# 獲取即時報價
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_stock_quote(code_list)
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
參數 類型 説明 code_list list 股票代碼列表 list 中元素類型是 str
返回
參數 類型 説明 ret RET_CODE 介面呼叫結果 data pd.DataFrame 當 ret == RET_OK，返回報價數據 str 當 ret != RET_OK，返回錯誤描述 - 報價數據格式如下：
欄位 類型 説明 code str 股票代碼 name str 股票名稱 data_date str 日期 data_time str 當前價更新時間 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last_price float 最新價格 open_price float 今日開盤價 high_price float 最高價格 low_price float 最低價格 prev_close_price float 昨收盤價格 volume int 成交數量 turnover float 成交金額 turnover_rate float 換手率 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%amplitude int 振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%suspension bool 是否停牌 True：停牌listing_date str 上市日期 格式：yyyy-MM-ddprice_spread float 當前向上的價差 即擺盤數據的賣檔的相鄰檔位的報價差dark_status DarkStatus 暗盤交易狀態 sec_status SecurityStatus 股票狀態 strike_price float 行權價 contract_size float 每份合約數 open_interest int 未平倉合約數 implied_volatility float 隱含波動率 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%premium float 溢價 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%delta float 希臘值 Delta gamma float 希臘值 Gamma vega float 希臘值 Vega theta float 希臘值 Theta rho float 希臘值 Rho index_option_type IndexOptionType 指數期權類型 net_open_interest int 淨未平倉合約數 僅港股期權適用expiry_date_distance int 距離到期日天數 負數表示已過期contract_nominal_value float 合約名義金額 僅港股期權適用owner_lot_multiplier float 相等正股手數 指數期權無該欄位 ，僅港股期權適用option_area_type OptionAreaType 期權類型（按行權時間） contract_multiplier float 合約乘數 pre_price float 盤前價格 pre_high_price float 盤前最高價 pre_low_price float 盤前最低價 pre_volume int 盤前成交量 pre_turnover float 盤前成交額 pre_change_val float 盤前漲跌額 pre_change_rate float 盤前漲跌幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%pre_amplitude float 盤前振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%after_price float 盤後價格 after_high_price float 盤後最高價 after_low_price float 盤後最低價 after_volume int 盤後成交量 科創板支援此數據after_turnover float 盤後成交額 科創板支援此數據after_change_val float 盤後漲跌額 after_change_rate float 盤後漲跌幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%after_amplitude float 盤後振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%overnight_price float 夜盤價格 overnight_high_price float 夜盤最高價 overnight_low_price float 夜盤最低價 overnight_volume int 夜盤成交量 overnight_turnover float 夜盤成交額 overnight_change_val float 夜盤漲跌額 overnight_change_rate float 夜盤漲跌幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%overnight_amplitude float 夜盤振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%last_settle_price float 昨結 期貨特有欄位position float 持倉量 期貨特有欄位position_change float 日增倉 期貨特有欄位
- 報價數據格式如下：
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.QUOTE], subscribe_push=False)
# 先訂閱 K 線類型。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_stock_quote(['US.AAPL']) # 獲取訂閱股票報價的即時數據
if ret == RET_OK:
print(data)
print(data['code'][0]) # 取第一條的股票代碼
print(data['code'].values.tolist()) # 轉為 list
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
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- Output
code name data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_volume after_turnover after_change_val after_change_rate after_amplitude overnight_price overnight_high_price overnight_low_price overnight_volume overnight_turnover overnight_change_val overnight_change_rate overnight_amplitude
0 US.AAPL 蘋果 2025-04-07 05:37:21.794 188.38 193.89 199.88 187.34 203.19 125910913 2.424473e+10 0.838 6.172 False 1980-12-12 0.01 N/A NORMAL N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 181.43 181.98 177.47 288853 52132735.18 -6.95 -3.689 2.394 186.6 188.639 186.44 3151311 5.930968e+08 -1.78 -0.944 1.1673 176.94 186.5 174.4 533115 94944250.56 -11.44 -6.072 6.4231
US.AAPL
['US.AAPL']
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# Qot_GetBasicQot.proto
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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協議 ID
3004
uint GetBasicQot(QotGetBasicQot.Request req);
virtual void OnReply_GetBasicQot(FTAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp);
- 介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
- 參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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- 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_Basic)
.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();
QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.CreateBuilder()
.AddSecurityList(sec)
.Build();
QotGetBasicQot.Request req = QotGetBasicQot.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetBasicQot(req);
Console.Write("Send QotGetBasicQot: {0}\n", seqNo);
}
public void OnReply_GetBasicQot(FTAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp)
{
Console.Write("Reply: QotGetBasicQot: {0}\n", nSerialNo);
Console.Write("curPrice: {0}\n", rsp.S2C.BasicQotListList[0].CurPrice);
