# 获取十大经纪商买卖数据
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_top_ten_buy_sell_brokers(code, days_before=None)
介绍
获取指定港股的十大净买入和净卖出经纪商列表（实时或历史）
参数
参数 类型 说明 code str 股票代码 仅支持港股正股及基金，如 HK.00700days_before int 历史天数 不填或 0=实时数据（含均价/总量/总额），>0=取前第 N 个交易日的历史数据（仅含净量和经纪商名称）返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回经纪商数据 DataFrame str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 is_real_time bool 是否实时数据 true=实时，false=历史data_time int 数据更新时间戳（秒级 Unix 时间戳） data_time_str str 数据更新时间字符串 格式 YYYY-MM-DD HH:MM:SS，对应市场时区net_vol int 净买卖量 净买入为正，净卖出为负broker_name str 经纪商名称 实时按券商资料填充，历史取回包名称buy_sell_type BuySellType 买卖类型 avg_price float 成交均价 仅实时数据有效total_vol float 总成交量 仅实时数据有效total_turnover float 总成交额 仅实时数据有效
BuySellType 枚举
枚举名 值 说明 Unknown 0 未知 NetBuy 1 净买入 NetSell 2 净卖出 Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_top_ten_buy_sell_brokers("HK.00700")
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- Output
net_vol is_real_time buy_sell_type ... avg_price total_vol total_turnover
0 114300 True 1 ... 466.766498 414900.0 193661420.0
1 104900 True 1 ... 464.678360 104900.0 48744760.0
2 48000 True 1 ... 466.477707 62800.0 29294800.0
3 45500 True 1 ... 466.222815 67500.0 31470040.0
4 38600 True 1 ... 466.795320 162400.0 75807560.0
5 32500 True 1 ... 467.303485 243900.0 113975320.0
6 30900 True 1 ... 465.537217 30900.0 14385100.0
7 15200 True 1 ... 466.788158 15200.0 7095180.0
8 14300 True 1 ... 466.792870 56100.0 26187080.0
9 12300 True 1 ... 466.557724 12300.0 5738660.0
10 -374700 True 2 ... 467.059158 415500.0 194063080.0
11 -236800 True 2 ... 466.795995 509400.0 237785880.0
12 -177900 True 2 ... 466.206225 324500.0 151283920.0
13 -129700 True 2 ... 467.378842 557700.0 260657180.0
14 -90600 True 2 ... 466.713997 267200.0 124705980.0
15 -81800 True 2 ... 466.368293 82000.0 38242200.0
16 -70400 True 2 ... 466.931092 95200.0 44451840.0
17 -47900 True 2 ... 466.453905 65300.0 30459440.0
18 -25300 True 2 ... 466.652174 25300.0 11806300.0
19 -19500 True 2 ... 466.124484 33900.0 15801620.0
[20 rows x 9 columns]
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
# Qot_GetTopTenBuySellBrokers.proto
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message BrokerItem
{
optional int64 netVol = 1; // 净买入/卖出量
optional string brokerName = 2; // 经纪商展示名称（实时按券商资料填充，历史取回包名称）
optional Qot_Common.BuySellType buySellType = 3; // 买卖类型，详见 Qot_Common.BuySellType 定义
optional double avgPrice = 4; // 成交均价（仅实时数据有效）
optional double totalVol = 5; // 总成交量（仅实时数据有效）
optional double totalTurnover = 6; // 总成交额（仅实时数据有效）
}
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS，对应市场时区
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
协议 ID
3247
uint GetTopTenBuySellBrokers(QotGetTopTenBuySellBrokers.Request req);
virtual void OnReply_GetTopTenBuySellBrokers(FTAPI_Conn client, uint nSerialNo, QotGetTopTenBuySellBrokers.Response rsp);
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
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();
QotGetTopTenBuySellBrokers.C2S c2s = QotGetTopTenBuySellBrokers.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetTopTenBuySellBrokers.Request req = QotGetTopTenBuySellBrokers.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetTopTenBuySellBrokers(req);
Console.Write("Send QotGetTopTenBuySellBrokers: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetTopTenBuySellBrokers(FTAPI_Conn client, uint nSerialNo, QotGetTopTenBuySellBrokers.Response rsp)
{
Console.Write("Reply: QotGetTopTenBuySellBrokers: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
- Output
sent seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
isRealTime: true
dataTime: 1778227221
dataTimeStr: "2026-05-08 16:00:21"
brokerList {
netVol: 360300
brokerName: "高盛"
buySellType: BuySellType_NetBuy
avgPrice: 471.037340153
totalVol: 586500
totalTurnover: 276263400
}
brokerList {
//...
