Read Live Algorithm
Orders
Request
Fetch the orders of a live algorithm for the project Id and steps provided. The /live/orders/read
API accepts requests in the following format:
ReadLiveOrdersRequest Model - Request to read orders from a live algorithm. | |
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start | integer Starting index of the orders to be fetched. Required if end > 100. |
end | integer Last index of the orders to be fetched. Note that end - start must be less than 100. |
projectId | integer Id of the project from which to read the live algorithm. |
Example |
{ "start": 0, "end": 100, "projectId": 23456789 } |
Responses
The /live/orders/read
API provides a response in the following format:
200 Success
LiveOrdersResponse Model - Contains orders and the number of orders of the live algorithm in the request criteria. | |
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orders | Order Array Collection of orders. |
length | integer Total number of returned orders. |
success | boolean Indicate if the API request was successful. |
errors | string Array List of errors with the API call. |
Example |
{ "orders": [ { "id": 0, "contingentId": 0, "brokerId": [ "string" ], "symbol": { "value": "string", "id": "string", "permtick": "string" }, "limitPrice": , "stopPrice": 0, "stopTriggered": true, "price": 0, "priceCurrency": "string", "time": "2021-11-26T15:18:27.693Z", "createdTime": "2021-11-26T15:18:27.693Z", "lastFillTime": "2021-11-26T15:18:27.693Z", "lastUpdateTime": "2021-11-26T15:18:27.693Z", "canceledTime": "2021-11-26T15:18:27.693Z", "quantity": 0, "type": 0 = Market, "status": 0 = New, "tag": "string", "securityType": 0 = Base, "direction": 0 = Buy, "value": 0, "orderSubmissionData": { "bidPrice": 0, "askPrice": 0, "lastPrice": 0 }, "isMarketable": true, "properties": { "timeInForce": 0 = GoodTilCanceled }, "events": [ { "algorithmId": "string", "symbol": "string", "symbolValue": "string", "symbolPermtick": "string", "orderId": 0, "orderEventId": 0, "id": 0, "status": "new", "orderFeeAmount": 0, "orderFeeCurrency": "string", "fillPrice": 0, "fillPriceCurrency": "string", "fillQuantity": 0, "direction": "string", "message": "string", "isAssignment": true, "stopPrice": 0, "limitPrice": 0, "quantity": 0, "time": 0, "isInTheMoney": true } ], "trailingAmount": 0, "trailingPercentage": true, "groupOrderManager": { "id": 0, "quantity": 0, "count": 0, "limitPrice": 0, "orderIds": [ "integer" ], "direction": 0 }, "triggerPrice": 0, "triggerTouched": true } ], "length": 0, "success": true, "errors": [ "string" ] } |
Order Model - Order struct for placing new trade. | |
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id | integer Order ID. |
contingentId | integer Order Id to process before processing this order. |
brokerId | string Array Brokerage Id for this order for when the brokerage splits orders into multiple pieces. |
symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
limitPrice | nummber Limit price of the Order. |
stopPrice | number Stop price of the Order. |
stopTriggered | boolean Indicates if the stop price has been reached, so the limit order has been triggered. |
price | number Price of the Order. |
priceCurrency | string Currency for the order price. |
time | string($date-time) Gets the utc time the order was created. |
createdTime | string($date-time) Gets the utc time this order was created. Alias for Time. |
lastFillTime | string($date-time) Gets the utc time the last fill was received, or null if no fills have been received. |
lastUpdateTime | string($date-time) Gets the utc time this order was last updated, or null if the order has not been updated. |
canceledTime | string($date-time) Gets the utc time this order was canceled, or null if the order was not canceled. |
quantity | number Number of shares to execute. |
type | integer Enum Order type. Options : ['0 = Market', '1 = Limit', '2 = StopMarket', '3 = StopLimit', '4 = MarketOnOpen', '5 = MarketOnClose', '6 = OptionExercise', '7 = LimitIfTouched', '8 = ComboMarket', '9 = ComboLimit', '10 = ComboLegLimit', '11 = TrailingStop'] |
status | integer Enum Status of the Order. Options : ['0 = New', '1 = Submitted', '2 = PartiallyFilled', '3 = Filled', '5 = Canceled', '6 = None', '7 = Invalid', '8 = CancelPending', '9 = UpdateSubmitted'] |
tag | string Tag the order with some custom data. |
securityType | integer Enum Type of tradable security / underlying asset. Options : ['0 = Base', '1 = Equity', '2 = Option', '3 = Commodity', '4 = Forex', '5 = Future', '6 = Cfd', '7 = Crypto'] |
direction | integer Enum Order Direction Property based off Quantity. Options : ['0 = Buy', '1 = Sell', '2 = Hold'] |
value | number Gets the executed value of this order. If the order has not yet filled, then this will return zero. |
orderSubmissionData | OrderSubmissionData object Stores time and price information available at the time an order was submitted. |
isMarketable | boolean Returns true if the order is a marketable order. |
properties | OrderProperties object Additional properties of the order. |
events | OrderEvent Array The order events. |
trailingAmount | number Trailing amount for a trailing stop order. |
trailingPercentage | boolean Determines whether the trailingAmount is a percentage or an absolute currency value. |
groupOrderManager | GroupOrderManager object Manager of a group of orders. |
triggerPrice | number The price which, when touched, will trigger the setting of a limit order at limitPrice. |
