# Get Real-time Candlestick
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_cur_kline(code, num, ktype=SubType.K_DAY, autype=AuType.QFQ)
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
Parameter Type Description code str Stock code. num int The number of candlesticks. Up to 1000.ktype KLType Candlestick type. autype AuType Type of adjustment.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, IPO data is returned. str If ret != RET_OK, error description is returned. - IPO data format as follows:
Field Type Description code str Stock code. name str Stock name. time_key str Time. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.open float Open. close float Close. high float High. low float Low. volume int Volume. turnover float Turnover. pe_ratio float P/E ratio. turnover_rate float Turnover rate. This field is in decimal form, so 0.01 is equivalent to 1%.last_close float Yesterday's close. The close of the previous trading day.
For efficiency reasons, the yesterday's close of the first data may be 0.
- IPO data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.K_DAY], subscribe_push=False, session=Session.ALL)
# First subscribe to the candlestick type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Successfully subscribed
ret, data = quote_ctx.get_cur_kline('US.AAPL', 2, SubType.K_DAY, AuType.QFQ) # Get the latest 2 candlestick data of US.AAPL
if ret == RET_OK:
print(data)
print(data['turnover_rate'][0]) # Take the first turnover rate
print(data['turnover_rate'].values.tolist()) # Convert to list
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name time_key open close high low volume turnover pe_ratio turnover_rate last_close
0 US.AAPL APPLE 2025-04-03 00:00:00 205.54 203.19 207.49 201.25 103419006 2.111773e+10 33.419 0.00689 223.89
1 US.AAPL APPLE 2025-04-04 00:00:00 193.89 188.38 199.88 187.34 125910913 2.424473e+10 30.983 0.00838 203.19
0.00689
[0.00689, 0.00838]
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# Qot_GetKL.proto
Description
To obtain real-time K line data of subscribed stocks, you must first subscribe.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3006
uint GetKL(QotGetKL.Request req);
virtual void OnReply_GetKL(FTAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp);
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program : FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_KL_1Min)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetKL.C2S c2s = QotGetKL.C2S.CreateBuilder()
.SetSecurity(sec)
.SetKlType((int)QotCommon.KLType.KLType_1Min)
.SetRehabType((int)QotCommon.RehabType.RehabType_Forward)
.SetReqNum(50)
.Build();
QotGetKL.Request req = QotGetKL.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetKL(req);
Console.Write("Send QotGetKL: {0}\n", seqNo);
}
public void OnReply_GetKL(FTAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp)
{
Console.Write("Reply: QotGetKL: {0}\n", nSerialNo);
Console.Write("lastClosePrice: {0}\n", rsp.S2C.KlListList[0].LastClosePrice);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825671203627466268
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetKL: 4
Reply: QotGetKL: 4
lastClosePrice: 458.6
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int getKL(QotGetKL.Request req);
void onReply_GetKL(FTAPI_Conn client, int nSerialNo, QotGetKL.Response rsp);
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_KL_1Min_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetKL.C2S c2s = QotGetKL.C2S.newBuilder()
.setSecurity(sec)
.setKlType(QotCommon.KLType.KLType_1Min_VALUE)
.setRehabType(QotCommon.RehabType.RehabType_Forward_VALUE)
.setReqNum(2)
.build();
QotGetKL.Request req = QotGetKL.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getKL(req);
System.out.printf("Send QotGetKL: %d\n", seqNo);
}
@Override
public void onReply_GetKL(FTAPI_Conn client, int nSerialNo, QotGetKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetKL: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetKL: 3
Receive QotGetKL: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-24 15:59:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 583.0,
"closePrice": 583.5,
"lastClosePrice": 583.5,
"volume": "37900",
"turnover": 2.210525E7,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": 0.0,
"timestamp": 1.62452154E9
}, {
"time": "2021-06-24 16:00:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 582.5,
"closePrice": 583.0,
"lastClosePrice": 583.5,
"volume": "1197900",
"turnover": 6.98392175E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": -0.08568980291345331,
"timestamp": 1.6245216E9
}]
}
}
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Futu::u32_t GetKL(const Qot_GetKL::Request &stReq);
virtual void OnReply_GetKL(Futu::u32_t nSerialNo, const Qot_GetKL::Response &stRsp) = 0;
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_KL_1Min);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetKL::Request req;
Qot_GetKL::C2S *c2s = req.mutable_c2s();
c2s->set_rehabtype(1);
c2s->set_kltype(Qot_Common::KLType::KLType_1Min);
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_reqnum(10);
m_GetKLSerialNo = m_pQotApi->GetKL(req);
cout << "Request GetKL SerialNo: " << m_GetKLSerialNo << endl;
}
}
virtual void OnReply_GetKL(Futu::u32_t nSerialNo, const Qot_GetKL::Response &stRsp){
if(nSerialNo == m_GetKLSerialNo)
{
cout << "OnReply_GetKL SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_SubSerialNo;
Futu::u32_t m_GetKLSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetKL SerialNo: 4
OnReply_GetKL SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 14:03:00",
"isBlank": false,
"highPrice": 602,
"openPrice": 602,
"lowPrice": 601.5,
"closePrice": 601.5,
"lastClosePrice": 601.5,
"volume": "9500",
"turnover": 5714700,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0,
"timestamp": 1623218580
},
...
