# Get Trading Calendar
- Python
- Proto
- C#
- Java
- C++
- JavaScript
request_trading_days(market=None, start=None, end=None, code=None)
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
Parameter Type Description market TradeDateMarket Market type. start str Start date. Format: yyyy-MM-dd
For example: "2018-01-01".end str End date. Format: yyyy-MM-dd
For example: "2018-01-01".code str Security code. Note: when both market and code exist, market is ignored and only code is effective.
- The combination of start and end is as follows
Start type End type Description str str start and end are the specified dates respectively. None str start is 365 days before end. str None end is 365 days after start. None None start is 365 days before, end is the current date.
- The combination of start and end is as follows
Return
Field Type Description ret RET_CODE Interface result. data list If ret == RET_OK, data of the trading day is returned. Data type of elements in the list is dict. str If ret != RET_OK, error description is returned. - Data of the trading day's format as follows:
Field Type Description time str Time. Format: yyyy-MM-ddtrade_date_type TradeDateType Trading day type.
- Data of the trading day's format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.request_trading_days(TradeDateMarket.HK, start='2020-04-01', end='2020-04-10')
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
[{'time': '2020-04-01', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-02', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-03', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-06', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-07', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-08', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-09', 'trade_date_type': 'WHOLE'}]
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# Qot_RequestTradeDate.proto
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- For interface result, refer to RetType
Protocol ID
3219
uint RequestTradeDate(QotRequestTradeDate.Request req);
virtual void OnReply_RequestTradeDate(FTAPI_Conn client, uint nSerialNo, QotRequestTradeDate.Response rsp);
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- For interface result, refer to RetType
- Example
public class Program: FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotRequestTradeDate.C2S c2s = QotRequestTradeDate.C2S.CreateBuilder()
.SetMarket((int)QotCommon.TradeDateMarket.TradeDateMarket_HK)
.SetBeginTime("2021-07-01")
.SetEndTime("2021-07-05")
.SetSecurity(sec)
.Build();
QotRequestTradeDate.Request req = QotRequestTradeDate.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.RequestTradeDate(req);
Console.Write("Send QotRequestTradeDate: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_RequestTradeDate(FTAPI_Conn client, uint nSerialNo, QotRequestTradeDate.Response rsp) {
Console.Write("Reply: QotRequestTradeDate: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("time: {0}, tradeDateType: {1} \n", rsp.S2C.TradeDateListList[0].Time, rsp.S2C.TradeDateListList[0].TradeDateType);
}
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=6826779607624163711
Send QotRequestTradeDate: 3
Reply: QotRequestTradeDate: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
tradeDateList {
time: "2021-07-02"
timestamp: 1625155200
tradeDateType: 0
}
tradeDateList {
time: "2021-07-05"
timestamp: 1625414400
tradeDateType: 0
}
}
time: 2021-07-02, tradeDateType: 0
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int requestTradeDate(QotRequestTradeDate.Request req);
void onReply_RequestTradeDate(FTAPI_Conn client, int nSerialNo, QotRequestTradeDate.Response rsp);
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- For interface result, refer to RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotRequestTradeDate.C2S c2s = QotRequestTradeDate.C2S.newBuilder()
.setMarket(QotCommon.TradeDateMarket.TradeDateMarket_HK)
.setBeginTime("2020-08-01")
.setEndTime("2020-09-01")
.setSecurity(sec)
.build();
QotRequestTradeDate.Request req = QotRequestTradeDate.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.requestTradeDate(req);
System.out.printf("Send QotRequestTradeDate: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_RequestTradeDate(FTAPI_Conn client, int nSerialNo, QotRequestTradeDate.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotRequestTradeDate failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotRequestTradeDate: %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 QotRequestTradeDate: 2
Receive QotRequestTradeDate: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tradeDateList": [{
"time": "2020-08-03",
"timestamp": 1.596384E9,
"tradeDateType": 0
}, ... {
"time": "2020-09-01",
"timestamp": 1.5988896E9,
"tradeDateType": 0
}]
}
}
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Futu::u32_t RequestTradeDate(const Qot_RequestTradeDate::Request &stReq);
virtual void OnReply_RequestTradeDate(Futu::u32_t nSerialNo, const Qot_RequestTradeDate::Response &stRsp) = 0;
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- 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_RequestTradeDate::Request req;
Qot_RequestTradeDate::C2S *c2s = req.mutable_c2s();
c2s->set_market((int)Qot_Common::TradeDateMarket::TradeDateMarket_HK);
c2s->set_begintime("2021-07-01");
c2s->set_endtime("2021-07-05");