triggerTouched | boolean Whether or not the triggerPrice has been touched. |
Example |
{ "id": 0, "contingentId": 0, "brokerId": [ "string" ], "symbol": { "value": "string", "id": "string", "permtick": "string" }, "limitPrice": , "stopPrice": 0, "stopTriggered": true, "price": 0, "priceCurrency": "string", "time": "2021-11-26T15:18:27.693Z", "createdTime": "2021-11-26T15:18:27.693Z", "lastFillTime": "2021-11-26T15:18:27.693Z", "lastUpdateTime": "2021-11-26T15:18:27.693Z", "canceledTime": "2021-11-26T15:18:27.693Z", "quantity": 0, "type": 0 = Market, "status": 0 = New, "tag": "string", "securityType": 0 = Base, "direction": 0 = Buy, "value": 0, "orderSubmissionData": { "bidPrice": 0, "askPrice": 0, "lastPrice": 0 }, "isMarketable": true, "properties": { "timeInForce": 0 = GoodTilCanceled }, "events": [ { "algorithmId": "string", "symbol": "string", "symbolValue": "string", "symbolPermtick": "string", "orderId": 0, "orderEventId": 0, "id": 0, "status": "new", "orderFeeAmount": 0, "orderFeeCurrency": "string", "fillPrice": 0, "fillPriceCurrency": "string", "fillQuantity": 0, "direction": "string", "message": "string", "isAssignment": true, "stopPrice": 0, "limitPrice": 0, "quantity": 0, "time": 0, "isInTheMoney": true } ], "trailingAmount": 0, "trailingPercentage": true, "groupOrderManager": { "id": 0, "quantity": 0, "count": 0, "limitPrice": 0, "orderIds": [ "integer" ], "direction": 0 }, "triggerPrice": 0, "triggerTouched": true } |
Symbol Model - Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. | |
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value | string The current symbol for this ticker. |
id | string The security identifier for this symbol. |
permtick | string The current symbol for this ticker. |
Example |
{ "value": "string", "id": "string", "permtick": "string" } |
OrderSubmissionData Model - Stores time and price information available at the time an order was submitted. | |
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bidPrice | number The bid price at an order submission time. |
askPrice | number The ask price at an order submission time. |
lastPrice | number The current price at an order submission time. |
Example |
{ "bidPrice": 0, "askPrice": 0, "lastPrice": 0 } |
OrderProperties Model - Additional properties of the order. | |
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timeInForce | object Enum Defines the length of time over which an order will continue working before it is cancelled. Options : ['0 = GoodTilCanceled', '1 = Day', '2 = GoodTilDate'] |
Example |
{ "timeInForce": 0 = GoodTilCanceled } |
OrderEvent Model - Change in an order state applied to user algorithm portfolio | |
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algorithmId | string Algorithm Id, BacktestId or DeployId. |
symbol | string Easy access to the order symbol associated with this event. |
symbolValue | string The current symbol for this ticker; It is a user friendly symbol representation. |
symbolPermtick | string The original symbol used to generate this symbol. |
orderId | integer Id of the order this event comes from. |
orderEventId | integer The unique order event id for each order. |
id | integer The unique order event Id for each order. |
status | string Enum Status of the Order. Options : ['new', 'submitted', 'partiallyFilled', 'filled', 'canceled', 'none', 'invalid', 'cancelPending', 'updateSubmitted'] |
orderFeeAmount | number The fee amount associated with the order. |
orderFeeCurrency | string The fee currency associated with the order. |
fillPrice | number Fill price information about the order. |
fillPriceCurrency | string Currency for the fill price. |
fillQuantity | number Number of shares of the order that was filled in this event. |
direction | string Order direction. |
message | string Any message from the exchange. |
isAssignment | boolean True if the order event is an assignment. |
stopPrice | number The current stop price. |
limitPrice | number The current limit price. |
quantity | number The current order quantity. |
time | integer The time of this event in unix timestamp. |
isInTheMoney | boolean True if the order event's option is In-The-Money (ITM). |
Example |
{ "algorithmId": "string", "symbol": "string", "symbolValue": "string", "symbolPermtick": "string", "orderId": 0, "orderEventId": 0, "id": 0, "status": "new", "orderFeeAmount": 0, "orderFeeCurrency": "string", "fillPrice": 0, "fillPriceCurrency": "string", "fillQuantity": 0, "direction": "string", "message": "string", "isAssignment": true, "stopPrice": 0, "limitPrice": 0, "quantity": 0, "time": 0, "isInTheMoney": true } |
GroupOrderManager Model - Manager of a group of orders. | |
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id | integer The unique order group Id. |
quantity | number The group order quantity. |
count | integer The total order count associated with this order group. |
limitPrice | number The limit price associated with this order group if any. |
orderIds | integer Array The order Ids in this group. |
direction | integer Order Direction Property based off Quantity. |
Example |
{ "id": 0, "quantity": 0, "count": 0, "limitPrice": 0, "orderIds": [ "integer" ], "direction": 0 } |
401 Authentication Error
UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash. | |
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www_authenticate | string Header |
Examples
The following example demonstates creating, reading, updating, and listing live algorithms of a project through the cloud API.