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
int getTopTenBuySellBrokers(QotGetTopTenBuySellBrokers.Request req);
void onReply_GetTopTenBuySellBrokers(FTAPI_Conn client, int nSerialNo, QotGetTopTenBuySellBrokers.Response rsp);
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
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();
QotGetTopTenBuySellBrokers.C2S c2s = QotGetTopTenBuySellBrokers.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetTopTenBuySellBrokers.Request req = QotGetTopTenBuySellBrokers.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getTopTenBuySellBrokers(req);
System.out.printf("Send QotGetTopTenBuySellBrokers: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetTopTenBuySellBrokers(FTAPI_Conn client, int nSerialNo, QotGetTopTenBuySellBrokers.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetTopTenBuySellBrokers failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetTopTenBuySellBrokers: %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) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
- Output
Qot onInitConnect: ret=0 desc= connID=7459213648286087369
Send Qot_GetTopTenBuySellBrokers: 2
Receive Qot_GetTopTenBuySellBrokers: retType: 0
retMsg: ""
errCode: 0
s2c {
isRealTime: true
dataTime: 1778227221
dataTimeStr: "2026-05-08 16:00:21"
brokerList {
netVol: 360300
brokerName: "高盛"
buySellType: BuySellType_NetBuy
avgPrice: 471.037340153
totalVol: 586500.0
totalTurnover: 2.762634E8
}
brokerList {
//...
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
Futu::u32_t GetTopTenBuySellBrokers(const Qot_GetTopTenBuySellBrokers::Request &stReq);
virtual void OnReply_GetTopTenBuySellBrokers(Futu::u32_t nSerialNo, const Qot_GetTopTenBuySellBrokers::Response &stRsp) = 0;
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- 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;
// construct request message
Qot_GetTopTenBuySellBrokers::Request req;
Qot_GetTopTenBuySellBrokers::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_pQotApi->GetTopTenBuySellBrokers(req);
cout << "GetTopTenBuySellBrokers" << endl;
}
virtual void OnReply_GetTopTenBuySellBrokers(Futu::u32_t nSerialNo, const Qot_GetTopTenBuySellBrokers::Response &stRsp){
cout << "OnReply_GetTopTenBuySellBrokers:" << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
- Output
onInitConnect: ret=0 desc=Succeed!
Send Qot_GetTopTenBuySellBrokers seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
isRealTime: true
dataTime: 1778227221
dataTimeStr: "2026-05-08 16:00:21"
brokerList {
netVol: 360300
brokerName: "高盛"
buySellType: BuySellType_NetBuy
avgPrice: 471.037340153
totalVol: 586500
totalTurnover: 276263400
}
brokerList {
//...
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
GetTopTenBuySellBrokers(req);
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetTopTenBuySellBrokers(){
const { RetType } = Common
const { 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) {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetTopTenBuySellBrokers(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetTopTenBuySellBrokers: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000);
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
- Output
GetTopTenBuySellBrokers: errCode 0, retMsg , retType 0
{
"isRealTime": true,
"dataTime": "1778227221",
"dataTimeStr": "2026-05-08 16:00:21",
"brokerList": [{
"netVol": "360300",
"brokerName": "高盛",
"buySellType": "BuySellType_NetBuy",
"avgPrice": 471.037340153,
"totalVol": 586500,
"totalTurnover": 276263400
//...
