# 获取实时 K 线
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_cur_kline(code, num, ktype=KLType.K_DAY, autype=AuType.QFQ)
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
参数 类型 说明 code str 股票代码 name str 股票名称 num int K 线数据个数 最多 1000 根ktype KLType K 线类型 autype AuType 复权类型
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 K 线数据数据 str 当 ret != RET_OK，返回错误描述 - K 线数据格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 time_key str 时间 格式：yyyy-MM-dd HH:mm:ss
港股和 A 股市场默认是北京时间，美股市场默认是美东时间open float 开盘价 close float 收盘价 high float 最高价 low float 最低价 volume int 成交量 turnover float 成交额 pe_ratio float 市盈率 turnover_rate float 换手率 该字段为百分比字段，默认返回小数，如 0.01 实际对应 1%last_close float 昨收价 即前一个时间的收盘价
为了效率原因，第一个数据的昨收价可能为 0
- K 线数据格式如下：
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.K_DAY], subscribe_push=False, session=Session.ALL)
# 先订阅 K 线类型。订阅成功后 OpenD 将持续收到服务器的推送，False 代表暂时不需要推送给脚本
if ret_sub == RET_OK: # 订阅成功
ret, data = quote_ctx.get_cur_kline('US.AAPL', 2, KLType.K_DAY, AuType.QFQ) # 获取美股AAPL最近2个 K 线数据
if ret == RET_OK:
print(data)
print(data['turnover_rate'][0]) # 取第一条的换手率
print(data['turnover_rate'].values.tolist()) # 转为 list
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # 关闭当条连接，OpenD 会在1分钟后自动取消相应股票相应类型的订阅
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- Output
code name time_key open close high low volume turnover pe_ratio turnover_rate last_close
0 US.AAPL 苹果 2025-04-03 00:00:00 205.54 203.19 207.49 201.25 103419006 2.111773e+10 33.419 0.00689 223.89
1 US.AAPL 苹果 2025-04-04 00:00:00 193.89 188.38 199.88 187.34 125910913 2.424473e+10 30.983 0.00838 203.19
0.00689
[0.00689, 0.00838]
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# Qot_GetKL.proto
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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协议 ID
3006
uint GetKL(QotGetKL.Request req);
virtual void OnReply_GetKL(FTAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp);
- 介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
- 参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- 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();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_KL_1Min)
.SetIsSubOrUnSub(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());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetKL.C2S c2s = QotGetKL.C2S.CreateBuilder()
.SetSecurity(sec)
.SetKlType((int)QotCommon.KLType.KLType_1Min)
.SetRehabType((int)QotCommon.RehabType.RehabType_Forward)
.SetReqNum(50)
.Build();
QotGetKL.Request req = QotGetKL.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetKL(req);
Console.Write("Send QotGetKL: {0}\n", seqNo);
}
public void OnReply_GetKL(FTAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp)
{
Console.Write("Reply: QotGetKL: {0}\n", nSerialNo);
Console.Write("lastClosePrice: {0}\n", rsp.S2C.KlListList[0].LastClosePrice);
}
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=6825671203627466268
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetKL: 4
Reply: QotGetKL: 4
lastClosePrice: 458.6
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int getKL(QotGetKL.Request req);
void onReply_GetKL(FTAPI_Conn client, int nSerialNo, QotGetKL.Response rsp);
- 介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
- 参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- 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();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_KL_1Min_VALUE)
.setIsSubOrUnSub(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) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetKL.C2S c2s = QotGetKL.C2S.newBuilder()
.setSecurity(sec)
.setKlType(QotCommon.KLType.KLType_1Min_VALUE)
.setRehabType(QotCommon.RehabType.RehabType_Forward_VALUE)
.setReqNum(2)
.build();
QotGetKL.Request req = QotGetKL.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getKL(req);
System.out.printf("Send QotGetKL: %d\n", seqNo);
}
@Override
public void onReply_GetKL(FTAPI_Conn client, int nSerialNo, QotGetKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetKL: %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 QotGetKL: 3
Receive QotGetKL: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-24 15:59:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 583.0,
"closePrice": 583.5,
