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Read Live Algorithm

Insights

Introduction

Read out the insights of a live algorithm.

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.
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.
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.
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.
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)

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