# 获取盘前榜
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_us_pre_market_rank(sort_dir=None, count=10, offset=None, filter_list=None)
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
参数 类型 说明 sort_dir RankSortDir 排序方向,默认降序(领涨) count int 返回数量 [1, 200],默认 10 offset int 起始位置,默认 0 filter_list list[ SimpleRankFilter]筛选条件列表(多条件为 AND 关系) 输入限制
filter_list筛选条件(SimpleRankFilter):通过
SimpleRankFilter构造筛选条件:构造参数 说明 indicator_type筛选因子类型( SimpleRankIndicatorType,必填)interval_min范围最小值(闭区间,MARKET_CAP/PE 使用) interval_max范围最大值(闭区间,MARKET_CAP/PE 使用) price_filter价格筛选枚举( PriceFilter,PRICE 类型必填)
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 (all_count, DataFrame) 元组 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 pre_market_price float 盘前价 pre_market_change_ratio float 盘前涨跌幅(%) pre_market_change_amount float 盘前涨跌额 pre_market_turnover float 盘前成交额 pre_market_volume int 盘前成交量 close_price float 收盘价(上一交易日) change_ratio float 盘中涨跌幅(%) change_amount float 盘中涨跌额
- 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_us_pre_market_rank(count=2)
if ret == RET_OK:
all_count, df = data
print(f'总数据量: {all_count}')
print(df)
else:
print('error:', data)
quote_ctx.close()
2
3
4
5
6
7
8
9
10
11
12
13
- Output
总数据量: 17728
security name pre_market_price pre_market_change_ratio pre_market_change_amount pre_market_turnover pre_market_volume close_price change_ratio change_amount
0 US.ATLN Atlantic International 1.18 168.303 0.74 1.219515e+08 136776297 1.33 202.961276 0.891
1 US.BOLD Boundless Bio 2.40 71.428 1.00 6.180064e+07 25082585 2.60 85.714286 1.200
2
3
4
# Qot_GetUSPreMarketRank.proto
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
协议 ID
3410
uint GetUSPreMarketRank(Qot_GetUSPreMarketRank.Request req);
virtual void OnReply_GetUSPreMarketRank(FTAPI_Conn client, uint nSerialNo, Qot_GetUSPreMarketRank.Response rsp);
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
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;
QotGetUSPreMarketRank.C2S c2s = QotGetUSPreMarketRank.C2S.CreateBuilder()
.SetCount(3)
.Build();
QotGetUSPreMarketRank.Request req = QotGetUSPreMarketRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetUSPreMarketRank(req);
Console.Write("Send QotGetUSPreMarketRank: {0}
", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetUSPreMarketRank(FTAPI_Conn client, uint nSerialNo, QotGetUSPreMarketRank.Response rsp)
{
Console.Write("Reply: QotGetUSPreMarketRank: {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);
}
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
- Output
Send QotGetUSPreMarketRank: 3
Reply: QotGetUSPreMarketRank: 3
GetUSPreMarketRank: errCode 0, retMsg , retType 0
{
"allCount": 17711,
"dataList": [
{ "security": { "market": 11, "code": "GETY" }, "name": "Getty Images", "preMarketPrice": 1.639, "preMarketChangeRatio": 170.996 },
{ "security": { "market": 11, "code": "ADTX" }, "name": "Aditxt", "preMarketPrice": 0.020, "preMarketChangeRatio": 109.000 },
{ "security": { "market": 11, "code": "EHGO" }, "name": "君长数码", "preMarketPrice": 3.270, "preMarketChangeRatio": 81.672 }
]
}
2
3
4
5
6
7
8
9
10
11
int getUSPreMarketRank(Qot_GetUSPreMarketRank.Request req);
onReply_GetUSPreMarketRank(FTAPI_Conn client, int nSerialNo, Qot_GetUSPreMarketRank.Response rsp)
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
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;
QotGetUSPreMarketRank.C2S c2s = QotGetUSPreMarketRank.C2S.newBuilder()
.setCount(3)
.build();
QotGetUSPreMarketRank.Request req = QotGetUSPreMarketRank.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getUSPreMarketRank(req);
System.out.printf("Send QotGetUSPreMarketRank: %d
", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetUSPreMarketRank(FTAPI_Conn client, int nSerialNo, QotGetUSPreMarketRank.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetUSPreMarketRank failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetUSPreMarketRank: %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) {
}
}
}
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
- Output
Send QotGetUSPreMarketRank: 3
Receive QotGetUSPreMarketRank: {
"allCount": 17711,
"dataList": [
{ "security": { "market": 11, "code": "GETY" }, "name": "Getty Images", "preMarketPrice": 1.639, "preMarketChangeRatio": 170.996 },
{ "security": { "market": 11, "code": "ADTX" }, "name": "Aditxt", "preMarketPrice": 0.020, "preMarketChangeRatio": 109.000 },
{ "security": { "market": 11, "code": "EHGO" }, "name": "君长数码", "preMarketPrice": 3.270, "preMarketChangeRatio": 81.672 }
]
}
2
3
4
5
6
7
8
9
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
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_GetUSPreMarketRank::Request req;
Qot_GetUSPreMarketRank::C2S *c2s = req.mutable_c2s();
c2s->set_count(50);
m_GetUSPreMarketRankSerialNo = m_pQotApi->GetUSPreMarketRank(req);
}
virtual void OnReply_GetUSPreMarketRank(Futu::u32_t nSerialNo, const Qot_GetUSPreMarketRank::Response &stRsp) {
if (nSerialNo != m_GetUSPreMarketRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_GetUSPreMarketRankSerialNo = 0;
};
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dataList": [
{
"security": {
"market": 11,
"code": "NVDA"
},
"name": "NVIDIA",
"preMarketPrice": 892.0,
"preMarketChangeRatio": 1.9,
"preMarketChangeAmount": 16.6,
"closePrice": 875.4
}
],
"allCount": 50
}
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
getUSPreMarketRank(qotGetUSPreMarketRank)
介绍
协议请求与返回定义
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetUSPreMarketRank(){
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: { count: 3 },
};
websocket.GetUSPreMarketRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetUSPreMarketRank: 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);
}
QotGetUSPreMarketRank()
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
- Output
GetUSPreMarketRank: errCode 0, retMsg , retType 0
{
"allCount": 17711,
"dataList": [
{ "security": { "market": 11, "code": "GETY" }, "name": "Getty Images", "preMarketPrice": 1.639, "preMarketChangeRatio": 170.996 },
{ "security": { "market": 11, "code": "ADTX" }, "name": "Aditxt", "preMarketPrice": 0.020, "preMarketChangeRatio": 109.000 },
{ "security": { "market": 11, "code": "EHGO" }, "name": "君长数码", "preMarketPrice": 3.270, "preMarketChangeRatio": 81.672 }
]
}
2
3
4
5
6
7
8
9
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_us_pre_market_rank(sort_dir=None, count=10, offset=None, filter_list=None)
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
参数 类型 说明 sort_dir RankSortDir 排序方向,默认降序(领涨) count int 返回数量 [1, 200],默认 10 offset int 起始位置,默认 0 filter_list list[ SimpleRankFilter]筛选条件列表(多条件为 AND 关系) 输入限制
filter_list筛选条件(SimpleRankFilter):通过
SimpleRankFilter构造筛选条件:构造参数 说明 indicator_type筛选因子类型( SimpleRankIndicatorType,必填)interval_min范围最小值(闭区间,MARKET_CAP/PE 使用) interval_max范围最大值(闭区间,MARKET_CAP/PE 使用) price_filter价格筛选枚举( PriceFilter,PRICE 类型必填)
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 (all_count, DataFrame) 元组 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 pre_market_price float 盘前价 pre_market_change_ratio float 盘前涨跌幅(%) pre_market_change_amount float 盘前涨跌额 pre_market_turnover float 盘前成交额 pre_market_volume int 盘前成交量 close_price float 收盘价(上一交易日) change_ratio float 盘中涨跌幅(%) change_amount float 盘中涨跌额
- 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_us_pre_market_rank(count=2)
if ret == RET_OK:
