# 獲取即時分時
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_rt_data(code)
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
參數 類型 説明 code str 股票
返回
參數 類型 説明 ret RET_CODE 介面呼叫結果 data pd.DataFrame 當 ret == RET_OK，返回分時資料 str 當 ret != RET_OK，返回錯誤描述 - 分時資料格式如下：
欄位 類型 説明 code str 股票代碼 name str 股票名稱 time str 時間 格式：yyyy-MM-dd HH:mm:ss
港股和 A 股市場預設是北京時間，美股市場預設是美東時間is_blank bool 資料狀態 False：正常資料
True：偽造資料opened_mins int 零點到當前多少分鐘 cur_price float 當前價格 last_close float 昨天收盤的價格 avg_price float 平均價格 對於期權，該欄位為 N/Avolume float 成交量 turnover float 成交金額
- 分時資料格式如下：
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.RT_DATA], subscribe_push=False, session=Session.ALL)
# 先訂閱分時資料類型。訂閱成功後 OpenD 將持續收到伺服器的推送，False 代表暫時不需要推送給腳本
if ret_sub == RET_OK: # 訂閱成功
ret, data = quote_ctx.get_rt_data('US.AAPL') # 獲取一次分時資料
if ret == RET_OK:
print(data)
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # 關閉當條連線，OpenD 會在1分鐘後自動取消相應股票相應類型的訂閱
1
2
3
4
5
6
7
8
9
10
11
12
13
2
3
4
5
6
7
8
9
10
11
12
13
- Output
code name time is_blank opened_mins cur_price last_close avg_price volume turnover
0 US.AAPL 蘋果 2025-04-06 20:01:00 False 1201 183.00 188.38 181.643916 9463 1718896.38
.. ... ... ... ... ... ... ... ... ... ...
586 US.AAPL 蘋果 2025-04-07 05:47:00 False 347 181.26 188.38 180.555673 661 119859.75
[587 rows x 10 columns]
1
2
3
4
5
6
2
3
4
5
6
# Qot_GetRT.proto
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
協議 ID
3008
uint GetRT(QotGetRT.Request req);
virtual void OnReply_GetRT(FTAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp);
- 介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
- 參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Example
public class Program : FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //設定用戶端資訊
qot.SetConnCallback(this); //設定連線回呼
qot.SetQotCallback(this); //設定交易回呼
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_RT)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetRT.C2S c2s = QotGetRT.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetRT.Request req = QotGetRT.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetRT(req);
Console.Write("Send QotGetRT: {0}\n", seqNo);
}
public void OnReply_GetRT(FTAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp)
{
Console.Write("Reply: QotGetRT: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.RtListList[0].Price);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
- Output
Qot onInitConnect: ret=0 desc= connID=6825673513534857375
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetRT: 4
Reply: QotGetRT: 4
price: 465.4
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
int getRT(QotGetRT.Request req);
void onReply_GetRT(FTAPI_Conn client, int nSerialNo, QotGetRT.Response rsp);
- 介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
- 參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //設定用戶端資訊
qot.setConnSpi(this); //設定連線回呼
qot.setQotSpi(this); //設定交易回呼
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_RT_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetRT.C2S c2s = QotGetRT.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetRT.Request req = QotGetRT.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getRT(req);
System.out.printf("Send QotGetRT: %d\n", seqNo);
}
@Override
public void onReply_GetRT(FTAPI_Conn client, int nSerialNo, QotGetRT.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetRT failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetRT: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
- Output
Send QotGetRT: 3
Receive QotGetRT: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-24 09:30:00",
"minute": 570,
"isBlank": false,
"price": 584.0,
"lastClosePrice": 582.5,
"avgPrice": 584.0,
"volume": "431600",
"turnover": 2.520544E8,
"timestamp": 1.6244982E9
}, ... {
"time": "2021-06-24 16:00:00",
"minute": 960,
"isBlank": false,
"price": 583.0,
"lastClosePrice": 582.5,
"avgPrice": 583.4658532703611,
"volume": "1197900",
"turnover": 6.98392175E8,
"timestamp": 1.6245216E9
}]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
Futu::u32_t GetRT(const Qot_GetRT::Request &stReq);
virtual void OnReply_GetRT(Futu::u32_t nSerialNo, const Qot_GetRT::Response &stRsp) = 0;
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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;
// 這個介面要先訂閱
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_RT);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// 組包
Qot_GetRT::Request req;
Qot_GetRT::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetRTSerialNo = m_pQotApi->GetRT(req);
cout << "Request GetRT SerialNo: " << m_GetRTSerialNo << endl;
}
}
virtual void OnReply_GetRT(Futu::u32_t nSerialNo, const Qot_GetRT::Response &stRsp){
if(nSerialNo == m_GetRTSerialNo)
{
cout << "OnReply_GetRT SerialNo: " << nSerialNo << endl;
// 解析內部結構列印出來
// ProtoBufToBodyData和UTF8ToLocal函數的定義參見Sample中的tool.h檔案
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_SubSerialNo;
Futu::u32_t m_GetRTSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetRT SerialNo: 4
OnReply_GetRT SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 600,
"lastClosePrice": 601,
"avgPrice": 600,
"volume": "255100",
"turnover": 153060000,
"timestamp": 1623202200
},
{
"time": "2021-06-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 599.5,
"lastClosePrice": 601,
"avgPrice": 599.41146019278824,
"volume": "305100",
"turnover": 182730300,
"timestamp": 1623202260
},
...
