# Get Market Snapshot
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_market_snapshot(code_list)
Description
Get market snapshot
Parameters
Parameter Type Description code_list list Stock list Up to 400 targets can be requested each time.
Data type of elements in the list is str.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, stock snapshot data is returned. str If ret != RET_OK, error description is returned. - Stock snapshot data format as follows:
Field Type Description code str Stock code. name str Stock name. update_time str Current update time. 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.last_price float Latest price. open_price float Open. high_price float High. low_price float Low. prev_close_price float Yesterday's close. volume int Volume. turnover float Turnover. turnover_rate float Turnover rate. This field is in percentage form, so 20 is equivalent to 20%.suspension bool Is suspended or not. True: suspension.listing_date str Listing date. yyyy-MM-ddequity_valid bool Is stock or not. The following equity-related fields will be legal only if this field is True.issued_shares int Total shares. total_market_val float Total market value. Unit: yuannet_asset int Net asset value. net_profit int Net profit. earning_per_share float Earnings per share. outstanding_shares int Shares outstanding. net_asset_per_share float Net assets per share. circular_market_val float Circulation market value. Unit: yuaney_ratio float Yield rate. This field is a ratio field, and % is not displayed.pe_ratio float P/E ratio. This field is a ratio field, and % is not displayed.pb_ratio float P/B ratio. This field is a ratio field, and % is not displayed.pe_ttm_ratio float P/E ratio TTM. This field is a ratio field, and % is not displayed.dividend_ttm float Dividend TTM, dividend. dividend_ratio_ttm float Dividend rate TTM. This field is in percentage form, so 20 is equivalent to 20%.dividend_lfy float Dividend LFY, dividend of the previous year. dividend_lfy_ratio float Dividend rate LFY. This field is in percentage form, so 20 is equivalent to 20%.stock_owner str The code of the underlying stock to which the warrant belongs or the code of the underlying stock of the option. wrt_valid bool Is warrant or not. The following warrant related fields will be legal if this field is True.wrt_conversion_ratio float Conversion ratio. wrt_type WrtType Warrant type. wrt_strike_price float Strike price. wrt_maturity_date str Maturity date. wrt_end_trade str Last trading time. wrt_leverage float Leverage ratio. Unit: timeswrt_ipop float in/out of the money. This field is in percentage form, so 20 is equivalent to 20%.wrt_break_even_point float Breakeven point. wrt_conversion_price float Conversion price. wrt_price_recovery_ratio float Price recovery ratio. This field is in percentage form, so 20 is equivalent to 20%.wrt_score float Comprehensive score of warrant. wrt_code str The underlying stock of the warrant (This field has been deprecated and changed to stock_owner.). wrt_recovery_price float Warrant recovery price. wrt_street_vol float Warrant Outstanding quantity. wrt_issue_vol float Warrant issuance. wrt_street_ratio float Outstanding percentage. This field is in percentage form, so 20 is equivalent to 20%.wrt_delta float Delta value of warrant. wrt_implied_volatility float Warrant implied volatility. wrt_premium float Warrant premium. This field is in percentage form, so 20 is equivalent to 20%.wrt_upper_strike_price float Upper bound price. Only Inline Warrant supports this field.wrt_lower_strike_price float lower bound price. Only Inline Warrant supports this field.wrt_inline_price_status PriceType in/out of bounds Only Inline Warrant supports this field.wrt_issuer_code str Issuer code. option_valid bool Is option or not. The following option related fields will be legal when this field is True.option_type OptionType Option type. strike_time str The option exercise date. Format: yyyy-MM-dd
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.option_strike_price float Strike price. option_contract_size float Number of stocks per contract. option_open_interest int Total open contract number. option_implied_volatility float Implied volatility. option_premium float Premium. option_delta float Greek value Delta. option_gamma float Greek value Gamma. option_vega float Greek value Vega. option_theta float Greek value Theta. option_rho float Greek value Rho. index_option_type IndexOptionType Index option type. option_net_open_interest int Net open contract number. Only HK options support this field.option_expiry_date_distance int The number of days from the expiry date, a negative number means it has expired. option_contract_nominal_value float Contract nominal amount. Only HK options support this field.option_owner_lot_multiplier float Equal number of underlying stocks. Index options do not have this field, only HK options support this field.option_area_type OptionAreaType Option type (by exercise time). option_contract_multiplier float Contract multiplier. plate_valid bool Is plate or not. The following plate related fields will be legal when this field is True.plate_raise_count int Number of stocks that raises in the plate. plate_fall_count int Number of stocks that falls in the plate. plate_equal_count int Number of stocks that dose not change in price in the plate. index_valid bool Is index or not. The following index related fields will be legal when this field is True.index_raise_count int Number of stocks that raises in the plate. index_fall_count int Number of stocks that falls in the plate. index_equal_count int Number of stocks that dose not change in the plate. lot_size int The number of shares per lot, stock options represent the number of shares per contract , and futures represent contract multipliers.Index options do not have this field.price_spread float The current upward price difference. That is, the quotation difference between ask price and sell 1.ask_price float Ask price. bid_price float Bid price. ask_vol float Ask volume. bid_vol float Bid volume. enable_margin bool Whether financing is available (Deprecated). Please use Get Margin Data.mortgage_ratio float Stock mortgage rate (Deprecated). long_margin_initial_ratio float The initial margin rate of financing (Deprecated). Please use Get Margin Data.enable_short_sell bool Whether short-selling is available (Deprecated). Please use Get Margin Data.short_sell_rate float Short-selling reference rate (Deprecated). Please use Get Margin Data.short_available_volume int Remaining quantity that can be sold short (Deprecated). Please use Get Margin Data.short_margin_initial_ratio float The initial margin rate for short selling (Deprecated). Please use Get Margin Data.sec_status SecurityStatus Stock status. amplitude float Amplitude. This field is in percentage form, so 20 is equivalent to 20%.avg_price float Average price. bid_ask_ratio float The Committee. This field is in percentage form, so 20 is equivalent to 20%.volume_ratio float Volume ratio. highest52weeks_price float Highest price in 52 weeks. lowest52weeks_price float Lowest price in 52 weeks . highest_history_price float Highest historical price. lowest_history_price float Lowest historical price. pre_price float Pre-market price. pre_high_price float Highest pre-market price. pre_low_price float Lowest pre-market price. pre_volume int Pre-market volume. pre_turnover float Pre-market turnover. pre_change_val float Pre-market change. pre_change_rate float Pre-market change rate. This field is in percentage form, so 20 is equivalent to 20%.pre_amplitude float Pre-market amplitude. This field is in percentage form, so 20 is equivalent to 20%.after_price float After-hours price. after_high_price float Highest price after-hours. after_low_price float Lowest price after-hours. after_volume int After-hours trading volume. The Sci-tech Innovation Board supports this data.after_turnover float After-hours turnover. The Sci-tech Innovation Board supports this data.after_change_val float After-hours change. after_change_rate float After-hours change rate. This field is in percentage form, so 20 is equivalent to 20%.after_amplitude float After-hours amplitude. This field is in percentage form, so 20 is equivalent to 20%.future_valid bool Is futures or not. future_last_settle_price float Yesterday's close. future_position float Holding position. future_position_change float Change in position. future_main_contract bool Is future main contract or not. future_last_trade_time str The last trading time. Main, current month and next month futures do not have this field.trust_valid bool Is fund or not. trust_dividend_yield float Dividend rate. This field is in percentage form, so 20 is equivalent to 20%.trust_aum float Asset scale. Unit: yuantrust_outstanding_units int Total circulation. trust_netAssetValue float Net asset value. trust_premium float Premium. This field is in percentage form, so 20 is equivalent to 20%.trust_assetClass AssetClass Asset class.
