# Filter Stocks by Condition
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_stock_filter(market, filter_list, plate_code=None, begin=0, num=200)
Description
Filter stocks by condition
Parameters
Parameter Type Description market Market Market identifier. Does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will return the Shanghai and Shenzhen markets.filter_list list The list of filter conditions. Data type of elements in the list is SimpleFilter, AccumulateFilter or FinancialFilter, refer to the following tables.plate_code str Plate code. begin int Data starting point. num int The number of requested data. The relevant parameters of the SimpleFilter object are as follows:
Field Type Description stock_field StockField Simple filter properties. filter_min float The lower limit of the interval (closed interval). Default by -∞.filter_max float The upper limit of the interval (closed interval). Default by +∞.is_no_filter bool Whether the field does not require filtering. True: no filtering.
False: filtering. No filtering by default.sort SortDir Sort direction. No sorting by default.The relevant parameters of the AccumulateFilter object are as follows:
Field Type Description stock_field StockField Cumulative filter properties. filter_min float The lower limit of the interval (closed interval). Default by -∞.filter_max float The upper limit of the interval (closed interval). Default by +∞.is_no_filter bool Whether the field does not require filtering. True: no filtering.
False: filtering. No filtering by default.sort SortDir Sort direction. No sorting by default.days int Accumulative days of filtering data. The relevant parameters of the FinancialFilter object are as follows:
Field Type Description stock_field StockField Financial filter properties. filter_min float The lower limit of the interval (closed interval). Default by -∞.filter_max float The upper limit of the interval (closed interval). Default by +∞.is_no_filter bool Whether the field does not require filtering. True: no filtering.
False: filtering. No filtering by default.sort SortDir Sort direction. No sorting by default.quarter FinancialQuarter Accumulation time of financial report. The relevant parameters of the CustomIndicatorFilter object are as follows:
Field Type Description stock_field1 StockField Custom indicator filter properties. stock_field1_para list Custom indicator parameter. Pass parameters according to the indicator type:
1. MA：[Average moving period]
2.EMA：[Exponential moving average period]
3.RSI：[RSI period]
4.MACD：[Fast average, Slow average, DIF value]
5.BOLL：[Average period, Offset value]
6.KDJ：[RSV period, K value period, D value period]relative_position RelativePosition Relative position. stock_field2 StockField Custom indicator filter properties. stock_field2_para list Custom indicator parameter. Pass parameters according to the indicator type:
1. MA：[Average moving period]
2.EMA：[Exponential moving average period]
3.RSI：[RSI period]
4.MACD：[Fast average, Slow average, DIF value]
5.BOLL：[Average period, Offset value]
6.KDJ：[RSV period, K value period, D value period]value float Custom value. When stock_field2 selects 'VALUE' in StockField, value is a mandatory parameterktype KLType K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period int Filters data whose consecutive periods are all eligible. Fill in the range [1,12].is_no_filter bool Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default. The relevant parameters of the PatternFilter object are as follows:
Field Type Description stock_field StockField Pattern filter properties. ktype KLType K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period int Filters data whose consecutive periods are all eligible. Fill in the range [1,12].is_no_filter bool Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, stock selection data is returned. str If ret != RET_OK, error description is returned. Stock selection data format as follows:
Field Type Description last_page bool Is it the last page. all_count int Total number of lists. stock_list list Stock selection data. Data type of elements in the list is FilterStockData.FilterStockData's data format as follows:
Field Type Description stock_code str Stock code. stock_name str Stock name. cur_price float Current price. cur_price_to_highest_52weeks_ratio float (Current price - high in 52 weeks)/high in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.cur_price_to_lowest_52weeks_ratio float (Current price - low in 52 weeks)/low in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.high_price_to_highest_52weeks_ratio float (Today's high - high in 52 weeks)/high in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.low_price_to_lowest_52weeks_ratio float (Today's low - low in 52 weeks)/low in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.volume_ratio float Volume ratio. bid_ask_ratio float The committee. This field is in percentage form, so 20 is equivalent to 20%.lot_price float Price per lot. market_val float Market value. pe_annual float P/E ratio. pe_ttm float P/E ratio TTM. pb_rate float P/B ratio. change_rate_5min float Price change in five minutes. This field is in percentage form, so 20 is equivalent to 20%.change_rate_begin_year float Price change of this year. This field is in percentage form, so 20 is equivalent to 20%.ps_ttm float P/S rate TTM. This field is in percentage form, so 20 is equivalent to 20%.pcf_ttm float P/CF rate TTM. This field is in percentage form, so 20 is equivalent to 20%.total_share float Total number of shares. unit: sharefloat_share float Shares outstanding. unit: sharefloat_market_val float Market capitalization. unit: yuanchange_rate float Price change rate. This field is in percentage form, so 20 is equivalent to 20%.amplitude float Amplitude. This field is in percentage form, so 20 is equivalent to 20%.volume float Average daily volume. turnover float Average daily turnover. turnover_rate float Turnover rate. This field is in percentage form, so 20 is equivalent to 20%.net_profit float Net profit. net_profix_growth float Net profit growth rate. This field is in percentage form, so 20 is equivalent to 20%.sum_of_business float Operating income. sum_of_business_growth float Year-on-year growth rate of operating income. This field is in percentage form, so 20 is equivalent to 20%.net_profit_rate float Net interest rate. This field is in percentage form, so 20 is equivalent to 20%.gross_profit_rate float Gross profit rate. This field is in percentage form, so 20 is equivalent to 20%.debt_asset_rate float Asset-liability ratio. This field is in percentage form, so 20 is equivalent to 20%.return_on_equity_rate float Return on net assets. This field is in percentage form, so 20 is equivalent to 20%.roic float Return on invested capital. This field is in percentage form, so 20 is equivalent to 20%.roa_ttm float Return on Assets TTM. This field is in percentage form, so 20 is equivalent to 20%.ebit_ttm float Earnings before interest and tax TTM. unit: yuan.
Only applicable to annual reports.ebitda float Earnings before interest and tax, depreciation and amortization. unit: yuanoperating_margin_ttm float Operating profit margin TTM. This field is in percentage form, so 20 is equivalent to 20%.ebit_margin float EBIT profit margin. This field is in percentage form, so 20 is equivalent to 20%.ebitda_margin float EBITDA profit margin. This field is in percentage form, so 20 is equivalent to 20%.financial_cost_rate float Financial cost rate. This field is in percentage form, so 20 is equivalent to 20%.operating_profit_ttm float Operating profit TTM. unit: yuan.
