# Get Real-time Time Frame Data
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_rt_data(code)
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
Parameter Type Description code str Stock code.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, Time Frame data is returned. str If ret != RET_OK, error description is returned. - Time Frame data format as follows:
Field Type Description code str Stock code. name str Stock name. time str Time. yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.is_blank bool Data status. False: normal data.
True: forged data.opened_mins int How many minutes have passed from 0 o'clock. cur_price float Current price. last_close float Yesterday's close. avg_price float Average price. For options, this field is N/A.volume float Volume. turnover float Transaction amount.
- Time Frame data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.RT_DATA], subscribe_push=False)
# Subscribe to the Time Frame data type first. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Successfully subscribed
ret, data = quote_ctx.get_rt_data('HK.00700') # Get Time Frame data once
if ret == RET_OK:
print(data)
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name time is_blank opened_mins cur_price last_close avg_price volume turnover
0 HK.00700 Tencent 2023-07-19 09:30:00 False 570 330.6 336.4 330.639590 380900 125940620.0
.. ... ... ... ... ... ... ... ... ... ...
330 HK.00700 Tencent 2023-07-19 16:00:00 False 960 333.0 336.4 330.400642 1766300 588143620.0
[331 rows x 10 columns]
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# Qot_GetRT.proto
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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Protocol ID
3008
uint GetRT(QotGetRT.Request req);
virtual void OnReply_GetRT(FTAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp);
Description
To obtain real-time Time Frame data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- 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();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_RT)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetRT.C2S c2s = QotGetRT.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetRT.Request req = QotGetRT.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetRT(req);
Console.Write("Send QotGetRT: {0}\n", seqNo);
}
public void OnReply_GetRT(FTAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp)
{
Console.Write("Reply: QotGetRT: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.RtListList[0].Price);
}
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=6825673513534857375
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetRT: 4
Reply: QotGetRT: 4
price: 465.4
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int getRT(QotGetRT.Request req);
void onReply_GetRT(FTAPI_Conn client, int nSerialNo, QotGetRT.Response rsp);
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- 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();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_RT_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetRT.C2S c2s = QotGetRT.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetRT.Request req = QotGetRT.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getRT(req);
System.out.printf("Send QotGetRT: %d\n", seqNo);
}
@Override
public void onReply_GetRT(FTAPI_Conn client, int nSerialNo, QotGetRT.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetRT failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetRT: %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 QotGetRT: 3
Receive QotGetRT: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-24 09:30:00",
"minute": 570,
"isBlank": false,
"price": 584.0,
"lastClosePrice": 582.5,
"avgPrice": 584.0,
"volume": "431600",
"turnover": 2.520544E8,
"timestamp": 1.6244982E9
}, ... {
"time": "2021-06-24 16:00:00",
"minute": 960,
"isBlank": false,
"price": 583.0,
"lastClosePrice": 582.5,
"avgPrice": 583.4658532703611,
"volume": "1197900",
"turnover": 6.98392175E8,
"timestamp": 1.6245216E9
}]
}
}
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Futu::u32_t GetRT(const Qot_GetRT::Request &stReq);
virtual void OnReply_GetRT(Futu::u32_t nSerialNo, const Qot_GetRT::Response &stRsp) = 0;
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- 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;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_RT);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetRT::Request req;
Qot_GetRT::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetRTSerialNo = m_pQotApi->GetRT(req);
cout << "Request GetRT SerialNo: " << m_GetRTSerialNo << endl;
}
}
virtual void OnReply_GetRT(Futu::u32_t nSerialNo, const Qot_GetRT::Response &stRsp){
if(nSerialNo == m_GetRTSerialNo)
{
cout << "OnReply_GetRT 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_SubSerialNo;
Futu::u32_t m_GetRTSerialNo;
};
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 Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetRT SerialNo: 4
OnReply_GetRT SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 600,
"lastClosePrice": 601,
"avgPrice": 600,
"volume": "255100",
"turnover": 153060000,
"timestamp": 1623202200
},
{
"time": "2021-06-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 599.5,
"lastClosePrice": 601,
"avgPrice": 599.41146019278824,
"volume": "305100",
"turnover": 182730300,
"timestamp": 1623202260
},
...
{
"time": "2021-06-09 14:13:00",
"minute": 853,
"isBlank": false,
"price": 600.5,
"lastClosePrice": 601,
"avgPrice": 602.188546883593,
"volume": "1600",
"turnover": 960850,
"timestamp": 1623219180
}
]
}
}
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GetRT(req);
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetRT(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_RT ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetRT(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("RT: 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);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start 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
RT: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-09-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 509,
"lastClosePrice": 524.5,
"avgPrice": 509,
"volume": "941800",
"turnover": 479376200,
"timestamp": 1631151000
}, {
"time": "2021-09-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 506.5,
"lastClosePrice": 524.5,
"avgPrice": 507.88588572919383,
"volume": "974700",
"turnover": 493987100,
"timestamp": 1631151060
}, ..., {
"time": "2021-09-09 09:32:00",
"minute": 572,
"isBlank": false,
"price": 504,
"lastClosePrice": 524.5,
"avgPrice": 507.3999031165602,
"volume": "416200",
"turnover": 210248454,
"timestamp": 1631151120
},],
}
stop
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Tips
- This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Time Frame Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_rt_data(code)
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
Parameter Type Description code str Stock code.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, Time Frame data is returned. str If ret != RET_OK, error description is returned. - Time Frame data format as follows:
Field Type Description code str Stock code. name str Stock name. time str Time. yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.is_blank bool Data status. False: normal data.
