沪深逐笔委托队列查询
前置步骤
分配数据库服务器
查询模板
以下是沪深委托队列查询的请求模板：
http://<数据库服务器>/sql?mode=order_book&code=<股票代码>&offset=<offset>&token=<token>
查询参数说明
| 参数名 | 类型 | 说明 |
|---|---|---|
| mode | string | 查询类别，委托队列查询使用order_book |
| code | string | 需要查询的证券代码 |
| offset | string | 支持按队列偏移量查询，未指定则查询最新数据 |
| token | string | 用户账户的认证token，用于验证请求权限 |
查询示例
- 查询最新委托列表
http://<数据库服务器>/sql?mode=order_book&code=000001&token=<token>
- 根据偏移量查询
http://<数据库服务器>/sql?mode=order_book&code=000001&offset=<offset>&token=<token>
返回参数说明
| 字段名 | 类型 | 说明 |
|---|---|---|
| offset | int | 偏移标记，用于继续查询前面的数据 |
| price | float | 委托价格 |
| volume | int | 档位挂单总量（股） |
| type | int | 委托类型，B表示买，S表示卖 |
| time | string | 委托时间 |
返回数据示例
{
"code": 0,
"cnt": 1,
"msg": "",
"data": {
"code": "000001",
"slice": 192,
"fields": ["offset", "price", "volume", "type", "time"],
"list": [
[
90593065,
16.97,
800,
"B",
"09:32:02"
],
...
[
90592690,
16.98,
7400,
"S",
"09:31:58"
]
]
}
}
参考地址:沪深Level2逐笔委托队列
在线测试
您可以通过以下链接进行在线测试：逐笔委托队列查询。
接口返回:
{
"code": 0,
"cnt": 43,
"msg": "",
"data": {
"code": "000553",
"slice": 192,
"fields": [
"offset",
"price",
"volume",
"type",
"time"
],
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100,
"S",
"09:58:10"
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[
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1000,
"S",
"09:58:10"
],
[
20066698,
7.19,
1000,
"B",
"09:58:07"
],
[
20052932,
7.16,
200,
"S",
"09:58:06"
],
[
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7.17,
900,
"B",
"09:58:02"
],
[
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"B",
"09:58:01"
],
[
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"S",
"09:57:59"
],
[
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[
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[
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[
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]
}
}
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