- Stock snapshot data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_market_snapshot(['SH.600000', 'HK.00700'])
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
code name update_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate suspension listing_date lot_size price_spread stock_owner ask_price bid_price ask_vol bid_vol enable_margin mortgage_ratio long_margin_initial_ratio enable_short_sell short_sell_rate short_available_volume short_margin_initial_ratio amplitude avg_price bid_ask_ratio volume_ratio highest52weeks_price lowest52weeks_price highest_history_price lowest_history_price close_price_5min after_volume after_turnover sec_status equity_valid issued_shares total_market_val net_asset net_profit earning_per_share outstanding_shares circular_market_val net_asset_per_share ey_ratio pe_ratio pb_ratio pe_ttm_ratio dividend_ttm dividend_ratio_ttm dividend_lfy dividend_lfy_ratio wrt_valid wrt_conversion_ratio wrt_type wrt_strike_price wrt_maturity_date wrt_end_trade
0 SH.600000 Shanghai Pudong Development Bank 2023-07-19 15:00:00 7.41 7.36 7.43 7.36 7.39 18189577 1.346770e+08 0.062 False 1999-11-10 100 0.01 NaN 7.41 7.4 44513 215500 True 0.0 40.0 False NaN NaN NaN 0.947 7.404 -24.004 1.046 8.22 6.630000 12.080000 -2.898137 7.41 0 0.0 NORMAL True 29352175642 2.174996e+11 6.011913e+11 5.116084e+10 1.743 29352175642 2.174996e+11 20.482 0.079 4.251 0.361 4.568 0.320 4.32 0.000 0.000 False NaN N/A NaN NaN NaN \
1 HK.00700 TENCENT 2023-07-19 16:08:14 333.00 330.60 333.80 327.00 336.40 21913296 7.240461e+09 0.229 False 2004-06-16 100 0.20 NaN 333.00 332.8 2393100 4700 True 0.0 30.0 True 0.93 4990000.0 30.0 2.021 330.414 -52.783 1.025 414.20 186.226308 709.500065 -9.802011 332.60 0 0.0 NORMAL True 9574268633 3.188231e+12 8.892772e+11 2.107392e+11 22.011 9574268633 3.188231e+12 92.882 0.244 15.128 3.585 14.638 20.523 6.16 20.523 6.163 False NaN N/A NaN NaN NaN
wrt_recovery_price wrt_street_vol wrt_issue_vol wrt_street_ratio wrt_delta wrt_implied_volatility wrt_premium wrt_leverage wrt_ipop wrt_break_even_point wrt_conversion_price wrt_price_recovery_ratio wrt_score wrt_upper_strike_price wrt_lower_strike_price wrt_inline_price_status wrt_issuer_code option_valid option_type strike_time option_strike_price option_contract_size option_open_interest option_implied_volatility option_premium option_delta option_gamma option_vega option_theta option_rho option_net_open_interest option_expiry_date_distance option_contract_nominal_value option_owner_lot_multiplier option_area_type option_contract_multiplier index_option_type index_valid index_raise_count index_fall_count index_equal_count plate_valid plate_raise_count plate_fall_count plate_equal_count future_valid future_last_settle_price future_position future_position_change future_main_contract future_last_trade_time trust_valid
0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN False N/A NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN N/A False NaN NaN NaN False NaN NaN NaN False NaN NaN NaN NaN NaN False \
1 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN False N/A NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN N/A False NaN NaN NaN False NaN NaN NaN False NaN NaN NaN NaN NaN False
trust_dividend_yield trust_aum trust_outstanding_units trust_netAssetValue trust_premium trust_assetClass pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_change_val after_change_rate after_amplitude
0 NaN NaN NaN NaN NaN N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
1 NaN NaN NaN NaN NaN N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
SH.600000
['SH.600000', 'HK.00700']
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# Qot_GetSecuritySnapshot.proto
Description
Get snapshot data
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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
3203
uint GetSecuritySnapshot(QotGetSecuritySnapshot.Request req);
virtual void OnReply_GetSecuritySnapshot(FTAPI_Conn client, uint nSerialNo, QotGetSecuritySnapshot.Response rsp);
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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();
QotGetSecuritySnapshot.C2S c2s = QotGetSecuritySnapshot.C2S.CreateBuilder()
.AddSecurityList(sec)
.Build();
QotGetSecuritySnapshot.Request req = QotGetSecuritySnapshot.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetSecuritySnapshot(req);
Console.Write("Send QotGetSecuritySnapshot: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetSecuritySnapshot(FTAPI_Conn client, uint nSerialNo, QotGetSecuritySnapshot.Response rsp)
{
Console.Write("Reply: QotGetSecuritySnapshot: {0} \n", nSerialNo);
Console.Write("basic price: {0}\n", rsp.S2C.SnapshotListList[0].Basic.CurPrice);
Console.Write("equityExData issuedShares: {0}\n", rsp.S2C.SnapshotListList[0].EquityExData.IssuedShares);
}
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=6825619056039643630
Send QotGetSecuritySnapshot: 3
Reply: QotGetSecuritySnapshot: 3
basic price: 474.2
equityExData issuedShares: 9595900007
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int getSecuritySnapshot(QotGetSecuritySnapshot.Request req);
void onReply_GetSecuritySnapshot(FTAPI_Conn client, int nSerialNo, QotGetSecuritySnapshot.Response rsp);
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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();
QotGetSecuritySnapshot.C2S c2s = QotGetSecuritySnapshot.C2S.newBuilder()
.addSecurityList(sec)
.build();
QotGetSecuritySnapshot.Request req = QotGetSecuritySnapshot.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getSecuritySnapshot(req);
System.out.printf("Send QotGetSecuritySnapshot: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetSecuritySnapshot(FTAPI_Conn client, int nSerialNo, QotGetSecuritySnapshot.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetSecuritySnapshot failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetSecuritySnapshot: %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 QotGetSecuritySnapshot: 2
Receive QotGetSecuritySnapshot: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"snapshotList": [{
"basic": {
"security": {
"market": 1,
"code": "00700"
},
"type": 3,
"isSuspend": false,
"listTime": "2004-06-16",
"lotSize": 100,
"priceSpread": 0.5,
