Data Format

WebSocket quote push uses JSON messages. The client should first distinguish message types by the top-level type field, then parse the specific quote data by symbol and data.

INFO

Under different markets, categories, and quote permissions, fields may be omitted, set to 0, be empty strings, or only return part of an array. The client should parse compatibly: ignore unknown fields, null-check optional fields, and do not assume all messages contain the same set of fields.

Common Message Structure

Most symbol-level quote pushes use the following structure:

json

{
  "type": "QUOTE",
  "symbol": "US.AAPL",
  "data": {}
}

Field	Type	Description
`type`	string	Push message type, e.g. `QUOTE`, `ORDER_BOOK`, `TICKER`, `KLINE`.
`symbol`	string	Symbol code in the format `{market}.{code}`, e.g. `HK.00700`, `US.AAPL`. Some market-level messages do not have this field.
`data`	object	Push data body. The structure differs by `type`.

Recommended dispatch flow for the client:

text

Receive WebSocket message
-> JSON decode
-> switch message.type
 -> QUOTE: parse basic quote
 -> ORDER_BOOK: parse order book
 -> TICKER: parse ticker
 -> KLINE: parse K-line
 -> BROKER_QUEUE: parse broker queue
 -> MARKET_STATE: parse market state
 -> default: log and ignore

Message Types

type	Description	Symbol-bound
`QUOTE`	Basic quote.	Yes
`ORDER_BOOK`	Order book.	Yes
`TICKER`	Ticker.	Yes
`KLINE`	Current K-line.	Yes
`BROKER_QUEUE`	Broker queue.	Yes
`MARKET_STATE`	Market state.	No

BROKER_QUEUE and MARKET_STATE are usually pushed by the server based on the subscribed symbols, market, and permissions; the client does not need to pass in the corresponding subscription field separately.

Time and Values

Type	Convention
Timestamp	When a field name ends with `_ms`, it usually represents a Unix millisecond timestamp.
Price	Uses decimal numeric values. For display, handle precision according to market conventions.
Volume	Uses numeric types. Units may differ across markets; display according to market rules.
Amount	Turnover and trade amount fields use numeric types.
Boolean	e.g. `suspension` indicates whether trading is suspended.
Enum	e.g. `direction`, `type`, `status` use string enums.

`QUOTE` Basic Quote

Basic quote pushes the real-time price and status information of a symbol.

Example

json

{
  "type": "QUOTE",
  "symbol": "US.AAPL",
  "data": {
    "data_time_ms": 1710000000000,
    "last_price": 180.12,
    "open_price": 178.5,
    "high_price": 181.2,
    "low_price": 177.9,
    "prev_close_price": 179.66,
    "volume": 12345678,
    "turnover": 2223456789.12,
    "suspension": false,
    "sec_status": "NORMAL"
  }
}

Field Description

Field	Type	Description
`data.data_time_ms`	integer	Quote data time, Unix millisecond timestamp.
`data.last_price`	number	Last price.
`data.open_price`	number	Open price.
`data.high_price`	number	High price.
`data.low_price`	number	Low price.
`data.prev_close_price`	number	Previous close price.
`data.volume`	number	Volume.
`data.turnover`	number	Turnover.
`data.suspension`	boolean	Whether trading is suspended.
`data.sec_status`	string	Security status.
`data.option_data`	object	Option-related fields. Only applies to option categories.
`data.pre_market`	object	Pre-market quote fields. Only returned in applicable markets and sessions.
`data.after_market`	object	After-market quote fields. Only returned in applicable markets and sessions.
`data.overnight`	object	Overnight session quote fields. Only returned in applicable markets and sessions.
`data.future_data`	object	Futures-related fields. Only applies to futures categories.

TIP

QUOTE fields are semantically aligned with the Quote basic quote of the REST Real-time Quote. To obtain the complete current state in one call, use the REST API for backfill.

`ORDER_BOOK` Order Book

Order book pushes the real-time order book list of a symbol. The number of levels returned is determined jointly by the market, category, and the user's quote permission level (LV1/LV2/LV3).