{
"time": "2021-06-09 14:11:00",
"isBlank": false,
"highPrice": 601,
"openPrice": 601,
"lowPrice": 601,
"closePrice": 601,
"lastClosePrice": 601,
"volume": "0",
"turnover": 0,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0,
"timestamp": 1623219060
}
]
}
}
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GetKL(req);
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetKL(){
const { RetType } = Common
const { SubType, QotMarket, RehabType, KLType } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_KL_1Min ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
rehabType: RehabType.RehabType_Forward,
klType: KLType.KLType_1Min,
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
reqNum: 2,
},
};
websocket.GetKL(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("KL: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
KL: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-09-09 15:59:00",
"isBlank": false,
"highPrice": 480.4,
"openPrice": 480.2,
"lowPrice": 479,
"closePrice": 479.6,
"lastClosePrice": 480.2,
"volume": "1326900",
"turnover": 636738960,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.12494793835900997,
"timestamp": 1631174340
}, {
"time": "2021-09-09 16:00:00",
"isBlank": false,
"highPrice": 481.4,
"openPrice": 479.6,
"lowPrice": 479.6,
"closePrice": 480,
"lastClosePrice": 479.6,
"volume": "5134400",
"turnover": 2464740790,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.08340283569640894,
"timestamp": 1631174400
}]
}
stop
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Interface Limitations
- This interface is to obtain real-time candlestick, which can obtain the nearest 1000 at most. To get historical candlestick, please refer to Get historical candlestick.
- Only a stock of daily timeframe and above have P/E ratio and turnover ratio fields.
- Options related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes.
Tips
- This API provides the function of obtaining candlestick data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Candlestick Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_cur_kline(code, num, ktype=SubType.K_DAY, autype=AuType.QFQ)
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
Parameter Type Description code str Stock code. num int The number of candlesticks. Up to 1000.ktype KLType Candlestick type. autype AuType Type of adjustment.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, IPO data is returned. str If ret != RET_OK, error description is returned. - IPO data format as follows:
Field Type Description code str Stock code. name str Stock name. time_key str Time. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.open float Open. close float Close. high float High. low float Low. volume int Volume. turnover float Turnover. pe_ratio float P/E ratio. turnover_rate float Turnover rate. This field is in decimal form, so 0.01 is equivalent to 1%.last_close float Yesterday's close. The close of the previous trading day.
For efficiency reasons, the yesterday's close of the first data may be 0.
- IPO data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.K_DAY], subscribe_push=False, session=Session.ALL)
# First subscribe to the candlestick type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Successfully subscribed
ret, data = quote_ctx.get_cur_kline('US.AAPL', 2, SubType.K_DAY, AuType.QFQ) # Get the latest 2 candlestick data of US.AAPL
if ret == RET_OK:
print(data)
print(data['turnover_rate'][0]) # Take the first turnover rate
print(data['turnover_rate'].values.tolist()) # Convert to list
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name time_key open close high low volume turnover pe_ratio turnover_rate last_close
0 US.AAPL APPLE 2025-04-03 00:00:00 205.54 203.19 207.49 201.25 103419006 2.111773e+10 33.419 0.00689 223.89
1 US.AAPL APPLE 2025-04-04 00:00:00 193.89 188.38 199.88 187.34 125910913 2.424473e+10 30.983 0.00838 203.19
0.00689
[0.00689, 0.00838]
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# Qot_GetKL.proto
Description
To obtain real-time K line data of subscribed stocks, you must first subscribe.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3006
uint GetKL(QotGetKL.Request req);
virtual void OnReply_GetKL(MMAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp);
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program : MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_KL_1Min)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetKL.C2S c2s = QotGetKL.C2S.CreateBuilder()
.SetSecurity(sec)
.SetKlType((int)QotCommon.KLType.KLType_1Min)
.SetRehabType((int)QotCommon.RehabType.RehabType_Forward)
.SetReqNum(50)
.Build();
QotGetKL.Request req = QotGetKL.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetKL(req);
Console.Write("Send QotGetKL: {0}\n", seqNo);
}
public void OnReply_GetKL(MMAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp)
{
Console.Write("Reply: QotGetKL: {0}\n", nSerialNo);
Console.Write("lastClosePrice: {0}\n", rsp.S2C.KlListList[0].LastClosePrice);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825671203627466268
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetKL: 4
Reply: QotGetKL: 4
lastClosePrice: 458.6
