# Get Real-time Tick-by-Tick
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_rt_ticker(code, num=500)
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
Parameter Type Description code str Stock code. num int Number of recent tick-by-tick.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, tick-by-tick data is returned. str If ret != RET_OK, error description is returned. - Tick-by-tick data format as follows:
Field Type Description code str Stock code. name str Stock name. sequence int Sequence number. time str Transaction time. Format: yyyy-MM-dd HH:mm:ss:xxx
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.price float Transaction price. volume int Volume. sharesturnover float Transaction amount. ticker_direction TickerDirect Tick-By-Tick direction. type TickerType Tick-By-Tick type.
- Tick-by-tick data format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.TICKER], subscribe_push=False)
# First subscribe to each type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Subscription successful
ret, data = quote_ctx.get_rt_ticker('HK.00700', 2) # Get the last 2 transactions of Hong Kong stocks 00700
if ret == RET_OK:
print(data)
print(data['turnover'][0]) # Take the first transaction amount
print(data['turnover'].values.tolist()) # Convert to list
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name time price volume turnover ticker_direction sequence type
0 HK.00700 TENCENT 2023-07-19 15:59:58 332.4 100 33240.0 SELL 7257436441708356760 AUTO_MATCH
1 HK.00700 TENCENT 2023-07-19 16:08:12 333.0 1667000 555111000.0 NEUTRAL 7257438563422200985 AUCTION
33240.0
[33240.0, 555111000.0]
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# Qot_GetTicker.proto
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3010
uint GetTicker(QotGetTicker.Request req);
virtual void OnReply_GetTicker(FTAPI_Conn client, uint nSerialNo, QotGetTicker.Response rsp);
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Ticker)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetTicker.C2S c2s = QotGetTicker.C2S.CreateBuilder()
.SetSecurity(sec)
.SetMaxRetNum(10)
.Build();
QotGetTicker.Request req = QotGetTicker.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetTicker(req);
Console.Write("Send QotGetTicker: {0}\n", seqNo);
}
public void OnReply_GetTicker(FTAPI_Conn client, uint nSerialNo, QotGetTicker.Response rsp)
{
Console.Write("Reply: QotGetTicker: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.TickerListList[0].Price);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825674961091539442
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetTicker: 4
Reply: QotGetTicker: 4
price: 456
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int getTicker(QotGetTicker.Request req);
void onReply_GetTicker(FTAPI_Conn client, int nSerialNo, QotGetTicker.Response rsp);
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Ticker_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetTicker.C2S c2s = QotGetTicker.C2S.newBuilder()
.setSecurity(sec)
.setMaxRetNum(10)
.build();
QotGetTicker.Request req = QotGetTicker.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getTicker(req);
System.out.printf("Send QotGetTicker: %d\n", seqNo);
}
@Override
public void onReply_GetTicker(FTAPI_Conn client, int nSerialNo, QotGetTicker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetTicker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetTicker: %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 QotGetTicker: 3
Receive QotGetTicker: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-24 15:59:55",
"sequence": "6977267122170775380",
"dir": 1,
"price": 583.5,
"volume": "100",
"turnover": 58350.0,
"recvTime": 0.0,
"type": 1,
"typeSign": 32,
"timestamp": 1.624521595E9
}, ... {
"time": "2021-06-24 16:08:10",
"sequence": "6977269248179586909",
"dir": 3,
"price": 583.0,
"volume": "1131400",
"turnover": 6.596062E8,
"recvTime": 0.0,
"type": 7,
"typeSign": 85,
"timestamp": 1.62452209E9
}]
}
}
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Futu::u32_t GetTicker(const Qot_GetTicker::Request &stReq);
virtual void OnReply_GetTicker(Futu::u32_t nSerialNo, const Qot_GetTicker::Response &stRsp) = 0;
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Ticker);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetTicker::Request req;
Qot_GetTicker::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_maxretnum(10);
m_GetTickerSerialNo = m_pQotApi->GetTicker(req);
cout << "Request GetTicker SerialNo: " << m_GetTickerSerialNo << endl;
}
}
virtual void OnReply_GetTicker(Futu::u32_t nSerialNo, const Qot_GetTicker::Response &stRsp){
if(nSerialNo == m_GetTickerSerialNo)
{
cout << "OnReply_GetTicker SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_SubSerialNo;
Futu::u32_t m_GetTickerSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetTicker SerialNo: 4
OnReply_GetTicker SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 14:13:11",
"sequence": "6971673339584584057",
"dir": 3,
"price": 602.5,
"volume": "15",
"turnover": 9037.5,
"recvTime": 0,
"type": 6,
"typeSign": 68,
"timestamp": 1623219191
},
...
