# Real-time Quote Callback
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks. After receiving the real-time quote data push, it will call back to this function. You need to override on_recv_rsp in the derived class.
Parameters
Parameter Type Description rsp_pb Qot_UpdateBasicQot_pb2.Response This parameter does not need to be processed in the derived class. Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, quotation data is returned. str If ret != RET_OK, error description is returned. - quotation data format as follows:
Field Type Description code str Stock code. name str Stock name. data_date str Date. data_time str Time of latest price. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.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%.amplitude int Amplitude. This field is in percentage form, so 20 is equivalent to 20%.suspension bool Whether trading is suspended. True: suspension.listing_date str Listing date. yyyy-MM-ddprice_spread float Spread. dark_status DarkStatus Grey market transaction status. sec_status SecurityStatus Stock status. strike_price float Strike price. contract_size float Contract size. open_interest int Number of open positions. implied_volatility float Implied volatility. This field is in percentage form, so 20 is equivalent to 20%.premium float Premium. This field is in percentage form, so 20 is equivalent to 20%.delta float Greek value Delta. gamma float Greek value Gamma. vega float Greek value Vega. theta float Greek value Theta. rho float Greek value Rho. index_option_type IndexOptionType Index option type. net_open_interest int Net open contract number. Only HK options support this field.expiry_date_distance int The number of days from the expiry date. A negative number means it has expired.contract_nominal_value float Contract nominal amount. Only HK options support this field.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). contract_multiplier float Contract multiplier. pre_price float Pre-market price. pre_high_price float Pre-market high. pre_low_price float Pre-market low. 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 After-hours high. after_low_price float After-hours high. after_volume int After-hours 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%.last_settle_price float Yesterday's close. Specific field for futures.position float Holding position. Specific field for futures.position_change float Daily position change. Specific field for futures.
- quotation data format as follows:
Example
import time
from futu import *
class StockQuoteTest(StockQuoteHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(StockQuoteTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("StockQuoteTest: error, msg: %s"% data)
return RET_ERROR, data
print("StockQuoteTest ", data) # StockQuoteTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = StockQuoteTest()
quote_ctx.set_handler(handler) # Set real-time quote callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE]) # Subscribe to the real-time quotation type, OpenD starts to continuously receive pushes from the server
if ret == RET_OK:
print(data)
else:
print('error:', data)
time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
StockQuoteTest code name data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type 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_volume after_turnover after_change_val after_change_rate after_amplitude
0 HK.00700 TENCENT 2023-07-19 16:08:14 333.0 330.6 333.8 327.0 336.4 21913296 7.240461e+09 0.229 2.021 False 2004-06-16 0.2 N/A NORMAL 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 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 N/A N/A N/A N/A N/A N/A
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# Qot_UpdateBasicQot.proto
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
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
3005
virtual void OnReply_UpdateBasicQuote(FTAPI_Conn client, QotUpdateBasicQot.Response rsp);
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Basic)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
}
public void OnReply_UpdateBasicQuote(FTAPI_Conn client, uint nSerialNo, QotUpdateBasicQot.Response rsp) {
Console.Write("Push: UpdateBasicQuote: {0}\n", nSerialNo);
Console.Write("curPrice: {0}\n", rsp.S2C.BasicQotListList[0].CurPrice);
}
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=6825326119957149692
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateBasicQuote: 1
curPrice: 493
...
