> ## Documentation Index > Fetch the complete documentation index at: https://docs.tickdb.ai/llms.txt > Use this file to discover all available pages before exploring further. # Tick-by-Tick Trades (Trade) ## 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 ## Subscribe ```json theme={null} { "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 ```json theme={null} { "cmd": "unsubscribe", "data": { "channel": "trade", "symbols": ["700.HK"] } } ``` ## Server Response HK stocks, US stocks, and cryptocurrencies use the trade-array structure: ```json theme={null} { "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: ```json theme={null} { "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: ```json theme={null} { "cmd": "trade", "data": { "id": "7687812613106827271", "symbol": "HSI8888", "type": "futures", "price": "24907", "quantity": "1", "side": "buy", "timestamp": 1789958359020 } } ``` China futures may also include position metadata: ```json theme={null} { "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` | ## AsyncAPI ````yaml asyncapi.en.json trade id: trade title: Trade description: '' servers: - id: production protocol: wss host: api.tickdb.ai bindings: [] variables: [] address: /v1/realtime parameters: [] bindings: [] operations: - &ref_4 id: subscribeToTrade title: Subscribe to trade type: send messages: - &ref_6 id: tradeData contentType: application/json payload: - name: Tick-by-Tick Trade Data description: Real-time trade execution data pushed from server type: object properties: - name: cmd type: string description: Message type required: true - name: data type: object required: true properties: - name: symbol type: string description: Trading symbol required: true - name: type type: string description: Symbol type enumValues: - stock - crypto required: true - name: trades type: array description: >- Trade records for HK stocks, US stocks, and cryptocurrencies required: true properties: - name: id type: string description: Trade ID required: true - name: price type: string description: Trade execution price required: true - name: quantity type: string description: Trade quantity required: true - name: side type: string description: Trade side enumValues: - buy - sell - neutral required: true - name: timestamp type: integer description: Unix timestamp in milliseconds required: true - name: id type: string description: Trade ID; returned for Hong Kong futures required: false - name: symbol type: string description: Trading symbol required: true - name: type type: string description: Symbol type enumValues: - stock - futures required: true - name: price type: string description: Trade execution price required: true - name: quantity type: string description: Trade quantity required: true - name: side type: string description: Trade side enumValues: - buy - sell - neutral required: true - name: timestamp type: integer description: Unix timestamp in milliseconds required: true - name: open_interest_change type: &ref_0 - integer - 'null' description: >- Change in open interest; returned for China futures when available required: false - name: position_effect type: string description: Position effect; returned for China futures when available enumValues: - long_open - short_open - both_open - long_close - short_close - both_close - long_transfer - short_transfer required: false headers: [] jsonPayloadSchema: type: object additionalProperties: false properties: cmd: type: string const: trade description: Message type x-parser-schema-id: data: oneOf: - type: object additionalProperties: false properties: symbol: type: string example: 700.HK description: Trading symbol x-parser-schema-id: type: type: string enum: - stock - crypto description: Symbol type x-parser-schema-id: trades: type: array description: >- Trade records for HK stocks, US stocks, and cryptocurrencies items: type: object additionalProperties: false properties: id: type: string description: Trade ID x-parser-schema-id: price: type: string description: Trade execution price x-parser-schema-id: quantity: type: string description: Trade quantity x-parser-schema-id: side: type: string enum: - buy - sell - neutral description: Trade side x-parser-schema-id: timestamp: type: integer description: Unix timestamp in milliseconds x-parser-schema-id: required: - id - price - quantity - side - timestamp x-parser-schema-id: x-parser-schema-id: required: - symbol - type - trades x-parser-schema-id: - type: object additionalProperties: false properties: id: type: string description: Trade ID; returned for Hong Kong futures x-parser-schema-id: symbol: type: string example: 600519.SH description: Trading symbol x-parser-schema-id: type: type: string enum: - stock - futures description: Symbol type x-parser-schema-id: price: type: string example: '1252.48' description: Trade execution price x-parser-schema-id: quantity: type: string example: '7' description: Trade quantity x-parser-schema-id: side: type: string enum: - buy - sell - neutral example: sell description: Trade side x-parser-schema-id: timestamp: type: integer example: 1789958062000 description: Unix timestamp in milliseconds x-parser-schema-id: open_interest_change: type: *ref_0 description: >- Change in open interest; returned for China futures when available x-parser-schema-id: position_effect: type: string enum: - long_open - short_open - both_open - long_close - short_close - both_close - long_transfer - short_transfer description: >- Position effect; returned for China futures when available x-parser-schema-id: required: - symbol - type - price - quantity - side - timestamp x-parser-schema-id: x-parser-schema-id: required: - cmd - data x-parser-schema-id: title: Tick-by-Tick Trade Data description: Real-time trade execution data pushed from server example: No examples found bindings: [] extensions: - id: x-parser-unique-object-id value: tradeData bindings: [] extensions: &ref_2 - id: x-parser-unique-object-id value: trade - &ref_3 id: receiveTradeData title: Receive trade data type: receive messages: - &ref_5 id: subscribeRequest contentType: application/json payload: - name: Subscribe/Unsubscribe to Tick-by-Tick Trades description: Subscribe or unsubscribe to real-time trade execution updates type: object properties: - name: cmd type: string description: Command type (subscribe or unsubscribe) enumValues: - subscribe - unsubscribe required: true - name: data type: object required: true properties: - name: channel type: string description: Channel name enumValues: - ticker - depth - trade required: true - name: symbols type: array description: List of trading symbols to subscribe/unsubscribe examples: &ref_1 - AAPL.US - 700.HK - EURUSD - XAUUSD - BTCUSDT - IC2606 required: true properties: - name: item type: string required: false - name: type type: string description: >- Symbol type, optional. Not required when the symbol is unambiguous; if the server returns an AMBIGUOUS_SYMBOL error, pass the value as indicated enumValues: - stock - indices - crypto - forex - futures required: false headers: [] jsonPayloadSchema: type: object additionalProperties: false properties: cmd: type: string enum: - subscribe - unsubscribe description: Command type (subscribe or unsubscribe) x-parser-schema-id: data: type: object additionalProperties: false properties: channel: type: string enum: - ticker - depth - trade default: trade description: Channel name x-parser-schema-id: symbols: type: array items: type: string x-parser-schema-id: examples: *ref_1 description: List of trading symbols to subscribe/unsubscribe x-parser-schema-id: type: type: string enum: - stock - indices - crypto - forex - futures description: >- Symbol type, optional. Not required when the symbol is unambiguous; if the server returns an AMBIGUOUS_SYMBOL error, pass the value as indicated x-parser-schema-id: required: - channel - symbols x-parser-schema-id: required: - cmd - data x-parser-schema-id: title: Subscribe/Unsubscribe to Tick-by-Tick Trades description: Subscribe or unsubscribe to real-time trade execution updates example: No examples found bindings: [] extensions: - id: x-parser-unique-object-id value: subscribeRequest bindings: [] extensions: *ref_2 sendOperations: - *ref_3 receiveOperations: - *ref_4 sendMessages: - *ref_5 receiveMessages: - *ref_6 extensions: - id: x-parser-unique-object-id value: trade securitySchemes: - id: apiKey name: api_key type: httpApiKey in: query extensions: [] ```` This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.