逐筆明細
該接口用於獲取標的的成交明細數據。
行情權限要求免費
- 美股:預設免費贈送 US LV1 實時行情(近 1000 筆,含盤前、盤中、盤後、夜盤全時段)。
- 港股:預設贈送 LV1 實時行情(近 1000 筆)。
- 美股期權:預設無權限,需購買「OPRA 美股期權行情 (OpenAPI)」行情卡,最多可獲取近 1000 筆。
# Tesla 最新逐筆成交
longbridge trades TSLA.US
# Apple 最新逐筆成交
longbridge trades AAPL.US
# NVDA 最新逐筆成交
longbridge trades NVDA.US
SDK Links
Python |
Rust |
Go |
Node.js |
Java |
C++ |
Info
業務指令:17
Request
Parameters
| Name | Type | Required | Description |
|---|---|---|---|
| symbol | string | 是 | 標的代碼,使用 ticker.region 格式,例如:700.HK |
| count | int32 | 是 | 請求的逐筆明細數量 校驗規則: 請求數量最大為 1000 |
Protobuf
message SecurityTradeRequest {
string symbol = 1;
int32 count = 2;
}
Request Example
from longbridge.openapi import QuoteContext, Config, OAuthBuilder
oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)
resp = ctx.trades("700.HK", 10)
print(resp)import asyncio
from longbridge.openapi import AsyncQuoteContext, Config, OAuthBuilder
async def main() -> None:
oauth = await OAuthBuilder("your-client-id").build_async(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = AsyncQuoteContext.create(config)
resp = await ctx.trades("700.HK", 10)
print(resp)
if __name__ == "__main__":
asyncio.run(main())const { Config, QuoteContext, OAuth } = require('longbridge')
async function main() {
const oauth = await OAuth.build("your-client-id", (_, url) => { console.log("Open this URL to authorize: " + url) })
const config = Config.fromOAuth(oauth)
const ctx = QuoteContext.new(config)
const resp = await ctx.trades("700.HK", 10)
console.log(resp)
}
main().catch(console.error)import com.longbridge.*;
import com.longbridge.quote.*;
class Main {
public static void main(String[] args) throws Exception {
try (OAuth oauth = new OAuthBuilder("your-client-id").build(url -> System.out.println("Open to authorize: " + url)).get();
Config config = Config.fromOAuth(oauth);
QuoteContext ctx = QuoteContext.create(config)) {
Trade[] resp = ctx.getTrades("700.HK", 10).get();
for (Trade t : resp) System.out.println(t);
}
}
}use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config};
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let oauth = OAuthBuilder::new("your-client-id").build(|url| println!("Open this URL to authorize: {url}")).await?;
let config = Arc::new(Config::from_oauth(oauth));
let (ctx, _) = QuoteContext::new(config);
let resp = ctx.trades("700.HK", 10).await?;
println!("{:?}", resp);
Ok(())
}#include <iostream>
#include <longbridge.hpp>
#ifdef WIN32
#include <windows.h>
#endif
using namespace longbridge;
using namespace longbridge::quote;
static void
run(const OAuth& oauth)
{
Config config = Config::from_oauth(oauth);
QuoteContext ctx = QuoteContext::create(config);
ctx.trades("700.HK", 10, [](auto res) {
if (!res) { std::cout << "failed: " << *res.status().message() << std::endl; return; }
for (const auto& t : *res) std::cout << t.price << std::endl;
});
}
int main(int argc, char const* argv[]) {
#ifdef WIN32
SetConsoleOutputCP(CP_UTF8);
#endif
const std::string client_id = "your-client-id";
OAuthBuilder(client_id).build(
[](const std::string& url) {
std::cout << "Open this URL to authorize: " << url << std::endl;
},
[](auto res) {
if (!res) {
std::cout << "authorization failed: " << *res.status().message() << std::endl;
return;
}
run(*res);
});
std::cin.get();
return 0;
}package main
import (
"context"
"fmt"
"log"
"github.com/longbridge/openapi-go/config"
"github.com/longbridge/openapi-go/oauth"
"github.com/longbridge/openapi-go/quote"
)
func main() {
o := oauth.New("your-client-id").
OnOpenURL(func(url string) { fmt.Println("Open this URL to authorize:", url) })
if err := o.Build(context.Background()); err != nil {
log.Fatal(err)
}
conf, err := config.New(config.WithOAuthClient(o))
if err != nil {
log.Fatal(err)
}
qctx, err := quote.NewFromCfg(conf)
if err != nil {
log.Fatal(err)
}
defer qctx.Close()
trades, err := qctx.Trades(context.Background(), "700.HK", 10)
if err != nil {
log.Fatal(err)
}
for _, t := range trades {
fmt.Println(t.Price, t.Volume)
}
}Response
Response Properties
| Name | Type | Description |
|---|---|---|
| symbol | string | 標的代碼 |
| trades | object[] | 逐筆明細數據 |
| ∟ price | string | 價格 |
| ∟ volume | int64 | 成交量 |
| ∟ timestamp | int64 | 成交時間 |
| ∟ trade_type | string | 交易類型說明 |
| ∟ direction | int32 | 交易方向 可选值: 0 - neutral1 - down2 - up |
| ∟ trade_session | int32 | 交易時段,詳見 TradeSession |
交易類型
港股
*- 場外交易D- 碎股交易M- 非自動對盤P- 開市前成交盤U- 競價交易X- 同一券商非自動對盤Y- 同一券商自動對盤- 自動對盤
美股
- 自動對盤A- 收購B- 批量交易D- 分配F- 跨市掃盤單G- 批量賣出H- 離價交易I- 碎股交易K- 第 155 條交易(紐交所規則)M- 交易所收盤價P- 前參考價Q- 交易所開盤價S- 拆單交易V- 附屬交易W- 平均價成交X- 跨市場交易1- 停售股票(常規交易)
Protobuf
message SecurityTradeResponse {
string symbol = 1;
repeated Trade trades = 2;
}
message Trade {
string price = 1;
int64 volume = 2;
int64 timestamp = 3;
string trade_type = 4;
int32 direction = 5;
TradeSession trade_session = 6;
}
Response JSON Example
{
"symbol": "AAPL.US",
"trades": [
{
"price": "158.760",
"volume": 1,
"timestamp": 1651103979,
"trade_type": "I",
"direction": 0,
"trade_session": 2
},
{
"price": "158.745",
"volume": 1,
"timestamp": 1651103985,
"trade_type": "I",
"direction": 0,
"trade_session": 2
},
{
"price": "158.800",
"volume": 1,
"timestamp": 1651103995,
"trade_type": "I",
"direction": 0,
"trade_session": 2
}
]
}
錯誤碼
| 協議錯誤碼 | 業務錯誤碼 | 描述 | 排查建議 |
|---|---|---|---|
| 3 | 301600 | 無效的請求 | 請求參數有誤或解包失敗 |
| 3 | 301606 | 限流 | 降低請求頻次 |
| 7 | 301602 | 服務端內部錯誤 | 請重試或聯繫技術人員處理 |
| 7 | 301600 | 請求標的不存在 | 檢查請求的 symbol 是否正確 |
| 7 | 301603 | 標的無行情 | 標的沒有請求的行情數據 |
| 7 | 301604 | 無權限 | 沒有獲取標的行情的權限 |
| 7 | 301607 | 接口限制 | 請求的數據數量超限,減少數據數量 |