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void onPush_UpdateBasicQuote(FTAPI_Conn client, QotUpdateBasicQot.Response rsp);
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Basic_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotSub failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotSub: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
@Override
public void onPush_UpdateBasicQuote(FTAPI_Conn client, QotUpdateBasicQot.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateBasicQuote failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateBasicQuote: %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
Receive UpdateBasicQuote: {
"retType": 0,
"s2c": {
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-25 10:23:13",
"highPrice": 588.5,
"openPrice": 588.5,
"lowPrice": 584.0,
"curPrice": 586.5,
"lastClosePrice": 583.0,
"volume": "3860588",
"turnover": 2.265269305E9,
"turnoverRate": 0.04,
"amplitude": 0.772,
"darkStatus": 0,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624587793E9,
"secStatus": 1
}]
}
}
Receive UpdateBasicQuote: {
"retType": 0,
"s2c": {
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-25 10:23:13",
"highPrice": 588.5,
"openPrice": 588.5,
"lowPrice": 584.0,
"curPrice": 586.5,
"lastClosePrice": 583.0,
"volume": "3860688",
"turnover": 2.265327955E9,
"turnoverRate": 0.04,
"amplitude": 0.772,
"darkStatus": 0,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624587793E9,
"secStatus": 1
}]
}
}
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virtual void OnPush_UpdateBasicQot(const Qot_UpdateBasicQot::Response &stRsp) = 0;
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Basic);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
}
}
virtual void OnPush_UpdateBasicQot(const Qot_UpdateBasicQot::Response &stRsp) {
cout << "OnPush_UpdateBasicQot: " << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_SubSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
OnPush_UpdateBasicQot:
{
"retType": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 15:38:44",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 603.5,
"lastClosePrice": 601,
"volume": "6027611",
"turnover": 3628948396,
"turnoverRate": 0.063,
"amplitude": 1.414,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623224324,
"secStatus": 1
}
]
}
}
OnPush_UpdateBasicQot:
{
"retType": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 15:38:44",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 603.5,
"lastClosePrice": 601,
"volume": "6028411",
"turnover": 3629431196,
"turnoverRate": 0.063,
"amplitude": 1.414,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623224324,
"secStatus": 1
}
]
}
}
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OnPush(cmd,res)
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
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";
function UpdateBasicQot(){
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",
},
],
subTypeList: [ SubType.SubType_Basic ], // Subscribe to the real-time quotation type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) //Subscribe to the real-time quotation type, OpenD starts to continuously receive pushes from the server
.then((res) => { })
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(ftCmdID.QotUpdateBasicQot.cmd == cmd){ // StockQuoteTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("StockQuoteTest", JSON.stringify(s2c));
} else {
console.log("StockQuoteTest: error")
}
}
};
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
StockQuoteTest {"basicQotList":[{"security":{"market":1,"code":"00700"},"isSuspended":false,"listTime":"2004-06-16","priceSpread":0.2,"updateTime":"2021-09-09 16:08:17","highPrice":511.5,"openPrice":509,"lowPrice":479,"curPrice":480,"lastClosePrice":524.5,"volume":"54090872","turnover":26716845932,"turnoverRate":0.563,"amplitude":6.196,"darkStatus":0,"listTimestamp":1087315200,"updateTimestamp":1631174897,"secStatus":1}]}
StockQuoteTest { ... }
...
...
stop
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Tips
- This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the Get Real-time Quote of Securities API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks. After receiving the real-time quote data push, it will call back to this function. You need to override on_recv_rsp in the derived class.
Parameters
Parameter Type Description rsp_pb Qot_UpdateBasicQot_pb2.Response This parameter does not need to be processed in the derived class. Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, quotation data is returned. str If ret != RET_OK, error description is returned. - quotation data format as follows:
Field Type Description code str Stock code. name str Stock name. data_date str Date. data_time str Time of latest price. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.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%.amplitude int Amplitude. This field is in percentage form, so 20 is equivalent to 20%.suspension bool Whether trading is suspended. True: suspension.listing_date str Listing date. yyyy-MM-ddprice_spread float Spread. dark_status DarkStatus Grey market transaction status. sec_status SecurityStatus Stock status. strike_price float Strike price. contract_size float Contract size. open_interest int Number of open positions. implied_volatility float Implied volatility. This field is in percentage form, so 20 is equivalent to 20%.premium float Premium. This field is in percentage form, so 20 is equivalent to 20%.delta float Greek value Delta. gamma float Greek value Gamma. vega float Greek value Vega. theta float Greek value Theta. rho float Greek value Rho. index_option_type IndexOptionType Index option type. net_open_interest int Net open contract number. Only HK options support this field.expiry_date_distance int The number of days from the expiry date. A negative number means it has expired.contract_nominal_value float Contract nominal amount. Only HK options support this field.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). contract_multiplier float Contract multiplier. pre_price float Pre-market price. pre_high_price float Pre-market high. pre_low_price float Pre-market low. 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 After-hours high. after_low_price float After-hours high. after_volume int After-hours 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%.last_settle_price float Yesterday's close. Specific field for futures.position float Holding position. Specific field for futures.position_change float Daily position change. Specific field for futures.