}]
}
stop
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
接口限制
- 每 30 秒内最多请求 30 次。
- 仅支持港股正股及基金。
days_before=0或不填返回实时数据（含均价/总量/总额），days_before>0仅含净量和经纪商名称。
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_top_ten_buy_sell_brokers(code, days_before=None)
介绍
获取指定港股的十大净买入和净卖出经纪商列表（实时或历史）
参数
参数 类型 说明 code str 股票代码 仅支持港股正股及基金，如 HK.00700days_before int 历史天数 不填或 0=实时数据（含均价/总量/总额），>0=取前第 N 个交易日的历史数据（仅含净量和经纪商名称）返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回经纪商数据 DataFrame str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 is_real_time bool 是否实时数据 true=实时，false=历史data_time int 数据更新时间戳（秒级 Unix 时间戳） data_time_str str 数据更新时间字符串 格式 YYYY-MM-DD HH:MM:SS，对应市场时区net_vol int 净买卖量 净买入为正，净卖出为负broker_name str 经纪商名称 实时按券商资料填充，历史取回包名称buy_sell_type BuySellType 买卖类型 avg_price float 成交均价 仅实时数据有效total_vol float 总成交量 仅实时数据有效total_turnover float 总成交额 仅实时数据有效
BuySellType 枚举
枚举名 值 说明 Unknown 0 未知 NetBuy 1 净买入 NetSell 2 净卖出 Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_top_ten_buy_sell_brokers("HK.00700")
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close()
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- Output
net_vol is_real_time buy_sell_type ... avg_price total_vol total_turnover
0 114300 True 1 ... 466.766498 414900.0 193661420.0
1 104900 True 1 ... 464.678360 104900.0 48744760.0
2 48000 True 1 ... 466.477707 62800.0 29294800.0
3 45500 True 1 ... 466.222815 67500.0 31470040.0
4 38600 True 1 ... 466.795320 162400.0 75807560.0
5 32500 True 1 ... 467.303485 243900.0 113975320.0
6 30900 True 1 ... 465.537217 30900.0 14385100.0
7 15200 True 1 ... 466.788158 15200.0 7095180.0
8 14300 True 1 ... 466.792870 56100.0 26187080.0
9 12300 True 1 ... 466.557724 12300.0 5738660.0
10 -374700 True 2 ... 467.059158 415500.0 194063080.0
11 -236800 True 2 ... 466.795995 509400.0 237785880.0
12 -177900 True 2 ... 466.206225 324500.0 151283920.0
13 -129700 True 2 ... 467.378842 557700.0 260657180.0
14 -90600 True 2 ... 466.713997 267200.0 124705980.0
15 -81800 True 2 ... 466.368293 82000.0 38242200.0
16 -70400 True 2 ... 466.931092 95200.0 44451840.0
17 -47900 True 2 ... 466.453905 65300.0 30459440.0
18 -25300 True 2 ... 466.652174 25300.0 11806300.0
19 -19500 True 2 ... 466.124484 33900.0 15801620.0
[20 rows x 9 columns]
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
# Qot_GetTopTenBuySellBrokers.proto
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message BrokerItem
{
optional int64 netVol = 1; // 净买入/卖出量
optional string brokerName = 2; // 经纪商展示名称（实时按券商资料填充，历史取回包名称）
optional Qot_Common.BuySellType buySellType = 3; // 买卖类型，详见 Qot_Common.BuySellType 定义
optional double avgPrice = 4; // 成交均价（仅实时数据有效）
optional double totalVol = 5; // 总成交量（仅实时数据有效）
optional double totalTurnover = 6; // 总成交额（仅实时数据有效）
}
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS，对应市场时区
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
协议 ID
3247
uint GetTopTenBuySellBrokers(QotGetTopTenBuySellBrokers.Request req);
virtual void OnReply_GetTopTenBuySellBrokers(MMAPI_Conn client, uint nSerialNo, QotGetTopTenBuySellBrokers.Response rsp);
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
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();
QotGetTopTenBuySellBrokers.C2S c2s = QotGetTopTenBuySellBrokers.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetTopTenBuySellBrokers.Request req = QotGetTopTenBuySellBrokers.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetTopTenBuySellBrokers(req);
Console.Write("Send QotGetTopTenBuySellBrokers: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetTopTenBuySellBrokers(MMAPI_Conn client, uint nSerialNo, QotGetTopTenBuySellBrokers.Response rsp)
{
Console.Write("Reply: QotGetTopTenBuySellBrokers: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
- Output
sent seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
isRealTime: true
dataTime: 1778227221
dataTimeStr: "2026-05-08 16:00:21"
brokerList {
netVol: 360300
brokerName: "高盛"
buySellType: BuySellType_NetBuy
avgPrice: 471.037340153
totalVol: 586500
totalTurnover: 276263400
}
brokerList {
//...