"updateTime": "2021-06-24 16:08:14",
"highPrice": 587.5,
"openPrice": 584.0,
"lowPrice": 580.0,
"lastClosePrice": 582.5,
"curPrice": 583.0,
"volume": "10947302",
"turnover": 6.387238277E9,
"turnoverRate": 0.114,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624522094E9,
"askPrice": 583.5,
"bidPrice": 583.0,
"askVol": "142300",
"bidVol": "52800",
"enableMargin": true,
"mortgageRatio": 0.0,
"longMarginInitialRatio": 35.0,
"enableShortSell": true,
"shortSellRate": 0.9,
"shortAvailableVolume": "2006700",
"shortMarginInitialRatio": 60.0,
"amplitude": 1.288,
"avgPrice": 583.453,
"bidAskRatio": -5.273,
"volumeRatio": 0.553,
"highest52WeeksPrice": 773.9,
"lowest52WeeksPrice": 479.4,
"highestHistoryPrice": 773.9,
"lowestHistoryPrice": -6.381,
"secStatus": 1,
"closePrice5Minute": 583.5
},
"equityExData": {
"issuedShares": "9595206625",
"issuedMarketVal": 5.594005462375E12,
"netAsset": 9.17675966408375E11,
"netProfit": 1.90378494646625E11,
"earningsPershare": 19.841,
"outstandingShares": "9595206625",
"outstandingMarketVal": 5.594005462375E12,
"netAssetPershare": 95.639,
"eyRate": 0.232,
"peRate": 29.383,
"pbRate": 6.095,
"peTTMRate": 26.249,
"dividendTTM": 1.6,
"dividendRatioTTM": 0.27,
"dividendLFY": 1.6,
"dividendLFYRatio": 0.274
}
}]
}
}
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Futu::u32_t GetSecuritySnapshot(const Qot_GetSecuritySnapshot::Request &stReq);
virtual void OnReply_GetSecuritySnapshot(Futu::u32_t nSerialNo, const Qot_GetSecuritySnapshot::Response &stRsp) = 0;
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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;
// construct request message
Qot_GetSecuritySnapshot::Request req;
Qot_GetSecuritySnapshot::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);
m_GetSecuritySnapshotSerialNo = m_pQotApi->GetSecuritySnapshot(req);
cout << "Request GetSecuritySnapshot SerialNo: " << m_GetSecuritySnapshotSerialNo << endl;
}
virtual void OnReply_GetSecuritySnapshot(Futu::u32_t nSerialNo, const Qot_GetSecuritySnapshot::Response &stRsp){
if(nSerialNo == m_GetSecuritySnapshotSerialNo)
{
cout << "OnReply_GetSecuritySnapshot SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
// ProtoBufToBodyData和UTF8ToLocal函数的定义参见Sample中的tool.h文件
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetSecuritySnapshotSerialNo;
};
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 GetSecuritySnapshot SerialNo: 4
OnReply_GetSecuritySnapshot SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"snapshotList": [
{
"basic": {
"security": {
"market": 1,
"code": "00700"
},
"type": 3,
"isSuspend": false,
"listTime": "2004-06-16",
"lotSize": 100,
"priceSpread": 0.5,
"updateTime": "2021-06-09 14:12:30",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"lastClosePrice": 601,
"curPrice": 600.5,
"volume": "4382292",
"turnover": 2638928979,
"turnoverRate": 0.046,
"listTimestamp": 1087315200,
"updateTimestamp": 1623219150,
"askPrice": 601,
"bidPrice": 600.5,
"askVol": "24200",
"bidVol": "1400",
"enableMargin": true,
"mortgageRatio": 0,
"longMarginInitialRatio": 35,
"enableShortSell": true,
"shortSellRate": 0.9,
"shortAvailableVolume": "1860000",
"shortMarginInitialRatio": 60,
"amplitude": 1.414,
"avgPrice": 602.18,
"bidAskRatio": 38.289,
"volumeRatio": 0.418,
"highest52WeeksPrice": 773.9,
"lowest52WeeksPrice": 430.6,
"highestHistoryPrice": 773.9,
"lowestHistoryPrice": -6.381,
"secStatus": 1,
"closePrice5Minute": 601.5
},
"equityExData": {
"issuedShares": "9595206625",
"issuedMarketVal": 5761921578312.5,
"netAsset": 917675966408.375,
"netProfit": 190378494646.625,
"earningsPershare": 19.841,
"outstandingShares": "9595206625",
"outstandingMarketVal": 5761921578312.5,
"netAssetPershare": 95.639,
"eyRate": 0.232,
"peRate": 30.265,
"pbRate": 6.278,
"peTTMRate": 27.037,
"dividendTTM": 1.6,
"dividendRatioTTM": 0.27,
"dividendLFY": 1.6,
"dividendLFYRatio": 0.266
}
}
]
}
}
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GetSecuritySnapshot(req);
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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 QotGetSecuritySnapshot(){
const { RetType } = Common
const { SubType, QotMarket } = 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) {
const req = {
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
},
};
websocket.GetSecuritySnapshot(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Snapshot: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let snapshot = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(snapshot);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("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
Snapshot: errCode 0, retMsg , retType 0
{
"snapshotList": [{
"basic": {
"security": {
"market": 1,
"code": "00700"
},
"type": 3,
"isSuspend": false,
"listTime": "2004-06-16",
"lotSize": 100,
"priceSpread": 0.2,
"updateTime": "2021-09-09 16:08:17",
"highPrice": 511.5,
"openPrice": 509,
"lowPrice": 479,
"lastClosePrice": 524.5,
"curPrice": 480,
"volume": "54090872",
"turnover": 26716845932,
"turnoverRate": 0.563,
"listTimestamp": 1087315200,
"updateTimestamp": 1631174897,
"askPrice": 480.4,
"bidPrice": 480,
"askVol": "700",
"bidVol": "55300",
"enableMargin": true,
"mortgageRatio": 0,
"longMarginInitialRatio": 35,
"enableShortSell": true,
"shortSellRate": 0.92,
"shortAvailableVolume": "3059000",
"shortMarginInitialRatio": 50,
"amplitude": 6.196,
"avgPrice": 493.925,
"bidAskRatio": 22.703,
"volumeRatio": 1.775,
"highest52WeeksPrice": 773.9,
"lowest52WeeksPrice": 412.2,
"highestHistoryPrice": 773.9,
"lowestHistoryPrice": -6.381,
"secStatus": 1,
"closePrice5Minute": 483.4
},
"equityExData": {
"issuedShares": "9599810645",
"issuedMarketVal": 4607909109600,
"netAsset": 1016063158288.09,
"netProfit": 190383444711.64,
"earningsPershare": 19.832,
"outstandingShares": "9599810645",
"outstandingMarketVal": 4607909109600,
"netAssetPershare": 105.842,
"eyRate": 0.22,
"peRate": 24.203,
"pbRate": 4.535,
"peTTMRate": 20.532,
"dividendTTM": 1.599,
"dividendRatioTTM": 0.33,
"dividendLFY": 1.599,
"dividendLFYRatio": 0.333
}
}]
}
stop
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Interface Limitations
- Request up to 60 snapshots every 30 seconds
- For each request, the maximum number of stock codes supported by the parameter code_list is 400.