{
"time": "2021-06-09 14:13:20",
"sequence": "6971673378239289730",
"dir": 1,
"price": 600.5,
"volume": "1000",
"turnover": 600500,
"recvTime": 0,
"type": 1,
"typeSign": 32,
"timestamp": 1623219200
}
]
}
}
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GetTicker(req);
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetTicker(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Ticker ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
maxRetNum: 3,
},
};
websocket.GetTicker(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Ticker: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
Ticker: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-09-09 15:59:59",
"sequence": "7005840697777510727",
"dir": 2,
"price": 481.2,
"volume": "100",
"turnover": 48120,
"recvTime": 0,
"type": 1,
"typeSign": 32,
"timestamp": 1631174399
}, {
"time": "2021-09-09 16:05:24",
"sequence": "7005842093641881928",
"dir": 3,
"price": 476,
"volume": "42",
"turnover": 19992,
"recvTime": 0,
"type": 6,
"typeSign": 68,
"timestamp": 1631174724
}, {
"time": "2021-09-09 16:08:12",
"sequence": "7005842815196387657",
"dir": 3,
"price": 480,
"volume": "4561200",
"turnover": 2189376000,
"recvTime": 0,
"type": 7,
"typeSign": 85,
"timestamp": 1631174892
}]
}
stop
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Interface Limitations
- You can get up to the latest 1000 tick-by-tick data, more historical tick-by-tick data is not yet available
- Under the authority of LV1 HK futures and options market, tick-by-tick data is not available
Tips
- This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Tick-By-Tick Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_rt_ticker(code, num=500)
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
Parameter Type Description code str Stock code. num int Number of recent tick-by-tick.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, tick-by-tick data is returned. str If ret != RET_OK, error description is returned. - Tick-by-tick data format as follows:
Field Type Description code str Stock code. name str Stock name. sequence int Sequence number. time str Transaction time. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.price float Transaction price. volume int Volume. sharesturnover float Transaction amount. ticker_direction TickerDirect Tick-By-Tick direction. type TickerType Tick-By-Tick type.
- Tick-by-tick data format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.TICKER], subscribe_push=False)
# First subscribe to each type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Subscription successful
ret, data = quote_ctx.get_rt_ticker('HK.00700', 2) # Get the last 2 transactions of Hong Kong stocks 00700
if ret == RET_OK:
print(data)
print(data['turnover'][0]) # Take the first transaction amount
print(data['turnover'].values.tolist()) # Convert to list
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name time price volume turnover ticker_direction sequence type
0 HK.00700 TENCENT 2023-07-19 15:59:58 332.4 100 33240.0 SELL 7257436441708356760 AUTO_MATCH
1 HK.00700 TENCENT 2023-07-19 16:08:12 333.0 1667000 555111000.0 NEUTRAL 7257438563422200985 AUCTION
33240.0
[33240.0, 555111000.0]
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# Qot_GetTicker.proto
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3010
uint GetTicker(QotGetTicker.Request req);
virtual void OnReply_GetTicker(MMAPI_Conn client, uint nSerialNo, QotGetTicker.Response rsp);
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program: MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Ticker)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetTicker.C2S c2s = QotGetTicker.C2S.CreateBuilder()
.SetSecurity(sec)
.SetMaxRetNum(10)
.Build();
QotGetTicker.Request req = QotGetTicker.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetTicker(req);
Console.Write("Send QotGetTicker: {0}\n", seqNo);
}
public void OnReply_GetTicker(MMAPI_Conn client, uint nSerialNo, QotGetTicker.Response rsp)
{
Console.Write("Reply: QotGetTicker: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.TickerListList[0].Price);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825674961091539442
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetTicker: 4
Reply: QotGetTicker: 4
price: 456
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int getTicker(QotGetTicker.Request req);
