API overview¶

Call	Returns
`briskapi.connect(site="demo" \\| "sbi" \\| "e-shiten" \\| "matsui" \\| "monex" \\| "smbcnikko")`	Live `Feed` of the demo or your broker's BRiSK; becomes the default source (`gateway=True` also serves it to `Live`)
`briskapi.Live()`	Databento-style live records from the feed on this computer: `subscribe(dataset, schema, symbols='ALL_SYMBOLS', start=None, snapshot=False)`, then iteration or `add_callback(fn)` / `add_stream(path)` with `start()` and `block_for_close(timeout)`; `stop()`, `symbology_map` (above)
`Ticker(code).info()`	Name, lot size, tick type, base price and daily limits
`Ticker(code).quote(at=None)`	Bid/ask with their quantities and orders, the ten best book levels per side (`bids`, `asks`) and of the closing-condition orders (`closing_bids`, `closing_asks`), the board's order totals, indicative price/volume, market-order and closing quantities, last trade, turnover, issue status and `special_quote` (side, price, when its timer ends)
`Ticker(code).auction(at=None, closing=False)`	The auction's indicative state, market orders and board totals with `market_order_imbalance` (market buy minus sell); `closing=True` for the closing auction
`Ticker(code).history(start, end)`	Every update in order, from the loaded recording or feed (no network)
`Ticker(code).trades(start, end)`	Every execution: time, price, shares and the initiating side (`buy`, `sell`; None for most opening prints), from the loaded recording or feed
`Market().stocks()`	Master for every security
`Market().snapshot(at=None)`	Every security's quote
`Market().imbalances(at=None, top=None, closing=False)`	Securities ranked by absolute market-order imbalance (or the closing auction's)
`Market().special_quotes(at=None)`	Securities in a special quote (特別気配): side, price, when its timer ends
`Market().trades(start, end)`	Every security's executions in time order
`Market().frames()`	A recording's batches: clocks, local timing, quote and trade counts
`Market().summary()`	Source, date, coverage and clock range
`Feed.quotes(codes)` / `Feed.on_quote(fn, codes)`	Live updates as they arrive
`Feed.recordings`	A live feed's recordings so far: `trading_date`, `name`, `path`, `uploaded`, `timing_uploaded`
`briskapi.recordings()` / `.pull()` / `.load()`	Your archive's listing, verified download, local file
`briskapi.Archive().upload(dir)` / `.delete(prefix)` / `.deleted()` / `.restore(prefix)` / `.timing()` / `.owner`	Upload, delete, what you deleted in the last 30 days (with `deleted_at`, `restore_until`), bring one back, your timing reports, your owner ID
`briskapi.record(output, cache=None, ...)`	A recording of the demo, uploaded per your choice
`briskapi.consent(...)`	Your upload choice
`briskapi.Historical()`	The cloud API's client, Databento-style; your archive identity is the API key (below)
`Historical().timeseries.get_range(dataset, start, end=None, symbols='ALL_SYMBOLS', schema='trades', limit=None, path=None)`	A store of records from `XTKS.BRISK` (your recordings) or `XTKS.BRISKDEMO`: Databento's conversions: `to_df()` (indexed by `ts_recv`, or `ts_event` for bars), `to_ndarray()`, `to_csv(path)`, `to_json(path)`, `to_parquet(path)`, `to_file(path)`, `replay(callback)`, iteration, `len()`
`Historical().metadata.list_datasets()` / `.list_schemas(dataset)` / `.list_fields(schema)` / `.list_publishers()` / `.get_dataset_range(dataset)`	The catalogue; a dataset's first and last date with data
`Historical().metadata.get_dataset_condition(dataset, start_date, end_date)`	Each date available or missing, and the clock windows (JST) your recordings cover
`Historical().metadata.get_record_count(...)` / `.get_cost(...)`	How many records a request returns; its cost, always 0 (free, with quotas)
`Ticker(code).candles(interval)` / `.margin(days)`	BRiSK's own price bars from your broker: `5m` today only, how far back `1d`/`1w`/`1mo` go is up to BRiSK; margin balances and lending fees
`Market().turnover()` / `.lists()` / `.events()` / `.schedule()` / `.watchlist()`	Broker BRiSK market data
`briskapi.login(site=..., cookies=None)` / `briskapi.logout()`	Your broker's BRiSK session (SBI by default), for the broker data above and `connect(site=...)`
`briskapi.passkey.enroll()` / `.login()` / `.forget()`	Passkey sign-in to your broker's BRiSK

Prices are yen floats, with None for the vendor's zero "unavailable" value. Times are JST datetimes on the trading date. Quantities are shares; side, flag and status codes are raw vendor values. raw=True returns vendor fields (*_price10 in tenths of a yen, *_us in microseconds since JST midnight). Tabular results are lists of dicts with .to_pandas(). Errors are briskapi.BriskError and briskapi.NotFoundError. The first whole-market query reads a recording's tables into memory (about two seconds for the complete demo); one security's history is read on its own.