Read Live Algorithm

Export Insights

Introduction

Download the insights of all the live deployments of a project as a JSON file.

Description

The JSON file contains up to 1,000,000 insights of the project that owns the deployment, from all its live deployments, sorted by generated time. To read the insights of one deployment, call the /live/insights/read endpoint. The response is a file download named insights.json.

Request

Download the insights of the project that owns a live deployment. The /live/export/insights API accepts requests in the following format:

ExportLiveInsightsRequest Model - Request to download the insights of the live deployments of a project.
deployId string
required
example: L-6e9d8a78f5af89d401f630585be90e43

Id of a live deployment. The response contains the insights of all the deployments of its project.
Example
{
  "deployId": "L-6e9d8a78f5af89d401f630585be90e43"
}

Responses

The /live/export/insights API provides a response in the following format:

200 Success

LiveInsightExportRow Model - Insight row of a live deployment export.
project_id integer
Id of the project.
deploy_id integer
Internal id of the live deployment. It isn't the deployment Id that starts with L-.
insight_id string
Id of the insight.
source string
example: live trading

Source of the insight.
source_model string
Name of the Alpha model that emitted the insight.
symbol_id string
example: SPY R735QTJ8XC9X

Id of the Symbol.
ticker string
Ticker of the Symbol.
symbol_market string
example: usa

Market of the Symbol.
security_type string
example: Equity

Security type of the Symbol.
type string Enum
Type of the insight. Options : ['price', 'volatility']
direction string Enum
Direction of the insight. Options : ['up', 'flat', 'down']
period integer
Period of the insight in seconds.
magnitude number
Predicted magnitude of the change.
confidence number
Confidence of the insight.
weight number
Weight of the insight.
group_id string
Id of the insight group.
generated_time string
example: 2026-01-29 05:00:00

Time when the algorithm emitted the insight, in UTC.
close_time string
example: 2026-01-30 05:00:00

Time when the insight expires, in UTC.
received_time string
Time when the insight was received, in UTC.
reference_value number
Price of the Symbol when the algorithm emitted the insight.
reference_value_final integer
1 if the reference value is final, otherwise 0.
estimated_value number
Estimated value of the insight.
score_direction number
Direction score of the insight.
score_magnitude number
Magnitude score of the insight.
score_final integer
1 if the scores are final, otherwise 0.
invalid integer
1 if the insight is invalid, otherwise 0.
in_storage integer
Internal storage flag.
Example
[
  {
    "project_id": 0,
    "deploy_id": 0,
    "insight_id": "string",
    "source": "live trading",
    "source_model": "string",
    "symbol_id": "SPY R735QTJ8XC9X",
    "ticker": "string",
    "symbol_market": "usa",
    "security_type": "Equity",
    "type": "price",
    "direction": "up",
    "period": 0,
    "magnitude": 0,
    "confidence": 0,
    "weight": 0,
    "group_id": "string",
    "generated_time": "2026-01-29 05:00:00",
    "close_time": "2026-01-30 05:00:00",
    "received_time": "string",
    "reference_value": 0,
    "reference_value_final": 0,
    "estimated_value": 0,
    "score_direction": 0,
    "score_magnitude": 0,
    "score_final": 0,
    "invalid": 0,
    "in_storage": 0
  }
]

401 Authentication Error

UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
www_authenticate string
Header

Examples

The following example demonstrates listing, creating, reading, and updating 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())

# --------------------


### List Live Algorithms
# Define placeholder IDs for project, compilation and node (replace with actual values)
project_id = 12345678
compile_id = "compile_id..."
node_id = "node_id..."
# Prepare data payload to list the past and current deployments of the project
payload = {
    "projectId": project_id  # ID of the project
}
# 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()
deployments = result['live'] if result['success'] else []
# The most recent deployment of the project, if any
latest = max(deployments, key=lambda x: x['launched'], default=None)
print(f"Live deployments: {len(deployments)}, latest: {latest['deployId'] if latest else None}")

