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2022-05-13 16:23:07 +08:00

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id, title, slug, sidebar_position
id title slug sidebar_position
quote_quote 获取标的实时行情 quote 2

该接口用于获取标的的实时行情 (支持所有类型标的)。

:::info 业务指令11 :::

Request

Parameters

Name Type Required Description
symbol string[] 标的代码列表,使用 ticker.region 格式,例如:[700.HK]

校验规则:
每次请求支持传入的标的数量上限是 500

Protobuf

message MultiSecurityRequest {
  repeated string symbol = 1;
}

Request Example

# 获取标的实时行情
# https://open.longbridgeapp.com/docs/quote/pull/quote
import os
import time
from longbridge.http import Auth, Config, HttpClient
from longbridge.ws import ReadyState, WsCallback, WsClient
# Protobuf 变量定义参见https://github.com/longbridgeapp/openapi-protobufs/blob/main/quote/api.proto
from longbridge.proto.quote_pb2 import (Command, MultiSecurityRequest, SecurityQuoteResponse)

class MyWsCallback(WsCallback):
    def on_state(self, state: ReadyState):
        print(f"-> state: {state}")

auth = Auth(os.getenv("LONGBRIDGE_APP_KEY"), os.getenv("LONGBRIDGE_APP_SECRET"), access_token=os.getenv("LONGBRIDGE_ACCESS_TOKEN"))
http = HttpClient(auth, Config(base_url="https://openapi.longbridgeapp.com"))
ws = WsClient("wss://openapi-quote.longbridgeapp.com", http, MyWsCallback())

# 运行前请访问 “开发者中心“ 确保账户有正确的行情权限。
# 如没有开通行情权限,可以通过 "长桥" 手机客户端,并进入 “我的 - 我的行情 - 行情商城“ 购买开通行情权限。
req = MultiSecurityRequest(symbol=["700.HK", "AAPL.US", "TSLA.US", "NFLX.US"])
result = ws.send_request(Command.QuerySecurityQuote, req.SerializeToString())
resp = SecurityQuoteResponse()
resp.ParseFromString(result)

print(f"Security quote:\n\n {resp.secu_quote}")

Response

Response Properties

Name Type Description
secu_quote object[] 标的实时行情数据列表
∟ symbol string 标的代码
∟ last_done string 最新价
∟ prev_close string 昨收价
∟ open string 开盘价
∟ high string 最高价
∟ low string 最低价
∟ timestamp int64 最新成交的时间戳
∟ volume int64 成交量
∟ turnover string 成交额
∟ trade_status int32 标的交易状态,详见 TradeStatus
∟ pre_market_quote object 美股盘前交易行情
∟∟ last_done string 最新价
∟∟ timestamp int64 最新成交的时间戳
∟∟ volume int64 成交量
∟∟ turnover string 成交额
∟∟ high string 最高价
∟∟ low string 最低价
∟∟ prev_close string 上一个交易阶段的收盘价
∟ post_market_quote object 美股盘后交易行情
∟∟ last_done string 最新价
∟∟ timestamp int64 最新成交的时间戳
∟∟ volume int64 成交量
∟∟ turnover string 成交额
∟∟ high string 最高价
∟∟ low string 最低价
∟∟ prev_close string 上一个交易阶段的收盘价

Protobuf

message  SecurityQuoteResponse {
  repeated SecurityQuote secu_quote = 1;
}

message SecurityQuote {
  string symbol = 1;
  string last_done = 2;
  string prev_close = 3;
  string open = 4;
  string high = 5;
  string low = 6;
  int64 timestamp = 7;
  int64 volume = 8;
  string turnover = 9;
  TradeStatus trade_status = 10;
  PrePostQuote pre_market_quote = 11;
  PrePostQuote post_market_quote = 12;
}

message PrePostQuote {
  string last_done = 1;
  int64 timestamp = 2;
  int64 volume = 3;
  string turnover = 4;
  string high = 5;
  string low = 6;
  string prev_close = 7;
}

Response JSON Example

{
  "secu_quote": [
    {
      "symbol": "700.HK",
      "last_done": "338.000",
      "prev_close": "334.800",
      "open": "340.600",
      "high": "340.600",
      "low": "333.000",
      "timestamp": 1651115955,
      "volume": 7310881,
      "turnover": "2461463161.000"
    },
    {
      "symbol": "AAPL.US",
      "last_done": "156.570",
      "prev_close": "156.800",
      "open": "155.910",
      "high": "159.790",
      "low": "155.380",
      "timestamp": 1651089600,
      "volume": 88063191,
      "turnover": "13865092584.000",
      "pre_market_quote": {
        "last_done": "155.880",
        "timestamp": 1651066201,
        "volume": 1575504,
        "turnover": "246653442.000",
        "high": "158.400",
        "low": "155.100",
        "prev_close": "156.800"
      },
      "post_market_quote": {
        "last_done": "158.770",
        "timestamp": 1651103995,
        "volume": 6188441,
        "turnover": "970874184.759",
        "high": "159.400",
        "low": "156.400",
        "prev_close": "156.570"
      }
    }
  ]
}

接口限制

:::caution

  • 港股 BMP 行情,超过 20 支的港股标的将响应延迟行情。

:::

错误码

协议错误码 业务错误码 描述 排查建议
3 301600 无效的请求 请求参数有误或解包失败
3 301606 限流 降低请求频次
7 301602 服务端内部错误 请重试或联系技术人员处理
7 301607 接口限制 请求的标的数量超限,请减少单次请求标的数量