- Under the authority of Hong Kong stock BMP, the maximum number of snapshots of Hong Kong securities (including warrants, CBBC, and Inline Warrants) for a single request is 20
- Under the authority of Hong Kong futures and options BMP, the maximum number of snapshots of Hong Kong futures and options for a single request is 20
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_market_snapshot(code_list)
Description
Get market snapshot
Parameters
Parameter Type Description code_list list Stock list Up to 400 targets can be requested each time.
Data type of elements in the list is str.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, stock snapshot data is returned. str If ret != RET_OK, error description is returned. - Stock snapshot data format as follows:
Field Type Description code str Stock code. name str Stock name. update_time str Current update time. 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.last_price float Latest price. open_price float Open. high_price float High. low_price float Low. prev_close_price float Yesterday's close. volume int Volume. turnover float Turnover. turnover_rate float Turnover rate. This field is in percentage form, so 20 is equivalent to 20%.suspension bool Is suspended or not. True: suspension.listing_date str Listing date. yyyy-MM-ddequity_valid bool Is stock or not. The following equity-related fields will be legal only if this field is True.issued_shares int Total shares. total_market_val float Total market value. Unit: yuannet_asset int Net asset value. net_profit int Net profit. earning_per_share float Earnings per share. outstanding_shares int Shares outstanding. net_asset_per_share float Net assets per share. circular_market_val float Circulation market value. Unit: yuaney_ratio float Yield rate. This field is a ratio field, and % is not displayed.pe_ratio float P/E ratio. This field is a ratio field, and % is not displayed.pb_ratio float P/B ratio. This field is a ratio field, and % is not displayed.pe_ttm_ratio float P/E ratio TTM. This field is a ratio field, and % is not displayed.dividend_ttm float Dividend TTM, dividend. dividend_ratio_ttm float Dividend rate TTM. This field is in percentage form, so 20 is equivalent to 20%.dividend_lfy float Dividend LFY, dividend of the previous year. dividend_lfy_ratio float Dividend rate LFY. This field is in percentage form, so 20 is equivalent to 20%.stock_owner str The code of the underlying stock to which the warrant belongs or the code of the underlying stock of the option. wrt_valid bool Is warrant or not. The following warrant related fields will be legal if this field is True.wrt_conversion_ratio float Conversion ratio. wrt_type WrtType Warrant type. wrt_strike_price float Strike price. wrt_maturity_date str Maturity date. wrt_end_trade str Last trading time. wrt_leverage float Leverage ratio. Unit: timeswrt_ipop float in/out of the money. This field is in percentage form, so 20 is equivalent to 20%.wrt_break_even_point float Breakeven point. wrt_conversion_price float Conversion price. wrt_price_recovery_ratio float Price recovery ratio. This field is in percentage form, so 20 is equivalent to 20%.wrt_score float Comprehensive score of warrant. wrt_code str The underlying stock of the warrant (This field has been deprecated and changed to stock_owner.). wrt_recovery_price float Warrant recovery price. wrt_street_vol float Warrant Outstanding quantity. wrt_issue_vol float Warrant issuance. wrt_street_ratio float Outstanding percentage. This field is in percentage form, so 20 is equivalent to 20%.wrt_delta float Delta value of warrant. wrt_implied_volatility float Warrant implied volatility. wrt_premium float Warrant premium. This field is in percentage form, so 20 is equivalent to 20%.wrt_upper_strike_price float Upper bound price. Only Inline Warrant supports this field.wrt_lower_strike_price float lower bound price. Only Inline Warrant supports this field.wrt_inline_price_status PriceType in/out of bounds Only Inline Warrant supports this field.wrt_issuer_code str Issuer code. option_valid bool Is option or not. The following option related fields will be legal when this field is True.option_type OptionType Option type. strike_time str The option exercise date. Format: yyyy-MM-dd
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.option_strike_price float Strike price. option_contract_size float Number of stocks per contract. option_open_interest int Total open contract number. option_implied_volatility float Implied volatility. option_premium float Premium. option_delta float Greek value Delta. option_gamma float Greek value Gamma. option_vega float Greek value Vega. option_theta float Greek value Theta. option_rho float Greek value Rho. index_option_type IndexOptionType Index option type. option_net_open_interest int Net open contract number. Only HK options support this field.option_expiry_date_distance int The number of days from the expiry date, a negative number means it has expired. option_contract_nominal_value float Contract nominal amount. Only HK options support this field.option_owner_lot_multiplier float Equal number of underlying stocks. Index options do not have this field, only HK options support this field.option_area_type OptionAreaType Option type (by exercise time). option_contract_multiplier float Contract multiplier. plate_valid bool Is plate or not. The following plate related fields will be legal when this field is True.plate_raise_count int Number of stocks that raises in the plate. plate_fall_count int Number of stocks that falls in the plate. plate_equal_count int Number of stocks that dose not change in price in the plate. index_valid bool Is index or not. The following index related fields will be legal when this field is True.index_raise_count int Number of stocks that raises in the plate. index_fall_count int Number of stocks that falls in the plate. index_equal_count int Number of stocks that dose not change in the plate. lot_size int The number of shares per lot, stock options represent the number of shares per contract , and futures represent contract multipliers.Index options do not have this field.price_spread float The current upward price difference. That is, the quotation difference between ask price and sell 1.ask_price float Ask price. bid_price float Bid price. ask_vol float Ask volume. bid_vol float Bid volume. enable_margin bool Whether financing is available (Deprecated). Please use Get Margin Data.mortgage_ratio float Stock mortgage rate (Deprecated). long_margin_initial_ratio float The initial margin rate of financing (Deprecated). Please use Get Margin Data.enable_short_sell bool Whether short-selling is available (Deprecated). Please use Get Margin Data.short_sell_rate float Short-selling reference rate (Deprecated). Please use Get Margin Data.short_available_volume int Remaining quantity that can be sold short (Deprecated). Please use Get Margin Data.short_margin_initial_ratio float The initial margin rate for short selling (Deprecated). Please use Get Margin Data.sec_status SecurityStatus Stock status. amplitude float Amplitude. This field is in percentage form, so 20 is equivalent to 20%.avg_price float Average price. bid_ask_ratio float The Committee. This field is in percentage form, so 20 is equivalent to 20%.volume_ratio float Volume ratio. highest52weeks_price float Highest price in 52 weeks. lowest52weeks_price float Lowest price in 52 weeks . highest_history_price float Highest historical price. lowest_history_price float Lowest historical price. pre_price float Pre-market price. pre_high_price float Highest pre-market price. pre_low_price float Lowest pre-market price. pre_volume int Pre-market volume. pre_turnover float Pre-market turnover. pre_change_val float Pre-market change. pre_change_rate float Pre-market change rate. This field is in percentage form, so 20 is equivalent to 20%.pre_amplitude float Pre-market amplitude. This field is in percentage form, so 20 is equivalent to 20%.after_price float After-hours price. after_high_price float Highest price after-hours. after_low_price float Lowest price after-hours. after_volume int After-hours trading volume. The Sci-tech Innovation Board supports this data.after_turnover float After-hours turnover. The Sci-tech Innovation Board supports this data.after_change_val float After-hours change. after_change_rate float After-hours change rate. This field is in percentage form, so 20 is equivalent to 20%.after_amplitude float After-hours amplitude. This field is in percentage form, so 20 is equivalent to 20%.future_valid bool Is futures or not. future_last_settle_price float Yesterday's close. future_position float Holding position. future_position_change float Change in position. future_main_contract bool Is future main contract or not. future_last_trade_time str The last trading time. Main, current month and next month futures do not have this field.trust_valid bool Is fund or not. trust_dividend_yield float Dividend rate. This field is in percentage form, so 20 is equivalent to 20%.trust_aum float Asset scale. Unit: yuantrust_outstanding_units int Total circulation. trust_netAssetValue float Net asset value. trust_premium float Premium. This field is in percentage form, so 20 is equivalent to 20%.trust_assetClass AssetClass Asset class.
- Stock snapshot data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_market_snapshot(['SH.600000', 'HK.00700'])
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
code name update_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate suspension listing_date lot_size price_spread stock_owner ask_price bid_price ask_vol bid_vol enable_margin mortgage_ratio long_margin_initial_ratio enable_short_sell short_sell_rate short_available_volume short_margin_initial_ratio amplitude avg_price bid_ask_ratio volume_ratio highest52weeks_price lowest52weeks_price highest_history_price lowest_history_price close_price_5min after_volume after_turnover sec_status equity_valid issued_shares total_market_val net_asset net_profit earning_per_share outstanding_shares circular_market_val net_asset_per_share ey_ratio pe_ratio pb_ratio pe_ttm_ratio dividend_ttm dividend_ratio_ttm dividend_lfy dividend_lfy_ratio wrt_valid wrt_conversion_ratio wrt_type wrt_strike_price wrt_maturity_date wrt_end_trade
0 SH.600000 Shanghai Pudong Development Bank 2023-07-19 15:00:00 7.41 7.36 7.43 7.36 7.39 18189577 1.346770e+08 0.062 False 1999-11-10 100 0.01 NaN 7.41 7.4 44513 215500 True 0.0 40.0 False NaN NaN NaN 0.947 7.404 -24.004 1.046 8.22 6.630000 12.080000 -2.898137 7.41 0 0.0 NORMAL True 29352175642 2.174996e+11 6.011913e+11 5.116084e+10 1.743 29352175642 2.174996e+11 20.482 0.079 4.251 0.361 4.568 0.320 4.32 0.000 0.000 False NaN N/A NaN NaN NaN \
1 HK.00700 TENCENT 2023-07-19 16:08:14 333.00 330.60 333.80 327.00 336.40 21913296 7.240461e+09 0.229 False 2004-06-16 100 0.20 NaN 333.00 332.8 2393100 4700 True 0.0 30.0 True 0.93 4990000.0 30.0 2.021 330.414 -52.783 1.025 414.20 186.226308 709.500065 -9.802011 332.60 0 0.0 NORMAL True 9574268633 3.188231e+12 8.892772e+11 2.107392e+11 22.011 9574268633 3.188231e+12 92.882 0.244 15.128 3.585 14.638 20.523 6.16 20.523 6.163 False NaN N/A NaN NaN NaN
wrt_recovery_price wrt_street_vol wrt_issue_vol wrt_street_ratio wrt_delta wrt_implied_volatility wrt_premium wrt_leverage wrt_ipop wrt_break_even_point wrt_conversion_price wrt_price_recovery_ratio wrt_score wrt_upper_strike_price wrt_lower_strike_price wrt_inline_price_status wrt_issuer_code option_valid option_type strike_time option_strike_price option_contract_size option_open_interest option_implied_volatility option_premium option_delta option_gamma option_vega option_theta option_rho option_net_open_interest option_expiry_date_distance option_contract_nominal_value option_owner_lot_multiplier option_area_type option_contract_multiplier index_option_type index_valid index_raise_count index_fall_count index_equal_count plate_valid plate_raise_count plate_fall_count plate_equal_count future_valid future_last_settle_price future_position future_position_change future_main_contract future_last_trade_time trust_valid
0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN False N/A NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN N/A False NaN NaN NaN False NaN NaN NaN False NaN NaN NaN NaN NaN False \
1 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN False N/A NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN N/A NaN N/A False NaN NaN NaN False NaN NaN NaN False NaN NaN NaN NaN NaN False
trust_dividend_yield trust_aum trust_outstanding_units trust_netAssetValue trust_premium trust_assetClass pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_change_val after_change_rate after_amplitude
0 NaN NaN NaN NaN NaN N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