void onReply_GetTicker(MMAPI_Conn client, int nSerialNo, QotGetTicker.Response rsp);
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Ticker_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetTicker.C2S c2s = QotGetTicker.C2S.newBuilder()
.setSecurity(sec)
.setMaxRetNum(10)
.build();
QotGetTicker.Request req = QotGetTicker.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getTicker(req);
System.out.printf("Send QotGetTicker: %d\n", seqNo);
}
@Override
public void onReply_GetTicker(MMAPI_Conn client, int nSerialNo, QotGetTicker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetTicker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetTicker: %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 QotGetTicker: 3
Receive QotGetTicker: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-24 15:59:55",
"sequence": "6977267122170775380",
"dir": 1,
"price": 583.5,
"volume": "100",
"turnover": 58350.0,
"recvTime": 0.0,
"type": 1,
"typeSign": 32,
"timestamp": 1.624521595E9
}, ... {
"time": "2021-06-24 16:08:10",
"sequence": "6977269248179586909",
"dir": 3,
"price": 583.0,
"volume": "1131400",
"turnover": 6.596062E8,
"recvTime": 0.0,
"type": 7,
"typeSign": 85,
"timestamp": 1.62452209E9
}]
}
}
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moomoo::u32_t GetTicker(const Qot_GetTicker::Request &stReq);
virtual void OnReply_GetTicker(moomoo::u32_t nSerialNo, const Qot_GetTicker::Response &stRsp) = 0;
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Ticker);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetTicker::Request req;
Qot_GetTicker::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_maxretnum(10);
m_GetTickerSerialNo = m_pQotApi->GetTicker(req);
cout << "Request GetTicker SerialNo: " << m_GetTickerSerialNo << endl;
}
}
virtual void OnReply_GetTicker(moomoo::u32_t nSerialNo, const Qot_GetTicker::Response &stRsp){
if(nSerialNo == m_GetTickerSerialNo)
{
cout << "OnReply_GetTicker SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_SubSerialNo;
moomoo::u32_t m_GetTickerSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetTicker SerialNo: 4
OnReply_GetTicker SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 14:13:11",
"sequence": "6971673339584584057",
"dir": 3,
"price": 602.5,
"volume": "15",
"turnover": 9037.5,
"recvTime": 0,
"type": 6,
"typeSign": 68,
"timestamp": 1623219191
},
...
{
"time": "2021-06-09 14:13:20",
"sequence": "6971673378239289730",
"dir": 1,
"price": 600.5,
"volume": "1000",
"turnover": 600500,
"recvTime": 0,
"type": 1,
"typeSign": 32,
"timestamp": 1623219200
}
]
}
}
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GetTicker(req);
Description
To get real-time tick-by-tick of subscribed stocks. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Security
required int32 maxRetNum = 2; //Maximum number of items returned, the actual number of returns may not as much as the maximium number, up to 1000
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; // Stock name
repeated Qot_Common.Ticker tickerList = 2; //Tick-by-tick data struct
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetTicker(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Ticker ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
maxRetNum: 3,
},
};
websocket.GetTicker(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Ticker: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
Ticker: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-09-09 15:59:59",
"sequence": "7005840697777510727",
"dir": 2,
"price": 481.2,
"volume": "100",
"turnover": 48120,
"recvTime": 0,
"type": 1,
"typeSign": 32,
"timestamp": 1631174399
}, {
"time": "2021-09-09 16:05:24",
"sequence": "7005842093641881928",
"dir": 3,
"price": 476,
"volume": "42",
"turnover": 19992,
"recvTime": 0,
"type": 6,
"typeSign": 68,
"timestamp": 1631174724
}, {
"time": "2021-09-09 16:08:12",
"sequence": "7005842815196387657",
"dir": 3,
"price": 480,
"volume": "4561200",
"turnover": 2189376000,
"recvTime": 0,
"type": 7,
"typeSign": 85,
"timestamp": 1631174892
}]
}
stop
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Interface Limitations
- You can get up to the latest 1000 tick-by-tick data, more historical tick-by-tick data is not yet available
- Under the authority of LV1 HK futures and options market, tick-by-tick data is not available
Tips
- This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Tick-By-Tick Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.