# 获取FedWatch目标利率概率
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_fed_watch_target_rate()
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回数据 str 当 ret != RET_OK，返回错误描述 - 数据格式如下：
字段 类型 说明 meeting_date str FOMC 会议日期（"yyyy-MM-dd"） target_range str 目标利率区间，如 "4.25% ~ 4.50%" probability float 市场预期概率(%)，如 92.13 表示 92.13%
- 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_fed_watch_target_rate()
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
1
2
3
4
5
6
7
8
9
10
11
2
3
4
5
6
7
8
9
10
11
- Output
meeting_date target_range probability
0 2026-07-29 3.50-3.75% 62.6
1 2026-07-29 3.75-4.00% 37.4
2 2026-09-16 3.50-3.75% 29.8
3 2026-09-16 3.75-4.00% 50.6
4 2026-09-16 4.00-4.25% 19.6
1
2
3
4
5
6
2
3
4
5
6
# Qot_GetFedWatchTargetRate.proto
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
协议 ID
3404
uint GetFedWatchTargetRate(Qot_GetFedWatchTargetRate.Request req);
virtual void OnReply_GetFedWatchTargetRate(FTAPI_Conn client, uint nSerialNo, Qot_GetFedWatchTargetRate.Response rsp);
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
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); //设置行情回调
}
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}
", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotGetFedWatchTargetRate.C2S c2s = QotGetFedWatchTargetRate.C2S.CreateBuilder().Build();
QotGetFedWatchTargetRate.Request req = QotGetFedWatchTargetRate.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetFedWatchTargetRate(req);
Console.Write("Send QotGetFedWatchTargetRate: {0}
", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetFedWatchTargetRate(FTAPI_Conn client, uint nSerialNo, QotGetFedWatchTargetRate.Response rsp)
{
Console.Write("Reply: QotGetFedWatchTargetRate: {0}
", nSerialNo);
if (rsp.RetType == 0 && rsp.HasS2C)
Console.Write("{0}
", rsp.ToString());
}
public static void Main(String[] args) {
FTAPI.Init();
Program program = new Program();
program.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
- Output
Send QotGetFedWatchTargetRate: 3
Reply: QotGetFedWatchTargetRate: 3
GetFedWatchTargetRate: errCode 0, retMsg , retType 0
{
"meetingList": [
{
"meetingDate": "2026-07-29",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 63.7 },
{ "targetRange": "3.75-4.00%", "probability": 36.3 }
]
},
{
"meetingDate": "2026-09-16",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 26.0 },
{ "targetRange": "3.75-4.00%", "probability": 52.5 },
{ "targetRange": "4.00-4.25%", "probability": 21.5 }
]
}
]
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
int getFedWatchTargetRate(Qot_GetFedWatchTargetRate.Request req);
onReply_GetFedWatchTargetRate(FTAPI_Conn client, int nSerialNo, Qot_GetFedWatchTargetRate.Response rsp)
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
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); //设置行情回调
}
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=%d desc=%s connID=%d
", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotGetFedWatchTargetRate.C2S c2s = QotGetFedWatchTargetRate.C2S.newBuilder().build();
QotGetFedWatchTargetRate.Request req = QotGetFedWatchTargetRate.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getFedWatchTargetRate(req);
System.out.printf("Send QotGetFedWatchTargetRate: %d
", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetFedWatchTargetRate(FTAPI_Conn client, int nSerialNo, QotGetFedWatchTargetRate.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetFedWatchTargetRate failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetFedWatchTargetRate: %s
", 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) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
- Output
Send QotGetFedWatchTargetRate: 3
Receive QotGetFedWatchTargetRate: {
"meetingList": [
{
"meetingDate": "2026-07-29",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 63.7 },
{ "targetRange": "3.75-4.00%", "probability": 36.3 }
]
},
{
"meetingDate": "2026-09-16",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 26.0 },
{ "targetRange": "3.75-4.00%", "probability": 52.5 },
{ "targetRange": "4.00-4.25%", "probability": 21.5 }
]
}
]
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Futu::u32_t GetFedWatchTargetRate(const Qot_GetFedWatchTargetRate::Request &stReq); virtual void OnReply_GetFedWatchTargetRate(Futu::u32_t nSerialNo, const Qot_GetFedWatchTargetRate::Response &stRsp) = 0;
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
