Local tqx-data package

This page describes the local package. The pages under the Data sections describe the tqx_data environment available in Qube. Check the package’s installed tqx_data.md for field-level details and version-specific changes.

Initialize

import tqx_data

tqx_data.init(
    api_key="sk-tqx-...",
    base_url="https://tqxdata.tqx.ai",
)

You can set TQX_API_KEY and TQX_API_BASE_URL instead, then call tqx_data.init(). Do not put an API key in source code or repositories.

Documented methods

All tabular methods return a pandas.DataFrame. The returned columns are the fields requested through fields, together with the identifying columns that the method requires. Read the installed tqx_data.md for the complete field list of each method.

Method	Parameters	Return
`get_hk_daily`	`symbol`, `start_date`, `end_date`, `fields`	Daily Hong Kong stock data
`get_us_daily`	`symbol`, `start_date`, `end_date`, `fields`	Daily US stock data
`get_stock_detail`	`symbol`, `market`, `status`, `fields`	Stock reference data
`get_trading_calendar`	`start_date`, `end_date`, `market`, `is_trading_day`, `fields`	Trading and non-trading dates
`get_currency`	`start_date`, `end_date`, `fields`	Currency rates
`get_event_devidend`	`symbol`, `market`, `fields`, `start_date`, `end_date`	Dividend and split events
`get_event_capital_market`	`symbol`, `market`, `fields`, `start_date`, `end_date`	Capital-market events
`get_event_corporate_actions`	`symbol`, `market`, `fields`, `start_date`, `end_date`	Corporate meeting events
`get_event_fina_disclosure`	`symbol`, `market`, `fields`, `start_date`, `end_date`	Financial disclosure events
`get_event_investor_relation_activities`	`symbol`, `market`, `fields`, `start_date`, `end_date`	Investor-relations events
`get_company_concentration`	`symbol`, `market`, `fields`	Investor concentration
`get_company_top_concentration`	`symbol`, `market`, `fields`	Top-investor concentration
`get_company_investor`	`symbol`, `market`, `fields`, `max_rank`	Investor rankings
`get_company_insider_transaction`	`symbol`, `market`, `fields`, `start_date`, `end_date`	Insider transactions
`get_company_shareholder_report`	`symbol`, `market`, `fields`, `start_date`, `end_date`	Shareholder reports
`get_company_price_vol`	`symbol`, `market`, `fields`	Company price and volume metrics
`get_company_oper_metrics`	`symbol`, `market`, `fields`, `start_year`, `end_year`	Operating metrics
`get_company_current`	`symbol`, `market`, `fields`	Current company metrics
`get_company_imed`	`symbol`, `market`, `fields`	Industry median metrics
`get_consensus_nonperiod`	`symbol`, `market`, `fields`	Non-period consensus data
`get_consensus_recommend`	`symbol`, `market`, `fields`	Recommendation consensus
`get_financial_statement`	`start_quarter`, `end_quarter`, `symbol`, `fields`, `market`, `date`, `is_latest`, `interim_type`	Financial statement rows

For combined methods, use market="hk" for Hong Kong and market="us" for US data, including get_financial_statement. Some methods also accept nb for compatibility; use us in new code. Dates use YYYYMMDD; financial quarters use YYYYqN.

TickStreamClient

TickStreamClient delivers real-time Tick messages over WebSocket. The constructor requires market="HK" or market="US"; use .HK symbols for Hong Kong and bare symbols such as AAPL for US stocks.

from tqx_data import TickStreamClient

client = TickStreamClient(market="HK")
client.subscribe_tick(["0700.HK"])
client.listen(handler=print)

The public controls are subscribe_tick, unsubscribe_tick, listen, close, subscribed_symbols, is_running, and get_stats.

Getting Started

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Local tqx-data package

Initialize

Documented methods

TickStreamClient

​Initialize

​Documented methods

​TickStreamClient

Initialize

Documented methods

TickStreamClient