AllTick API Onboarding Tutorial

Getting Started

1.1 What is this?

AllTick is a real-time financial market data service. You only need to call API to get the following data:

data type	Popular understanding	Supported instruments
Latest trade price (Tick)	The price of the latest trade	All instruments
Order Book Depth (Order Book)	Buy 1~Buy N, Sell 1~Sell N queued orders	Some instruments (some CFD indices and market indices are not supported)
K-line (K-Line)	OHLCV of 1 minute/day/week/month etc. period	All instruments
Batch K-line (Batch-klien)	Query the latest two K-lines for multiple instruments in one request	All instruments
Basic stock information	Earnings per share, dividends, market capitalization, etc.	Stocks only
Trading suspension and resumption information	Which stocks have been suspended from trading and when will they resume trading?	SSE/NYSE/NASDAQ

1.2 Three-step integration process

Step 1: Register and get Token (5 minutes)

Step 2: Understand Instrument Code (2 minutes)

Step 3: Run the first Hello World request (3 minutes)

Step 1: Get Token

Open https://alltick.co/register
Fill in your email + password → click "Register" (pay attention to capitalization, special characters, and numbers)
Automatically jump to Dashboard after successful registration → Find your Token in “API Keys”
Start testing with the free tier, no fees required

Step 2: Understand instrument codes

Each instrument has a unique code, the rules are as follows:

market	Code format	Example	Additional information
A shares (Shenzhen Stock Exchange)	000000.SZ	000627.SZ (Tianmao Group)	.SZ = Shenzhen
A shares (Shanghai Stock Exchange)	000000.SH	600416.SH (Xiangdian Electric Co., Ltd.)	.SH = Shanghai
Hong Kong stocks	0000.HK	700.HK (Tencent Holdings)	.HK = Hong Kong
US stocks	AAAA.US	AAPL.US (Apple)	.US = United States
Forex	XXXYYY	EURUSD, USDJPY	6-digit letters, base currency + quote currency
cryptocurrency	XXXUSDT	BTCUSDT, ETHUSDT	Currency+USDT
Commodities/Precious Metals	English name	GOLD, SILVER, USOIL	—
CFD index	English code	See list for details	Not a broad market index, prices may vary slightly
Broad market index	English code	See list for details	—

Step 3: Run the first request!

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import java.io.*;
import java.net.*;

public class HelloAllTick {
    public static void main(String[] args) throws Exception {
        String token = "YOUR_TOKEN_HERE";
        String queryJson = "{\"trace\":\"hello123\",\"data\":{"
                + "\"code\":\"700.HK\","
                + "\"kline_type\":1,"      // 1 = 1-minute K-line
                + "\"kline_timestamp_end\":0,"
                + "\"query_kline_num\":2,"
                + "\"adjust_type\":0}}";

        String urlStr = "https://quote.alltick.co/quote-stock-b-api/kline"
                + "?token=" + URLEncoder.encode(token, "UTF-8")
                + "&query=" + URLEncoder.encode(queryJson, "UTF-8");

        HttpURLConnection conn = (HttpURLConnection) new URL(urlStr).openConnection();
        conn.setRequestMethod("GET");

        try (BufferedReader reader = new BufferedReader(
                new InputStreamReader(conn.getInputStream()))) {
            String line;
            StringBuilder response = new StringBuilder();
            while ((line = reader.readLine()) != null) response.append(line);
            System.out.println("Response：" + response);
        }
    }
}

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests
import json

TOKEN = "YOUR_TOKEN_HERE"
query_data = {
    "trace": "hello123",
    "data": {
        "code": "700.HK",
        "kline_type": 1,           # 1 = 1-minute K-line
        "kline_timestamp_end": 0,  # 0 = start from the latest
        "query_kline_num": 2,      # request two K-lines
        "adjust_type": 0
    }
}

url = "https://quote.alltick.co/quote-stock-b-api/kline"
params = {
    "token": TOKEN,
    "query": json.dumps(query_data, separators=(',', ':'))
}

resp = requests.get(url, params=params, headers={"Content-Type": "application/json"})
print("Response：", resp.text)

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

package main

import (
	"fmt"
	"io"
	"net/http"
	"net/url"
)

func main() {
	token := "YOUR_TOKEN_HERE"
	queryJSON := `{"trace":"hello123","data":{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":2,"adjust_type":0}}`

	fullURL := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/kline?token=%s&query=%s",
		token, url.QueryEscape(queryJSON))

	resp, err := http.Get(fullURL)
	if err != nil {
		fmt.Println("Request failed:", err)
		return
	}
	defer resp.Body.Close()

	body, _ := io.ReadAll(resp.Body)
	fmt.Println("Response：", string(body))
}

C++ (requires libcurl installed)

CPPcpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <iostream>
#include <string>
#include <curl/curl.h>

static size_t WriteCallback(void* contents, size_t size, size_t nmemb, std::string* out) {
    size_t total = size * nmemb;
    out->append((char*)contents, total);
    return total;
}

int main() {
    CURL* curl = curl_easy_init();
    std::string token = "YOUR_TOKEN_HERE";
    std::string queryJson = R"({"trace":"hello123","data":{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":2,"adjust_type":0}})";

    char* encoded = curl_easy_escape(curl, queryJson.c_str(), queryJson.length());
    std::string url = "https://quote.alltick.co/quote-stock-b-api/kline?token="
                      + token + "&query=" + std::string(encoded);
    curl_free(encoded);

    std::string response;
    curl_easy_setopt(curl, CURLOPT_URL, url.c_str());
    curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, WriteCallback);
    curl_easy_setopt(curl, CURLOPT_WRITEDATA, &response);

    CURLcode res = curl_easy_perform(curl);
    if (res == CURLE_OK)
        std::cout << "Response：" << response << std::endl;
    else
        std::cerr << "Request failed: " << curl_easy_strerror(res) << std::endl;

    curl_easy_cleanup(curl);
    return 0;
}
// Compile：g++ -std=c++17 hello.cpp -lcurl -o hello

1.3 Quick overview of general concepts

Request format (common to all HTTP endpoints)

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// GET request: URL-encode this JSON and place it in the ?query= parameter
{
    "trace": "unique ID for each request (generate it yourself, such as a UUID, up to 64 characters）",
    "data": { /* see each endpoint for its specific parameters */ }
}

Response format (common to all endpoints)

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200,           // 200=success; other values are error codes (seePart 5）
    "msg": "ok",           // message
    "trace": "returns the trace value from the request unchanged",
    "data": { /* response data */ }
}

HTTP vs WebSocket: How to choose?

scene	What to use	reason
Poll K-lines periodically or query prices occasionally	HTTP REST	Simple, ready to use
Need to push prices and order book changes in real time	WebSocket	Push mode, low latency
Historical data initialization (first large-scale pull)	HTTP /kline	Up to 500 K-lines per request
Continuously updated with the latest data	HTTP /batch-kline	Batch efficient
High-frequency real-time quotes	WebSocket Subscribe	Automatically push after subscribing

Endpoint URL quick reference

data type	Stocks/Broad Market	Forex / Crypto / Commodities / CFD Index
HTTP base path	https://quote.alltick.co/quote-stock-b-api	https://quote.alltick.co/quote-b-api
WebSocket path	wss://quote.alltick.co/quote-stock-b-ws-api	wss://quote.alltick.co/quote-b-ws-api

Product Code Quick Reference

Stocks

market	Code format	Example
A shares (Shenzhen Stock Exchange)	Number.SZ	000627.SZ (Tianmao Group)
A shares (Shanghai Stock Exchange)	Number.SH	600416.SH (Xiangdian Electric Co., Ltd.)
Hong Kong stocks	Number.HK	700.HK (Tencent Holdings)
US stocks	letters.US	AAPL.US (Apple)

Forex & Cryptocurrencies & Commodities & Indices

category	Code format	Example
Forex	XXXYYY	EURUSD, AUDJPY, GBPUSD
cryptocurrency	XXXUSDT	BTCUSDT, ETHUSDT, ADAUSDT
Commodities/Precious Metals	English name	GOLD, SILVER, USOIL, COPPER, NGAS
CFD index	English code	See the instrument list for details (not the market index, the price may be slightly different)
Broad market index	English code	See instrument list for details

HTTP REST API Guide

3.1 Single-instrument K-line query → GET /kline

Request parameters

Parameters	type	Required	illustrate
code	string	yes	instrument code
kline_type	int	yes	K-line type: 1=1 minute, 2=5 minutes, 3=15 minutes, 4=30 minutes, 5=hourly K-line, 6=2 hours (stocks are not supported), 7=4 hours (stocks are not supported), 8=daily K, 9=weekly K-line, 10=monthly K-line
kline_timestamp_end	int	yes	Starting point timestamp, 0 = starting from the latest; only foreign exchange precious metal encryption supports passing timestamps
query_kline_num	int	yes	Number of K-lines to return, maximum 500
adjust_type	int	yes	Reright type: 0 = ex-rights (valid only for stocks, currently only 0 is supported)

Response data

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200, "msg": "ok",
    "data": {
        "code": "700.HK",
        "kline_type": 1,
        "kline_list": [
            {
                "timestamp": "1677829200",
                "open_price": "136.421",
                "close_price": "136.412",
                "high_price": "136.422",
                "low_price": "136.407",
                "volume": "0",
                "turnover": "0"
            }
        ]
    }
}

Example: Query the latest 10 daily K-lines for Apple (AAPL.US)

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String token = "YOUR_TOKEN_HERE";
String queryJson = "{\"trace\":\"java_kline\",\"data\":{"
        + "\"code\":\"AAPL.US\",\"kline_type\":8,"   // 8 = daily K-line
        + "\"kline_timestamp_end\":0,\"query_kline_num\":10,\"adjust_type\":0}}";

