# Get Period Change Rank
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_period_change_rank(market, period_type=None, sort_dir=None, count=10, offset=None, filter_list=None)
Description
Get period change rank, returning change rate rankings in a specified market by different time periods (5 minutes to 250 days/year-to-date), supporting rich filter conditions (market cap, price, PE, PB, turnover rate, volume ratio, amplitude, etc.).
Parameters
Parameter Type Description market Market Market type (HK/US) (required) period_type RankPeriodType Rank period, default 5 minutes sort_dir RankSortDir Sort direction, default descending count int Return count [1, 200], default 10 offset int Start position, default 0 filter_list list[ PeriodChangeRankFilter]Filter condition list (multiple conditions are AND-combined) Input Limits
filter_listFilter Conditions（PeriodChangeRankFilter）：Constructor Parameter Description indicator_typeFilter indicator type ( PeriodChangeIndicatorType, required)interval_minRange minimum (closed interval) interval_maxRange maximum (closed interval)
Return
Parameter Type Description ret RET_CODE API call result data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple str When ret != RET_OK, returns error description - Data format:
Field Type Description security str Stock code (e.g. 'US.AAPL')name str Stock name cur_price float Latest price change_ratio float Today's change rate (%) turnover float Turnover volume int Volume market_cap float Market cap change_rate_5min float 5-minute change rate (%) change_rate_5d float 5-day change rate (%) change_rate_10d float 10-day change rate (%) change_rate_20d float 20-day change rate (%) change_rate_60d float 60-day change rate (%) change_rate_120d float 120-day change rate (%) change_rate_250d float 250-day change rate (%) change_rate_ytd float Year-to-date change rate (%) pe_ttm float P/E ratio TTM pb float P/B ratio turnover_ratio float Turnover rate (%) volume_ratio float Volume ratio amplitude float Amplitude (%)
- Data format:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_period_change_rank(market=Market.US, count=2)
if ret == RET_OK:
all_count, df = data
print(f'Total count: {all_count}')
print(df)
else:
print('error:', data)
quote_ctx.close()
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- Output
总数据量: 6429
security name cur_price change_ratio turnover volume market_cap change_rate_5min change_rate_5d change_rate_10d change_rate_20d change_rate_60d change_rate_120d change_rate_250d change_rate_ytd pe_ttm pb turnover_ratio volume_ratio amplitude
0 US.JYD 佳裕达物流 0.93 11.537 271197.0 311313 7717977.00 9.540 32.80 30.875 20.779 -68.150 -80.128 -90.610 -81.374 -0.40558 0.49892 5.220 0.732 20.94
1 US.RAIN Rain Enhancement Technologies 2.23 19.892 112286.0 56451 18261097.59 9.313 -2.62 1.826 -6.302 -21.754 -71.914 -22.299 -61.815 -1.79838 -1.27283 2.812 0.816 27.15
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# Qot_GetPeriodChangeRank.proto
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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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Protocol ID
3416
uint GetPeriodChangeRank(Qot_GetPeriodChangeRank.Request req);
virtual void OnReply_GetPeriodChangeRank(FTAPI_Conn client, uint nSerialNo, Qot_GetPeriodChangeRank.Response rsp);
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
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); //设置行情回调
}
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}
", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotGetPeriodChangeRank.C2S c2s = QotGetPeriodChangeRank.C2S.CreateBuilder()
.SetMarket(11)
.SetCount(3)
.Build();
QotGetPeriodChangeRank.Request req = QotGetPeriodChangeRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetPeriodChangeRank(req);
Console.Write("Send QotGetPeriodChangeRank: {0}
", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetPeriodChangeRank(FTAPI_Conn client, uint nSerialNo, QotGetPeriodChangeRank.Response rsp)
{
Console.Write("Reply: QotGetPeriodChangeRank: {0}
", nSerialNo);
if (rsp.RetType == 0 && rsp.HasS2C)
Console.Write("{0}
", rsp.ToString());
}
public static void Main(String[] args) {
FTAPI.Init();
Program program = new Program();
program.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Send QotGetPeriodChangeRank: 3
Reply: QotGetPeriodChangeRank: 3
GetPeriodChangeRank: errCode 0, retMsg , retType 0
{
"allCount": 6429,
"dataList": [
{ "security": { "market": 11, "code": "PAVM" }, "name": "PAVmed", "curPrice": 5.16, "changeRatio": 3.200 },