1 NaN NaN NaN NaN NaN N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
SH.600000
['SH.600000', 'HK.00700']
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# Qot_GetSecuritySnapshot.proto
Description
Get snapshot data
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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
3203
uint GetSecuritySnapshot(QotGetSecuritySnapshot.Request req);
virtual void OnReply_GetSecuritySnapshot(MMAPI_Conn client, uint nSerialNo, QotGetSecuritySnapshot.Response rsp);
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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();
QotGetSecuritySnapshot.C2S c2s = QotGetSecuritySnapshot.C2S.CreateBuilder()
.AddSecurityList(sec)
.Build();
QotGetSecuritySnapshot.Request req = QotGetSecuritySnapshot.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetSecuritySnapshot(req);
Console.Write("Send QotGetSecuritySnapshot: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetSecuritySnapshot(MMAPI_Conn client, uint nSerialNo, QotGetSecuritySnapshot.Response rsp)
{
Console.Write("Reply: QotGetSecuritySnapshot: {0} \n", nSerialNo);
Console.Write("basic price: {0}\n", rsp.S2C.SnapshotListList[0].Basic.CurPrice);
Console.Write("equityExData issuedShares: {0}\n", rsp.S2C.SnapshotListList[0].EquityExData.IssuedShares);
}
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=6825619056039643630
Send QotGetSecuritySnapshot: 3
Reply: QotGetSecuritySnapshot: 3
basic price: 474.2
equityExData issuedShares: 9595900007
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int getSecuritySnapshot(QotGetSecuritySnapshot.Request req);
void onReply_GetSecuritySnapshot(MMAPI_Conn client, int nSerialNo, QotGetSecuritySnapshot.Response rsp);
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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();
QotGetSecuritySnapshot.C2S c2s = QotGetSecuritySnapshot.C2S.newBuilder()
.addSecurityList(sec)
.build();
QotGetSecuritySnapshot.Request req = QotGetSecuritySnapshot.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getSecuritySnapshot(req);
System.out.printf("Send QotGetSecuritySnapshot: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetSecuritySnapshot(MMAPI_Conn client, int nSerialNo, QotGetSecuritySnapshot.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetSecuritySnapshot failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetSecuritySnapshot: %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 QotGetSecuritySnapshot: 2
Receive QotGetSecuritySnapshot: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"snapshotList": [{
"basic": {
"security": {
"market": 1,
"code": "00700"
},
"type": 3,
"isSuspend": false,
"listTime": "2004-06-16",
"lotSize": 100,
"priceSpread": 0.5,
"updateTime": "2021-06-24 16:08:14",
"highPrice": 587.5,
"openPrice": 584.0,
"lowPrice": 580.0,
"lastClosePrice": 582.5,
"curPrice": 583.0,
"volume": "10947302",
"turnover": 6.387238277E9,
"turnoverRate": 0.114,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624522094E9,
"askPrice": 583.5,
"bidPrice": 583.0,
"askVol": "142300",
"bidVol": "52800",
"enableMargin": true,
"mortgageRatio": 0.0,
"longMarginInitialRatio": 35.0,
"enableShortSell": true,
"shortSellRate": 0.9,
"shortAvailableVolume": "2006700",
"shortMarginInitialRatio": 60.0,
"amplitude": 1.288,
"avgPrice": 583.453,
"bidAskRatio": -5.273,
"volumeRatio": 0.553,
"highest52WeeksPrice": 773.9,
"lowest52WeeksPrice": 479.4,
"highestHistoryPrice": 773.9,
"lowestHistoryPrice": -6.381,
"secStatus": 1,
"closePrice5Minute": 583.5
},
"equityExData": {
"issuedShares": "9595206625",
"issuedMarketVal": 5.594005462375E12,
"netAsset": 9.17675966408375E11,
"netProfit": 1.90378494646625E11,
"earningsPershare": 19.841,
"outstandingShares": "9595206625",
"outstandingMarketVal": 5.594005462375E12,
"netAssetPershare": 95.639,
"eyRate": 0.232,
"peRate": 29.383,
"pbRate": 6.095,
"peTTMRate": 26.249,
"dividendTTM": 1.6,
"dividendRatioTTM": 0.27,
"dividendLFY": 1.6,
"dividendLFYRatio": 0.274
}
}]
}
}
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moomoo::u32_t GetSecuritySnapshot(const Qot_GetSecuritySnapshot::Request &stReq);
virtual void OnReply_GetSecuritySnapshot(moomoo::u32_t nSerialNo, const Qot_GetSecuritySnapshot::Response &stRsp) = 0;
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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;
// construct request message
Qot_GetSecuritySnapshot::Request req;
Qot_GetSecuritySnapshot::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);
m_GetSecuritySnapshotSerialNo = m_pQotApi->GetSecuritySnapshot(req);
cout << "Request GetSecuritySnapshot SerialNo: " << m_GetSecuritySnapshotSerialNo << endl;
}
virtual void OnReply_GetSecuritySnapshot(moomoo::u32_t nSerialNo, const Qot_GetSecuritySnapshot::Response &stRsp){
if(nSerialNo == m_GetSecuritySnapshotSerialNo)
{
cout << "OnReply_GetSecuritySnapshot SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
// ProtoBufToBodyData和UTF8ToLocal函数的定义参见Sample中的tool.h文件
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetSecuritySnapshotSerialNo;
};
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 GetSecuritySnapshot SerialNo: 4
OnReply_GetSecuritySnapshot SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"snapshotList": [
{
"basic": {
"security": {
"market": 1,
"code": "00700"
},
"type": 3,
"isSuspend": false,
"listTime": "2004-06-16",
"lotSize": 100,
"priceSpread": 0.5,
"updateTime": "2021-06-09 14:12:30",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"lastClosePrice": 601,
"curPrice": 600.5,
"volume": "4382292",
"turnover": 2638928979,
"turnoverRate": 0.046,
"listTimestamp": 1087315200,
"updateTimestamp": 1623219150,
"askPrice": 601,
"bidPrice": 600.5,
"askVol": "24200",
"bidVol": "1400",
"enableMargin": true,
"mortgageRatio": 0,
"longMarginInitialRatio": 35,
"enableShortSell": true,
"shortSellRate": 0.9,
"shortAvailableVolume": "1860000",
"shortMarginInitialRatio": 60,
"amplitude": 1.414,
"avgPrice": 602.18,
"bidAskRatio": 38.289,
"volumeRatio": 0.418,
"highest52WeeksPrice": 773.9,
"lowest52WeeksPrice": 430.6,
"highestHistoryPrice": 773.9,
"lowestHistoryPrice": -6.381,
"secStatus": 1,
"closePrice5Minute": 601.5
},
"equityExData": {
"issuedShares": "9595206625",
"issuedMarketVal": 5761921578312.5,
"netAsset": 917675966408.375,
"netProfit": 190378494646.625,
"earningsPershare": 19.841,
"outstandingShares": "9595206625",
"outstandingMarketVal": 5761921578312.5,
"netAssetPershare": 95.639,