Only applicable to annual reports.shareholder_net_profit_ttm float Net profit attributable to the parent company. unit: yuan.
Only applicable to annual reports.net_profit_cash_cover_ttm float Proportion of cash income in profit. This field is in percentage form, so 20 is equivalent to 20%.
Only applicable to annual reports.current_ratio float Current ratio. This field is in percentage form, so 20 is equivalent to 20%.quick_ratio float Quick ratio. This field is in percentage form, so 20 is equivalent to 20%.current_asset_ratio float Current asset ratio. This field is in percentage form, so 20 is equivalent to 20%.current_debt_ratio float Current debt ratio. This field is in percentage form, so 20 is equivalent to 20%.equity_multiplier float Equity multiplier. property_ratio float Property ratio. This field is in percentage form, so 20 is equivalent to 20%.cash_and_cash_equivalents float Cash and cash equivalents. unit: yuantotal_asset_turnover float Total asset turnover rate. This field is in percentage form, so 20 is equivalent to 20%.fixed_asset_turnover float Fixed asset turnover rate. This field is in percentage form, so 20 is equivalent to 20%.inventory_turnover float Inventory turnover rate. This field is in percentage form, so 20 is equivalent to 20%.operating_cash_flow_ttm float Operating cash flow TTM. unit: yuan. Only applicable to annual reports.accounts_receivable float Net accounts receivable. unit: yuanebit_growth_rate float EBIT year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.operating_profit_growth_rate float Operating profit year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.total_assets_growth_rate float Year-on-year growth rate of total assets. This field is in percentage form, so 20 is equivalent to 20%.profit_to_shareholders_growth_rate float Year-on-year growth rate of net profit attributable to the parent. This field is in percentage form, so 20 is equivalent to 20%.profit_before_tax_growth_rate float Year-on-year growth rate of total profit. This field is in percentage form, so 20 is equivalent to 20%.eps_growth_rate float EPS year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.roe_growth_rate float ROE year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.roic_growth_rate float ROIC year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.nocf_growth_rate float Year-on-year growth rate of operating cash flow. This field is in percentage form, so 20 is equivalent to 20%.nocf_per_share_growth_rate float Year-on-year growth rate of operating cash flow per share. This field is in percentage form, so 20 is equivalent to 20%.operating_revenue_cash_cover float Operating cash income ratio. This field is in percentage form, so 20 is equivalent to 20%.operating_profit_to_total_profit float operating profit percentage. This field is in percentage form, so 20 is equivalent to 20%.basic_eps float Basic earnings per share. unit: yuandiluted_eps float Diluted earnings per share. unit: yuannocf_per_share float Net operating cash flow per share. unit: yuanprice float latest price ma float Simple moving average Returns values based on the MA parameter.ma5 float 5-day simple moving average ma10 float 10-day simple moving average ma20 float 20-day simple moving average ma30 float 30-day simple moving average ma60 float 60-day simple moving average ma120 float 120-day simple moving average ma250 float 250-day simple moving average rsi float RSI Returns values based on the RSI parameter. The default parameter for RSI is 12.ema float exponential moving average Returns values based on the EMA parameter.ema5 float 5-day exponential moving average ema10 float 10-day exponential moving average ema20 float 20-day exponential moving average ema30 float 30-day exponential moving average ema60 float 60-day exponential moving average ema120 float 120日-day exponential moving average ema250 float 250日-day exponential moving average kdj_k float K value of KDJ indicator Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].kdj_d float D value of KDJ indicator Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].kdj_j float J value of KDJ indicator Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].macd_diff float DIFF value of MACD indicator Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].macd_dea float DEA value of MACD indicator Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].macd float MACD value of MACD indicator Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].boll_upper float UPPER value of BOLL indicator Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].boll_middler float MIDDLER value of BOLL indicator Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].boll_lower float LOWER value of BOLL indicator Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].
Example
from futu import *
import time
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
simple_filter = SimpleFilter()
simple_filter.filter_min = 2
simple_filter.filter_max = 1000
simple_filter.stock_field = StockField.CUR_PRICE
simple_filter.is_no_filter = False
# simple_filter.sort = SortDir.ASCEND
financial_filter = FinancialFilter()
financial_filter.filter_min = 0.5
financial_filter.filter_max = 50
financial_filter.stock_field = StockField.CURRENT_RATIO
financial_filter.is_no_filter = False
financial_filter.sort = SortDir.ASCEND
financial_filter.quarter = FinancialQuarter.ANNUAL
custom_filter = CustomIndicatorFilter()
custom_filter.ktype = KLType.K_DAY
custom_filter.stock_field1 = StockField.MA10
custom_filter.stock_field2 = StockField.MA60
custom_filter.relative_position = RelativePosition.MORE
custom_filter.is_no_filter = False
nBegin = 0
last_page = False
ret_list = list()
while not last_page:
nBegin += len(ret_list)
ret, ls = quote_ctx.get_stock_filter(market=Market.HK, filter_list=[simple_filter, financial_filter, custom_filter], begin=nBegin) # filter with simple, financial and indicator filter for HK market
if ret == RET_OK:
last_page, all_count, ret_list = ls
print('all count = ', all_count)
for item in ret_list:
print(item.stock_code) # Get the stock code
print(item.stock_name) # Get the stock name
print(item[simple_filter]) # Get the value of the variable corresponding to simple_filter
print(item[financial_filter]) # Get the value of the variable corresponding to financial_filter
print(item[custom_filter]) # Get the value of custom_filter
else:
print('error: ', ls)
break
time.sleep(3) # Sleep for 3 seconds to avoid trigger frequency limitation
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
