# Get Related Data of a Specific Security
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_referencestock_list(code, reference_type)
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contracts related to futures
Parameters
Parameter Type Description code str Stock code. reference_type SecurityReferenceType Related data type to be obtained.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, related data of security is returned. str If ret != RET_OK, error description is returned. - Related data of security fotmat as follows:
Field Type Description code str Security code. lot_size int The number of shares per lot, contract multiplier for futures. stock_type SecurityType Security type. stock_name str Security name. list_time str Time of listing. Format: yyyy-MM-dd
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.wrt_valid bool Whether it is a warrant. If it is True, the following field start with 'wrt' is valid.wrt_type WrtType Warrant type. wrt_code str The underlying stock. future_valid bool Whether it is a future. If it is True, the following field start with 'future' is valid.future_main_contract bool Whether the future main contract. Special field for futures.future_last_trade_time str Last trading time. The field is unique to futures.
Main, current month and next month futures do not have this field.
- Related data of security fotmat as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# Get warrants related to the underlying stock
ret, data = quote_ctx.get_referencestock_list('HK.00700', SecurityReferenceType.WARRANT)
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].values.tolist()) # Convert to list
else:
print('error:', data)
print('******************************************')
# Port related contracts
ret, data = quote_ctx.get_referencestock_list('HK.A50main', SecurityReferenceType.FUTURE)
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].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
code lot_size stock_type stock_name list_time wrt_valid wrt_type wrt_code future_valid future_main_contract future_last_trade_time
0 HK.24719 1000 WARRANT TENGXUNDONGYAJIUSIGUA 2018-07-20 True PUT HK.00700 False NaN NaN
... ... ... ... ... ... ... ... ... ... ... ...
1617 HK.63402 10000 WARRANT GS#TENCTRC2108Y 2020-11-26 True BULL HK.00700 False NaN NaN
[1618 rows x 11 columns]
HK.24719
['HK.24719', 'HK.27886', 'HK.28621', 'HK.14339', 'HK.27952', 'HK.18693', 'HK.20306', 'HK.53635', 'HK.47269', 'HK.27227',
... ... ... ... ... ... ... ... ...
'HK.63402']
******************************************
code lot_size stock_type stock_name list_time wrt_valid wrt_type wrt_code future_valid future_main_contract future_last_trade_time
0 HK.A50main 5000 FUTURE A50 Future Main(DEC0) False NaN NaN True True
.. ... ... ... ... ... ... ... ... ... ... ...
5 HK.A502106 5000 FUTURE A50 JUN1 False NaN NaN True False 2021-06-29
[6 rows x 11 columns]
HK.A50main
['HK.A50main', 'HK.A502011', 'HK.A502012', 'HK.A502101', 'HK.A502103', 'HK.A502106']
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# Qot_GetReference.proto
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Protocol ID
3206
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- For interface result, refer to RetType
Proto ID
3206
uint GetReference(QotGetReference.Request req);
virtual void OnReply_GetReference(FTAPI_Conn client, uint nSerialNo, QotGetReference.Response rsp);
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- 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();
QotGetReference.C2S c2s = QotGetReference.C2S.CreateBuilder()
.SetSecurity(sec)
.SetReferenceType(QotGetReference.ReferenceType.ReferenceType_Warrant)
.Build();
QotGetReference.Request req = QotGetReference.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetReference(req);
Console.Write("Send QotGetReference: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetReference(FTAPI_Conn client, uint nSerialNo, QotGetReference.Response rsp)
{
Console.Write("Reply: QotGetReference: {0}\n", nSerialNo);
Console.Write("name: {0}, secType: {1} \n", rsp.S2C.StaticInfoListList[0].Basic.Name,
rsp.S2C.StaticInfoListList[0].Basic.SecType);
}
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=6825716009073059706
Send QotGetReference: 3
Reply: QotGetReference: 3
name: TENGXUNDONGYAJIUSIGUA, secType: 5
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int getReference(QotGetReference.Request req);
void onReply_GetReference(FTAPI_Conn client, int nSerialNo, QotGetReference.Response rsp);
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- 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();
QotGetReference.C2S c2s = QotGetReference.C2S.newBuilder()
.setSecurity(sec)
.setReferenceType(QotGetReference.ReferenceType.ReferenceType_Warrant_VALUE)
.build();
QotGetReference.Request req = QotGetReference.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getReference(req);
System.out.printf("Send QotGetReference: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetReference(FTAPI_Conn client, int nSerialNo, QotGetReference.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetReference failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetReference: %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 QotGetReference: 2
Receive QotGetReference: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"staticInfoList": [{