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
int getTopTenBuySellBrokers(QotGetTopTenBuySellBrokers.Request req);
void onReply_GetTopTenBuySellBrokers(MMAPI_Conn client, int nSerialNo, QotGetTopTenBuySellBrokers.Response rsp);
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
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();
QotGetTopTenBuySellBrokers.C2S c2s = QotGetTopTenBuySellBrokers.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetTopTenBuySellBrokers.Request req = QotGetTopTenBuySellBrokers.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getTopTenBuySellBrokers(req);
System.out.printf("Send QotGetTopTenBuySellBrokers: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetTopTenBuySellBrokers(MMAPI_Conn client, int nSerialNo, QotGetTopTenBuySellBrokers.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetTopTenBuySellBrokers failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetTopTenBuySellBrokers: %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) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
- Output
Qot onInitConnect: ret=0 desc= connID=7459213648286087369
Send Qot_GetTopTenBuySellBrokers: 2
Receive Qot_GetTopTenBuySellBrokers: retType: 0
retMsg: ""
errCode: 0
s2c {
isRealTime: true
dataTime: 1778227221
dataTimeStr: "2026-05-08 16:00:21"
brokerList {
netVol: 360300
brokerName: "高盛"
buySellType: BuySellType_NetBuy
avgPrice: 471.037340153
totalVol: 586500.0
totalTurnover: 2.762634E8
}
brokerList {
//...
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
moomoo::u32_t GetTopTenBuySellBrokers(const Qot_GetTopTenBuySellBrokers::Request &stReq);
virtual void OnReply_GetTopTenBuySellBrokers(moomoo::u32_t nSerialNo, const Qot_GetTopTenBuySellBrokers::Response &stRsp) = 0;
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- 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;
// construct request message
Qot_GetTopTenBuySellBrokers::Request req;
Qot_GetTopTenBuySellBrokers::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_pQotApi->GetTopTenBuySellBrokers(req);
cout << "GetTopTenBuySellBrokers" << endl;
}
virtual void OnReply_GetTopTenBuySellBrokers(moomoo::u32_t nSerialNo, const Qot_GetTopTenBuySellBrokers::Response &stRsp){
cout << "OnReply_GetTopTenBuySellBrokers:" << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
- Output
onInitConnect: ret=0 desc=Succeed!
Send Qot_GetTopTenBuySellBrokers seqNo=3
retType: 0
retMsg: ""
errCode: 0
s2c {
isRealTime: true
dataTime: 1778227221
dataTimeStr: "2026-05-08 16:00:21"
brokerList {
netVol: 360300
brokerName: "高盛"
buySellType: BuySellType_NetBuy
avgPrice: 471.037340153
totalVol: 586500
totalTurnover: 276263400
}
brokerList {
//...
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
GetTopTenBuySellBrokers(req);
介绍
获取十大经纪商买卖数据
参数
message C2S
{
required Qot_Common.Security security = 1; // 股票
optional int32 daysBefore = 2; // 不填或 0=实时，N=取前第 N 个交易日的历史数据
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
2
3
4
5
6
7
8
9
10
- 股票结构参见 Security
- 买卖方向参见 BuySellType
- 返回
message S2C
{
optional bool isRealTime = 1; // true=实时数据，false=历史数据
optional int64 dataTime = 2; // 数据更新时间戳（秒）
optional string dataTimeStr = 3; // 数据更新时间字符串，格式 YYYY-MM-DD HH:MM:SS
repeated BrokerItem brokerList = 4; // 经纪商列表，按净买/卖量从高到低排列
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 接口调用结果，结构参见 RetType
- 买卖方向参见 BuySellType
- Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetTopTenBuySellBrokers(){
const { RetType } = Common
const { 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) {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetTopTenBuySellBrokers(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetTopTenBuySellBrokers: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000);
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
- Output
GetTopTenBuySellBrokers: errCode 0, retMsg , retType 0
{
"isRealTime": true,
"dataTime": "1778227221",
"dataTimeStr": "2026-05-08 16:00:21",
"brokerList": [{
"netVol": "360300",
"brokerName": "高盛",
"buySellType": "BuySellType_NetBuy",
"avgPrice": 471.037340153,
"totalVol": 586500,
"totalTurnover": 276263400
//...
}]
}
stop
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
接口限制
- 每 30 秒内最多请求 30 次。
- 仅支持港股正股及基金。
days_before=0或不填返回实时数据（含均价/总量/总额），days_before>0仅含净量和经纪商名称。