Security Trades

This API is used to obtain the trades data of security.

SDK Links

Python	longport.openapi.QuoteContext.trades
Rust	longport::quote::QuoteContext#trades
Go	QuoteContext.Trades
Node.js	QuoteContext#trades

ℹ️Info

Business Command: 17

Request

Parameters

Name	Type	Required	Description
symbol	string	Yes	Security code, in ticker.region format, for example:700.HK
count	int32	Yes	Count of trades Check rules: The maximum number of trades in each request is 1000

Protobuf

message SecurityTradeRequest {
  string symbol = 1;
  int32 count = 2;
}

Request Example

# Get Security Trades
# https://open.longportapp.com/docs/quote/pull/trade
# Before running, please visit the "Developers to ensure that the account has the correct quotes authority.
# If you do not have the quotes authority, you can enter "Me - My Quotes - Store" to purchase the authority through the "LongPort" mobile app.
from longport.openapi import QuoteContext, Config

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

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

Response

Response Properties

Name	Type	Description
symbol	string	Security code
trades	object[]	Trades data
∟ price	string	Price
∟ volume	int64	Volume
∟ timestamp	int64	Time of trading
∟ trade_type	string	Trade type
∟ direction	int32	Trade direction Optional value: 0 - neutral 1 - down 2 - up
∟ trade_session	int32	Trade session, see TradeSession

Trade Type

HK

• * - Overseas trade
• D - Odd-lot trade
• M - Non-direct off-exchange trade
• P - Late trade (Off-exchange previous day)
• U - Auction trade
• X - Direct off-exchange trade
• Y - Automatch internalized
• - Automatch normal

US

• - Regular sale
• A - Acquisition
• B - Bunched trade
• D - Distribution
• F - Intermarket sweep
• G - Bunched sold trades
• H - Price variation trade
• I - Odd lot trade
• K - Rule 155 trde(NYSE MKT)
• M - Market center close price
• P - Prior reference price
• Q - Market center open price
• S - Split trade
• V - Contingent trade
• W - Average price trade
• X - Cross trade
• 1 - Stopped stock(Regular trade)

Protobuf

message SecurityTradeResponse {
  string symbol = 1;
  repeated Trade trades = 2;
}

message Trade {
  string price = 1;
  int64 volume = 2;
  int64 timestamp = 3;
  string trade_type = 4;
  int32 direction = 5;
  TradeSession trade_session = 6;
}

Response JSON Example

{
  "symbol": "AAPL.US",
  "trades": [
    {
      "price": "158.760",
      "volume": 1,
      "timestamp": 1651103979,
      "trade_type": "I",
      "direction": 0,
      "trade_session": 2
    },
    {
      "price": "158.745",
      "volume": 1,
      "timestamp": 1651103985,
      "trade_type": "I",
      "direction": 0,
      "trade_session": 2
    },
    {
      "price": "158.800",
      "volume": 1,
      "timestamp": 1651103995,
      "trade_type": "I",
      "direction": 0,
      "trade_session": 2
    }
  ]
}

Error Code

Protocol Error Code	Business Error Code	Description	Troubleshooting Suggestions
3	301600	Invalid request	Invalid request parameters or unpacking request failed
3	301606	Request rate limit	Reduce the frequency of requests
7	301602	Server error	Please try again or contact a technician to resolve the issue
7	301600	Symbol not found	Check that the requested symbol is correct
7	301603	No quotes	Security no quote
7	301604	No access	No access to security quote
7	301607	Too many trades requeted	Reduce the amount of trades in each request