"eyRate": 0.232,
"peRate": 30.265,
"pbRate": 6.278,
"peTTMRate": 27.037,
"dividendTTM": 1.6,
"dividendRatioTTM": 0.27,
"dividendLFY": 1.6,
"dividendLFYRatio": 0.266
}
}
]
}
}
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GetSecuritySnapshot(req);
Description
Get market snapshot
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; //Security list
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure， refer to Security
- Return
// Additional data of underlying stock type
message EquitySnapshotExData
{
required int64 issuedShares = 1; //Total shares
required double issuedMarketVal = 2; //Total market value = total number of shares * current price
required double netAsset = 3; //Net asset value
required double netProfit = 4; //Profit or loss
required double earningsPershare = 5; //Earnings per share
required int64 outstandingShares = 6; //Shares outstanding
required double outstandingMarketVal = 7; //Market value of shares outstanding = number of shares outstanding * current price
required double netAssetPershare = 8; //Net asset per share
required double eyRate = 9; //Yield rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double peRate = 10; //P/E ratio
required double pbRate = 11; //P/B ratio
required double peTTMRate = 12; //P/E ratio TTM
optional double dividendTTM = 13; //Dividend TTM, dividend
optional double dividendRatioTTM = 14; //Dividend rate TTM (This field is in percentage form, so 20 is equivalent to 20%.)
optional double dividendLFY = 15; //Dividend LFY, last year's dividend
optional double dividendLFYRatio = 16; //Dividend rate LFY (This field is in percentage form, so 20 is equivalent to 20%.)
}
// Additional data for warrant type
message WarrantSnapshotExData
{
required double conversionRate = 1; //Share conversion ratio
required int32 warrantType = 2; //Qot_Common.WarrantType, warrant type
required double strikePrice = 3; //Strike price
required string maturityTime = 4; //Time string of expiration date
required string endTradeTime = 5; //Time string of the last trading day
required Qot_Common.Security owner = 6; //The underlying stock
required double recoveryPrice = 7; //Call price, only CBBC supports this field
required int64 streetVolumn = 8; //Outstanding quantity
required int64 issueVolumn = 9; //Issue volume
required double streetRate = 10; //Outstanding percentage (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 11; //Hedging value, only calls and puts support this field
required double impliedVolatility = 12; //Implied volatility, only calls and puts support this field
required double premium = 13; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
optional double maturityTimestamp = 14; //Maturity date timestamp
optional double endTradeTimestamp = 15; //The last trading day timestamp
optional double leverage = 16; //Leverage ratio (times)
optional double ipop = 17; // In/out of money (This field is in percentage form, so 20 is equivalent to 20%.)
optional double breakEvenPoint = 18; //Breakeven point
optional double conversionPrice = 19; //Conversion price
optional double priceRecoveryRatio = 20; //Stock price recovery ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double score = 21; //Comprehensive score
optional double upperStrikePrice = 22; //Upper bound price, only the Inline Warrants support this field
optional double lowerStrikePrice = 23; //Lower bound price, only the Inline Warrants support this field
optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, in/out-of bound, only Inline Warrants support this field
optional string issuerCode = 25; //Issuer code
}
// Option type additional data
message OptionSnapshotExData
{
required int32 type = 1; //Qot_Common.OptionType, option type (by direction)
required Qot_Common.Security owner = 2; //Underlying stock
required string strikeTime = 3; //Time string of exercise date (Format: yyyy-MM-dd)
required double strikePrice = 4; //Strike price
required int32 contractSize = 5; //Number of stocks per contract (int type)
optional double contractSizeFloat = 22; //Number of stocks per contract (float type)
required int32 openInterest = 6; //Number of open position
required double impliedVolatility = 7; //Implied volatility (This field is in percentage form, so 20 is equivalent to 20%.)
required double premium = 8; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required double delta = 9; //Greek value Delta
required double gamma = 10; //Greek value Gamma
required double vega = 11; //Greek value Vega
required double theta = 12; //Greek value Theta
required double rho = 13; //Greek value Rho
optional double strikeTimestamp = 14; //Exercise date timestamp
optional int32 indexOptionType = 15; //Qot_Common.IndexOptionType, index option type
optional int32 netOpenInterest = 16; //Net open contract number , only HK options support this field
optional int32 expiryDateDistance = 17; //The number of days from the expiry date, a negative number means it has expired.
optional double contractNominalValue = 18; //Contract nominal amount , only HK options support this field
optional double ownerLotMultiplier = 19; //Equal number of underlying stocks, index options do not have this field , only HK options support this field
optional int32 optionAreaType = 20; //Qot_Common.OptionAreaType, option type (by exercise time).
optional double contractMultiplier = 21; //Contract multiplier
}
// additional data of index type
message IndexSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
// Additional data of the sector type
message PlateSnapshotExData
{
required int32 raiseCount = 1; //Number of stocks that raises
required int32 fallCount = 2; //Number of stocks that falls
required int32 equalCount = 3; //Number of stocks that does not change
}
//Additional data of futures type
message FutureSnapshotExData
{
required double lastSettlePrice = 1; //Yesterday's close
required int32 position = 2; //Holding position
required int32 positionChange = 3; //Daily change in position
required string lastTradeTime = 4; //The last trading day, only future non-main contracts have this field
optional double lastTradeTimestamp = 5; //The last trading day timestamp, only future non-main contracts have this field
required bool isMainContract = 6; //Whether is main-linked contract
}
//Additional data of fund type
message TrustSnapshotExData
{
required double dividendYield = 1; //Dividend rate (This field is in percentage form, so 20 is equivalent to 20%.)
