type is 'BBO'
  optional uint64 askTimestamp = 19; // Pre/Post-Mkt data not support
  optional double bidPrice = 20; // required when type is 'BBO'
  optional sint64 bidSize = 21; // required when type is 'BBO'
  optional uint64 bidTimestamp = 22; // Pre/Post-Mkt data not support

  optional string identifier = 23; // only Options support
  optional sint64 openInt = 24; // open interest, only Options support

  optional uint64 tradeTime = 25; // latest trad time, only Futures support
  optional double preSettlement = 26; // previous settlement price, only Futures support
  optional float minTick = 27; // min tick, only Futures support

  // minute data: price, average price, time, volume
  optional Minute mi = 28;

  message Minute {
    double p = 1; // last price of the minute bar
    double a = 2; // average price of the minute bar
    uint64 t = 3; // timestamp of the minute bar
    sint64 v = 4; // trading volume of the minute bar
    optional double o = 5; // open price of the minute bar
    optional double h = 6; // highest price of the minute bar
    optional double l = 7; // lowest price of the minute bar
  }
}