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market((int)Qot_Common::QotMarket::QotMarket_HK_Security);
m_RequestTradeDateSerialNo = m_pQotApi->RequestTradeDate(req);
cout << "Request RequestTradeDate SerialNo: " << m_RequestTradeDateSerialNo << endl;
}
virtual void OnReply_RequestTradeDate(Futu::u32_t nSerialNo, const Qot_RequestTradeDate::Response &stRsp){
if(nSerialNo == m_RequestTradeDateSerialNo)
{
cout << "OnReply_RequestTradeDate 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_RequestTradeDateSerialNo;
};
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 RequestTradeDate SerialNo: 3
OnReply_RequestTradeDate SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tradeDateList": [
{
"time": "2021-07-02",
"timestamp": 1625155200,
"tradeDateType": 0
},
{
"time": "2021-07-05",
"timestamp": 1625414400,
"tradeDateType": 0
}
]
}
}
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RequestTradeDate(req);
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- 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 QotRequestTradeDate(){
const { RetType } = Common
const { TradeDateMarket } = 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: {
market: TradeDateMarket.TradeDateMarket_HK,
beginTime: "2021-08-05",
endTime: "2021-08-10",
},
};
websocket.RequestTradeDate(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("TradeDate: 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
TradeDate: errCode 0, retMsg , retType 0
{
"tradeDateList": [{
"time": "2021-08-05",
"timestamp": 1628092800,
"tradeDateType": 0
}, {
"time": "2021-08-06",
"timestamp": 1628179200,
"tradeDateType": 0
}, {
"time": "2021-08-09",
"timestamp": 1628438400,
"tradeDateType": 0
}, {
"time": "2021-08-10",
"timestamp": 1628524800,
"tradeDateType": 0
}]
}
stop
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Interface Limitations
- A maximum of 30 requests per 30 seconds
- The historical trading calendar provides data for the past 10 years, and the future trading calendar is available until December 31 this year.。For example: today's date is July 6, 2021, and the period only from 2011-07-06 to 2021-12-31 is provided.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
request_trading_days(market=None, start=None, end=None, code=None)
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
Parameter Type Description market TradeDateMarket Market type. start str Start date. Format: yyyy-MM-dd
For example: "2018-01-01".end str End date. Format: yyyy-MM-dd
For example: "2018-01-01".code str Security code. Note: when both market and code exist, market is ignored and only code is effective.
- The combination of start and end is as follows
Start type End type Description str str start and end are the specified dates respectively. None str start is 365 days before end. str None end is 365 days after start. None None start is 365 days before, end is the current date.
- The combination of start and end is as follows
Return
Field Type Description ret RET_CODE Interface result. data list If ret == RET_OK, data of the trading day is returned. Data type of elements in the list is dict. str If ret != RET_OK, error description is returned. - Data of the trading day's format as follows:
Field Type Description time str Time. Format: yyyy-MM-ddtrade_date_type TradeDateType Trading day type.
- Data of the trading day's format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.request_trading_days(TradeDateMarket.HK, start='2020-04-01', end='2020-04-10')
if ret == RET_OK:
print(data)
else:
print('error:', data)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
[{'time': '2020-04-01', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-02', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-03', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-06', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-07', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-08', 'trade_date_type': 'WHOLE'}, {'time': '2020-04-09', 'trade_date_type': 'WHOLE'}]
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# Qot_RequestTradeDate.proto
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- For interface result, refer to RetType
Protocol ID
3219
uint RequestTradeDate(QotRequestTradeDate.Request req);
virtual void OnReply_RequestTradeDate(MMAPI_Conn client, uint nSerialNo, QotRequestTradeDate.Response rsp);
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- For interface result, refer to RetType
- Example
public class Program: MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotRequestTradeDate.C2S c2s = QotRequestTradeDate.C2S.CreateBuilder()
.SetMarket((int)QotCommon.TradeDateMarket.TradeDateMarket_HK)
.SetBeginTime("2021-07-01")
.SetEndTime("2021-07-05")
.SetSecurity(sec)
.Build();
QotRequestTradeDate.Request req = QotRequestTradeDate.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.RequestTradeDate(req);
Console.Write("Send QotRequestTradeDate: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_RequestTradeDate(MMAPI_Conn client, uint nSerialNo, QotRequestTradeDate.Response rsp) {
Console.Write("Reply: QotRequestTradeDate: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("time: {0}, tradeDateType: {1} \n", rsp.S2C.TradeDateListList[0].Time, rsp.S2C.TradeDateListList[0].TradeDateType);
}
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=6826779607624163711
Send QotRequestTradeDate: 3
Reply: QotRequestTradeDate: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