}
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=6825668646977718703
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetBasicQot: 4
Reply: QotGetBasicQot: 4
curPrice: 459
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int getBasicQot(QotGetBasicQot.Request req);
void onReply_GetBasicQot(FTAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp);
- 介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
- 參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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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); //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_Basic_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();
QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.newBuilder()
.addSecurityList(sec)
.build();
QotGetBasicQot.Request req = QotGetBasicQot.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getBasicQot(req);
System.out.printf("Send QotGetBasicQot: %d\n", seqNo);
}
@Override
public void onReply_GetBasicQot(FTAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetBasicQot failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetBasicQot: %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 QotGetBasicQot: 3
Receive QotGetBasicQot: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-24 16:08:14",
"highPrice": 587.5,
"openPrice": 584.0,
"lowPrice": 580.0,
"curPrice": 583.0,
"lastClosePrice": 582.5,
"volume": "10947302",
"turnover": 6.387238277E9,
"turnoverRate": 0.114,
"amplitude": 1.288,
"darkStatus": 0,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624522094E9,
"secStatus": 1
}]
}
}
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Futu::u32_t GetBasicQot(const Qot_GetBasicQot::Request &stReq);
virtual void OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp) = 0;
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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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;
// 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_Basic);
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_GetBasicQot::Request req;
Qot_GetBasicQot::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);
m_GetBasicQotSerialNo = m_pQotApi->GetBasicQot(req);
cout << "Request GetBasicQot SerialNo: " << m_GetBasicQotSerialNo << endl;
}
}
virtual void OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp){
if(nSerialNo == m_GetBasicQotSerialNo)
{
cout << "OnReply_GetBasicQot 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_GetBasicQotSerialNo;
};
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 GetBasicQot SerialNo: 4
OnReply_GetBasicQot SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 10:57:04",
"highPrice": 605.5,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 603.5,
"lastClosePrice": 601,
"volume": "2680864",
"turnover": 1613335582,
"turnoverRate": 0.028,
"amplitude": 1.331,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623207424,
"secStatus": 1
}
]
}
}
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GetBasicQot(req);
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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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 QotGetBasicQot(){
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_Basic ], // 訂閱即時報價類型
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: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
},
};
websocket.GetBasicQot(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("BasicQot: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let s2c = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(s2c);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("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
}
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- Output
BasicQot: errCode 0, retMsg , retType 0
{
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.2,
"updateTime": "2021-09-09 16:08:17",
"highPrice": 511.5,
"openPrice": 509,
"lowPrice": 479,
"curPrice": 480,
"lastClosePrice": 524.5,
"volume": "54090872",
"turnover": 26716845932,
"turnoverRate": 0.563,
"amplitude": 6.196,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1631174897,
"secStatus": 1
}]
}
stop
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提示
- 此介面提供了一次性獲取即時數據的功能，如需持續獲取推送數據，請參考 即時報價回呼 介面
- 獲取即時數據 和 即時數據回呼 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_stock_quote(code_list)
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
參數 類型 説明 code_list list 股票代碼列表 list 中元素類型是 str
返回
參數 類型 説明 ret RET_CODE 介面呼叫結果 data pd.DataFrame 當 ret == RET_OK，返回報價數據 str 當 ret != RET_OK，返回錯誤描述 - 報價數據格式如下：
