rqdatac

library3.5.2pypypi✓ verified 84d ago

Ricequant Data SDK (rqdatac) provides programmatic access to Chinese financial market data, including stocks, futures, options, and index data. It offers both snapshot and historical data retrieval with a pandas-friendly API. Current version: 3.5.1.1. The library is actively maintained by Ricequant and releases follow a monthly cadence.

data

pip install rqdatac

package ↗homepage ↗docs ↗

INSTALL

IMPORT

SIG · RQDATAC

rqdatac

datapythonv3.5.2

Install

9.7s avg

Import

1314ms

Disk

202MB

Pass rate

8/ 10

Env Coverage8 / 10

glibc

3.9–3.13

musl

3.9–3.13

Install & Compatibility

Where this runs

tested against v2.9.39.3 · pip install

no network on importno background threads

Install × environment matrix

Each cell = how many times install + import succeeded across repeated harness runs. Partial = flaky.
glibc = Debian/Ubuntu slim · musl = Alpine Linux

musl

glibc

py 3.10

✓ —

✓ 9.6s

py 3.11

✓ —

✓ 9.1s

py 3.12

✕ build_error

✓ 9.1s

py 3.13

✕ build_error

✓ 9.1s

py 3.9

✓ —

✓ 11.6s

202MB installed

● package 202MB

Code

Verified usage

Verified import paths — ran on the pinned version, not inferred.

init

✓ import rqdatac as rq

✗ from rqdatac import rqdatac

rqdatac exports its main functions at the top level; the canonical import is 'import rqdatac as rq'.

all_instruments

✓ from rqdatac import all_instruments

✗ from rqdatac.rqdatac import all_instruments

Direct import from the subpackage is unnecessary; top-level import works.

get_price

✓ from rqdatac import get_price

✗ import rqdatac.get_price

get_price is a function, not a module.

Initialize rqdatac with your API token and fetch instrument list and historical prices.

import rqdatac as rq # Initialize with your token (get from https://www.ricequant.com) rq.init('your_token_here') # List all instruments instruments = rq.all_instruments() print(instruments.head()) # Get historical price data for a stock prices = rq.get_price('000001.XSHE', start_date='2024-01-01', end_date='2024-06-01', fields=['close']) print(prices.head())

Debug

Known issues

breakingToken format changed in v3.0 - you must now pass a full API token (not user/password). Old init patterns no longer work.

fix

Use rq.init('your_full_token') - obtain token from Ricequant website.

affects: >=3.0

gotchaStock codes on Chinese exchanges require exchange suffix: .XSHE for Shenzhen, .XSHG for Shanghai. Omitting suffix returns empty data.

fix

Always append the correct exchange suffix (e.g., '000001.XSHE', '600000.XSHG').

affects: all

deprecatedThe 'rqdatac.all_instruments' function now returns a DataFrame with different column names (e.g., 'order_book_id' instead of 'code'). Old code referencing 'code' or 'symbol' will break.

fix

Check column names with .columns and refer to 'order_book_id' for instrument identifiers.

affects: >=3.0

gotchaget_price() expects start_date and end_date as strings in 'YYYY-MM-DD' format. Python date objects or other formats may cause unexpected errors.

fix

Always pass dates as strings: start_date='2024-01-01'.

affects: all

Errors

Common errors & fixes

rqdatac.exceptions.AuthenticationError: invalid token

Token is expired, malformed, or missing. Also occurs if init() is not called.

fix

Make sure you call rq.init('valid_token_here') with a token obtained from your Ricequant account. Token must be a string.

KeyError: 'order_book_id'

Code refers to column 'order_book_id' but older version returns 'code' or 'symbol'.

fix

Check your rqdatac version: if <3.0, use 'code' instead. If >=3.0, use 'order_book_id'. Alternatively, use .get('order_book_id', None) or update to latest version.

Empty DataFrame returned when calling get_price

Instrument code is missing exchange suffix or incorrect date range.

fix

Ensure stock codes include exchange suffix (e.g., '000001.XSHE'). Also verify that the date range is within available data.

Upgrade

Version history

3.5.2latest on PyPI · released May 14, 2026

Audit

Dependencies

No dependency data recorded yet.

Agent activity

136 hits · last 30 days

node

130

Amazon

OpenAI (training)

Resources

packagehttps://pypi.org/project/rqdatac/ ↗

homepagehttps://www.ricequant.com ↗

docshttps://www.ricequant.com/doc/rqdata-institutional#research-version ↗