tradeDateList {
time: "2021-07-02"
timestamp: 1625155200
tradeDateType: 0
}
tradeDateList {
time: "2021-07-05"
timestamp: 1625414400
tradeDateType: 0
}
}
time: 2021-07-02, tradeDateType: 0
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int requestTradeDate(QotRequestTradeDate.Request req);
void onReply_RequestTradeDate(MMAPI_Conn client, int nSerialNo, QotRequestTradeDate.Response rsp);
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- For interface result, refer to RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotRequestTradeDate.C2S c2s = QotRequestTradeDate.C2S.newBuilder()
.setMarket(QotCommon.TradeDateMarket.TradeDateMarket_HK)
.setBeginTime("2020-08-01")
.setEndTime("2020-09-01")
.setSecurity(sec)
.build();
QotRequestTradeDate.Request req = QotRequestTradeDate.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.requestTradeDate(req);
System.out.printf("Send QotRequestTradeDate: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_RequestTradeDate(MMAPI_Conn client, int nSerialNo, QotRequestTradeDate.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotRequestTradeDate failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotRequestTradeDate: %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 QotRequestTradeDate: 2
Receive QotRequestTradeDate: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tradeDateList": [{
"time": "2020-08-03",
"timestamp": 1.596384E9,
"tradeDateType": 0
}, ... {
"time": "2020-09-01",
"timestamp": 1.5988896E9,
"tradeDateType": 0
}]
}
}
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moomoo::u32_t RequestTradeDate(const Qot_RequestTradeDate::Request &stReq);
virtual void OnReply_RequestTradeDate(moomoo::u32_t nSerialNo, const Qot_RequestTradeDate::Response &stRsp) = 0;
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- 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_RequestTradeDate::Request req;
Qot_RequestTradeDate::C2S *c2s = req.mutable_c2s();
c2s->set_market((int)Qot_Common::TradeDateMarket::TradeDateMarket_HK);
c2s->set_begintime("2021-07-01");
c2s->set_endtime("2021-07-05");
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market((int)Qot_Common::QotMarket::QotMarket_HK_Security);
m_RequestTradeDateSerialNo = m_pQotApi->RequestTradeDate(req);
cout << "Request RequestTradeDate SerialNo: " << m_RequestTradeDateSerialNo << endl;
}
virtual void OnReply_RequestTradeDate(moomoo::u32_t nSerialNo, const Qot_RequestTradeDate::Response &stRsp){
if(nSerialNo == m_RequestTradeDateSerialNo)
{
cout << "OnReply_RequestTradeDate 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_RequestTradeDateSerialNo;
};
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 RequestTradeDate SerialNo: 3
OnReply_RequestTradeDate SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"tradeDateList": [
{
"time": "2021-07-02",
"timestamp": 1625155200,
"tradeDateType": 0
},
{
"time": "2021-07-05",
"timestamp": 1625414400,
"tradeDateType": 0
}
]
}
}
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RequestTradeDate(req);
Description
Request trading calendar via market or code.
Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.Parameters
message C2S
{
// When both market and code exist, market is ignored and only code is effective.
required int32 market = 1; //Qot_Common.TradeDateMarket, the market to be queried
required string beginTime = 2; //start time string (Format: yyyy-MM-dd)
required string endTime = 3; //end time string (Format: yyyy-MM-dd)
optional Qot_Common.Security security = 4; // Security code
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure refer to Security
- For enumerations of market type, refer to TradeDateMarket
- Return
message TradeDate
{
required string time = 1; //time string (Format: yyyy-MM-dd)
optional double timestamp = 2; //time stamp
optional int32 tradeDateType = 3; //Qot_Common.TradeDateType, transaction time type
}
message S2C
{
repeated TradeDate tradeDateList = 1; //Trading day. Note that the trading day is obtained by excluding weekends and holidays from natural days, and the temporary market closed data is not excluded.
}
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 enumerations of trading day type, refer to TradeDateType
- 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 QotRequestTradeDate(){
const { RetType } = Common
const { TradeDateMarket } = 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: {
market: TradeDateMarket.TradeDateMarket_HK,
beginTime: "2021-08-05",
endTime: "2021-08-10",
},
};
websocket.RequestTradeDate(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("TradeDate: 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
TradeDate: errCode 0, retMsg , retType 0
{
"tradeDateList": [{
"time": "2021-08-05",
"timestamp": 1628092800,
"tradeDateType": 0
}, {
"time": "2021-08-06",
"timestamp": 1628179200,
"tradeDateType": 0
}, {
"time": "2021-08-09",
"timestamp": 1628438400,
"tradeDateType": 0
}, {
"time": "2021-08-10",
"timestamp": 1628524800,
"tradeDateType": 0
}]
}
stop
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Interface Limitations
- A maximum of 30 requests per 30 seconds
- The historical trading calendar provides data for the past 10 years, and the future trading calendar is available until December 31 this year.。For example: today's date is July 6, 2021, and the period only from 2011-07-06 to 2021-12-31 is provided.