欄位 類型 説明 code str 股票代碼 name str 股票名稱 data_date str 日期 data_time str 當前價更新時間 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last_price float 最新價格 open_price float 今日開盤價 high_price float 最高價格 low_price float 最低價格 prev_close_price float 昨收盤價格 volume int 成交數量 turnover float 成交金額 turnover_rate float 換手率 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%amplitude int 振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%suspension bool 是否停牌 True：停牌listing_date str 上市日期 格式：yyyy-MM-ddprice_spread float 當前向上的價差 即擺盤數據的賣檔的相鄰檔位的報價差dark_status DarkStatus 暗盤交易狀態 sec_status SecurityStatus 股票狀態 strike_price float 行權價 contract_size float 每份合約數 open_interest int 未平倉合約數 implied_volatility float 隱含波動率 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%premium float 溢價 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%delta float 希臘值 Delta gamma float 希臘值 Gamma vega float 希臘值 Vega theta float 希臘值 Theta rho float 希臘值 Rho index_option_type IndexOptionType 指數期權類型 net_open_interest int 淨未平倉合約數 僅港股期權適用expiry_date_distance int 距離到期日天數 負數表示已過期contract_nominal_value float 合約名義金額 僅港股期權適用owner_lot_multiplier float 相等正股手數 指數期權無該欄位 ，僅港股期權適用option_area_type OptionAreaType 期權類型（按行權時間） contract_multiplier float 合約乘數 pre_price float 盤前價格 pre_high_price float 盤前最高價 pre_low_price float 盤前最低價 pre_volume int 盤前成交量 pre_turnover float 盤前成交額 pre_change_val float 盤前漲跌額 pre_change_rate float 盤前漲跌幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%pre_amplitude float 盤前振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%after_price float 盤後價格 after_high_price float 盤後最高價 after_low_price float 盤後最低價 after_volume int 盤後成交量 科創板支援此數據after_turnover float 盤後成交額 科創板支援此數據after_change_val float 盤後漲跌額 after_change_rate float 盤後漲跌幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%after_amplitude float 盤後振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%overnight_price float 夜盤價格 overnight_high_price float 夜盤最高價 overnight_low_price float 夜盤最低價 overnight_volume int 夜盤成交量 overnight_turnover float 夜盤成交額 overnight_change_val float 夜盤漲跌額 overnight_change_rate float 夜盤漲跌幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%overnight_amplitude float 夜盤振幅 該欄位為百分比欄位，預設不展示 %，如 20 實際對應 20%last_settle_price float 昨結 期貨特有欄位position float 持倉量 期貨特有欄位position_change float 日增倉 期貨特有欄位
- 報價數據格式如下：
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['US.AAPL'], [SubType.QUOTE], subscribe_push=False)
# 先訂閱 K 線類型。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_stock_quote(['US.AAPL']) # 獲取訂閱股票報價的即時數據
if ret == RET_OK:
print(data)
print(data['code'][0]) # 取第一條的股票代碼
print(data['code'].values.tolist()) # 轉為 list
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
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- Output
code name data_date data_time last_price open_price high_price low_price prev_close_price volume turnover turnover_rate amplitude suspension listing_date price_spread dark_status sec_status strike_price contract_size open_interest implied_volatility premium delta gamma vega theta rho net_open_interest expiry_date_distance contract_nominal_value owner_lot_multiplier option_area_type contract_multiplier last_settle_price position position_change index_option_type pre_price pre_high_price pre_low_price pre_volume pre_turnover pre_change_val pre_change_rate pre_amplitude after_price after_high_price after_low_price after_volume after_turnover after_change_val after_change_rate after_amplitude overnight_price overnight_high_price overnight_low_price overnight_volume overnight_turnover overnight_change_val overnight_change_rate overnight_amplitude
0 US.AAPL 蘋果 2025-04-07 05:37:21.794 188.38 193.89 199.88 187.34 203.19 125910913 2.424473e+10 0.838 6.172 False 1980-12-12 0.01 N/A NORMAL N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A 181.43 181.98 177.47 288853 52132735.18 -6.95 -3.689 2.394 186.6 188.639 186.44 3151311 5.930968e+08 -1.78 -0.944 1.1673 176.94 186.5 174.4 533115 94944250.56 -11.44 -6.072 6.4231
US.AAPL
['US.AAPL']
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# Qot_GetBasicQot.proto
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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協議 ID
3004
uint GetBasicQot(QotGetBasicQot.Request req);
virtual void OnReply_GetBasicQot(MMAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp);
- 介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
- 參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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- 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_Basic)
.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();
QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.CreateBuilder()
.AddSecurityList(sec)
.Build();
QotGetBasicQot.Request req = QotGetBasicQot.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetBasicQot(req);
Console.Write("Send QotGetBasicQot: {0}\n", seqNo);
}
public void OnReply_GetBasicQot(MMAPI_Conn client, uint nSerialNo, QotGetBasicQot.Response rsp)
{
