# 获取资金流向
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_capital_flow(stock_code, period_type = PeriodType.INTRADAY, start=None, end=None)
介绍
获取个股资金流向
参数
参数 类型 说明 stock_code str 股票代码 period_type PeriodType 周期类型 start str 开始时间 格式：yyyy-MM-dd
例如：“2017-06-20”end str 结束时间 格式：yyyy-MM-dd
例如：“2017-06-20”- start 和 end 的组合如下
start 类型 end 类型 说明 str str start 和 end 分别为指定的日期 None str start 为 end 往前 365 天 str None end 为 start 往后 365 天 None None end 为 当前日期，start 往前 365 天
- start 和 end 的组合如下
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回资金流向数据 str 当 ret != RET_OK，返回错误描述 - 资金流向数据格式如下：
字段 类型 说明 in_flow float 整体净流入 main_in_flow float 主力大单净流入 仅历史周期（日、周、月）有效super_in_flow float 特大单净流入 big_in_flow float 大单净流入 mid_in_flow float 中单净流入 sml_in_flow float 小单净流入 capital_flow_item_time str 开始时间 格式：yyyy-MM-dd HH:mm:ss
精确到分钟last_valid_time str 数据最后有效时间 仅实时周期有效
- 资金流向数据格式如下：
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_capital_flow("HK.00700", period_type = PeriodType.INTRADAY)
if ret == RET_OK:
print(data)
print(data['in_flow'][0]) # 取第一条的净流入的资金额度
print(data['in_flow'].values.tolist()) # 转为 list
else:
print('error:', data)
quote_ctx.close() # 结束后记得关闭当条连接，防止连接条数用尽
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- Output
last_valid_time in_flow ... main_in_flow capital_flow_item_time
0 N/A -1.857915e+08 ... -1.066828e+08 2021-06-08 00:00:00
.. ... ... ... ... ...
245 N/A 2.179240e+09 ... 2.143345e+09 2022-06-08 00:00:00
[246 rows x 8 columns]
-185791500.0
[-185791500.0, -18315000.0, -672100100.0, -714394350.0, -698391950.0, -818886750.0, 304827400.0, 73026200.0, -2078217500.0,
.. ... ... ...
2031460.0, 638067040.0, 622466600.0, -351788160.0, -328529240.0, 715415020.0, 76749700.0, 2179240320.0]
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# Qot_GetCapitalFlow.proto
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3211
uint GetCapitalFlow(QotGetCapitalFlow.Request req);
virtual void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp);
- 介绍
获取资金流向
- 参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1); //设置客户端信息
qot.SetConnCallback(this); //设置连接回调
qot.SetQotCallback(this); //设置交易回调
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.CreateBuilder()
.SetSecurity(sec)
.SetPeriodType((int)QotCommon.PeriodType.PeriodType_INTRADAY)
.Build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetCapitalFlow(req);
Console.Write("Send QotGetCapitalFlow: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetCapitalFlow(FTAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp)
{
Console.Write("Reply: QotGetCapitalFlow: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("inFlow: {0}\n", rsp.S2C.FlowItemListList[0].InFlow);
}
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=6939768707708965532
Send QotGetCapitalFlow: 3
Reply: QotGetCapitalFlow: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
flowItemList {
inFlow: 0
time: "2022-06-07 09:30:00"
timestamp: 1654565400
superInFlow: 0
bigInFlow: 0
midInFlow: 0
smlInFlow: 0
}
flowItemList {
inFlow: -48348560
time: "2022-06-07 09:31:00"
timestamp: 1654565460
superInFlow: -32509240
bigInFlow: -3675200
midInFlow: -7317740
smlInFlow: -4846380
}
flowItemList {
inFlow: -21132380
time: "2022-06-07 09:32:00"
timestamp: 1654565520
superInFlow: -32509240
bigInFlow: -4001600
midInFlow: 13582880
smlInFlow: 1795580
}
flowItemList {
inFlow: 44127520
time: "2022-06-07 09:33:00"
timestamp: 1654565580
superInFlow: -9580000
bigInFlow: 21937100
midInFlow: 19888960
smlInFlow: 11881460
}
// ...
