97 examples covering the full Futu OpenAPI surface — every API call documented, every response demonstrated, zero mocks.
All scripts import examples/connect.py for HA gateway selection and RSA configuration.
#
Name
What you'll see
00 HA Gateway
TCP probe all your hosts, pick the fastest, handle RSA. Start here to confirm your setup is solid.
#
Name
What you'll see
02 Quote Push
All four quote handlers running together — stock quotes, order book updates, tick-by-tick prints, broker queue changes
05 Quote + Trade Push
Every push type in one script: K-lines, trades, orderbook, and live trade order/deal events
14 Live K-Line Stream
Subscribe to real-time candlestick updates as they print
39 System Notifications
Login events, order fills, market state changes — push directly from OpenD
40 Trade Push
Watch orders go from submitted → filled → partially filled in real time
45 Broker Queue Push
BrokerHandlerBase — real-time push when broker queue changes. LV1 data permission required.
45b Ticker Push
TickerHandlerBase — every trade print with price, volume, direction, and millisecond timestamp
46 CurKline Push
CurKlineHandlerBase — live candle build-up as it forms, before the bar closes
47 Price Reminder Push
PriceReminderHandlerBase — server-pushed alerts when your price targets are hit
48 KeepAlive Push
KeepAliveHandlerBase — heartbeat monitoring between client and OpenD
54 Pair Trading Signal
Rolling z-score spread between HK.00700 and HK.09988 via CurKlineHandler — statistical arbitrage signal in real time
56 Order Flow Imbalance
ORDER_BOOK push accumulation — measures directional pressure as net bid vs ask volume delta over time
57 VWAP Benchmark
TICKER push stream → running VWAP, deviation in bps, simulated entry P&L — execution quality in real time
Static & Historical Market Data
#
Name
What you'll see
01 Market Snapshot
Every single stock in a market — price, volume, turnover, bid/ask — in one shot
44 Multi-Market Snapshot
All four markets (HK/US/SH/SZ) fetched concurrently via threading
55 Momentum Screener
RSI + MACD across Daily/60M/15M for 8 HK stocks — multi-timeframe signal confluence
07 K-Line History
Historical K-lines with pagination + today's live bar via get_cur_kline
08 Tick Data
Every trade print — exact time, price, volume, direction — for a stock
09 Broker Queue
Who sits on the bid and ask, how many lots each broker is showing
10 Order Book
Full 10-level bid/ask ladder — price, volume, order count at each level
16 Stock Quote
Last price, open, high, low, volume, turnover for a list of stocks
22 Market State
Is the market pre-open, open, closed, or after-hours right now?
#
Name
What you'll see
03 Stock Screener
20+ filter criteria — price, PE, market cap, turnover, industry, flag day, and more
52 Option Chain Filter
Slice option chains by delta, IV, moneyness, OI using OptionDataFilter
Sectors, Plates & References
#
Name
What you'll see
13 Sector Plates
All plates (sectors/industries) in a market, and every stock belonging to a plate
17 Owner Plates
Which plate owns a given stock — useful for sector rotation
18 Reference Stocks
Warrant and bull-bear chain reference data — the underlying and its related instruments
28 Warrant Data
All warrants for an underlying — issuer, implied volatility, premium, maturity
#
Name
What you'll see
19 Capital Flow
Intraday and daily capital flow heatmap — where money is flowing in/out
42 Capital Distribution
Super/Big/Mid/Small fund flow breakdown per stock — institutional tier breakdown
29 Unusual Activity
Unusual volume, price, technical and derivative signals — pick up early mover prints
27 Code Changes
Stock rename, split, and code change history
41 Rehabilitation Data
Ex-dividend, ex-rights, share consolidation dates — for adjusting historical prices
Advanced Analytics & Algo Execution
#
Name
What you'll see
58 Options Greeks
Live delta/gamma/theta/vega/rho from option chain data — pure Python Black-Scholes
59 Dark Pool Detector
Cross-reference TICKER + BROKER push to flag off-book trades
60 Cross-Market Arb
HK.00700 vs US.TCEHY spread tracking — live dual-market quote monitoring
61 TWAP Slicer
Slice large orders over time using ORDER_BOOK pricing (SIMULATE)
62 Portfolio Risk
6 live risk metrics — concentration, leverage, margin, P&L alerts
63 Earnings Screener
Pre-earnings IV/HV ratio + post-earnings unusual activity
64 Backtesting
SMA/RSI/MACD strategies with Sharpe, drawdown, win rate
65 Vol Surface
Moneyness × expiry IV matrix from option chains
66 Multi-Leg Options
Vertical call spread on SIMULATE — 2-leg fill monitoring
67 Health Monitor
Watchdog — latency, subscription quota, market state polling
Advanced Execution Strategies
#
Name
What you'll see
68 Trailing Stop Execution
Dynamic stop-loss that follows price favorably with order replacement
69 Bollinger Band Bounce
Mean-reversion via pure-Python Bollinger Bands (statistics.pstdev)
70 Warrant Valuation Dashboard
Intrinsic/time value, simplified implied vol, mispricing ranking
71 Market Regime Detector
ADX + rolling vol — classifies TRENDING / RANGING / BREAKOUT
72 Candlestick Pattern Scanner
9 classic patterns with confidence scoring + trend confirmation
73 Multi-Asset Correlation Tracker
Rolling Pearson matrix + spike detection across 10+ tickers