{ "security": { "market": 11, "code": "JLHL" }, "name": "巨龙在线", "curPrice": 39.69, "changeRatio": 18.832 },
{ "security": { "market": 11, "code": "DGICB" }, "name": "多尼戈尔股份-B", "curPrice": 22.86, "changeRatio": 21.531 }
]
}
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int getPeriodChangeRank(Qot_GetPeriodChangeRank.Request req);
onReply_GetPeriodChangeRank(FTAPI_Conn client, int nSerialNo, Qot_GetPeriodChangeRank.Response rsp)
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
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); //设置行情回调
}
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=%d desc=%s connID=%d
", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotGetPeriodChangeRank.C2S c2s = QotGetPeriodChangeRank.C2S.newBuilder()
.setMarket(11)
.setCount(3)
.build();
QotGetPeriodChangeRank.Request req = QotGetPeriodChangeRank.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getPeriodChangeRank(req);
System.out.printf("Send QotGetPeriodChangeRank: %d
", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetPeriodChangeRank(FTAPI_Conn client, int nSerialNo, QotGetPeriodChangeRank.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetPeriodChangeRank failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetPeriodChangeRank: %s
", 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 QotGetPeriodChangeRank: 3
Receive QotGetPeriodChangeRank: {
"allCount": 6429,
"dataList": [
{ "security": { "market": 11, "code": "PAVM" }, "name": "PAVmed", "curPrice": 5.16, "changeRatio": 3.200 },
{ "security": { "market": 11, "code": "JLHL" }, "name": "巨龙在线", "curPrice": 39.69, "changeRatio": 18.832 },
{ "security": { "market": 11, "code": "DGICB" }, "name": "多尼戈尔股份-B", "curPrice": 22.86, "changeRatio": 21.531 }
]
}
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Futu::u32_t GetPeriodChangeRank(const Qot_GetPeriodChangeRank::Request &stReq);
virtual void OnReply_GetPeriodChangeRank(Futu::u32_t nSerialNo, const Qot_GetPeriodChangeRank::Response &stRsp) = 0;
Description
Protocol request and response definition
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
Example
class Program : public FTSPI_Qot, 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) {
Qot_GetPeriodChangeRank::Request req;
Qot_GetPeriodChangeRank::C2S *c2s = req.mutable_c2s();
c2s->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
c2s->set_count(50);
m_GetPeriodChangeRankSerialNo = m_pQotApi->GetPeriodChangeRank(req);
}
virtual void OnReply_GetPeriodChangeRank(Futu::u32_t nSerialNo, const Qot_GetPeriodChangeRank::Response &stRsp) {
if (nSerialNo != m_GetPeriodChangeRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetPeriodChangeRankSerialNo = 0;
};
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- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dataList": [
{
"security": {
"market": 11,
"code": "NVDA"
},
"name": "NVIDIA",
"curPrice": 875.4,
"changeRatio": 9.32,
"turnover": 28500000000.0,
"marketCap": 2150000000000.0
}
],
"allCount": 50
}
}
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getPeriodChangeRank(qotGetPeriodChangeRank)
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetPeriodChangeRank(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, "xxxxxx"];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: { market: 11, count: 3 },
};
websocket.GetPeriodChangeRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetPeriodChangeRank: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetPeriodChangeRank()
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- Output
GetPeriodChangeRank: errCode 0, retMsg , retType 0
{
"allCount": 6429,
"dataList": [
{ "security": { "market": 11, "code": "PAVM" }, "name": "PAVmed", "curPrice": 5.16, "changeRatio": 3.200 },
{ "security": { "market": 11, "code": "JLHL" }, "name": "巨龙在线", "curPrice": 39.69, "changeRatio": 18.832 },
{ "security": { "market": 11, "code": "DGICB" }, "name": "多尼戈尔股份-B", "curPrice": 22.86, "changeRatio": 21.531 }
]
}
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API Limits
- Maximum 60 requests within 30 seconds
- Only the first page of paginated requests counts toward rate limit
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_period_change_rank(market, period_type=None, sort_dir=None, count=10, offset=None, filter_list=None)
Description
Get period change rank, returning change rate rankings in a specified market by different time periods (5 minutes to 250 days/year-to-date), supporting rich filter conditions (market cap, price, PE, PB, turnover rate, volume ratio, amplitude, etc.).
