Push Real-time Trades

Real-time trades data push of the subscribed security.

SDK Links

Python	longport.openapi.QuoteContext.set_on_trades
Rust	longport::quote::QuoteContext#set_on_trades
Go	QuoteContext.OnTrade
Node.js	QuoteContext#setOnTrades

info

Business Command: 104

Data Format

Properties

Name	Type	Description
symbol	string	Security code, for example: AAPL.US
sequence	int64	Sequence number
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 PushTrade {
  string symbol = 1;
  int64 sequence = 2;
  repeated Trade trade = 3;
}

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

Example

# Push Real-time Trades
# https://open.longportapp.com/docs/quote/push/push-trade
# To subscribe quotes data, please check whether "Developers" - "Quote authority" is correct.
# https://open.longportapp.com/account
#
# - HK Market - BMP basic quotation is unable to subscribe with WebSocket as it has no real-time quote push.
# - US Market - LV1 Nasdaq Basic (Only Open API).
#
# 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 time import sleep
from longport.openapi import QuoteContext, Config, SubType, PushTrades

def on_trades(symbol: str, event: PushTrades):
    print(symbol, event)

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

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Trade])
sleep(30)

JSON Example

{
  "symbol": "700.HK",
  "sequence": 160808750000000,
  "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
    }
  ]
}