Real-time quote snapshots
Query last price, previous close, OHLC, volume and change using the unified .HK symbol convention.
REST · tickerCovering all HKEX Main Board and GEM stocks. Real-time streaming for Hang Seng Index, blue chips & China concept stocks.
| Exchange / Category | Symbols | Data Capabilities | Frequency |
|---|---|---|---|
| HK Stocks (HKEX) | 3,299 |
Also supports instrument information, adjusted candles and adjustment factors; metrics, capital flow, company financials and events depend on instrument and permissions. | Updates during trading sessions |
Candlesticks are queried via REST; live subscriptions use supported channels. Endpoints, fields and historical coverage depend on the instrument, plan permissions and available data. Instrument counts do not imply full capability coverage for every instrument.
Monitor the Pre-opening Session and continuous trading through standard quote, order-book and trade fields.
Query last price, previous close, OHLC, volume and change using the unified .HK symbol convention.
REST · tickerREST and WebSocket depth return ten bid and ten ask levels with price and size.
REST + WS · depthQuery recent trades or stream executions with price, size, direction and event time.
REST + WS · trades / tradeFrom 09:00, auction activity is available through standard ticker and depth fields; after the 09:20 random match, trades, volume and book changes align. Dedicated IEP, IEV and imbalance fields are not currently provided.
Pre-opening Session · POS 09:00–09:30# pip install websocket-client
import websocket
import json
api_key = 'your_api_key_here'
ws_url = f'wss://api.tickdb.ai/v1/realtime?api_key={api_key}'
def on_open(ws):
ws.send(json.dumps({
'cmd': 'subscribe',
'data': {
'channel': 'ticker',
'symbols': ['700.HK', '9988.HK', '5.HK']
}
}))
def on_message(ws, message):
data = json.loads(message)
print('Received:', data)
ws = websocket.WebSocketApp(ws_url, on_open=on_open, on_message=on_message)
ws.run_forever() Full documentation available at API Documentation
Distinguish independent data APIs, brokerage ecosystems and exchange data licensing, then decide whether you need trading or cross-market research.
| Provider | Live data / Depth | Trading / Research | Access / Cost model | Best fit |
|---|---|---|---|---|
| TickDB Independent multi-market data API | WebSocket quotes, depth and trades; levels and fields vary by instrument and entitlement. | No order execution. Combine HK data with financials, valuation, industries, news, events and other markets. | API key, no trading account; REST / WebSocket / Skill / MCP / CLI. Free trial; plan-based access. | HK/US monitoring, market applications, research platforms and AI agents. |
| Futu OpenAPI Brokerage data and trading API | Subscriptions, trades and order books depend on quote rights. | HK trading requires a trading account and permissions. | Futubull + OpenD; no account opening needed for login. Quote cards and quotas depend on rights. | Data-and-trading applications for brokerage users. |
| HKEX Data Services Exchange data and licensing | Real-time HK exchange data products, subject to licensing. | Market and reference data; data services do not execute orders. | Evaluate licensing, connectivity and commercial fees. | Institutions, data vendors and licensing-led projects. |
Real-time data for Shanghai-HK and Shenzhen-HK Stock Connect securities. Calculate AH premium spreads and capture arbitrage opportunities.
Track price spreads between HK-listed China concept stocks and their US ADR counterparts in real time.
Real-time Hang Seng Index data powering options/futures pricing models and Greeks calculations.
All paid plans support monthly / quarterly / semi-annual / annual billing. Prices below are annual (20% off)
Billed annually $950
Billed annually $2870
Billed annually $4790
Billed annually $8630
Sign up for a free API Key. WebSocket real-time streaming. Get started in minutes.