# 获取资金流向
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# get_capital_flow
get_capital_flow(code)
介绍
获取个股资金流向
参数
参数 类型 说明 code str 股票代码
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回资金流向数据 str 当 ret != RET_OK，返回错误描述 - 资金流向数据格式如下
字段 类型 说明 in_flow float 净流入的资金额度 capital_flow_item_time str 开始时间 格式：yyyy-MM-dd HH:mm:ss
精确到分钟last_valid_time str 数据最后有效时间
- 资金流向数据格式如下
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_capital_flow("HK.00700")
if ret == RET_OK:
print(data)
print(data['in_flow'][0]) # 取第一条的净流入的资金额度
print(data['in_flow'].values.tolist()) # 转为 list
else:
print('error:', data)
quote_ctx.close() # 结束后记得关闭当条连接，防止连接条数用尽
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- Output
last_valid_time in_flow capital_flow_item_time
0 2020-03-26 16:00:00 -3.162472e+07 2020-03-26 09:30:00
.. ... ... ...
330 2020-03-26 16:00:00 -1.433742e+09 2020-03-26 16:00:00
[331 rows x 3 columns]
-31624720.0
[-31624720.0, -64132100.0, -70575660.0, -65573840.0, -43585860.0, -80639800.0, -80546540.0, -107078020.0, -117504440.0, -111991620.0, -118827340.0,
.. ... ... ...
-1419125560.0, -1415245360.0, -1437747220.0, -1433741860.0, -1433741860.0]
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# Qot_GetCapitalFlow.proto
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message CapitalFlowItem
{
required double inFlow = 1; //净流入的资金额度，正数代表流入，负数代表流出
optional string time = 2; //开始时间字符串，精确到分钟（格式：yyyy-MM-dd HH:mm:ss）
optional double timestamp = 3; //开始时间戳
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串（格式：yyyy-MM-dd HH:mm:ss）
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3211
# GetCapitalFlow
uint GetCapitalFlow(QotGetCapitalFlow.Request req);
virtual void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp);
- 介绍
获取资金流向
- 参数
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message CapitalFlowItem
{
required double inFlow = 1; //净流入的资金额度，正数代表流入，负数代表流出
optional string time = 2; //开始时间字符串，精确到分钟（格式：yyyy-MM-dd HH:mm:ss）
optional double timestamp = 3; //开始时间戳
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串（格式：yyyy-MM-dd HH:mm:ss）
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //设置客户端信息
qot.SetConnCallback(this); //设置连接回调
qot.SetQotCallback(this); //设置交易回调
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetCapitalFlow(req);
Console.Write("Send QotGetCapitalFlow: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp)
{
Console.Write("Reply: QotGetCapitalFlow: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("inFlow: {0}\n", rsp.S2C.FlowItemListList[0].InFlow);
}
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=6825682261792810905
Send QotGetCapitalFlow: 3
Reply: QotGetCapitalFlow: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
flowItemList {
inFlow: 443772920
time: "2021-07-27 09:30:00"
timestamp: 1627349400
}
...
flowItemList {
inFlow: 1287261040
time: "2021-07-27 15:03:00"
timestamp: 1627369380
}
lastValidTime: "2021-07-27 15:03:00"
}
inFlow: 443772920
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# getCapitalFlow
int getCapitalFlow(QotGetCapitalFlow.Request req);
void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp);
- 介绍
获取资金流向
- 参数
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message CapitalFlowItem
{
required double inFlow = 1; //净流入的资金额度，正数代表流入，负数代表流出
optional string time = 2; //开始时间字符串，精确到分钟（格式：yyyy-MM-dd HH:mm:ss）
optional double timestamp = 3; //开始时间戳
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串（格式：yyyy-MM-dd HH:mm:ss）
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //设置客户端信息
qot.setConnSpi(this); //设置连接回调
qot.setQotSpi(this); //设置交易回调
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getCapitalFlow(req);
System.out.printf("Send QotGetCapitalFlow: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetCapitalFlow failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetCapitalFlow: %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 QotGetCapitalFlow: 2
Receive QotGetCapitalFlow: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [{
"inFlow": 8.28327E7,
"time": "2021-06-24 09:30:00",
"timestamp": 1.6244982E9
}, {
"inFlow": 7.82318E7,
"time": "2021-06-24 09:31:00",
"timestamp": 1.62449826E9
}, ... {
"inFlow": -7.3180635E8,
"time": "2021-06-24 16:00:00",
"timestamp": 1.6245216E9
}],
"lastValidTime": "2021-06-24 16:00:00"
}
}
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# GetCapitalFlow
Futu::u32_t GetCapitalFlow(const Qot_GetCapitalFlow::Request &stReq);
virtual void OnReply_GetCapitalFlow(Futu::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp) = 0;
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message CapitalFlowItem
{
required double inFlow = 1; //净流入的资金额度，正数代表流入，负数代表流出
optional string time = 2; //开始时间字符串，精确到分钟（格式：yyyy-MM-dd HH:mm:ss）
optional double timestamp = 3; //开始时间戳
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串（格式：yyyy-MM-dd HH:mm:ss）
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 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;
// 组包
Qot_GetCapitalFlow::Request req;
Qot_GetCapitalFlow::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetCapitalFlowSerialNo = m_pQotApi->GetCapitalFlow(req);
cout << "Request GetCapitalFlow SerialNo: " << m_GetCapitalFlowSerialNo << endl;
}
virtual void OnReply_GetCapitalFlow(Futu::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp){
if(nSerialNo == m_GetCapitalFlowSerialNo)
{
cout << "OnReply_GetCapitalFlow SerialNo: " << nSerialNo << endl;
// 解析内部结构打印出来
// 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_GetCapitalFlowSerialNo;
};
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 GetCapitalFlow SerialNo: 4
OnReply_GetCapitalFlow SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [
{
"inFlow": 8811050,
"time": "2021-06-09 09:30:00",
"timestamp": 1623202200
},
...
{
"inFlow": 83596550,
"time": "2021-06-09 10:57:00",
"timestamp": 1623207420
}
],
"lastValidTime": "2021-06-09 10:57:00"
}
}
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# GetCapitalFlow
GetCapitalFlow(req);
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 返回
message CapitalFlowItem
{
required double inFlow = 1; //净流入的资金额度，正数代表流入，负数代表流出
optional string time = 2; //开始时间字符串，精确到分钟（格式：yyyy-MM-dd HH:mm:ss）
optional double timestamp = 3; //开始时间戳
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串（格式：yyyy-MM-dd HH:mm:ss）
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- 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 QotGetCapitalFlow(){
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) { // 登录成功
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetCapitalFlow(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("CapitalFlow: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
//关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源
//同时OpenD也限制了最多128条连接
//也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // 5秒后断开
}
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- Output
CapitalFlow: errCode 0, retMsg , retType 0
{
"flowItemList": [{
"inFlow": 67379080,
"time": "2021-09-10 09:30:00",
"timestamp": 1631237400
}, {
"inFlow": 161659640,
"time": "2021-09-10 09:31:00",
"timestamp": 1631237460
}, ..., {
"inFlow": 925357360,
"time": "2021-09-10 09:46:00",
"timestamp": 1631238360
}],
"lastValidTime": "2021-09-10 09:46:00"
}
stop
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接口限制
- 每 30 秒内最多请求 30 次获取资金流向接口。
- 仅支持正股、窝轮和基金。