EasyFut

获取Tick序列(隐性订阅)

GET /ticks/{ticks_symbol}

传参:

字段名类型是否必传字段说明
ticks_symbolstr

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
datetimeinttick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_pricefloat最新价
averagefloat当日均价
highestfloat当日最高价
lowestfloat当日最低价
ask_price1float卖一价
ask_volume1int卖一量
bid_price1float买一价
bid_volume1int买一量
ask_price2float卖二价
ask_volume2int卖二量
bid_price2float买二价
bid_volume2int买二量
ask_price3float卖三价
ask_volume3int卖三量
bid_price3float买三价
bid_volume3int买三量
ask_price4float卖四价
ask_volume4int卖四量
bid_price4float买四价
bid_volume4int买四量
ask_price5float卖五价
ask_volume5int卖五量
bid_price5float买五价
bid_volume5int买五量
volumeint当日成交量
amountint成交额
open_interestint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!"
}