String urlStr = "https://quote.alltick.co/quote-stock-b-api/kline"
        + "?token=" + URLEncoder.encode(token, "UTF-8")
        + "&query=" + URLEncoder.encode(queryJson, "UTF-8");

HttpURLConnection conn = (HttpURLConnection) new URL(urlStr).openConnection();
conn.setRequestMethod("GET");

try (BufferedReader r = new BufferedReader(new InputStreamReader(conn.getInputStream()))) {
    StringBuilder sb = new StringBuilder(); String l;
    while ((l = r.readLine()) != null) sb.append(l);
    System.out.println(sb);
}

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests, json

TOKEN = "YOUR_TOKEN_HERE"
query = json.dumps({
    "trace": "py_kline", "data": {
        "code": "AAPL.US", "kline_type": 8,
        "kline_timestamp_end": 0, "query_kline_num": 10, "adjust_type": 0
    }
}, separators=(',', ':'))

resp = requests.get("https://quote.alltick.co/quote-stock-b-api/kline",
                     params={"token": TOKEN, "query": query})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

package main

import (
	"encoding/json"
	"fmt"
	"io"
	"net/http"
	"net/url"
)

func main() {
	q := map[string]interface{}{
		"trace": "go_kline",
		"data": map[string]interface{}{
			"code": "AAPL.US", "kline_type": 8,
			"kline_timestamp_end": 0, "query_kline_num": 10, "adjust_type": 0,
		},
	}
	j, _ := json.Marshal(q)

	full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/kline?token=%s&query=%s",
		"YOUR_TOKEN_HERE", url.QueryEscape(string(j)))

	resp, _ := http.Get(full)
	defer resp.Body.Close()
	b, _ := io.ReadAll(resp.Body)
	fmt.Println(string(b))
}

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <iostream>
#include <string>
#include <curl/curl.h>

static size_t wcb(void* c, size_t s, size_t n, std::string* o) { o->append((char*)c, s*n); return s*n; }

int main() {
    CURL* curl = curl_easy_init();
    std::string q = R"({"trace":"cpp_kline","data":{"code":"AAPL.US","kline_type":8,"kline_timestamp_end":0,"query_kline_num":10,"adjust_type":0}})";
    char* enc = curl_easy_escape(curl, q.c_str(), q.length());
    std::string url = "https://quote.alltick.co/quote-stock-b-api/kline?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
    curl_free(enc);

    std::string resp;
    curl_easy_setopt(curl, CURLOPT_URL, url.c_str());
    curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, wcb);
    curl_easy_setopt(curl, CURLOPT_WRITEDATA, &resp);
    curl_easy_perform(curl);
    std::cout << resp << std::endl;
    curl_easy_cleanup(curl);
}

3.2 Batch K-line query → POST /batch-kline

/kline vs /batch-kline

	`/kline` (GET)	`/batch-kline` (POST)
Instruments per request	1	Multiple (different plans have different restrictions)
K-lines per instrument	Up to 500	Maximum 2
Parameter position	URL ?query=	Body（JSON）
use	Pulling historical data for the first time	Continuously updated with the latest data

Maximum /batch-kline data groups by plan

combo	Maximum number of groups (number of instruments × number of K-line types)
free	5 sets
Base	100 groups
advanced	200 groups
Professional / All Hong Kong stocks / All A shares / All US stocks	500 groups

Request example

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// POST Body
{
  "trace": "batch123",
  "data": {
    "data_list": [
      { "code": "700.HK",  "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0 },
      { "code": "AAPL.US", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0 }
    ]
  }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String token = "YOUR_TOKEN_HERE";
String jsonBody = "{"
    + "\"trace\":\"java_batch\",\"data\":{\"data_list\":["
    + "{\"code\":\"700.HK\",\"kline_type\":1,\"kline_timestamp_end\":0,\"query_kline_num\":1,\"adjust_type\":0},"
    + "{\"code\":\"AAPL.US\",\"kline_type\":1,\"kline_timestamp_end\":0,\"query_kline_num\":1,\"adjust_type\":0}"
    + "]}}";

URL url = new URL("https://quote.alltick.co/quote-stock-b-api/batch-kline?token=" + token);
HttpURLConnection conn = (HttpURLConnection) url.openConnection();
conn.setRequestMethod("POST");
conn.setDoOutput(true);
conn.setRequestProperty("Content-Type", "application/json");

try (OutputStream os = conn.getOutputStream()) {
    os.write(jsonBody.getBytes()); os.flush();
}
try (BufferedReader r = new BufferedReader(new InputStreamReader(conn.getInputStream()))) {
    StringBuilder sb = new StringBuilder(); String l;
    while ((l = r.readLine()) != null) sb.append(l);
    System.out.println(sb);
}

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests, json

TOKEN = "YOUR_TOKEN_HERE"
body = {
    "trace": "py_batch",
    "data": {
        "data_list": [
            {"code": "700.HK", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0},
            {"code": "AAPL.US", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0}
        ]
    }
}
resp = requests.post(
    f"https://quote.alltick.co/quote-stock-b-api/batch-kline?token={TOKEN}",
    json=body
)
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

package main

import (
	"bytes"
	"fmt"
	"io"
	"net/http"
)

func main() {
	body := []byte(`{"trace":"go_batch","data":{"data_list":[{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0},{"code":"AAPL.US","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0}]}}`)

	resp, _ := http.Post(
		"https://quote.alltick.co/quote-stock-b-api/batch-kline?token=YOUR_TOKEN_HERE",
		"application/json", bytes.NewReader(body))
	defer resp.Body.Close()
	b, _ := io.ReadAll(resp.Body)
	fmt.Println(string(b))
}

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <iostream>
#include <string>
#include <curl/curl.h>

static size_t wcb(void* c, size_t s, size_t n, std::string* o) { o->append((char*)c, s*n); return s*n; }

int main() {
    CURL* curl = curl_easy_init();
    std::string body = R"({"trace":"cpp_batch","data":{"data_list":[{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0},{"code":"AAPL.US","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0}]}})";

    struct curl_slist* headers = curl_slist_append(nullptr, "Content-Type: application/json");
    curl_easy_setopt(curl, CURLOPT_URL, "https://quote.alltick.co/quote-stock-b-api/batch-kline?token=YOUR_TOKEN_HERE");
    curl_easy_setopt(curl, CURLOPT_HTTPHEADER, headers);
    curl_easy_setopt(curl, CURLOPT_POSTFIELDS, body.c_str());
    curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, wcb);

    std::string resp;
    curl_easy_setopt(curl, CURLOPT_WRITEDATA, &resp);
    curl_easy_perform(curl);
    std::cout << resp << std::endl;

    curl_slist_free_all(headers);
    curl_easy_cleanup(curl);
}

3.3 Latest trade query → GET /trade-tick

Request parameters (query JSON)

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "trace": "tick123",
    "data": {
        "symbol_list": [
            {"code": "700.HK"},
            {"code": "AAPL.US"}
        ]
    }
}

Response data

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200, "msg": "ok",
    "data": {
        "tick_list": [{
            "code": "700.HK",
            "seq": "30841439",
            "tick_time": "1677831545217",   // millisecond timestamp
            "price": "136.302",              // ← latest price
            "volume": "0",
            "turnover": "0",
            "trade_direction": 0            // 0=default, 1=BUYbid, 2=SELLask
        }]
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String query = "{\"trace\":\"j_tick\",\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"},{\"code\":\"AAPL.US\"}]}}";
String urlStr = "https://quote.alltick.co/quote-stock-b-api/trade-tick?token="
    + URLEncoder.encode(token, "UTF-8") + "&query=" + URLEncoder.encode(query, "UTF-8");
// GET request...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests, json

TOKEN = "YOUR_TOKEN_HERE"
query = json.dumps({
    "trace": "py_tick", "data": {
        "symbol_list": [{"code": "700.HK"}, {"code": "AAPL.US"}]
    }
}, separators=(',', ':'))
resp = requests.get("https://quote.alltick.co/quote-stock-b-api/trade-tick",
                     params={"token": TOKEN, "query": query})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

q, _ := json.Marshal(map[string]interface{}{
    "trace": "go_tick", "data": map[string]interface{}{
        "symbol_list": []map[string]string{{"code": "700.HK"}, {"code": "AAPL.US"}},
    }})
full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/trade-tick?token=%s&query=%s",
    "YOUR_TOKEN_HERE", url.QueryEscape(string(q)))
resp, _ := http.Get(full)
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

std::string q = R"({"trace":"cpp_tick","data":{"symbol_list":[{"code":"700.HK"},{"code":"AAPL.US"}]}})";
char* enc = curl_easy_escape(curl, q.c_str(), q.length());
std::string url = "https://quote.alltick.co/quote-stock-b-api/trade-tick?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
// curl_easy_perform ...

