> ## Documentation Index > Fetch the complete documentation index at: https://docs.tqx.ai/llms.txt > Use this file to discover all available pages before exploring further. # Minute market data > Retrieve historical minute bars for Hong Kong and US stocks. ## Obtain Hong Kong stock minute line data ### Method name: get\_hk\_min ### Enter parameters | Field | Type | Description | Is it required | | :---------- | :--------------------------------- | :------------------------------------------------------------------------------------------------- | :------------- | | start\_date | str | Start date,eg: "20250702" | Required | | end\_date | str | End date,eg: "20250702" | Required | | symbol | Optional\[Union\[str, List\[str]]] | Stock code, when symbol is empty, the start and end dates cannot exceed 1 month | Optional | | fields | Optional\[Union\[str, List\[str]]] | Return fields, if not passed, the default is "open", "high", "low", "close", "volume" and "amount" | Optional | | time\_zone | Optional\[tuple] | Time zone filtering, the format is ("HH:MM", "HH:MM"), such as ("10:00", "23:00") | Optional | | frequency | Optional\[str] | Frequency, supports "1m", "5m", "10m", "60m", default is "1m" | Optional | ### Response parameters | Field | Type | Description | | :---------- | :----- | :------------------------------------ | | date | str | date | | datetime | str | date and time | | minute | str | time (accurate to minute) | | symbol | str | stock code | | open | double | minute opening price | | high | double | highest price per minute | | low | double | lowest price per minute | | close | double | minute closing price | | volume | double | minute volume | | amount | double | minute transaction amount | | num\_trades | double | Number of transactions per minute | | high\_yld | double | highest rate of return per minute | | low\_yld | double | minute minimum rate of return | | open\_yld | double | minute opening rate of return | | yield | double | minute closing yield | | vwap | double | minute volume weighted average price | | bid\_high | double | Highest bid price | | bid\_low | double | lowest bid price | | open\_bid | double | opening bid price | | bid | double | closing bid price | | bid\_nummov | double | Number of bid changes | | ask\_high | double | Highest selling price | | ask\_low | double | Lowest selling price | | open\_ask | double | opening ask price | | ask | double | closing selling price | | ask\_nummov | double | Number of sell order changes | | mid\_high | double | the highest value of the middle price | | mid\_low | double | the lowest value of the middle price | | mid\_open | double | opening mid price | | mid\_price | double | closing mid price | ### Usage examples #### Get the 1-minute line data of a single stock and use fields ```python theme={null} import tqx_data result = tqx_data.get_hk_min( symbol="0700.HK", start_date="20260101", end_date="20260131", fields=["symbol", "date", "num_trades", "amount", "volume"], frequency="1m", time_zone=("10:00", "11:00") ) print(result) ``` **Response Example** ```text theme={null} symbol date num_trades ... volume datetime minute 0 0700.HK 20260102 415.0 ... 109000.0 2026-01-02 10:00:00 100000 1 0700.HK 20260102 89.0 ... 26900.0 2026-01-02 10:01:00 100100 2 0700.HK 20260102 61.0 ... 17200.0 2026-01-02 10:02:00 100200 3 0700.HK 20260102 250.0 ... 97900.0 2026-01-02 10:03:00 100300 4 0700.HK 20260102 266.0 ... 182600.0 2026-01-02 10:04:00 100400 ... ... ... ... ... ... ... ... 1276 0700.HK 20260130 37.0 ... 12700.0 2026-01-30 10:56:00 105600 1277 0700.HK 20260130 32.0 ... 6900.0 2026-01-30 10:57:00 105700 1278 0700.HK 20260130 96.0 ... 29800.0 2026-01-30 10:58:00 105800 1279 0700.HK 20260130 43.0 ... 10300.0 2026-01-30 10:59:00 105900 1280 0700.HK 20260130 140.0 ... 62900.0 2026-01-30 11:00:00 110000 ``` #### Obtain 10-minute line data of multiple stocks ```python theme={null} import tqx_data result = tqx_data.get_hk_min( symbol=["0700.HK","0003.HK"], start_date="20260101", end_date="20260131", fields=[], frequency="10m", time_zone=("10:00", "11:00") ) print(result) ``` **Response Example** ```text theme={null} symbol date datetime ... close volume amount 0 0003.HK 20260102 2026-01-02 10:00:00 ... 7.07 305000.0 2156350.0 1 0003.HK 20260102 2026-01-02 10:10:00 ... 7.09 333000.0 2360970.0 2 0003.HK 20260102 2026-01-02 10:20:00 ... 7.09 463000.0 3282670.0 3 0003.HK 20260102 2026-01-02 10:30:00 ... 7.09 324000.0 2297160.0 4 0003.HK 20260102 2026-01-02 10:40:00 ... 7.09 368000.0 2609120.0 .. ... ... ... ... ... ... ... 289 0700.HK 20260130 2026-01-30 10:20:00 ... 613.00 392600.0 240663800.0 290 0700.HK 20260130 2026-01-30 10:30:00 ... 612.50 797000.0 488162500.0 291 0700.HK 20260130 2026-01-30 10:40:00 ... 