Data Format

WebSocket trade event push uses JSON messages. Each push message corresponds to one trade event. Clients should first differentiate the event type using the event_type field, then parse the specific fields such as order_info and fill_infos.

INFO

Numeric fields in trade events (such as price and quantity) are transmitted as strings to avoid floating-point precision issues. Time fields use microsecond timestamps (Unix microseconds). Handle types according to field descriptions when parsing, and ignore unknown fields to maintain forward compatibility.

Message Structure

The top level of each push message is a TradeEvent object:

{
  "event_id": "a1b2c3d4-e5f6-7890-abcd-ef1234567890",
  "event_type": "EVENT_FILL",
  "event_time_us": 1751433600000000,
  "user_info": {
    "uid": 123456789,
    "acc_id": 987654321098765432
  },
  "order_info": {
    "order_id": "ORDER_001",
    "side": "BUY",
    "order_type": "LIMIT",
    "order_status": "FILLED_ALL",
    "code": "US.AAPL",
    "stock_name": "Apple Inc.",
    "security_type": "STOCK",
    "qty": "100",
    "price": "180",
    "currency": "USD",
    "create_time": 1751433500000000,
    "updated_time": 1751433600000000,
    "dealt_qty": "100",
    "dealt_avg_price": "179.98",
    "time_in_force": "DAY",
    "session": "RTH",
    "position_open_type": "",
    "algo_info": null
  },
  "fill_infos": [
    {
      "side": "BUY",
      "deal_id": "DEAL_001",
      "order_id": "ORDER_001",
      "code": "US.AAPL",
      "stock_name": "Apple Inc.",
      "qty": "100",
      "price": "179.98",
      "create_time": 1751433600000000,
      "updated_time": 1751433600000000,
      "status": "OK"
    }
  ]
}

TradeEvent Top-Level Fields

Field	Type	Description
event_id	string	Unique event ID (UUID). Can be used for client-side idempotent handling.
event_type	string	Event type. See the event type table below.
event_time_us	integer	Event occurrence time, Unix microsecond timestamp.
user_info	object	User information. See user_info Fields.
order_info	object	Order information. See order_info Fields.
fill_infos	object[]	Fill information list. See fill_infos Fields. Only populated for EVENT_FILL, EVENT_FILL_CORRECT, and EVENT_FILL_CANCEL events; this field is an empty array for all other events.

Event Types

Possible values of the event_type field:

Value	Description
EVENT_NEW	Order placed successfully. The order has been accepted by the exchange or system.
EVENT_REPLACED	Order modified successfully. The order price or quantity has been updated.
EVENT_CANCELED	Order cancelled successfully. The order has been cancelled.
EVENT_EXPIRED	Order expired. The order was cancelled by the system when its time-in-force expired.
EVENT_FILL	Fill event. fill_infos contains the fill details for this event; may be a partial fill or full fill.
EVENT_NEW_REJECTED	Order placement rejected. The order was rejected; the rejection reason is in last_err_msg.
EVENT_REPLACE_REJECTED	Order modification rejected. The modification request was rejected; the rejection reason is in last_err_msg.
EVENT_CANCEL_REJECTED	Order cancellation rejected. The cancellation request was rejected; the rejection reason is in last_err_msg.
EVENT_FILL_CORRECT	Fill correction. An existing fill has been corrected. fill_infos contains the corrected fill details; the status of the corrected fill is CHANGED.
EVENT_FILL_CANCEL	Fill cancellation. An existing fill has been cancelled by the system; the status of the fill in fill_infos is CANCELLED.
EVENT_WAIT_OPEN	Order parked event.
EVENT_PRICE_PROTECT	Order price protection event.
EVENT_TRIGGER_WAITING	Conditional order monitoring event.
EVENT_TRIGGER	Conditional order triggered event.

user_info Fields

Field	Type	Description
uid	integer	User ID (nnid).
acc_id	integer	Long business account ID. This is the same business account as the REST path acc_id. The JSON value is a number; do not parse it with JavaScript Number when it exceeds the safe integer range.

