JoinQuant jqdatasdk

JQData provides professional quantitative research data services, including:

• Price and Volume Data: Supports annual, monthly, weekly, minute, and second-level (Tick) bar data.
• Research Data: Includes instrument information and various derivative indicators.
• Specialized Factors: Alpha factors, technical indicators, JQ-specific factors, and minute-level fund flows.
• Risk Models: CNE5 and CNE6 risk models for stock portfolio requirements.

For a complete list of available data interfaces and update schedules, refer to the JQData API Documentation.

To use the SDK, you must first authenticate using your JoinQuant website credentials via jqdatasdk.auth(). Once authenticated, you can use functions like get_price() to retrieve market data. For example, get_price supports various market symbols and timeframes.

import jqdatasdk

# 登录认证
# username and password are your JoinQuant website credentials
jqdatasdk.auth(username, password)

# 获取数据
# Example: Get price data for a specific stock
jqdatasdk.get_price("000001.XSHE", start_date="2017-01-01", end_date="2017-12-31")

If you want to test the service, you can apply for a trial by filling out the application form at the following link:

https://www.joinquant.com/default/index/sdk

Review the trial rules here: https://www.joinquant.com/help/api/doc?name=logon&id=9830

You can install or upgrade the jqdatasdk library using standard pip commands. It is compatible with Windows, Mac, and Linux systems.

# 首次安装
pip install jqdatasdk

# 升级版本
pip install -U jqdatasdk

The JQDataClient is the primary entrypoint for the SDK. You can obtain a singleton instance using JQDataClient.instance(), which automatically attempts to authenticate using credentials provided via environment variables. Alternatively, you can instantiate the class directly by providing host, port, username, and password (or a token).

Authentication via Environment Variables The instance() method looks for the following environment variables (prefixed with JQDATA_ or JQDATASDK_):

• USERNAME (or USER, ACCOUNT, MOB)
• PASSWORD (or PASSWD)
• HOST
• PORT

Direct Instantiation If you prefer not to use environment variables, pass credentials directly to the constructor.

The SDK supports configuring connection parameters via environment variables. This is useful for containerized environments or CI/CD pipelines. The SDK checks for prefixes JQDATA_ or JQDATASDK_ followed by the parameter name in uppercase.

Supported variables:

• JQDATA_USERNAME / JQDATA_USER / JQDATA_ACCOUNT / JQDATA_MOB
• JQDATA_PASSWORD / JQDATA_PASSWD
• JQDATA_HOST
• JQDATA_PORT

The SDK raises several types of exceptions:

• ResponseError: Raised when the server returns an error status in a successful transport response.
• socket_error: A tuple of (TTransportException, socket.error, ProtocolError) representing underlying network/transport issues.

If a connection is closed due to high data volume, you may see the specific error message: "连接被关闭，请减少数据查询量或检查网络后重试" (Connection closed, please reduce query volume or check network and retry).