"basic": {
"security": {
"market": 1,
"code": "24719"
},
"id": "76128295346319",
"lotSize": 1000,
"secType": 5,
"name": "TENGXUNDONGYAJIUSIGUA",
"listTime": "2018-07-20",
"delisting": false,
"listTimestamp": 1.532016E9
},
"warrantExData": {
"type": 2,
"owner": {
"market": 1,
"code": "00700"
}
}
}, ... {
"basic": {
"security": {
"market": 1,
"code": "55592"
},
"id": "80753975154984",
"lotSize": 5000,
"secType": 5,
"name": "SG#TENCTRC2202S",
"listTime": "2021-06-29",
"delisting": false,
"listTimestamp": 1.624896E9
},
"warrantExData": {
"type": 3,
"owner": {
"market": 1,
"code": "00700"
}
}
}]
}
}
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Futu::u32_t GetReference(const Qot_GetReference::Request &stReq);
virtual void OnReply_GetReference(Futu::u32_t nSerialNo, const Qot_GetReference::Response &stRsp) = 0;
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- 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_GetReference::Request req;
Qot_GetReference::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_referencetype(1);
m_GetReferenceSerialNo = m_pQotApi->GetReference(req);
cout << "Request GetReference SerialNo: " << m_GetReferenceSerialNo << endl;
}
virtual void OnReply_GetReference(Futu::u32_t nSerialNo, const Qot_GetReference::Response &stRsp){
if(nSerialNo == m_GetReferenceSerialNo)
{
cout << "OnReply_GetReference SerialNo: " << nSerialNo << 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;
Futu::u32_t m_GetReferenceSerialNo;
};
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
Request GetReference SerialNo: 4
OnReply_GetReference SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"staticInfoList": [
{
"basic": {
"security": {
"market": 1,
"code": "24719"
},
"id": "76128295346319",
"lotSize": 1000,
"secType": 5,
"name": "TENGXUNDONGYAJIUSIGUA",
"listTime": "2018-07-20",
"delisting": false,
"listTimestamp": 1532016000
},
"warrantExData": {
"type": 2,
"owner": {
"market": 1,
"code": "00700"
}
}
},
...
{
"basic": {
"security": {
"market": 1,
"code": "69950"
},
"id": "80685255692606",
"lotSize": 5000,
"secType": 5,
"name": "MS#TENCTRP2202B",
"listTime": "2021-06-11",
"delisting": false,
"listTimestamp": 1623340800
},
"warrantExData": {
"type": 4,
"owner": {
"market": 1,
"code": "00700"
}
}
}
]
}
}
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GetReference(req);
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- For interface result, refer to RetType
- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common, Qot_GetReference } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetReference(){
const { RetType } = Common
const { QotMarket } = Qot_Common
const { ReferenceType } = Qot_GetReference
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",
},
referenceType: ReferenceType.ReferenceType_Warrant,
},
};
websocket.GetReference(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Reference: 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
Reference: errCode 0, retMsg , retType 0
{
"staticInfoList": [{
"basic": {
"security": {
"market": 1,
"code": "24719"
},
"id": "76128295346319",
"lotSize": 1000,
"secType": 5,
"name": "TENGXUNDONGYAJIUSIGUA",
"listTime": "2018-07-20",
"delisting": false,
"listTimestamp": 1532016000
},
"warrantExData": {
"type": 2,
"owner": {
"market": 1,
"code": "00700"
}
}
}, {
"basic": {
"security": {
"market": 1,
"code": "27227"
},
"id": "77919296711259",
"lotSize": 10000,
"secType": 5,
"name": "MBTENCT@EC2109A",
"listTime": "2019-09-10",
"delisting": false,
"listTimestamp": 1568044800
},
"warrantExData": {
"type": 1,
"owner": {
"market": 1,
"code": "00700"
}
}
}, ..., {
"basic": {
"security": {
"market": 1,
"code": "57696"
},
"id": "81101867508064",
"lotSize": 5000,
"secType": 5,
"name": "UB#TENCTRP2203P",
"listTime": "2021-09-16",
"delisting": false,
"listTimestamp": 1631721600
},
"warrantExData": {
"type": 4,
"owner": {
"market": 1,
"code": "00700"
}
}
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds
- When obtaining warrants related to the underlying stock, it is not subject to the above frequency restriction
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_referencestock_list(code, reference_type)
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contracts related to futures
Parameters
Parameter Type Description code str Stock code. reference_type SecurityReferenceType Related data type to be obtained.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, related data of security is returned. str If ret != RET_OK, error description is returned. - Related data of security fotmat as follows:
Field Type Description code str Security code. lot_size int The number of shares per lot, contract multiplier for futures. stock_type SecurityType Security type. stock_name str Security name. list_time str Time of listing. Format: yyyy-MM-dd
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.wrt_valid bool Whether it is a warrant. If it is True, the following field start with 'wrt' is valid.wrt_type WrtType Warrant type. wrt_code str The underlying stock. future_valid bool Whether it is a future. If it is True, the following field start with 'future' is valid.future_main_contract bool Whether the future main contract. Special field for futures.future_last_trade_time str Last trading time. The field is unique to futures.