"lastClosePrice": 583.5,
"volume": "37900",
"turnover": 2.210525E7,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": 0.0,
"timestamp": 1.62452154E9
}, {
"time": "2021-06-24 16:00:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 582.5,
"closePrice": 583.0,
"lastClosePrice": 583.5,
"volume": "1197900",
"turnover": 6.98392175E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": -0.08568980291345331,
"timestamp": 1.6245216E9
}]
}
}
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Futu::u32_t GetKL(const Qot_GetKL::Request &stReq);
virtual void OnReply_GetKL(Futu::u32_t nSerialNo, const Qot_GetKL::Response &stRsp) = 0;
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- 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;
// 这个接口要先订阅
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_KL_1Min);
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;
}
// 组包
Qot_GetKL::Request req;
Qot_GetKL::C2S *c2s = req.mutable_c2s();
c2s->set_rehabtype(1);
c2s->set_kltype(Qot_Common::KLType::KLType_1Min);
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_reqnum(10);
m_GetKLSerialNo = m_pQotApi->GetKL(req);
cout << "Request GetKL SerialNo: " << m_GetKLSerialNo << endl;
}
}
virtual void OnReply_GetKL(Futu::u32_t nSerialNo, const Qot_GetKL::Response &stRsp){
if(nSerialNo == m_GetKLSerialNo)
{
cout << "OnReply_GetKL 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_SubSerialNo;
Futu::u32_t m_GetKLSerialNo;
};
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
Request GetKL SerialNo: 4
OnReply_GetKL SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 10:50:00",
"isBlank": false,
"highPrice": 602.5,
"openPrice": 602,
"lowPrice": 602,
"closePrice": 602.5,
"lastClosePrice": 602.5,
"volume": "9800",
"turnover": 5901559.1,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0,
"timestamp": 1623207000
},
...
{
"time": "2021-06-09 10:59:00",
"isBlank": false,
"highPrice": 604,
"openPrice": 603.5,
"lowPrice": 603.5,
"closePrice": 604,
"lastClosePrice": 603,
"volume": "24300",
"turnover": 14672600,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.16583747927031509,
"timestamp": 1623207540
}
]
}
}
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GetKL(req);
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- 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 QotGetKL(){
const { RetType } = Common
const { SubType, QotMarket, RehabType, KLType } = 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
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_KL_1Min ], // 订阅实时K线(分K)类型
isSubOrUnSub: true, // 订阅 true, 反订阅 false
isRegOrUnRegPush: true, // 注册推送 true, 反注册推送 false
},
})
.then((res) => {
const req = {
c2s: {
rehabType: RehabType.RehabType_Forward,
klType: KLType.KLType_1Min,
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
reqNum: 2,
},
};
websocket.GetKL(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("KL: 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);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start 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
KL: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-09-09 15:59:00",
"isBlank": false,
"highPrice": 480.4,
"openPrice": 480.2,
"lowPrice": 479,
"closePrice": 479.6,
"lastClosePrice": 480.2,
"volume": "1326900",
"turnover": 636738960,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.12494793835900997,
"timestamp": 1631174340
}, {
"time": "2021-09-09 16:00:00",
"isBlank": false,
"highPrice": 481.4,
"openPrice": 479.6,
"lowPrice": 479.6,
"closePrice": 480,
"lastClosePrice": 479.6,
"volume": "5134400",
"turnover": 2464740790,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.08340283569640894,
"timestamp": 1631174400
}]
}
stop
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接口限制
- 此接口为获取实时 K 线接口，最多能获取最近的 1000 根。如需获取历史 K 线，请参考 获取历史 K 线
- 市盈率和换手率字段，只有日 K 及以上周期的正股才有数据
- 期权，仅提供日K, 1分K，5分K，15分K，60分K。
提示
- 此接口提供了一次性获取实时数据的功能，如需持续获取推送数据，请参考 实时 K 线回调 接口
- 获取实时数据 和 实时数据回调 的差别，请参考 如何通过订阅接口获取实时行情？
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_cur_kline(code, num, ktype=KLType.K_DAY, autype=AuType.QFQ)
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
参数 类型 说明 code str 股票代码 name str 股票名称 num int K 线数据个数 最多 1000 根ktype KLType K 线类型 autype AuType 复权类型
