TickDB's stock API covers 25,000+ symbols across US, Hong Kong and China A-share markets, with real-time and historical market data for quant research, backtesting and exchange market data systems.
Data updated:
The stock API covers US, Hong Kong and China A-share markets. The combined market categories contain over 25,000 symbols, including instruments such as ETFs and bonds; this is not a common-stock count or a free-access list.
600519.SH · 000001.SZ · 920186.BJ
Shanghai, Shenzhen and Beijing stocks, with up to five order-book levels per side. Use trading sessions and calendars to distinguish auctions from continuous trading.
Explore this market — China A-sharesAAPL.US · TSLA.US · MSFT.US
NYSE, Nasdaq and other US venues, with best bid and ask quotes. Pre-market, post-market and overnight coverage depends on the symbol and entitlement.
Explore this market — US stocks700.HK · 9988.HK · 3690.HK
Hong Kong stock data with up to ten order-book levels per side. Follow pre-opening and intraday activity through quotes, depth and individual trades.
Explore this market — Hong Kong stocksQuery a quote snapshot over REST or subscribe to WebSocket updates for prices, volume and price changes. Event timestamps identify the data time; they are not an end-to-end latency guarantee.
Retrieve minute, hourly, daily, weekly and monthly bars with unadjusted, forward-adjusted or backward-adjusted prices. Record the query time and adjustment mode for backtests, and distinguish completed bars from the forming bar. History depends on entitlements and availability.
Depth supports up to five levels per side for A-shares, ten for Hong Kong and one for US stocks. Actual depth varies with liquidity and session status. Depth and trades require paid entitlements and support spread monitoring, trade analysis and market displays.
Keep market suffixes such as .US, .HK, .SH, .SZ and .BJ when building a cross-market watchlist. Align trading days, time zones, currencies and price adjustments before comparing securities.
These examples demonstrate the documented API, not live results. Confirm symbols and entitlements first. Keep your API key in a server-side environment variable. Python examples require requests or websockets respectively.
curl --fail-with-body -H "X-API-Key: $TICKDB_API_KEY" \
"https://api.tickdb.ai/v1/market/ticker?symbols=AAPL.US,700.HK,600519.SH&type=stock"import os
import requests
response = requests.get(
"https://api.tickdb.ai/v1/market/kline",
headers={"X-API-Key": os.environ["TICKDB_API_KEY"]},
params={
"symbol": "600519.SH", "type": "stock",
"interval": "1d", "limit": 100, "adjust": "forward",
},
timeout=15,
)
response.raise_for_status()
result = response.json()
if result["code"] != 0:
raise RuntimeError(result.get("message", "API error"))
print(result["data"])import asyncio
import json
import os
from urllib.parse import urlencode
import websockets
async def main():
query = urlencode({"api_key": os.environ["TICKDB_API_KEY"]})
async with websockets.connect(
"wss://api.tickdb.ai/v1/realtime?" + query
) as ws:
await ws.send(json.dumps({
"cmd": "subscribe",
"data": {
"channel": "ticker", "type": "stock",
"symbols": ["AAPL.US", "700.HK", "600519.SH"],
},
}))
async for message in ws:
print(json.loads(message))
asyncio.run(main())Free is a 7-day trial for selected instruments, with quotes and permitted bar queries. It does not allow start_time/end_time historical ranges. Depth, trades and specified historical ranges require the appropriate entitlements; check the current plan for symbols and quotas.
Build a research universe from the symbol catalog, snapshots and historical bars. Calculate momentum and volatility, with screening coverage set by market entitlements.
Evaluate strategies with historical prices and adjustment data. Track gaps, trading days and query times; the current catalog is not a historical constituent universe.
Supply data for market displays, price references and cross-market monitoring. This is a data service, not order matching or execution. Confirm external display and redistribution rights under the applicable agreement.
The stock API covers US, Hong Kong and China A-share markets. The combined market categories contain over 25,000 symbols, including instruments such as ETFs and bonds; this is not a common-stock count or a free-access list.
Use Python requests with the X-API-Key header and call /v1/market/ticker for symbols such as AAPL.US, 700.HK and 600519.SH. Subscribe to WebSocket ticker for ongoing updates. Access to example symbols depends on account permissions.
Use REST for on-demand snapshots and historical bars, and WebSocket for ongoing quote, depth and trade updates. Channels, subscription limits and coverage depend on your plan; full-market streams require the corresponding market entitlement.
Bars support 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 1d, 1w and 1M: lowercase m means minutes, uppercase M means months. start_time/end_time use milliseconds; the default is 100 bars, capped at 1,000. The last bar may still be forming. Historical access depends on entitlements and availability.
A-shares, Hong Kong and US stocks support adjust=none (default), forward and backward. Record the query time and adjustment mode for archives or backtests; adjusted historical prices can change with corporate actions or data updates.
Free is a 7-day trial for selected instruments, with quotes and permitted bar queries. It does not allow start_time/end_time historical ranges. Depth, trades and specified historical ranges require the appropriate entitlements; check the current plan for symbols and quotas.
Supply data for market displays, price references and cross-market monitoring. This is a data service, not order matching or execution. Confirm external display and redistribution rights under the applicable agreement.
Sign up for a free API Key. WebSocket real-time streaming. Get started in minutes.