行情订阅
大约 20 分钟
订阅行情
subscribeQuote(Set<String> symbols)
取消方法cancelSubscribeQuote(Set<String> symbols)
说明
订阅API，提供了股票行情数据订阅服务，可以实时获取行情的变化信息。 行情订阅推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为基本行情QuoteBasicData对象，最优报价QuoteBBOData对象。
输入参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| symbols | Set<String> | Yes | 股票代码列表 |
股票symbol格式： 如：AAPL, 00700
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
回调接口
void quoteChange(QuoteBasicData data)void quoteAskBidChange(QuoteBBOData data)
示例
定义回调接口，订阅成功后，会在该回调类的对应接口中接收到数据。
package com.tigerbrokers.stock.openapi.demo;
import com.tigerbrokers.stock.openapi.client.socket.ApiComposeCallback;
import com.tigerbrokers.stock.openapi.client.socket.data.TradeTick;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.AssetData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.KlineData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OptionTopData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderStatusData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderTransactionData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.PositionData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteBBOData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteBasicData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteDepthData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.StockTopData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.TickData;
import com.tigerbrokers.stock.openapi.client.struct.SubscribedSymbol;
import com.tigerbrokers.stock.openapi.client.util.ApiLogger;
import com.tigerbrokers.stock.openapi.client.util.ProtoMessageUtil;
public class DefaultApiComposeCallback implements ApiComposeCallback {
/*股票基本行情回调*/
@Override
public void quoteChange(QuoteBasicData data) {
ApiLogger.info("quoteChange:" + ProtoMessageUtil.toJson(data));
}
/*股票最优买卖价行情回调*/
@Override
public void quoteAskBidChange(QuoteBBOData data) {
ApiLogger.info("quoteAskBidChange:" + ProtoMessageUtil.toJson(data));
}
/*期权行情回调*/
@Override
public void optionChange(QuoteBasicData data) {
ApiLogger.info("optionChange:" + ProtoMessageUtil.toJson(data));
}
/*期权最优买卖价行情回调*/
@Override
public void optionAskBidChange(QuoteBBOData data) {
ApiLogger.info("optionAskBidChange:" + ProtoMessageUtil.toJson(data));
}
/*期货行情回调*/
@Override
public void futureChange(QuoteBasicData data) {
ApiLogger.info("futureChange:" + ProtoMessageUtil.toJson(data));
}
/*期货最优买卖价行情回调*/
@Override
public void futureAskBidChange(QuoteBBOData data) {
ApiLogger.info("futureAskBidChange:" + ProtoMessageUtil.toJson(data));
}
/*深度行情回调*/
@Override
public void depthQuoteChange(QuoteDepthData data) {
ApiLogger.info("depthQuoteChange:" + ProtoMessageUtil.toJson(data));
}
/*逐笔成交行情回调*/
@Override
public void tradeTickChange(TradeTick data) {
ApiLogger.info("tradeTickChange:" + JacksonUtil.writeValueAsString(data));
}
/*全量逐笔成交行情回调*/
@Override
public void fullTickChange(TickData data) {
ApiLogger.info("fullTickChange:" + ProtoMessageUtil.toJson(data));
}
/*分钟K线数据回调*/
@Override
public void klineChange(KlineData data) {
ApiLogger.info("klineChange:" + ProtoMessageUtil.toJson(data));
}
/**股票行情榜单数据推送*/
@Override
public void stockTopPush(StockTopData data) {
ApiLogger.info("stockTopPush, market:" + data.getMarket());
for (StockTopData.TopData topData : data.getTopDataList()) {
ApiLogger.info("stockTopPush, targetName:" + topData.getTargetName()
+ ", topList:" + ProtoMessageUtil.toJson(topData));
}
}
/**期权行情榜单数据推送*/
@Override
public void optionTopPush(OptionTopData data) {
ApiLogger.info("optionTopPush, market:" + data.getMarket());
for (OptionTopData.TopData topData : data.getTopDataList()) {
ApiLogger.info("optionTopPush, targetName:" + topData.getTargetName()
+ ", topList:" + ProtoMessageUtil.toJson(topData));
