批量实时盘口
批量获取多个股票的实时盘口深度数据。提供完整的买卖盘口列表,包含多档价位与挂单量,毫秒级实时更新。为您的算法交易、做市商系统、大宗交易决策提供专业的批量数据解决方案。
GET
/stock/depths请求参数
regionenum必填市场代码,支持HK(港股)、SH(上证)、SZ(深证)、US(美股)、SG(新加坡)、JP(日本)、TW(中国台湾)、IN(印度)、TH(泰国)、DE(德国)、MX(墨西哥)、MY(马来西亚)、TR(土耳其)、ES(西班牙)、NL(荷兰)、GB(英国)等
exchangestring上市交易所,相同市场存在多个股票产品时,可以通过 exchange 进行区分查询,默认为空时,只会返回主要上市交易所信息; exchange字典可以参考接口 /symbol/list 返回的股票清单
codesstring必填产品代码, 多个产品用英文逗号隔开; 不同套餐支持最大数量不同:基础套餐:10、专业套餐:20、高级套餐:50,企业套餐支持自定义
响应参数
codenumber响应code
msgstring响应描述
dataobject▶响应结果
sstringsymbol标的代码
aarray(object)▶卖盘
pointeger档位
pnumber价格
vnumber挂单量
onumber订单数量
barray(object)▶买盘
pointeger档位
pnumber价格
vnumber挂单量
onumber订单数量
代码示例
import requests
url = "https://api.itick.org/stock/depths?region=HK&codes=700,9988"
headers = {
"accept": "application/json"
"token": "Your Token"
}
response = requests.get(url, headers=headers)
print(response.text)查询 URL
GET
https://api.itick.org/stock/depths?region=HK&codes=700,9988,即可运行查询
响应结果
{
"code": 0,
"msg": null,
"data": {
"700": {
"s": "700",
"a": [
{
"po": 1,
"p": 568.5,
"v": 134900,
"o": 3
},
{
"po": 2,
"p": 569,
"v": 201900,
"o": 36
},
{
"po": 3,
"p": 569.5,
"v": 178900,
"o": 119
},
{
"po": 4,
"p": 570,
"v": 1087000,
"o": 2405
},
{
"po": 5,
"p": 570.5,
"v": 254300,
"o": 181
},
{
"po": 6,
"p": 571,
"v": 260800,
"o": 388
},
{
"po": 7,
"p": 571.5,
"v": 93400,
"o": 117
},
{
"po": 8,
"p": 572,
"v": 264900,
"o": 589
},
{
"po": 9,
"p": 572.5,
"v": 90800,
"o": 85
},
{
"po": 10,
"p": 573,
"v": 206800,
"o": 284
}
],
"b": [
{
"po": 1,
"p": 568,
"v": 75000,
"o": 49
},
{
"po": 2,
"p": 567.5,
"v": 160800,
"o": 27
},
{
"po": 3,
"p": 567,
"v": 140800,
"o": 47
},
{
"po": 4,
"p": 566.5,
"v": 130900,
"o": 30
},
{
"po": 5,
"p": 566,
"v": 183000,
"o": 50
},
{
"po": 6,
"p": 565.5,
"v": 62300,
"o": 34
},
{
"po": 7,
"p": 565,
"v": 98600,
"o": 104
},
{
"po": 8,
"p": 564.5,
"v": 72900,
"o": 31
},
{
"po": 9,
"p": 564,
"v": 38800,
"o": 52
},
{
"po": 10,
"p": 563.5,
"v": 31800,
"o": 23
}
]
},
"9988": {
"s": "9988",
"a": [
{
"po": 1,
"p": 116.8,
"v": 254700,
"o": 14
},
{
"po": 2,
"p": 116.9,
"v": 52100,
"o": 13
},
{
"po": 3,
"p": 117,
"v": 785600,
"o": 57
},
{
"po": 4,
"p": 117.1,
"v": 482000,
"o": 23
},
{
"po": 5,
"p": 117.2,
"v": 180300,
"o": 20
},
{
"po": 6,
"p": 117.3,
"v": 155100,
"o": 16
},
{
"po": 7,
"p": 117.4,
"v": 279800,
"o": 22
},
{
"po": 8,
"p": 117.5,
"v": 416000,
"o": 76
},
{
"po": 9,
"p": 117.6,
"v": 285500,
"o": 43
},
{
"po": 10,
"p": 117.7,
"v": 168900,
"o": 36
}
],
"b": [
{
"po": 1,
"p": 116.7,
"v": 98500,
"o": 48
},
{
"po": 2,
"p": 116.6,
"v": 631300,
"o": 110
},
{
"po": 3,
"p": 116.5,
"v": 1091600,
"o": 206
},
{
"po": 4,
"p": 116.4,
"v": 681000,
"o": 53
},
{
"po": 5,
"p": 116.3,
"v": 755400,
"o": 60
},
{
"po": 6,
"p": 116.2,
"v": 354600,
"o": 58
},
{
"po": 7,
"p": 116.1,
"v": 322600,
"o": 63
},
{
"po": 8,
"p": 116,
"v": 2012300,
"o": 290
},
{
"po": 9,
"p": 115.9,
"v": 361800,
"o": 33
},
{
"po": 10,
"p": 115.8,
"v": 343100,
"o": 52
}
]
}
}
}