QuoteContext

Quote context

Parameters:

Name Type Description Default
config Config

Configuration object

 required

brokers(symbol)

Get security brokers

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
SecurityBrokers

Security brokers

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.brokers("700.HK")
print(resp)

calc_indexes(symbols, indexes)

Get calc indexes

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required
indexes List[Type[CalcIndex]]

Calc indexes

 required

Returns:

Type Description
List[SecurityCalcIndex]

Calc indexes of the symbols

Examples:

::

from longport.openapi import QuoteContext, Config, CalcIndex

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.calc_indexes(["700.HK", "APPL.US"], [CalcIndex.LastDone, CalcIndex.ChangeRate])
print(resp)

candlesticks(symbol, period, count, adjust_type)

Get security candlesticks

Parameters:

Name Type Description Default
symbol str

Security code

 required
period Type[Period]

Candlestick period

 required
count int

Count of cancdlestick (Maximum is 1000)

 required
adjust_type Type[AdjustType]

Adjustment type

 required

Returns:

Type Description
List[Candlestick]

Candlesticks

Examples:

::

from longport.openapi import QuoteContext, Config, Period, AdjustType

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.candlesticks(
    "700.HK", Period.Day, 10, AdjustType.NoAdjust)
print(resp)

capital_distribution(symbol)

Get capital distribution

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
CapitalDistributionResponse

Capital distribution

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.capital_distribution("700.HK")
print(resp)

capital_flow(symbol)

Get capital flow intraday

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
List[CapitalFlowLine]

Capital flow list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.capital_flow("700.HK")
print(resp)

create_watchlist_group(name, securities=None)

Create watchlist group

Parameters:

Name Type Description Default
name str

Group name

 required
securities Optional[List[str]]

Securities

 None

Returns:

Type Description
int

Group ID

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)
group_id = ctx.create_watchlist_group(name = "Watchlist1", securities = ["700.HK", "AAPL.US"])
print(group_id)

delete_watchlist_group(id, purge=False)

Delete watchlist group

Parameters:

Name Type Description Default
id int

Group ID

 required
purge bool

Move securities in this group to the default group

 False

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)
ctx.delete_watchlist_group(10086)

depth(symbol)

Get security depth

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
SecurityDepth

Security depth

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.depth("700.HK")
print(resp)

history_candlesticks_by_date(symbol, period, adjust_type, start, end)

Get security history candlesticks by date

history_candlesticks_by_offset(symbol, period, adjust_type, forward, time, count)

Get security history candlesticks by offset

intraday(symbol)

Get security intraday lines

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
List[IntradayLine]

Intraday lines

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.intraday("700.HK")
print(resp)

member_id()

Returns the member ID

option_chain_expiry_date_list(symbol)

Get option chain expiry date list

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
List[date]

Option chain expiry date list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_chain_expiry_date_list("AAPL.US")
print(resp)

option_chain_info_by_date(symbol, expiry_date)

Get option chain info by date

Parameters:

Name Type Description Default
symbol str

Security code

 required
expiry_date date

Expiry date

 required

Returns:

Type Description
List[StrikePriceInfo]

Option chain info

Examples:

::

from datetime import date
from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_chain_info_by_date(
    "AAPL.US", date(2023, 1, 20))
print(resp)

option_quote(symbols)

Get quote of option securities

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required

Returns:

Type Description
List[OptionQuote]

Option quote list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.option_quote(["AAPL230317P160000.US"])
print(resp)

participants()

Get participants

Returns:

Type Description
List[ParticipantInfo]

Participants

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.participants()
print(resp)

quote(symbols)

Get quote of securities

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required

Returns:

Type Description
List[SecurityQuote]

Security quote list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.quote(["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"])
print(resp)

quote_level()

Returns the quote level

realtime_brokers(symbol)

Get real-time brokers

Get real-time brokers of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
SecurityBrokers

Security brokers

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Brokers], is_first_push = True)
sleep(5)
resp = ctx.realtime_brokers("700.HK")
print(resp)

realtime_candlesticks(symbol, period, count)

Get real-time candlesticks

Get Get real-time candlesticks of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name Type Description Default
symbol str

Security code

 required
period Type[Period]

Period type

 required
count int

Count of candlesticks

 required

Returns:

Type Description
List[Candlestick]

Security candlesticks

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, Period

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe_candlesticks("AAPL.US", Period.Min_1)
sleep(5)
resp = ctx.realtime_candlesticks("AAPL.US", Period.Min_1, 10)
print(resp)

realtime_depth(symbol)

Get real-time depth

Get real-time depth of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name Type Description Default
symbol str

Security code

 required

Returns:

Type Description
SecurityDepth

Security depth

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Depth], is_first_push = True)
sleep(5)
resp = ctx.realtime_depth("700.HK")
print(resp)

realtime_quote(symbols)

Get real-time quote

Get real-time quotes of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required

Returns:

Type Description
List[RealtimeQuote]

Quote list

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Quote], is_first_push = True)
sleep(5)
resp = ctx.realtime_quote(["700.HK", "AAPL.US"])
print(resp)

realtime_trades(symbol, count)

Get real-time trades

Get real-time trades of the subscribed symbols, it always returns the data in the local storage.