flowItemList {
inFlow: 22462640
time: "2022-06-07 10:43:00"
timestamp: 1654569780
superInFlow: -56322820
bigInFlow: -27898060
midInFlow: 45435080
smlInFlow: 61248440
}
flowItemList {
inFlow: 15506920
time: "2022-06-07 10:44:00"
timestamp: 1654569840
superInFlow: -56322820
bigInFlow: -32338060
midInFlow: 44214740
smlInFlow: 59953060
}
lastValidTime: "2022-06-07 10:43:44"
}
inFlow: 0
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int getCapitalFlow(QotGetCapitalFlow.Request req);
void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp);
- 介绍
获取资金流向
- 参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //设置客户端信息
qot.setConnSpi(this); //设置连接回调
qot.setQotSpi(this); //设置交易回调
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getCapitalFlow(req);
System.out.printf("Send QotGetCapitalFlow: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetCapitalFlow(FTAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetCapitalFlow failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetCapitalFlow: %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 QotGetCapitalFlow: 2
Receive QotGetCapitalFlow: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [{
"inFlow": 0.0,
"time": "2022-06-08 09:30:00",
"timestamp": 1.6546518E9,
"superInFlow": 0.0,
"bigInFlow": 0.0,
"midInFlow": 0.0,
"smlInFlow": 0.0
}, {
"inFlow": -4960940.0,
"time": "2022-06-08 09:31:00",
"timestamp": 1.65465186E9,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1.004904E7,
"smlInFlow": 9945500.0
}, {
"inFlow": -3260340.0,
"time": "2022-06-08 09:32:00",
"timestamp": 1.65465192E9,
"superInFlow": -8140120.0,
"bigInFlow": -4857400.0,
"midInFlow": -7800660.0,
"smlInFlow": 1.753784E7
}, {
"inFlow": 5.715794E7,
"time": "2022-06-08 09:33:00",
"timestamp": 1.65465198E9,
"superInFlow": 3.382238E7,
"bigInFlow": 3508240.0,
"midInFlow": 337820.0,
"smlInFlow": 1.94895E7
}, {
"inFlow": 6.58145E7,
"time": "2022-06-08 09:34:00",
"timestamp": 1.65465204E9,
"superInFlow": 4.114658E7,
"bigInFlow": -1.335444E7,
"midInFlow": 1.37937E7,
"smlInFlow": 2.422866E7
}, {
"inFlow": 3.258944E7,
"time": "2022-06-08 09:35:00",
"timestamp": 1.6546521E9,
"superInFlow": 4.114658E7,
"bigInFlow": -2.083698E7,
"midInFlow": 8570020.0,
"smlInFlow": 3709820.0
},
//...
{
"inFlow": 1.4041278E9,
"time": "2022-06-08 10:46:00",
"timestamp": 1.65465636E9,
"superInFlow": 5.3349552E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4805104E8,
"smlInFlow": 1.9382104E8
}, {
"inFlow": 1.38049732E9,
"time": "2022-06-08 10:47:00",
"timestamp": 1.65465642E9,
"superInFlow": 5.1425064E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4901564E8,
"smlInFlow": 1.8847084E8
}],
"lastValidTime": "2022-06-08 10:47:25"
}
}
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Futu::u32_t GetCapitalFlow(const Qot_GetCapitalFlow::Request &stReq);
virtual void OnReply_GetCapitalFlow(Futu::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp) = 0;
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 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_GetCapitalFlow::Request req;
Qot_GetCapitalFlow::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_periodtype(Qot_Common::PeriodType::PeriodType_INTRADAY);
m_pQotApi->GetCapitalFlow(req);
cout << "GetCapitalFlow" << endl;
}
virtual void OnReply_GetCapitalFlow(Futu::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp){
cout << "OnReply_GetCapitalFlow:" << 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;
};
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
GetCapitalFlow
OnReply_GetCapitalFlow:
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [
{
"inFlow": 0,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0,
"bigInFlow": 0,
"midInFlow": 0,
"smlInFlow": 0
},
{
"inFlow": -4960940,
"time": "2022-06-08 09:31:00",
"timestamp": 1654651860,
"superInFlow": 0,
"bigInFlow": -4857400,
"midInFlow": -10049040,
"smlInFlow": 9945500
},
{
"inFlow": -3260340,
"time": "2022-06-08 09:32:00",
"timestamp": 1654651920,
"superInFlow": -8140120,
"bigInFlow": -4857400,
"midInFlow": -7800660,
"smlInFlow": 17537840
},
// ...