39 39 [ stock_code:HK.08103 stock_name:hmvod Limited cur_price:2.69 current_ratio(annual):4.413 , stock_code:HK.00376 stock_name:Yunfeng Financial cur_price:2.96 current_ratio(annual):12.585 , stock_code:HK.09995 stock_name:RemeGen Co., Ltd. cur_price:92.85 current_ratio(annual):16.054 , stock_code:HK.80737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:2.8 current_ratio(annual):17.249 , stock_code:HK.00737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:3.25 current_ratio(annual):17.249 , stock_code:HK.03939 stock_name:Wanguo International Mining cur_price:2.22 current_ratio(annual):17.323 , stock_code:HK.01055 stock_name:China Southern Airlines cur_price:5.17 current_ratio(annual):17.529 , stock_code:HK.02638 stock_name:HK Electric Investments and HK Electric Investments cur_price:7.68 current_ratio(annual):21.255 , stock_code:HK.00670 stock_name:China Eastern Airlines Corporation cur_price:3.53 current_ratio(annual):25.194 , stock_code:HK.01952 stock_name:Everest Medicines cur_price:69.5 current_ratio(annual):26.029 , stock_code:HK.00089 stock_name:Tai Sang Land Development cur_price:4.22 current_ratio(annual):26.914 , stock_code:HK.00728 stock_name:China Telecom Corporation cur_price:2.84 current_ratio(annual):27.651 , stock_code:HK.01372 stock_name:Bisu Technology Group cur_price:5.63 current_ratio(annual):28.303 , stock_code:HK.00753 stock_name:Air China Limited cur_price:6.37 current_ratio(annual):31.828 , stock_code:HK.01997 stock_name:Wharf Real Estate Investment cur_price:44.15 current_ratio(annual):33.239 , stock_code:HK.02158 stock_name:Yidu Tech Inc. cur_price:38.95 current_ratio(annual):34.046 , stock_code:HK.02588 stock_name:BOC Aviation Ltd. cur_price:76.85 current_ratio(annual):34.531 , stock_code:HK.01330 stock_name:Dynagreen Environmental Protection Group cur_price:3.36 current_ratio(annual):35.028 , stock_code:HK.01525 stock_name:SHANGHAI GENCH EDUCATION GROUP LIMITED cur_price:6.28 current_ratio(annual):36.989 , stock_code:HK.09908 stock_name:JiaXing Gas Group cur_price:10.02 current_ratio(annual):37.848 , stock_code:HK.06078 stock_name:Hygeia Healthcare Holdings cur_price:49.2 current_ratio(annual):39.0 , stock_code:HK.01071 stock_name:Huadian Power International Corporation cur_price:2.16 current_ratio(annual):39.507 , stock_code:HK.00357 stock_name:Hainan Meilan International Airport cur_price:33.65 current_ratio(annual):39.514 , stock_code:HK.00762 stock_name:China Unicom cur_price:5.21 current_ratio(annual):40.74 , stock_code:HK.01787 stock_name:Shandong Gold Mining cur_price:15.62 current_ratio(annual):41.604 , stock_code:HK.00902 stock_name:Huaneng Power International,Inc. cur_price:2.67 current_ratio(annual):42.919 , stock_code:HK.00934 stock_name:Sinopec Kantons cur_price:2.98 current_ratio(annual):43.361 , stock_code:HK.01117 stock_name:China Modern Dairy cur_price:2.29 current_ratio(annual):45.037 , stock_code:HK.00177 stock_name:Jiangsu Expressway cur_price:8.78 current_ratio(annual):45.93 , stock_code:HK.01379 stock_name:Wenling Zhejiang Measuring and Cutting Tools Trading Centre Company Limited* cur_price:5.71 current_ratio(annual):46.774 , stock_code:HK.01876 stock_name:Budweiser Brewing Company APAC Limited cur_price:22.45 current_ratio(annual):46.917 , stock_code:HK.01907 stock_name:China Risun cur_price:4.38 current_ratio(annual):47.129 , stock_code:HK.02160 stock_name:MicroPort CardioFlow Medtech Corporation cur_price:15.52 current_ratio(annual):47.384 , stock_code:HK.00293 stock_name:Cathay Pacific Airways cur_price:7.13 current_ratio(annual):47.983 , stock_code:HK.00694 stock_name:Beijing Capital International Airport cur_price:6.29 current_ratio(annual):47.985 , stock_code:HK.09922 stock_name:Jiumaojiu International Holdings Limited cur_price:26.8 current_ratio(annual):48.278 , stock_code:HK.01083 stock_name:Towngas China cur_price:3.38 current_ratio(annual):49.2 , stock_code:HK.00291 stock_name:China Resources Beer cur_price:58.2 current_ratio(annual):49.229 , stock_code:HK.00306 stock_name:Kwoon Chung Bus cur_price:2.29 current_ratio(annual):49.769 ]
HK.08103
hmvod Limited
2.69
2.69
4.413
...
HK.00306
Kwoon Chung Bus
2.29
2.29
49.769
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# Qot_StockFilter.proto
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the Futu API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
* **Parameter**
```protobuf
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- For interface result, refer to RetType
Protocol ID
3215
uint StockFilter(QotStockFilter.Request req);
virtual void OnReply_StockFilter(FTAPI_Conn client, uint nSerialNo, QotStockFilter.Response rsp);
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the Futu API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- 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;
QotStockFilter.BaseFilter filter = QotStockFilter.BaseFilter.CreateBuilder()
.SetFieldName(QotStockFilter.StockField.StockField_CurPrice)
.SetFilterMax(100)
.SetFilterMax(200)
.Build();
QotStockFilter.C2S c2s = QotStockFilter.C2S.CreateBuilder()
.SetBegin(0)
.SetNum(10)
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.AddBaseFilterList(filter)
.Build();
QotStockFilter.Request req = QotStockFilter.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.StockFilter(req);
Console.Write("Send QotStockFilter: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_StockFilter(FTAPI_Conn client, uint nSerialNo, QotStockFilter.Response rsp)
{
Console.Write("Reply: QotStockFilter: {0}\n", nSerialNo, rsp.ToString());
Console.Write("code: {0}, name: {1} \n", rsp.S2C.DataListList[0].Security.Code,
rsp.S2C.DataListList[0].Name);
}
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=6825721743616225277
Send QotStockFilter: 3
Reply: QotStockFilter: 3
code: 00376, name: Yunfeng Financial
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int stockFilter(QotStockFilter.Request req);
void onReply_StockFilter(FTAPI_Conn client, int nSerialNo, QotStockFilter.Response rsp);
Description
Filter stocks by condition
Parameter
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- 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;
QotStockFilter.BaseFilter filter = QotStockFilter.BaseFilter.newBuilder()
.setFieldName(QotStockFilter.StockField.StockField_CurPrice_VALUE)
.setFilterMax(100)
.setFilterMax(200)
.build();
QotStockFilter.C2S c2s = QotStockFilter.C2S.newBuilder()
.setBegin(0)
.setNum(10)
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.addBaseFilterList(filter)
.build();
QotStockFilter.Request req = QotStockFilter.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.stockFilter(req);
System.out.printf("Send QotStockFilter: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_StockFilter(FTAPI_Conn client, int nSerialNo, QotStockFilter.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotStockFilter failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotStockFilter: %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 QotStockFilter: 2
Receive QotStockFilter: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 2431,
"dataList": [{
"security": {
"market": 1,
"code": "08560"
},
"name": "Great World"
}, ... {
"security": {
"market": 1,
"code": "02171"
},
"name": "CARsgen Therapeutics"
}]
}
}
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Futu::u32_t StockFilter(const Qot_StockFilter::Request &stReq);
virtual void OnReply_StockFilter(Futu::u32_t nSerialNo, const Qot_StockFilter::Response &stRsp) = 0;
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the Futu API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- 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_StockFilter::Request req;
Qot_StockFilter::C2S *c2s = req.mutable_c2s();
c2s->set_begin(0);
c2s->set_num(50);
c2s->set_market(1);
m_StockFilterSerialNo = m_pQotApi->StockFilter(req);
cout << "Request StockFilter SerialNo: " << m_StockFilterSerialNo << endl;
}
virtual void OnReply_StockFilter(Futu::u32_t nSerialNo, const Qot_StockFilter::Response &stRsp){
if(nSerialNo == m_StockFilterSerialNo)
{
cout << "OnReply_StockFilter 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_StockFilterSerialNo;
};
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 StockFilter SerialNo: 4
OnReply_StockFilter SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 2426,
"dataList": [
{
"security": {
"market": 1,
"code": "02930"
},
"name": "Silk Road Logistics"
},
...
