# 获取快照

# get_market_snapshot

get_market_snapshot(code_list)

  • 介绍

    获取快照数据

  • 参数

    参数 类型 说明
    code_list list 股票代码列表
  • 返回

    参数 类型 说明
    ret RET_CODE 接口调用结果
    data pd.DataFrame 当 ret == RET_OK,返回股票快照数据
    str 当 ret != RET_OK,返回错误描述
    • 股票快照数据格式如下:
      字段 类型 说明
      code str 股票代码
      update_time str 当前价更新时间
      last_price float 最新价格
      open_price float 今日开盘价
      high_price float 最高价格
      low_price float 最低价格
      prev_close_price float 昨收盘价格
      volume int 成交数量
      turnover float 成交金额
      turnover_rate float 换手率
      suspension bool 是否停牌
      listing_date str 上市日期
      equity_valid bool 是否正股
      issued_shares int 总股本
      total_market_val float 总市值
      net_asset int 资产净值
      net_profit int 净利润
      earning_per_share float 每股盈利
      outstanding_shares int 流通股本
      net_asset_per_share float 每股净资产
      circular_market_val float 流通市值
      ey_ratio float 收益率
      pe_ratio float 市盈率
      pb_ratio float 市净率
      pe_ttm_ratio float 市盈率 TTM
      dividend_ttm float 股息 TTM,派息
      dividend_ratio_ttm float 股息率 TTM
      dividend_lfy float 股息 LFY,上一年度派息
      dividend_lfy_ratio float 股息率 LFY
      stock_owner str 窝轮所属正股的代码或期权的标的股代码
      wrt_valid bool 是否是窝轮
      wrt_conversion_ratio float 换股比率
      wrt_type WrtType 窝轮类型
      wrt_strike_price float 行使价格
      wrt_maturity_date str 格式化窝轮到期时间
      wrt_end_trade str 格式化窝轮最后交易时间
      wrt_leverage float 杠杆比率
      wrt_ipop float 价内/价外
      wrt_break_even_point float 打和点
      wrt_conversion_price float 换股价
      wrt_price_recovery_ratio float 正股距收回价
      wrt_score float 窝轮综合评分
      wrt_code str 窝轮对应的正股(此字段已废除,修改为 stock_owner)
      wrt_recovery_price float 窝轮收回价
      wrt_street_vol float 窝轮街货量
      wrt_issue_vol float 窝轮发行量
      wrt_street_ratio float 窝轮街货占比
      wrt_delta float 窝轮对冲值
      wrt_implied_volatility float 窝轮引伸波幅
      wrt_premium float 窝轮溢价
      wrt_upper_strike_price float 上限价
      wrt_lower_strike_price float 下限价
      wrt_inline_price_status PriceType 界内界外
      wrt_issuer_code str 发行人代码
      option_valid bool 是否是期权
      option_type OptionType 期权类型
      strike_time str 期权行权日
      option_strike_price float 行权价
      option_contract_size float 每份合约数
      option_open_interest int 总未平仓合约数
      option_implied_volatility float 隐含波动率
      option_premium float 溢价
      option_delta float 希腊值 Delta
      option_gamma float 希腊值 Gamma
      option_vega float 希腊值 Vega
