# 获取实时报价
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_stock_quote(code_list)
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
参数 类型 说明 code_list list 股票代码列表 list 中元素类型是 str
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回报价数据 str 当 ret != RET_OK，返回错误描述 - 报价数据格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 data_date str 日期 data_time str 当前价更新时间 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 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%amplitude int 振幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%suspension bool 是否停牌 True：停牌listing_date str 上市日期 格式：yyyy-MM-ddprice_spread float 当前向上的价差 即摆盘数据的卖档的相邻档位的报价差dark_status DarkStatus 暗盘交易状态 sec_status SecurityStatus 股票状态 strike_price float 行权价 contract_size float 每份合约数 open_interest int 未平仓合约数 implied_volatility float 隐含波动率 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%premium float 溢价 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%delta float 希腊值 Delta gamma float 希腊值 Gamma vega float 希腊值 Vega theta float 希腊值 Theta rho float 希腊值 Rho index_option_type IndexOptionType 指数期权类型 net_open_interest int 净未平仓合约数 仅港股期权适用expiry_date_distance int 距离到期日天数 负数表示已过期contract_nominal_value float 合约名义金额 仅港股期权适用owner_lot_multiplier float 相等正股手数 指数期权无该字段 ，仅港股期权适用option_area_type OptionAreaType 期权类型（按行权时间） contract_multiplier float 合约乘数 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 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%pre_amplitude float 盘前振幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%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 科创板支持此数据after_turnover float 盘后成交额 科创板支持此数据after_change_val float 盘后涨跌额 after_change_rate float 盘后涨跌幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%after_amplitude float 盘后振幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%last_settle_price float 昨结 期货特有字段position float 持仓量 期货特有字段position_change float 日增仓 期货特有字段
- 报价数据格式如下：
Example
from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE], subscribe_push=False) # 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_stock_quote(['HK.00700']) # 获取订阅股票报价的实时数据 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) 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 data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type 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_volume after_turnover after_change_val after_change_rate after_amplitude 0 HK.00700 腾讯控股 2023-07-19 16:08:14 333.0 330.6 333.8 327.0 336.4 21913296 7.240461e+09 0.229 2.021 False 2004-06-16 0.2 N/A NORMAL 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 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 N/A N/A N/A N/A N/A N/A N/A N/A HK.00700 ['HK.00700']Copied!
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# Qot_GetBasicQot.proto
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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
3004
uint GetBasicQot(QotGetBasicQot.Request req);
virtual void OnReply_GetBasicQot(FTAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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_Basic) .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(); QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.CreateBuilder() .AddSecurityList(sec) .Build(); QotGetBasicQot.Request req = QotGetBasicQot.Request.CreateBuilder().SetC2S(c2s).Build(); uint seqNo = qot.GetBasicQot(req); Console.Write("Send QotGetBasicQot: {0}\n", seqNo); } public void OnReply_GetBasicQot(FTAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp) { Console.Write("Reply: QotGetBasicQot: {0}\n", nSerialNo); Console.Write("curPrice: {0}\n", rsp.S2C.BasicQotListList[0].CurPrice); } 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=6825668646977718703 Send QotSub: 3 Reply: QotSub: 3 retType: 0 retMsg: "" errCode: 0 Send QotGetBasicQot: 4 Reply: QotGetBasicQot: 4 curPrice: 459Copied!