Example

json

{
  "type": "ORDER_BOOK",
  "symbol": "HK.00700",
  "data": {
    "data_time_ms": 1710000000000,
    "ask_list": [
      {
        "price": 320.2,
        "volume": 1000,
        "order_count": 3
      }
    ],
    "bid_list": [
      {
        "price": 320.0,
        "volume": 800,
        "order_count": 2
      }
    ]
  }
}

Field Description

Field	Type	Description
`data.data_time_ms`	integer	Order book data time, Unix millisecond timestamp.
`data.ask_list`	object[]	Ask list, sorted by level.
`data.bid_list`	object[]	Bid list, sorted by level.
`data.ask_list[].price`	number	Ask price.
`data.ask_list[].volume`	number	Ask volume.
`data.ask_list[].order_count`	number	Number of orders at this level.
`data.ask_list[].mpid`	string	Market maker or broker identifier. Only returned for some markets or depth quotes.
`data.bid_list[].price`	number	Bid price.
`data.bid_list[].volume`	number	Bid volume.
`data.bid_list[].order_count`	number	Number of orders at this level.
`data.bid_list[].mpid`	string	Market maker or broker identifier. Only returned for some markets or depth quotes.

INFO

Both regular and depth order books use the ORDER_BOOK message type. The client should determine the display based on the actual returned levels, fields, and user permissions.

`TICKER` Ticker

Ticker pushes the trade details of a symbol. The server may merge multiple trades into the ticker_list of the same message.

Example

json

{
  "type": "TICKER",
  "symbol": "US.AAPL",
  "data": {
    "ticker_list": [
      {
        "time_ms": 1710000000123,
        "sequence": 123456,
        "direction": "BUY",
        "price": 180.12,
        "volume": 100,
        "turnover": 18012,
        "type": "NORMAL"
      }
    ]
  }
}

Field Description

Field	Type	Description
`data.ticker_list`	object[]	Ticker list.
`data.ticker_list[].time_ms`	integer	Trade time, Unix millisecond timestamp.
`data.ticker_list[].sequence`	integer	Trade sequence. Can be used for deduplication or sorting.
`data.ticker_list[].direction`	string	Trade direction. Common values: `BUY`, `SELL`, `NEUTRAL`.
`data.ticker_list[].price`	number	Trade price.
`data.ticker_list[].volume`	number	Trade volume.
`data.ticker_list[].turnover`	number	Turnover.
`data.ticker_list[].type`	string	Trade type, e.g. `NORMAL`, `AUTO_MATCH`, `ODD_LOT`, `AUCTION`.

TIP

Do not assume a TICKER message contains only a single trade. Highly active symbols may push multiple trades in a batch; for rendering, the client is recommended to throttle and merge increments.

`KLINE` Current K-line

K-line pushes updates for the current period. The subscription dimension is determined by symbol + period + adjust.

Example

json

{
  "type": "KLINE",
  "symbol": "US.AAPL",
  "data": {
    "period": "1m",
    "adjust": "none",
    "kl_list": [
      {
        "time_ms": 1710000000000,
        "open_price": 180.0,
        "high_price": 180.5,
        "low_price": 179.8,
        "close_price": 180.12,
        "volume": 12345,
        "turnover": 2223456.78
      }
    ]
  }
}

Field Description

Field	Type	Description
`data.period`	string	K-line period, e.g. `1m`, `5m`, `1D`.
`data.adjust`	string	Adjustment method, e.g. `none`, `forward_exclude_dividend`.
`data.kl_list`	object[]	K-line list. Usually contains the currently updated K-line.
`data.kl_list[].time_ms`	integer	K-line time, Unix millisecond timestamp.
`data.kl_list[].open_price`	number	Open price.
`data.kl_list[].high_price`	number	High price.
`data.kl_list[].low_price`	number	Low price.
`data.kl_list[].close_price`	number	Close price or current last price.
`data.kl_list[].volume`	number	Volume.
`data.kl_list[].turnover`	number	Turnover.
`data.kl_list[].settle_price`	number	Settlement price. Only returned for some categories such as futures.

