# 获取机构持仓变动
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_institution_holding_change(market, institution_id, change_type=None, sort_field=None, sort_dir=None, count=None, page=None)
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
参数 类型 说明 market Market 市场类型（HK/US）（必填） institution_id int 机构 ID（必填） change_type InstitutionHoldingChangeType 变动类型，默认建仓 sort_field InstitutionHoldingChangeSortField 排序字段，默认变动比例 sort_dir RankSortDir 排序方向，默认降序 count int 返回数量 [1, 200]，默认 20 page str 翻页游标 返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回数据 str 当 ret != RET_OK，返回错误描述 - 数据格式如下：
字段 类型 说明 security str 股票代码（如 'US.AAPL'）name str 股票名称 portfolio_pct float 持股比例（%） change_shares int 变动股数 change_pct float 变动比例（%） holding_date int 持仓时间（时间戳） source str 披露来源
- 数据格式如下：
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 先获取机构ID
ret, data, _, _ = quote_ctx.get_institution_list(market=Market.US, count=1)
if ret == RET_OK and len(data) > 0:
inst_id = data.iloc[0]['institution_id']
# 查询持仓变动
ret, data, next_page, all_count = quote_ctx.get_institution_holding_change(
market=Market.US, institution_id=inst_id, count=2)
if ret == RET_OK:
print(f'总数据量: {all_count}')
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
总数据量: 87
security name portfolio_pct change_shares change_pct holding_date source
0 US.YSS York Space Systems 14.6594 19012439 14.6594 2026-03-30 13F
1 US.VSNT Versant Media 12.2661 17356403 12.2661 2026-03-30 13F
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# Qot_GetInstitutionHoldingChange.proto
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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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协议 ID
3421
uint GetInstitutionHoldingChange(Qot_GetInstitutionHoldingChange.Request req);
virtual void OnReply_GetInstitutionHoldingChange(FTAPI_Conn client, uint nSerialNo, Qot_GetInstitutionHoldingChange.Response rsp);
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
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); //设置行情回调
}
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}
", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotGetInstitutionHoldingChange.C2S c2s = QotGetInstitutionHoldingChange.C2S.CreateBuilder()
.SetMarket(11)
.SetInstitutionId(403413)
.SetCount(3)
.Build();
QotGetInstitutionHoldingChange.Request req = QotGetInstitutionHoldingChange.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetInstitutionHoldingChange(req);
Console.Write("Send QotGetInstitutionHoldingChange: {0}
", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetInstitutionHoldingChange(FTAPI_Conn client, uint nSerialNo, QotGetInstitutionHoldingChange.Response rsp)
{
Console.Write("Reply: QotGetInstitutionHoldingChange: {0}
", nSerialNo);
if (rsp.RetType == 0 && rsp.HasS2C)
Console.Write("{0}
", rsp.ToString());
}
public static void Main(String[] args) {
FTAPI.Init();
Program program = new Program();
program.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Send QotGetInstitutionHoldingChange: 3
Reply: QotGetInstitutionHoldingChange: 3
GetInstitutionHoldingChange: errCode 0, retMsg , retType 0
{
"allCount": 87,
"dataList": [
{ "security": { "market": 11, "code": "YSS" }, "name": "York Space Systems", "changeShares": 19012439, "changePct": 14.6594 },
{ "security": { "market": 11, "code": "VSNT" }, "name": "Versant Media", "changeShares": 17356403, "changePct": 12.2661 },
{ "security": { "market": 11, "code": "RNA" }, "name": "Atrium Therapeutics", "changeShares": 1205277, "changePct": 7.0460 }
]
}
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int getInstitutionHoldingChange(Qot_GetInstitutionHoldingChange.Request req);
onReply_GetInstitutionHoldingChange(FTAPI_Conn client, int nSerialNo, Qot_GetInstitutionHoldingChange.Response rsp)
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
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); //设置行情回调
}
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=%d desc=%s connID=%d
", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotGetInstitutionHoldingChange.C2S c2s = QotGetInstitutionHoldingChange.C2S.newBuilder()
.setMarket(11)
.setInstitutionId(403413)
.setCount(3)
.build();
QotGetInstitutionHoldingChange.Request req = QotGetInstitutionHoldingChange.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getInstitutionHoldingChange(req);