{
"inFlow": 1404127800,
"time": "2022-06-08 10:46:00",
"timestamp": 1654656360,
"superInFlow": 533495520,
"bigInFlow": 428760200,
"midInFlow": 248051040,
"smlInFlow": 193821040
},
{
"inFlow": 1387351340,
"time": "2022-06-08 10:47:00",
"timestamp": 1654656420,
"superInFlow": 514250640,
"bigInFlow": 428760200,
"midInFlow": 253136620,
"smlInFlow": 191203880
}
],
"lastValidTime": "2022-06-08 10:47:00"
}
}
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GetCapitalFlow(req);
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetCapitalFlow(){
const { RetType } = Common
const { PeriodType, 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) { // 登录成功
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
periodType: PeriodType.PeriodType_INTRADAY,
},
};
websocket.GetCapitalFlow(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("CapitalFlow: 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);
//关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源
//同时OpenD也限制了最多128条连接
//也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // 5秒后断开
}
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- Output
CapitalFlow: errCode 0, retMsg , retType 0
{
"flowItemList": [{
"inFlow": -4960940,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1004904.0,
"smlInFlow": 9945500.0
}, ..., {
"inFlow": 944752820,
"time": "2022-06-08 10:24:00",
"timestamp": 1654655040,
"superInFlow": 53349552.0,
"bigInFlow": 4287602.0,
"midInFlow": 24805104.0,
"smlInFlow": 19382104.0
}],
"lastValidTime": "2022-06-08 10:24:00"
}
stop
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接口限制
- 每 30 秒内最多请求 30 次获取资金流向接口。
- 仅支持正股、窝轮和基金。
- 历史周期（日、月、年）仅提供最近 1 年数据；实时周期仅提供最新一天的数据。
- 返回数据只包括盘中数据，不包含盘前盘后数据。
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_capital_flow(stock_code, period_type = PeriodType.INTRADAY, start=None, end=None)
介绍
获取个股资金流向
参数
参数 类型 说明 stock_code str 股票代码 period_type PeriodType 周期类型 start str 开始时间 格式：yyyy-MM-dd
例如：“2017-06-20”end str 结束时间 格式：yyyy-MM-dd
例如：“2017-06-20”- start 和 end 的组合如下
start 类型 end 类型 说明 str str start 和 end 分别为指定的日期 None str start 为 end 往前 365 天 str None end 为 start 往后 365 天 None None end 为 当前日期，start 往前 365 天
- start 和 end 的组合如下
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回资金流向数据 str 当 ret != RET_OK，返回错误描述 - 资金流向数据格式如下：
字段 类型 说明 in_flow float 整体净流入 main_in_flow float 主力大单净流入 仅历史周期（日、周、月）有效super_in_flow float 特大单净流入 big_in_flow float 大单净流入 mid_in_flow float 中单净流入 sml_in_flow float 小单净流入 capital_flow_item_time str 开始时间 格式：yyyy-MM-dd HH:mm:ss
精确到分钟last_valid_time str 数据最后有效时间 仅实时周期有效
- 资金流向数据格式如下：
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_capital_flow("HK.00700", period_type = PeriodType.INTRADAY)
if ret == RET_OK:
print(data)
print(data['in_flow'][0]) # 取第一条的净流入的资金额度
print(data['in_flow'].values.tolist()) # 转为 list
else:
print('error:', data)
quote_ctx.close() # 结束后记得关闭当条连接，防止连接条数用尽
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- Output
last_valid_time in_flow ... main_in_flow capital_flow_item_time
0 N/A -1.857915e+08 ... -1.066828e+08 2021-06-08 00:00:00
.. ... ... ... ... ...
245 N/A 2.179240e+09 ... 2.143345e+09 2022-06-08 00:00:00
[246 rows x 8 columns]
-185791500.0
[-185791500.0, -18315000.0, -672100100.0, -714394350.0, -698391950.0, -818886750.0, 304827400.0, 73026200.0, -2078217500.0,
.. ... ... ...
2031460.0, 638067040.0, 622466600.0, -351788160.0, -328529240.0, 715415020.0, 76749700.0, 2179240320.0]
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# Qot_GetCapitalFlow.proto
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
协议 ID
3211
uint GetCapitalFlow(QotGetCapitalFlow.Request req);
virtual void OnReply_GetCapitalFlow(MMAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp);
- 介绍
获取资金流向
- 参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1); //设置客户端信息
qot.SetConnCallback(this); //设置连接回调
qot.SetQotCallback(this); //设置交易回调
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.CreateBuilder()
.SetSecurity(sec)
.SetPeriodType((int)QotCommon.PeriodType.PeriodType_INTRADAY)
.Build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetCapitalFlow(req);
Console.Write("Send QotGetCapitalFlow: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetCapitalFlow(MMAPI_Conn client, uint nSerialNo, QotGetCapitalFlow.Response rsp)
{
Console.Write("Reply: QotGetCapitalFlow: {0} {1}\n", nSerialNo, rsp.ToString());
Console.Write("inFlow: {0}\n", rsp.S2C.FlowItemListList[0].InFlow);
}
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=6939768707708965532
Send QotGetCapitalFlow: 3
Reply: QotGetCapitalFlow: 3 retType: 0
retMsg: ""
errCode: 0
s2c {
flowItemList {
inFlow: 0
time: "2022-06-07 09:30:00"
timestamp: 1654565400
superInFlow: 0
bigInFlow: 0
midInFlow: 0
smlInFlow: 0
}
flowItemList {
inFlow: -48348560
time: "2022-06-07 09:31:00"
timestamp: 1654565460
superInFlow: -32509240
bigInFlow: -3675200
midInFlow: -7317740
smlInFlow: -4846380
}
flowItemList {
inFlow: -21132380
time: "2022-06-07 09:32:00"
timestamp: 1654565520
superInFlow: -32509240
bigInFlow: -4001600
midInFlow: 13582880
smlInFlow: 1795580
}
flowItemList {
inFlow: 44127520
time: "2022-06-07 09:33:00"
timestamp: 1654565580
superInFlow: -9580000
bigInFlow: 21937100
midInFlow: 19888960
smlInFlow: 11881460
}
// ...
