# Get Capital Flow
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_capital_flow(stock_code, period_type = PeriodType.INTRADAY, start=None, end=None)
Description
Get the flow of a specific stock
Parameters
Parameter Type Description stock_code str Stock code. period_type PeriodType Period Type. start str Start time. Fotmat：yyyy-MM-dd
For example: "2017-06-20".end str End time. Fotmat：yyyy-MM-dd
For example: "2017-06-20".- The combination of start and end is as follows
start type end type Description str str start and end are the specified dates respectively. None str start is 365 days before end. str None end is 365 days after start. None None end is the current date, start is 365 days before.
- The combination of start and end is as follows
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, capital flow data is returned. str If ret != RET_OK, error description is returned. - Capital flow data format as follows:
Field Type Description in_flow float Net inflow of capital. main_in_flow float Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month).super_in_flow float Extra-large Orders Net Inflow. big_in_flow float Large Orders Net Inflow. mid_in_flow float Medium Orders Net Inflow. sml_in_flow float Small Orders Net Inflow. capital_flow_item_time str Start time string. Format: yyyy-MM-dd HH:mm:ss
Unit: minute.last_valid_time str Last valid time string of data. Only applicable to intraday period.
- Capital flow data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_capital_flow("HK.00700", period_type = PeriodType.INTRADAY)
if ret == RET_OK:
print(data)
print(data['in_flow'][0]) # Take the first net inflow of capital
print(data['in_flow'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
last_valid_time in_flow ... main_in_flow capital_flow_item_time
0 N/A -1.857915e+08 ... -1.066828e+08 2021-06-08 00:00:00
.. ... ... ... ... ...
245 N/A 2.179240e+09 ... 2.143345e+09 2022-06-08 00:00:00
[246 rows x 8 columns]
-185791500.0
[-185791500.0, -18315000.0, -672100100.0, -714394350.0, -698391950.0, -818886750.0, 304827400.0, 73026200.0, -2078217500.0,
.. ... ... ...
2031460.0, 638067040.0, 622466600.0, -351788160.0, -328529240.0, 715415020.0, 76749700.0, 2179240320.0]
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# Qot_GetCapitalFlow.proto
Description
Get funding flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
Protocol ID
3211
uint GetCapitalFlow(QotGetCapitalFlow.Request req);
virtual void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp);
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.CreateBuilder()
.SetSecurity(sec)
.SetPeriodType((int)QotCommon.PeriodType.PeriodType_INTRADAY)
.Build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetCapitalFlow(req);
Console.Write("Send QotGetCapitalFlow: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp)
{
Console.Write("Reply: QotGetCapitalFlow: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("inFlow: {0}\n", rsp.S2C.FlowItemListList[0].InFlow);
}
public static void Main(String[] args)
{
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6939768707708965532
Send QotGetCapitalFlow: 3
Reply: QotGetCapitalFlow: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
flowItemList {
inFlow: 0
time: "2022-06-07 09:30:00"
timestamp: 1654565400
superInFlow: 0
bigInFlow: 0
midInFlow: 0
smlInFlow: 0
}
flowItemList {
inFlow: -48348560
time: "2022-06-07 09:31:00"
timestamp: 1654565460
superInFlow: -32509240
bigInFlow: -3675200
midInFlow: -7317740
smlInFlow: -4846380
}
flowItemList {
inFlow: -21132380
time: "2022-06-07 09:32:00"
timestamp: 1654565520
superInFlow: -32509240
bigInFlow: -4001600
midInFlow: 13582880
smlInFlow: 1795580
}
flowItemList {
inFlow: 44127520
time: "2022-06-07 09:33:00"
timestamp: 1654565580
superInFlow: -9580000
bigInFlow: 21937100
midInFlow: 19888960
smlInFlow: 11881460
}
// ...
