QuoteContext - LongPort OpenAPI SDK

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

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Period type	required
`adjust_type`	`Type[AdjustType]`	Adjust type	required
`start`	`Optional[date]`	Start date	required
`end`	`Optional[date]`	End date	required

`history_candlesticks_by_offset(symbol, period, adjust_type, forward, count, time=None)`

Get security history candlesticks by offset

Parameters:

Name	Type	Description	Default
`symbol`	`str`	Security code	required
`period`	`Type[Period]`	Period type	required
`adjust_type`	`Type[AdjustType]`	Adjust type	required
`forward`	`bool`	If `True`, query the latest from the specified time	required
`count`	`int`	Count of candlesticks	required
`time`	`Optional[datetime]`	Datetime	`None`

`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

`quote_package_details()`

Returns the quote package details

`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)

`security_list(market, category)`

Get security list

Parameters:

Name	Type	Description	Default
`market`	`Type[Market]`	Market	required
`category`	`Type[SecurityListCategory]`	Security list category	required

Returns:

Type	Description
`List[Security]`	Security list

Examples:

::

from longport.openapi import QuoteContext, Config, Market, SecurityListCategory

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

resp = ctx.security_list(Market.HK, SecurityListCategory.Overnight)
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)

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