all_count, df = data
print(f'总数据量: {all_count}')
print(df)
else:
print('error:', data)
quote_ctx.close()
2
3
4
5
6
7
8
9
10
11
12
13
- Output
总数据量: 17728
security name pre_market_price pre_market_change_ratio pre_market_change_amount pre_market_turnover pre_market_volume close_price change_ratio change_amount
0 US.ATLN Atlantic International 1.18 168.303 0.74 1.219515e+08 136776297 1.33 202.961276 0.891
1 US.BOLD Boundless Bio 2.40 71.428 1.00 6.180064e+07 25082585 2.60 85.714286 1.200
2
3
4
# Qot_GetUSPreMarketRank.proto
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
协议 ID
3410
uint GetUSPreMarketRank(Qot_GetUSPreMarketRank.Request req);
virtual void OnReply_GetUSPreMarketRank(FTAPI_Conn client, uint nSerialNo, Qot_GetUSPreMarketRank.Response rsp);
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
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;
QotGetUSPreMarketRank.C2S c2s = QotGetUSPreMarketRank.C2S.CreateBuilder()
.SetCount(3)
.Build();
QotGetUSPreMarketRank.Request req = QotGetUSPreMarketRank.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetUSPreMarketRank(req);
Console.Write("Send QotGetUSPreMarketRank: {0}
", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}
", errCode);
}
public void OnReply_GetUSPreMarketRank(MMAPI_Conn client, uint nSerialNo, QotGetUSPreMarketRank.Response rsp)
{
Console.Write("Reply: QotGetUSPreMarketRank: {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);
}
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
- Output
Send QotGetUSPreMarketRank: 3
Reply: QotGetUSPreMarketRank: 3
GetUSPreMarketRank: errCode 0, retMsg , retType 0
{
"allCount": 17711,
"dataList": [
{ "security": { "market": 11, "code": "GETY" }, "name": "Getty Images", "preMarketPrice": 1.639, "preMarketChangeRatio": 170.996 },
{ "security": { "market": 11, "code": "ADTX" }, "name": "Aditxt", "preMarketPrice": 0.020, "preMarketChangeRatio": 109.000 },
{ "security": { "market": 11, "code": "EHGO" }, "name": "君长数码", "preMarketPrice": 3.270, "preMarketChangeRatio": 81.672 }
]
}
2
3
4
5
6
7
8
9
10
11
int getUSPreMarketRank(Qot_GetUSPreMarketRank.Request req);
onReply_GetUSPreMarketRank(FTAPI_Conn client, int nSerialNo, Qot_GetUSPreMarketRank.Response rsp)
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
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;
QotGetUSPreMarketRank.C2S c2s = QotGetUSPreMarketRank.C2S.newBuilder()
.setCount(3)
.build();
QotGetUSPreMarketRank.Request req = QotGetUSPreMarketRank.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getUSPreMarketRank(req);
System.out.printf("Send QotGetUSPreMarketRank: %d
", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d
", errCode);
}
@Override
public void onReply_GetUSPreMarketRank(MMAPI_Conn client, int nSerialNo, QotGetUSPreMarketRank.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetUSPreMarketRank failed: %s
", rsp.getRetMsg());
} else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetUSPreMarketRank: %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) {
}
}
}
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
- Output
Send QotGetUSPreMarketRank: 3
Receive QotGetUSPreMarketRank: {
"allCount": 17711,
"dataList": [
{ "security": { "market": 11, "code": "GETY" }, "name": "Getty Images", "preMarketPrice": 1.639, "preMarketChangeRatio": 170.996 },
{ "security": { "market": 11, "code": "ADTX" }, "name": "Aditxt", "preMarketPrice": 0.020, "preMarketChangeRatio": 109.000 },
{ "security": { "market": 11, "code": "EHGO" }, "name": "君长数码", "preMarketPrice": 3.270, "preMarketChangeRatio": 81.672 }
]
}
2
3
4
5
6
7
8
9
介绍
获取美股盘前榜,返回盘前交易时段涨跌幅排行,包含盘前价格、涨跌幅、成交额、成交量等数据。
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