}
}
/*订阅成功回调*/
@Override
public void subscribeEnd(int id, String subject, String result) {
ApiLogger.info("subscribe " + subject + " end. id:" + id + ", " + result);
}
/*取消订阅回调*/
@Override
public void cancelSubscribeEnd(int id, String subject, String result) {
ApiLogger.info("cancel subscribe " + subject + " end. id:" + id + ", " + result);
}
/*查询已订阅symbol回调*/
@Override
public void getSubscribedSymbolEnd(SubscribedSymbol subscribedSymbol) {
ApiLogger.info("getSubscribedSymbolEnd:" + JSONObject.toJSONString(subscribedSymbol));
}
}
进行订阅
public class WebSocketDemo {
//实际订阅时需要填充tigerId和privateKey，并实现ApiComposeCallback接口，示例里面为DefaultApiComposeCallback
private static ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG;
private static WebSocketClient client;
static {
//从开发者信息页面导出的配置文件tiger_openapi_config.properties、tiger_openapi_token.properties存放路径
clientConfig.configFilePath = "/data/tiger_config";
// clientConfig.secretKey = "xxxxxx";// institutional trader private key
client = WebSocketClient.getInstance().clientConfig(clientConfig).apiComposeCallback(new DefaultApiComposeCallback());
}
public static void subscribe() {
client.connect();
Set<String> symbols = new HashSet<>();
//股票订阅
symbols.add("AAPL");
symbols.add("SPY");
//订阅相关symbol
client.subscribeQuote(symbols);
//订阅深度数据（只支持股票）
client.subscribeDepthQuote(symbols);
//查询订阅详情
client.getSubscribedSymbols();
//等待接收数据
TimeUnit.SECONDS.sleep(60000);
//取消订阅
client.cancelSubscribeQuote(symbols);
client.cancelSubscribeDepthQuote(symbols);
//取消全部标的（股票，期权，期货）的行情订阅
client.cancelSubscribeQuote(new HashSet<>());
//取消全部标的（股票，期货）的深度行情订阅
client.cancelSubscribeDepthQuote(new HashSet<>());
//取消全部标的（股票，期货）的逐笔行情订阅
client.cancelSubscribeTradeTick(new HashSet<>());
//注意：主动断开连接时会清除所有的订阅数据
//client.disconnect();
}
}
返回数据
股票行情回调数据全部字段参考：行情推送数据
CAUTION
股票行情回调数据有两种类型：基本行情QuoteBasicData，最优报价QuoteBBOData，两种类型数据返回的字段不一样 。
港股股票行情数据示例：
{
"symbol":"00700",
"type":"BASIC",
"timestamp":"1684721758123",
"serverTimestamp":"1684721758228",
"avgPrice":330.493,
"latestPrice":332.2,
"latestPriceTimestamp":"1684721758103",
"latestTime":"05-22 10:15:58",
"preClose":333.2,
"volume":"4400026",
"amount":1454057948,
"open":331.8,
"high":334.2,
"low":328.2,
"marketStatus":"Trading",
"mi":{
"p":332.2,
"a":330.493,
"t":"1684721700000",
"v":"75400",
"o":331.6,
"h":332.2,
"l":331.4
}
}
港股盘口最优买卖价行情数据示例：
{
"symbol":"00700",
"type":"BBO",
"timestamp":"1684721757927",
"askPrice":332.2,
"askSize":"32100",
"askTimestamp":"1684721757344",
"bidPrice":332,
"bidSize":"3500",
"bidTimestamp":"1684721757773"
}
美股股票行情数据示例：
{
"symbol":"AAPL",
"type":"BASIC",
"timestamp":"1684766012120",
"serverTimestamp":"1684766012129",
"avgPrice":174.1721,
"latestPrice":174.175,
"latestPriceTimestamp":"1684766011918",
"latestTime":"05-22 10:33:31 EDT",
"preClose":175.16,
"volume":"12314802",
"amount":2144365591.410586,
"open":173.98,
"high":174.71,
"low":173.45,
"marketStatus":"Trading",
"mi":{
"p":174.175,
"a":174.1721,
"t":"1684765980000",
"v":"57641",
"o":174.21,
"h":174.22,
"l":174.14
}
}
美股股票盘口数据示例：
{
"symbol":"AAPL",
"type":"BBO",
"timestamp":"1676992715509",
"askPrice":149.96,
"askSize":"200",
"askTimestamp":"1676992715367",
"bidPrice":149.94,
"bidSize":"700",
"bidTimestamp":"1676992715367"
}
美股股票盘前交易数据示例：
CAUTION
美股盘前盘后的字段和盘中不一样
{
"symbol":"AAPL",
"type":"BASIC",
"timestamp":"1684753559744",
"serverTimestamp":"1684753559752",
"latestPrice":173.66,
"latestPriceTimestamp":"1684753559744",
"latestTime":"07:05 EDT",
"preClose":175.16,
"volume":"366849",
"amount":63731858.18000001,
"hourTradingTag":"PreMarket",
"mi":{
"p":173.66,
"a":173.72891,
"t":"1684753500000",
"v":"5604",
"o":173.64,
"h":173.67,
"l":173.63
}
}
订阅期权行情
subscribeOption(Set<String> symbols)
取消方法cancelSubscribeOption(Set<String> symbols)