flowItemList {
inFlow: 22462640
time: "2022-06-07 10:43:00"
timestamp: 1654569780
superInFlow: -56322820
bigInFlow: -27898060
midInFlow: 45435080
smlInFlow: 61248440
}
flowItemList {
inFlow: 15506920
time: "2022-06-07 10:44:00"
timestamp: 1654569840
superInFlow: -56322820
bigInFlow: -32338060
midInFlow: 44214740
smlInFlow: 59953060
}
lastValidTime: "2022-06-07 10:43:44"
}
inFlow: 0
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int getCapitalFlow(QotGetCapitalFlow.Request req);
void onReply_GetCapitalFlow(MMAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp);
- 介绍
获取资金流向
- 参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //设置客户端信息
qot.setConnSpi(this); //设置连接回调
qot.setQotSpi(this); //设置交易回调
}
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();
QotGetCapitalFlow.C2S c2s = QotGetCapitalFlow.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetCapitalFlow.Request req = QotGetCapitalFlow.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getCapitalFlow(req);
System.out.printf("Send QotGetCapitalFlow: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetCapitalFlow(MMAPI_Conn client, int nSerialNo, QotGetCapitalFlow.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetCapitalFlow failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetCapitalFlow: %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 QotGetCapitalFlow: 2
Receive QotGetCapitalFlow: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [{
"inFlow": 0.0,
"time": "2022-06-08 09:30:00",
"timestamp": 1.6546518E9,
"superInFlow": 0.0,
"bigInFlow": 0.0,
"midInFlow": 0.0,
"smlInFlow": 0.0
}, {
"inFlow": -4960940.0,
"time": "2022-06-08 09:31:00",
"timestamp": 1.65465186E9,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1.004904E7,
"smlInFlow": 9945500.0
}, {
"inFlow": -3260340.0,
"time": "2022-06-08 09:32:00",
"timestamp": 1.65465192E9,
"superInFlow": -8140120.0,
"bigInFlow": -4857400.0,
"midInFlow": -7800660.0,
"smlInFlow": 1.753784E7
}, {
"inFlow": 5.715794E7,
"time": "2022-06-08 09:33:00",
"timestamp": 1.65465198E9,
"superInFlow": 3.382238E7,
"bigInFlow": 3508240.0,
"midInFlow": 337820.0,
"smlInFlow": 1.94895E7
}, {
"inFlow": 6.58145E7,
"time": "2022-06-08 09:34:00",
"timestamp": 1.65465204E9,
"superInFlow": 4.114658E7,
"bigInFlow": -1.335444E7,
"midInFlow": 1.37937E7,
"smlInFlow": 2.422866E7
}, {
"inFlow": 3.258944E7,
"time": "2022-06-08 09:35:00",
"timestamp": 1.6546521E9,
"superInFlow": 4.114658E7,
"bigInFlow": -2.083698E7,
"midInFlow": 8570020.0,
"smlInFlow": 3709820.0
},
//...