from base64 import b64encode from hashlib import sha256 from time import time from requests import get, post BASE_URL = 'https://www.quantconnect.com/api/v2/' # You need to replace these with your actual credentials. # You can request your credentials at https://www.quantconnect.com/settings/ # You can find our organization ID at https://www.quantconnect.com/organization/ USER_ID = 0 API_TOKEN = '____' ORGANIZATION_ID = '____' def get_headers(): # Get timestamp timestamp = f'{int(time())}' time_stamped_token = f'{API_TOKEN}:{timestamp}'.encode('utf-8') # Get hased API token hashed_token = sha256(time_stamped_token).hexdigest() authentication = f'{USER_ID}:{hashed_token}'.encode('utf-8') authentication = b64encode(authentication).decode('ascii') # Create headers dictionary. return { 'Authorization': f'Basic {authentication}', 'Timestamp': timestamp } # Authenticate to verify credentials response = post(f'{BASE_URL}/authenticate', headers = get_headers()) print(response.json()) # -------------------- ### Create Live Algorithm # Define placeholder IDs for compilation and node (replace with actual values) project_id = 12345678 compile_id = "compile_id..." node_id = "node_id..." # Prepare the data payload for creating a live algorithm with necessary details payload = { "versionId": "-1", # Use the latest version of the algorithm "projectId": project_id, # ID of the project to deploy as a live algorithm "compileId": compile_id, # Compilation ID for the algorithm code "nodeId": node_id, # Node ID where the algorithm will run "brokerage": { # Brokerage configuration for live trading "id": "QuantConnectBrokerage", # Brokerage identifier "user": "", # Brokerage username (replace with actual value) "password": "", # Brokerage password (replace with actual value) "environment": "live-paper", # Trading environment (live or paper) "account": "" # Brokerage account ID (replace with actual value) }, "dataProviders": { # Data provider configuration "QuantConnectBrokerage": { "id": "QuantConnectBrokerage" # Data provider identifier } }, "parameters": {}, # Optional algorithm parameters (empty in this example) "notification": {} # Optional notification settings (empty in this example) } # Send a POST request to the /live/create endpoint to deploy the algorithm response = post(f'{BASE_URL}/live/create', headers=get_headers(), json=data) # Parse the JSON response into python managable dict from the API result = response.json() # Extract the deploy ID from the response for future operations deploy_id = result['deployId'] # Check if the request was successful and print the result if result['success']: print("Live Algorithm Created Successfully:") print(result) ### Read Live Algorithm Statistics # Prepare data payload with project and deploy IDs to fetch statistics payload = { "projectId": project_id, # ID of the project "deployId": deploy_id # ID of the deployed live algorithm } # Send a POST request to the /live/read endpoint to get algorithm statistics response = post(f'{BASE_URL}/live/read', headers=get_headers(), json=payload) # Parse the JSON response into python managable dict result = response.json() # Check if the request was successful and print the statistics if result['success']: print("Live Algorithm Statistics:") print(result) ### Liquidate Live Algorithm # Prepare data payload with project ID to liquidate the algorithm payload = { "projectId": project_id # ID of the project to liquidate } # Send a POST request to the /live/update/liquidate endpoint to liquidate response = post(f'{BASE_URL}/live/update/liquidate', headers=get_headers(), json=payload) # Parse the JSON response into python managable dict result = response.json() # Check if the request was successful and print the result if result['success']: print("Live Algorithm Liquidated Successfully:") print(result) ### Stop Live Algorithm # Prepare data payload with project ID to stop the algorithm payload = { "projectId": project_id # ID of the project to stop } # Send a POST request to the /live/update/stop endpoint to stop the algorithm response = post(f'{BASE_URL}/live/update/stop', headers=get_headers(), json=payload) # Parse the JSON response into python managable dict result = response.json() # Check if the request was successful and print the result if result['success']: print("Live Algorithm Stopped Successfully:") print(result) ### List Live Algorithms # Prepare data payload with filters for listing live algorithms payload = { "status": "Running", # Filter to show only running algorithms "start": 1717801200, # Start time (Unix timestamp) for the list range "end": 1743462000 # End time (Unix timestamp) for the list range } # Send a POST request to the /live/list endpoint to list algorithms response = post(f'{BASE_URL}/live/list', headers=get_headers(), json=payload) # Parse the JSON response into python managable dict result = response.json() # Check if the request was successful and print the list if result['success']: print("List of Live Algorithms:") print(result)