说明
订阅期权行情（只支持美国市场期权）。 行情订阅推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为基本行情QuoteBasicData对象，最优报价QuoteBBOData对象。
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| symbols | Set<String> | Yes | 期权代码列表 |
期权symbol格式：期权symbol支持2种格式。 一种是symbol名称+到期日+行权价格+方向,以空格分隔。如：(AAPL 20190329 182.5 PUT)。 另一种为identifier，查询期权行情时返回该字段。如：(SPY 190508C00290000)
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
订阅示例
Set<String> symbols = new HashSet<>();
//期权的一种订阅方式
symbols.add("AAPL 20230317 150.0 CALL");
//期权另外一种订阅方式
symbols.add("SPY 190508C00290000");
client.subscribeOption(symbols);
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeOption(symbols);
对应回调接口
void optionChange(QuoteBasicData data)void optionAskBidChange(QuoteBBOData data)
返回数据
美股期权交易数据示例：
{
"symbol":"AAPL 20230317 150.0 CALL",
"type":"BASIC",
"timestamp":"1676994444927",
"latestPrice":4.83,
"latestPriceTimestamp":"1676994444927",
"latestTime":"",
"preClose":6.21,
"volume":"3181",
"amount":939117.0060634613,
"open":4.85,
"high":5.6,
"low":4.64,
"identifier":"AAPL 230317C00150000",
"openInt":"82677"
}
美股期权盘口数据示例：
{
"symbol":"AAPL 20230317 150.0 CALL",
"type":"BBO",
"timestamp":"1676994393156",
"askPrice":4.85,
"askSize":"11",
"askTimestamp":"1676994393156",
"bidPrice":4.8,
"bidSize":"992",
"bidTimestamp":"1676994390931"
}
订阅期货行情
subscribeFuture(Set<String> symbols)
取消方法cancelSubscribeFuture(Set<String> symbols)
说明
订阅期货行情。 行情订阅推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为基本行情QuoteBasicData对象，最优报价QuoteBBOData对象。
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| symbols | Set<String> | Yes | 期货代码列表 |
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
示例
Set<String> symbols = new HashSet<>();
//期货订阅
symbols.add("ESmain");
symbols.add("ES2306");
client.subscribeFuture(symbols);
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeFuture(symbols);
对应回调接口void futureChange(QuoteBasicData data)void futureAskBidChange(QuoteBBOData data)
返回示例
期货行情数据示例：
{
"symbol":"ESmain",
"type":"BASIC",
"timestamp":"1684766824130",
"avgPrice":4206.476,
"latestPrice":4202.5,
"latestPriceTimestamp":"1684766824000",
"latestTime":"05-22 09:47:04 -0500",
"preClose":4204.75,
"volume":"557570",
"open":4189,
"high":4221.75,
"low":4186.5,
"marketStatus":"Trading",
"tradeTime":"1684766824000",
"preSettlement":4204.75,
"minTick":0.25,
"mi":{
"p":4202.25,
"a":4206.476,
"t":"1684766820000",
"v":"96",
"o":4202.25,
"h":4202.5,
"l":4202.0
}
}
期货盘口数据示例：
{
"symbol":"ESmain",
"type":"BBO",
"timestamp":"1684766824130",
"askPrice":4202.75,
"askSize":"70",
"askTimestamp":"1684766824129",
"bidPrice":4202.5,
"bidSize":"2",
"bidTimestamp":"1684766824130"
}
订阅深度行情
subscribeDepthQuote(Set<String> symbols)
取消方法cancelSubscribeDepthQuote(Set<String> symbols)
说明
订阅多档深度行情。只支持美股和港股的股票，美股期权和期货。美股深度行情推送频率为300ms，港股深度行情推送频率为2s，返回最高40档的买卖盘挂单数据（港股只有10档）。 行情订阅推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为QuoteDepthData对象。
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| symbols | Set<String> | Yes | 股票、期权、期货代码列表 |
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
示例
Set<String> symbols = new HashSet<>();
//深度行情订阅
symbols.add("AAPL");
symbols.add("ESmain");
symbols.add("AAPL 20240209 180.0 CALL");
client.subscribeDepthQuote(symbols);
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeDepthQuote(symbols);
回调接口
void depthQuoteChange(QuoteDepthData data)
返回数据
数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票标的 |
| timestamp | long | 深度数据时间 |
| ask | List<OrderBook> | 卖盘数据 |
| bid | List<OrderBook> | 买盘数据 |
OrderBook的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| price | double | 每档价格 |
| volume | long | 挂单量 |
| orderCount | int | 订单数（只有港股股票有值） |
| exchange | string | 期权数据源（只有期权有值），如果price或volume为0，表示这个数据源的报价已失效。枚举值详见： 期权交易所 |
