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逐笔明细

该接口用于获取标的的成交明细数据。

行情权限要求免费
  • 美股:默认免费赠送 US LV1 实时行情(近 1000 笔,含盘前、盘中、盘后、夜盘全时段)。
  • 港股:默认赠送 LV1 实时行情(近 1000 笔)。
  • 美股期权:默认无权限,需购买「OPRA 美股期权行情 (OpenAPI)」行情卡,最多可获取近 1000 笔。
>_ CLI
# Tesla 最新逐笔成交
longbridge trades TSLA.US
# Apple 最新逐笔成交
longbridge trades AAPL.US
# NVDA 最新逐笔成交
longbridge trades NVDA.US

Info

业务指令:17

Request

Parameters

NameTypeRequiredDescription
symbolstring是标的代码,使用 ticker.region 格式,例如:700.HK
countint32是请求的逐笔明细数量

校验规则:
请求数量最大为 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)
  for (const obj of resp) {
    console.log(obj.toString())
  }
}
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 obj : resp) {
                System.out.println(obj);
            }
        }
    }
}
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 << " " << t.quantity << 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标的代码
tradesobject[]逐笔明细数据
∟ pricestring价格
∟ volumeint64成交量
∟ timestampint64成交时间
∟ trade_typestring交易类型说明
∟ directionint32交易方向

可选值:
0 - neutral
1 - down
2 - up
∟ trade_sessionint32交易时段,详见 TradeSession

交易类型

港股

  • * - 场外交易
  • D - 碎股交易
  • M - 非自动对盘
  • P - 开市前成交盘
  • U - 竞价交易
  • X - 同一券商非自动对盘
  • Y - 同一券商自动对盘
  • - 自动对盘

美股

  • - 自动对盘
  • A - 收购
  • B - 批量交易
  • D - 分配
  • F - 跨市扫盘单
  • G - 批量卖出
  • H - 离价交易
  • I - 碎股交易
  • K - 第 155 条交易(纽交所规则)
  • M - 交易所收盘价
  • P - 前参考价
  • Q - 交易所开盘价
  • S - 拆单交易
  • V - 附属交易
  • W - 平均价成交
  • X - 跨市场交易
  • 1 - 停售股票(常规交易)

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
    }
  ]
}

错误码

协议错误码业务错误码描述排查建议
3301600无效的请求请求参数有误或解包失败
3301606限流降低请求频次
7301602服务端内部错误请重试或联系技术人员处理
7301600请求标的不存在检查请求的 symbol 是否正确
7301603标的无行情标的没有请求的行情数据
7301604无权限没有获取标的行情的权限
7301607接口限制请求的数据数量超限,减少数据数量