Parameters
Parameter Type Description market Market Market type (HK/US) (required) period_type RankPeriodType Rank period, default 5 minutes sort_dir RankSortDir Sort direction, default descending count int Return count [1, 200], default 10 offset int Start position, default 0 filter_list list[ PeriodChangeRankFilter]Filter condition list (multiple conditions are AND-combined) Input Limits
filter_listFilter Conditions（PeriodChangeRankFilter）：Constructor Parameter Description indicator_typeFilter indicator type ( PeriodChangeIndicatorType, required)interval_minRange minimum (closed interval) interval_maxRange maximum (closed interval)
Return
Parameter Type Description ret RET_CODE API call result data pd.DataFrame When ret == RET_OK, returns (all_count, DataFrame) tuple str When ret != RET_OK, returns error description - Data format:
Field Type Description security str Stock code (e.g. 'US.AAPL')name str Stock name cur_price float Latest price change_ratio float Today's change rate (%) turnover float Turnover volume int Volume market_cap float Market cap change_rate_5min float 5-minute change rate (%) change_rate_5d float 5-day change rate (%) change_rate_10d float 10-day change rate (%) change_rate_20d float 20-day change rate (%) change_rate_60d float 60-day change rate (%) change_rate_120d float 120-day change rate (%) change_rate_250d float 250-day change rate (%) change_rate_ytd float Year-to-date change rate (%) pe_ttm float P/E ratio TTM pb float P/B ratio turnover_ratio float Turnover rate (%) volume_ratio float Volume ratio amplitude float Amplitude (%)
- Data format:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_period_change_rank(market=Market.US, count=2)
if ret == RET_OK:
all_count, df = data
print(f'Total count: {all_count}')
print(df)
else:
print('error:', data)
quote_ctx.close()
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- Output
总数据量: 6429
security name cur_price change_ratio turnover volume market_cap change_rate_5min change_rate_5d change_rate_10d change_rate_20d change_rate_60d change_rate_120d change_rate_250d change_rate_ytd pe_ttm pb turnover_ratio volume_ratio amplitude
0 US.JYD 佳裕达物流 0.93 11.537 271197.0 311313 7717977.00 9.540 32.80 30.875 20.779 -68.150 -80.128 -90.610 -81.374 -0.40558 0.49892 5.220 0.732 20.94
1 US.RAIN Rain Enhancement Technologies 2.23 19.892 112286.0 56451 18261097.59 9.313 -2.62 1.826 -6.302 -21.754 -71.914 -22.299 -61.815 -1.79838 -1.27283 2.812 0.816 27.15
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# Qot_GetPeriodChangeRank.proto
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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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Protocol ID
3416
uint GetPeriodChangeRank(Qot_GetPeriodChangeRank.Request req);
virtual void OnReply_GetPeriodChangeRank(FTAPI_Conn client, uint nSerialNo, Qot_GetPeriodChangeRank.Response rsp);
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
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); //设置行情回调
}
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}
", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotGetPeriodChangeRank.C2S c2s = QotGetPeriodChangeRank.C2S.CreateBuilder()
.SetMarket(11)
.SetCount(3)
.Build();
QotGetPeriodChangeRank.Request req = QotGetPeriodChangeRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetPeriodChangeRank(req);
Console.Write("Send QotGetPeriodChangeRank: {0}
", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetPeriodChangeRank(MMAPI_Conn client, uint nSerialNo, QotGetPeriodChangeRank.Response rsp)
{
Console.Write("Reply: QotGetPeriodChangeRank: {0}
", nSerialNo);
if (rsp.RetType == 0 && rsp.HasS2C)
Console.Write("{0}
", rsp.ToString());
}
public static void Main(String[] args) {