required double aum = 2; //Asset scale
required int64 outstandingUnits = 3; //Total circulation
required double netAssetValue = 4; //Net asset value
required double premium = 5; //Premium (This field is in percentage form, so 20 is equivalent to 20%.)
required int32 assetClass = 6; //Qot_Common.AssetClass, asset class
}
//Basic snapshot data
message SnapshotBasicData
{
required Qot_Common.Security security = 1; //Security
optional string name = 41; //Stock name
required int32 type = 2; //Qot_Common.SecurityType, security type
required bool isSuspend = 3; //Whether is suspended
required string listTime = 4; //String of listed time (Format: yyyy-MM-dd)
required int32 lotSize = 5; //Quantity per lot
required double priceSpread = 6; //Spread
required string updateTime = 7; //String of updated time (Format: yyyy-MM-dd HH:mm:ss)
required double highPrice = 8; //High
required double openPrice = 9; //Open
required double lowPrice = 10; //low
required double lastClosePrice = 11; //Yesterday's close
required double curPrice = 12; //Current price
required int64 volume = 13; //Volume
required double turnover = 14; //Turnover
required double turnoverRate = 15; //Turnover rate (This field is in percentage form, so 20 is equivalent to 20%.)
optional double listTimestamp = 16; //Listing timestamp
optional double updateTimestamp = 17; //Update timestamp
optional double askPrice = 18;//Ask price
optional double bidPrice = 19;//Bid price
optional int64 askVol = 20;//Ask volume
optional int64 bidVol = 21;//Bid volume
optional bool enableMargin = 22; //Whether financing is available (Deprecated. Please use Get Margin Data interface.).
optional double mortgageRatio = 23; //Stock mortgage rate.
optional double longMarginInitialRatio = 24; //Initial margin rate for financing (Deprecated. Please use Get Margin Data interface.).
optional bool enableShortSell = 25; //Whether it can be short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortSellRate = 26; //Reference rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional int64 shortAvailableVolume = 27; //The remaining quantity that is available for short selling (Deprecated. Please use Get Margin Data interface.).
optional double shortMarginInitialRatio = 28; //The initial margin rate for short selling (Deprecated. Please use Get Margin Data interface.).
optional double amplitude = 29; //Amplitude (This field is in percentage form, so 20 is equivalent to 20%.)
optional double avgPrice = 30; //Average price
optional double bidAskRatio = 31; //Commission ratio (This field is in percentage form, so 20 is equivalent to 20%.)
optional double volumeRatio = 32; //Volume ratio
optional double highest52WeeksPrice = 33; //Highest price in 52 weeks
optional double lowest52WeeksPrice = 34; //Lowest price in 52 weeks
optional double highestHistoryPrice = 35; //Highest historical price
optional double lowestHistoryPrice = 36; //Lowest historical price
optional Qot_Common.PreAfterMarketData preMarket = 37; //Qot_Common::PreAfterMarketData data pre-market
optional Qot_Common.PreAfterMarketData afterMarket = 38; //Qot_Common::PreAfterMarketData data after-hourrs
optional int32 secStatus = 39; //Qot_Common::SecurityStatus stock status
optional double closePrice5Minute = 40; //Close for timeframe of 5 minutes
}
message Snapshot
{
required SnapshotBasicData basic = 1; //Snapshot basic data
optional EquitySnapshotExData equityExData = 2; //Stock snapshot additional data
optional WarrantSnapshotExData warrantExData = 3; //Warrant snapshot additional data
optional OptionSnapshotExData optionExData = 4; //Option snapshot additional data
optional IndexSnapshotExData indexExData = 5; //Index snapshot additional data
optional PlateSnapshotExData plateExData = 6; //Plate snapshot additional data
optional FutureSnapshotExData futureExData = 7; //Futures additional data
optional TrustSnapshotExData trustExData = 8; //Fund additional data
}
message S2C
{
repeated Snapshot snapshotList = 1; //Stock snapshot
}
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 QotGetSecuritySnapshot(){
const { RetType } = Common
const { SubType, QotMarket } = 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) {
const req = {
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
},
};
websocket.GetSecuritySnapshot(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Snapshot: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let snapshot = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(snapshot);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("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
Snapshot: errCode 0, retMsg , retType 0
{
"snapshotList": [{
"basic": {
"security": {
"market": 1,
"code": "00700"
},
"type": 3,
"isSuspend": false,
"listTime": "2004-06-16",
"lotSize": 100,
"priceSpread": 0.2,
"updateTime": "2021-09-09 16:08:17",
"highPrice": 511.5,
"openPrice": 509,
"lowPrice": 479,
"lastClosePrice": 524.5,
"curPrice": 480,
"volume": "54090872",
"turnover": 26716845932,
"turnoverRate": 0.563,
"listTimestamp": 1087315200,
"updateTimestamp": 1631174897,
"askPrice": 480.4,
"bidPrice": 480,
"askVol": "700",
"bidVol": "55300",
"enableMargin": true,
"mortgageRatio": 0,
"longMarginInitialRatio": 35,
"enableShortSell": true,
"shortSellRate": 0.92,
"shortAvailableVolume": "3059000",
"shortMarginInitialRatio": 50,
"amplitude": 6.196,
"avgPrice": 493.925,
"bidAskRatio": 22.703,
"volumeRatio": 1.775,
"highest52WeeksPrice": 773.9,
"lowest52WeeksPrice": 412.2,
"highestHistoryPrice": 773.9,
"lowestHistoryPrice": -6.381,
"secStatus": 1,
"closePrice5Minute": 483.4
},
"equityExData": {
"issuedShares": "9599810645",
"issuedMarketVal": 4607909109600,
"netAsset": 1016063158288.09,
"netProfit": 190383444711.64,
"earningsPershare": 19.832,
"outstandingShares": "9599810645",
"outstandingMarketVal": 4607909109600,
"netAssetPershare": 105.842,
"eyRate": 0.22,
"peRate": 24.203,
"pbRate": 4.535,
"peTTMRate": 20.532,
"dividendTTM": 1.599,
"dividendRatioTTM": 0.33,
"dividendLFY": 1.599,
"dividendLFYRatio": 0.333
}
}]
}
stop
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Interface Limitations
- Request up to 60 snapshots every 30 seconds
- For each request, the maximum number of stock codes supported by the parameter code_list is 400.
- Under the authority of Hong Kong stock BMP, the maximum number of snapshots of Hong Kong securities (including warrants, CBBC, and Inline Warrants) for a single request is 20
- Under the authority of Hong Kong futures and options BMP, the maximum number of snapshots of Hong Kong futures and options for a single request is 20