longbridge__developers/docs/quote/push/trade.md

id, title, slug, sidebar_position

id	title	slug	sidebar_position
push_trade	实时成交明细推送	trade	4

已订阅的标的的实时逐笔成交明细推送。

:::info

业务指令：104

:::

数据格式

Properties

Name	Type	Description
symbol	string	标的代码，例如：AAPL.US
sequence	int64	序列号
trades	object[]	逐笔明细数据
∟ price	string	价格
∟ volume	int64	成交量
∟ timestamp	int64	成交时间
∟ trade_type	string	交易类型 可选值： * - 场外交易 D - 碎股交易 M - 非自动对盘 P - 开市前成交盘 U - 竞价交易 X - 同一券商非自动对盘 Y - 同一券商自动对盘
∟ direction	int32	交易方向 可选值： 0 - nature 1 - down 2-up
∟ trade_session	int32	交易时段，详见 TradeSession

Protobuf

message PushTrade {
  string symbol = 1;
  int64 sequence = 2;
  repeated Trade trade = 3;
}

message Trade {
  string price = 1;
  int64 volume = 2;
  int64 timestamp = 3;
  string trade_type = 4;
  int32 direction = 5;
  TradeSession trade_session = 6;
}

JSON Example

{
  "symbol": "700.HK",
  "sequence": 160808750000000,
  "trades": [
    {
      "price": "158.760",
      "volume": 1,
      "timestamp": 1651103979,
      "trade_type": "I",
      "trade_session": 2
    },
    {
      "price": "158.745",
      "volume": 1,
      "timestamp": 1651103985,
      "trade_type": "I",
      "trade_session": 2
    },
    {
      "price": "158.800",
      "volume": 1,
      "timestamp": 1651103995,
      "trade_type": "I",
      "trade_session": 2
    }
  ]
}