3.4 Order book query → GET /depth-tick

Order book depth by market

market	Maximum number of gears	Special instructions
Forex / Precious Metals / Crude Oil / CFD Index	1st gear	Quantity
cryptocurrency	5th gear	Quantity
Hong Kong stocks	10 gears	Quantity
US stocks	1st gear	Quantity
Shanghai and Shenzhen A shares	5th gear	Quantity

Response example

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200,
    "data": {
        "tick_list": [{
            "code": "700.HK",
            "bids": [{"price": "136.42", "volume": "100000"}],
            "asks": [{"price": "136.43", "volume": "400000"}]
        }]
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String query = "{\"trace\":\"j_depth\",\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"}]}}";
String urlStr = "https://quote.alltick.co/quote-stock-b-api/depth-tick?token="
    + URLEncoder.encode(token, "UTF-8") + "&query=" + URLEncoder.encode(query, "UTF-8");
// GET request...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

query = json.dumps({"trace": "py_depth", "data": {"symbol_list": [{"code": "700.HK"}]}}, separators=(',', ':'))
resp = requests.get("https://quote.alltick.co/quote-stock-b-api/depth-tick",
                     params={"token": TOKEN, "query": query})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

q, _ := json.Marshal(map[string]interface{}{
    "trace": "go_depth", "data": map[string]interface{}{
        "symbol_list": []map[string]string{{"code": "700.HK"}},
    }})
full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/depth-tick?token=%s&query=%s",
    "YOUR_TOKEN_HERE", url.QueryEscape(string(q)))
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

std::string q = R"({"trace":"cpp_depth","data":{"symbol_list":[{"code":"700.HK"}]}})";
char* enc = curl_easy_escape(curl, q.c_str(), q.length());
std::string url = "https://quote.alltick.co/quote-stock-b-api/depth-tick?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
// ...

3.5 Basic stock information → GET /static_info

Response key fields

Field	meaning
name_cn / name_en / name_hk	Chinese/English/Traditional name
currency	Transaction currency
eps / eps_ttm	Earnings per share / Earnings per share (TTM)
bps	Net assets per share
dividend_yield	dividend yield
lot_size	Number of shares per lot
total_shares / circulating_shares	Total share capital / circulating share capital
exchange / board	Exchange/sector

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String query = "{\"trace\":\"j_info\",\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"}]}}";
String urlStr = "https://quote.alltick.co/quote-stock-b-api/static_info?token="
    + URLEncoder.encode(token, "UTF-8") + "&query=" + URLEncoder.encode(query, "UTF-8");
// GET...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

query = json.dumps({"trace":"py_info","data":{"symbol_list":[{"code":"700.HK"}]}}, separators=(',',':'))
resp = requests.get("https://quote.alltick.co/quote-stock-b-api/static_info",
                     params={"token": TOKEN, "query": query})
data = resp.json()
for stock in data["data"]["static_info_list"]:
    print(f"{stock['name_cn']}: EPS={stock['eps']}, dividend yield={stock['dividend_yield']}")

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

q, _ := json.Marshal(map[string]interface{}{
    "trace": "go_info", "data": map[string]interface{}{
        "symbol_list": []map[string]string{{"code": "700.HK"}},
    }})
full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/static_info?token=%s&query=%s",
    "YOUR_TOKEN_HERE", url.QueryEscape(string(q)))
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

std::string q = R"({"trace":"cpp_info","data":{"symbol_list":[{"code":"700.HK"}]}})";
char* enc = curl_easy_escape(curl, q.c_str(), q.length());
std::string url = "https://quote.alltick.co/quote-stock-b-api/static_info?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
// ...

3.6 Trading halt query → GET /api/suspension

Three endpoints

exchange	URL	illustrate
Shanghai Stock Exchange SSE	https://quote.alltick.co/api/suspension/sse	Shanghai Stock Exchange
NYSE	https://quote.alltick.co/api/suspension/nyse	New York Stock Exchange
NASDAQ NASDAQ	https://quote.alltick.co/api/suspension/nasdaq	Nasdaq exchange

Parameters

Parameters	type	Required	illustrate
token	string	yes	YourToken
page	int	no	Page numbers (optional pagination)
size	int	no	Size per page (optional pagination)

Response example (SSE)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
  "success": true,
  "timestamp": "2024-01-15T10:30:00",
  "totalCount": 125,
  "data": [
    {
      "symbol": "600000",
      "symbolName": "Shanghai Pudong Development Bank",
      "haltReason": "trading halt for a material event",
      "haltDate": "2024-01-15",
      "haltTime": "09:30:00",
      "haltPeriod": "halted for the full day",
      "resumeDate": "2024-01-16",
      "resumeTime": "09:30:00",
      "publishDate": "2024-01-14 18:00:00"
    }
  ]
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String urlStr = "https://quote.alltick.co/api/suspension/sse?token="
    + URLEncoder.encode(token, "UTF-8") + "&page=1&size=10";
// GET...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

resp = requests.get("https://quote.alltick.co/api/suspension/sse",
                     params={"token": TOKEN, "page": 1, "size": 10})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

resp, _ := http.Get("https://quote.alltick.co/api/suspension/sse?token=YOUR_TOKEN_HERE&page=1&size=10")
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

curl_easy_setopt(curl, CURLOPT_URL, "https://quote.alltick.co/api/suspension/sse?token=YOUR_TOKEN_HERE&page=1&size=10");
// ...

WebSocket API Guide

WebSocket connection address

data type	address
Stocks/Broad Market	wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE
Forex / Crypto / Commodities / CFD Index	wss://quote.alltick.co/quote-b-ws-api?token=YOUR_TOKEN_HERE

Four protocol IDs

You send (cmd_id)	Server response (cmd_id)	Server push (cmd_id)	use
22000	22001	—	heartbeat
22002	22003	22999	Subscribe to Order book
22004	22005	22998	Subscribe to trades
22006	22007	—	Unsubscribe

Common message format

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// all requests
{
    "cmd_id": 22002,          // protocol ID
    "seq_id": 123,            // sequence ID (defined by the client）
    "trace": "uuid-xxxx",     // trace ID (up to 64 characters）
    "data": { /* ... */ }
}

// all responses and pushes
{
    "ret": 200,
    "msg": "ok",
    "cmd_id": 22003,
    "seq_id": 123,
    "trace": "uuid-xxxx",
    "data": { /* ... */ }
}

Key considerations

Subscription override rules: Each subscription request will overwrite the previous one. To append code all must be resent.
10-second heartbeat: After successful subscription, a heartbeat will be sent every 10 seconds. If there is no heartbeat for 30 seconds, it will be disconnected.
Request interval: The interval between two requests in the same WebSocket is at least 1 second; the interval between multiple WebSocket is at least 3 seconds.
Automatic reconnection: It is strongly recommended to implement automatic reconnection after disconnection + automatic resubscription after reconnection.
K-line does not support push: WebSocket cannot subscribe to K-line, and K-line can only be obtained through HTTP.

4.1 Heartbeat → cmd_id 22000/22001

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// send（22000）
{"cmd_id":22000, "seq_id":123, "trace":"hb", "data":{}}
// Response（22001）
{"ret":200, "msg":"ok", "cmd_id":22001, "seq_id":123, "trace":"hb", "data":{}}

Java (javax.websocket / Tyrus)

JAVAjava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

Timer timer = new Timer();
timer.scheduleAtFixedRate(new TimerTask() {
    public void run() {
        if (session != null && session.isOpen()) {
            session.getBasicRemote().sendText(
                "{\"cmd_id\":22000,\"seq_id\":123,\"trace\":\"hb\",\"data\":{}}");
        }
    }
}, 0, 10_000);

Python (websocket-client)

PYTHONpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import websocket, json, time, threading

ws = websocket.WebSocketApp("wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE")

def on_open(ws):
    def heartbeat():
        while ws.sock and ws.sock.connected:
            time.sleep(10)
            ws.send(json.dumps({"cmd_id":22000,"seq_id":123,"trace":"hb","data":{}}))
    threading.Thread(target=heartbeat, daemon=True).start()

ws.on_open = on_open
ws.run_forever()

Go (gorilla/websocket)

GOgo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import (
    "github.com/gorilla/websocket"
    "time"
)

conn, _, _ := websocket.DefaultDialer.Dial("wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE", nil)
defer conn.Close()

go func() {
    ticker := time.NewTicker(10 * time.Second)
    for range ticker.C {
        msg := `{"cmd_id":22000,"seq_id":123,"trace":"hb","data":{}}`
        conn.WriteMessage(websocket.TextMessage, []byte(msg))
    }
}()

C++ (IXWebSocket)

CPPcpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <ixwebsocket/IXWebSocket.h>
#include <thread>

ix::WebSocket ws;
ws.setUrl("wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE");

ws.setOnMessageCallback([](const ix::WebSocketMessagePtr& msg) {
    if (msg->type == ix::WebSocketMessageType::Message)
        std::cout << "received: " << msg->str << std::endl;
});

ws.start();

while (true) {
    std::this_thread::sleep_for(std::chrono::seconds(10));
    ws.send(R"({"cmd_id":22000,"seq_id":123,"trace":"hb","data":{}})");
}

4.2 Trade subscription → cmd_id 22004/22005 → Push 22998

Subscription message

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22004,
    "seq_id": 123,
    "trace": "sub_trade",
    "data": {
        "symbol_list": [
            {"code": "700.HK"},
            {"code": "AAPL.US"}
        ]
    }
}

Push message (cmd_id: 22998)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22998,
    "data": {
        "code": "700.HK",
        "seq": 1605509068000001,
        "tick_time": 1605509068,
        "price": "651.12",
        "volume": "300",
        "turnover": "12345.6",
        "trade_direction": 1
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String subMsg = "{"
    + "\"cmd_id\":22004,\"seq_id\":123,\"trace\":\"trade_sub\","
    + "\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"},{\"code\":\"AAPL.US\"}]}}";
session.getBasicRemote().sendText(subMsg);

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

def on_open(ws):
    sub = {
        "cmd_id": 22004, "seq_id": 123, "trace": "trade_sub",
        "data": {"symbol_list": [{"code": "700.HK"}, {"code": "AAPL.US"}]}
    }
    ws.send(json.dumps(sub))

