# Real-time Tick-by-Tick Callback

on_recv_rsp(self, rsp_pb)

Description

Real-time callback, asynchronously processing the real-time push of subscribed stocks. After receiving real-time 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_UpdateTicker_pb2.Response This parameter does not need to be processed directly in the derived class.

Parameter	Type	Description
rsp_pb	Qot_UpdateTicker_pb2.Response	This parameter does not need to be processed directly in the derived class.

Return

Field	Type	Description
ret	RET_CODE	Interface result.
data	pd.DataFrame	If ret == RET_OK, tick-by-tick data is returned.
data	str	If ret != RET_OK, error description is returned.

Tick-by-tick data format as follows:

Field	Type	Description
code	str	Stock code.
name	str	Stock name.
sequence	int	Sequence number.
time	str	Transaction time. Format: yyyy-MM-dd HH:mm:ss:xxx The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.
price	float	Transaction price.
volume	int	Volume. shares
turnover	float	Transaction amount.
ticker_direction	TickerDirect	Tick-By-Tick direction.
type	TickerType	Tick-By-Tick type.
push_data_type	PushDataType	Source of data.

Example

import time
from futu import *

class TickerTest(TickerHandlerBase):
    def on_recv_rsp(self, rsp_pb):
        ret_code, data = super(TickerTest,self).on_recv_rsp(rsp_pb)
        if ret_code != RET_OK:
            print("TickerTest: error, msg: %s"% data)
            return RET_ERROR, data
        print("TickerTest ", data) # TickerTest's own processing logic
        return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = TickerTest()
quote_ctx.set_handler(handler) # Set real-time push callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.TICKER]) # Subscribe to the type by transaction, OpenD starts to receive continuous push 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

TickerTest         code     name                 time  price   volume     turnover ticker_direction             sequence     type push_data_type
0  HK.00700  TENCENT  2023-07-19 16:08:12  333.0  1667000  555111000.0          NEUTRAL  7257438563422200985  AUCTION          CACHE

 
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# Qot_UpdateTicker.proto

Description

Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters

message S2C
{
	required Qot_Common.Security security = 1; //Security
    optional string name = 3; //Security name
	repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick data struct
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType, returned value
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}
 
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For stock structure, refer to Security

For the structure of each transaction, refer to Ticker

For interface result, refer to RetType

Protocol ID

3011

virtual void OnReply_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp);

Description

Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters

message S2C
{
	required Qot_Common.Security security = 1; //Security
    optional string name = 3; //Security name
	repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick data struct
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType, returned value
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}
 
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For stock structure, refer to Security

For the structure of each transaction, refer to Ticker

For interface result, refer to RetType

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 StaTicker() {
        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_Ticker)
                .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_UpdateTicker(FTAPI_Conn client, uint nSerialNo, QotUpdateTicker.Response rsp)
    {
        Console.Write("Push: UpdateTicker: {0}\n", nSerialNo);
        Console.Write("price: {0}\n", rsp.S2C.TickerListList[0].Price);
    }

    public static void Main(String[] args) {
        FTAPI.Init();
        Program qot = new Program();
        qot.StaTicker();


        while (true)
            Thread.Sleep(1000 * 600);
    }
}
 
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Output

Qot onInitConnect: ret=0 desc= connID=6825408105210218283
Send QotSub: 3
Reply: QotSub: 3  retType: 0
retMsg: ""
errCode: 0

Push: UpdateTicker: 8
price: 490
...
 
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void onPush_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp);

Description

Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters

message S2C
{
	required Qot_Common.Security security = 1; //Security
    optional string name = 3; //Security name
	repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick data struct
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType, returned value
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}
 
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For stock structure, refer to Security

For the structure of each transaction, refer to Ticker

For interface result, refer to RetType

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 staTicker() {
        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_Ticker_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_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp) {
        if (rsp.getRetType() != 0) {
            System.out.printf("QotUpdateTicker failed: %s\n", rsp.getRetMsg());
        }
        else {
            try {
                String json = JsonFormat.printer().print(rsp);
                System.out.printf("Receive QotUpdateTicker: %s\n", json);
            } catch (InvalidProtocolBufferException e) {
                e.printStackTrace();
            }
        }
    }

    public static void main(String[] args) {
        FTAPI.init();
        QotDemo qot = new QotDemo();
        qot.staTicker();

        while (true) {
            try {
                Thread.sleep(1000 * 600);
            } catch (InterruptedException exc) {

