rqdatac - Ricequant Data SDK

3.5.1.1 verified Fri May 01 auth: no python

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.

pip install rqdatac

Common errors

error rqdatac.exceptions.AuthenticationError: invalid token ↓

cause 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.

error KeyError: 'order_book_id' ↓

cause 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.

error Empty DataFrame returned when calling get_price ↓

cause 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.

Warnings

breaking Token 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.

gotcha Stock 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').

deprecated The '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.

gotcha get_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'.

Imports

init
wrong
```
from rqdatac import rqdatac
```
correct
```
import rqdatac as rq
```
rqdatac exports its main functions at the top level; the canonical import is 'import rqdatac as rq'.
all_instruments
wrong
```
from rqdatac.rqdatac import all_instruments
```
correct
```
from rqdatac import all_instruments
```
Direct import from the subpackage is unnecessary; top-level import works.
get_price
wrong
```
import rqdatac.get_price
```
correct
```
from rqdatac import get_price
```
get_price is a function, not a module.

Quickstart

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())