{
"security": {
"market": 1,
"code": "01440"
},
"name": "Deyun Holding Ltd."
}
]
}
}
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- For stock structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
StockFilter(req);
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the Futu API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- For interface result, refer to RetType
- 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 QotStockFilter(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
begin: 0,
num: 2,
market: QotMarket.QotMarket_HK_Security,
},
};
websocket.StockFilter(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("StockFilter: 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
StockFilter: errCode 0, retMsg , retType 0
{
"lastPage": false,
"allCount": 2438,
"dataList": [{
"security": {
"market": 1,
"code": "02969"
},
"name": "LAI SUN DEV RTS"
}, {
"security": {
"market": 1,
"code": "08580"
},
"name": "Luen Wong Group"
}]
}
stop
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Tips
- Use Get sub-plate list function to get the sub-plate code, the plates supported by conditional stock selection are respectively
- The industry plate and concept plate of HK market.
- Industry plate of US market.
- Shanghai and Shenzhen's industry plate, conceptual plate and geographic plate.
- Supported plate index codes
Code Description HK.Motherboard Main plate of HK market HK.GEM Growth Enterprise Market of HK market HK.BK1911 Main plate of H-Share HK.BK1912 Growth Enterprise Market of H-share US.NYSE New York Stock Exchange US.AMEX American Exchange US.NASDAQ NASDAQ SH.3000000 Shanghai main plate SZ.3000001 Shenzhen main plate SZ.3000004 Shenzhen Growth Enterprise Market
Interface Limitations
- BMP authority of HK market does not support conditional stock filteration function
- A maximum of 10 requests per 30 seconds
- At most 200 filter results are returned per page
- It is recommended that the filter conditions do not exceed 250, otherwise "business processing timeout did not return" may appear
- The maximum number of the same filter condition for cumulative filter properties is 10
- If you use dynamic data such as "current price" as the sorting field, the sorting of the data may change between multiple pages
- Non-similar indicators do not support comparison, and are limited to the establishment of comparison relationships between similar indicators, and comparisons across different types of indicators will cause errors. For example: MA5 and MA10 can establish a relationship. MA5 and EMA10 cannot establish a relationship.
- The same type of filter conditions of the custom indicator attribute exceeds the upper limit of 10
- Simple attributes, financial attributes, and morphological attributes do not support repeated designation of filter conditions for the same field
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_stock_filter(market, filter_list, plate_code=None, begin=0, num=200)
Description
Filter stocks by condition
Parameters
Parameter Type Description market Market Market identifier. Does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will return the Shanghai and Shenzhen markets.filter_list list The list of filter conditions. Data type of elements in the list is SimpleFilter, AccumulateFilter or FinancialFilter, refer to the following tables.plate_code str Plate code. begin int Data starting point. num int The number of requested data. The relevant parameters of the SimpleFilter object are as follows:
Field Type Description stock_field StockField Simple filter properties. filter_min float The lower limit of the interval (closed interval). Default by -∞.filter_max float The upper limit of the interval (closed interval). Default by +∞.is_no_filter bool Whether the field does not require filtering. True: no filtering.
False: filtering. No filtering by default.sort SortDir Sort direction. No sorting by default.The relevant parameters of the AccumulateFilter object are as follows:
Field Type Description stock_field StockField Cumulative filter properties. filter_min float The lower limit of the interval (closed interval). Default by -∞.filter_max float The upper limit of the interval (closed interval). Default by +∞.is_no_filter bool Whether the field does not require filtering. True: no filtering.
False: filtering. No filtering by default.sort SortDir Sort direction. No sorting by default.days int Accumulative days of filtering data. The relevant parameters of the FinancialFilter object are as follows:
Field Type Description stock_field StockField Financial filter properties. filter_min float The lower limit of the interval (closed interval). Default by -∞.filter_max float The upper limit of the interval (closed interval). Default by +∞.is_no_filter bool Whether the field does not require filtering. True: no filtering.
