level2逐笔委托查询接口

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"],"list": 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}