SDK5.2.2: clarify HK candle endpoints, daily trading-date labels and revision/adjustment semantics
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- 技术栈
- openapi, python
调研方向
Start with the OpenAPI definitions and SDK handling for history_candlesticks_by_date, PushCandlestick.is_confirmed, AdjustType, and TradeSessions, then review the discussions in #728, #675, #784, and #1152. Compare the server contract with version-specific Python 5.2.2 behavior for HK/US endpoints, timestamps, revisions, and adjustments. Done means each of the five numbered questions has an authoritative answer that distinguishes guaranteed behavior, current implementation, and known limitations, with links to relevant documentation or specifications.
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描述
Singapore support directed this OpenAPI semantics inquiry to the developer tracker. Please route it to the market-data/SDK engineering team. This concerns a research-only application; no account lookup or trading operation is requested.
Environment and bounded observations
Python package longbridge==5.2.2, Windows x64. Historical calls use history_candlesticks_by_date, AdjustType.NoAdjust, TradeSessions.Intraday, and the same explicit start/end date. No raw OHLCV, credentials, account identifiers, authentication details or attachments are included.
For each case below, two independent method calls returned identical ordered timestamp/content-digest observations:
| Symbol / date | Period | Observed metadata |
|---|---|---|
700.HK, 2026-10-22 |
Min_1 |
331 unique rows; 09:30, 11:59, 13:00 and 15:59 HKT present; 12:00 absent; 16:00 present |
700.HK, 2026-02-16 (HK half-day) |
Min_1 |
151 unique rows; 09:30, 11:59 and 12:00 HKT present |
700.HK, 2026-10-22 |
Day |
One row timestamped 2026-10-22 00:00 HKT, equivalent to 2026-10-21 16:00 UTC |
We retain the endpoint rows and original timestamps. We do not force 330/150 rows, synthesize missing bars, or infer full coverage or immutable finality from matching samples. In a separate HK minute comparison, one SDK-confirmed callback differed from two matching history observations; a later sample matched all six OHLC/volume/turnover fields. The older combined digest cannot identify the differing field, so the later match is not treated as an explanation or general guarantee.
Engineering questions
- HK minute endpoints and auction composition. For
Min_1/Intraday/NoAdjust, what precise trade interval and trade types contribute to the 16:00 full-day row and 12:00 half-day row? Are these auction buckets, cumulative final snapshots, clamped labels or another interval? Please specify opening auction, lunch-break and closing-auction inclusion and whether the timestamp denotes the start or end of that interval. - US endpoints and calendar rules. Does the documented 2024-11-29 US closing-row change apply identically to historical responses and SDK-confirmed candles? Please specify regular/early-close endpoints and venue/DST rules. No new US experiment is being requested or claimed here.
- Confirmation, revisions and history/push consistency. What does Python
PushCandlestick.is_confirmedguarantee, and what can still revise afterward? Can OHLC, volume or turnover differ between a completed SDK candle and same-key history? What retrieval timing, correction/revision indicator, data version or reconciliation procedure should clients use, including after reconnect? - Daily timestamp versus exchange trading date. Is the observed HK venue-midnight label a supported server contract? What are the exact HK and US daily timestamp/timezone and trading-date assignment rules for historical requests, including early-close/DST dates? Please distinguish server history behavior from SDK-local daily construction and UTC date formatting.
- Adjustments and auditable events. Please document
NoAdjustversusForwardAdjustsplit/cash-dividend factors, price/volume/turnover treatment, factor effective/as-of dates and historical restatement policy. Is there an auditable market-data factor/event source with version/effective-date provenance? We will not infer factors from sampled prices or invent event dates.
We have read the callback-frequency discussion in #728: minute grouping is distinct from push frequency. It does not answer completed-candle finality or historical correction semantics. #675 concerns serialization of daily examples, #784 discusses a timestamp example, and #1152 contains data-quality/revision questions; we are not treating issue examples or reporter expectations as the server contract.
Please provide authoritative documentation or a version-specific engineering answer for each numbered question, distinguishing guaranteed behavior from current implementation and known limitations. If separate issues are preferred, please identify the appropriate maintainers/category. We can supply additional sanitized metadata later; no new sampling or private material is authorized by this inquiry.
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