GET /ticks/{ticks_symbol}
传参:
字段名 | 类型 | 是否必传 | 字段说明 |
---|---|---|---|
ticks_symbol | str | 否 |
K线标识,格式:{symbol}_{data_length} symbol (str): 指定合约代码. data_length (int): 需要获取的序列长度。每个序列最大支持请求 8000 个数据 不传默认获取所有隐性订阅过的Ticks,支持多个,多个用英文逗号分割 示例:SHFE.rb2210_5 |
响应参数(参考TqSdk官方文档: https://doc.shinnytech.com/tqsdk/latest/reference/tqsdk.objs.html#tqsdk.objs.Tick):
字段名 | 类型 | 字段说明 |
---|---|---|
datetime | int | tick从交易所发出的时间(按北京时间),自unix epoch(1970-01-01 00:00:00 GMT)以来的纳秒数 |
last_price | float | 最新价 |
average | float | 当日均价 |
highest | float | 当日最高价 |
lowest | float | 当日最低价 |
ask_price1 | float | 卖一价 |
ask_volume1 | int | 卖一量 |
bid_price1 | float | 买一价 |
bid_volume1 | int | 买一量 |
ask_price2 | float | 卖二价 |
ask_volume2 | int | 卖二量 |
bid_price2 | float | 买二价 |
bid_volume2 | int | 买二量 |
ask_price3 | float | 卖三价 |
ask_volume3 | int | 卖三量 |
bid_price3 | float | 买三价 |
bid_volume3 | int | 买三量 |
ask_price4 | float | 卖四价 |
ask_volume4 | int | 卖四量 |
bid_price4 | float | 买四价 |
bid_volume4 | int | 买四量 |
ask_price5 | float | 卖五价 |
ask_volume5 | int | 卖五量 |
bid_price5 | float | 买五价 |
bid_volume5 | int | 买五量 |
volume | int | 当日成交量 |
amount | int | 成交额 |
open_interest | int | 持仓量 |
请求示例:
curl http://127.0.0.1:8888/ticks/SHFE.rb2210_5
响应示例:
{ "code": 10000, "data": { "SHFE.rb2210_5": [{ "datetime": 1.6638587375e+18, "id": 8169903.0, "last_price": 3947.0, "average": 3952.52738, "highest": 3965.0, "lowest": 3938.0, "ask_price1": 3948.0, "ask_volume1": 50.0, "bid_price1": 3947.0, "bid_volume1": 13.0, "ask_price2": 3949.0, "ask_volume2": 24.0, "bid_price2": 3946.0, "bid_volume2": 91.0, "ask_price3": 3950.0, "ask_volume3": 33.0, "bid_price3": 3945.0, "bid_volume3": 54.0, "ask_price4": 3951.0, "ask_volume4": 79.0, "bid_price4": 3944.0, "bid_volume4": 152.0, "ask_price5": 3952.0, "ask_volume5": 21.0, "bid_price5": 3943.0, "bid_volume5": 94.0, "volume": 36012.0, "amount": 1423384160.0, "open_interest": 186695.0, "symbol": "SHFE.rb2210", "duration": 0 }, { "datetime": 1.663858738e+18, "id": 8169904.0, "last_price": 3947.0, "average": 3952.52738, "highest": 3965.0, "lowest": 3938.0, "ask_price1": 3948.0, "ask_volume1": 50.0, "bid_price1": 3947.0, "bid_volume1": 37.0, "ask_price2": 3949.0, "ask_volume2": 24.0, "bid_price2": 3946.0, "bid_volume2": 90.0, "ask_price3": 3950.0, "ask_volume3": 33.0, "bid_price3": 3945.0, "bid_volume3": 54.0, "ask_price4": 3951.0, "ask_volume4": 79.0, "bid_price4": 3944.0, "bid_volume4": 152.0, "ask_price5": 3952.0, "ask_volume5": 21.0, "bid_price5": 3943.0, "bid_volume5": 94.0, "volume": 36012.0, "amount": 1423384160.0, "open_interest": 186695.0, "symbol": "SHFE.rb2210", "duration": 0 }, { "datetime": 1.6638587385e+18, "id": 8169905.0, "last_price": 3947.0, "average": 3952.52738, "highest": 3965.0, "lowest": 3938.0, "ask_price1": 3948.0, "ask_volume1": 28.0, "bid_price1": 3947.0, "bid_volume1": 37.0, "ask_price2": 3949.0, "ask_volume2": 24.0, "bid_price2": 3946.0, "bid_volume2": 90.0, "ask_price3": 3950.0, "ask_volume3": 33.0, "bid_price3": 3945.0, "bid_volume3": 54.0, "ask_price4": 3951.0, "ask_volume4": 79.0, "bid_price4": 3944.0, "bid_volume4": 152.0, "ask_price5": 3952.0, "ask_volume5": 21.0, "bid_price5": 3943.0, "bid_volume5": 94.0, "volume": 36012.0, "amount": 1423384160.0, "open_interest": 186695.0, "symbol": "SHFE.rb2210", "duration": 0 }, { "datetime": 1.663858739e+18, "id": 8169906.0, "last_price": 3947.0, "average": 3952.52738, "highest": 3965.0, "lowest": 3938.0, "ask_price1": 3948.0, "ask_volume1": 28.0, "bid_price1": 3947.0, "bid_volume1": 37.0, "ask_price2": 3949.0, "ask_volume2": 25.0, "bid_price2": 3946.0, "bid_volume2": 90.0, "ask_price3": 3950.0, "ask_volume3": 33.0, "bid_price3": 3945.0, "bid_volume3": 54.0, "ask_price4": 3951.0, "ask_volume4": 79.0, "bid_price4": 3944.0, "bid_volume4": 152.0, "ask_price5": 3952.0, "ask_volume5": 21.0, "bid_price5": 3943.0, "bid_volume5": 94.0, "volume": 36012.0, "amount": 1423384160.0, "open_interest": 186695.0, "symbol": "SHFE.rb2210", "duration": 0 }, { "datetime": 1.6638587395e+18, "id": 8169907.0, "last_price": 3947.0, "average": 3952.52738, "highest": 3965.0, "lowest": 3938.0, "ask_price1": 3948.0, "ask_volume1": 34.0, "bid_price1": 3947.0, "bid_volume1": 30.0, "ask_price2": 3949.0, "ask_volume2": 15.0, "bid_price2": 3946.0, "bid_volume2": 87.0, "ask_price3": 3950.0, "ask_volume3": 28.0, "bid_price3": 3945.0, "bid_volume3": 47.0, "ask_price4": 3951.0, "ask_volume4": 76.0, "bid_price4": 3944.0, "bid_volume4": 148.0, "ask_price5": 3952.0, "ask_volume5": 12.0, "bid_price5": 3943.0, "bid_volume5": 83.0, "volume": 36012.0, "amount": 1423384160.0, "open_interest": 186695.0, "symbol": "SHFE.rb2210", "duration": 0 }] }, "msg": "操作成功!" }