MMAPI.Init();
Program program = new Program();
program.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Send QotGetPeriodChangeRank: 3
Reply: QotGetPeriodChangeRank: 3
GetPeriodChangeRank: errCode 0, retMsg , retType 0
{
"allCount": 6429,
"dataList": [
{ "security": { "market": 11, "code": "PAVM" }, "name": "PAVmed", "curPrice": 5.16, "changeRatio": 3.200 },
{ "security": { "market": 11, "code": "JLHL" }, "name": "巨龙在线", "curPrice": 39.69, "changeRatio": 18.832 },
{ "security": { "market": 11, "code": "DGICB" }, "name": "多尼戈尔股份-B", "curPrice": 22.86, "changeRatio": 21.531 }
]
}
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int getPeriodChangeRank(Qot_GetPeriodChangeRank.Request req);
onReply_GetPeriodChangeRank(FTAPI_Conn client, int nSerialNo, Qot_GetPeriodChangeRank.Response rsp)
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
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); //设置行情回调
}
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=%d desc=%s connID=%d
", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotGetPeriodChangeRank.C2S c2s = QotGetPeriodChangeRank.C2S.newBuilder()
.setMarket(11)
.setCount(3)
.build();
QotGetPeriodChangeRank.Request req = QotGetPeriodChangeRank.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getPeriodChangeRank(req);
System.out.printf("Send QotGetPeriodChangeRank: %d
", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetPeriodChangeRank(MMAPI_Conn client, int nSerialNo, QotGetPeriodChangeRank.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetPeriodChangeRank failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetPeriodChangeRank: %s
", 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 QotGetPeriodChangeRank: 3
Receive QotGetPeriodChangeRank: {
"allCount": 6429,
"dataList": [
{ "security": { "market": 11, "code": "PAVM" }, "name": "PAVmed", "curPrice": 5.16, "changeRatio": 3.200 },
{ "security": { "market": 11, "code": "JLHL" }, "name": "巨龙在线", "curPrice": 39.69, "changeRatio": 18.832 },
{ "security": { "market": 11, "code": "DGICB" }, "name": "多尼戈尔股份-B", "curPrice": 22.86, "changeRatio": 21.531 }
]
}
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moomoo::u32_t GetPeriodChangeRank(const Qot_GetPeriodChangeRank::Request &stReq);
virtual void OnReply_GetPeriodChangeRank(moomoo::u32_t nSerialNo, const Qot_GetPeriodChangeRank::Response &stRsp) = 0;
Description
Protocol request and response definition
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
Example
class Program : public MMSPI_Qot, 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) {
Qot_GetPeriodChangeRank::Request req;
Qot_GetPeriodChangeRank::C2S *c2s = req.mutable_c2s();
c2s->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
c2s->set_count(50);
m_GetPeriodChangeRankSerialNo = m_pQotApi->GetPeriodChangeRank(req);
}
virtual void OnReply_GetPeriodChangeRank(moomoo::u32_t nSerialNo, const Qot_GetPeriodChangeRank::Response &stRsp) {
if (nSerialNo != m_GetPeriodChangeRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetPeriodChangeRankSerialNo = 0;
};
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- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dataList": [
{
"security": {
"market": 11,
"code": "NVDA"
},
"name": "NVIDIA",
"curPrice": 875.4,
"changeRatio": 9.32,
"turnover": 28500000000.0,
"marketCap": 2150000000000.0
}
],
"allCount": 50
}
}
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getPeriodChangeRank(qotGetPeriodChangeRank)
Description
Get period change rank. Returns the change rate ranking in the specified market by different time periods (5 minutes to 250 days/year-to-date), with support for rich filtering conditions (market cap, price, PE, PB, turnover ratio, volume ratio, amplitude, etc.).
