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Trades

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

Quote Permission RequiredFree
  • US stocks: US LV1 included free by default (last ~1,000 ticks across pre-market, regular, after-hours, and overnight sessions).
  • HK stocks: LV1 included by default (last ~1,000 ticks).
  • US options: no permission by default — purchase "OPRA US Options Quotes (OpenAPI)".
>_ CLI
# recent tick-by-tick trades for Tesla
longbridge trades TSLA.US
# recent tick-by-tick trades for Apple
longbridge trades AAPL.US
# recent tick-by-tick trades for NVDA
longbridge trades NVDA.US

Request

Parameters

NameTypeRequiredDescription
symbolstringYesSecurity code, in ticker.region format, for example:700.HK
countint32YesCount 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

from longbridge.openapi import QuoteContext, Config, OAuthBuilder

oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)

resp = ctx.trades("700.HK", 10)
print(resp)
import asyncio
from longbridge.openapi import AsyncQuoteContext, Config, OAuthBuilder

async def main() -> None:
    oauth = await OAuthBuilder("your-client-id").build_async(lambda url: print("Visit:", url))
    config = Config.from_oauth(oauth)
    ctx = AsyncQuoteContext.create(config)

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

if __name__ == "__main__":
    asyncio.run(main())
const { Config, QuoteContext, OAuth } = require('longbridge')

async function main() {
  const oauth = await OAuth.build('your-client-id', (_, url) => {
    console.log('Open this URL to authorize: ' + url)
  })
  const config = Config.fromOAuth(oauth)
  const ctx = QuoteContext.new(config)
  const resp = await ctx.trades('700.HK', 10)
  for (const obj of resp) {
    console.log(obj.toString())
  }
}
main().catch(console.error)
import com.longbridge.*;
import com.longbridge.quote.*;

class Main {
    public static void main(String[] args) throws Exception {
        try (OAuth oauth = new OAuthBuilder("your-client-id")
                .build(url -> System.out.println("Open to authorize: " + url))
                .get();
             Config config = Config.fromOAuth(oauth);
             QuoteContext ctx = QuoteContext.create(config)) {
            Trade[] resp = ctx.getTrades("700.HK", 10).get();
            for (Trade obj : resp) {
                System.out.println(obj);
            }
        }
    }
}
use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let oauth = OAuthBuilder::new("your-client-id")
        .build(|url| println!("Open this URL to authorize: {url}"))
        .await?;
    let config = Arc::new(Config::from_oauth(oauth));
    let (ctx, _) = QuoteContext::new(config);
    let resp = ctx.trades("700.HK", 10).await?;
    println!("{:?}", resp);
    Ok(())
}
#include &lt;iostream&gt;
#include <longbridge.hpp>

#ifdef WIN32
#include <windows.h>
#endif

using namespace longbridge;
using namespace longbridge::quote;

static void
run(const OAuth& oauth)
{
    Config config = Config::from_oauth(oauth);
    QuoteContext ctx = QuoteContext::create(config);

    ctx.trades("700.HK", 10, [](auto res) {
        if (!res) {
            std::cout << "failed: " << *res.status().message() << std::endl;
            return;
        }
        for (const auto& t : *res) {
            std::cout << t.price << " " << t.quantity << std::endl;
        }
    });
}

int main(int argc, char const* argv[]) {
#ifdef WIN32
    SetConsoleOutputCP(CP_UTF8);
#endif

    const std::string client_id = "your-client-id";
    OAuthBuilder(client_id).build(
    [](const std::string& url) {
        std::cout << "Open this URL to authorize: " << url << std::endl;
    },
    [](auto res) {
        if (!res) {
            std::cout << "authorization failed: " << *res.status().message() << std::endl;
            return;
        }
        run(*res);
    });

    std::cin.get();
    return 0;
}
package main

import (
	"context"
	"fmt"
	"log"

	"github.com/longbridge/openapi-go/config"
	"github.com/longbridge/openapi-go/oauth"
	"github.com/longbridge/openapi-go/quote"
)

func main() {
	o := oauth.New("your-client-id").
		OnOpenURL(func(url string) { fmt.Println("Open this URL to authorize:", url) })
	if err := o.Build(context.Background()); err != nil {
		log.Fatal(err)
	}
	conf, err := config.New(config.WithOAuthClient(o))
	if err != nil {
		log.Fatal(err)
	}
	qctx, err := quote.NewFromCfg(conf)
	if err != nil {
		log.Fatal(err)
	}
	defer qctx.Close()
	trades, err := qctx.Trades(context.Background(), "700.HK", 10)
	if err != nil {
		log.Fatal(err)
	}
	for _, t := range trades {
		fmt.Println(t.Price, t.Volume)
	}
}

Response

Response Properties

NameTypeDescription
symbolstringSecurity code
tradesobject[]Trades data
∟ pricestringPrice
∟ volumeint64Volume
∟ timestampint64Time of trading
∟ trade_typestringTrade type
∟ directionint32Trade direction

Optional value:
0 - neutral
1 - down
2 - up
∟ trade_sessionint32Trade 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 CodeBusiness Error CodeDescriptionTroubleshooting Suggestions
3301600Invalid requestInvalid request parameters or unpacking request failed
3301606Request rate limitReduce the frequency of requests
7301602Server errorPlease try again or contact a technician to resolve the issue
7301600Symbol not foundCheck that the requested symbol is correct
7301603No quotesSecurity no quote
7301604No accessNo access to security quote
7301607Too many trades requetedReduce the amount of trades in each request