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

sub := `{"cmd_id":22004,"seq_id":123,"trace":"trade_sub","data":{"symbol_list":[{"code":"700.HK"},{"code":"AAPL.US"}]}}`
conn.WriteMessage(websocket.TextMessage, []byte(sub))

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(R"({"cmd_id":22004,"seq_id":123,"trace":"trade_sub","data":{"symbol_list":[{"code":"700.HK"},{"code":"AAPL.US"}]}})");

4.3 Order book subscription → cmd_id 22002/22003 → Push 22999

Subscription message (includes the depth_level field)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22002,
    "seq_id": 123,
    "trace": "sub_depth",
    "data": {
        "symbol_list": [
            {"code": "700.HK", "depth_level": 5},
            {"code": "AAPL.US",   "depth_level": 1}
        ]
    }
}

Push message (cmd_id: 22999)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22999,
    "data": {
        "code": "700.HK",
        "seq": 1605509068000001,
        "tick_time": 1605509068,
        "bids": [{"price": "9.12", "volume": "1000"}],
        "asks": [{"price": "9.13", "volume": "500"}]
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String subMsg = "{"
    + "\"cmd_id\":22002,\"seq_id\":123,\"trace\":\"depth_sub\","
    + "\"data\":{\"symbol_list\":["
    + "{\"code\":\"700.HK\",\"depth_level\":5},"
    + "{\"code\":\"AAPL.US\",\"depth_level\":1}"
    + "]}}";
session.getBasicRemote().sendText(subMsg);

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

def on_open(ws):
    sub = {
        "cmd_id": 22002, "seq_id": 123, "trace": "depth_sub",
        "data": {"symbol_list": [
            {"code": "700.HK", "depth_level": 5},
            {"code": "AAPL.US", "depth_level": 1}
        ]}
    }
    ws.send(json.dumps(sub))

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

sub := `{"cmd_id":22002,"seq_id":123,"trace":"depth_sub","data":{"symbol_list":[{"code":"700.HK","depth_level":5},{"code":"AAPL.US","depth_level":1}]}}`
conn.WriteMessage(websocket.TextMessage, []byte(sub))

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(R"({"cmd_id":22002,"seq_id":123,"trace":"depth_sub","data":{"symbol_list":[{"code":"700.HK","depth_level":5},{"code":"AAPL.US","depth_level":1}]}})");

4.4 Unsubscribe → cmd_id 22006/22007

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// send（22006）
{
    "cmd_id": 22006, "seq_id": 123, "trace": "cancel",
    "data": { "cancel_type": 0 }   // 0=cancel all, 1=cancel order book only, 2=cancel trades only
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

session.getBasicRemote().sendText(
    "{\"cmd_id\":22006,\"seq_id\":123,\"trace\":\"cancel\",\"data\":{\"cancel_type\":0}}");

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(json.dumps({"cmd_id":22006,"seq_id":123,"trace":"cancel","data":{"cancel_type":0}}))

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

conn.WriteMessage(websocket.TextMessage, []byte(`{"cmd_id":22006,"seq_id":123,"trace":"cancel","data":{"cancel_type":0}}`))

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(R"({"cmd_id":22006,"seq_id":123,"trace":"cancel","data":{"cancel_type":0}})");

Error Code Quick Reference

error code	error message	Meaning & troubleshooting suggestions
200	ok	success
400	request header param invalid	JSON First layer parameter error → Check whether the trace and data fields exist and have a complete structure
400	request data param invalid	Data field content is wrong → Check parameters against API documentation
401	token invalid	Token is invalid → Check whether the format is correct and whether it has expired
402	query invalid	GET parameter error → Check URL encoding and special character escaping
429	rate limit	Request overclocking → lower frequency or upgrade plan
600	code invalid	The instrument code is invalid → Check whether the URL path is correct (stock path ≠ foreign exchange path) and whether the case of code is consistent with the list
601	body empty	POST request body is empty → check whether the body is missing from APIs such as /batch-kline
603	token level not enough	Exceeding the plan limit → Reduce the number of instruments to /K and the number of lines, or upgrade the plan
604	code unauthorized	Token does not have permission to access this code → Contact customer service
605	too many requests	HTTP API frequency exceeds the limit → optimize frequency or upgrade
606	too many requests…connection will be closed	WebSocket request rate exceeds the limit → will be disconnected, check the number of connections and request interval

Rate and Limit Quick Reference

HTTP endpoint rate limits by plan

interface	free	Base	advanced	Professional / All Hong Kong stocks / All A shares / All US stocks
/kline	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
/batch-kline	1 time every 10 seconds	1 time every 3 seconds	1 time every 2 seconds	1 time per second
/depth-tick	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
/trade-tick	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
/static_info	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
Total of all APIs (per minute)	10 times	60 times	600 times	1200 times
Daily total request cap	1,000	86,400	864,000	1,728,000

Maximum codes per HTTP request by plan

interface	free	Basic+	Remark
/trade-tick	5	Recommended ≤50 codes	GET URL length limit
/depth-tick	5	Recommended ≤50 codes	It is recommended to use WebSocket
/static_info	5	Recommended ≤50 codes	—
/batch-kline	5 sets	100~500 groups	1 group = 1 instrument + 1K-line type

WebSocket restrictions

Restrictions	free	Base	advanced	Professional/All Hong Kong stocks/All A shares/All US stocks
Number of connections	1	1	3	10
Trade subscription codes	5	100	200	3000
Order book subscription codes	5	100	200	3000
heartbeat interval	10 seconds	10 seconds	10 seconds	10 seconds
Request interval	≥1 second	≥1 second	≥1 second	≥1 second
Multiple connection intervals	≥3 seconds	≥3 seconds	≥3 seconds	≥3 seconds

Customer FAQ

General integration

Q1: Is the free plan enough?

Q2: How do I know whether an instrument is supported?

Q3: How do I troubleshoot error 600 “code invalid”?

Q4: How do I obtain a Token?

K-line questions

Q5: Can WebSocket push the K-line?

Q6: How do I retrieve and update K-lines efficiently?

Q7: Why does the stock not support 2-hour and 4-hour K-line?

Price and percentage change

Q8: How do I calculate percentage change?

Daily percentage change: (today's daily K-line close_price - previous day's daily K-line close_price) / previous day's daily K-line close_price × 100%
24-hour percentage change: Subscribe to trades over WebSocket, retain the price from 24 hours earlier, and use (latest price - price 24 hours ago) / price 24 hours ago × 100%

Q9: What does `close_price` represent during trading?

During the trading period, close_price of the latest K-line = the latest trade price
During the market closure, close_price of the latest K-line = the closing price of the day

Order book and price limits

Q10: How do I identify limit-up and limit-down?

High limit: bids has data, and the price and volume of asks are all 0
Limit-down: asks contains data while all bids prices and volumes are 0

Q11: How do I determine whether a stock is delisted?

Q12: Why do some instruments have fewer order book levels than the documented maximum?

WebSocket related

Q13: How do I add another code to a subscription?

Q14: What should I do if the connection keeps disconnecting?

Q15: Can stocks and forex/crypto share one WebSocket connection?

Trading Hours & Holidays

Q16: Where can I find trading hours and market closures?

Chinese channel: https://t.me/alltick_cn
English channel: https://t.me/alltick_en

Q17: What is the difference between CFD index and market index?

Trading halts and new listings

Q18: How do I query trading halts?

Q19: How do I know when a new stock is listed?

Technical details

Q20: What is the `trace` field used for?

Q21: Must the GET query parameter be URL-encoded?

Q22: Can multiple endpoints be requested concurrently?

Contact and support

channel	address
Official website	https://alltick.co
Alternate official website	https://alltick.io
Email	support@alltick.co
Telegram Chinese channel	https://t.me/alltick_cn
Telegram English Channel	https://t.me/alltick_en
GitHub	github.com/AllTick-Official

Getting Started

1.1 What is this?

AllTick is a real-time financial market data service. You only need to call API to get the following data:

data type	Popular understanding	Supported instruments
Latest trade price (Tick)	The price of the latest trade	All instruments
Order Book Depth (Order Book)	Buy 1~Buy N, Sell 1~Sell N queued orders	Some instruments (some CFD indices and market indices are not supported)
K-line (K-Line)	OHLCV of 1 minute/day/week/month etc. period	All instruments
Batch K-line (Batch-klien)	Query the latest two K-lines for multiple instruments in one request	All instruments
Basic stock information	Earnings per share, dividends, market capitalization, etc.	Stocks only
Trading suspension and resumption information	Which stocks have been suspended from trading and when will they resume trading?	SSE/NYSE/NASDAQ

1.2 Three-step integration process

Step 1: Register and get Token (5 minutes)

Step 2: Understand Instrument Code (2 minutes)

Step 3: Run the first Hello World request (3 minutes)

Step 1: Get Token

Open https://alltick.co/register
Fill in your email + password → click "Register" (pay attention to capitalization, special characters, and numbers)
Automatically jump to Dashboard after successful registration → Find your Token in “API Keys”
Start testing with the free tier, no fees required

Step 2: Understand instrument codes

Each instrument has a unique code, the rules are as follows:

market	Code format	Example	Additional information
A shares (Shenzhen Stock Exchange)	000000.SZ	000627.SZ (Tianmao Group)	.SZ = Shenzhen
A shares (Shanghai Stock Exchange)	000000.SH	600416.SH (Xiangdian Electric Co., Ltd.)	.SH = Shanghai
Hong Kong stocks	0000.HK	700.HK (Tencent Holdings)	.HK = Hong Kong
US stocks	AAAA.US	AAPL.US (Apple)	.US = United States
Forex	XXXYYY	EURUSD, USDJPY	6-digit letters, base currency + quote currency
cryptocurrency	XXXUSDT	BTCUSDT, ETHUSDT	Currency+USDT
Commodities/Precious Metals	English name	GOLD, SILVER, USOIL	—
CFD index	English code	See list for details	Not a broad market index, prices may vary slightly
Broad market index	English code	See list for details	—

Step 3: Run the first request!

