行情订阅
订阅股票行情
subscribeQuote(Set<String> symbols)
取消方法
cancelSubscribeQuote(Set<String> symbols)
说明
订阅 API 提供股票行情订阅服务，可实时获取行情变化。
行情订阅接口是异步接口，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.alibaba.fastjson.JSONObject;
import com.tigerbrokers.stock.openapi.client.config.ClientConfig;
import com.tigerbrokers.stock.openapi.client.socket.ApiComposeCallback;
import com.tigerbrokers.stock.openapi.client.socket.WebSocketClient;
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.Indicator;
import com.tigerbrokers.stock.openapi.client.struct.SubscribedSymbol;
import com.tigerbrokers.stock.openapi.client.struct.enums.Market;
import com.tigerbrokers.stock.openapi.client.struct.enums.OptionRankingIndicator;
import com.tigerbrokers.stock.openapi.client.struct.enums.StockRankingIndicator;
import com.tigerbrokers.stock.openapi.client.util.ApiLogger;
import com.tigerbrokers.stock.openapi.client.util.ProtoMessageUtil;
import java.util.HashSet;
import java.util.Set;
import java.util.concurrent.TimeUnit;
public class DefaultApiComposeCallback implements ApiComposeCallback {
@Override
public void error(String errorMsg) {
ApiLogger.error(errorMsg);
}
@Override
public void error(int id, int errorCode, String errorMsg) {
ApiLogger.error("request error. id:" + id + ", code:" + errorCode + ", message:" + errorMsg);
}
@Override
public void connectionClosed() {
ApiLogger.info("connectionClosed");
}
@Override
public void connectionKickout(int errorCode, String errorMsg) {
ApiLogger.error("connectionKickout. code:" + errorCode + ", message:" + errorMsg);
}
@Override
public void connectionAck() {
ApiLogger.info("connectionAck");
}
@Override
public void connectionAck(int serverSendInterval, int serverReceiveInterval) {
ApiLogger.info("connectionAck. serverSendInterval:" + serverSendInterval
+ ", serverReceiveInterval:" + serverReceiveInterval);
}
@Override
public void hearBeat(String heartBeatContent) {
ApiLogger.info("hearBeat:" + heartBeatContent);
}
@Override
public void serverHeartBeatTimeOut(String channelId) {
ApiLogger.error("serverHeartBeatTimeOut. channelId:" + channelId);
}
@Override
public void orderStatusChange(OrderStatusData data) {
ApiLogger.info("orderStatusChange:" + ProtoMessageUtil.toJson(data));
}
@Override
public void orderTransactionChange(OrderTransactionData data) {
ApiLogger.info("orderTransactionChange:" + ProtoMessageUtil.toJson(data));
}
@Override
public void positionChange(PositionData data) {
ApiLogger.info("positionChange:" + ProtoMessageUtil.toJson(data));
}
@Override
public void assetChange(AssetData data) {
ApiLogger.info("assetChange:" + ProtoMessageUtil.toJson(data));
}
/*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));
}
/*数字货币行情回调*/
@Override
public void ccChange(QuoteBasicData data) {
ApiLogger.info("ccChange:" + ProtoMessageUtil.toJson(data));
}
/*数字货币最优买卖价行情回调*/
@Override
public void ccAskBidChange(QuoteBBOData data) {
ApiLogger.info("ccAskBidChange:" + 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:" + JSONObject.toJSONString(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 = "your_config_directory_path";
// clientConfig.secretKey = "xxxxxx";// institutional trader private key
client = WebSocketClient.getInstance().clientConfig(clientConfig).apiComposeCallback(new DefaultApiComposeCallback());
}
public static void subscribe() throws InterruptedException {
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（股票、期权和期货；具体支持范围取决于市场）
client.subscribeDepthQuote(symbols);
//查询订阅详情
client.getSubscribedSymbols();
//等待接收数据
TimeUnit.SECONDS.sleep(60);
//取消订阅
client.cancelSubscribeQuote(symbols);
client.cancelSubscribeDepthQuote(symbols);
//空集合取消 Quote 主题下的全部标的订阅
client.cancelSubscribeQuote(new HashSet<>());
//空集合取消 QuoteDepth 主题下的全部标的订阅
client.cancelSubscribeDepthQuote(new HashSet<>());
//空集合取消 TradeTick 主题下的全部标的订阅
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();
}
}SDK 会尝试重连。连接恢复后，如有需要，可调用查询订阅接口确认当前订阅状态。
返回数据
股票行情回调数据全部字段参考：行情推送数据
NOTE
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 。
timestamp 和 serverTimestamp 是毫秒时间戳字段。
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：
NOTE
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（支持美国和香港市场期权）。
行情订阅接口是异步接口，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");
symbols.add("ALB.HK 20250730 117.50 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(120);
// Cancel subscription
client.cancelSubscribeOption(symbols);对应回调接口
void optionChange(QuoteBasicData data)void optionAskBidChange(QuoteBBOData data)
返回数据
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"
}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(120);
// 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"
}订阅数字货币行情
subscribeCc(Set<String> symbols)
取消方法
cancelSubscribeCc(Set<String> symbols)
说明
订阅 API 提供数字货币行情订阅服务，可实时获取行情变化。
行情订阅接口是异步接口，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 | 数字货币代码列表，格式： 如ETH.USD，BTC.USD |
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 ccChange(QuoteBasicData data)void ccAskBidChange(QuoteBBOData data)
示例