| time | long | 期权交易所挂单时间戳（只有期权有值） |
回调结果示例
// US Market
{"symbol":"AAPL","timestamp":"1676993368405","ask":{"price":[149.69,149.69,149.69,149.69,149.69,149.69,149.7,149.7,149.7,149.7,149.7,149.7,149.7,149.7,149.7,149.7,149.71,149.71,149.71,149.71,149.71,149.71,149.71,149.71,149.72,149.72,149.72,149.72,149.72,149.72,149.72,149.72,149.72,149.72,149.73,149.73,149.73,149.73,149.73,149.73],"volume":["100","100","23","200","100","100","200","100","100","100","82","100","100","200","25","100","185","100","100","82","87","25","100","100","100","100","76","200","100","100","16","87","100","100","100","100","200","100","76","100"]},"bid":{"price":[149.68,149.68,149.68,149.68,149.67,149.67,149.67,149.67,149.67,149.67,149.67,149.67,149.66,149.66,149.66,149.66,149.66,149.66,149.66,149.66,149.66,149.66,149.66,149.66,149.66,149.65,149.65,149.65,149.65,149.65,149.65,149.65,149.65,149.65,149.65,149.64,149.64,149.64,149.64,149.64],"volume":["84","87","100","100","100","49","100","100","87","200","100","100","100","100","100","20","1","4","1","200","100","87","25","100","200","200","100","1","25","87","100","100","100","25","100","100","100","1","87","100"]}}
// HK Market
{"symbol":"00700","timestamp":"1670465696884","ask":{"price":[311.4,311.6,311.8,312.0,312.2,312.4,312.6,312.8,313.0,313.2],"volume":["15600","5700","16600","33800","61100","14800","28300","28400","61100","39200"],"orderCount":[16,13,19,79,39,29,66,56,160,27]},"bid":{"price":[311.2,311.0,310.8,310.6,310.4,310.2,310.0,309.8,309.6,309.4],"volume":["2300","8300","18000","8800","7700","8500","26700","11700","13700","22600"],"orderCount":[10,15,18,9,6,11,17,30,10,5]}}
订阅逐笔成交数据
subscribeTradeTick(Set<String> symbols)
取消方法cancelSubscribeTradeTick(Set<String> symbols)
说明
订阅股票的逐笔成交数据，逐笔推送间隔为200ms，采用快照方式推送，每次推送最新的50条逐笔记录。 逐笔成交订阅推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为TradeTick对象。
支持美国和香港市场股票、期货标的订阅
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| symbols | Set<String> | Yes | 股票、期货代码列表 |
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
订阅示例
Set<String> symbols = new HashSet<>();
//逐笔成交股票标的订阅
symbols.add("AAPL");
symbols.add("00700");
symbols.add("ESmain");
client.subscribeTradeTick(symbols);
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeTradeTick(symbols);
对应回调接口
void tradeTickChange(TradeTick data)
TradeTick数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票标的、期货标的 |
| secType | SecType | STK/FUT |
| quoteLevel | string | 数据来自的行情权限级别（对于美股，usQuoteBasic的逐笔数据量比usStockQuote的要少）；期货没有级别区分 |
| timestamp | long | 数据时间戳 |
| ticks | List<Tick> | 逐笔成交数据集合 |
ticks的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| sn | long | 逐笔序号 |
| volume | long | 成交量 |
| tickType | string | *表示中性，+表示主动买入，-表示主动卖出（期货逐笔没有） |
| price | double | 成交价 |
| time | long | 交易时间戳 |
| cond | string | 每笔数据的成交条件列表，如果数组为空表示当前批量的每笔都为自动对盘成交（期货逐笔没有） |
| partCode | string | 每笔交易的交易所code（仅美股股票） |
| partName | string | 每笔交易的交易所名（仅美股股票） |
回调结果示例
// 美股
{"symbol":"AAPL","secType":"STK","quoteLevel":"usQuoteBasic","timestamp":1676993925700,"ticks":[{"sn":116202,"volume":50,"tickType":"*","price":149.665,"time":1676993924289,"cond":"US_REGULAR_SALE"},{"sn":116203,"volume":1,"tickType":"*","price":149.68,"time":1676993924459,"cond":"US_REGULAR_SALE"},{"sn":116204,"volume":1,"tickType":"*","price":149.67,"time":1676993925200,"cond":"US_REGULAR_SALE"},{"sn":116205,"volume":5,"tickType":"*","price":149.6652,"time":1676993925410,"cond":"US_REGULAR_SALE"}]}
// 港股
{"symbol":"00700","secType":"STK","quoteLevel":"hkStockQuoteLv2","timestamp":1669345639970,"ticks":[{"sn":35115,"volume":300,"tickType":"+","price":269.2,"time":1669345639496,"cond":"HK_AUTOMATCH_NORMAL"},{"sn":35116,"volume":200,"tickType":"+","price":269.2,"time":1669345639610,"cond":"HK_AUTOMATCH_NORMAL"}]}