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import java.io.*;
import java.net.*;

public class HelloAllTick {
    public static void main(String[] args) throws Exception {
        String token = "YOUR_TOKEN_HERE";
        String queryJson = "{\"trace\":\"hello123\",\"data\":{"
                + "\"code\":\"700.HK\","
                + "\"kline_type\":1,"      // 1 = 1-minute K-line
                + "\"kline_timestamp_end\":0,"
                + "\"query_kline_num\":2,"
                + "\"adjust_type\":0}}";

        String urlStr = "https://quote.alltick.co/quote-stock-b-api/kline"
                + "?token=" + URLEncoder.encode(token, "UTF-8")
                + "&query=" + URLEncoder.encode(queryJson, "UTF-8");

        HttpURLConnection conn = (HttpURLConnection) new URL(urlStr).openConnection();
        conn.setRequestMethod("GET");

        try (BufferedReader reader = new BufferedReader(
                new InputStreamReader(conn.getInputStream()))) {
            String line;
            StringBuilder response = new StringBuilder();
            while ((line = reader.readLine()) != null) response.append(line);
            System.out.println("Response：" + response);
        }
    }
}

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests
import json

TOKEN = "YOUR_TOKEN_HERE"
query_data = {
    "trace": "hello123",
    "data": {
        "code": "700.HK",
        "kline_type": 1,           # 1 = 1-minute K-line
        "kline_timestamp_end": 0,  # 0 = start from the latest
        "query_kline_num": 2,      # request two K-lines
        "adjust_type": 0
    }
}

url = "https://quote.alltick.co/quote-stock-b-api/kline"
params = {
    "token": TOKEN,
    "query": json.dumps(query_data, separators=(',', ':'))
}

resp = requests.get(url, params=params, headers={"Content-Type": "application/json"})
print("Response：", resp.text)

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

package main

import (
	"fmt"
	"io"
	"net/http"
	"net/url"
)

func main() {
	token := "YOUR_TOKEN_HERE"
	queryJSON := `{"trace":"hello123","data":{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":2,"adjust_type":0}}`

	fullURL := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/kline?token=%s&query=%s",
		token, url.QueryEscape(queryJSON))

	resp, err := http.Get(fullURL)
	if err != nil {
		fmt.Println("Request failed:", err)
		return
	}
	defer resp.Body.Close()

	body, _ := io.ReadAll(resp.Body)
	fmt.Println("Response：", string(body))
}

C++ (requires libcurl installed)

CPPcpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <iostream>
#include <string>
#include <curl/curl.h>

static size_t WriteCallback(void* contents, size_t size, size_t nmemb, std::string* out) {
    size_t total = size * nmemb;
    out->append((char*)contents, total);
    return total;
}

int main() {
    CURL* curl = curl_easy_init();
    std::string token = "YOUR_TOKEN_HERE";
    std::string queryJson = R"({"trace":"hello123","data":{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":2,"adjust_type":0}})";

    char* encoded = curl_easy_escape(curl, queryJson.c_str(), queryJson.length());
    std::string url = "https://quote.alltick.co/quote-stock-b-api/kline?token="
                      + token + "&query=" + std::string(encoded);
    curl_free(encoded);

    std::string response;
    curl_easy_setopt(curl, CURLOPT_URL, url.c_str());
    curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, WriteCallback);
    curl_easy_setopt(curl, CURLOPT_WRITEDATA, &response);

    CURLcode res = curl_easy_perform(curl);
    if (res == CURLE_OK)
        std::cout << "Response：" << response << std::endl;
    else
        std::cerr << "Request failed: " << curl_easy_strerror(res) << std::endl;

    curl_easy_cleanup(curl);
    return 0;
}
// Compile：g++ -std=c++17 hello.cpp -lcurl -o hello

1.3 Quick overview of general concepts

Request format (common to all HTTP endpoints)

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// GET request: URL-encode this JSON and place it in the ?query= parameter
{
    "trace": "unique ID for each request (generate it yourself, such as a UUID, up to 64 characters）",
    "data": { /* see each endpoint for its specific parameters */ }
}

Response format (common to all endpoints)

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200,           // 200=success; other values are error codes (seePart 5）
    "msg": "ok",           // message
    "trace": "returns the trace value from the request unchanged",
    "data": { /* response data */ }
}

HTTP vs WebSocket: How to choose?

scene	What to use	reason
Poll K-lines periodically or query prices occasionally	HTTP REST	Simple, ready to use
Need to push prices and order book changes in real time	WebSocket	Push mode, low latency
Historical data initialization (first large-scale pull)	HTTP /kline	Up to 500 K-lines per request
Continuously updated with the latest data	HTTP /batch-kline	Batch efficient
High-frequency real-time quotes	WebSocket Subscribe	Automatically push after subscribing

Endpoint URL quick reference

data type	Stocks/Broad Market	Forex / Crypto / Commodities / CFD Index
HTTP base path	https://quote.alltick.co/quote-stock-b-api	https://quote.alltick.co/quote-b-api
WebSocket path	wss://quote.alltick.co/quote-stock-b-ws-api	wss://quote.alltick.co/quote-b-ws-api

Product Code Quick Reference

Stocks

market	Code format	Example
A shares (Shenzhen Stock Exchange)	Number.SZ	000627.SZ (Tianmao Group)
A shares (Shanghai Stock Exchange)	Number.SH	600416.SH (Xiangdian Electric Co., Ltd.)
Hong Kong stocks	Number.HK	700.HK (Tencent Holdings)
US stocks	letters.US	AAPL.US (Apple)

Forex & Cryptocurrencies & Commodities & Indices

category	Code format	Example
Forex	XXXYYY	EURUSD, AUDJPY, GBPUSD
cryptocurrency	XXXUSDT	BTCUSDT, ETHUSDT, ADAUSDT
Commodities/Precious Metals	English name	GOLD, SILVER, USOIL, COPPER, NGAS
CFD index	English code	See the instrument list for details (not the market index, the price may be slightly different)
Broad market index	English code	See instrument list for details

HTTP REST API Guide

3.1 Single-instrument K-line query → GET /kline

Request parameters

Parameters	type	Required	illustrate
code	string	yes	instrument code
kline_type	int	yes	K-line type: 1=1 minute, 2=5 minutes, 3=15 minutes, 4=30 minutes, 5=hourly K-line, 6=2 hours (stocks are not supported), 7=4 hours (stocks are not supported), 8=daily K, 9=weekly K-line, 10=monthly K-line
kline_timestamp_end	int	yes	Starting point timestamp, 0 = starting from the latest; only foreign exchange precious metal encryption supports passing timestamps
query_kline_num	int	yes	Number of K-lines to return, maximum 500
adjust_type	int	yes	Reright type: 0 = ex-rights (valid only for stocks, currently only 0 is supported)

Response data

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200, "msg": "ok",
    "data": {
        "code": "700.HK",
        "kline_type": 1,
        "kline_list": [
            {
                "timestamp": "1677829200",
                "open_price": "136.421",
                "close_price": "136.412",
                "high_price": "136.422",
                "low_price": "136.407",
                "volume": "0",
                "turnover": "0"
            }
        ]
    }
}

Example: Query the latest 10 daily K-lines for Apple (AAPL.US)

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String token = "YOUR_TOKEN_HERE";
String queryJson = "{\"trace\":\"java_kline\",\"data\":{"
        + "\"code\":\"AAPL.US\",\"kline_type\":8,"   // 8 = daily K-line
        + "\"kline_timestamp_end\":0,\"query_kline_num\":10,\"adjust_type\":0}}";

String urlStr = "https://quote.alltick.co/quote-stock-b-api/kline"
        + "?token=" + URLEncoder.encode(token, "UTF-8")
        + "&query=" + URLEncoder.encode(queryJson, "UTF-8");

HttpURLConnection conn = (HttpURLConnection) new URL(urlStr).openConnection();
conn.setRequestMethod("GET");

try (BufferedReader r = new BufferedReader(new InputStreamReader(conn.getInputStream()))) {
    StringBuilder sb = new StringBuilder(); String l;
    while ((l = r.readLine()) != null) sb.append(l);
    System.out.println(sb);
}

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests, json

TOKEN = "YOUR_TOKEN_HERE"
query = json.dumps({
    "trace": "py_kline", "data": {
        "code": "AAPL.US", "kline_type": 8,
        "kline_timestamp_end": 0, "query_kline_num": 10, "adjust_type": 0
    }
}, separators=(',', ':'))

resp = requests.get("https://quote.alltick.co/quote-stock-b-api/kline",
                     params={"token": TOKEN, "query": query})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

package main

import (
	"encoding/json"
	"fmt"
	"io"
	"net/http"
	"net/url"
)

func main() {
	q := map[string]interface{}{
		"trace": "go_kline",
		"data": map[string]interface{}{
			"code": "AAPL.US", "kline_type": 8,
			"kline_timestamp_end": 0, "query_kline_num": 10, "adjust_type": 0,
		},
	}
	j, _ := json.Marshal(q)

	full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/kline?token=%s&query=%s",
		"YOUR_TOKEN_HERE", url.QueryEscape(string(j)))

	resp, _ := http.Get(full)
	defer resp.Body.Close()
	b, _ := io.ReadAll(resp.Body)
	fmt.Println(string(b))
}