      option_theta float 希腊值 Theta
      option_rho float 希腊值 Rho
      index_option_type IndexOptionType 指数期权类型
      option_net_open_interest int 净未平仓合约数
      option_expiry_date_distance int 距离到期日天数
      option_contract_nominal_value float 合约名义金额
      option_owner_lot_multiplier float 相等正股手数
      option_area_type OptionAreaType 期权类型(按行权时间)
      option_contract_multiplier float 合约乘数
      plate_valid bool 是否为板块类型
      plate_raise_count int 板块类型上涨支数
      plate_fall_count int 板块类型下跌支数
      plate_equal_count int 板块类型平盘支数
      index_valid bool 是否有指数类型
      index_raise_count int 指数类型上涨支数
      index_fall_count int 指数类型下跌支数
      index_equal_count int 指数类型平盘支数
      lot_size int 每手股数,股票期权表示每份合约的股数
      ,期货表示合约乘数
      price_spread float 当前向上的摆盘价差
      ask_price float 卖价
      bid_price float 买价
      ask_vol float 卖量
      bid_vol float 买量
      enable_margin bool 是否可融资
      mortgage_ratio float 股票抵押率(已废弃)
      long_margin_initial_ratio float 融资初始保证金率
      enable_short_sell bool 是否可卖空
      short_sell_rate float 卖空参考利率
      short_available_volume int 剩余可卖空数量
      short_margin_initial_ratio float 卖空(融券)初始保证金率
      sec_status SecurityStatus 股票状态
      amplitude float 振幅
      avg_price float 平均价
      bid_ask_ratio float 委比
      volume_ratio float 量比
      highest52weeks_price float 52 周最高价
      lowest52weeks_price float 52 周最低价
      highest_history_price float 历史最高价
      lowest_history_price float 历史最低价
      pre_price float 盘前价格
      pre_high_price float 盘前最高价
      pre_low_price float 盘前最低价
      pre_volume int 盘前成交量
      pre_turnover float 盘前成交额
      pre_change_val float 盘前涨跌额
      pre_change_rate float 盘前涨跌幅
      pre_amplitude float 盘前振幅
      after_price float 盘后价格
      after_high_price float 盘后最高价
      after_low_price float 盘后最低价
      after_volume int 盘后成交量
      after_turnover float 盘后成交额
      after_change_val float 盘后涨跌额
      after_change_rate float 盘后涨跌幅
      after_amplitude float 盘后振幅
      future_valid bool 是否期货
      future_last_settle_price float 昨结
      future_position float 持仓量
      future_position_change float 日增仓
      future_main_contract bool 是否主连合约
      future_last_trade_time str 最后交易时间
      trust_valid bool 是否基金
      trust_dividend_yield float 股息率
      trust_aum float 资产规模
      trust_outstanding_units int 总发行量
      trust_netAssetValue float 单位净值
      trust_premium float 溢价
      trust_assetClass AssetClass 资产类别
  • Example