// Futures trade tick
{"symbol":"HSImain","secType":"FUT","timestamp":1669345640575,"ticks":[{"sn":261560,"volume":1,"price":17465.0,"time":1669345639000},{"sn":261561,"volume":1,"price":17465.0,"time":1669345639000},{"sn":261562,"volume":1,"price":17465.0,"time":1669345639000},{"sn":261563,"volume":1,"price":17465.0,"time":1669345639000}]}
订阅股票行情榜单数据
subscribeStockTop(Market market, Set<Indicator> indicators)
取消方法cancelSubscribeStockTop(Market market, Set<Indicator> indicators)
说明
订阅股票的行情榜单数据，非交易时间不推送，推送间隔为30s，每次推送订阅指标Top30的标的数据。 推送接口是异步回调，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为StockTopData对象。各指标数据按指标值倒排序。
支持美国和香港市场股票指标的订阅，盘中数据榜单有StockRankingIndicator所有指标，美股盘前盘后只有涨幅(changeRate)和5分钟涨幅(changeRate5Min)两个指标的榜单数据
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| market | Market | Yes | 市场，支持US, HK |
| indicators | Set<Indicator> | No | 股票榜单指标，默认为全部指标，参考枚举StockRankingIndicator的值(changeRate:当天涨幅; changeRate5Min:5分钟涨幅; turnoverRate:换手率; amount:当日成交额; volume:当日成交量; amplitude:当日振幅) |
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
订阅示例
Market market = Market.US;
Set<Indicator> indicators = new HashSet<>();
indicators.add(StockRankingIndicator.Amplitude);
indicators.add(StockRankingIndicator.TurnoverRate);
//订阅市场所有指标
client.subscribeStockTop(market, null)
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription of ’amplitude‘ and 'turnoverRate'
client.cancelSubscribeStockTop(market, indicators);
// Cancel all indicators's subscription
client.cancelSubscribeStockTop(market, null);
对应回调接口
void stockTopPush(StockTopData data)
StockTopData数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| market | string | 市场:US/HK |
| timestamp | long | 时间戳 |
| topData | List<TopData> | 各指标榜单数据列表 |
TopData的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| targetName | string | 指标名(changeRate, changeRate5Min, turnoverRate, amount, volume, amplitude) |
| item | List<StockItem> | 该指标维度下的榜单数据列表 |
StockItem的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| symbol | string | 标的 |
| latestPrice | double | 最新价 |
| targetValue | double | 对应指标值 |
回调结果示例
{
"market":"US",
"timestamp":"1687271010482",
"topData":[
{
"targetName":"changeRate",
"item":[
{
"symbol":"ICAD",
"latestPrice":1.63,
"targetValue":0.393162
},
{
"symbol":"DICE",
"latestPrice":46.54,
"targetValue":0.374889
},
{
"symbol":"VCIG",
"latestPrice":3.88,
"targetValue":0.371025
},
{
"symbol":"LYRA",
"latestPrice":3.75,
"targetValue":0.237624
},
{
"symbol":"CANO",
"latestPrice":1.4847,
"targetValue":0.18776
}
// ......
]
},
{
"targetName":"turnoverRate",
"item":[
{
"symbol":"SBBA",
"latestPrice":24.8,
"targetValue":191.046512
},
{
"symbol":"VCIG",
"latestPrice":3.88,
"targetValue":13.82794
},
{
"symbol":"BOIL",
"latestPrice":3.225,
"targetValue":10.681214
},
{
"symbol":"GDV",
"latestPrice":20.86,
"targetValue":8.257162
},
{
"symbol":"NUWE",
"latestPrice":3.1611,
"targetValue":6.755784
}
// ......
]
},
{
"targetName":"amount",
"item":[
{
"symbol":"TSLA",
"latestPrice":263.21,
"targetValue":10629393179.8
},
{
"symbol":"SPY",
"latestPrice":435.64,
"targetValue":5839415251.67
},
{
"symbol":"NVDA",
"latestPrice":428.3801,
"targetValue":5123997584.1
},
{
"symbol":"QQQ",
"latestPrice":364.72,
"targetValue":3979912590.29
},
{
"symbol":"BRK.A",
"latestPrice":509004,
"targetValue":2529965164.19
}
// ......
]
},
{
"targetName":"volume",
"item":[
{
"symbol":"TSLA",
"latestPrice":263.21,
"targetValue":40190416
},
{
"symbol":"NKLA",
"latestPrice":1.2586,
"targetValue":33326008
},
{
"symbol":"FISV",
"latestPrice":114.23,
"targetValue":31689406
},
{
"symbol":"SQQQ",
"latestPrice":19.93,
"targetValue":31339556
},
{
"symbol":"PLTR",
"latestPrice":15.98,
"targetValue":30249797
}
// ......