Main, current month and next month futures do not have this field.
- Related data of security fotmat as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# Get warrants related to the underlying stock
ret, data = quote_ctx.get_referencestock_list('HK.00700', SecurityReferenceType.WARRANT)
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].values.tolist()) # Convert to list
else:
print('error:', data)
print('******************************************')
# Port related contracts
ret, data = quote_ctx.get_referencestock_list('HK.A50main', SecurityReferenceType.FUTURE)
if ret == RET_OK:
print(data)
print(data['code'][0]) # Take the first stock code
print(data['code'].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
code lot_size stock_type stock_name list_time wrt_valid wrt_type wrt_code future_valid future_main_contract future_last_trade_time
0 HK.24719 1000 WARRANT TENGXUNDONGYAJIUSIGUA 2018-07-20 True PUT HK.00700 False NaN NaN
... ... ... ... ... ... ... ... ... ... ... ...
1617 HK.63402 10000 WARRANT GS#TENCTRC2108Y 2020-11-26 True BULL HK.00700 False NaN NaN
[1618 rows x 11 columns]
HK.24719
['HK.24719', 'HK.27886', 'HK.28621', 'HK.14339', 'HK.27952', 'HK.18693', 'HK.20306', 'HK.53635', 'HK.47269', 'HK.27227',
... ... ... ... ... ... ... ... ...
'HK.63402']
******************************************
code lot_size stock_type stock_name list_time wrt_valid wrt_type wrt_code future_valid future_main_contract future_last_trade_time
0 HK.A50main 5000 FUTURE A50 Future Main(DEC0) False NaN NaN True True
.. ... ... ... ... ... ... ... ... ... ... ...
5 HK.A502106 5000 FUTURE A50 JUN1 False NaN NaN True False 2021-06-29
[6 rows x 11 columns]
HK.A50main
['HK.A50main', 'HK.A502011', 'HK.A502012', 'HK.A502101', 'HK.A502103', 'HK.A502106']
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# Qot_GetReference.proto
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Protocol ID
3206
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- For interface result, refer to RetType
Proto ID
3206
uint GetReference(QotGetReference.Request req);
virtual void OnReply_GetReference(MMAPI_Conn client, uint nSerialNo, QotGetReference.Response rsp);
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- 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();
QotGetReference.C2S c2s = QotGetReference.C2S.CreateBuilder()
.SetSecurity(sec)
.SetReferenceType(QotGetReference.ReferenceType.ReferenceType_Warrant)
.Build();
QotGetReference.Request req = QotGetReference.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetReference(req);
Console.Write("Send QotGetReference: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetReference(MMAPI_Conn client, uint nSerialNo, QotGetReference.Response rsp)
{
Console.Write("Reply: QotGetReference: {0}\n", nSerialNo);
Console.Write("name: {0}, secType: {1} \n", rsp.S2C.StaticInfoListList[0].Basic.Name,
rsp.S2C.StaticInfoListList[0].Basic.SecType);
}
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=6825716009073059706
Send QotGetReference: 3
Reply: QotGetReference: 3
name: TENGXUNDONGYAJIUSIGUA, secType: 5
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int getReference(QotGetReference.Request req);
void onReply_GetReference(MMAPI_Conn client, int nSerialNo, QotGetReference.Response rsp);
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- 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();
QotGetReference.C2S c2s = QotGetReference.C2S.newBuilder()
.setSecurity(sec)
.setReferenceType(QotGetReference.ReferenceType.ReferenceType_Warrant_VALUE)
.build();
QotGetReference.Request req = QotGetReference.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getReference(req);
System.out.printf("Send QotGetReference: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetReference(MMAPI_Conn client, int nSerialNo, QotGetReference.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetReference failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetReference: %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 QotGetReference: 2
Receive QotGetReference: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"staticInfoList": [{
"basic": {
"security": {
"market": 1,
"code": "24719"
},
"id": "76128295346319",
"lotSize": 1000,
"secType": 5,
"name": "TENGXUNDONGYAJIUSIGUA",
"listTime": "2018-07-20",
"delisting": false,
"listTimestamp": 1.532016E9
},
"warrantExData": {
"type": 2,
"owner": {
"market": 1,