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int getBasicQot(QotGetBasicQot.Request req);
void onReply_GetBasicQot(FTAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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_Basic_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(); QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.newBuilder() .addSecurityList(sec) .build(); QotGetBasicQot.Request req = QotGetBasicQot.Request.newBuilder().setC2S(c2s).build(); int seqNo = qot.getBasicQot(req); System.out.printf("Send QotGetBasicQot: %d\n", seqNo); } @Override public void onReply_GetBasicQot(FTAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp) { if (rsp.getRetType() != 0) { System.out.printf("QotGetBasicQot failed: %s\n", rsp.getRetMsg()); } else { try { String json = JsonFormat.printer().print(rsp); System.out.printf("Receive QotGetBasicQot: %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 QotGetBasicQot: 3 Receive QotGetBasicQot: { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "basicQotList": [{ "security": { "market": 1, "code": "00700" }, "isSuspended": false, "listTime": "2004-06-16", "priceSpread": 0.5, "updateTime": "2021-06-24 16:08:14", "highPrice": 587.5, "openPrice": 584.0, "lowPrice": 580.0, "curPrice": 583.0, "lastClosePrice": 582.5, "volume": "10947302", "turnover": 6.387238277E9, "turnoverRate": 0.114, "amplitude": 1.288, "darkStatus": 0, "listTimestamp": 1.0873152E9, "updateTimestamp": 1.624522094E9, "secStatus": 1 }] } }Copied!
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Futu::u32_t GetBasicQot(const Qot_GetBasicQot::Request &stReq);
virtual void OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp) = 0;
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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_Basic); 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_GetBasicQot::Request req; Qot_GetBasicQot::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); m_GetBasicQotSerialNo = m_pQotApi->GetBasicQot(req); cout << "Request GetBasicQot SerialNo: " << m_GetBasicQotSerialNo << endl; } } virtual void OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp){ if(nSerialNo == m_GetBasicQotSerialNo) { cout << "OnReply_GetBasicQot 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_GetBasicQotSerialNo; }; 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 GetBasicQot SerialNo: 4 OnReply_GetBasicQot SerialNo: 4 { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "basicQotList": [ { "security": { "market": 1, "code": "00700" }, "isSuspended": false, "listTime": "2004-06-16", "priceSpread": 0.5, "updateTime": "2021-06-09 10:57:04", "highPrice": 605.5, "openPrice": 600, "lowPrice": 597.5, "curPrice": 603.5, "lastClosePrice": 601, "volume": "2680864", "turnover": 1613335582, "turnoverRate": 0.028, "amplitude": 1.331, "darkStatus": 0, "listTimestamp": 1087315200, "updateTimestamp": 1623207424, "secStatus": 1 } ] } }Copied!
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GetBasicQot(req);
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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 QotGetBasicQot(){ const { RetType } = Common const { SubType, QotMarket } = Qot_Common let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1']; let websocket = new ftWebsocket(); websocket.onlogin = (ret, msg)=>{ if (ret) { // 登录成功 websocket.Sub({ c2s: { securityList: [ { market: QotMarket.QotMarket_HK_Security, code: "00700", }, ], subTypeList: [ SubType.SubType_Basic ], // 订阅实时报价类型 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: { securityList: [ { market: QotMarket.QotMarket_HK_Security, code: "00700", }, ], }, }; websocket.GetBasicQot(req) .then((res) => { let { errCode, retMsg, retType,s2c } = res console.log("BasicQot: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType); if(retType == RetType.RetType_Succeed){ let s2c = beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true, }); console.log(s2c); } }) .catch((error) => { console.log("error:", error); }); }) .catch((error) => { if ("retMsg" in error) { console.log("error:", error.retMsg); } }); } else { console.log("error", msg); } }; websocket.start(addr, port, enable_ssl, key); //关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源 //同时OpenD也限制了最多128条连接 //也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接 setTimeout(()=>{ websocket.stop(); console.log("stop"); }, 5000); // 5秒后断开 }Copied!
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- Output
BasicQot: errCode 0, retMsg , retType 0 { "basicQotList": [{ "security": { "market": 1, "code": "00700" }, "isSuspended": false, "listTime": "2004-06-16", "priceSpread": 0.2, "updateTime": "2021-09-09 16:08:17", "highPrice": 511.5, "openPrice": 509, "lowPrice": 479, "curPrice": 480, "lastClosePrice": 524.5, "volume": "54090872", "turnover": 26716845932, "turnoverRate": 0.563, "amplitude": 6.196, "darkStatus": 0, "listTimestamp": 1087315200, "updateTimestamp": 1631174897, "secStatus": 1 }] } stopCopied!