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 K 线数据数据 str 当 ret != RET_OK，返回错误描述 - K 线数据格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 time_key str 时间 格式：yyyy-MM-dd HH:mm:ss
港股和 A 股市场默认是北京时间，美股市场默认是美东时间open float 开盘价 close float 收盘价 high float 最高价 low float 最低价 volume int 成交量 turnover float 成交额 pe_ratio float 市盈率 turnover_rate float 换手率 该字段为百分比字段，默认返回小数，如 0.01 实际对应 1%last_close float 昨收价 即前一个时间的收盘价
为了效率原因，第一个数据的昨收价可能为 0
- K 线数据格式如下：
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.K_DAY], subscribe_push=False, session=Session.ALL)
# 先订阅 K 线类型。订阅成功后 OpenD 将持续收到服务器的推送，False 代表暂时不需要推送给脚本
if ret_sub == RET_OK: # 订阅成功
ret, data = quote_ctx.get_cur_kline('US.AAPL', 2, KLType.K_DAY, AuType.QFQ) # 获取美股AAPL最近2个 K 线数据
if ret == RET_OK:
print(data)
print(data['turnover_rate'][0]) # 取第一条的换手率
print(data['turnover_rate'].values.tolist()) # 转为 list
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # 关闭当条连接，OpenD 会在1分钟后自动取消相应股票相应类型的订阅
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- Output
code name time_key open close high low volume turnover pe_ratio turnover_rate last_close
0 US.AAPL 苹果 2025-04-03 00:00:00 205.54 203.19 207.49 201.25 103419006 2.111773e+10 33.419 0.00689 223.89
1 US.AAPL 苹果 2025-04-04 00:00:00 193.89 188.38 199.88 187.34 125910913 2.424473e+10 30.983 0.00838 203.19
0.00689
[0.00689, 0.00838]
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# Qot_GetKL.proto
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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协议 ID
3006
uint GetKL(QotGetKL.Request req);
virtual void OnReply_GetKL(MMAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp);
- 介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
- 参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- 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); //设置交易回调
}
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}\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_KL_1Min)
.SetIsSubOrUnSub(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());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetKL.C2S c2s = QotGetKL.C2S.CreateBuilder()
.SetSecurity(sec)
.SetKlType((int)QotCommon.KLType.KLType_1Min)
.SetRehabType((int)QotCommon.RehabType.RehabType_Forward)
.SetReqNum(50)
.Build();
QotGetKL.Request req = QotGetKL.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetKL(req);
Console.Write("Send QotGetKL: {0}\n", seqNo);
}
public void OnReply_GetKL(MMAPI_Conn client, uint nSerialNo, QotGetKL.Response rsp)
{
Console.Write("Reply: QotGetKL: {0}\n", nSerialNo);
Console.Write("lastClosePrice: {0}\n", rsp.S2C.KlListList[0].LastClosePrice);
}
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=6825671203627466268
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetKL: 4
Reply: QotGetKL: 4
lastClosePrice: 458.6
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int getKL(QotGetKL.Request req);
void onReply_GetKL(MMAPI_Conn client, int nSerialNo, QotGetKL.Response rsp);
- 介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
- 参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- 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); //设置交易回调
}
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=%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_KL_1Min_VALUE)
.setIsSubOrUnSub(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) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetKL.C2S c2s = QotGetKL.C2S.newBuilder()
.setSecurity(sec)
.setKlType(QotCommon.KLType.KLType_1Min_VALUE)
.setRehabType(QotCommon.RehabType.RehabType_Forward_VALUE)
.setReqNum(2)
.build();
QotGetKL.Request req = QotGetKL.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getKL(req);
System.out.printf("Send QotGetKL: %d\n", seqNo);
}
@Override
public void onReply_GetKL(MMAPI_Conn client, int nSerialNo, QotGetKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetKL: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetKL: 3
Receive QotGetKL: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-24 15:59:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 583.0,
"closePrice": 583.5,
"lastClosePrice": 583.5,
"volume": "37900",
"turnover": 2.210525E7,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": 0.0,
"timestamp": 1.62452154E9
}, {
"time": "2021-06-24 16:00:00",
