gather_hk_daily_price API¶

Shadow Ingest / API Reference / Hong Kong

gather_hk_daily_price(
    stock_codes: list[str],
    start_date: str,
    end_date: str,
    fields: list[str] | None = None,
    adjust_type: Literal['raw', 'pre', 'post', 'adj_fwd', 'adj_bwd'] = 'raw',
) -> polars.DataFrame

Returns Hong Kong daily price rows for each trade_date x stock_code.

Parameters¶

Parameter	Required	Default	Allowed values / shape	Meaning
`stock_codes`	yes	—	list of HK stock codes, e.g. `['00700.XHKG']`	Which HK stocks to query
`start_date`	yes	—	`YYYY-MM-DD`	Inclusive start date
`end_date`	yes	—	`YYYY-MM-DD`	Inclusive end date
`fields`	no	`None`	list of column names such as `['open', 'close', 'volume']`	Which price columns to return
`adjust_type`	no	`'raw'`	`'raw'`, `'pre'`, `'post'`, `'adj_fwd'`, `'adj_bwd'`	Which price adjustment to use

Discovery Workflow¶

import shadow_ingest as si

hk_dates = si.list_hk_market_calendar(year=2026)
hk_codes = si.list_hk_universe(date=hk_dates[-1])
hk_fields = si.list_fields(si.gather_hk_daily_price)

print([d.isoformat() for d in hk_dates[-3:]])
print(hk_codes[:5])
print(hk_fields)

Parameter Notes¶

`stock_codes`¶

Use list_hk_universe(...) when you want valid HK identifiers for a trading date:

import shadow_ingest as si

hk_codes = si.list_hk_universe(date="2026-06-25")
print(hk_codes[:10])

`start_date` and `end_date`¶

Use list_hk_market_calendar(...) when you want valid HK trading dates:

import shadow_ingest as si

hk_dates = si.list_hk_market_calendar(year=2026)
print(hk_dates[-5:])

`fields`¶

To get the documented supported public values, use:

import shadow_ingest as si

print(si.list_fields(si.gather_hk_daily_price))

The documented field set matches gather_daily_price(...):

Field	Meaning
`open`	Opening price for the trading day
`high`	Highest traded price during the trading day
`low`	Lowest traded price during the trading day
`close`	Closing price for the trading day
`volume`	Traded share volume for the trading day
`total_turnover`	Total traded value for the trading day
`prev_close`	Previous trading day's close
`limit_up`	Daily upper price limit when available
`limit_down`	Daily lower price limit when available
`num_trades`	Number of trades during the day when available

`adjust_type`¶

raw: raw unadjusted prices
pre / adj_fwd: forward-adjusted prices
post / adj_bwd: backward-adjusted prices

Copy-Paste Example¶

import shadow_ingest as si

hk_price_df = si.gather_hk_daily_price(
    stock_codes=["00700.XHKG"],
    start_date="2026-06-25",
    end_date="2026-06-25",
    fields=["open", "close"],
    adjust_type="raw",
)

print(hk_price_df)
print(hk_price_df.schema)

Example Output¶

shape: (1, 4)
┌────────────┬────────────┬───────┬───────┐
│ trade_date ┆ stock_code ┆ open  ┆ close │
│ ---        ┆ ---        ┆ ---   ┆ ---   │
│ date       ┆ str        ┆ f64   ┆ f64   │
╞════════════╪════════════╪═══════╪═══════╡
│ 2026-06-25 ┆ 00700.XHKG ┆ 428.6 ┆ 421.4 │
└────────────┴────────────┴───────┴───────┘

Pandas¶

hk_price_pdf = hk_price_df.to_pandas()