flowItemList {
inFlow: 22462640
time: "2022-06-07 10:43:00"
timestamp: 1654569780
superInFlow: -56322820
bigInFlow: -27898060
midInFlow: 45435080
smlInFlow: 61248440
}
flowItemList {
inFlow: 15506920
time: "2022-06-07 10:44:00"
timestamp: 1654569840
superInFlow: -56322820
bigInFlow: -32338060
midInFlow: 44214740
smlInFlow: 59953060
}
lastValidTime: "2022-06-07 10:43:44"
}
inFlow: 0
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int getCapitalFlow(QotGetCapitalFlow.Request req);
void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp);
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getCapitalFlow(req);
System.out.printf("Send QotGetCapitalFlow: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetCapitalFlow failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetCapitalFlow: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetCapitalFlow: 2
Receive QotGetCapitalFlow: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [{
"inFlow": 0.0,
"time": "2022-06-08 09:30:00",
"timestamp": 1.6546518E9,
"superInFlow": 0.0,
"bigInFlow": 0.0,
"midInFlow": 0.0,
"smlInFlow": 0.0
}, {
"inFlow": -4960940.0,
"time": "2022-06-08 09:31:00",
"timestamp": 1.65465186E9,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1.004904E7,
"smlInFlow": 9945500.0
}, {
"inFlow": -3260340.0,
"time": "2022-06-08 09:32:00",
"timestamp": 1.65465192E9,
"superInFlow": -8140120.0,
"bigInFlow": -4857400.0,
"midInFlow": -7800660.0,
"smlInFlow": 1.753784E7
}, {
"inFlow": 5.715794E7,
"time": "2022-06-08 09:33:00",
"timestamp": 1.65465198E9,
"superInFlow": 3.382238E7,
"bigInFlow": 3508240.0,
"midInFlow": 337820.0,
"smlInFlow": 1.94895E7
}, {
"inFlow": 6.58145E7,
"time": "2022-06-08 09:34:00",
"timestamp": 1.65465204E9,
"superInFlow": 4.114658E7,
"bigInFlow": -1.335444E7,
"midInFlow": 1.37937E7,
"smlInFlow": 2.422866E7
}, {
"inFlow": 3.258944E7,
"time": "2022-06-08 09:35:00",
"timestamp": 1.6546521E9,
"superInFlow": 4.114658E7,
"bigInFlow": -2.083698E7,
"midInFlow": 8570020.0,
"smlInFlow": 3709820.0
},
//...
{
"inFlow": 1.4041278E9,
"time": "2022-06-08 10:46:00",
"timestamp": 1.65465636E9,
"superInFlow": 5.3349552E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4805104E8,
"smlInFlow": 1.9382104E8
}, {
"inFlow": 1.38049732E9,
"time": "2022-06-08 10:47:00",
"timestamp": 1.65465642E9,
"superInFlow": 5.1425064E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4901564E8,
"smlInFlow": 1.8847084E8
}],
"lastValidTime": "2022-06-08 10:47:25"
}
}
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Futu::u32_t GetCapitalFlow(const Qot_GetCapitalFlow::Request &stReq);
virtual void OnReply_GetCapitalFlow(Futu::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp) = 0;
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- 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_GetCapitalFlow::Request req;
Qot_GetCapitalFlow::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);
c2s->set_periodtype(Qot_Common::PeriodType::PeriodType_INTRADAY);
m_pQotApi->GetCapitalFlow(req);
cout << "GetCapitalFlow" << endl;
}
virtual void OnReply_GetCapitalFlow(Futu::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp){
cout << "OnReply_GetCapitalFlow:" << 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;
}
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- Output
connect
GetCapitalFlow
OnReply_GetCapitalFlow:
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [
{
"inFlow": 0,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0,
"bigInFlow": 0,
"midInFlow": 0,
"smlInFlow": 0
},
{
"inFlow": -4960940,
"time": "2022-06-08 09:31:00",
"timestamp": 1654651860,
"superInFlow": 0,
"bigInFlow": -4857400,
"midInFlow": -10049040,
"smlInFlow": 9945500
},
{
"inFlow": -3260340,
"time": "2022-06-08 09:32:00",
"timestamp": 1654651920,
"superInFlow": -8140120,
"bigInFlow": -4857400,
"midInFlow": -7800660,
"smlInFlow": 17537840
},
// ...