"code": "00700"
}
}
}, ... {
"basic": {
"security": {
"market": 1,
"code": "55592"
},
"id": "80753975154984",
"lotSize": 5000,
"secType": 5,
"name": "SG#TENCTRC2202S",
"listTime": "2021-06-29",
"delisting": false,
"listTimestamp": 1.624896E9
},
"warrantExData": {
"type": 3,
"owner": {
"market": 1,
"code": "00700"
}
}
}]
}
}
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moomoo::u32_t GetReference(const Qot_GetReference::Request &stReq);
virtual void OnReply_GetReference(moomoo::u32_t nSerialNo, const Qot_GetReference::Response &stRsp) = 0;
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- 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_GetReference::Request req;
Qot_GetReference::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_referencetype(1);
m_GetReferenceSerialNo = m_pQotApi->GetReference(req);
cout << "Request GetReference SerialNo: " << m_GetReferenceSerialNo << endl;
}
virtual void OnReply_GetReference(moomoo::u32_t nSerialNo, const Qot_GetReference::Response &stRsp){
if(nSerialNo == m_GetReferenceSerialNo)
{
cout << "OnReply_GetReference SerialNo: " << nSerialNo << 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;
moomoo::u32_t m_GetReferenceSerialNo;
};
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
Request GetReference SerialNo: 4
OnReply_GetReference SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"staticInfoList": [
{
"basic": {
"security": {
"market": 1,
"code": "24719"
},
"id": "76128295346319",
"lotSize": 1000,
"secType": 5,
"name": "TENGXUNDONGYAJIUSIGUA",
"listTime": "2018-07-20",
"delisting": false,
"listTimestamp": 1532016000
},
"warrantExData": {
"type": 2,
"owner": {
"market": 1,
"code": "00700"
}
}
},
...
{
"basic": {
"security": {
"market": 1,
"code": "69950"
},
"id": "80685255692606",
"lotSize": 5000,
"secType": 5,
"name": "MS#TENCTRP2202B",
"listTime": "2021-06-11",
"delisting": false,
"listTimestamp": 1623340800
},
"warrantExData": {
"type": 4,
"owner": {
"market": 1,
"code": "00700"
}
}
}
]
}
}
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GetReference(req);
Description
Get related data of securities, such as: obtaining warrants related to underlying stocks, obtaining contradts related to futures
Parameters
enum ReferenceType
{
ReferenceType_Unknow = 0; //Unknown
ReferenceType_Warrant = 1; //Warrants for stocks
ReferenceType_Future = 2; //Contracts related to futures main
}
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 referenceType = 2; // ReferenceType, related type
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
repeated Qot_Common.SecurityStaticInfo staticInfoList = 2; //Related stock list
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For stock static information structure, refer to SecurityStaticInfo
- For interface result, refer to RetType
- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common, Qot_GetReference } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetReference(){
const { RetType } = Common
const { QotMarket } = Qot_Common
const { ReferenceType } = Qot_GetReference
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",
},
referenceType: ReferenceType.ReferenceType_Warrant,
},
};
websocket.GetReference(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Reference: 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
Reference: errCode 0, retMsg , retType 0
{
"staticInfoList": [{
"basic": {
"security": {
"market": 1,
"code": "24719"
},
"id": "76128295346319",
"lotSize": 1000,
"secType": 5,
"name": "TENGXUNDONGYAJIUSIGUA",
"listTime": "2018-07-20",
"delisting": false,
"listTimestamp": 1532016000
},
"warrantExData": {
"type": 2,
"owner": {
"market": 1,
"code": "00700"
}
}
}, {
"basic": {
"security": {
"market": 1,
"code": "27227"
},
"id": "77919296711259",
"lotSize": 10000,
"secType": 5,
"name": "MBTENCT@EC2109A",
"listTime": "2019-09-10",
"delisting": false,
"listTimestamp": 1568044800
},
"warrantExData": {
"type": 1,
"owner": {
"market": 1,
"code": "00700"
}
}
}, ..., {
"basic": {
"security": {
"market": 1,
"code": "57696"
},
"id": "81101867508064",
"lotSize": 5000,
"secType": 5,
"name": "UB#TENCTRP2203P",
"listTime": "2021-09-16",
"delisting": false,
"listTimestamp": 1631721600
},
"warrantExData": {
"type": 4,
"owner": {
"market": 1,
"code": "00700"
}
}
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds
- When obtaining warrants related to the underlying stock, it is not subject to the above frequency restriction