Parameters:

Name Type Description Default
symbol str

Security code

 required
count int

Count of trades

 required

Returns:

Type Description
List[Trade]

Security trades

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType

config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Trade], is_first_push = False)
sleep(5)
resp = ctx.realtime_trades("700.HK", 10)
print(resp)

set_on_brokers(callback)

Set brokers callback, after receiving the brokers data push, it will call back to this function.

set_on_candlestick(callback)

Set candlestick callback, after receiving the candlestick updated event, it will call back to this function.

set_on_depth(callback)

Set depth callback, after receiving the depth data push, it will call back to this function.

set_on_quote(callback)

Set quote callback, after receiving the quote data push, it will call back to this function.

set_on_trades(callback)

Set trades callback, after receiving the trades data push, it will call back to this function.

static_info(symbols)

Get basic information of securities

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required

Returns:

Type Description
List[SecurityStaticInfo]

Security info list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.static_info(
    ["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"])
print(resp)

subscribe(symbols, sub_types, is_first_push=False)

Subscribe

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required
sub_types List[Type[SubType]]

Subscribe types

 required
is_first_push bool

Whether to perform a data push immediately after subscribing. (trade not supported)

 False

Examples:

::

from time import sleep
from longport.openapi import QuoteContext, Config, SubType, PushQuote

def on_quote(symbol: str, event: PushQuote):
    print(symbol, event)

config = Config.from_env()
ctx = QuoteContext(config)
ctx.set_on_quote(on_quote)

ctx.subscribe(["700.HK", "AAPL.US"], [
              SubType.Quote], is_first_push = True)
sleep(30)

subscribe_candlesticks(symbol, period)

Subscribe security candlesticks

Parameters:

Name Type Description Default
symbol str

Security code

 required
period Type[Period]

Period type

 required

Examples:

::

from longport.openapi import QuoteContext, Config, PushCandlestick
config = Config.from_env()
ctx = QuoteContext(config)

def on_candlestick(symbol: str, event: PushCandlestick):
    print(symbol, event)

ctx.set_on_candlestick(on_candlestick)
ctx.subscribe_candlesticks("700.HK", Period.Min_1)
sleep(30)

subscriptions()

Get subscription information

Examples:

::

from longport.openapi import QuoteContext, Config, SubType
config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote])
resp = ctx.subscriptions()
print(resp)

trades(symbol, count)

Get security trades

Parameters:

Name Type Description Default
symbol str

Security code

 required
count int

Count of trades (Maximum is 1000)

 required

Returns:

Type Description
List[Trade]

Trades

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.trades("700.HK", 10)
print(resp)

trading_days(market, begin, end)

Get trading session of the day

The interval must be less than one month, and only the most recent year is supported.

Parameters:

Name Type Description Default
market Type[Market]

Market

 required
begin date

Begin date

 required
end date

End date

 required

Returns:

Type Description
MarketTradingDays

Trading days

Examples:

::

from datetime import date
from longport.openapi import QuoteContext, Config, Market

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.trading_days(
    Market.HK, date(2022, 1, 1), date(2022, 2, 1))
print(resp)

trading_session()

Get trading session of the day

Returns:

Type Description
List[MarketTradingSession]

Trading session of the day

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.trading_session()
print(resp)

unsubscribe(symbols, sub_types)

Unsubscribe

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required
sub_types List[Type[SubType]]

Subscribe types

 required

Examples:

::

from longport.openapi import QuoteContext, Config, SubType
config = Config.from_env()
ctx = QuoteContext(config)

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote])
ctx.unsubscribe(["AAPL.US"], [SubType.Quote])

unsubscribe_candlesticks(symbol, period)

Subscribe security candlesticks

Parameters:

Name Type Description Default
symbol str

Security code

 required
period Type[Period]

Period type

 required

update_watchlist_group(id, name=None, securities=None, mode=None)

Update watchlist group

Parameters:

Name Type Description Default
id int

Group ID

 required
name Optional[str]

Group name

 None
securities Optional[List[str]]

Securities

 None

Examples:

::

from longport.openapi import QuoteContext, Config, SecuritiesUpdateMode

config = Config.from_env()
ctx = QuoteContext(config)
ctx.update_watchlist_group(10086, name = "Watchlist2", securities = ["700.HK", "AAPL.US"], SecuritiesUpdateMode.Replace)

warrant_issuers()

Get warrant issuers

Returns:

Type Description
List[IssuerInfo]

Warrant issuers

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.warrant_issuers()
print(resp)

warrant_list(symbol, sort_by, sort_order, warrant_type=None, issuer=None, expiry_date=None, price_type=None, status=None)

Get warrant list

Parameters:

Name Type Description Default
symbol str

Security code

 required
sort_by Type[WarrantSortBy]

Sort by field

 required
sort_order Type[SortOrderType]

Sort order

 required
warrant_type Optional[List[Type[WarrantType]]]

Filter by warrant type

 None
issuer Optional[List[int]]

Filter by issuer

 None
expiry_date Optional[List[Type[FilterWarrantExpiryDate]]]

Filter by expiry date

 None
price_type Optional[List[Type[FilterWarrantInOutBoundsType]]]

Filter by price type

 None
status Optional[List[Type[WarrantStatus]]]

Filter by status

 None

Returns:

Type Description
List[WarrantInfo]

Warrant list

Examples:

::

from longport.openapi import QuoteContext, Config, WarrantSortBy, SortOrderType

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.warrant_list("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)
print(resp)

warrant_quote(symbols)

Get quote of warrant securities

Parameters:

Name Type Description Default
symbols List[str]

Security codes

 required

Returns:

Type Description
List[WarrantQuote]

Warrant quote list

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.warrant_quote(["21125.HK"])
print(resp)

watchlist()

Get watch list

Returns:

Type Description
List[WatchlistGroup]

Watch list groups

Examples:

::

from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.watchlist()
print(resp)