False: filtering. No filtering by default.sort SortDir Sort direction. No sorting by default.quarter FinancialQuarter Accumulation time of financial report. The relevant parameters of the CustomIndicatorFilter object are as follows:
Field Type Description stock_field1 StockField Custom indicator filter properties. stock_field1_para list Custom indicator parameter. Pass parameters according to the indicator type:
1. MA：[Average moving period]
2.EMA：[Exponential moving average period]
3.RSI：[RSI period]
4.MACD：[Fast average, Slow average, DIF value]
5.BOLL：[Average period, Offset value]
6.KDJ：[RSV period, K value period, D value period]relative_position RelativePosition Relative position. stock_field2 StockField Custom indicator filter properties. stock_field2_para list Custom indicator parameter. Pass parameters according to the indicator type:
1. MA：[Average moving period]
2.EMA：[Exponential moving average period]
3.RSI：[RSI period]
4.MACD：[Fast average, Slow average, DIF value]
5.BOLL：[Average period, Offset value]
6.KDJ：[RSV period, K value period, D value period]value float Custom value. When stock_field2 selects 'VALUE' in StockField, value is a mandatory parameterktype KLType K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period int Filters data whose consecutive periods are all eligible. Fill in the range [1,12].is_no_filter bool Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default. The relevant parameters of the PatternFilter object are as follows:
Field Type Description stock_field StockField Pattern filter properties. ktype KLType K line type KLType (only supports K_60M, K_DAY, K_WEEK, K_MON four time periods). consecutive_period int Filters data whose consecutive periods are all eligible. Fill in the range [1,12].is_no_filter bool Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, stock selection data is returned. str If ret != RET_OK, error description is returned. Stock selection data format as follows:
Field Type Description last_page bool Is it the last page. all_count int Total number of lists. stock_list list Stock selection data. Data type of elements in the list is FilterStockData.FilterStockData's data format as follows:
Field Type Description stock_code str Stock code. stock_name str Stock name. cur_price float Current price. cur_price_to_highest_52weeks_ratio float (Current price - high in 52 weeks)/high in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.cur_price_to_lowest_52weeks_ratio float (Current price - low in 52 weeks)/low in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.high_price_to_highest_52weeks_ratio float (Today's high - high in 52 weeks)/high in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.low_price_to_lowest_52weeks_ratio float (Today's low - low in 52 weeks)/low in 52 weeks. This field is in percentage form, so 20 is equivalent to 20%.volume_ratio float Volume ratio. bid_ask_ratio float The committee. This field is in percentage form, so 20 is equivalent to 20%.lot_price float Price per lot. market_val float Market value. pe_annual float P/E ratio. pe_ttm float P/E ratio TTM. pb_rate float P/B ratio. change_rate_5min float Price change in five minutes. This field is in percentage form, so 20 is equivalent to 20%.change_rate_begin_year float Price change of this year. This field is in percentage form, so 20 is equivalent to 20%.ps_ttm float P/S rate TTM. This field is in percentage form, so 20 is equivalent to 20%.pcf_ttm float P/CF rate TTM. This field is in percentage form, so 20 is equivalent to 20%.total_share float Total number of shares. unit: sharefloat_share float Shares outstanding. unit: sharefloat_market_val float Market capitalization. unit: yuanchange_rate float Price change rate. This field is in percentage form, so 20 is equivalent to 20%.amplitude float Amplitude. This field is in percentage form, so 20 is equivalent to 20%.volume float Average daily volume. turnover float Average daily turnover. turnover_rate float Turnover rate. This field is in percentage form, so 20 is equivalent to 20%.net_profit float Net profit. net_profix_growth float Net profit growth rate. This field is in percentage form, so 20 is equivalent to 20%.sum_of_business float Operating income. sum_of_business_growth float Year-on-year growth rate of operating income. This field is in percentage form, so 20 is equivalent to 20%.net_profit_rate float Net interest rate. This field is in percentage form, so 20 is equivalent to 20%.gross_profit_rate float Gross profit rate. This field is in percentage form, so 20 is equivalent to 20%.debt_asset_rate float Asset-liability ratio. This field is in percentage form, so 20 is equivalent to 20%.return_on_equity_rate float Return on net assets. This field is in percentage form, so 20 is equivalent to 20%.roic float Return on invested capital. This field is in percentage form, so 20 is equivalent to 20%.roa_ttm float Return on Assets TTM. This field is in percentage form, so 20 is equivalent to 20%.ebit_ttm float Earnings before interest and tax TTM. unit: yuan.
Only applicable to annual reports.ebitda float Earnings before interest and tax, depreciation and amortization. unit: yuanoperating_margin_ttm float Operating profit margin TTM. This field is in percentage form, so 20 is equivalent to 20%.ebit_margin float EBIT profit margin. This field is in percentage form, so 20 is equivalent to 20%.ebitda_margin float EBITDA profit margin. This field is in percentage form, so 20 is equivalent to 20%.financial_cost_rate float Financial cost rate. This field is in percentage form, so 20 is equivalent to 20%.operating_profit_ttm float Operating profit TTM. unit: yuan.
Only applicable to annual reports.shareholder_net_profit_ttm float Net profit attributable to the parent company. unit: yuan.
Only applicable to annual reports.net_profit_cash_cover_ttm float Proportion of cash income in profit. This field is in percentage form, so 20 is equivalent to 20%.
Only applicable to annual reports.current_ratio float Current ratio. This field is in percentage form, so 20 is equivalent to 20%.quick_ratio float Quick ratio. This field is in percentage form, so 20 is equivalent to 20%.current_asset_ratio float Current asset ratio. This field is in percentage form, so 20 is equivalent to 20%.current_debt_ratio float Current debt ratio. This field is in percentage form, so 20 is equivalent to 20%.equity_multiplier float Equity multiplier. property_ratio float Property ratio. This field is in percentage form, so 20 is equivalent to 20%.cash_and_cash_equivalents float Cash and cash equivalents. unit: yuantotal_asset_turnover float Total asset turnover rate. This field is in percentage form, so 20 is equivalent to 20%.fixed_asset_turnover float Fixed asset turnover rate. This field is in percentage form, so 20 is equivalent to 20%.inventory_turnover float Inventory turnover rate. This field is in percentage form, so 20 is equivalent to 20%.operating_cash_flow_ttm float Operating cash flow TTM. unit: yuan. Only applicable to annual reports.accounts_receivable float Net accounts receivable. unit: yuanebit_growth_rate float EBIT year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.operating_profit_growth_rate float Operating profit year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.total_assets_growth_rate float Year-on-year growth rate of total assets. This field is in percentage form, so 20 is equivalent to 20%.profit_to_shareholders_growth_rate float Year-on-year growth rate of net profit attributable to the parent. This field is in percentage form, so 20 is equivalent to 20%.profit_before_tax_growth_rate float Year-on-year growth rate of total profit. This field is in percentage form, so 20 is equivalent to 20%.eps_growth_rate float EPS year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.roe_growth_rate float ROE year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.roic_growth_rate float ROIC year-on-year growth rate. This field is in percentage form, so 20 is equivalent to 20%.nocf_growth_rate float Year-on-year growth rate of operating cash flow. This field is in percentage form, so 20 is equivalent to 20%.nocf_per_share_growth_rate float Year-on-year growth rate of operating cash flow per share. This field is in percentage form, so 20 is equivalent to 20%.operating_revenue_cash_cover float Operating cash income ratio. This field is in percentage form, so 20 is equivalent to 20%.operating_profit_to_total_profit float operating profit percentage. This field is in percentage form, so 20 is equivalent to 20%.basic_eps float Basic earnings per share. unit: yuandiluted_eps float Diluted earnings per share. unit: yuannocf_per_share float Net operating cash flow per share. unit: yuanprice float latest price ma float Simple moving average Returns values based on the MA parameter.ma5 float 5-day simple moving average ma10 float 10-day simple moving average ma20 float 20-day simple moving average ma30 float 30-day simple moving average ma60 float 60-day simple moving average ma120 float 120-day simple moving average ma250 float 250-day simple moving average rsi float RSI Returns values based on the RSI parameter. The default parameter for RSI is 12.ema float exponential moving average Returns values based on the EMA parameter.ema5 float 5-day exponential moving average ema10 float 10-day exponential moving average ema20 float 20-day exponential moving average ema30 float 30-day exponential moving average ema60 float 60-day exponential moving average ema120 float 120日-day exponential moving average ema250 float 250日-day exponential moving average kdj_k float K value of KDJ indicator Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].kdj_d float D value of KDJ indicator Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].kdj_j float J value of KDJ indicator Returns values based on the KDJ parameter. The default parameter for KDJ is [9,3,3].macd_diff float DIFF value of MACD indicator Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].macd_dea float DEA value of MACD indicator Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].macd float MACD value of MACD indicator Returns values based on the MACD parameter. The default parameter for MACD is [12,26,9].boll_upper float UPPER value of BOLL indicator Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].boll_middler float MIDDLER value of BOLL indicator Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].boll_lower float LOWER value of BOLL indicator Returns values based on the BOLL parameter. The default parameter for BOLL is [20.2].
