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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。
>_ CLI
# 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

Info

業務指令17

Request

Parameters

NameTypeRequiredDescription
symbolstring標的代碼,使用 ticker.region 格式,例如:700.HK
countint32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 &lt;iostream&gt;
#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

NameTypeDescription
symbolstring標的代碼
tradesobject[]逐筆明細數據
∟ pricestring價格
∟ volumeint64成交量
∟ timestampint64成交時間
∟ trade_typestring交易類型說明
∟ directionint32交易方向

可选值:
0 - neutral
1 - down
2 - up
∟ trade_sessionint32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
3301600無效的請求請求參數有誤或解包失敗
3301606限流降低請求頻次
7301602服務端內部錯誤請重試或聯繫技術人員處理
7301600請求標的不存在檢查請求的 symbol 是否正確
7301603標的無行情標的沒有請求的行情數據
7301604無權限沒有獲取標的行情的權限
7301607接口限制請求的數據數量超限,減少數據數量