Parameters
// Sort direction
enum SortDir {
SortDir_Descending = 0; // Descending (default)
SortDir_Ascending = 1; // Ascending
}
// Sort period
enum PeriodType {
PeriodType_Unknown = 0;
PeriodType_5Min = 1; // 5 minutes (default)
PeriodType_1Day = 2; // 1Day
PeriodType_5Day = 3; // 5Day
PeriodType_20Day = 4; // 20Day
PeriodType_60Day = 5; // 60Day
PeriodType_120Day = 6; // 120Day
PeriodType_250Day = 7; // 250Day
PeriodType_YTD = 8; // Year-to-date
}
// Filter condition type
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // Last price range
IndicatorType_MarketCap = 2; // Market cap range
IndicatorType_ChangeRatio = 3; // Change% range (by selected period)
IndicatorType_Volume = 4; // Volume range
IndicatorType_Turnover = 5; // Turnover range
IndicatorType_PE = 6; // P/E ratio TTM range
IndicatorType_PB = 7; // P/B ratio range
IndicatorType_TurnoverRatio = 8; // Turnover rate range
IndicatorType_VolumeRatio = 9; // Volume ratio range
IndicatorType_Amplitude = 10; // Amplitude range
}
// Filter conditions
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // Filter range
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket (HK=1, US=11)
optional int32 periodType = 2; // PeriodType, sort period, default 5 minutes
optional int32 sortDir = 3; // SortDir, sort direction, default descending
optional int32 offset = 4; // Start position, default 0
optional int32 count = 5; // Return count [1,200], default 50
repeated Indicator filterList = 6; // Filter conditions (AND relationship)
}
// Period change data item
message PeriodChangeRankItem {
required Qot_Common.Security security = 1; // Stock
optional string name = 2; // Name
optional double curPrice = 10; // Last price
optional double changeRatio = 11; // Today's change(%)
optional double turnover = 12; // Turnover
optional int64 volume = 13; // Volume
optional double marketCap = 14; // Market cap
optional double changeRate5Min = 20; // 5-min change(%)
optional double changeRate5D = 21; // 5-day change(%)
optional double changeRate10D = 22; // 10-day change(%)
optional double changeRate20D = 23; // 20-day change(%)
optional double changeRate60D = 24; // 60-day change(%)
optional double changeRate120D = 25; // 120-day change(%)
optional double changeRate250D = 26; // 250-day change(%)
optional double changeRateYTD = 27; // Year-to-date change(%)
optional double peTTM = 30; // P/E ratio TTM
optional double pb = 31; // P/B ratio
optional double turnoverRatio = 32; // Turnover rate(%)
optional double volumeRatio = 33; // Volume ratio
optional double amplitude = 34; // Amplitude(%)
}
message S2C {
repeated PeriodChangeRankItem dataList = 1; // Data list
optional int32 allCount = 2; // Total matching data count
}
message Request {
required C2S c2s = 1;
}
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
3416
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetPeriodChangeRank(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, "xxxxxx"];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: { market: 11, count: 3 },
};
websocket.GetPeriodChangeRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetPeriodChangeRank: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetPeriodChangeRank()
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- Output
GetPeriodChangeRank: errCode 0, retMsg , retType 0
{
"allCount": 6429,
"dataList": [
{ "security": { "market": 11, "code": "PAVM" }, "name": "PAVmed", "curPrice": 5.16, "changeRatio": 3.200 },
{ "security": { "market": 11, "code": "JLHL" }, "name": "巨龙在线", "curPrice": 39.69, "changeRatio": 18.832 },
{ "security": { "market": 11, "code": "DGICB" }, "name": "多尼戈尔股份-B", "curPrice": 22.86, "changeRatio": 21.531 }
]
}
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API Limits
- Maximum 60 requests within 30 seconds
- Only the first page of paginated requests counts toward rate limit