System.out.printf("Send QotGetInstitutionHoldingChange: %d
", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetInstitutionHoldingChange(FTAPI_Conn client, int nSerialNo, QotGetInstitutionHoldingChange.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetInstitutionHoldingChange failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetInstitutionHoldingChange: %s
", 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 QotGetInstitutionHoldingChange: 3
Receive QotGetInstitutionHoldingChange: {
"allCount": 87,
"dataList": [
{ "security": { "market": 11, "code": "YSS" }, "name": "York Space Systems", "changeShares": 19012439, "changePct": 14.6594 },
{ "security": { "market": 11, "code": "VSNT" }, "name": "Versant Media", "changeShares": 17356403, "changePct": 12.2661 },
{ "security": { "market": 11, "code": "RNA" }, "name": "Atrium Therapeutics", "changeShares": 1205277, "changePct": 7.0460 }
]
}
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`Futu::u32_t GetInstitutionHoldingChange(const Qot_GetInstitutionHoldingChange::Request &stReq);`
`virtual void OnReply_GetInstitutionHoldingChange(Futu::u32_t nSerialNo, const Qot_GetInstitutionHoldingChange::Response &stRsp) = 0;`
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
Example
class Program : public FTSPI_Qot, 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) {
Qot_GetInstitutionHoldingChange::Request req;
Qot_GetInstitutionHoldingChange::C2S *c2s = req.mutable_c2s();
c2s->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
c2s->set_institutionid(1001); // example institution ID, obtain from GetInstitutionList
c2s->set_count(20);
m_GetInstitutionHoldingChangeSerialNo = m_pQotApi->GetInstitutionHoldingChange(req);
}
virtual void OnReply_GetInstitutionHoldingChange(Futu::u32_t nSerialNo, const Qot_GetInstitutionHoldingChange::Response &stRsp) {
if (nSerialNo != m_GetInstitutionHoldingChangeSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetInstitutionHoldingChangeSerialNo = 0;
};
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- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dataList": [
{
"security": {
"market": 11,
"code": "AAPL"
},
"name": "Apple",
"portfolioPct": 5.2,
"changeShares": 1000000,
"changePct": 2.5,
"holdingDate": "2024-03-31"
}
],
"allCount": 20
}
}
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getInstitutionHoldingChange(qotGetInstitutionHoldingChange)
介绍
协议请求与返回定义
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetInstitutionHoldingChange(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, "xxxxxx"];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: { market: 11, institutionId: 403413, count: 3 },
};
websocket.GetInstitutionHoldingChange(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetInstitutionHoldingChange: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetInstitutionHoldingChange()
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- Output
GetInstitutionHoldingChange: errCode 0, retMsg , retType 0
{
"allCount": 87,
"dataList": [
{ "security": { "market": 11, "code": "YSS" }, "name": "York Space Systems", "changeShares": 19012439, "changePct": 14.6594 },
{ "security": { "market": 11, "code": "VSNT" }, "name": "Versant Media", "changeShares": 17356403, "changePct": 12.2661 },
{ "security": { "market": 11, "code": "RNA" }, "name": "Atrium Therapeutics", "changeShares": 1205277, "changePct": 7.0460 }
]
}
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接口限制
- 30 秒内最多 60 次请求
- 分页请求仅首页计入限频统计
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_institution_holding_change(market, institution_id, change_type=None, sort_field=None, sort_dir=None, count=None, page=None)
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
参数 类型 说明 market Market 市场类型（HK/US）（必填） institution_id int 机构 ID（必填） change_type InstitutionHoldingChangeType 变动类型，默认建仓 sort_field InstitutionHoldingChangeSortField 排序字段，默认变动比例 sort_dir RankSortDir 排序方向，默认降序 count int 返回数量 [1, 200]，默认 20 page str 翻页游标 返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回数据 str 当 ret != RET_OK，返回错误描述 - 数据格式如下：
字段 类型 说明 security str 股票代码（如 'US.AAPL'）name str 股票名称 portfolio_pct float 持股比例（%） change_shares int 变动股数 change_pct float 变动比例（%） holding_date int 持仓时间（时间戳） source str 披露来源
- 数据格式如下：
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 先获取机构ID