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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 实时报价回调 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_stock_quote(code_list)
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
参数 类型 说明 code_list list 股票代码列表 list 中元素类型是 str
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回报价数据 str 当 ret != RET_OK，返回错误描述 - 报价数据格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 data_date str 日期 data_time str 当前价更新时间 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 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%amplitude int 振幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%suspension bool 是否停牌 True：停牌listing_date str 上市日期 格式：yyyy-MM-ddprice_spread float 当前向上的价差 即摆盘数据的卖档的相邻档位的报价差dark_status DarkStatus 暗盘交易状态 sec_status SecurityStatus 股票状态 strike_price float 行权价 contract_size float 每份合约数 open_interest int 未平仓合约数 implied_volatility float 隐含波动率 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%premium float 溢价 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%delta float 希腊值 Delta gamma float 希腊值 Gamma vega float 希腊值 Vega theta float 希腊值 Theta rho float 希腊值 Rho index_option_type IndexOptionType 指数期权类型 net_open_interest int 净未平仓合约数 仅港股期权适用expiry_date_distance int 距离到期日天数 负数表示已过期contract_nominal_value float 合约名义金额 仅港股期权适用owner_lot_multiplier float 相等正股手数 指数期权无该字段 ，仅港股期权适用option_area_type OptionAreaType 期权类型（按行权时间） contract_multiplier float 合约乘数 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 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%pre_amplitude float 盘前振幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%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 科创板支持此数据after_turnover float 盘后成交额 科创板支持此数据after_change_val float 盘后涨跌额 after_change_rate float 盘后涨跌幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%after_amplitude float 盘后振幅 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%last_settle_price float 昨结 期货特有字段position float 持仓量 期货特有字段position_change float 日增仓 期货特有字段
- 报价数据格式如下：
Example
from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE], subscribe_push=False) # 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_stock_quote(['HK.00700']) # 获取订阅股票报价的实时数据 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) 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 data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type 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_volume after_turnover after_change_val after_change_rate after_amplitude 0 HK.00700 腾讯控股 2023-07-19 16:08:14 333.0 330.6 333.8 327.0 336.4 21913296 7.240461e+09 0.229 2.021 False 2004-06-16 0.2 N/A NORMAL 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 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 N/A N/A N/A N/A N/A N/A N/A N/A HK.00700 ['HK.00700']Copied!
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# Qot_GetBasicQot.proto
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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
3004
uint GetBasicQot(QotGetBasicQot.Request req);
virtual void OnReply_GetBasicQot(MMAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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_Basic) .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(); QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.CreateBuilder() .AddSecurityList(sec) .Build(); QotGetBasicQot.Request req = QotGetBasicQot.Request.CreateBuilder().SetC2S(c2s).Build(); uint seqNo = qot.GetBasicQot(req); Console.Write("Send QotGetBasicQot: {0}\n", seqNo); } public void OnReply_GetBasicQot(MMAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp) { Console.Write("Reply: QotGetBasicQot: {0}\n", nSerialNo); Console.Write("curPrice: {0}\n", rsp.S2C.BasicQotListList[0].CurPrice); } 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=6825668646977718703 Send QotSub: 3 Reply: QotSub: 3 retType: 0 retMsg: "" errCode: 0 Send QotGetBasicQot: 4 Reply: QotGetBasicQot: 4 curPrice: 459Copied!