Example
from moomoo import *
import time
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
simple_filter = SimpleFilter()
simple_filter.filter_min = 2
simple_filter.filter_max = 1000
simple_filter.stock_field = StockField.CUR_PRICE
simple_filter.is_no_filter = False
# simple_filter.sort = SortDir.ASCEND
financial_filter = FinancialFilter()
financial_filter.filter_min = 0.5
financial_filter.filter_max = 50
financial_filter.stock_field = StockField.CURRENT_RATIO
financial_filter.is_no_filter = False
financial_filter.sort = SortDir.ASCEND
financial_filter.quarter = FinancialQuarter.ANNUAL
custom_filter = CustomIndicatorFilter()
custom_filter.ktype = KLType.K_DAY
custom_filter.stock_field1 = StockField.MA10
custom_filter.stock_field2 = StockField.MA60
custom_filter.relative_position = RelativePosition.MORE
custom_filter.is_no_filter = False
nBegin = 0
last_page = False
ret_list = list()
while not last_page:
nBegin += len(ret_list)
ret, ls = quote_ctx.get_stock_filter(market=Market.HK, filter_list=[simple_filter, financial_filter, custom_filter], begin=nBegin) # filter with simple, financial and indicator filter for HK market
if ret == RET_OK:
last_page, all_count, ret_list = ls
print('all count = ', all_count)
for item in ret_list:
print(item.stock_code) # Get the stock code
print(item.stock_name) # Get the stock name
print(item[simple_filter]) # Get the value of the variable corresponding to simple_filter
print(item[financial_filter]) # Get the value of the variable corresponding to financial_filter
print(item[custom_filter]) # Get the value of custom_filter
else:
print('error: ', ls)
break
time.sleep(3) # Sleep for 3 seconds to avoid trigger frequency limitation
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
39 39 [ stock_code:HK.08103 stock_name:hmvod Limited cur_price:2.69 current_ratio(annual):4.413 , stock_code:HK.00376 stock_name:Yunfeng Financial cur_price:2.96 current_ratio(annual):12.585 , stock_code:HK.09995 stock_name:RemeGen Co., Ltd. cur_price:92.85 current_ratio(annual):16.054 , stock_code:HK.80737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:2.8 current_ratio(annual):17.249 , stock_code:HK.00737 stock_name:Shenzhen Investment Holdings Bay Area Development cur_price:3.25 current_ratio(annual):17.249 , stock_code:HK.03939 stock_name:Wanguo International Mining cur_price:2.22 current_ratio(annual):17.323 , stock_code:HK.01055 stock_name:China Southern Airlines cur_price:5.17 current_ratio(annual):17.529 , stock_code:HK.02638 stock_name:HK Electric Investments and HK Electric Investments cur_price:7.68 current_ratio(annual):21.255 , stock_code:HK.00670 stock_name:China Eastern Airlines Corporation cur_price:3.53 current_ratio(annual):25.194 , stock_code:HK.01952 stock_name:Everest Medicines cur_price:69.5 current_ratio(annual):26.029 , stock_code:HK.00089 stock_name:Tai Sang Land Development cur_price:4.22 current_ratio(annual):26.914 , stock_code:HK.00728 stock_name:China Telecom Corporation cur_price:2.84 current_ratio(annual):27.651 , stock_code:HK.01372 stock_name:Bisu Technology Group cur_price:5.63 current_ratio(annual):28.303 , stock_code:HK.00753 stock_name:Air China Limited cur_price:6.37 current_ratio(annual):31.828 , stock_code:HK.01997 stock_name:Wharf Real Estate Investment cur_price:44.15 current_ratio(annual):33.239 , stock_code:HK.02158 stock_name:Yidu Tech Inc. cur_price:38.95 current_ratio(annual):34.046 , stock_code:HK.02588 stock_name:BOC Aviation Ltd. cur_price:76.85 current_ratio(annual):34.531 , stock_code:HK.01330 stock_name:Dynagreen Environmental Protection Group cur_price:3.36 current_ratio(annual):35.028 , stock_code:HK.01525 stock_name:SHANGHAI GENCH EDUCATION GROUP LIMITED cur_price:6.28 current_ratio(annual):36.989 , stock_code:HK.09908 stock_name:JiaXing Gas Group cur_price:10.02 current_ratio(annual):37.848 , stock_code:HK.06078 stock_name:Hygeia Healthcare Holdings cur_price:49.2 current_ratio(annual):39.0 , stock_code:HK.01071 stock_name:Huadian Power International Corporation cur_price:2.16 current_ratio(annual):39.507 , stock_code:HK.00357 stock_name:Hainan Meilan International Airport cur_price:33.65 current_ratio(annual):39.514 , stock_code:HK.00762 stock_name:China Unicom cur_price:5.21 current_ratio(annual):40.74 , stock_code:HK.01787 stock_name:Shandong Gold Mining cur_price:15.62 current_ratio(annual):41.604 , stock_code:HK.00902 stock_name:Huaneng Power International,Inc. cur_price:2.67 current_ratio(annual):42.919 , stock_code:HK.00934 stock_name:Sinopec Kantons cur_price:2.98 current_ratio(annual):43.361 , stock_code:HK.01117 stock_name:China Modern Dairy cur_price:2.29 current_ratio(annual):45.037 , stock_code:HK.00177 stock_name:Jiangsu Expressway cur_price:8.78 current_ratio(annual):45.93 , stock_code:HK.01379 stock_name:Wenling Zhejiang Measuring and Cutting Tools Trading Centre Company Limited* cur_price:5.71 current_ratio(annual):46.774 , stock_code:HK.01876 stock_name:Budweiser Brewing Company APAC Limited cur_price:22.45 current_ratio(annual):46.917 , stock_code:HK.01907 stock_name:China Risun cur_price:4.38 current_ratio(annual):47.129 , stock_code:HK.02160 stock_name:MicroPort CardioFlow Medtech Corporation cur_price:15.52 current_ratio(annual):47.384 , stock_code:HK.00293 stock_name:Cathay Pacific Airways cur_price:7.13 current_ratio(annual):47.983 , stock_code:HK.00694 stock_name:Beijing Capital International Airport cur_price:6.29 current_ratio(annual):47.985 , stock_code:HK.09922 stock_name:Jiumaojiu International Holdings Limited cur_price:26.8 current_ratio(annual):48.278 , stock_code:HK.01083 stock_name:Towngas China cur_price:3.38 current_ratio(annual):49.2 , stock_code:HK.00291 stock_name:China Resources Beer cur_price:58.2 current_ratio(annual):49.229 , stock_code:HK.00306 stock_name:Kwoon Chung Bus cur_price:2.29 current_ratio(annual):49.769 ]
HK.08103
hmvod Limited
2.69
2.69
4.413
...
