gather_hk_daily_snapshot API¶

Shadow Ingest / API Reference / Hong Kong

gather_hk_daily_snapshot(
    trade_date: str,
    stock_codes: list[str],
) -> polars.DataFrame

Returns a Hong Kong daily cross-sectional snapshot for one trading date.

Parameters¶

Parameter	Required	Default	Allowed values / shape	Meaning
`trade_date`	yes	—	`YYYY-MM-DD`	Which Hong Kong trading date to query
`stock_codes`	yes	—	list of HK stock codes such as `['00700.XHKG']`	Which HK stocks to include

Discovery Workflow¶

import shadow_ingest as si

hk_dates = si.list_hk_market_calendar(year=2026)
hk_date = hk_dates[-1].isoformat()
hk_codes = si.list_hk_universe(date=hk_date)

snapshot_df = si.gather_hk_daily_snapshot(
    trade_date=hk_date,
    stock_codes=hk_codes[:2],
)

print(hk_date)
print(hk_codes[:5])
print(snapshot_df.columns)

Parameter Notes¶

`trade_date`¶

Use list_hk_market_calendar(...) when you want a valid HK trading date.

`stock_codes`¶

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

Snapshot columns¶

This API does not expose a stable public fields parameter.

If you want to see what columns are currently available in your environment:

import shadow_ingest as si

snapshot_df = si.gather_hk_daily_snapshot(
    trade_date="2026-06-25",
    stock_codes=["00700.XHKG"],
)

print(snapshot_df.columns)

Copy-Paste Example¶

import shadow_ingest as si

snapshot_df = si.gather_hk_daily_snapshot(
    trade_date="2026-06-25",
    stock_codes=["00700.XHKG"],
)

print(snapshot_df)
print(snapshot_df.schema)

Example Output¶

shape: (1, 12)
┌────────────┬────────────┬───────┬───────┬───┬────────────┬──────────┬────────────┬────────────┐
│ trade_date ┆ stock_code ┆ open  ┆ high  ┆ … ┆ prev_close ┆ limit_up ┆ limit_down ┆ num_trades │
│ ---        ┆ ---        ┆ ---   ┆ ---   ┆   ┆ ---        ┆ ---      ┆ ---        ┆ ---        │
│ date       ┆ str        ┆ f64   ┆ f64   ┆   ┆ f64        ┆ null     ┆ null       ┆ null       │
╞════════════╪════════════╪═══════╪═══════╪═══╪════════════╪══════════╪════════════╪════════════╡
│ 2026-06-25 ┆ 00700.XHKG ┆ 428.6 ┆ 428.6 ┆ … ┆ 428.8      ┆ null     ┆ null       ┆ null       │
└────────────┴────────────┴───────┴───────┴───┴────────────┴──────────┴────────────┴────────────┘

Pandas¶

snapshot_pdf = snapshot_df.to_pandas()