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <iostream>
#include <string>
#include <curl/curl.h>

static size_t wcb(void* c, size_t s, size_t n, std::string* o) { o->append((char*)c, s*n); return s*n; }

int main() {
    CURL* curl = curl_easy_init();
    std::string q = R"({"trace":"cpp_kline","data":{"code":"AAPL.US","kline_type":8,"kline_timestamp_end":0,"query_kline_num":10,"adjust_type":0}})";
    char* enc = curl_easy_escape(curl, q.c_str(), q.length());
    std::string url = "https://quote.alltick.co/quote-stock-b-api/kline?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
    curl_free(enc);

    std::string resp;
    curl_easy_setopt(curl, CURLOPT_URL, url.c_str());
    curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, wcb);
    curl_easy_setopt(curl, CURLOPT_WRITEDATA, &resp);
    curl_easy_perform(curl);
    std::cout << resp << std::endl;
    curl_easy_cleanup(curl);
}

3.2 Batch K-line query → POST /batch-kline

/kline vs /batch-kline

	`/kline` (GET)	`/batch-kline` (POST)
Instruments per request	1	Multiple (different plans have different restrictions)
K-lines per instrument	Up to 500	Maximum 2
Parameter position	URL ?query=	Body（JSON）
use	Pulling historical data for the first time	Continuously updated with the latest data

Maximum /batch-kline data groups by plan

combo	Maximum number of groups (number of instruments × number of K-line types)
free	5 sets
Base	100 groups
advanced	200 groups
Professional / All Hong Kong stocks / All A shares / All US stocks	500 groups

Request example

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// POST Body
{
  "trace": "batch123",
  "data": {
    "data_list": [
      { "code": "700.HK",  "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0 },
      { "code": "AAPL.US", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0 }
    ]
  }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String token = "YOUR_TOKEN_HERE";
String jsonBody = "{"
    + "\"trace\":\"java_batch\",\"data\":{\"data_list\":["
    + "{\"code\":\"700.HK\",\"kline_type\":1,\"kline_timestamp_end\":0,\"query_kline_num\":1,\"adjust_type\":0},"
    + "{\"code\":\"AAPL.US\",\"kline_type\":1,\"kline_timestamp_end\":0,\"query_kline_num\":1,\"adjust_type\":0}"
    + "]}}";

URL url = new URL("https://quote.alltick.co/quote-stock-b-api/batch-kline?token=" + token);
HttpURLConnection conn = (HttpURLConnection) url.openConnection();
conn.setRequestMethod("POST");
conn.setDoOutput(true);
conn.setRequestProperty("Content-Type", "application/json");

try (OutputStream os = conn.getOutputStream()) {
    os.write(jsonBody.getBytes()); os.flush();
}
try (BufferedReader r = new BufferedReader(new InputStreamReader(conn.getInputStream()))) {
    StringBuilder sb = new StringBuilder(); String l;
    while ((l = r.readLine()) != null) sb.append(l);
    System.out.println(sb);
}

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests, json

TOKEN = "YOUR_TOKEN_HERE"
body = {
    "trace": "py_batch",
    "data": {
        "data_list": [
            {"code": "700.HK", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0},
            {"code": "AAPL.US", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 1, "adjust_type": 0}
        ]
    }
}
resp = requests.post(
    f"https://quote.alltick.co/quote-stock-b-api/batch-kline?token={TOKEN}",
    json=body
)
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

package main

import (
	"bytes"
	"fmt"
	"io"
	"net/http"
)

func main() {
	body := []byte(`{"trace":"go_batch","data":{"data_list":[{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0},{"code":"AAPL.US","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0}]}}`)

	resp, _ := http.Post(
		"https://quote.alltick.co/quote-stock-b-api/batch-kline?token=YOUR_TOKEN_HERE",
		"application/json", bytes.NewReader(body))
	defer resp.Body.Close()
	b, _ := io.ReadAll(resp.Body)
	fmt.Println(string(b))
}

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <iostream>
#include <string>
#include <curl/curl.h>

static size_t wcb(void* c, size_t s, size_t n, std::string* o) { o->append((char*)c, s*n); return s*n; }

int main() {
    CURL* curl = curl_easy_init();
    std::string body = R"({"trace":"cpp_batch","data":{"data_list":[{"code":"700.HK","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0},{"code":"AAPL.US","kline_type":1,"kline_timestamp_end":0,"query_kline_num":1,"adjust_type":0}]}})";

    struct curl_slist* headers = curl_slist_append(nullptr, "Content-Type: application/json");
    curl_easy_setopt(curl, CURLOPT_URL, "https://quote.alltick.co/quote-stock-b-api/batch-kline?token=YOUR_TOKEN_HERE");
    curl_easy_setopt(curl, CURLOPT_HTTPHEADER, headers);
    curl_easy_setopt(curl, CURLOPT_POSTFIELDS, body.c_str());
    curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, wcb);

    std::string resp;
    curl_easy_setopt(curl, CURLOPT_WRITEDATA, &resp);
    curl_easy_perform(curl);
    std::cout << resp << std::endl;

    curl_slist_free_all(headers);
    curl_easy_cleanup(curl);
}

3.3 Latest trade query → GET /trade-tick

Request parameters (query JSON)

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "trace": "tick123",
    "data": {
        "symbol_list": [
            {"code": "700.HK"},
            {"code": "AAPL.US"}
        ]
    }
}

Response data

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200, "msg": "ok",
    "data": {
        "tick_list": [{
            "code": "700.HK",
            "seq": "30841439",
            "tick_time": "1677831545217",   // millisecond timestamp
            "price": "136.302",              // ← latest price
            "volume": "0",
            "turnover": "0",
            "trade_direction": 0            // 0=default, 1=BUYbid, 2=SELLask
        }]
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String query = "{\"trace\":\"j_tick\",\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"},{\"code\":\"AAPL.US\"}]}}";
String urlStr = "https://quote.alltick.co/quote-stock-b-api/trade-tick?token="
    + URLEncoder.encode(token, "UTF-8") + "&query=" + URLEncoder.encode(query, "UTF-8");
// GET request...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import requests, json

TOKEN = "YOUR_TOKEN_HERE"
query = json.dumps({
    "trace": "py_tick", "data": {
        "symbol_list": [{"code": "700.HK"}, {"code": "AAPL.US"}]
    }
}, separators=(',', ':'))
resp = requests.get("https://quote.alltick.co/quote-stock-b-api/trade-tick",
                     params={"token": TOKEN, "query": query})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

q, _ := json.Marshal(map[string]interface{}{
    "trace": "go_tick", "data": map[string]interface{}{
        "symbol_list": []map[string]string{{"code": "700.HK"}, {"code": "AAPL.US"}},
    }})
full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/trade-tick?token=%s&query=%s",
    "YOUR_TOKEN_HERE", url.QueryEscape(string(q)))
resp, _ := http.Get(full)
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

std::string q = R"({"trace":"cpp_tick","data":{"symbol_list":[{"code":"700.HK"},{"code":"AAPL.US"}]}})";
char* enc = curl_easy_escape(curl, q.c_str(), q.length());
std::string url = "https://quote.alltick.co/quote-stock-b-api/trade-tick?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
// curl_easy_perform ...

3.4 Order book query → GET /depth-tick

Order book depth by market

market	Maximum number of gears	Special instructions
Forex / Precious Metals / Crude Oil / CFD Index	1st gear	Quantity
cryptocurrency	5th gear	Quantity
Hong Kong stocks	10 gears	Quantity
US stocks	1st gear	Quantity
Shanghai and Shenzhen A shares	5th gear	Quantity

Response example

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "ret": 200,
    "data": {
        "tick_list": [{
            "code": "700.HK",
            "bids": [{"price": "136.42", "volume": "100000"}],
            "asks": [{"price": "136.43", "volume": "400000"}]
        }]
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String query = "{\"trace\":\"j_depth\",\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"}]}}";
String urlStr = "https://quote.alltick.co/quote-stock-b-api/depth-tick?token="
    + URLEncoder.encode(token, "UTF-8") + "&query=" + URLEncoder.encode(query, "UTF-8");
// GET request...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

query = json.dumps({"trace": "py_depth", "data": {"symbol_list": [{"code": "700.HK"}]}}, separators=(',', ':'))
resp = requests.get("https://quote.alltick.co/quote-stock-b-api/depth-tick",
                     params={"token": TOKEN, "query": query})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

q, _ := json.Marshal(map[string]interface{}{
    "trace": "go_depth", "data": map[string]interface{}{
        "symbol_list": []map[string]string{{"code": "700.HK"}},
    }})
full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/depth-tick?token=%s&query=%s",
    "YOUR_TOKEN_HERE", url.QueryEscape(string(q)))
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

std::string q = R"({"trace":"cpp_depth","data":{"symbol_list":[{"code":"700.HK"}]}})";
char* enc = curl_easy_escape(curl, q.c_str(), q.length());
std::string url = "https://quote.alltick.co/quote-stock-b-api/depth-tick?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
// ...