Example
class Program : public FTSPI_Qot, 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) {
Qot_GetFedWatchTargetRate::Request req;
Qot_GetFedWatchTargetRate::C2S *c2s = req.mutable_c2s();
(void)c2s; // all fields optional
m_GetFedWatchTargetRateSerialNo = m_pQotApi->GetFedWatchTargetRate(req);
}
virtual void OnReply_GetFedWatchTargetRate(Futu::u32_t nSerialNo, const Qot_GetFedWatchTargetRate::Response &stRsp) {
if (nSerialNo != m_GetFedWatchTargetRateSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetFedWatchTargetRateSerialNo = 0;
};
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"meetingList": [
{
"meetingDate": "2024-07-31",
"probability": 88.5,
"targetRate": 5.25
}
]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
2
3
4
5
6
7
8
9
10
11
12
13
14
getFedWatchTargetRate(qotGetFedWatchTargetRate)
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetFedWatchTargetRate(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, "xxxxxx"];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {},
};
websocket.GetFedWatchTargetRate(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetFedWatchTargetRate: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetFedWatchTargetRate()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
- Output
GetFedWatchTargetRate: errCode 0, retMsg , retType 0
{
"meetingList": [
{
"meetingDate": "2026-07-29",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 63.7 },
{ "targetRange": "3.75-4.00%", "probability": 36.3 }
]
},
{
"meetingDate": "2026-09-16",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 26.0 },
{ "targetRange": "3.75-4.00%", "probability": 52.5 },
{ "targetRange": "4.00-4.25%", "probability": 21.5 }
]
}
]
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
接口限制
- 30 秒内最多 60 次请求
- 分页请求仅首页计入限频统计
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_fed_watch_target_rate()
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回数据 str 当 ret != RET_OK，返回错误描述 - 数据格式如下：
字段 类型 说明 meeting_date str FOMC 会议日期（"yyyy-MM-dd"） target_range str 目标利率区间，如 "4.25% ~ 4.50%" probability float 市场预期概率(%)，如 92.13 表示 92.13%
- 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_fed_watch_target_rate()
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
1
2
3
4
5
6
7
8
9
10
11
2
3
4
5
6
7
8
9
10
11
- Output
meeting_date target_range probability
0 2026-07-29 3.50-3.75% 62.6
1 2026-07-29 3.75-4.00% 37.4
2 2026-09-16 3.50-3.75% 29.8
3 2026-09-16 3.75-4.00% 50.6
4 2026-09-16 4.00-4.25% 19.6
1
2
3
4
5
6
2
3
4
5
6
# Qot_GetFedWatchTargetRate.proto
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
协议 ID
3404
uint GetFedWatchTargetRate(Qot_GetFedWatchTargetRate.Request req);
virtual void OnReply_GetFedWatchTargetRate(FTAPI_Conn client, uint nSerialNo, Qot_GetFedWatchTargetRate.Response rsp);
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
Example
public class Program : MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_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); //设置行情回调
}
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}
", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotGetFedWatchTargetRate.C2S c2s = QotGetFedWatchTargetRate.C2S.CreateBuilder().Build();
QotGetFedWatchTargetRate.Request req = QotGetFedWatchTargetRate.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetFedWatchTargetRate(req);
Console.Write("Send QotGetFedWatchTargetRate: {0}
", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetFedWatchTargetRate(MMAPI_Conn client, uint nSerialNo, QotGetFedWatchTargetRate.Response rsp)
{
Console.Write("Reply: QotGetFedWatchTargetRate: {0}
", nSerialNo);
if (rsp.RetType == 0 && rsp.HasS2C)
Console.Write("{0}
", rsp.ToString());
}
public static void Main(String[] args) {
MMAPI.Init();
Program program = new Program();
program.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
- Output
Send QotGetFedWatchTargetRate: 3
Reply: QotGetFedWatchTargetRate: 3
GetFedWatchTargetRate: errCode 0, retMsg , retType 0
{
"meetingList": [
{
"meetingDate": "2026-07-29",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 63.7 },
{ "targetRange": "3.75-4.00%", "probability": 36.3 }
]
},
{
"meetingDate": "2026-09-16",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 26.0 },
{ "targetRange": "3.75-4.00%", "probability": 52.5 },
{ "targetRange": "4.00-4.25%", "probability": 21.5 }
]
}
]
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