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_GetUSPreMarketRank::Request req;
Qot_GetUSPreMarketRank::C2S *c2s = req.mutable_c2s();
c2s->set_count(50);
m_GetUSPreMarketRankSerialNo = m_pQotApi->GetUSPreMarketRank(req);
}
virtual void OnReply_GetUSPreMarketRank(moomoo::u32_t nSerialNo, const Qot_GetUSPreMarketRank::Response &stRsp) {
if (nSerialNo != m_GetUSPreMarketRankSerialNo) return;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_GetUSPreMarketRankSerialNo = 0;
};
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
- Output
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"dataList": [
{
"security": {
"market": 11,
"code": "NVDA"
},
"name": "NVIDIA",
"preMarketPrice": 892.0,
"preMarketChangeRatio": 1.9,
"preMarketChangeAmount": 16.6,
"closePrice": 875.4
}
],
"allCount": 50
}
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
getUSPreMarketRank(qotGetUSPreMarketRank)
介绍
协议请求与返回定义
参数
// 排序方向
enum SortDir {
SortDir_Descending = 0; // 降序(领涨,默认)
SortDir_Ascending = 1; // 升序(领跌)
}
// 筛选条件类型
enum IndicatorType {
IndicatorType_Unknown = 0;
IndicatorType_Price = 1; // 价格筛选(枚举, 参考PriceFilter)
IndicatorType_MarketCap = 2; // 市值区间
IndicatorType_PE = 3; // 市盈率区间
}
// 价格筛选枚举
enum PriceFilter {
PriceFilter_All = 0; // 所有(默认)
PriceFilter_LessThan1 = 1; // 小于1
PriceFilter_Between1And10 = 2; // 1~10之间
PriceFilter_Between10And100 = 3; // 10~100之间
PriceFilter_GreaterThan100 = 4; // 大于100
PriceFilter_Near52WeekHigh = 5; // 接近52周最高
PriceFilter_Near52WeekLow = 6; // 接近52周最低
}
// 筛选条件
message Indicator {
required int32 indicatorType = 1; // IndicatorType
optional Qot_OptionCommon.Interval indicatorValue = 2; // 筛选区间(MarketCap/PE使用)
optional int32 priceFilter = 3; // PriceFilter, 价格筛选枚举(IndicatorType_Price时使用)
}
message C2S {
optional int32 sortDir = 1; // SortDir, 排序方向, 默认降序(领涨)
optional int32 offset = 2; // 起始位置, 默认0
optional int32 count = 3; // 返回数量 [1,200], 默认50
repeated Indicator filterList = 4; // 筛选条件(AND关系)
}
// 盘前榜数据项
message PreMarketRankItem {
required Qot_Common.Security security = 1; // 股票
optional string name = 2; // 名称
optional double preMarketPrice = 10; // 盘前价
optional double preMarketChangeRatio = 11; // 盘前涨跌幅(%)
optional double preMarketChangeAmount = 12; // 盘前涨跌额
optional double preMarketTurnover = 13; // 盘前成交额
optional int64 preMarketVolume = 14; // 盘前成交量
optional double closePrice = 15; // 收盘价(上一交易日)
optional double changeRatio = 16; // 盘中涨跌幅(%)
optional double changeAmount = 17; // 盘中涨跌额
}
message S2C {
repeated PreMarketRankItem dataList = 1; // 数据列表
optional int32 allCount = 2; // 符合条件的总数据量
}
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;
}
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
- 接口调用结果,结构参见 RetType
协议 ID
3410
Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetUSPreMarketRank(){
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: { count: 3 },
};
websocket.GetUSPreMarketRank(req)
.then((res)=>{
let { errCode, retMsg, retType, s2c } = res
console.log("GetUSPreMarketRank: 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);
}
QotGetUSPreMarketRank()
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
- Output
GetUSPreMarketRank: errCode 0, retMsg , retType 0
{
"allCount": 17711,
"dataList": [
{ "security": { "market": 11, "code": "GETY" }, "name": "Getty Images", "preMarketPrice": 1.639, "preMarketChangeRatio": 170.996 },
{ "security": { "market": 11, "code": "ADTX" }, "name": "Aditxt", "preMarketPrice": 0.020, "preMarketChangeRatio": 109.000 },
{ "security": { "market": 11, "code": "EHGO" }, "name": "君长数码", "preMarketPrice": 3.270, "preMarketChangeRatio": 81.672 }
]
}
2
3
4
5
6
7
8
9
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