ret, data, _, _ = quote_ctx.get_institution_list(market=Market.US, count=1)
if ret == RET_OK and len(data) > 0:
inst_id = data.iloc[0]['institution_id']
# 查询持仓变动
ret, data, next_page, all_count = quote_ctx.get_institution_holding_change(
market=Market.US, institution_id=inst_id, count=2)
if ret == RET_OK:
print(f'总数据量: {all_count}')
print(data)
else:
print('error:', data)
quote_ctx.close()
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- Output
总数据量: 87
security name portfolio_pct change_shares change_pct holding_date source
0 US.YSS York Space Systems 14.6594 19012439 14.6594 2026-03-30 13F
1 US.VSNT Versant Media 12.2661 17356403 12.2661 2026-03-30 13F
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# Qot_GetInstitutionHoldingChange.proto
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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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协议 ID
3421
uint GetInstitutionHoldingChange(Qot_GetInstitutionHoldingChange.Request req);
virtual void OnReply_GetInstitutionHoldingChange(FTAPI_Conn client, uint nSerialNo, Qot_GetInstitutionHoldingChange.Response rsp);
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
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); //设置行情回调
}
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}
", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotGetInstitutionHoldingChange.C2S c2s = QotGetInstitutionHoldingChange.C2S.CreateBuilder()
.SetMarket(11)
.SetInstitutionId(403413)
.SetCount(3)
.Build();
QotGetInstitutionHoldingChange.Request req = QotGetInstitutionHoldingChange.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetInstitutionHoldingChange(req);
Console.Write("Send QotGetInstitutionHoldingChange: {0}
", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetInstitutionHoldingChange(MMAPI_Conn client, uint nSerialNo, QotGetInstitutionHoldingChange.Response rsp)
{
Console.Write("Reply: QotGetInstitutionHoldingChange: {0}
", nSerialNo);
if (rsp.RetType == 0 && rsp.HasS2C)
Console.Write("{0}
", rsp.ToString());
}
public static void Main(String[] args) {
MMAPI.Init();
Program program = new Program();
program.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Send QotGetInstitutionHoldingChange: 3
Reply: QotGetInstitutionHoldingChange: 3
GetInstitutionHoldingChange: errCode 0, retMsg , retType 0
{
"allCount": 87,
"dataList": [
{ "security": { "market": 11, "code": "YSS" }, "name": "York Space Systems", "changeShares": 19012439, "changePct": 14.6594 },
{ "security": { "market": 11, "code": "VSNT" }, "name": "Versant Media", "changeShares": 17356403, "changePct": 12.2661 },
{ "security": { "market": 11, "code": "RNA" }, "name": "Atrium Therapeutics", "changeShares": 1205277, "changePct": 7.0460 }
]
}
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int getInstitutionHoldingChange(Qot_GetInstitutionHoldingChange.Request req);
onReply_GetInstitutionHoldingChange(FTAPI_Conn client, int nSerialNo, Qot_GetInstitutionHoldingChange.Response rsp)
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
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); //设置行情回调
}
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=%d desc=%s connID=%d
", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotGetInstitutionHoldingChange.C2S c2s = QotGetInstitutionHoldingChange.C2S.newBuilder()
.setMarket(11)
.setInstitutionId(403413)
.setCount(3)
.build();
QotGetInstitutionHoldingChange.Request req = QotGetInstitutionHoldingChange.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getInstitutionHoldingChange(req);
System.out.printf("Send QotGetInstitutionHoldingChange: %d
", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetInstitutionHoldingChange(MMAPI_Conn client, int nSerialNo, QotGetInstitutionHoldingChange.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetInstitutionHoldingChange failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetInstitutionHoldingChange: %s
", 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 QotGetInstitutionHoldingChange: 3
Receive QotGetInstitutionHoldingChange: {
"allCount": 87,
"dataList": [
{ "security": { "market": 11, "code": "YSS" }, "name": "York Space Systems", "changeShares": 19012439, "changePct": 14.6594 },
{ "security": { "market": 11, "code": "VSNT" }, "name": "Versant Media", "changeShares": 17356403, "changePct": 12.2661 },