Console.Write("Reply: QotGetBasicQot: {0}\n", nSerialNo);
Console.Write("curPrice: {0}\n", rsp.S2C.BasicQotListList[0].CurPrice);
}
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=6825668646977718703
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetBasicQot: 4
Reply: QotGetBasicQot: 4
curPrice: 459
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int getBasicQot(QotGetBasicQot.Request req);
void onReply_GetBasicQot(MMAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp);
- 介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
- 參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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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); //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_Basic_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();
QotGetBasicQot.C2S c2s = QotGetBasicQot.C2S.newBuilder()
.addSecurityList(sec)
.build();
QotGetBasicQot.Request req = QotGetBasicQot.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getBasicQot(req);
System.out.printf("Send QotGetBasicQot: %d\n", seqNo);
}
@Override
public void onReply_GetBasicQot(MMAPI_Conn client, int nSerialNo, QotGetBasicQot.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetBasicQot failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetBasicQot: %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 QotGetBasicQot: 3
Receive QotGetBasicQot: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-24 16:08:14",
"highPrice": 587.5,
"openPrice": 584.0,
"lowPrice": 580.0,
"curPrice": 583.0,
"lastClosePrice": 582.5,
"volume": "10947302",
"turnover": 6.387238277E9,
"turnoverRate": 0.114,
"amplitude": 1.288,
"darkStatus": 0,
"listTimestamp": 1.0873152E9,
"updateTimestamp": 1.624522094E9,
"secStatus": 1
}]
}
}
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moomoo::u32_t GetBasicQot(const Qot_GetBasicQot::Request &stReq);
virtual void OnReply_GetBasicQot(moomoo::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp) = 0;
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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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, 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_Basic);
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;
}
// 組包
Qot_GetBasicQot::Request req;
Qot_GetBasicQot::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);
m_GetBasicQotSerialNo = m_pQotApi->GetBasicQot(req);
cout << "Request GetBasicQot SerialNo: " << m_GetBasicQotSerialNo << endl;
}
}
virtual void OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp){
if(nSerialNo == m_GetBasicQotSerialNo)
{
cout << "OnReply_GetBasicQot 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_GetBasicQotSerialNo;
};
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 GetBasicQot SerialNo: 4
OnReply_GetBasicQot SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 10:57:04",
"highPrice": 605.5,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 603.5,
"lastClosePrice": 601,
"volume": "2680864",
"turnover": 1613335582,
"turnoverRate": 0.028,
"amplitude": 1.331,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623207424,
"secStatus": 1
}
]
}
}
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GetBasicQot(req);
介紹
獲取已訂閱股票的即時報價，必須要先訂閱。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1; //股票
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
repeated Qot_Common.BasicQot basicQotList = 1; //股票基本行情
}
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;
}
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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 QotGetBasicQot(){
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_Basic ], // 訂閱即時報價類型
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: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
},
};
websocket.GetBasicQot(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("BasicQot: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let s2c = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(s2c);
}
})
.catch((error) => {
console.log("error:", error);
});
})
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("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
}
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- Output
BasicQot: errCode 0, retMsg , retType 0
{
"basicQotList": [{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.2,
"updateTime": "2021-09-09 16:08:17",
"highPrice": 511.5,
"openPrice": 509,
"lowPrice": 479,
"curPrice": 480,
"lastClosePrice": 524.5,
"volume": "54090872",
"turnover": 26716845932,
"turnoverRate": 0.563,
"amplitude": 6.196,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1631174897,
"secStatus": 1
}]
}
stop
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提示
- 此介面提供了一次性獲取即時數據的功能，如需持續獲取推送數據，請參考 即時報價回呼 介面
- 獲取即時數據 和 即時數據回呼 的差別，請參考 如何通過訂閱介面獲取即時行情？