### Create Live Algorithm
# Deploy only if the project has no running deployment
if latest is None or latest['status'] != 'Running':
    # Prepare the data payload for creating a live algorithm with necessary details
    payload = {
        "versionId": -1,  # Use the latest version of LEAN
        "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"  # Paper trading brokerage identifier
        },
        "dataProviders": {  # Data provider configuration
            "QuantConnectBrokerage": {
                "id": "QuantConnectBrokerage"  # Data provider identifier
            }
        },
        "parameters": {}  # Optional algorithm parameters (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=payload)
    # Parse the JSON response into python managable dict from the API
    result = response.json()
    # 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 the project ID to fetch the statistics of its latest deployment
payload = {
    "projectId": project_id  # ID of the project
}
# 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)

### Export Orders
from decimal import Decimal
from time import sleep

# Download the orders of the last 750 days as a CSV file
payload = {
    "projectId": project_id  # ID of the project
}
response = post(f'{BASE_URL}/live/export/orders', headers=get_headers(), json=payload)
rows = response.text.splitlines()
header, recent = rows[0], rows[1:]
# The export starts at its first row. Older orders come from the /live/orders/read endpoint.
cutoff = recent[0].split(',')[1][:19].replace('T', ' ') if recent else '9999'

# Map the order type and status enums to the names in the CSV file
order_types = ["Market", "Limit", "Stop Market", "Stop Limit", "Market On Open", "Market On Close",
    "Option Exercise", "Limit If Touched", "Combo Market", "Combo Limit", "Combo Leg Limit", "Trailing Stop"]
order_statuses = ["New", "Submitted", "Partially Filled", "Filled", "", "Canceled", "None", "Invalid",
    "Cancel Pending", "Update Submitted"]

def number(value):
    text = format(Decimal(str(value)), 'f')
    return text.rstrip('0').rstrip('.') if '.' in text else text

# Read the older orders of each deployment that started before the cutoff
older = []
response = post(f'{BASE_URL}/live/list', headers=get_headers(), json={"projectId": project_id})
deployments = sorted(response.json()['live'], key=lambda x: x['launched'])
for deployment in deployments:
    if deployment['launched'] >= cutoff:
        continue
    start = 0
    while True:
        payload = {
            "projectId": project_id,  # ID of the project
            "deployId": deployment['deployId'],  # ID of the deployment
            "start": start,  # Starting index for orders
            "end": start + 1000  # Ending index for orders
        }
        result = post(f'{BASE_URL}/live/orders/read', headers=get_headers(), json=payload).json()
        # The first request can return a loading status while the orders are prepared
        if result.get('status') == 'loading':
            sleep(1)
            continue
        for order in result['orders']:
            if order['time'][:19].replace('T', ' ') >= cutoff:
                continue
            older.append(','.join([
                deployment['deployId'], order['time'], order['symbol']['value'],
                number(order['price']), number(order['quantity']),
                f'"{order_types[order["type"]]}"', f'"{order_statuses[order["status"]]}"',
                number(order['value']), '"' + order['tag'].replace('"', '""') + '" '
            ]))
        start += 1000
        if start >= result['length']:
            break

# Save all the orders in one CSV file
with open(f'orders-{project_id}.csv', 'w', newline='') as file:
    file.write('\n'.join([header] + older + recent) + '\n')
print(f"Saved {len(older) + len(recent)} orders")

### Export Trades
# Download the closed trades that opened since the start time as a CSV file
payload = {
    "projectId": project_id,  # ID of the project
    "start": 1717801200,  # Start time (Unix timestamp) for the trade entry time
    "end": 1743462000  # End time (Unix timestamp) for the trade exit time
}
response = post(f'{BASE_URL}/live/export/trades', headers=get_headers(), json=payload)
with open(f'trades-{project_id}.csv', 'w', newline='') as file:
    file.write(response.text)

### Export Insights
# Download the insights of all the live deployments of the project as a JSON file
payload = {
    "deployId": latest['deployId']  # ID of a deployment of the project
}
response = post(f'{BASE_URL}/live/export/insights', headers=get_headers(), json=payload)
with open(f'insights-{project_id}.json', 'w', newline='') as file:
    file.write(response.text)

### Export Logs
# Download the logs of all the live deployments of the project as a text file
payload = {
    "projectId": project_id,  # ID of the project
    "deployId": latest['deployId']  # ID of a deployment of the project, used to name the file
}
response = post(f'{BASE_URL}/live/export/logs', headers=get_headers(), json=payload)
with open(f'logs-{project_id}.txt', 'w', newline='') as file:
    file.write(response.text)

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