{
"inFlow": 1404127800,
"time": "2022-06-08 10:46:00",
"timestamp": 1654656360,
"superInFlow": 533495520,
"bigInFlow": 428760200,
"midInFlow": 248051040,
"smlInFlow": 193821040
},
{
"inFlow": 1387351340,
"time": "2022-06-08 10:47:00",
"timestamp": 1654656420,
"superInFlow": 514250640,
"bigInFlow": 428760200,
"midInFlow": 253136620,
"smlInFlow": 191203880
}
],
"lastValidTime": "2022-06-08 10:47:00"
}
}
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GetCapitalFlow(req);
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetCapitalFlow(){
const { RetType } = Common
const { PeriodType, 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",
},
periodType: PeriodType.PeriodType_INTRADAY,
},
};
websocket.GetCapitalFlow(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("CapitalFlow: 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);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
CapitalFlow: errCode 0, retMsg , retType 0
{
"flowItemList": [{
"inFlow": -4960940,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1004904.0,
"smlInFlow": 9945500.0
}, ..., {
"inFlow": 944752820,
"time": "2022-06-08 10:24:00",
"timestamp": 1654655040,
"superInFlow": 53349552.0,
"bigInFlow": 4287602.0,
"midInFlow": 24805104.0,
"smlInFlow": 19382104.0
}],
"lastValidTime": "2022-06-08 10:24:00"
}
stop
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Interface Limitations
- A maximum of 30 requests per 30 seconds
- Supported for stocks, warrants and funds only
- Historical period (day, month, year) Only provides data for the latest 1 year; Intraday period only provides data for the latest day.
- Data with historical period (day, month, year), is only supported for the last 2 years. While Data with intraday period is only supported for the latest day.
- Output data only includes tha data during Regular Trading Hours, not the data during Pre and Post-Market Hours.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_capital_flow(stock_code, period_type = PeriodType.INTRADAY, start=None, end=None)
Description
Get the flow of a specific stock
Parameters
Parameter Type Description stock_code str Stock code. period_type PeriodType Period Type. start str Start time. Fotmat：yyyy-MM-dd
For example: "2017-06-20".end str End time. Fotmat：yyyy-MM-dd
For example: "2017-06-20".- The combination of start and end is as follows
start type end type Description str str start and end are the specified dates respectively. None str start is 365 days before end. str None end is 365 days after start. None None end is the current date, start is 365 days before.
- The combination of start and end is as follows
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, capital flow data is returned. str If ret != RET_OK, error description is returned. - Capital flow data format as follows:
Field Type Description in_flow float Net inflow of capital. main_in_flow float Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month).super_in_flow float Extra-large Orders Net Inflow. big_in_flow float Large Orders Net Inflow. mid_in_flow float Medium Orders Net Inflow. sml_in_flow float Small Orders Net Inflow. capital_flow_item_time str Start time string. Format: yyyy-MM-dd HH:mm:ss
Unit: minute.last_valid_time str Last valid time string of data. Only applicable to intraday period.
- Capital flow data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_capital_flow("HK.00700", period_type = PeriodType.INTRADAY)
if ret == RET_OK:
print(data)
print(data['in_flow'][0]) # Take the first net inflow of capital
print(data['in_flow'].values.tolist()) # Convert to list
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
last_valid_time in_flow ... main_in_flow capital_flow_item_time
0 N/A -1.857915e+08 ... -1.066828e+08 2021-06-08 00:00:00
.. ... ... ... ... ...
245 N/A 2.179240e+09 ... 2.143345e+09 2022-06-08 00:00:00
[246 rows x 8 columns]
-185791500.0
[-185791500.0, -18315000.0, -672100100.0, -714394350.0, -698391950.0, -818886750.0, 304827400.0, 73026200.0, -2078217500.0,
.. ... ... ...