from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)

ret, data = quote_ctx.get_market_snapshot(['SH.600000', 'HK.00700'])
if ret == RET_OK:
    print(data)
    print(data['code'][0])    # 取第一条的股票代码
    print(data['code'].values.tolist())   # 转为 list
else:
    print('error:', data)
quote_ctx.close() # 结束后记得关闭当条连接,防止连接条数用尽
1
2
3
4
5
6
7
8
9
10
11
  • Output
    code          update_time  last_price  open_price  high_price  low_price  prev_close_price    volume      turnover  turnover_rate  suspension listing_date  lot_size  price_spread  stock_owner  ask_price  bid_price  ask_vol  bid_vol  enable_margin  mortgage_ratio  long_margin_initial_ratio  enable_short_sell  short_sell_rate  short_available_volume  short_margin_initial_ratio  amplitude  avg_price  bid_ask_ratio  volume_ratio  highest52weeks_price  lowest52weeks_price  highest_history_price  lowest_history_price  close_price_5min  after_volume  after_turnover sec_status  equity_valid  issued_shares  total_market_val     net_asset    net_profit  earning_per_share  outstanding_shares  circular_market_val  net_asset_per_share  ey_ratio  pe_ratio  pb_ratio  pe_ttm_ratio  dividend_ttm  dividend_ratio_ttm  dividend_lfy  dividend_lfy_ratio  wrt_valid  wrt_conversion_ratio  wrt_type  wrt_strike_price  wrt_maturity_date  wrt_end_trade  wrt_recovery_price  wrt_street_vol  wrt_issue_vol  wrt_street_ratio  wrt_delta  wrt_implied_volatility  wrt_premium  wrt_leverage  wrt_ipop  wrt_break_even_point  wrt_conversion_price  wrt_price_recovery_ratio  wrt_score  wrt_upper_strike_price  wrt_lower_strike_price  wrt_inline_price_status  wrt_issuer_code  option_valid  option_type  strike_time  option_strike_price  option_contract_size  option_open_interest  option_implied_volatility  option_premium  option_delta  option_gamma  option_vega  option_theta  option_rho  option_net_open_interest  option_expiry_date_distance  option_contract_nominal_value  option_owner_lot_multiplier  option_area_type  option_contract_multiplier  index_option_type  index_valid  index_raise_count  index_fall_count  index_equal_count  plate_valid  plate_raise_count  plate_fall_count  plate_equal_count  future_valid  future_last_settle_price  future_position  future_position_change  future_main_contract  future_last_trade_time  trust_valid  trust_dividend_yield  trust_aum  trust_outstanding_units  trust_netAssetValue  trust_premium  trust_assetClass pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_change_val after_change_rate after_amplitude
0   SH.600000  2021-01-04 15:00:00        9.69        9.64        9.73       9.55              9.68  62906939  6.063650e+08          0.214       False   1999-11-10       100          0.01          NaN        9.7       9.69    27700   227600           True             0.0                       52.0              False              NaN                     NaN                         NaN      1.860      9.639          3.940         1.421                 12.09                 9.22                  12.97             -2.008136              9.69             0             0.0     NORMAL          True    29352134127      2.844222e+11  5.102575e+11  5.890973e+10              2.007         29352134127         2.844222e+11               17.384     0.108     4.828     0.557         5.143         0.600                6.19         0.000               0.000      False                   NaN       NaN               NaN                NaN            NaN                 NaN             NaN            NaN               NaN        NaN                     NaN          NaN           NaN       NaN                   NaN                   NaN                       NaN        NaN                     NaN                     NaN                      NaN              NaN         False          NaN          NaN                  NaN                   NaN                   NaN                        NaN             NaN           NaN           NaN          NaN           NaN         NaN                       NaN                          NaN                            NaN                          NaN               NaN                         NaN                NaN        False                NaN               NaN                NaN        False                NaN               NaN                NaN         False                       NaN              NaN                     NaN                   NaN                     NaN        False                   NaN        NaN                      NaN                  NaN            NaN               NaN       N/A            N/A           N/A        N/A          N/A            N/A             N/A           N/A         N/A              N/A             N/A              N/A               N/A             N/A
1   HK.00700  2021-01-04 16:08:49      572.50      558.00      583.00     557.50            564.00  20784101  1.196867e+10          0.217       False   2004-06-16       100          0.50          NaN      574.5     572.50    23800    83600          False             NaN                        NaN               True           0.9069               1355800.0                        60.0      4.521    575.857         30.909         0.531                633.00               324.00                 633.00             -4.781000            575.50             0             0.0     NORMAL          True     9591667317      5.491230e+12  6.756083e+11  1.030049e+11             10.739          9591667317         5.491230e+12               70.437     0.202    53.310     8.127        40.158         1.195                0.21         1.195               0.208      False                   NaN       NaN               NaN                NaN            NaN                 NaN             NaN            NaN               NaN        NaN                     NaN          NaN           NaN       NaN                   NaN                   NaN                       NaN        NaN                     NaN                     NaN                      NaN              NaN         False          NaN          NaN                  NaN                   NaN                   NaN                        NaN             NaN           NaN           NaN          NaN           NaN         NaN                       NaN                          NaN                            NaN                          NaN               NaN                         NaN                NaN        False                NaN               NaN                NaN        False                NaN               NaN                NaN         False                       NaN              NaN                     NaN                   NaN                     NaN        False                   NaN        NaN                      NaN                  NaN            NaN               NaN       N/A            N/A           N/A        N/A          N/A            N/A             N/A           N/A         N/A              N/A             N/A              N/A               N/A             N/A
SH.600000
['SH.600000', 'HK.00700']
1
2
3
4
5

接口限制

  • 每 30 秒内最多请求 60 次快照。
  • 每次请求,接口参数 股票代码列表 支持传入的标的数量上限是 400 个。
  • 港股 BMP 权限下,单次请求的香港证券(含窝轮、牛熊、界内证)快照数量上限是 20 个。
  • 港股期权期货 BMP 权限下,单次请求的香港期货和期权的快照数量上限是 20 个。