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)".
# 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
SDK Links
Python |
Rust |
Go |
Node.js |
Java |
C++ |
Info
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
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 <iostream>
#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
| 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 - neutral1 - down2 - up |
| ∟ trade_session | int32 | Trade session, see TradeSession |
Trade Type
HK
*- Overseas tradeD- Odd-lot tradeM- Non-direct off-exchange tradeP- Late trade (Off-exchange previous day)U- Auction tradeX- Direct off-exchange tradeY- Automatch internalized- Automatch normal
US
- Regular saleA- AcquisitionB- Bunched tradeD- DistributionF- Intermarket sweepG- Bunched sold tradesH- Price variation tradeI- Odd lot tradeK- Rule 155 trde(NYSE MKT)M- Market center close priceP- Prior reference priceQ- Market center open priceS- Split tradeV- Contingent tradeW- Average price tradeX- Cross trade1- 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 |