74 Order Flow Imbalance Visualizer
Real-time ASCII imbalance bar chart using ORDER_BOOK push
75 Futures Term Structure & Roll Yield
Dynamic futures discovery, contango/backwardation, ASCII chart
76 Kelly Criterion Position Sizer
Optimal sizing with half/quarter-Kelly, ATR-based stop
77 Iceberg Order Detector
Heuristic hidden order detection via order book dynamics
78 Grid Trading Bot
Automated buy-low/sell-high within a defined price range
79 Pairs Trading (Cointegration)
Engle-Granger stat-arb — HK.00700 vs US.TCEHY
80 Multi-Leg Options Strategy
Straddle, strangle, iron condor execution on SIMULATE
81 Portfolio Rebalancing Bot
Periodic target-allocation rebalancing with live positions
82 Unusual Options Activity Scanner
Volume anomaly flagging across full option chain
#
Name
What you'll see
83 Dividend & Corporate Action Tracker
Upcoming dividends, ex-dates, splits, rights issues for watchlist
84 VWAP Execution Analysis
Trade quality vs VWAP benchmark, slippage analysis, time-bucketed breakdown
85 Options Volatility Skew
Implied vol surface across strikes/expiries with Newton-Raphson solver
#
Name
What you'll see
86 Market Breadth Dashboard
Adv/Dec, McClellan Oscillator, sector participation across HK/US/SH/SZ
87 Smart Watchlist Alerts
Price targets, RSI, Bollinger Band break alerts with cooldown logic
Risk Management (SIMULATE)
#
Name
What you'll see
88 Stop-Loss / Take-Profit Engine
Dual SL/TP with partial exits and trailing activation
92 Monte Carlo Portfolio Simulator
10K path simulation with VaR, percentiles, ASCII histogram
96 Margin Utilization Monitor
Real-time margin tracking, utilization bars, liquidation price
#
Name
What you'll see
89 Gap Scanner
Overnight gap detection across all markets with volume confirmation
90 AH Premium/Discount Tracker
A-share vs H-share price comparison with FX adjustment
91 Sector Rotation Scanner
RSI-based sector ranking for rotation signals
95 52-Week High/Low Scanner
Proximity to yearly extremes with volume confirmation
97 VWAP Anchored Trading Levels
Dynamic support/resistance with volume confirmation signals
Options Strategies (SIMULATE)
#
Name
What you'll see
93 Options Calendar Spread Builder
Neutral theta plays via vol differential across expiries
94 Earnings Surprise Analyzer
EPS surprise detection + post-earnings price action
Real-Time Feeds (Push Handlers) Push handlers receive streaming data from OpenD as events occur. Subscribe once, and the handler fires every time the data changes — no polling required.
#
Name
What you'll see
02 All quote push handlers
Quote, orderbook, ticker, broker queue — all running simultaneously
05 Quote + trade combined
Every push type in one script, with trade order/deal streams
14 Live K-Line Stream
Subscribe to real-time candlestick updates as they print
39 System Notifications
Login events, order fills, market alerts
40 Trade Push
Live order status and deal confirmations as they happen
45 Broker Queue Push
BrokerHandlerBase for real-time broker depth changes (LV1 req.)
45b Ticker Push
TickerHandlerBase — every trade print with price, volume, direction
46 CurKline Push
CurKlineHandlerBase for live candle build-up before bar closes
47 Price Reminder Push
PriceReminderHandlerBase for server-pushed price alerts
48 KeepAlive Push
KeepAliveHandlerBase for connection heartbeat monitoring
Trading (SIMULATE Account) All trade examples use the SIMULATE account only. No real orders are placed.
#
Name
What you'll see
04 MACD strategy
Calculate MACD cross signals, place simulated orders
06 Place and modify orders
Sell with smart order types
11 Account info + positions
Cash, margin, positions, Unrealized P&L, dry-run your buying power
32 Order lifecycle
Query, modify, cancel orders and their fills
33 Trading limits
Max buy/sell quantity, margin ratios
34 Cancel all open orders
Emergency cleanup
35 Cash flow history
Deposits, withdrawals, fees
37 Margin ratios
Margin utilization for leveraged positions
38 Order fees
Commission, platform fee, clear fees per order
49 Account cash flow
get_acc_cash_flow on trade context
50 Historical orders & deals
Closed-order pipeline and historical fill records
51 Account list
All sub-accounts (REAL + SIMULATE) with types and statuses
Calendars & Reference Data
#
Name
What you'll see
12 Trading days calendar
Which days each market is open
20 IPO calendar
Upcoming and recent IPOs per market
21 Futures specs
Contract size, tick size, trading hours
53 Option expiration cycles
Full roll calendar grouped by WEEK/MONTH/QUARTER
User Data & Administration
#
Name
What you'll see
23 Price alerts
Create, query, update, delete price reminders
24 Watchlist groups
Create, rename, delete watchlist groups; add and remove stocks
30 User info
Account list, user profile, broker firm and account type
31 Misc
Flag days, rehabilitation data, watchlist operations
#
Name
What you'll see
15 Subscription list
Which stocks and what types you're subscribed to
25 Option chains
All option contracts for an underlying grouped by expiration date
26 K-line quota
How many historical K-line API calls you've burned through today
36 Stock basic info
Name, lot size, board lot, security type for a market or code list
43 Subscribe lifecycle
Batch subscribe → query subscription → unsubscribe_all