2031460.0, 638067040.0, 622466600.0, -351788160.0, -328529240.0, 715415020.0, 76749700.0, 2179240320.0]
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# Qot_GetCapitalFlow.proto
Description
Get funding flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
Protocol ID
3211
uint GetCapitalFlow(QotGetCapitalFlow.Request req);
virtual void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp);
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.CreateBuilder()
.SetSecurity(sec)
.SetPeriodType((int)QotCommon.PeriodType.PeriodType_INTRADAY)
.Build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetCapitalFlow(req);
Console.Write("Send QotGetCapitalFlow: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetCapitalFlow(MMAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp)
{
Console.Write("Reply: QotGetCapitalFlow: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("inFlow: {0}\n", rsp.S2C.FlowItemListList[0].InFlow);
}
public static void Main(String[] args)
{
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6939768707708965532
Send QotGetCapitalFlow: 3
Reply: QotGetCapitalFlow: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
flowItemList {
inFlow: 0
time: "2022-06-07 09:30:00"
timestamp: 1654565400
superInFlow: 0
bigInFlow: 0
midInFlow: 0
smlInFlow: 0
}
flowItemList {
inFlow: -48348560
time: "2022-06-07 09:31:00"
timestamp: 1654565460
superInFlow: -32509240
bigInFlow: -3675200
midInFlow: -7317740
smlInFlow: -4846380
}
flowItemList {
inFlow: -21132380
time: "2022-06-07 09:32:00"
timestamp: 1654565520
superInFlow: -32509240
bigInFlow: -4001600
midInFlow: 13582880
smlInFlow: 1795580
}
flowItemList {
inFlow: 44127520
time: "2022-06-07 09:33:00"
timestamp: 1654565580
superInFlow: -9580000
bigInFlow: 21937100
midInFlow: 19888960
smlInFlow: 11881460
}
// ...
flowItemList {
inFlow: 22462640
time: "2022-06-07 10:43:00"
timestamp: 1654569780
superInFlow: -56322820
bigInFlow: -27898060
midInFlow: 45435080
smlInFlow: 61248440
}
flowItemList {
inFlow: 15506920
time: "2022-06-07 10:44:00"
timestamp: 1654569840
superInFlow: -56322820
bigInFlow: -32338060
midInFlow: 44214740
smlInFlow: 59953060
}
lastValidTime: "2022-06-07 10:43:44"
}
inFlow: 0
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int getCapitalFlow(QotGetCapitalFlow.Request req);
void onReply_GetCapitalFlow(MMAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp);
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getCapitalFlow(req);
System.out.printf("Send QotGetCapitalFlow: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetCapitalFlow(MMAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetCapitalFlow failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetCapitalFlow: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetCapitalFlow: 2
Receive QotGetCapitalFlow: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [{
"inFlow": 0.0,
"time": "2022-06-08 09:30:00",
"timestamp": 1.6546518E9,
"superInFlow": 0.0,
"bigInFlow": 0.0,
"midInFlow": 0.0,
"smlInFlow": 0.0
}, {
"inFlow": -4960940.0,
"time": "2022-06-08 09:31:00",
"timestamp": 1.65465186E9,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1.004904E7,
"smlInFlow": 9945500.0
}, {
"inFlow": -3260340.0,
"time": "2022-06-08 09:32:00",
"timestamp": 1.65465192E9,
"superInFlow": -8140120.0,
"bigInFlow": -4857400.0,
"midInFlow": -7800660.0,
"smlInFlow": 1.753784E7
}, {
"inFlow": 5.715794E7,
"time": "2022-06-08 09:33:00",
"timestamp": 1.65465198E9,
"superInFlow": 3.382238E7,
"bigInFlow": 3508240.0,
"midInFlow": 337820.0,
"smlInFlow": 1.94895E7
}, {
"inFlow": 6.58145E7,
"time": "2022-06-08 09:34:00",
"timestamp": 1.65465204E9,
"superInFlow": 4.114658E7,
"bigInFlow": -1.335444E7,
"midInFlow": 1.37937E7,
"smlInFlow": 2.422866E7
}, {
"inFlow": 3.258944E7,
"time": "2022-06-08 09:35:00",
"timestamp": 1.6546521E9,
"superInFlow": 4.114658E7,
"bigInFlow": -2.083698E7,
"midInFlow": 8570020.0,
"smlInFlow": 3709820.0
},
//...