            }
        }
    }
}
 
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Output

Receive QotUpdateTicker: {
  "retType": 0,
  "s2c": {
    "security": {
      "market": 1,
      "code": "00700"
    },
    "tickerList": [{
      "time": "2021-06-25 10:33:47",
      "sequence": "6977554163425089259",
      "dir": 1,
      "price": 587.5,
      "volume": "1000",
      "turnover": 587500.0,
      "recvTime": 0.0,
      "type": 1,
      "typeSign": 32,
      "pushDataType": 3,
      "timestamp": 1.624588427E9
    }]
  }
}
Receive QotUpdateTicker: {
  "retType": 0,
  "s2c": {
    "security": {
      "market": 1,
      "code": "00700"
    },
    "tickerList": [{
      "time": "2021-06-25 10:33:48",
      "sequence": "6977554167720056556",
      "dir": 2,
      "price": 587.0,
      "volume": "100",
      "turnover": 58700.0,
      "recvTime": 1.624588428173763E9,
      "type": 1,
      "typeSign": 32,
      "pushDataType": 1,
      "timestamp": 1.624588428E9
    }]
  }
}
 
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virtual void OnPush_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) = 0;

Description

Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters

message S2C
{
	required Qot_Common.Security security = 1; //Security
    optional string name = 3; //Security name
	repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick data struct
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType, returned value
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}
 
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For stock structure, refer to Security

For the structure of each transaction, refer to Ticker

For interface result, refer to RetType

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_Ticker);
		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_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) {
		cout << "OnPush_UpdateTicker: " << 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_UpdateTicker: 
{
 "retType": 0,
 "s2c": {
  "security": {
   "market": 1,
   "code": "00700"
  },
  "tickerList": [
   {
    "time": "2021-06-09 15:41:09",
    "sequence": "6971696008421975107",
    "dir": 3,
    "price": 602.75,
    "volume": "100",
    "turnover": 60275,
    "recvTime": 0,
    "type": 5,
    "typeSign": 88,
    "pushDataType": 3,
    "timestamp": 1623224469
   }
  ]
 }
}

OnPush_UpdateTicker: 
{
 "retType": 0,
 "s2c": {
  "security": {
   "market": 1,
   "code": "00700"
  },
  "tickerList": [
   {
    "time": "2021-06-09 15:41:18",
    "sequence": "6971696047076680773",
    "dir": 1,
    "price": 603,
    "volume": "5200",
    "turnover": 3135600,
    "recvTime": 1623224478.538995,
    "type": 1,
    "typeSign": 32,
    "pushDataType": 1,
    "timestamp": 1623224478
   }
  ]
 }
}

 
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OnPush(cmd,res)

Description

Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters

message S2C
{
	required Qot_Common.Security security = 1; //Security
    optional string name = 3; //Security name
	repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick data struct
}

message Response
{
	required int32 retType = 1 [default = -400]; //RetType, returned value
	optional string retMsg = 2;
	optional int32 errCode = 3;
	
	optional S2C s2c = 4;
}
 
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For stock structure, refer to Security

For the structure of each transaction, refer to Ticker

For interface result, refer to RetType

Example

import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";

function QotUpdateTicker(){
    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_Ticker ], // Subscribe to the type by transaction
                isSubOrUnSub: true, 
                isRegOrUnRegPush: true, 
                },
            }; 

            websocket.Sub(req) // Subscribe to the type by transaction, OpenD starts to receive continuous push 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.QotUpdateTicker.cmd == cmd){ // TickerTest's own processing logic
            let { retType, s2c } = res
            if(retType == RetType.RetType_Succeed){
                console.log("TickerTest", JSON.stringify(s2c));
            } else {
                console.log("TickerTest: 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

TickerTest {"security":{"market":1,"code":"00700"},"tickerList":[{"time":"2021-09-09 16:08:12","sequence":"7005842815196387657","dir":3,"price":480,"volume":"4561200","turnover":2189376000,"recvTime":0,"type":7,"typeSign":85,"pushDataType":3,"timestamp":1631174892}]}
TickerTest { ... }
 ...
 ...
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 Tick-By-Tick 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.
After the market connection is reconnected, during the disconnected period of OpenD pulls, the nearest (up to 50) Tick-By-Tick data is pushed, which can be distinguished by the Tick-By-Tick push type field

Parameter	Type	Description
rsp_pb	Qot_UpdateTicker_pb2.Response	This parameter does not need to be processed directly in the derived class.

← Real-time Time Frame Callback Real-time Broker Queue Callback →