3.5 Basic stock information → GET /static_info

Response key fields

Field	meaning
name_cn / name_en / name_hk	Chinese/English/Traditional name
currency	Transaction currency
eps / eps_ttm	Earnings per share / Earnings per share (TTM)
bps	Net assets per share
dividend_yield	dividend yield
lot_size	Number of shares per lot
total_shares / circulating_shares	Total share capital / circulating share capital
exchange / board	Exchange/sector

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String query = "{\"trace\":\"j_info\",\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"}]}}";
String urlStr = "https://quote.alltick.co/quote-stock-b-api/static_info?token="
    + URLEncoder.encode(token, "UTF-8") + "&query=" + URLEncoder.encode(query, "UTF-8");
// GET...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

query = json.dumps({"trace":"py_info","data":{"symbol_list":[{"code":"700.HK"}]}}, separators=(',',':'))
resp = requests.get("https://quote.alltick.co/quote-stock-b-api/static_info",
                     params={"token": TOKEN, "query": query})
data = resp.json()
for stock in data["data"]["static_info_list"]:
    print(f"{stock['name_cn']}: EPS={stock['eps']}, dividend yield={stock['dividend_yield']}")

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

q, _ := json.Marshal(map[string]interface{}{
    "trace": "go_info", "data": map[string]interface{}{
        "symbol_list": []map[string]string{{"code": "700.HK"}},
    }})
full := fmt.Sprintf("https://quote.alltick.co/quote-stock-b-api/static_info?token=%s&query=%s",
    "YOUR_TOKEN_HERE", url.QueryEscape(string(q)))
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

std::string q = R"({"trace":"cpp_info","data":{"symbol_list":[{"code":"700.HK"}]}})";
char* enc = curl_easy_escape(curl, q.c_str(), q.length());
std::string url = "https://quote.alltick.co/quote-stock-b-api/static_info?token=YOUR_TOKEN_HERE&query=" + std::string(enc);
// ...

3.6 Trading halt query → GET /api/suspension

Three endpoints

exchange	URL	illustrate
Shanghai Stock Exchange SSE	https://quote.alltick.co/api/suspension/sse	Shanghai Stock Exchange
NYSE	https://quote.alltick.co/api/suspension/nyse	New York Stock Exchange
NASDAQ NASDAQ	https://quote.alltick.co/api/suspension/nasdaq	Nasdaq exchange

Parameters

Parameters	type	Required	illustrate
token	string	yes	YourToken
page	int	no	Page numbers (optional pagination)
size	int	no	Size per page (optional pagination)

Response example (SSE)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
  "success": true,
  "timestamp": "2024-01-15T10:30:00",
  "totalCount": 125,
  "data": [
    {
      "symbol": "600000",
      "symbolName": "Shanghai Pudong Development Bank",
      "haltReason": "trading halt for a material event",
      "haltDate": "2024-01-15",
      "haltTime": "09:30:00",
      "haltPeriod": "halted for the full day",
      "resumeDate": "2024-01-16",
      "resumeTime": "09:30:00",
      "publishDate": "2024-01-14 18:00:00"
    }
  ]
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String urlStr = "https://quote.alltick.co/api/suspension/sse?token="
    + URLEncoder.encode(token, "UTF-8") + "&page=1&size=10";
// GET...

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

resp = requests.get("https://quote.alltick.co/api/suspension/sse",
                     params={"token": TOKEN, "page": 1, "size": 10})
print(resp.json())

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

resp, _ := http.Get("https://quote.alltick.co/api/suspension/sse?token=YOUR_TOKEN_HERE&page=1&size=10")
// ...

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

curl_easy_setopt(curl, CURLOPT_URL, "https://quote.alltick.co/api/suspension/sse?token=YOUR_TOKEN_HERE&page=1&size=10");
// ...

WebSocket API Guide

WebSocket connection address

data type	address
Stocks/Broad Market	wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE
Forex / Crypto / Commodities / CFD Index	wss://quote.alltick.co/quote-b-ws-api?token=YOUR_TOKEN_HERE

Four protocol IDs

You send (cmd_id)	Server response (cmd_id)	Server push (cmd_id)	use
22000	22001	—	heartbeat
22002	22003	22999	Subscribe to Order book
22004	22005	22998	Subscribe to trades
22006	22007	—	Unsubscribe

Common message format

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// all requests
{
    "cmd_id": 22002,          // protocol ID
    "seq_id": 123,            // sequence ID (defined by the client）
    "trace": "uuid-xxxx",     // trace ID (up to 64 characters）
    "data": { /* ... */ }
}

// all responses and pushes
{
    "ret": 200,
    "msg": "ok",
    "cmd_id": 22003,
    "seq_id": 123,
    "trace": "uuid-xxxx",
    "data": { /* ... */ }
}

Key considerations

Subscription override rules: Each subscription request will overwrite the previous one. To append code all must be resent.
10-second heartbeat: After successful subscription, a heartbeat will be sent every 10 seconds. If there is no heartbeat for 30 seconds, it will be disconnected.
Request interval: The interval between two requests in the same WebSocket is at least 1 second; the interval between multiple WebSocket is at least 3 seconds.
Automatic reconnection: It is strongly recommended to implement automatic reconnection after disconnection + automatic resubscription after reconnection.
K-line does not support push: WebSocket cannot subscribe to K-line, and K-line can only be obtained through HTTP.

4.1 Heartbeat → cmd_id 22000/22001

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// send（22000）
{"cmd_id":22000, "seq_id":123, "trace":"hb", "data":{}}
// Response（22001）
{"ret":200, "msg":"ok", "cmd_id":22001, "seq_id":123, "trace":"hb", "data":{}}

Java (javax.websocket / Tyrus)

JAVAjava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

Timer timer = new Timer();
timer.scheduleAtFixedRate(new TimerTask() {
    public void run() {
        if (session != null && session.isOpen()) {
            session.getBasicRemote().sendText(
                "{\"cmd_id\":22000,\"seq_id\":123,\"trace\":\"hb\",\"data\":{}}");
        }
    }
}, 0, 10_000);

Python (websocket-client)

PYTHONpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import websocket, json, time, threading

ws = websocket.WebSocketApp("wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE")

def on_open(ws):
    def heartbeat():
        while ws.sock and ws.sock.connected:
            time.sleep(10)
            ws.send(json.dumps({"cmd_id":22000,"seq_id":123,"trace":"hb","data":{}}))
    threading.Thread(target=heartbeat, daemon=True).start()

ws.on_open = on_open
ws.run_forever()

Go (gorilla/websocket)

GOgo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

import (
    "github.com/gorilla/websocket"
    "time"
)

conn, _, _ := websocket.DefaultDialer.Dial("wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE", nil)
defer conn.Close()

go func() {
    ticker := time.NewTicker(10 * time.Second)
    for range ticker.C {
        msg := `{"cmd_id":22000,"seq_id":123,"trace":"hb","data":{}}`
        conn.WriteMessage(websocket.TextMessage, []byte(msg))
    }
}()

C++ (IXWebSocket)

CPPcpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

#include <ixwebsocket/IXWebSocket.h>
#include <thread>

ix::WebSocket ws;
ws.setUrl("wss://quote.alltick.co/quote-stock-b-ws-api?token=YOUR_TOKEN_HERE");

ws.setOnMessageCallback([](const ix::WebSocketMessagePtr& msg) {
    if (msg->type == ix::WebSocketMessageType::Message)
        std::cout << "received: " << msg->str << std::endl;
});

ws.start();

while (true) {
    std::this_thread::sleep_for(std::chrono::seconds(10));
    ws.send(R"({"cmd_id":22000,"seq_id":123,"trace":"hb","data":{}})");
}

4.2 Trade subscription → cmd_id 22004/22005 → Push 22998

Subscription message

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22004,
    "seq_id": 123,
    "trace": "sub_trade",
    "data": {
        "symbol_list": [
            {"code": "700.HK"},
            {"code": "AAPL.US"}
        ]
    }
}

Push message (cmd_id: 22998)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22998,
    "data": {
        "code": "700.HK",
        "seq": 1605509068000001,
        "tick_time": 1605509068,
        "price": "651.12",
        "volume": "300",
        "turnover": "12345.6",
        "trade_direction": 1
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String subMsg = "{"
    + "\"cmd_id\":22004,\"seq_id\":123,\"trace\":\"trade_sub\","
    + "\"data\":{\"symbol_list\":[{\"code\":\"700.HK\"},{\"code\":\"AAPL.US\"}]}}";
session.getBasicRemote().sendText(subMsg);

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

def on_open(ws):
    sub = {
        "cmd_id": 22004, "seq_id": 123, "trace": "trade_sub",
        "data": {"symbol_list": [{"code": "700.HK"}, {"code": "AAPL.US"}]}
    }
    ws.send(json.dumps(sub))

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

sub := `{"cmd_id":22004,"seq_id":123,"trace":"trade_sub","data":{"symbol_list":[{"code":"700.HK"},{"code":"AAPL.US"}]}}`
conn.WriteMessage(websocket.TextMessage, []byte(sub))

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(R"({"cmd_id":22004,"seq_id":123,"trace":"trade_sub","data":{"symbol_list":[{"code":"700.HK"},{"code":"AAPL.US"}]}})");

4.3 Order book subscription → cmd_id 22002/22003 → Push 22999

Subscription message (includes the depth_level field)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22002,
    "seq_id": 123,
    "trace": "sub_depth",
    "data": {
        "symbol_list": [
            {"code": "700.HK", "depth_level": 5},
            {"code": "AAPL.US",   "depth_level": 1}
        ]
    }
}

Push message (cmd_id: 22999)

JSONjson

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

{
    "cmd_id": 22999,
    "data": {
        "code": "700.HK",
        "seq": 1605509068000001,
        "tick_time": 1605509068,
        "bids": [{"price": "9.12", "volume": "1000"}],
        "asks": [{"price": "9.13", "volume": "500"}]
    }
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

String subMsg = "{"
    + "\"cmd_id\":22002,\"seq_id\":123,\"trace\":\"depth_sub\","
    + "\"data\":{\"symbol_list\":["
    + "{\"code\":\"700.HK\",\"depth_level\":5},"
    + "{\"code\":\"AAPL.US\",\"depth_level\":1}"
    + "]}}";
session.getBasicRemote().sendText(subMsg);

