XtQuant (迅投QMT Python SDK)

XtQuant is the Python SDK for QMT/miniQMT quantitative trading platform by 迅投科技. It consists of two core modules:

• xtdata — Market data (行情模块): real-time quotes, historical K-lines, tick data, Level2 data, financial data
• xttrade — Trading (交易模块): order placement, position/order queries, account management

⚠️ Requires miniQMT or QMT client running locally. XtQuant connects to the local QMT process via TCP. You need a broker account with QMT/miniQMT access enabled.

Install

pip install xtquant

Or download from: http://dict.thinktrader.net/nativeApi/download_xtquant.html

Architecture

Your Python Script
    ↓ (xtquant SDK)
    ├── xtdata  → miniQMT (market data server)
    └── xttrade → miniQMT (trading server)
         ↓
    Broker Trading System

Quick start — Market data

from xtquant import xtdata

# Connect to miniQMT (default localhost)
xtdata.connect()

# Download historical K-line
xtdata.download_history_data('000001.SZ', '1d', start_time='20240101', end_time='20240630')

# Get local K-line data
data = xtdata.get_market_data_ex([], ['000001.SZ'], period='1d', start_time='20240101', end_time='20240630')
print(data['000001.SZ'])

Quick start — Trading

from xtquant import xttrader
from xtquant.xttrader import XtQuantTrader
from xtquant.xttype import StockAccount

# Create trader instance
path = r'D:\国金证券QMT交易端\userdata_mini'  # miniQMT userdata path
session_id = 123456
xt_trader = XtQuantTrader(path, session_id)

# Connect and start
xt_trader.start()

# Create account
account = StockAccount('your_account_id')

# Place order: buy 100 shares of 000001.SZ
order_id = xt_trader.order_stock(account, '000001.SZ', xtconstant.STOCK_BUY, 100, xtconstant.FIX_PRICE, 11.5)

# Query positions
positions = xt_trader.query_stock_positions(account)
for pos in positions:
    print(pos.stock_code, pos.volume, pos.market_value)

# Query orders
orders = xt_trader.query_stock_orders(account)

Stock code format

• Shanghai: 600000.SH
• Shenzhen: 000001.SZ
• Beijing: 430047.BJ
• Index: 000001.SH (上证指数)
• Futures: IF2401.IF
• Options: 10004358.SHO

Data periods

tick, 1m, 5m, 15m, 30m, 1h, 1d, 1w, 1mon

Key modules reference

Module	Import	Purpose
xtdata	from xtquant import xtdata	Market data retrieval
xttrader	from xtquant import xttrader	Trading operations
xtconstant	from xtquant import xtconstant	Constants (order types, directions)
xttype	from xtquant.xttype import StockAccount	Account types

Tips

• miniQMT must be running — xtquant connects to the local miniQMT process.
• Supports stocks, futures, options, ETFs, convertible bonds, funds.
• Level2 data available if your broker provides it.
• Financial data: balance sheet, income, cash flow, major indicators, top10 holders.
• Docs: http://dict.thinktrader.net/nativeApi/start_now.html