Definition
OrderType
- Description: HongKong stock support order type
| Enum | Description |
|---|---|
| LO | Limit Order |
| ELO | Enhanced Limit Order |
| MO | Market Order |
| AO | At-auction Order |
| ALO | At-auction Limit Order |
| ODD | Odd Lots Order |
| LIT | Limit If Touched |
| MIT | Market If Touched |
| TSLPAMT | Trailing Limit If Touched (Trailing Amount) |
| TSLPPCT | Trailing Limit If Touched (Trailing Percent) |
| SLO | Special Limit Order. Not Support Replace Order. |
- Description: US stock support order type
| Enum | Description |
|---|---|
| LO | Limit Order |
| MO | Market Order |
| LIT | Limit If Touched |
| MIT | Market If Touched |
| TSLPAMT | Trailing Limit If Touched (Trailing Amount) |
| TSLPPCT | Trailing Limit If Touched (Trailing Percent) |
OrderStatus
- Description: Order Status
| Enum | Description |
|---|---|
| NotReported | NotReported |
| ReplacedNotReported | NotReported (Replaced Order) |
| ProtectedNotReported | NotReported (Protected Order) |
| VarietiesNotReported | NotReported (Conditional Order) |
| FilledStatus | Filled |
| WaitToNew | Wait To New |
| NewStatus | New |
| WaitToReplace | Wait To Replace |
| PendingReplaceStatus | Pending Replace |
| ReplacedStatus | Replaced |
| PartialFilledStatus | Partial Filled |
| WaitToCancel | Wait To Cancel |
| PendingCancelStatus | Pending Cancel |
| RejectedStatus | Rejected |
| CanceledStatus | Canceled |
| ExpiredStatus | Expired |
| PartialWithdrawal | Partial Withdrawal |
Market
- Description: Market
| Enum | Description |
|---|---|
| HK | Hong Kong Market |
| US | United States of America Market |
WebSocket Notification
- Description: Push notification field description
| field | type | Description |
|---|---|---|
| side | string | order side Enum Value BuySell |
| stock_name | string | stock name |
| submitted_quantity | string | submitted quantity |
| symbol | string | order symbol |
| order_type | string | Order Type |
| submitted_price | string | submitted price |
| executed_quantity | string | executed quantity |
| executed_price | string | executed price |
| order_id | string | order id |
| currency | string | currency |
| status | string | order status |
| submitted_at | string | submitted time,formatted as a timestamp (second) |
| updated_at | string | last updated time ,formatted as a timestamp (second) |
| trigger_price | string | “LIT / MIT order trigger price” |
| msg | string | rejected message or remark |
| tag | string | order tag Enum Value Normal - Normal OrderGTC - Long term OrderGrey - Grey Order |
| trigger_status | string | conditional order trigger status Enum Value NOT_USEDDEACTIVEACTIVERELEASED |
| trigger_at | string | conditional order trigger time. formatted as a timestamp (second) |
| trailing_amount | string | “TSLPAMT order trailing amount” |
| trailing_percent | string | “TSLPPCT order trailing percent” |
| limit_offset | string | “TSLPAMT / TSLPPCT order limit offset amount” |
| account_no | string | account no |
| remark | string | remark message |
| last_share | string | last share |
| last_price | string | last price |
| multi_leg | object | Multi-leg strategy information. Only pushed for multi-leg option combination orders |
| ∟ strategy | string | Multi-leg strategy Enum Value 0 - CoveredCall (Covered stock)1 - CoveredPut (Covered stock)2 - VerticalCallSpread (Vertical spread)3 - VerticalPutSpread (Vertical spread)4 - Collar5 - Straddle6 - Strangle |
| ∟ strategy_name | string | strategy name |
| ∟ multileg_id | string | multi-leg combination ID |
| ∟ code | string | multi-leg combination code |
| ∟ legs | object[] | legs of the combination order |
| ∟∟ symbol | string | option symbol, use ticker.region format |
| ∟∟ side | string | order side Enum Value BuySell |
| ∟∟ position | string | position direction Enum Value LONGSHORT |
| ∟∟ ratio_quantity | string | leg ratio quantity |
| ∟∟ strike_price | string | strike price |
| ∟∟ expire_date | string | option expiry date, format: YYYYMMDD |
| ∟∟ contract_direction | string | contract type Enum Value C - CallP - Put |
example
{
"event": "order_changed_lb",
"data": {
"side": "Buy",
"stock_name": "Tencent Holdings Ltd.",
"submitted_quantity": "1000",
"symbol": "700.HK",
"order_type": "LO",
"submitted_price": "213.2",
"executed_quantity": "1000",
"executed_price": "213.2",
"order_id": "27",
"currency": "HKD",
"status": "NewStatus",
"submitted_at": "1562761893",
"updated_at": "1562761893",
"trigger_price": "213.0",
"msg": "Insufficient Qty - 1000",
"tag": "GTC",
"trigger_status": "ACTIVE",
"trigger_at": "1562761893",
"trailing_amount": "5",
"trailing_percent": "1",
"limit_offset": "0.01",
"account_no": "HK123445",
"last_share": "100",
"last_price": "234",
"remark": "abc",
"multi_leg": {
"strategy": "2",
"strategy_name": "Vertical spread",
"multileg_id": "Spread_QQQ20260731C764/767",
"code": "QQQ 260731 764/767 Vertical spread",
"legs": [
{
"symbol": "QQQ260731C764000.US",
"side": "Buy",
"position": "LONG",
"ratio_quantity": "1",
"strike_price": "764",
"expire_date": "20260731",
"contract_direction": "C"
},
{
"symbol": "QQQ260731C767000.US",
"side": "Sell",
"position": "SHORT",
"ratio_quantity": "1",
"strike_price": "767",
"expire_date": "20260731",
"contract_direction": "C"
}
]
}
}
}