Tick-by-Tick Trades (Trade) - TickDB Docs

Messages

WSS

/

v1

/

realtime

Plan Access

Plan	Available
Free	❌
Starter	✅
Professional	✅
Full-Market Plans (A-Shares, HK Stocks, US Stocks)	✅
Enterprise	✅

Supported Markets

Supported markets: US Stocks, HK Stocks, A-Shares, China Futures, Hong Kong Futures, Crypto

{
  "cmd": "subscribe",
  "data": {
    "channel": "trade",
    "symbols": ["700.HK", "BTCUSDT"]
  }
}

type applies to every symbol in that subscription. Omit it when subscribing to mixed product types. If a symbol is ambiguous, split the request by product type and pass the corresponding value.

Unsubscribe

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "trade",
    "symbols": ["700.HK"]
  }
}

Server Response

HK stocks, US stocks, and cryptocurrencies use the trade-array structure:

{
  "cmd": "trade",
  "data": {
    "symbol": "700.HK",
    "type": "stock",
    "trades": [
      {
        "id": "20950",
        "price": "553.000",
        "quantity": "100",
        "side": "buy",
        "timestamp": 1773371154000
      }
    ]
  }
}

A-shares, China futures, and Hong Kong futures push one trade per message, with fields directly under data. A-share example:

{
  "cmd": "trade",
  "data": {
    "symbol": "600519.SH",
    "type": "stock",
    "price": "1252.48",
    "quantity": "7",
    "side": "sell",
    "timestamp": 1789958062000
  }
}

Hong Kong futures also include a trade ID:

{
  "cmd": "trade",
  "data": {
    "id": "7687812613106827271",
    "symbol": "HSI8888",
    "type": "futures",
    "price": "24907",
    "quantity": "1",
    "side": "buy",
    "timestamp": 1789958359020
  }
}

China futures may also include position metadata:

{
  "cmd": "trade",
  "data": {
    "symbol": "BU2609",
    "type": "futures",
    "price": "4309",
    "quantity": "1",
    "side": "sell",
    "timestamp": 1784012398000,
    "open_interest_change": 0,
    "position_effect": "short_transfer"
  }
}

Fields

Field	Type	Description
data.symbol	string	Trading symbol
data.type	string	Product type
data.trades	array	Trade records; returned for HK stocks, US stocks, and cryptocurrencies
data.trades[].id	string	Trade ID
data.trades[].price	string	Trade price
data.trades[].quantity	string	Trade quantity
data.trades[].side	string	`buy`, `sell`, or `neutral`
data.trades[].timestamp	int	Trade timestamp in milliseconds
data.id	string	Trade ID; returned for Hong Kong futures
data.price	string	Single-trade price; returned for A-shares, China futures, and Hong Kong futures
data.quantity	string	Single-trade quantity; returned for A-shares, China futures, and Hong Kong futures
data.side	string	Single-trade side; returned for A-shares, China futures, and Hong Kong futures
data.timestamp	int	Single-trade timestamp in milliseconds; returned for A-shares, China futures, and Hong Kong futures
data.open_interest_change	int \| null	Change in open interest; returned for China futures when available
data.position_effect	string	Position effect; returned for China futures when available: `long_open`, `short_open`, `both_open`, `long_close`, `short_close`, `both_close`, `long_transfer`, or `short_transfer`

Messages

api_key

type:httpApiKey

Subscribe/Unsubscribe to Tick-by-Tick Trades

type:object

Subscribe or unsubscribe to real-time trade execution updates

Tick-by-Tick Trade Data

type:object

Real-time trade execution data pushed from server