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Candlesticks

Real-time candlestick (K-line) data push for subscribed securities. The callback fires whenever the current candlestick updates (Realtime mode) or when a candlestick period closes (Confirmed mode).

Tip

This page covers the push API (subscribe_candlesticks). To pull historical candlestick data on demand, see Candlestick - Pull.

Quote Permission RequiredFree
  • US stocks: US LV1 real-time quotes included free by default.
  • HK stocks: LV1 real-time quotes included by default.
  • Candlestick push requires the same permission as quote subscription.

Data Format

Properties

NameTypeDescription
symbolstringSecurity code, for example: AAPL.US
periodint32Candlestick period, see Period
candlestickobjectCandlestick data
∟ closestringClose price
∟ openstringOpen price
∟ highstringHigh price
∟ lowstringLow price
∟ volumeint64Volume
∟ turnoverstringTurnover
∟ timestampint64Candlestick time (Unix timestamp)
∟ trade_sessionint32Trade session, see TradeSession

Protobuf

protobuf
message PushCandlestick {
  string symbol = 1;
  Period period = 2;
  Candlestick candlestick = 3;
}

message Candlestick {
  string close = 1;
  string open = 2;
  string high = 3;
  string low = 4;
  int64 volume = 5;
  string turnover = 6;
  int64 timestamp = 7;
  TradeSession trade_session = 8;
}

Example

python
from time import sleep
from longbridge.openapi import QuoteContext, Config, Period, PushCandlestick, OAuthBuilder

def on_candlestick(symbol: str, event: PushCandlestick):
    print(symbol, event)

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

ctx.subscribe_candlesticks("700.HK", Period.Min_1)
sleep(30)

JSON Example

json
{
  "symbol": "700.HK",
  "period": 1,
  "candlestick": {
    "close": "162.500",
    "open": "160.000",
    "high": "163.000",
    "low": "159.800",
    "volume": 123456,
    "turnover": "19987654.000",
    "timestamp": 1651103700,
    "trade_session": 0
  }
}