HK.00306
Kwoon Chung Bus
2.29
2.29
49.769
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# Qot_StockFilter.proto
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the moomoo API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
* **Parameter**
```protobuf
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- For interface result, refer to RetType
Protocol ID
3215
uint StockFilter(QotStockFilter.Request req);
virtual void OnReply_StockFilter(MMAPI_Conn client, uint nSerialNo, QotStockFilter.Response rsp);
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the moomoo API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- 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;
QotStockFilter.BaseFilter filter = QotStockFilter.BaseFilter.CreateBuilder()
.SetFieldName(QotStockFilter.StockField.StockField_CurPrice)
.SetFilterMax(100)
.SetFilterMax(200)
.Build();
QotStockFilter.C2S c2s = QotStockFilter.C2S.CreateBuilder()
.SetBegin(0)
.SetNum(10)
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.AddBaseFilterList(filter)
.Build();
QotStockFilter.Request req = QotStockFilter.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.StockFilter(req);
Console.Write("Send QotStockFilter: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_StockFilter(MMAPI_Conn client, uint nSerialNo, QotStockFilter.Response rsp)
{
Console.Write("Reply: QotStockFilter: {0}\n", nSerialNo, rsp.ToString());
Console.Write("code: {0}, name: {1} \n", rsp.S2C.DataListList[0].Security.Code,
rsp.S2C.DataListList[0].Name);
}
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=6825721743616225277
Send QotStockFilter: 3
Reply: QotStockFilter: 3
code: 00376, name: Yunfeng Financial
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int stockFilter(QotStockFilter.Request req);
void onReply_StockFilter(MMAPI_Conn client, int nSerialNo, QotStockFilter.Response rsp);
Description
Filter stocks by condition
Parameter
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- 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;
QotStockFilter.BaseFilter filter = QotStockFilter.BaseFilter.newBuilder()
.setFieldName(QotStockFilter.StockField.StockField_CurPrice_VALUE)
.setFilterMax(100)
.setFilterMax(200)
.build();
QotStockFilter.C2S c2s = QotStockFilter.C2S.newBuilder()
.setBegin(0)
.setNum(10)
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.addBaseFilterList(filter)
.build();
QotStockFilter.Request req = QotStockFilter.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.stockFilter(req);
System.out.printf("Send QotStockFilter: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_StockFilter(MMAPI_Conn client, int nSerialNo, QotStockFilter.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotStockFilter failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotStockFilter: %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 QotStockFilter: 2
Receive QotStockFilter: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 2431,
"dataList": [{
"security": {
"market": 1,
"code": "08560"
},
"name": "Great World"
}, ... {
"security": {
"market": 1,
"code": "02171"
},
"name": "CARsgen Therapeutics"
}]
}
}
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moomoo::u32_t StockFilter(const Qot_StockFilter::Request &stReq);
virtual void OnReply_StockFilter(moomoo::u32_t nSerialNo, const Qot_StockFilter::Response &stRsp) = 0;
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the moomoo API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- 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_StockFilter::Request req;
Qot_StockFilter::C2S *c2s = req.mutable_c2s();
c2s->set_begin(0);
c2s->set_num(50);
c2s->set_market(1);
m_StockFilterSerialNo = m_pQotApi->StockFilter(req);
cout << "Request StockFilter SerialNo: " << m_StockFilterSerialNo << endl;
}
virtual void OnReply_StockFilter(moomoo::u32_t nSerialNo, const Qot_StockFilter::Response &stRsp){
if(nSerialNo == m_StockFilterSerialNo)
{
cout << "OnReply_StockFilter 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_StockFilterSerialNo;
};
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 StockFilter SerialNo: 4
OnReply_StockFilter SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"lastPage": false,
"allCount": 2426,
"dataList": [
{
"security": {
"market": 1,
"code": "02930"
},
"name": "Silk Road Logistics"
},
...
{
"security": {
"market": 1,
"code": "01440"
},
"name": "Deyun Holding Ltd."
}
]
}
}
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- For stock structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
StockFilter(req);
Description
Filter stocks by condition
Parameters
// Users who use the following 6 structures (BaseFilter, AccumulateFilter, FinancialFilter, BaseData, AccumulateData, FinancialData) please note that because the attribute field name "field" conflicts with the C # protobuf reserved function name, the moomoo API will change from 3.18 The version began to rename this field to "fieldName". Please pay attention to modify the field name used in the corresponding interface.
