Read Live Algorithm
Insights
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. | |
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start | integer Starting index of the insights to be fetched. Required if end > 100. |
end | integer Last index of the insights 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": 0, "projectId": 0 } |
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. | |
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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": "string", "groupId": "string", "sourceModel": "string", "generatedTime": "string", "createdTime": 0, "closeTime": 0, "symbol": "string", "ticker": "string", "type": "price", "reference": "string", "referenceValueFinal": "string", "direction": "down", "period": 0, "magnitude": 0, "confidence": 0, "weight": 0, "scoreIsFinal": , "scoreDirection": 0, "scoreMagnitude": 0, "estimatedValue": 0, "tag": "2021-11-26T15:18:27.693Z" } ], "length": 0, "success": true } |
Insight Model - Insight struct for emitting new prediction. | |
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id | string Insight ID. |
groupId | string ID of the group of insights. |
sourceModel | string Name of the model that sourced the insight. |
generatedTime | string Gets the utc unixtime this insight was generated. |
createdTime | number Gets the utc unixtime this insight was created. |
closeTime | number Gets the utc unixtime this insight was closed. |
symbol | string Gets the symbol ID this insight is for. |
ticker | string Gets the symbol ticker this insight is for. |
type | string Enum Gets the type of insight, for example, price or volatility. Options : ['price', 'volatility'] |
reference | string Gets the initial reference value this insight is predicting against. |
referenceValueFinal | string Gets the final reference value, used for scoring, this insight is predicting against. |
direction | string Enum Gets the predicted direction, down, flat or up. Options : ['down', 'flat', 'up'] |
period | number 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. |
scoreIsFinal | bool 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($float) The insight's tag containing additional information. |
Example |
{ "id": "string", "groupId": "string", "sourceModel": "string", "generatedTime": "string", "createdTime": 0, "closeTime": 0, "symbol": "string", "ticker": "string", "type": "price", "reference": "string", "referenceValueFinal": "string", "direction": "down", "period": 0, "magnitude": 0, "confidence": 0, "weight": 0, "scoreIsFinal": , "scoreDirection": 0, "scoreMagnitude": 0, "estimatedValue": 0, "tag": "2021-11-26T15:18:27.693Z" } |
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)