Read Live Algorithm

Insights

Introduction

Read out the insights of a live algorithm. The snapshot updates about every 10 minutes.

Description

This endpoint returns a page of the insights of one deployment. To get the insights of all the live deployments in one request, call the /live/export/insights endpoint, which returns a JSON file.

Request

Fetch the insights of a live algorithm for the project Id and steps provided. The /live/insights/read API accepts requests in the following format:

ReadLiveInsightsRequest Model - Request to read insights from a live algorithm.
algorithmId string
example: L-6e9d8a78f5af89d401f630585be90e43

Deploy Id (Algorithm Id) of the live running algorithm.
start integer
example: 0

Starting index of the insights to be fetched. Required if end > 100.
end integer
required
example: 100

Last index of the insights to be fetched. Note that end - start must be less than 100.
projectId integer
required
example: 23456789

Id of the project from which to read the live algorithm.
Example
{
  "algorithmId": "L-6e9d8a78f5af89d401f630585be90e43",
  "start": 0,
  "end": 100,
  "projectId": 23456789
}

Responses

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

200 Success

LiveInsightsResponse Model - Contains insights and the number of insights of the live algorithm in the request criteria.
insights Insight Array
Collection of insights.
length integer
Total number of returned insights.
success boolean
Indicate if the API request was successful.
Example
{
  "insights": [
    {
      "id": "81ff7c1daf404ee39d612df321df5931",
      "groupId": "string",
      "sourceModel": "952d6ff7-e513-4971-aa50-cbe13bf56898",
      "generatedTime": 1753714506,
      "closeTime": 1753800906,
      "symbol": "BTCUSD 2XR",
      "ticker": "BTCUSD",
      "type": "price",
      "reference": 118159.19,
      "referenceFinal": 0,
      "direction": "down",
      "period": 0,
      "magnitude": 0,
      "confidence": 0,
      "weight": 0,
      "scoreFinal": true,
      "scoreDirection": 0,
      "scoreMagnitude": 0,
      "estimatedValue": 0,
      "tag": "string"
    }
  ],
  "length": 0,
  "success": true
}
Insight Model - Insight struct for emitting new prediction.
id string
example: 81ff7c1daf404ee39d612df321df5931

Id of the insight.
groupId string
Id of the group of insights.
sourceModel string
example: 952d6ff7-e513-4971-aa50-cbe13bf56898

An identifier for the source model that generated this insight.
generatedTime integer
example: 1753714506

Gets the Unix time this insight was generated.
closeTime integer
example: 1753800906

Gets the Unix time this insight was closed.
symbol string
example: BTCUSD 2XR

Gets the symbol Id this insight is for.
ticker string
example: BTCUSD

Gets the symbol ticker this insight is for.
type string Enum
Gets the type of insight. Options : ['price', 'volatility']
reference number
example: 118159.19

Gets the initial reference value this insight is predicting against. That is, the price of the asset when the insight was created.
referenceFinal number
Gets the final reference value, used for scoring, this insight is predicting against.
direction string Enum
Gets the predicted direction. Options : ['down', 'flat', 'up']
period integer
Gets the period, in seconds, over which this insight is expected to come to fruition.
magnitude number
Gets the predicted percent change in the insight type (price/volatility). This value can be null.
confidence number
Gets the confidence in this insight. This value can be null.
weight number
Gets the portfolio weight of this insight. This value can be null.
scoreFinal boolean
Gets whether or not this is the insight's final score.
scoreDirection number
Gets the direction score.
scoreMagnitude number
Gets the magnitude score.
estimatedValue number
Gets the estimated value of this insight in the account currency.
tag string
The insight's tag containing additional information.
Example
{
  "id": "81ff7c1daf404ee39d612df321df5931",
  "groupId": "string",
  "sourceModel": "952d6ff7-e513-4971-aa50-cbe13bf56898",
  "generatedTime": 1753714506,
  "closeTime": 1753800906,
  "symbol": "BTCUSD 2XR",
  "ticker": "BTCUSD",
  "type": "price",
  "reference": 118159.19,
  "referenceFinal": 0,
  "direction": "down",
  "period": 0,
  "magnitude": 0,
  "confidence": 0,
  "weight": 0,
  "scoreFinal": true,
  "scoreDirection": 0,
  "scoreMagnitude": 0,
  "estimatedValue": 0,
  "tag": "string"
}

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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