- quotation data format as follows:
Example
import time
from moomoo import *
class StockQuoteTest(StockQuoteHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(StockQuoteTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("StockQuoteTest: error, msg: %s"% data)
return RET_ERROR, data
print("StockQuoteTest ", data) # StockQuoteTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = StockQuoteTest()
quote_ctx.set_handler(handler) # Set real-time quote callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE]) # Subscribe to the real-time quotation type, OpenD starts to continuously receive pushes from the server
if ret == RET_OK:
print(data)
else:
print('error:', data)
time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
StockQuoteTest code name data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type 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_volume after_turnover after_change_val after_change_rate after_amplitude
0 HK.00700 TENCENT 2023-07-19 16:08:14 333.0 330.6 333.8 327.0 336.4 21913296 7.240461e+09 0.229 2.021 False 2004-06-16 0.2 N/A NORMAL 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 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 N/A N/A N/A N/A N/A N/A
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# Qot_UpdateBasicQot.proto
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
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
3005
virtual void OnReply_UpdateBasicQuote(MMAPI_Conn client, QotUpdateBasicQot.Response rsp);
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Basic)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
}
public void OnReply_UpdateBasicQuote(MMAPI_Conn client, uint nSerialNo, QotUpdateBasicQot.Response rsp) {
Console.Write("Push: UpdateBasicQuote: {0}\n", nSerialNo);
Console.Write("curPrice: {0}\n", rsp.S2C.BasicQotListList[0].CurPrice);
}
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=6825326119957149692
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateBasicQuote: 1
curPrice: 493
...
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void onPush_UpdateBasicQuote(MMAPI_Conn client, QotUpdateBasicQot.Response rsp);
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Basic_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotSub failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotSub: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
@Override
public void onPush_UpdateBasicQuote(MMAPI_Conn client, QotUpdateBasicQot.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateBasicQuote failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateBasicQuote: %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
Receive UpdateBasicQuote: {
"retType": 0,
"s2c": {
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-25 10:23:13",
"highPrice": 588.5,
"openPrice": 588.5,
"lowPrice": 584.0,
"curPrice": 586.5,
"lastClosePrice": 583.0,
"volume": "3860588",
"turnover": 2.265269305E9,
"turnoverRate": 0.04,
"amplitude": 0.772,
"darkStatus": 0,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624587793E9,
"secStatus": 1
}]
}
}
Receive UpdateBasicQuote: {
"retType": 0,
"s2c": {
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-25 10:23:13",
"highPrice": 588.5,
"openPrice": 588.5,
"lowPrice": 584.0,
"curPrice": 586.5,
"lastClosePrice": 583.0,
"volume": "3860688",
"turnover": 2.265327955E9,
"turnoverRate": 0.04,
"amplitude": 0.772,
"darkStatus": 0,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624587793E9,
"secStatus": 1
}]
}
}
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virtual void OnPush_UpdateBasicQot(const Qot_UpdateBasicQot::Response &stRsp) = 0;
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Basic);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
}
}
virtual void OnPush_UpdateBasicQot(const Qot_UpdateBasicQot::Response &stRsp) {
cout << "OnPush_UpdateBasicQot: " << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_SubSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
OnPush_UpdateBasicQot:
{
"retType": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 15:38:44",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 603.5,
"lastClosePrice": 601,
"volume": "6027611",
"turnover": 3628948396,
"turnoverRate": 0.063,
"amplitude": 1.414,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623224324,
"secStatus": 1
}
]
}
}
OnPush_UpdateBasicQot:
{
"retType": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 15:38:44",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 603.5,
"lastClosePrice": 601,
"volume": "6028411",
"turnover": 3629431196,
"turnoverRate": 0.063,
"amplitude": 1.414,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623224324,
"secStatus": 1
}
]
}
}
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OnPush(cmd,res)
Description
Real-time quotation callback, asynchronous processing of real-time quotation push of subscribed stocks.
Parameters
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //Basic stock market
}
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";
function UpdateBasicQot(){
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",
},
],
subTypeList: [ SubType.SubType_Basic ], // Subscribe to the real-time quotation type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) //Subscribe to the real-time quotation type, OpenD starts to continuously receive pushes from the server
.then((res) => { })
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(mmCmdID.QotUpdateBasicQot.cmd == cmd){ // StockQuoteTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("StockQuoteTest", JSON.stringify(s2c));
} else {
console.log("StockQuoteTest: error")
}
}
};
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
StockQuoteTest {"basicQotList":[{"security":{"market":1,"code":"00700"},"isSuspended":false,"listTime":"2004-06-16","priceSpread":0.2,"updateTime":"2021-09-09 16:08:17","highPrice":511.5,"openPrice":509,"lowPrice":479,"curPrice":480,"lastClosePrice":524.5,"volume":"54090872","turnover":26716845932,"turnoverRate":0.563,"amplitude":6.196,"darkStatus":0,"listTimestamp":1087315200,"updateTimestamp":1631174897,"secStatus":1}]}
StockQuoteTest { ... }
...
...
stop
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Tips
- This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the Get Real-time Quote of Securities API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.