]
},
{
"targetName":"amplitude",
"item":[
{
"symbol":"ICAD",
"latestPrice":1.63,
"targetValue":0.333333
},
{
"symbol":"VCIG",
"latestPrice":3.88,
"targetValue":0.293286
},
{
"symbol":"GRCL",
"latestPrice":3.8285,
"targetValue":0.281059
},
{
"symbol":"ZJYL",
"latestPrice":10.2165,
"targetValue":0.278427
},
{
"symbol":"NUWE",
"latestPrice":3.1611,
"targetValue":0.262799
}
// ......
]
},
{
"targetName":"changeRate5Min",
"item":[
{
"symbol":"ICAD",
"latestPrice":1.63,
"targetValue":0.077419
},
{
"symbol":"EUDA",
"latestPrice":1.3,
"targetValue":0.072
},
{
"symbol":"WEL",
"latestPrice":10.75,
"targetValue":0.070233
},
{
"symbol":"TYGO",
"latestPrice":17.255,
"targetValue":0.068901
},
{
"symbol":"SSU",
"latestPrice":3.2512,
"targetValue":0.065967
}
// ......
]
}
]
}
订阅期权行情榜单数据
subscribeOptionTop(Market market, Set<Indicator> indicators)
取消方法cancelSubscribeOptionTop(Market market, Set<Indicator> indicators)
说明
订阅期权的行情榜单数据，非交易时间不推送，推送间隔为30s，每次推送订阅指标Top50的标的数据。 推送接口是异步回调，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为OptionTopData对象。其中异动大单为单笔成交量大于1000，按成交时间倒排序的数据，其他指标数据为交易日累计指标值的倒序数据。
支持美国市场期权指标的订阅，盘中数据榜单有OptionRankingIndicator所有指标。
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| market | Market | Yes | 市场，支持US |
| indicators | Set<Indicator> | No | 期权榜单指标，默认为全部指标，参考枚举OptionRankingIndicator的值(bigOrder:异动大单, volume:当日累计成交量, amount:当日累计成交额, openInt:未平仓量) |
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
订阅示例
Market market = Market.US;
Set<Indicator> indicators = new HashSet<>();
indicators.add(OptionRankingIndicator.Amount);
indicators.add(OptionRankingIndicator.OpenInt);
//订阅市场所有指标
client.subscribeOptionTop(market, null)
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription of ’amount‘ and 'openInt'
client.cancelSubscribeOptionTop(market, indicators);
// Cancel all indicators's subscription
client.cancelSubscribeOptionTop(market, null);
对应回调接口
void optionTopPush(OptionTopData data)
OptionTopData数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| market | string | 市场:US |
| timestamp | long | 时间戳 |
| topData | List<TopData> | 各指标榜单数据列表 |
TopData的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| targetName | string | 指标名(bigOrder, volume, amount, openInt) |
| bigOrder | List<BigOrder> | 异动大单指标(bigOrder)数据列表 |
| item | List<OptionItem> | 该指标维度下的榜单数据列表 |
BigOrder的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票、ETF标的 |
| expiry | string | 过期日，格式：yyyyMMdd |
| strike | string | 行权价 |
| right | string | CALL/PUT |
| dir | string | 买卖方向：BUY/SELL/NONE |
| volume | double | 成交量 |
| price | double | 成交价 |
| amount | double | 成交额 |
| tradeTime | long | 成交时间戳 |
OptionItem的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票、ETF标的 |
| expiry | string | 过期日，格式：yyyyMMdd |
| strike | string | 行权价 |
| right | string | CALL/PUT |
| totalAmount | double | 成交额 |
| totalVolume | double | 成交量 |
| totalOpenInt | double | 未平仓量 |
| volumeToOpenInt | double | 成交量/未平仓量 |
| latestPrice | double | 最新价 |
| updateTime | long | 指标数据更新时间戳 |
回调结果示例
{
"market":"US",
"timestamp":"1687277160445",
"topData":[
{
"targetName":"volume",
"item":[
{
"symbol":"SPY",
"expiry":"20230620",
"strike":"435.0",
"right":"PUT",
"totalAmount":5394115,
"totalVolume":212478,
"totalOpenInt":16377,
"volumeToOpenInt":0.012467,
"latestPrice":0.25,
"updateTime":"1687277254390"
},
{
"symbol":"SPY",
"expiry":"20230620",
"strike":"436.0",
"right":"PUT",
"totalAmount":7754077,
"totalVolume":194423,
"totalOpenInt":13403,
"volumeToOpenInt":0.011408,
"latestPrice":0.58,
"updateTime":"1687277213603"
},
{
"symbol":"SPY",
"expiry":"20230620",
"strike":"437.0",
"right":"PUT",
"totalAmount":10420625,
"totalVolume":182078,
"totalOpenInt":13973,
"volumeToOpenInt":0.010683,
"latestPrice":1.17,
"updateTime":"1687277213602"
},
{
"symbol":"SPY",
"expiry":"20230620",
"strike":"438.0",
"right":"CALL",
"totalAmount":4482482,
"totalVolume":181899,
"totalOpenInt":961,
"volumeToOpenInt":0.010673,
"latestPrice":0.09,
"updateTime":"1687277213603"
},
{
"symbol":"SPY",
"expiry":"20230620",
"strike":"436.0",
"right":"CALL",
"totalAmount":7331667,
"totalVolume":150604,
"totalOpenInt":238,
"volumeToOpenInt":0.008837,
"latestPrice":0.66,
"updateTime":"1687277208599"
}
// ......