{
"inFlow": 1.4041278E9,
"time": "2022-06-08 10:46:00",
"timestamp": 1.65465636E9,
"superInFlow": 5.3349552E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4805104E8,
"smlInFlow": 1.9382104E8
}, {
"inFlow": 1.38049732E9,
"time": "2022-06-08 10:47:00",
"timestamp": 1.65465642E9,
"superInFlow": 5.1425064E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4901564E8,
"smlInFlow": 1.8847084E8
}],
"lastValidTime": "2022-06-08 10:47:25"
}
}
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moomoo::u32_t GetCapitalFlow(const Qot_GetCapitalFlow::Request &stReq);
virtual void OnReply_GetCapitalFlow(moomoo::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp) = 0;
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- 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_GetCapitalFlow::Request req;
Qot_GetCapitalFlow::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);
c2s->set_periodtype(Qot_Common::PeriodType::PeriodType_INTRADAY);
m_pQotApi->GetCapitalFlow(req);
cout << "GetCapitalFlow" << endl;
}
virtual void OnReply_GetCapitalFlow(moomoo::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp){
cout << "OnReply_GetCapitalFlow:" << 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;
}
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- Output
connect
GetCapitalFlow
OnReply_GetCapitalFlow:
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [
{
"inFlow": 0,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0,
"bigInFlow": 0,
"midInFlow": 0,
"smlInFlow": 0
},
{
"inFlow": -4960940,
"time": "2022-06-08 09:31:00",
"timestamp": 1654651860,
"superInFlow": 0,
"bigInFlow": -4857400,
"midInFlow": -10049040,
"smlInFlow": 9945500
},
{
"inFlow": -3260340,
"time": "2022-06-08 09:32:00",
"timestamp": 1654651920,
"superInFlow": -8140120,
"bigInFlow": -4857400,
"midInFlow": -7800660,
"smlInFlow": 17537840
},
// ...
{
"inFlow": 1404127800,
"time": "2022-06-08 10:46:00",
"timestamp": 1654656360,
"superInFlow": 533495520,
"bigInFlow": 428760200,
"midInFlow": 248051040,
"smlInFlow": 193821040
},
{
"inFlow": 1387351340,
"time": "2022-06-08 10:47:00",
"timestamp": 1654656420,
"superInFlow": 514250640,
"bigInFlow": 428760200,
"midInFlow": 253136620,
"smlInFlow": 191203880
}
],
"lastValidTime": "2022-06-08 10:47:00"
}
}
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GetCapitalFlow(req);
Description
Get capital flow
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
optional int32 periodType = 2; // Qot_Common.PeriodType Period Type
optional string beginTime = 3; // Start time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
optional string endTime = 4; // End time (Fotmat：yyyy-MM-dd). Only applicable to historical period (Day, Week, Month)
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For period type, refer to PeriodType
- Return
message CapitalFlowItem
{
required double inFlow = 1; //Net inflow of capital, a positive number means capital inflow and a negative number means capital outflow
optional string time = 2; //Start time string, in minutes (Format: yyyy-MM-dd HH:mm:ss)
optional double timestamp = 3; //Start timestamp
optional double mainInFlow = 4; // Block Orders Net Inflow. Only applicable to historical period (Day, Week, Month)
optional double superInFlow = 5; // Extra-large Orders Net Inflow.
optional double bigInFlow = 6; // Big Orders Net Inflow.
optional double midInFlow = 7; // Medium Orders Net Inflow.
optional double smlInFlow = 8; // Small Orders Net Inflow.
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //Capital flow direction
optional string lastValidTime = 2; //Data last valid time string (Format: yyyy-MM-dd HH:mm:ss)
optional double lastValidTimestamp = 3; //The last valid timestamp of the data
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetCapitalFlow(){
const { RetType } = Common
const { PeriodType, 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",
},
periodType: PeriodType.PeriodType_INTRADAY,
},
};
websocket.GetCapitalFlow(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("CapitalFlow: 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);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
CapitalFlow: errCode 0, retMsg , retType 0
{
"flowItemList": [{
"inFlow": -4960940,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1004904.0,
"smlInFlow": 9945500.0
}, ..., {
"inFlow": 944752820,
"time": "2022-06-08 10:24:00",
"timestamp": 1654655040,
"superInFlow": 53349552.0,
"bigInFlow": 4287602.0,
"midInFlow": 24805104.0,
"smlInFlow": 19382104.0
}],
"lastValidTime": "2022-06-08 10:24:00"
}
stop
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Interface Limitations
- A maximum of 30 requests per 30 seconds
- Supported for stocks, warrants and funds only
- Historical period (day, month, year) Only provides data for the latest 1 year; Intraday period only provides data for the latest day.
- Data with historical period (day, month, year), is only supported for the last 2 years. While Data with intraday period is only supported for the latest day.
- Output data only includes tha data during Regular Trading Hours, not the data during Pre and Post-Market Hours.