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int getBasicQot(QotGetBasicQot.Request req);
void onReply_GetBasicQot(MMAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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_Basic_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(); QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.newBuilder() .addSecurityList(sec) .build(); QotGetBasicQot.Request req = QotGetBasicQot.Request.newBuilder().setC2S(c2s).build(); int seqNo = qot.getBasicQot(req); System.out.printf("Send QotGetBasicQot: %d\n", seqNo); } @Override public void onReply_GetBasicQot(MMAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp) { if (rsp.getRetType() != 0) { System.out.printf("QotGetBasicQot failed: %s\n", rsp.getRetMsg()); } else { try { String json = JsonFormat.printer().print(rsp); System.out.printf("Receive QotGetBasicQot: %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 QotGetBasicQot: 3 Receive QotGetBasicQot: { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "basicQotList": [{ "security": { "market": 1, "code": "00700" }, "isSuspended": false, "listTime": "2004-06-16", "priceSpread": 0.5, "updateTime": "2021-06-24 16:08:14", "highPrice": 587.5, "openPrice": 584.0, "lowPrice": 580.0, "curPrice": 583.0, "lastClosePrice": 582.5, "volume": "10947302", "turnover": 6.387238277E9, "turnoverRate": 0.114, "amplitude": 1.288, "darkStatus": 0, "listTimestamp": 1.0873152E9, "updateTimestamp": 1.624522094E9, "secStatus": 1 }] } }Copied!
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moomoo::u32_t GetBasicQot(const Qot_GetBasicQot::Request &stReq);
virtual void OnReply_GetBasicQot(moomoo::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp) = 0;
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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, 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_Basic); 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_GetBasicQot::Request req; Qot_GetBasicQot::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); m_GetBasicQotSerialNo = m_pQotApi->GetBasicQot(req); cout << "Request GetBasicQot SerialNo: " << m_GetBasicQotSerialNo << endl; } } virtual void OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp){ if(nSerialNo == m_GetBasicQotSerialNo) { cout << "OnReply_GetBasicQot 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_GetBasicQotSerialNo; }; 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 GetBasicQot SerialNo: 4 OnReply_GetBasicQot SerialNo: 4 { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "basicQotList": [ { "security": { "market": 1, "code": "00700" }, "isSuspended": false, "listTime": "2004-06-16", "priceSpread": 0.5, "updateTime": "2021-06-09 10:57:04", "highPrice": 605.5, "openPrice": 600, "lowPrice": 597.5, "curPrice": 603.5, "lastClosePrice": 601, "volume": "2680864", "turnover": 1613335582, "turnoverRate": 0.028, "amplitude": 1.331, "darkStatus": 0, "listTimestamp": 1087315200, "updateTimestamp": 1623207424, "secStatus": 1 } ] } }Copied!
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GetBasicQot(req);
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { repeated Qot_Common.Security securityList = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情 } 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 QotGetBasicQot(){ const { RetType } = Common const { SubType, QotMarket } = 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_Basic ], // 订阅实时报价类型 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: { securityList: [ { market: QotMarket.QotMarket_HK_Security, code: "00700", }, ], }, }; websocket.GetBasicQot(req) .then((res) => { let { errCode, retMsg, retType,s2c } = res console.log("BasicQot: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType); if(retType == RetType.RetType_Succeed){ let s2c = beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true, }); console.log(s2c); } }) .catch((error) => { console.log("error:", error); }); }) .catch((error) => { if ("retMsg" in error) { console.log("error:", error.retMsg); } }); } else { console.log("error", msg); } }; websocket.start(addr, port, enable_ssl, key); //关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源 //同时OpenD也限制了最多128条连接 //也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接 setTimeout(()=>{ websocket.stop(); console.log("stop"); }, 5000); // 5秒后断开 }Copied!
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- Output
BasicQot: errCode 0, retMsg , retType 0 { "basicQotList": [{ "security": { "market": 1, "code": "00700" }, "isSuspended": false, "listTime": "2004-06-16", "priceSpread": 0.2, "updateTime": "2021-09-09 16:08:17", "highPrice": 511.5, "openPrice": 509, "lowPrice": 479, "curPrice": 480, "lastClosePrice": 524.5, "volume": "54090872", "turnover": 26716845932, "turnoverRate": 0.563, "amplitude": 6.196, "darkStatus": 0, "listTimestamp": 1087315200, "updateTimestamp": 1631174897, "secStatus": 1 }] } stopCopied!
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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 实时报价回调 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？