How to Query Stock Tick Data via API Interface

1. Getting Stock K-Line Data

Example: Querying Apple stock 1-minute K-line data.

import time
import requests
import json

# Extra headers
test_headers = {
'Content-Type':'application/json'
}

'''
GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
Apply for free token: https://alltick.co/register
Official website: https://alltick.co
URL-encode the following JSON and copy it into the `query` field of the HTTP request string:
{"trace":"python_http_test1","data":{"code":"AAPL.US","kline_type":1,"kline_timestamp_end":0,"query_kline_num":2,"adjust_type":0}}
'''
test_url1 = 'https://quote.alltick.io/quote-stock-b-api/kline?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test1%22%2C%22data%22%3A%7B%22code%22%3A%22AAPL.US%22%2C%22kline_type%22%3A1%2C%22kline_timestamp_end%22%3A0%2C%22query_kline_num%22%3A2%2C%22adjust_type%22%3A0%7D%7D'

resp1 = requests.get(url=test_url1, headers=test_headers)

# Decoded text returned by the request
text1 = resp1.text
print(text1)

Note: To query other types of K-line data, set kline_type as follows:
1 – 1-minute, 2 – 5-minute, 3 – 15-minute, 4 – 30-minute, 5 – hourly, 6 – 2-hour, 7 – 4-hour, 8 – daily, 9 – weekly, 10 – monthly.

2. Getting Latest Trade (Tick) Data

import time
import requests
import json

# Extra headers
test_headers = {
'Content-Type':'application/json'
}

'''
GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
Apply for free token: https://alltick.co/register
Official website: https://alltick.co
URL-encode the following JSON and copy it into the `query` field:
{"trace":"python_http_test2","data":{"symbol_list":[{"code": "700.HK"},{"code": "UNH.US"},{"code": "600416.SH"}]}}
'''
test_url1 = 'https://quote.alltick.io/quote-stock-b-api/trade-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'

resp1 = requests.get(url=test_url1, headers=test_headers)

# Decoded text returned by the request
text1 = resp1.text
print(text1)

3. Subscribing to Real-time Stock Data via WebSocket

import json
import websocket # pip install websocket-client

'''
GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
Apply for free token: https://alltick.co/register
Official website: https://alltick.co
'''

class Feed(object):

def __init__(self):
self.url = 'wss://quote.alltick.io/quote-stock-b-ws-api?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806' # WebSocket URL
self.ws = None

def on_open(self, ws):
"""
Callback called when the WebSocket connection is opened.
Argument:
@ ws: the WebSocketApp object
"""
print('A new WebSocketApp is opened!')

# Subscribe (example)
sub_param = {
"cmd_id": 22002,
"seq_id": 123,
"trace":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
"data":{
"symbol_list":[
{
"code": "700.HK",
"depth_level": 5,
},
{
"code": "UNH.US",
"depth_level": 5,
},
{
"code": "600416.SH",
"depth_level": 5,
}
]
}
}

# For long-running sessions, besides sending subscription, you also need to send periodic heartbeats to avoid disconnection. See the API documentation for details.
sub_str = json.dumps(sub_param)
ws.send(sub_str)
print("depth quote are subscribed!")

def on_data(self, ws, string, type, continue_flag):
"""
4 arguments.
1st: this class object.
2nd: UTF-8 string received from the server.
3rd: data type (ABNF.OPCODE_TEXT or ABNF.OPCODE_BINARY).
4th: continue flag (0 means data continues).
"""

def on_message(self, ws, message):
"""
Callback called when a message is received.
2 arguments:
@ ws: the WebSocketApp object
@ message: UTF-8 data received from the server
"""
# Parse the received message
result = eval(message)
print(result)

def on_error(self, ws, error):
"""
Callback called when an error occurs.
2 arguments:
@ ws: the WebSocketApp object
@ error: exception object
"""
print(error)

def on_close(self, ws, close_status_code, close_msg):
"""
Callback called when the connection is closed.
3 arguments:
@ ws: the WebSocketApp object
@ close_status_code
@ close_msg
"""
print('The connection is closed!')

def start(self):
self.ws = websocket.WebSocketApp(
self.url,
on_open=self.on_open,
on_message=self.on_message,
on_data=self.on_data,
on_error=self.on_error,
on_close=self.on_close,
)
self.ws.run_forever()

if __name__ == "__main__":
feed = Feed()
feed.start()

4. Getting Latest Depth (Order Book) Data

import time
import requests
import json

# Extra headers
test_headers = {
'Content-Type':'application/json'
}

'''
GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
Apply for free token: https://alltick.co/register
Official website: https://alltick.co
URL-encode the following JSON and copy it into the `query` field:
{"trace":"python_http_test2","data":{"symbol_list":[{"code": "700.HK"},{"code": "UNH.US"},{"code": "600416.SH"}]}}
'''
test_url1 = 'https://quote.alltick.io/quote-stock-b-api/depth-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'

resp1 = requests.get(url=test_url1, headers=test_headers)

# Decoded text returned by the request
text1 = resp1.text
print(text1)

AllTick Financial Market Data API Free Trial

AllTick provides stable and reliable financial market data, covering a wide range of products including Hong Kong stocks CFD, US stocks CFD, forex, commodities, cryptocurrencies, etc. A free trial is currently available. You can register an account and test using the sample codes above. If you have any questions, please contact our customer service.