{
"inFlow": 1.4041278E9,
"time": "2022-06-08 10:46:00",
"timestamp": 1.65465636E9,
"superInFlow": 5.3349552E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4805104E8,
"smlInFlow": 1.9382104E8
}, {
"inFlow": 1.38049732E9,
"time": "2022-06-08 10:47:00",
"timestamp": 1.65465642E9,
"superInFlow": 5.1425064E8,
"bigInFlow": 4.287602E8,
"midInFlow": 2.4901564E8,
"smlInFlow": 1.8847084E8
}],
"lastValidTime": "2022-06-08 10:47:25"
}
}
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moomoo::u32_t GetCapitalFlow(const Qot_GetCapitalFlow::Request &stReq);
virtual void OnReply_GetCapitalFlow(moomoo::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp) = 0;
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 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_GetCapitalFlow::Request req;
Qot_GetCapitalFlow::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->set_periodtype(Qot_Common::PeriodType::PeriodType_INTRADAY);
m_pQotApi->GetCapitalFlow(req);
cout << "GetCapitalFlow" << endl;
}
virtual void OnReply_GetCapitalFlow(moomoo::u32_t nSerialNo, const Qot_GetCapitalFlow::Response &stRsp){
cout << "OnReply_GetCapitalFlow:" << 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;
};
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
GetCapitalFlow
OnReply_GetCapitalFlow:
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"flowItemList": [
{
"inFlow": 0,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0,
"bigInFlow": 0,
"midInFlow": 0,
"smlInFlow": 0
},
{
"inFlow": -4960940,
"time": "2022-06-08 09:31:00",
"timestamp": 1654651860,
"superInFlow": 0,
"bigInFlow": -4857400,
"midInFlow": -10049040,
"smlInFlow": 9945500
},
{
"inFlow": -3260340,
"time": "2022-06-08 09:32:00",
"timestamp": 1654651920,
"superInFlow": -8140120,
"bigInFlow": -4857400,
"midInFlow": -7800660,
"smlInFlow": 17537840
},
// ...
{
"inFlow": 1404127800,
"time": "2022-06-08 10:46:00",
"timestamp": 1654656360,
"superInFlow": 533495520,
"bigInFlow": 428760200,
"midInFlow": 248051040,
"smlInFlow": 193821040
},
{
"inFlow": 1387351340,
"time": "2022-06-08 10:47:00",
"timestamp": 1654656420,
"superInFlow": 514250640,
"bigInFlow": 428760200,
"midInFlow": 253136620,
"smlInFlow": 191203880
}
],
"lastValidTime": "2022-06-08 10:47:00"
}
}
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GetCapitalFlow(req);
介绍
获取资金流向
参数
message C2S
{
required Qot_Common.Security security = 1; //股票
optional int32 periodType = 2; // Qot_Common.PeriodType 周期类型
optional string beginTime = 3; // 开始时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
optional string endTime = 4; // 结束时间（格式：yyyy-MM-dd），仅周期类型不为实时有效
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 周期类型参见 PeriodType
- 返回
message CapitalFlowItem
{
required double inFlow = 1; // 整体净流入
optional string time = 2; //开始时间字符串,以分钟为单位
optional double timestamp = 3; //开始时间戳
optional double mainInFlow = 4; // 主力大单净流入，仅周期类型不为实时有效
optional double superInFlow = 5; // 特大单净流入
optional double bigInFlow = 6; // 大单净流入
optional double midInFlow = 7; // 中单净流入
optional double smlInFlow = 8; // 小单净流入
}
message S2C
{
repeated CapitalFlowItem flowItemList = 1; //资金流向
optional string lastValidTime = 2; //数据最后有效时间字符串
optional double lastValidTimestamp = 3; //数据最后有效时间戳
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回结果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "fmoomoo-api/proto";
import beautify from "js-beautify";
function QotGetCapitalFlow(){
const { RetType } = Common
const { PeriodType, 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) { // 登录成功
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
periodType: PeriodType.PeriodType_INTRADAY,
},
};
websocket.GetCapitalFlow(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("CapitalFlow: 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);
//关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源
//同时OpenD也限制了最多128条连接
//也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // 5秒后断开
}
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- Output
CapitalFlow: errCode 0, retMsg , retType 0
{
"flowItemList": [{
"inFlow": -4960940,
"time": "2022-06-08 09:30:00",
"timestamp": 1654651800,
"superInFlow": 0.0,
"bigInFlow": -4857400.0,
"midInFlow": -1004904.0,
"smlInFlow": 9945500.0
}, ..., {
"inFlow": 944752820,
"time": "2022-06-08 10:24:00",
"timestamp": 1654655040,
"superInFlow": 53349552.0,
"bigInFlow": 4287602.0,
"midInFlow": 24805104.0,
"smlInFlow": 19382104.0
}],
"lastValidTime": "2022-06-08 10:24:00"
}
stop
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接口限制
- 每 30 秒内最多请求 30 次获取资金流向接口。
- 仅支持正股、窝轮和基金。
- 历史周期（日、月、年）仅提供最近 1 年数据；实时周期仅提供最新一天的数据。
- 返回数据只包括盘中数据，不包含盘前盘后数据。