When to go
Best time
Morning, Mid-day, Late afternoon
Since it's unaffected by the seasons, you can photograph the On Ning Lane staircase during any month of year.
The stairs are surrounded by tall buildings that can block the sun, so lighting is the key for this composition. I suggest visiting the staircases in the daytime when the light is bright.
Field tips
Try using a model in your shot so you can incorporate a sense of scale. The stairs are large and having a subject will emphasize their size.
I chose to photograph this staircase while I was low to the ground to capture the background. From this perspective, you can capture the surrounding high-rise buildings and also create a nice vanishing point.
Position yourself in the middle of the staircase so that you're in line with the railing. Doing so will give the photo a more symmetrical look.
At the bottom of the stairs, there will be a large electrical box that I recommend editing out in post-processing.