Common Periods

Period	Description
`1m`	1 minute
`3m`	3 minutes
`5m`	5 minutes
`10m`	10 minutes
`15m`	15 minutes
`30m`	30 minutes
`60m`	60 minutes
`120m`	120 minutes
`180m`	180 minutes
`240m`	240 minutes
`1D`	Daily K
`1W`	Weekly K
`1M`	Monthly K
`1Q`	Quarterly K
`1Y`	Yearly K

Some markets or categories may support extended periods such as pre/post-market, dark pool, or overnight sessions. Availability is subject to the actual subscription response and permissions.

`BROKER_QUEUE` Broker Queue

Broker queue is mainly used in some Hong Kong Stock order book scenarios and represents the broker queue corresponding to the order book.

Example

json

{
  "type": "BROKER_QUEUE",
  "symbol": "HK.00700",
  "data": {
    "data_time_ms": 1710000000000,
    "ask_brokers": [
      {
        "rank": 1,
        "broker_id": "8465",
        "broker_name": "Broker A"
      }
    ],
    "bid_brokers": [
      {
        "rank": 1,
        "broker_id": "8465",
        "broker_name": "Broker A"
      }
    ]
  }
}

Field Description

Field	Type	Description
`data.data_time_ms`	integer	Data time, Unix millisecond timestamp.
`data.ask_brokers`	object[]	Ask broker queue.
`data.bid_brokers`	object[]	Bid broker queue.
`data.ask_brokers[].rank`	integer	Rank.
`data.ask_brokers[].broker_id`	string	Broker ID.
`data.ask_brokers[].broker_name`	string	Broker name; may be omitted.
`data.bid_brokers[].rank`	integer	Rank.
`data.bid_brokers[].broker_id`	string	Broker ID.
`data.bid_brokers[].broker_name`	string	Broker name; may be omitted.

BROKER_QUEUE is not passed in as a regular subscription request field; it is usually returned at the server's discretion based on the subscribed order book capability, market, and permissions.

`MARKET_STATE` Market State

Market state is a market-level message and is not bound to a single symbol, so it usually has no symbol field.

Example

json

{
  "type": "MARKET_STATE",
  "data": {
    "market": "US",
    "status": "OPEN",
    "trade_date": "2024-03-08"
  }
}

Field Description

Field	Type	Description
`data.market`	string	Market identifier, e.g. `US`, `HK`.
`data.status`	string	Market trading status.
`data.trade_date`	string	Trade date.

Upon receiving MARKET_STATE, the client can use it to update market open/close status, trade date hints, or subscription data availability hints on the page.

Compatibility Recommendations

Dispatch by type: Different message structures vary significantly; do not parse all pushes with a single strongly-typed model.
Ignore unknown fields: The server may add fields; the client should remain forward-compatible.
Tolerate unknown type: Log and skip to avoid breaking connection handling when new message types are introduced.
Null-check optional fields: Option, futures, pre/post-market, overnight, and broker queue fields are only returned in applicable scenarios.
Treat arrays as possibly empty: ask_list, bid_list, ticker_list, kl_list, and other arrays may be empty.
Backfill after disconnect: Push is for real-time updates. After a disconnect, reconnect, or parse failure, use the REST real-time quote API to retrieve the latest state.

Data Format ​

Common Message Structure ​

Message Types ​

Time and Values ​

QUOTE Basic Quote ​

Example ​

Field Description ​

ORDER_BOOK Order Book ​

Example ​

Field Description ​

TICKER Ticker ​

Example ​

Field Description ​

KLINE Current K-line ​

Example ​

Field Description ​

Common Periods ​

BROKER_QUEUE Broker Queue ​

Example ​

Field Description ​

MARKET_STATE Market State ​

Example ​

Field Description ​

Compatibility Recommendations ​

Related Documentation ​

Data Format

Common Message Structure

Message Types

Time and Values

`QUOTE` Basic Quote

Example

Field Description

`ORDER_BOOK` Order Book

Example

Field Description

`TICKER` Ticker

Example

Field Description

`KLINE` Current K-line

Example

Field Description

Common Periods

`BROKER_QUEUE` Broker Queue

Example

Field Description

`MARKET_STATE` Market State

Example

Field Description

Compatibility Recommendations

Related Documentation