int getFedWatchTargetRate(Qot_GetFedWatchTargetRate.Request req);
onReply_GetFedWatchTargetRate(FTAPI_Conn client, int nSerialNo, Qot_GetFedWatchTargetRate.Response rsp)
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_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); //设置行情回调
}
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=%d desc=%s connID=%d
", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotGetFedWatchTargetRate.C2S c2s = QotGetFedWatchTargetRate.C2S.newBuilder().build();
QotGetFedWatchTargetRate.Request req = QotGetFedWatchTargetRate.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getFedWatchTargetRate(req);
System.out.printf("Send QotGetFedWatchTargetRate: %d
", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetFedWatchTargetRate(MMAPI_Conn client, int nSerialNo, QotGetFedWatchTargetRate.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetFedWatchTargetRate failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetFedWatchTargetRate: %s
", 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) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
- Output
Send QotGetFedWatchTargetRate: 3
Receive QotGetFedWatchTargetRate: {
"meetingList": [
{
"meetingDate": "2026-07-29",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 63.7 },
{ "targetRange": "3.75-4.00%", "probability": 36.3 }
]
},
{
"meetingDate": "2026-09-16",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 26.0 },
{ "targetRange": "3.75-4.00%", "probability": 52.5 },
{ "targetRange": "4.00-4.25%", "probability": 21.5 }
]
}
]
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
moomoo::u32_t GetFedWatchTargetRate(const Qot_GetFedWatchTargetRate::Request &stReq); virtual void OnReply_GetFedWatchTargetRate(moomoo::u32_t nSerialNo, const Qot_GetFedWatchTargetRate::Response &stRsp) = 0;
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
Example
class Program : public MMSPI_Qot, 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) {
Qot_GetFedWatchTargetRate::Request req;
Qot_GetFedWatchTargetRate::C2S *c2s = req.mutable_c2s();
(void)c2s; // all fields optional
m_GetFedWatchTargetRateSerialNo = m_pQotApi->GetFedWatchTargetRate(req);
}
virtual void OnReply_GetFedWatchTargetRate(moomoo::u32_t nSerialNo, const Qot_GetFedWatchTargetRate::Response &stRsp) {
if (nSerialNo != m_GetFedWatchTargetRateSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetFedWatchTargetRateSerialNo = 0;
};
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"meetingList": [
{
"meetingDate": "2024-07-31",
"probability": 88.5,
"targetRate": 5.25
}
]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
2
3
4
5
6
7
8
9
10
11
12
13
14
getFedWatchTargetRate(qotGetFedWatchTargetRate)
介绍
获取 CME FedWatch 工具的联邦基金目标利率概率预测数据。返回各次 FOMC 会议对应的目标利率区间及市场隐含概率分布，数据来源于 CME 联邦基金期货定价。
参数
// 目标利率概率项
message TargetRateItem {
required string targetRange = 1; //目标利率区间，如"4.25% ~ 4.50%"
required double probability = 2; //市场预期概率(%)，如92.13表示92.13%
}
// 单次 FOMC 会议预测
message FedMeetingTab {
required string meetingDate = 1; //会议日期 "yyyy-MM-dd"
repeated TargetRateItem targetRateList = 2; //目标利率概率分布(按利率从低到高排列，概率之和=100%)
}
message C2S {
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message S2C {
repeated FedMeetingTab meetingList = 1; //FOMC会议预测列表(按会议日期从近到远排列)
}
message Request {
required C2S c2s = 1;
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
- 接口调用结果，结构参见 RetType
协议 ID
3404
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetFedWatchTargetRate(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, "xxxxxx"];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {},
};
websocket.GetFedWatchTargetRate(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetFedWatchTargetRate: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetFedWatchTargetRate()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
- Output
GetFedWatchTargetRate: errCode 0, retMsg , retType 0
{
"meetingList": [
{
"meetingDate": "2026-07-29",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 63.7 },
{ "targetRange": "3.75-4.00%", "probability": 36.3 }
]
},
{
"meetingDate": "2026-09-16",
"tabList": [
{ "targetRange": "3.50-3.75%", "probability": 26.0 },
{ "targetRange": "3.75-4.00%", "probability": 52.5 },
{ "targetRange": "4.00-4.25%", "probability": 21.5 }
]
}
]
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
接口限制
- 30 秒内最多 60 次请求
- 分页请求仅首页计入限频统计