LongPort OpenAPI SDK

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

 Name Type Description Default

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

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 required

cancdlestick
(Maximum is 1000 )

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
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 False

default group

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, time,
count)
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 required

latest from the
specified time

time datetime Datetime required

count int Count of required

candlesticks

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 required

category

Returns:
 Type Description

List[Security] Security list

Examples:

::

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

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 required

types

is_first_push bool Whether to False

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

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

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 De

symbol str Security req

code

sort_by Type[WarrantSortBy] Sort by req

field

sort_order Type[SortOrderType] Sort order req

warrant_type Optional[List[Type[WarrantType]]] Filter by No

warrant
type

issuer Optional[List[int]] Filter by No

issuer

expiry_date Optional[List[Type[FilterWarrantExpiryDate]]] Filter by No

expiry date

price_type Optional[List[Type[FilterWarrantInOutBoundsType]]] Filter by No

price type

status Optional[List[Type[WarrantStatus]]] Filter by No

status

Returns:
 Type Description

List[WarrantInfo] Warrant list

Examples:

::

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

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

resp = ctx.warrant_list("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascen

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)

Documentation built with MkDocs.