]
},
{
"targetName":"amount",
"item":[
{
"symbol":"TSLA",
"expiry":"20230721",
"strike":"5.0",
"right":"CALL",
"totalAmount":34061561,
"totalVolume":1812,
"totalOpenInt":18,
"volumeToOpenInt":0.00023,
"latestPrice":259.99,
"updateTime":"1687276953360"
},
{
"symbol":"TSLA",
"expiry":"20230721",
"strike":"500.0",
"right":"PUT",
"totalAmount":30877216,
"totalVolume":1960,
"volumeToOpenInt":0.000248,
"latestPrice":234.97,
"updateTime":"1687276953360"
},
{
"symbol":"TSLA",
"expiry":"20230623",
"strike":"265.0",
"right":"CALL",
"totalAmount":27928028,
"totalVolume":66361,
"totalOpenInt":12928,
"volumeToOpenInt":0.008405,
"latestPrice":6.5,
"updateTime":"1687277264395"
},
{
"symbol":"SPY",
"expiry":"20230721",
"strike":"420.0",
"right":"CALL",
"totalAmount":21629503,
"totalVolume":11105,
"totalOpenInt":46931,
"volumeToOpenInt":0.000652,
"latestPrice":19.27,
"updateTime":"1687273142271"
},
{
"symbol":"TSLA",
"expiry":"20230623",
"strike":"270.0",
"right":"CALL",
"totalAmount":17657903,
"totalVolume":61012,
"totalOpenInt":14302,
"volumeToOpenInt":0.007728,
"latestPrice":4.52,
"updateTime":"1687277254390"
}
// ......
]
},
{
"targetName":"openInt",
"item":[
{
"symbol":"AMC",
"expiry":"20230721",
"strike":"10.0",
"right":"CALL",
"totalAmount":4933,
"totalVolume":750,
"totalOpenInt":340843,
"volumeToOpenInt":0.00022,
"latestPrice":0.1,
"updateTime":"1687276788220"
},
{
"symbol":"AMC",
"expiry":"20230721",
"strike":"10.0",
"right":"PUT",
"totalVolume":1,
"totalOpenInt":321814,
"latestPrice":6.2,
"updateTime":"1687276853278"
},
{
"symbol":"AMC",
"expiry":"20230721",
"strike":"4.0",
"right":"PUT",
"totalAmount":117982,
"totalVolume":2748,
"totalOpenInt":242101,
"volumeToOpenInt":0.000806,
"latestPrice":0.81,
"updateTime":"1687277034280"
},
{
"symbol":"ATVI",
"expiry":"20240119",
"strike":"85.0",
"right":"PUT",
"totalAmount":3500,
"totalVolume":26,
"totalOpenInt":230702,
"volumeToOpenInt":0.000016,
"latestPrice":7,
"updateTime":"1687274092822"
},
{
"symbol":"EEM",
"expiry":"20231215",
"strike":"47.0",
"right":"CALL",
"totalAmount":310,
"totalVolume":15,
"totalOpenInt":183054,
"volumeToOpenInt":0.000003,
"latestPrice":0.18,
"updateTime":"1687269619956"
}
// ......
]
},
{
"targetName":"bigOrder",
"bigOrder":[
{
"symbol":"AMC",
"expiry":"20230818",
"strike":"10.0",
"right":"PUT",
"dir":"Buy",
"volume":1000,
"price":6.94,
"amount":694000,
"tradeTime":"1687276860753"
},
{
"symbol":"GLPI",
"expiry":"20230818",
"strike":"50.0",
"right":"CALL",
"dir":"Sell",
"volume":1094,
"price":1.2,
"amount":131280,
"tradeTime":"1687276744519"
},
{
"symbol":"AMD",
"expiry":"20230818",
"strike":"140.0",
"right":"CALL",
"dir":"Buy",
"volume":1700,
"price":3.25,
"amount":552500,
"tradeTime":"1687276467421"
},
{
"symbol":"AAPL",
"expiry":"20230915",
"strike":"185.0",
"right":"PUT",
"dir":"Sell",
"volume":1500,
"price":6.65,
"amount":997500,
"tradeTime":"1687276413267"
},
{
"symbol":"BABA",
"expiry":"20240119",
"strike":"75.0",
"right":"PUT",
"dir":"Sell",
"volume":1500,
"price":4.8,
"amount":720000,
"tradeTime":"1687276036749"
}
// ......