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int getKL(QotGetKL.Request req);
void onReply_GetKL(MMAPI_Conn client, int nSerialNo, QotGetKL.Response rsp);
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_KL_1Min_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetKL.C2S c2s = QotGetKL.C2S.newBuilder()
.setSecurity(sec)
.setKlType(QotCommon.KLType.KLType_1Min_VALUE)
.setRehabType(QotCommon.RehabType.RehabType_Forward_VALUE)
.setReqNum(2)
.build();
QotGetKL.Request req = QotGetKL.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getKL(req);
System.out.printf("Send QotGetKL: %d\n", seqNo);
}
@Override
public void onReply_GetKL(MMAPI_Conn client, int nSerialNo, QotGetKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetKL: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetKL: 3
Receive QotGetKL: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-24 15:59:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 583.0,
"closePrice": 583.5,
"lastClosePrice": 583.5,
"volume": "37900",
"turnover": 2.210525E7,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": 0.0,
"timestamp": 1.62452154E9
}, {
"time": "2021-06-24 16:00:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 582.5,
"closePrice": 583.0,
"lastClosePrice": 583.5,
"volume": "1197900",
"turnover": 6.98392175E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": -0.08568980291345331,
"timestamp": 1.6245216E9
}]
}
}
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moomoo::u32_t GetKL(const Qot_GetKL::Request &stReq);
virtual void OnReply_GetKL(moomoo::u32_t nSerialNo, const Qot_GetKL::Response &stRsp) = 0;
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_KL_1Min);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetKL::Request req;
Qot_GetKL::C2S *c2s = req.mutable_c2s();
c2s->set_rehabtype(1);
c2s->set_kltype(Qot_Common::KLType::KLType_1Min);
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_reqnum(10);
m_GetKLSerialNo = m_pQotApi->GetKL(req);
cout << "Request GetKL SerialNo: " << m_GetKLSerialNo << endl;
}
}
virtual void OnReply_GetKL(moomoo::u32_t nSerialNo, const Qot_GetKL::Response &stRsp){
if(nSerialNo == m_GetKLSerialNo)
{
cout << "OnReply_GetKL SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_SubSerialNo;
moomoo::u32_t m_GetKLSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetKL SerialNo: 4
OnReply_GetKL SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 14:03:00",
"isBlank": false,
"highPrice": 602,
"openPrice": 602,
"lowPrice": 601.5,
"closePrice": 601.5,
"lastClosePrice": 601.5,
"volume": "9500",
"turnover": 5714700,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0,
"timestamp": 1623218580
},
...
{
"time": "2021-06-09 14:11:00",
"isBlank": false,
"highPrice": 601,
"openPrice": 601,
"lowPrice": 601,
"closePrice": 601,
"lastClosePrice": 601,
"volume": "0",
"turnover": 0,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0,
"timestamp": 1623219060
}
]
}
}
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GetKL(req);
Description
Get real-time candlestick data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType, types of adjustment
required int32 klType = 2; //Qot_Common.KLType, timeframe of candlesticks
required Qot_Common.Security security = 3; //Security
required int32 reqNum = 4; //The number of candlestick requested
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 3; // stock name
repeated Qot_Common.KLine klList = 2; //Candlestick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetKL(){
const { RetType } = Common
const { SubType, QotMarket, RehabType, KLType } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_KL_1Min ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
rehabType: RehabType.RehabType_Forward,
klType: KLType.KLType_1Min,
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
reqNum: 2,
},
};
websocket.GetKL(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("KL: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
KL: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-09-09 15:59:00",
"isBlank": false,
"highPrice": 480.4,
"openPrice": 480.2,
"lowPrice": 479,
"closePrice": 479.6,
"lastClosePrice": 480.2,
"volume": "1326900",
"turnover": 636738960,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.12494793835900997,
"timestamp": 1631174340
}, {
"time": "2021-09-09 16:00:00",
"isBlank": false,
"highPrice": 481.4,
"openPrice": 479.6,
"lowPrice": 479.6,
"closePrice": 480,
"lastClosePrice": 479.6,
"volume": "5134400",
"turnover": 2464740790,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.08340283569640894,
"timestamp": 1631174400
}]
}
stop
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Interface Limitations
- This interface is to obtain real-time candlestick, which can obtain the nearest 1000 at most. To get historical candlestick, please refer to Get historical candlestick.
- Only a stock of daily timeframe and above have P/E ratio and turnover ratio fields.
- Options related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes.
Tips
- This API provides the function of obtaining candlestick data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Candlestick Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.