{
"time": "2021-06-09 11:02:00",
"minute": 662,
"isBlank": false,
"price": 604.5,
"lastClosePrice": 601,
"avgPrice": 601.88741226000786,
"volume": "5700",
"turnover": 3445550,
"timestamp": 1623207720
}
]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
GetRT(req);
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetRT(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) { // 登入成功
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_RT ], // 訂閱即時分時類型
isSubOrUnSub: true, // 訂閱 true, 反訂閱 false
isRegOrUnRegPush: true, // 註冊推送 true, 反註冊推送 false
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetRT(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("RT: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
//關閉行情連線，連線不再使用之後，要關閉，否則佔用不必要資源
//同時OpenD也限制了最多128條連線
//也可以一個頁面或者一個專案維護一條連線，這裡範例請求一次建立一條連線
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // 5秒後斷開
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
- Output
RT: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-09-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 509,
"lastClosePrice": 524.5,
"avgPrice": 509,
"volume": "941800",
"turnover": 479376200,
"timestamp": 1631151000
}, {
"time": "2021-09-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 506.5,
"lastClosePrice": 524.5,
"avgPrice": 507.88588572919383,
"volume": "974700",
"turnover": 493987100,
"timestamp": 1631151060
}, ..., {
"time": "2021-09-09 09:32:00",
"minute": 572,
"isBlank": false,
"price": 504,
"lastClosePrice": 524.5,
"avgPrice": 507.3999031165602,
"volume": "416200",
"turnover": 210248454,
"timestamp": 1631151120
},],
}
stop
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
提示
- 此介面提供了一次性獲取即時資料的功能，如需持續獲取推送資料，請參考 即時分時回呼 介面
- 獲取即時資料 和 即時資料回呼 的差別，請參考 如何通過訂閱介面獲取即時行情？
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_rt_data(code)
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
參數 類型 説明 code str 股票
返回
參數 類型 説明 ret RET_CODE 介面呼叫結果 data pd.DataFrame 當 ret == RET_OK，返回分時資料 str 當 ret != RET_OK，返回錯誤描述 - 分時資料格式如下：
欄位 類型 説明 code str 股票代碼 name str 股票名稱 time str 時間 格式：yyyy-MM-dd HH:mm:ss
港股和 A 股市場預設是北京時間，美股市場預設是美東時間is_blank bool 資料狀態 False：正常資料
True：偽造資料opened_mins int 零點到當前多少分鐘 cur_price float 當前價格 last_close float 昨天收盤的價格 avg_price float 平均價格 對於期權，該欄位為 N/Avolume float 成交量 turnover float 成交金額
- 分時資料格式如下：
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.RT_DATA], subscribe_push=False, session=Session.ALL)
# 先訂閱分時資料類型。訂閱成功後 OpenD 將持續收到伺服器的推送，False 代表暫時不需要推送給腳本
if ret_sub == RET_OK: # 訂閱成功
ret, data = quote_ctx.get_rt_data('US.AAPL') # 獲取一次分時資料
if ret == RET_OK:
print(data)
else:
print('error:', data)
else:
print('subscription failed', err_message)
quote_ctx.close() # 關閉當條連線，OpenD 會在1分鐘後自動取消相應股票相應類型的訂閱
1
2
3
4
5
6
7
8
9
10
11
12
13
2
3
4
5
6
7
8
9
10
11
12
13
- Output
code name time is_blank opened_mins cur_price last_close avg_price volume turnover
0 US.AAPL 蘋果 2025-04-06 20:01:00 False 1201 183.00 188.38 181.643916 9463 1718896.38
.. ... ... ... ... ... ... ... ... ... ...