order_info Fields

Field	Type	Description
order_id	string	Order ID.
side	string	Trade direction. See trd_side.
order_type	string	Order type. See order_type.
order_status	string	Order status. See order_status.
code	string	Security code. Format: market.symbol, e.g. US.AAPL, HK.00700.
stock_name	string	Security name.
security_type	string	Security type. See security_type.
qty	string	Order quantity.
price	string	Order price. May be empty for market orders.
currency	string	Trading currency. See currency.
create_time	integer	Order creation time, Unix microsecond timestamp.
updated_time	integer	Order last updated time, Unix microsecond timestamp.
dealt_qty	string	Filled quantity.
dealt_avg_price	string	Average fill price. Empty if no fills.
last_err_msg	string	Most recent failure description. Only populated for EVENT_NEW_REJECTED, EVENT_REPLACE_REJECTED, EVENT_CANCEL_REJECTED, and similar failure events.
remark	string	Remark provided at order placement.
time_in_force	string	Time-in-force type. See time_in_force.
session	string	Trading session. See trading_session.
aux_price	string	Conditional order trigger price. Only applicable to conditional order types such as STOP, STOP_LIMIT, MARKET_IF_TOUCHED, LIMIT_IF_TOUCHED.
trail_type	string	Trailing stop type. See trail_type. Only applicable to TRAILING_STOP and TRAILING_STOP_LIMIT types.
trail_value	string	Trailing amount or percentage. Only applicable to trailing stop types.
trail_spread	string	Specified spread. Only applicable to TRAILING_STOP_LIMIT type.
multi_leg_info	object	Multi-leg order information. See multi_leg_info Fields. Only applicable to multi-leg option orders where security_type is MULTILEG_OPTION.
exchange	string	Exchange the security is listed on (e.g. SEHK, COMEX). Sent alongside code.
expire_time	integer	Order expiry time, Unix microsecond timestamp.
sub_acc_id	string	JP sub-account ID. Only applicable to JP accounts.
margin_trading_type	string	JP margin trading type (GENERAL / STANDARDIZED). Only applicable to JP margin accounts.
margin_period_type	string	JP margin period (INDEFINITE). Only applicable to JP margin accounts.
position_open_type	string	Position open type (for trailing stop orders): DISABLE_POSITION_OPEN / ENABLE_POSITION_OPEN.
algo_info	object	Algo order parameters. null for non-algo orders. See algo_info Fields.

fill_infos Fields

Field	Type	Description
side	string	Trade direction. See trd_side.
deal_id	string	Fill ID. Base58-encoded, up to 32 characters. Case-sensitive.
order_id	string	Order ID, corresponding to order_info.order_id.
code	string	Security code. Format: market.symbol, e.g. US.AAPL, HK.00700.
stock_name	string	Security name.
qty	string	Fill quantity.
price	string	Fill price.
create_time	integer	Fill creation time, Unix microsecond timestamp.
updated_time	integer	Fill last updated time, Unix microsecond timestamp.
counter_broker_id	string	Counterparty broker ID.
counter_broker_name	string	Counterparty broker name.
status	string	Fill status. See deal_status.
sub_acc_id	string	JP sub-account ID. Only applicable to JP accounts.

multi_leg_info Fields

Additional information for multi-leg option orders. Only present when order_info.security_type is MULTILEG_OPTION.

Field	Type	Description
underlying_symbol	string	Underlying instrument code.
underlying_stock_name	string	Underlying instrument name.
leg_infos	object[]	List of individual leg order information. See leg_infos Fields.

leg_infos Fields

Information for a single leg in a multi-leg option order.

Field	Type	Description
code	string	Leg code. Format: market.symbol (same as leg_code on the order placement / order detail side).
ratio_qty	string	Ratio of this leg under greatest common divisor normalization.
side	string	Trade direction for this leg. See trd_side.
security_type	string	Security type for this leg. See security_type.
stock_name	string	Security name for this leg.
hp_multiplier	string	Contract multiplier for this leg.
avg_fill_price	string	Average fill price for this leg.

algo_info Fields

Algo order parameters. Only populated for algo orders; null for non-algo orders.

Field	Type	Description
start_time	integer	Start execution time, Unix microsecond timestamp.
end_time	integer	End execution time, Unix microsecond timestamp.
pricing_strategy	string	Sub-order pricing strategy: ADAPTIVE / GHOST / PASSIVE.
layering	string	Sub-order layering: AUTO / 1–10.
twap	object	TWAP parameters. See twap Fields.
vwap	object	VWAP parameters. See vwap Fields.
pov	object	POV parameters. See pov Fields.
slicer	object	Slicer parameters. See slicer Fields.
peg	object	PEG parameters. See peg Fields.
iceberg	object	Iceberg parameters. See iceberg Fields.

twap Fields

Field	Type	Description
participation_rate	string	Max participation rate, 1%–99%.

vwap Fields

Field	Type	Description
participation_rate	string	Max participation rate, 1%–99%.

pov Fields

Field	Type	Description
participation_rate	string	Max participation rate.

slicer Fields

Field	Type	Description
slice_interval	integer	Sub-order interval (seconds), ≥ 10.
display_qty	integer	Sub-order single placement quantity (lots).
display_qty_var	integer	Quantity randomization, 0–99.

peg Fields

Field	Type	Description
display_qty	integer	Sub-order single placement quantity (lots).
peg_offset	string	Pegged offset position.
display_qty_var	integer	Quantity randomization, 0–99.

iceberg Fields

Field	Type	Description
display_qty	integer	Sub-order single placement quantity (lots).
display_qty_var	integer	Quantity randomization, 0–99.

Compatibility Recommendations

• Dispatch by event_type: Whether fill_infos is populated varies significantly by event type — use switch/match handling.
• Ignore unknown fields: The server may add new fields; clients should maintain forward compatibility.
• Handle unknown event_type values gracefully: Log and skip unknown event types to avoid processing errors when new event types are introduced.
• Parse numeric fields as strings: Price, quantity, and similar fields are all strings — convert to Decimal or float as needed to handle precision correctly.
• Microsecond timestamps: event_time_us, create_time, and updated_time (orders and fills) are all Unix microsecond timestamps — distinguish these from millisecond timestamps.

Related Documentation

• Subscription
• Keep Alive
• Error Codes