# 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Copied!
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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]Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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); } }Copied!
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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: 458.6Copied!
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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; }Copied!
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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; }Copied!
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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) { } } } }Copied!
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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 }] } }Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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 } ] } }Copied!
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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; }Copied!
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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; }Copied!
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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 }Copied!
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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 }] } stopCopied!
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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Copied!
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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]Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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); } }Copied!
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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: 458.6Copied!
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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; }Copied!
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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; }Copied!
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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) { } } } }Copied!
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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 }] } }Copied!
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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; }Copied!
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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; }Copied!
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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; }Copied!
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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 } ] } }Copied!
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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; }Copied!
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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; }Copied!
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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 }Copied!
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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 }] } stopCopied!
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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？