使用本页“订阅股票行情”示例中完整实现 ApiComposeCallback 的 DefaultApiComposeCallback。其中 ccChange 和 ccAskBidChange 分别接收数字货币基本行情和最优买卖价行情。
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 = "your_config_directory_path";
// clientConfig.secretKey = "xxxxxx";// institutional trader private key
client = WebSocketClient.getInstance().clientConfig(clientConfig).apiComposeCallback(new DefaultApiComposeCallback());
}
public static void subscribe() throws InterruptedException {
client.connect();
Set<String> ccSymbols = new HashSet<>();
ccSymbols.add("BTC.USD");
ccSymbols.add("ETH.USD");
//订阅数字货币
client.subscribeCc(ccSymbols);
//查询订阅详情
client.getSubscribedSymbols();
//等待接收数据
TimeUnit.SECONDS.sleep(60);
//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
回调数据全部字段参考：行情推送数据
NOTE
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 。
行情数据示例：
{
"symbol": "ETH.USD",
"type": "BASIC",
"timestamp": "1770041127619",
"serverTimestamp": "1770041127816",
"latestPrice": 2322.97,
"latestPriceTimestamp": "1770041127619",
"latestTime": "02-02 22:05:27 HKT",
"preClose": 2313.05,
"volumeDecimal": 27711.5,
"amount": 6.246553826751E7,
"open": 2314.18,
"high": 2374.87,
"low": 2156.8,
"marketStatus": "TRADING"
}盘口最优买卖价行情数据示例：
{
"symbol": "ETH.USD",
"type": "BBO",
"timestamp": "1770041127619",
"askPrice": 2322.97,
"askTimestamp": "1770041127605",
"bidPrice": 2322.95,
"bidSize": "1",
"bidTimestamp": "1770041127605"
}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，支持股票（美股/港股）、期权（美股/港股）和期货。美股市场深度行情推送频率为 300ms，港股市场为 2s；期货推送频率依服务端配置。实际档位数取决于市场、行情权限和服务端配置。
行情订阅接口是异步接口，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(120);
// 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 | 盘口时间戳 |
| ask | OrderBook | 卖盘数据 |
| bid | OrderBook | 买盘数据 |
OrderBook 的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| price | List<Double> | 各档价格；与其他数组按索引一一对应 |
| volume | List<Long> | 各档挂单量；Java 访问器类型为 List<Long>，Protobuf JSON 会将 64 位整数渲染为带引号的十进制字符串 |
| orderCount | List<Integer> | 各档订单数（仅港股股票有值） |
| exchange | List<String> | 各档期权数据源（仅期权有值）；如果对应 price 或 volume 为 0，表示该数据源报价已失效。枚举值详见：期权交易所 |
| time | List<Long> | 各档期权交易所挂单时间戳（仅期权有值） |
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
订阅普通逐笔成交数据。逐笔成交每 200ms 推送一次，采用快照模式，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(120);
// 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 提供的逐笔成交少于 usStockQuote）；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 数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| sn | long | 上游数据到达顺序，仅供参考 |
| 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），枚举值详见：逐笔成交条件枚举 |
| 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。该模式需要额外权限，并且必须在调用 connect() 前设置 ClientConfig.DEFAULT_CONFIG.useFullTick = true;。连接建立后再修改不会改变该连接的认证请求。
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
ClientConfig.DEFAULT_CONFIG.useFullTick = true;
client.connect();
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(120);
// 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 |
| source | string | 行情数据来源，如 NLS 或 BOATS |
ticks 的数据结构如下：
| 字段 | 类型 | 说明 |
|---|---|---|
| sn | long | 序号 |
| time | long | 交易时间戳 |
| price | float | 成交价 |
| volume | int | 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。同一分钟可能收到多次回调，调用方应按时间戳更新当前分钟的数据。
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(120);
// 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 | K 线毫秒时间戳 |
| open | float | 开盘价 |
| high | float | 最高价 |
| low | float | 最低价 |
| close | float | 收盘价 |
| 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 | 服务端时间戳（毫秒） |
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"
}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
订阅股票行情榜单数据。服务端每 30 秒执行一次榜单推送任务；榜单条数可配置，默认 10 条。
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。回调类型为 StockTopData；服务端按订阅的 indicators 过滤返回指标，传 null 时订阅全部指标。
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(120);
// 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
订阅期权行情榜单数据。服务端每 30 秒执行一次榜单推送任务；榜单条数可配置，默认 10 条。
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。
支持美国市场。服务端按订阅的 indicators 过滤返回指标；传 null 时订阅全部指标。
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、volume、amount、openInt） |
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(120);
// 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"
}
// ......
]
}
]
}查询已订阅的标的
getSubscribedSymbols()
说明
查询已经订阅过的标的信息
各限额字段由当前用户权益和服务端配置动态确定，不应假定固定值。普通行情、深度行情、逐笔成交和 K 线分别通过对应的 limit/used 字段展示；榜单等市场级订阅通过 subscribedMarketQuote 展示，不据此推断其与标的额度共享关系。
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 |
| klineLimit | int | 订阅分钟 K 线标的限制最大数 |
| klineUsed | int | 已订阅分钟 K 线标的数 |
| subscribedKlineSymbols | array | 已订阅分钟 K 线标的 |
| subscribedMarketQuote | array | 已订阅的市场级行情类别（如榜单） |
回调结果示例
{
"askBidLimit":10,
"askBidUsed":0,
"limit":20,
"klineLimit":20,
"klineUsed":1,
"subscribedAskBidSymbols":[
],
"subscribedSymbols":[
],
"subscribedKlineSymbols":[
"AAPL"
],
"subscribedMarketQuote":[
"US_StockTop"
],
"subscribedTradeTickSymbols":[
"PDD",
"AMD",
"SPY",
"01810"
],
"tradeTickLimit":20,
"tradeTickUsed":4,
"used":0
}Updated 4 days ago
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