{ "security": { "market": 11, "code": "RNA" }, "name": "Atrium Therapeutics", "changeShares": 1205277, "changePct": 7.0460 }
]
}
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`moomoo::u32_t GetInstitutionHoldingChange(const Qot_GetInstitutionHoldingChange::Request &stReq);`
`virtual void OnReply_GetInstitutionHoldingChange(moomoo::u32_t nSerialNo, const Qot_GetInstitutionHoldingChange::Response &stRsp) = 0;`
介绍
获取机构持仓变动，返回指定机构按变动类型（建仓/清仓/增仓/减仓）筛选的持仓变动记录，支持排序和游标翻页。
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
Example
class Program : public MMSPI_Qot, 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) {
Qot_GetInstitutionHoldingChange::Request req;
Qot_GetInstitutionHoldingChange::C2S *c2s = req.mutable_c2s();
c2s->set_market(Qot_Common::QotMarket::QotMarket_US_Security);
c2s->set_institutionid(1001); // example institution ID, obtain from GetInstitutionList
c2s->set_count(20);
m_GetInstitutionHoldingChangeSerialNo = m_pQotApi->GetInstitutionHoldingChange(req);
}
virtual void OnReply_GetInstitutionHoldingChange(moomoo::u32_t nSerialNo, const Qot_GetInstitutionHoldingChange::Response &stRsp) {
if (nSerialNo != m_GetInstitutionHoldingChangeSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetInstitutionHoldingChangeSerialNo = 0;
};
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- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dataList": [
{
"security": {
"market": 11,
"code": "AAPL"
},
"name": "Apple",
"portfolioPct": 5.2,
"changeShares": 1000000,
"changePct": 2.5,
"holdingDate": "2024-03-31"
}
],
"allCount": 20
}
}
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getInstitutionHoldingChange(qotGetInstitutionHoldingChange)
介绍
协议请求与返回定义
参数
// 持仓变动类型
enum HoldingChangeType {
HoldingChangeType_Unknown = 0;
HoldingChangeType_New = 1; // 建仓
HoldingChangeType_SoldOut = 2; // 清仓
HoldingChangeType_Increase = 3; // 增仓
HoldingChangeType_Decrease = 4; // 减仓
}
// 排序字段
enum SortField {
SortField_Unknown = 0; // 默认(变动比例)
SortField_ChangePct = 1; // 变动比例
SortField_ChangeShares = 2; // 变动股数
SortField_HoldingDate = 3; // 持仓时间
}
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(默认)
SortDir_Ascending = 1; // 升序
}
message C2S {
required int32 market = 1; // Qot_Common.QotMarket
required int32 institutionId = 2; // 机构ID
optional int32 changeType = 3; // HoldingChangeType, 默认建仓
optional int32 sortField = 4; // SortField
optional int32 sortDir = 5; // SortDir
optional int32 count = 6; // 条数 [1,200], 默认20
optional string page = 7; // 翻页游标, 首次不传
}
// 持仓变动数据项
message HoldingChangeItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double portfolioPct = 3; // 持股比例(%)
optional int64 changeShares = 4; // 变动股数
optional double changePct = 5; // 变动比例(%)
optional string holdingDate = 6; // 持仓时间(yyyy-MM-dd)
optional string source = 7; // 披露来源
}
message S2C {
repeated HoldingChangeItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 总数
optional string nextPage = 3; // 下一页游标, 空=无更多
}
message Request {
required C2S c2s = 1;
}
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
3421
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetInstitutionHoldingChange(){
const { RetType } = Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, "xxxxxx"];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: { market: 11, institutionId: 403413, count: 3 },
};
websocket.GetInstitutionHoldingChange(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetInstitutionHoldingChange: 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("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{ websocket.stop(); process.exit(); }, 5000);
}
QotGetInstitutionHoldingChange()
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- Output
GetInstitutionHoldingChange: errCode 0, retMsg , retType 0
{
"allCount": 87,
"dataList": [
{ "security": { "market": 11, "code": "YSS" }, "name": "York Space Systems", "changeShares": 19012439, "changePct": 14.6594 },
{ "security": { "market": 11, "code": "VSNT" }, "name": "Versant Media", "changeShares": 17356403, "changePct": 12.2661 },
{ "security": { "market": 11, "code": "RNA" }, "name": "Atrium Therapeutics", "changeShares": 1205277, "changePct": 7.0460 }
]
}
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接口限制
- 30 秒内最多 60 次请求
- 分页请求仅首页计入限频统计
← 获取机构持仓行业分布 获取机构持股列表 →