]
}
]
}
订阅全量逐笔成交数据
subscribeTradeTick(Set<String> symbols)
取消方法cancelSubscribeTradeTick(Set<String> symbols)
说明
订阅股票的全量逐笔成交数据。需要找管理员申请开通权限，区分之前的快照逐笔数据，需要在开通权限后，本地配置ClientConfig.DEFAULT_CONFIG.useFullTick = true; 逐笔成交订阅推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为TickData对象。
支持美国和香港市场股票的订阅
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| symbols | Set<String> | Yes | 股票代码列表 |
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
订阅示例
Set<String> symbols = new HashSet<>();
//逐笔成交股票标的订阅
symbols.add("AAPL");
symbols.add("00700");
client.subscribeTradeTick(symbols);
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeTradeTick(symbols);
对应回调接口
void fullTickChange(TickData data)
TickData数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| symbol | string | 股票标的 |
| timestamp | long | 数据时间戳 |
| ticks | List<Tick> | 逐笔成交数据集合 |
ticks的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| sn | long | 逐笔序号 |
| time | long | 交易时间戳 |
| price | float | 成交价 |
| volume | long | 成交量 |
| type | string | *表示中性，+表示主动买入，-表示主动卖出 |
| cond | string | 每笔数据的成交条件列表，如果数组为空表示当前批量的每笔都为自动对盘成交，可能为null |
| partCode | string | 每笔交易的交易所code（仅美股股票），可能为null |
回调结果示例
{"symbol":"AAPL","ticks":[{"sn":"69745","time":"1712585464248","price":168.96,"volume":26,"type
":"+","partCode":"t"},{"sn":"69746","time":"1712585464248","price":168.96,"volume":22,"type":"+","partCode":"t"}],"timestamp":"1712585464415"
,"source":"NLS"}
订阅分钟K线数据
subscribeKline(Set<String> symbols)
取消方法cancelSubscribeKline(Set<String> symbols)
说明
订阅股票的分钟K线数据，需要找管理员申请开通权限。 分钟K线订阅推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回结果类型为KlineData对象。
支持美国和香港市场股票的订阅
请求参数
| 参数 | 类型 | 是否必填 | 说明 |
|---|---|---|---|
| symbols | Set<String> | Yes | 股票代码列表 |
返回值
| 字段 | 类型 | 说明 |
|---|---|---|
| id | string | sdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果 |
订阅示例
Set<String> symbols = new HashSet<>();
//分钟K线股票标的订阅
symbols.add("AAPL");
symbols.add("00700");
client.subscribeKline(symbols);
//Wait to receive the data
TimeUnit.SECONDS.sleep(120000);
// Cancel subscription
client.cancelSubscribeKline(symbols);
对应回调接口
void klineChange(KlineData data)
KlineData数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| time | long | 分钟时间戳 |
| open | float | 开始价 |
| high | float | 最高价 |
| low | float | 最低价 |
| close | float | 最终价 |
| avg | float | 平均价 |
| volume | long | 成交量 |
| count | int | 成交笔数 |
| symbol | string | 股票标的 |
| amount | double | 成交金额 |
| serverTimestamp | long | 服务器推送时间戳 |
回调结果示例
{"time":"1712584560000","open":168.9779,"high":169.0015,"low":168.9752,"close":169.0,"avg":168.778,"volume":"3664","count":114,"symbol":"AAPL","amount":617820.6508,"serverTimestamp":"1712584569746"}
查询已订阅的标的
getSubscribedSymbols()
说明
查询已经订阅过的标的信息
请求参数
无
订阅示例
client.getSubscribedSymbols();
对应回调接口
public void getSubscribedSymbolEnd(SubscribedSymbol subscribedSymbol) {
System.out.println(JSONObject.toJSONString(subscribedSymbol));
}
回调数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| limit | int | 订阅行情标的（股票、期权、期货）限制最大数 |
| used | int | 已订阅行情标的（股票、期权、期货）数 |
| subscribedSymbols | array | 已订阅行情标的（股票、期权、期货）标的 |
| askBidLimit | int | 订阅深度行情股票限制最大数 |
| askBidUsed | int | 已订阅深度行情股票数 |
| subscribedAskBidSymbols | array | 已订阅深度行情股票标的 |
| tradeTickLimit | int | 订阅逐笔成交股票限制最大数 |
| tradeTickUsed | int | 已订阅逐笔成交股票数 |
| subscribedTradeTickSymbols | array | 已订阅逐笔成交股票标的 |
回调结果示例
{
"askBidLimit":10,
"askBidUsed":0,
"limit":20,
"subscribedAskBidSymbols":[
],
"subscribedSymbols":[
],
"subscribedTradeTickSymbols":[
"PDD",
"AMD",
"SPY",
"01810"
],
"tradeTickLimit":20,
"tradeTickUsed":4,
"used":0
}