"isBlank": false,
"highPrice": 583.5,
"openPrice": 583.0,
"lowPrice": 582.5,
"closePrice": 583.0,
"lastClosePrice": 583.5,
"volume": "1197900",
"turnover": 6.98392175E8,
"turnoverRate": 0.0,
"pe": 0.0,
"changeRate": -0.08568980291345331,
"timestamp": 1.6245216E9
}]
}
}
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moomoo::u32_t GetKL(const Qot_GetKL::Request &stReq);
virtual void OnReply_GetKL(moomoo::u32_t nSerialNo, const Qot_GetKL::Response &stRsp) = 0;
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- 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;
// 这个接口要先订阅
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_KL_1Min);
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;
}
// 组包
Qot_GetKL::Request req;
Qot_GetKL::C2S *c2s = req.mutable_c2s();
c2s->set_rehabtype(1);
c2s->set_kltype(Qot_Common::KLType::KLType_1Min);
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_reqnum(10);
m_GetKLSerialNo = m_pQotApi->GetKL(req);
cout << "Request GetKL SerialNo: " << m_GetKLSerialNo << endl;
}
}
virtual void OnReply_GetKL(moomoo::u32_t nSerialNo, const Qot_GetKL::Response &stRsp){
if(nSerialNo == m_GetKLSerialNo)
{
cout << "OnReply_GetKL 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:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_SubSerialNo;
moomoo::u32_t m_GetKLSerialNo;
};
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
Request GetKL SerialNo: 4
OnReply_GetKL SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 10:50:00",
"isBlank": false,
"highPrice": 602.5,
"openPrice": 602,
"lowPrice": 602,
"closePrice": 602.5,
"lastClosePrice": 602.5,
"volume": "9800",
"turnover": 5901559.1,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0,
"timestamp": 1623207000
},
...
{
"time": "2021-06-09 10:59:00",
"isBlank": false,
"highPrice": 604,
"openPrice": 603.5,
"lowPrice": 603.5,
"closePrice": 604,
"lastClosePrice": 603,
"volume": "24300",
"turnover": 14672600,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.16583747927031509,
"timestamp": 1623207540
}
]
}
}
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GetKL(req);
介绍
获取已订阅股票的实时 K 线数据，必须要先订阅。
参数
message C2S
{
required int32 rehabType = 1; //Qot_Common.RehabType，复权类型
required int32 klType = 2; //Qot_Common.KLType，K 线时间周期
required Qot_Common.Security security = 3; //股票
required int32 reqNum = 4; //请求 K 线根数
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; // 股票名称
repeated Qot_Common.KLine klList = 2; //K 线数据结构体
}
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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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetKL(){
const { RetType } = Common
const { SubType, QotMarket, RehabType, KLType } = 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) { // 登录成功
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_KL_1Min ], // 订阅实时K线(分K)类型
isSubOrUnSub: true, // 订阅 true, 反订阅 false
isRegOrUnRegPush: true, // 注册推送 true, 反注册推送 false
},
})
.then((res) => {
const req = {
c2s: {
rehabType: RehabType.RehabType_Forward,
klType: KLType.KLType_1Min,
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
reqNum: 2,
},
};
websocket.GetKL(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("KL: 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);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start 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
KL: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-09-09 15:59:00",
"isBlank": false,
"highPrice": 480.4,
"openPrice": 480.2,
"lowPrice": 479,
"closePrice": 479.6,
"lastClosePrice": 480.2,
"volume": "1326900",
"turnover": 636738960,
"turnoverRate": 0,
"pe": 0,
"changeRate": -0.12494793835900997,
"timestamp": 1631174340
}, {
"time": "2021-09-09 16:00:00",
"isBlank": false,
"highPrice": 481.4,
"openPrice": 479.6,
"lowPrice": 479.6,
"closePrice": 480,
"lastClosePrice": 479.6,
"volume": "5134400",
"turnover": 2464740790,
"turnoverRate": 0,
"pe": 0,
"changeRate": 0.08340283569640894,
"timestamp": 1631174400
}]
}
stop
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接口限制
- 此接口为获取实时 K 线接口，最多能获取最近的 1000 根。如需获取历史 K 线，请参考 获取历史 K 线
- 市盈率和换手率字段，只有日 K 及以上周期的正股才有数据
- 期权，仅提供日K, 1分K，5分K，15分K，60分K。
提示
- 此接口提供了一次性获取实时数据的功能，如需持续获取推送数据，请参考 实时 K 线回调 接口
- 获取实时数据 和 实时数据回调 的差别，请参考 如何通过订阅接口获取实时行情？