613.50 397200.0 243682200.0 292 0700.HK 20260130 2026-01-30 10:50:00 ... 614.00 333900.0 205014600.0 293 0700.HK 20260130 2026-01-30 11:00:00 ... 614.50 296100.0 181953450.0 ``` ## Get the minute line number of US stocks ### Method name: get\_us\_min ### Enter parameters | Field | Type | Description | Is it required | | :---------- | :--------------------------------- | :------------------------------------------------------------------------------------------------- | :------------- | | start\_date | str | Start date, eg: "20250702" This is the date in New York, USA) | Required | | end\_date | str | End date, eg: "20250702" (this is the date in New York, USA) | Required | | symbol | Optional\[Union\[str, List\[str]]] | Stock code, when symbol is empty, the start and end dates cannot exceed 1 month | Optional | | fields | Optional\[Union\[str, List\[str]]] | Return fields, if not passed, the default is "open", "high", "low", "close", "volume" and "amount" | Optional | | time\_zone | Optional\[tuple] | Time zone filtering, the format is ("HH:MM", "HH:MM"), such as ("10:00", "23:00") | Optional | | frequency | Optional\[str] | Frequency, supports "1m", "5m", "10m", "60m", default is "1m" | Optional | ### Response parameters | Field | Type | Description | | :----------- | :----- | :------------------------------------------------ | | us\_date | str | New York, USA date | | us\_datetime | str | New York, USA date and time | | us\_minute | str | New York time, United States (accurate to minute) | | cn\_date | str | Chinese date | | cn\_datetime | str | China date and time | | cn\_minute | str | China time (accurate to minute) | | symbol | str | stock code | | open | double | minute opening price | | high | double | highest price per minute | | low | double | lowest price per minute | | close | double | minute closing price | | volume | double | minute volume | | amount | double | minute transaction amount | | num\_trades | double | Number of transactions per minute | | high\_yld | double | highest rate of return in minutes | | low\_yld | double | minute minimum rate of return | | open\_yld | double | minute opening yield | | yield | double | minute closing yield | | vwap | double | minute volume weighted average price | | bid\_high | double | Highest bid price | | bid\_low | double | lowest bid price | | open\_bid | double | opening bid price | | bid | double | closing bid price | | bid\_nummov | double | Number of bid changes | | ask\_high | double | Highest selling price | | ask\_low | double | Lowest selling price | | open\_ask | double | opening ask price | | ask | double | closing selling price | | ask\_nummov | double | Number of sell order changes | ### Usage examples #### Get the 1-minute line data of a single stock and use fields ```python theme={null} import tqx_data result = tqx_data.get_us_min( symbol="AAPL.NB", start_date="20260101", end_date="20260131", fields=["symbol", "date", "num_trades", "amount", "volume"], frequency="1m", time_zone=("10:00", "11:00") ) print(result) ``` **Response Example** ```text theme={null} symbol us_date num_trades ... volume us_datetime us_minute 0 AAPL.NB 20260102 557.0 ... 96820.0 2026-01-02 10:00:00 100000 1 AAPL.NB 20260102 417.0 ... 80610.0 2026-01-02 10:01:00 100100 2 AAPL.NB 20260102 458.0 ... 88307.0 2026-01-02 10:02:00 100200 3 AAPL.NB 20260102 429.0 ... 84335.0 2026-01-02 10:03:00 100300 4 AAPL.NB 20260102 517.0 ... 93921.0 2026-01-02 10:04:00 100400 ... ... ... ... ... ... ... ... 1215 AAPL.NB 20260130 327.0 ... 72088.0 2026-01-30 10:56:00 105600 1216 AAPL.NB 20260130 265.0 ... 62458.0 2026-01-30 10:57:00 105700 1217 AAPL.NB 20260130 507.0 ... 88342.0 2026-01-30 10:58:00 105800 1218 AAPL.NB 20260130 287.0 ... 51118.0 2026-01-30 10:59:00 105900 1219 AAPL.NB 20260130 504.0 ... 100017.0 2026-01-30 11:00:00 110000 ``` #### Obtain 10-minute line data of multiple stocks ```python theme={null} import tqx_data result = tqx_data.get_us_min( symbol=["AAPL.NB", "TSLE.NB"], start_date="20260101", end_date="20260131", fields=[], frequency="10m", time_zone=("10:00", "11:00") ) print(result) ``` **Response Example** ```text theme={null} symbol us_date ... us_datetime us_minute 0 AAPL.NB 20260102 ... 2026-01-02 10:00:00 100000 1 AAPL.NB 20260102 ... 2026-01-02 10:10:00 101000 2 AAPL.NB 20260102 ... 2026-01-02 10:20:00 102000 3 AAPL.NB 20260102 ... 2026-01-02 10:30:00 103000 4 AAPL.NB 20260102 ... 2026-01-02 10:40:00 104000 .. ... ... ... ... ... 275 TSLA.NB 20260130 ... 2026-01-30 10:20:00 102000 276 TSLA.NB 20260130 ... 2026-01-30 10:30:00 103000 277 TSLA.NB 20260130 ... 2026-01-30 10:40:00 104000 278 TSLA.NB 20260130 ... 2026-01-30 10:50:00 105000 279 TSLA.NB 20260130 ... 2026-01-30 11:00:00 110000 ``` 5\. **Get real-time minute line data of Hong Kong and US stocks**