// Simple attribute filtering
message BaseFilter
{
required int32 fieldName = 1; //Simple filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
}
// Cumulative attribute filtering
message AccumulateFilter
{
required int32 fieldName = 1; //Cumulative filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 days = 6; //Recent days, cumulative time
}
// Financial attribute filtering
message FinancialFilter
{
required int32 fieldName = 1; //Financial filter properties
optional double filterMin = 2; //The lower limit of the interval (closed-interval). Default is -∞ if not passed
optional double filterMax = 3; //The upper limit of the interval (closed-interval). Default is +∞ if not passed
optional bool isNoFilter = 4; //Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 sortDir = 5; //Sort direction. No sorting by default, if not passed
required int32 quarter = 6; //Financial report accumulation time
}
// Pattern attribute filtering
message PatternFilter
{
required int32 fieldName = 1; // Pattern filter properties
required int32 klType = 2; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 3; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
optional int32 consecutivePeriod = 4; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
// Custom indicator attribute filtering
message CustomIndicatorFilter
{
required int32 firstFieldName = 1; // Custom indicator filter properties
required int32 secondFieldName = 2; // Custom indicator filter properties
required int32 relativePosition = 3; // Relative position
optional double fieldValue = 4; // Custom value
required int32 klType = 5; // K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
optional bool isNoFilter = 6; // Whether the field does not require filtering. True: no filtering, False: filtering. No filtering by default, if not passed
repeated int32 firstFieldParaList = 7; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
repeated int32 secondFieldParaList = 8; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
optional int32 consecutivePeriod = 9; // Filters data whose consecutive periods are all eligible. Fill in the range [1,12]
}
message C2S
{
required int32 begin = 1; //Data starting point
required int32 num = 2; //The number of requested data, the maximum is 200
required int32 market= 3; //Qot_Common::QotMarket. Stock market. does not distinguish between Shanghai and Shenzhen market, either of Shanghai or Shenzhen market will represent the A-share market
// The following are optional fields of filter conditions, leave it blank means no filter
optional Qot_Common.Security plate = 4; //Plate
repeated BaseFilter baseFilterList = 5; //Simple filter properties
repeated AccumulateFilter accumulateFilterList = 6; //Cumulative filter properties The maximum number of the same filter condition for cumulative filter properties is 10
repeated FinancialFilter financialFilterList = 7; //Financial filter properties
repeated PatternFilter patternFilterList = 8; // Indicator pattern filter properties
repeated CustomIndicatorFilter customIndicatorFilterList = 9; // Custom indicator filter properties
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- For market types, refer to QotMarket
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For custom indicator filter properties, refer to CustomIndicatorField
- For pattern filter properties, refer to PatternField
- For financial report time period, refer to FinancialQuarter
- For sorting direction, refer to SortDir
- Relative position, refer to RelativePosition
- K line type, refer to KLType
- Return
// Simple attribute data
message BaseData
{
required int32 fieldName = 1; //Simple filter properties
required double value = 2;
}
// Cumulative attribute data
message AccumulateData
{
required int32 fieldName = 1; //Cumulative filter properties
required double value = 2;
required int32 days = 3; //Recent days, cumulative time
}
// Financial attribute data
message FinancialData
{
required int32 fieldName = 1; //Financial filter properties
required double value = 2;
required int32 quarter = 3; //Financial report accumulation time
}
// Custom indicator data
message CustomIndicatorData
{
required int32 fieldName = 1; // CustomIndicatorField. Custom indicator filter properties
required double value = 2;
required int32 klType = 3; // Qot_Common.KLType. K line type, only supports K_60M, K_DAY, K_WEEK, K_MON four time periods
repeated int32 fieldParaList = 4; // Custom indicator parameter. Pass parameters according to the indicator type: 1. MA：[Average moving period] 2.EMA：[Exponential moving average period] 3.RSI：[RSI period] 4.MACD：[Fast average, Slow average, DIF value] 5.BOLL：[Average period, Offset value] 6.KDJ：[RSV period, K value period, D value period]
}
// returned stock data
message StockData
{
required Qot_Common.Security security = 1; //Security
required string name = 2; //Security name
repeated BaseData baseDataList = 3; //Filtered data of simple filter property
repeated AccumulateData accumulateDataList = 4; //Filtered data of cumulative filter property
repeated FinancialData financialDataList = 5; //Filtered data of financial filter property
repeated CustomIndicatorData customIndicatorDataList = 6; // Filtered data of custom indicator filter property
// The value of firstFieldName and secondFieldName field in CustomIndicatorFilter will be returned seperately
}
message S2C
{
required bool lastPage = 1; //Is it the last page, false: It is not the last page, and some remaining warrant record has not been returned; true: It is the last page
required int32 allCount = 2; //The number of all data requested by this condition
repeated StockData dataList = 3; //Returned stock data 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 structure, refer to Security
- For simple attribute filter conditions, refer to StockField
- For cumulative filter properties, refer to AccumulateField
- For financial filter properties, refer to FinancialField
- For financial report time period, refer to FinancialQuarter
- For custom indicator filter properties, refer to CustomIndicatorField
- K line type, refer to KLType
- For interface result, refer to RetType
- 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 QotStockFilter(){
const { RetType } = Common
const { QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
begin: 0,
num: 2,
market: QotMarket.QotMarket_HK_Security,
},
};
websocket.StockFilter(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("StockFilter: 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
StockFilter: errCode 0, retMsg , retType 0
{
"lastPage": false,
"allCount": 2438,
"dataList": [{
"security": {
"market": 1,
"code": "02969"
},
"name": "LAI SUN DEV RTS"
}, {
"security": {
"market": 1,
"code": "08580"
},
"name": "Luen Wong Group"
}]
}
stop
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Tips
- Use Get sub-plate list function to get the sub-plate code, the plates supported by conditional stock selection are respectively
- The industry plate and concept plate of HK market.
- Industry plate of US market.
- Shanghai and Shenzhen's industry plate, conceptual plate and geographic plate.
- Supported plate index codes
Code Description HK.Motherboard Main plate of HK market HK.GEM Growth Enterprise Market of HK market HK.BK1911 Main plate of H-Share HK.BK1912 Growth Enterprise Market of H-share US.NYSE New York Stock Exchange US.AMEX American Exchange US.NASDAQ NASDAQ SH.3000000 Shanghai main plate SZ.3000001 Shenzhen main plate SZ.3000004 Shenzhen Growth Enterprise Market
Interface Limitations
- BMP authority of HK market does not support conditional stock filteration function
- A maximum of 10 requests per 30 seconds
- At most 200 filter results are returned per page
- It is recommended that the filter conditions do not exceed 250, otherwise "business processing timeout did not return" may appear
- The maximum number of the same filter condition for cumulative filter properties is 10
- If you use dynamic data such as "current price" as the sorting field, the sorting of the data may change between multiple pages
- Non-similar indicators do not support comparison, and are limited to the establishment of comparison relationships between similar indicators, and comparisons across different types of indicators will cause errors. For example: MA5 and MA10 can establish a relationship. MA5 and EMA10 cannot establish a relationship.
- The same type of filter conditions of the custom indicator attribute exceeds the upper limit of 10
- Simple attributes, financial attributes, and morphological attributes do not support repeated designation of filter conditions for the same field