586 US.AAPL 蘋果 2025-04-07 05:47:00 False 347 181.26 188.38 180.555673 661 119859.75
[587 rows x 10 columns]
1
2
3
4
5
6
2
3
4
5
6
# Qot_GetRT.proto
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
協議 ID
3008
uint GetRT(QotGetRT.Request req);
virtual void OnReply_GetRT(MMAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp);
- 介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
- 參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Example
public class Program : MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //設定用戶端資訊
qot.SetConnCallback(this); //設定連線回呼
qot.SetQotCallback(this); //設定交易回呼
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_RT)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetRT.C2S c2s = QotGetRT.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetRT.Request req = QotGetRT.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetRT(req);
Console.Write("Send QotGetRT: {0}\n", seqNo);
}
public void OnReply_GetRT(MMAPI_Conn client, uint nSerialNo, QotGetRT.Response rsp)
{
Console.Write("Reply: QotGetRT: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.RtListList[0].Price);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
- Output
Qot onInitConnect: ret=0 desc= connID=6825673513534857375
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetRT: 4
Reply: QotGetRT: 4
price: 465.4
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
int getRT(QotGetRT.Request req);
void onReply_GetRT(MMAPI_Conn client, int nSerialNo, QotGetRT.Response rsp);
- 介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
- 參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //設定用戶端資訊
qot.setConnSpi(this); //設定連線回呼
qot.setQotSpi(this); //設定交易回呼
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_RT_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetRT.C2S c2s = QotGetRT.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetRT.Request req = QotGetRT.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getRT(req);
System.out.printf("Send QotGetRT: %d\n", seqNo);
}
@Override
public void onReply_GetRT(MMAPI_Conn client, int nSerialNo, QotGetRT.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetRT failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetRT: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
- Output
Send QotGetRT: 3
Receive QotGetRT: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-24 09:30:00",
"minute": 570,
"isBlank": false,
"price": 584.0,
"lastClosePrice": 582.5,
"avgPrice": 584.0,
"volume": "431600",
"turnover": 2.520544E8,
"timestamp": 1.6244982E9
}, ... {
"time": "2021-06-24 16:00:00",
"minute": 960,
"isBlank": false,
"price": 583.0,
"lastClosePrice": 582.5,
"avgPrice": 583.4658532703611,
"volume": "1197900",
"turnover": 6.98392175E8,
"timestamp": 1.6245216E9
}]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
moomoo::u32_t GetRT(const Qot_GetRT::Request &stReq);
virtual void OnReply_GetRT(moomoo::u32_t nSerialNo, const Qot_GetRT::Response &stRsp) = 0;
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// 這個介面要先訂閱
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_RT);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// 組包
Qot_GetRT::Request req;
Qot_GetRT::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetRTSerialNo = m_pQotApi->GetRT(req);
cout << "Request GetRT SerialNo: " << m_GetRTSerialNo << endl;
}
}
virtual void OnReply_GetRT(Futu::u32_t nSerialNo, const Qot_GetRT::Response &stRsp){
if(nSerialNo == m_GetRTSerialNo)
{
cout << "OnReply_GetRT SerialNo: " << nSerialNo << endl;
// 解析內部結構列印出來
// ProtoBufToBodyData和UTF8ToLocal函數的定義參見Sample中的tool.h檔案
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_SubSerialNo;
moomoo::u32_t m_GetRTSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetRT SerialNo: 4
OnReply_GetRT SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 600,
"lastClosePrice": 601,
"avgPrice": 600,
"volume": "255100",
"turnover": 153060000,
"timestamp": 1623202200
},
{
"time": "2021-06-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 599.5,
"lastClosePrice": 601,
"avgPrice": 599.41146019278824,
"volume": "305100",
"turnover": 182730300,
"timestamp": 1623202260
},
...
{
"time": "2021-06-09 11:02:00",
"minute": 662,
"isBlank": false,
"price": 604.5,
"lastClosePrice": 601,
"avgPrice": 601.88741226000786,
"volume": "5700",
"turnover": 3445550,
"timestamp": 1623207720
}
]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
GetRT(req);
介紹
獲取已訂閱股票的即時分時資料，必須要先訂閱。
參數
message C2S
{
required Qot_Common.Security security = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- 股票結構參見 Security
- 返回
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名稱
repeated Qot_Common.TimeShare rtList = 2; //分時資料結構體
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType，返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetRT(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) { // 登入成功
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_RT ], // 訂閱即時分時類型
isSubOrUnSub: true, // 訂閱 true, 反訂閱 false
isRegOrUnRegPush: true, // 註冊推送 true, 反註冊推送 false
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetRT(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("RT: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
//關閉行情連線，連線不再使用之後，要關閉，否則佔用不必要資源
//同時OpenD也限制了最多128條連線
//也可以一個頁面或者一個專案維護一條連線，這裡範例請求一次建立一條連線
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // 5秒後斷開
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
- Output
RT: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-09-09 09:30:00",
"minute": 570,
"isBlank": false,
"price": 509,
"lastClosePrice": 524.5,
"avgPrice": 509,
"volume": "941800",
"turnover": 479376200,
"timestamp": 1631151000
}, {
"time": "2021-09-09 09:31:00",
"minute": 571,
"isBlank": false,
"price": 506.5,
"lastClosePrice": 524.5,
"avgPrice": 507.88588572919383,
"volume": "974700",
"turnover": 493987100,
"timestamp": 1631151060
}, ..., {
"time": "2021-09-09 09:32:00",
"minute": 572,
"isBlank": false,
"price": 504,
"lastClosePrice": 524.5,
"avgPrice": 507.3999031165602,
"volume": "416200",
"turnover": 210248454,
"timestamp": 1631151120
},],
}
stop
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
提示
- 此介面提供了一次性獲取即時資料的功能，如需持續獲取推送資料，請參考 即時分時回呼 介面
- 獲取即時資料 和 即時資料回呼 的差別，請參考 如何通過訂閱介面獲取即時行情？