True: forged data.opened_mins int How many minutes have passed from 0 o'clock. cur_price float Current price. last_close float Yesterday's close. avg_price float Average price. For options, this field is N/A.volume float Volume. turnover float Transaction amount.
- Time Frame data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.RT_DATA], subscribe_push=False)
# Subscribe to the Time Frame data type first. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Successfully subscribed
ret, data = quote_ctx.get_rt_data('HK.00700') # Get Time Frame data once
if ret == RET_OK:
print(data)
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name time is_blank opened_mins cur_price last_close avg_price volume turnover
0 HK.00700 Tencent 2023-07-19 09:30:00 False 570 330.6 336.4 330.639590 380900 125940620.0
.. ... ... ... ... ... ... ... ... ... ...
330 HK.00700 Tencent 2023-07-19 16:00:00 False 960 333.0 336.4 330.400642 1766300 588143620.0
[331 rows x 10 columns]
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# Qot_GetRT.proto
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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Protocol ID
3008
uint GetRT(QotGetRT.Request req);
virtual void OnReply_GetRT(MMAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp);
Description
To obtain real-time Time Frame data of subscribed stocks, you must subscribe first.
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- 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();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_RT)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetRT.C2S c2s = QotGetRT.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetRT.Request req = QotGetRT.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetRT(req);
Console.Write("Send QotGetRT: {0}\n", seqNo);
}
public void OnReply_GetRT(MMAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp)
{
Console.Write("Reply: QotGetRT: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.RtListList[0].Price);
}
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=6825673513534857375
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetRT: 4
Reply: QotGetRT: 4
price: 465.4
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int getRT(QotGetRT.Request req);
void onReply_GetRT(MMAPI_Conn client, int nSerialNo, QotGetRT.Response rsp);
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- 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();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_RT_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetRT.C2S c2s = QotGetRT.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetRT.Request req = QotGetRT.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getRT(req);
System.out.printf("Send QotGetRT: %d\n", seqNo);
}
@Override
public void onReply_GetRT(MMAPI_Conn client, int nSerialNo, QotGetRT.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetRT failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetRT: %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 QotGetRT: 3
Receive QotGetRT: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-24 09:30:00",
"minute": 570,
"isBlank": false,
"price": 584.0,
"lastClosePrice": 582.5,
"avgPrice": 584.0,
"volume": "431600",
"turnover": 2.520544E8,
"timestamp": 1.6244982E9
}, ... {
"time": "2021-06-24 16:00:00",
"minute": 960,
"isBlank": false,
"price": 583.0,
"lastClosePrice": 582.5,
"avgPrice": 583.4658532703611,
"volume": "1197900",
"turnover": 6.98392175E8,
"timestamp": 1.6245216E9
}]
}
}
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moomoo::u32_t GetRT(const Qot_GetRT::Request &stReq);
virtual void OnReply_GetRT(moomoo::u32_t nSerialNo, const Qot_GetRT::Response &stRsp) = 0;
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- 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;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_RT);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetRT::Request req;
Qot_GetRT::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetRTSerialNo = m_pQotApi->GetRT(req);
cout << "Request GetRT SerialNo: " << m_GetRTSerialNo << endl;
}
}
virtual void OnReply_GetRT(moomoo::u32_t nSerialNo, const Qot_GetRT::Response &stRsp){
if(nSerialNo == m_GetRTSerialNo)
{
cout << "OnReply_GetRT 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_SubSerialNo;
moomoo::u32_t m_GetRTSerialNo;
};
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 Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetRT SerialNo: 4
OnReply_GetRT SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 600,
"lastClosePrice": 601,
"avgPrice": 600,
"volume": "255100",
"turnover": 153060000,
"timestamp": 1623202200
},
{
"time": "2021-06-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 599.5,
"lastClosePrice": 601,
"avgPrice": 599.41146019278824,
"volume": "305100",
"turnover": 182730300,
"timestamp": 1623202260
},
...
{
"time": "2021-06-09 14:13:00",
"minute": 853,
"isBlank": false,
"price": 600.5,
"lastClosePrice": 601,
"avgPrice": 602.188546883593,
"volume": "1600",
"turnover": 960850,
"timestamp": 1623219180
}
]
}
}
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GetRT(req);
Description
Obtain real-time tick-by-tick data for a specified stock. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Time Frame data struct
}
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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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetRT(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_RT ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetRT(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("RT: 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);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start 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
RT: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-09-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 509,
"lastClosePrice": 524.5,
"avgPrice": 509,
"volume": "941800",
"turnover": 479376200,
"timestamp": 1631151000
}, {
"time": "2021-09-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 506.5,
"lastClosePrice": 524.5,
"avgPrice": 507.88588572919383,
"volume": "974700",
"turnover": 493987100,
"timestamp": 1631151060
}, ..., {
"time": "2021-09-09 09:32:00",
"minute": 572,
"isBlank": false,
"price": 504,
"lastClosePrice": 524.5,
"avgPrice": 507.3999031165602,
"volume": "416200",
"turnover": 210248454,
"timestamp": 1631151120
},],
}
stop
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Tips
- This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Time Frame Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.