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

def on_open(ws):
    sub = {
        "cmd_id": 22002, "seq_id": 123, "trace": "depth_sub",
        "data": {"symbol_list": [
            {"code": "700.HK", "depth_level": 5},
            {"code": "AAPL.US", "depth_level": 1}
        ]}
    }
    ws.send(json.dumps(sub))

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

sub := `{"cmd_id":22002,"seq_id":123,"trace":"depth_sub","data":{"symbol_list":[{"code":"700.HK","depth_level":5},{"code":"AAPL.US","depth_level":1}]}}`
conn.WriteMessage(websocket.TextMessage, []byte(sub))

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(R"({"cmd_id":22002,"seq_id":123,"trace":"depth_sub","data":{"symbol_list":[{"code":"700.HK","depth_level":5},{"code":"AAPL.US","depth_level":1}]}})");

4.4 Unsubscribe → cmd_id 22006/22007

Protocoltext

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

// send（22006）
{
    "cmd_id": 22006, "seq_id": 123, "trace": "cancel",
    "data": { "cancel_type": 0 }   // 0=cancel all, 1=cancel order book only, 2=cancel trades only
}

Javajava

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

session.getBasicRemote().sendText(
    "{\"cmd_id\":22006,\"seq_id\":123,\"trace\":\"cancel\",\"data\":{\"cancel_type\":0}}");

Pythonpython

# AllTick — Real-time Financial Market Data API
# Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(json.dumps({"cmd_id":22006,"seq_id":123,"trace":"cancel","data":{"cancel_type":0}}))

Gogo

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

conn.WriteMessage(websocket.TextMessage, []byte(`{"cmd_id":22006,"seq_id":123,"trace":"cancel","data":{"cancel_type":0}}`))

C++cpp

// AllTick — Real-time Financial Market Data API
// Real-time Forex, Stocks, Crypto, Commodities and Indices market data

ws.send(R"({"cmd_id":22006,"seq_id":123,"trace":"cancel","data":{"cancel_type":0}})");

Error Code Quick Reference

error code	error message	Meaning & troubleshooting suggestions
200	ok	success
400	request header param invalid	JSON First layer parameter error → Check whether the trace and data fields exist and have a complete structure
400	request data param invalid	Data field content is wrong → Check parameters against API documentation
401	token invalid	Token is invalid → Check whether the format is correct and whether it has expired
402	query invalid	GET parameter error → Check URL encoding and special character escaping
429	rate limit	Request overclocking → lower frequency or upgrade plan
600	code invalid	The instrument code is invalid → Check whether the URL path is correct (stock path ≠ foreign exchange path) and whether the case of code is consistent with the list
601	body empty	POST request body is empty → check whether the body is missing from APIs such as /batch-kline
603	token level not enough	Exceeding the plan limit → Reduce the number of instruments to /K and the number of lines, or upgrade the plan
604	code unauthorized	Token does not have permission to access this code → Contact customer service
605	too many requests	HTTP API frequency exceeds the limit → optimize frequency or upgrade
606	too many requests…connection will be closed	WebSocket request rate exceeds the limit → will be disconnected, check the number of connections and request interval

Rate and Limit Quick Reference

HTTP endpoint rate limits by plan

interface	free	Base	advanced	Professional / All Hong Kong stocks / All A shares / All US stocks
/kline	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
/batch-kline	1 time every 10 seconds	1 time every 3 seconds	1 time every 2 seconds	1 time per second
/depth-tick	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
/trade-tick	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
/static_info	1 time every 10 seconds	1 time per second	10 times per second	20 times per second
Total of all APIs (per minute)	10 times	60 times	600 times	1200 times
Daily total request cap	1,000	86,400	864,000	1,728,000

Maximum codes per HTTP request by plan

interface	free	Basic+	Remark
/trade-tick	5	Recommended ≤50 codes	GET URL length limit
/depth-tick	5	Recommended ≤50 codes	It is recommended to use WebSocket
/static_info	5	Recommended ≤50 codes	—
/batch-kline	5 sets	100~500 groups	1 group = 1 instrument + 1K-line type

WebSocket restrictions

Restrictions	free	Base	advanced	Professional/All Hong Kong stocks/All A shares/All US stocks
Number of connections	1	1	3	10
Trade subscription codes	5	100	200	3000
Order book subscription codes	5	100	200	3000
heartbeat interval	10 seconds	10 seconds	10 seconds	10 seconds
Request interval	≥1 second	≥1 second	≥1 second	≥1 second
Multiple connection intervals	≥3 seconds	≥3 seconds	≥3 seconds	≥3 seconds

Customer FAQ

General integration

Q1: Is the free plan enough?

Q2: How do I know whether an instrument is supported?

Q3: How do I troubleshoot error 600 “code invalid”?

Q4: How do I obtain a Token?

K-line questions

Q5: Can WebSocket push the K-line?

Q6: How do I retrieve and update K-lines efficiently?

Q7: Why does the stock not support 2-hour and 4-hour K-line?

Price and percentage change

Q8: How do I calculate percentage change?

Daily percentage change: (today's daily K-line close_price - previous day's daily K-line close_price) / previous day's daily K-line close_price × 100%
24-hour percentage change: Subscribe to trades over WebSocket, retain the price from 24 hours earlier, and use (latest price - price 24 hours ago) / price 24 hours ago × 100%

Q9: What does `close_price` represent during trading?

During the trading period, close_price of the latest K-line = the latest trade price
During the market closure, close_price of the latest K-line = the closing price of the day

Order book and price limits

Q10: How do I identify limit-up and limit-down?

High limit: bids has data, and the price and volume of asks are all 0
Limit-down: asks contains data while all bids prices and volumes are 0

Q11: How do I determine whether a stock is delisted?

Q12: Why do some instruments have fewer order book levels than the documented maximum?

WebSocket related

Q13: How do I add another code to a subscription?

Q14: What should I do if the connection keeps disconnecting?

Q15: Can stocks and forex/crypto share one WebSocket connection?

Trading Hours & Holidays

Q16: Where can I find trading hours and market closures?

Chinese channel: https://t.me/alltick_cn
English channel: https://t.me/alltick_en

Q17: What is the difference between CFD index and market index?

Trading halts and new listings

Q18: How do I query trading halts?

Q19: How do I know when a new stock is listed?

Technical details

Q20: What is the `trace` field used for?

Q21: Must the GET query parameter be URL-encoded?

Q22: Can multiple endpoints be requested concurrently?

Contact and support

channel	address
Official website	https://alltick.co
Alternate official website	https://alltick.io
Email	support@alltick.co
Telegram Chinese channel	https://t.me/alltick_cn
Telegram English Channel	https://t.me/alltick_en
GitHub	github.com/AllTick-Official

AllTick API Onboarding Tutorial

1.1 What is this?

1.2 Three-step integration process

Step 1: Get Token

Step 2: Understand instrument codes

Step 3: Run the first request!

1.3 Quick overview of general concepts

Request format (common to all HTTP endpoints)

Response format (common to all endpoints)

HTTP vs WebSocket: How to choose?

Endpoint URL quick reference

Stocks

Forex & Cryptocurrencies & Commodities & Indices

3.1 Single-instrument K-line query → GET /kline

Request parameters

Response data

Example: Query the latest 10 daily K-lines for Apple (AAPL.US)

3.2 Batch K-line query → POST /batch-kline

/kline vs /batch-kline

Maximum /batch-kline data groups by plan

Request example

3.3 Latest trade query → GET /trade-tick

Request parameters (query JSON)

Response data

3.4 Order book query → GET /depth-tick

Order book depth by market

Response example

3.5 Basic stock information → GET /static_info

Response key fields

3.6 Trading halt query → GET /api/suspension

Three endpoints

Parameters

Response example (SSE)

WebSocket connection address

Four protocol IDs

Common message format

Key considerations

4.1 Heartbeat → cmd_id 22000/22001

4.2 Trade subscription → cmd_id 22004/22005 → Push 22998

Subscription message

Push message (cmd_id: 22998)

4.3 Order book subscription → cmd_id 22002/22003 → Push 22999

Subscription message (includes the depth_level field)

Push message (cmd_id: 22999)

4.4 Unsubscribe → cmd_id 22006/22007

HTTP endpoint rate limits by plan

Maximum codes per HTTP request by plan

WebSocket restrictions

General integration

Q1: Is the free plan enough?

Q2: How do I know whether an instrument is supported?

Q3: How do I troubleshoot error 600 “code invalid”?

Q4: How do I obtain a Token?

K-line questions

Q5: Can WebSocket push the K-line?

Q6: How do I retrieve and update K-lines efficiently?

Q7: Why does the stock not support 2-hour and 4-hour K-line?

Price and percentage change

Q8: How do I calculate percentage change?

Q9: What does close_price represent during trading?

Order book and price limits

Q10: How do I identify limit-up and limit-down?

Q11: How do I determine whether a stock is delisted?

Q12: Why do some instruments have fewer order book levels than the documented maximum?

WebSocket related

Q13: How do I add another code to a subscription?

Q14: What should I do if the connection keeps disconnecting?

Q15: Can stocks and forex/crypto share one WebSocket connection?

Trading Hours & Holidays

Q16: Where can I find trading hours and market closures?

Q17: What is the difference between CFD index and market index?

Trading halts and new listings

Q18: How do I query trading halts?

Q19: How do I know when a new stock is listed?

Technical details

Q20: What is the trace field used for?

Q21: Must the GET query parameter be URL-encoded?

Q22: Can multiple endpoints be requested concurrently?

Contact and support

AllTick API Onboarding Tutorial

Q9: What does `close_price` represent during trading?

Q20: What is the `trace` field used for?