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": [[20085635,7.19,100,"S","09:58:10"],[20085552,7.19,1000,"S","09:58:10"],[20066698,7.19,1000,"B","09:58:07"],[20052932,7.16,200,"S","09:58:06"],[20018359,7.17,900,"B","09:58:02"],[20008414,7.17,800,"B","09:58:01"],[19993661,7.19,2100,"S","09:57:59"],[19982569,7.19,200,"S","09:57:57"],[19953167,7.06,5100,"B","09:57:53"],[19950051,7.19,500,"S","09:57:53"],[19941533,6.66,1000,"B","09:57:52"],[19931896,7.19,1000,"S","09:57:50"],[19921481,7.18,1200,"B","09:57:49"],[19912073,7.19,500,"S","09:57:48"],[19901164,7.19,6600,"S","09:57:46"],[19874560,7.17,800,"B","09:57:42"],[19844281,7.19,100,"S","09:57:38"],[19828677,7.19,1300,"B","09:57:36"],[19823156,7.19,100,"S","09:57:35"],[19822756,7.19,100,"S","09:57:35"],[19822745,7.19,100,"S","09:57:35"],[19822742,7.19,100,"S","09:57:35"],[19822739,7.19,100,"S","09:57:35"],[19822729,7.19,100,"S","09:57:35"],[19822727,7.19,100,"S","09:57:35"],[19822726,7.19,100,"S","09:57:35"],[19822669,7.19,500,"B","09:57:35"],[19808489,7.19,100,"B","09:57:34"],[19800900,7.19,200,"S","09:57:33"],[19800898,7.19,200,"S","09:57:33"],[19800800,7.19,200,"S","09:57:33"],[19768640,7.19,100,"B","09:57:28"],[19766089,7.19,200,"B","09:57:28"],[19750186,7.19,300,"B","09:57:26"],[19714644,7.19,100,"B","09:57:22"],[19705088,7.19,200,"B","09:57:20"],[19685915,7.19,1500,"S","09:57:18"],[19635034,7.19,2000,"S","09:57:14"],[19624409,7.11,100,"S","09:57:13"],[19612485,7.19,300,"S","09:57:12"],[19572673,7.19,1500,"B","09:57:09"],[19569705,7.19,1500,"B","09:57:09"],[19552258,7.19,1400,"S","09:57:07"],[19520496,7.19,100,"S","09:57:03"],[19503489,7.19,400,"B","09:57:01"],[19484252,7.19,300,"B","09:56:59"],[19483528,7.19,900,"B","09:56:59"],[19479712,7.19,700,"S","09:56:59"],[19479655,7.19,1000,"S","09:56:58"],[19478965,7.19,100,"S","09:56:58"],[19478804,7.19,4700,"S","09:56:58"],[19474519,7.19,400,"B","09:56:58"],[19414312,6.9,500,"B","09:56:50"],[19411463,7.19,5000,"S","09:56:50"],[19410505,7.19,300,"B","09:56:50"],[19391046,7.11,6300,"B","09:56:47"],[19374850,6.99,2000,"B","09:56:45"],[19364187,7.19,2600,"B","09:56:44"],[19356958,7.19,1200,"B","09:56:43"],[19331397,7.19,6200,"B","09:56:39"],[19326963,7.17,800,"B","09:56:39"],[19326775,7.19,200,"B","09:56:39"],[19283106,7.19,1900,"B","09:56:33"],[19279170,7.19,7000,"B","09:56:32"],[19279107,7.19,2000,"S","09:56:32"],[19274169,7.19,700,"S","09:56:31"],[19273267,7.19,300,"B","09:56:31"],[19265745,7.19,10000,"B","09:56:30"],[19264099,7.19,1900,"B","09:56:30"],[19251826,7.19,1200,"B","09:56:28"],[19238458,6.5,5000,"B","09:56:26"],[19235089,7.19,1000,"B","09:56:26"],[19227706,7.19,1000,"S","09:56:25"],[19217903,7.1,6800,"B","09:56:24"],[19207410,7.07,200,"B","09:56:22"],[19204775,6.91,400,"B","09:56:22"],[19189884,7.19,600,"S","09:56:20"],[19160879,7.19,500,"B","09:56:16"],[19160679,7.19,200,"S","09:56:16"],[19153369,7.19,200,"S","09:56:15"],[19143783,7.1,500,"B","09:56:14"],[19132894,7.11,100,"S","09:56:13"],[19124699,7.19,1000,"S","09:56:12"],[19121222,7.11,100,"S","09:56:11"],[19115822,7.19,10000,"S","09:56:11"],[19112015,7.19,1600,"B","09:56:10"],[19089428,7.19,10700,"B","09:56:08"],[19073712,7.19,100,"B","09:56:06"],[19062445,7.19,2700,"B","09:56:05"],[19058502,7.19,10500,"S","09:56:04"],[19053441,7.19,100,"B","09:56:04"],[19042808,7.19,2100,"S","09:56:03"],[19038126,7.19,1300,"S","09:56:02"],[19023964,7.19,20000,"S","09:56:01"],[19004649,7.19,1500,"B","09:55:59"],[18984839,7.19,1400,"B","09:55:56"],[18980840,7.19,3800,"S","09:55:56"],[18972266,7.19,200,"B","09:55:55"],[18947113,7.19,500,"S","09:55:53"],[18931670,7.18,2100,"B","09:55:51"],[18924493,7.19,1300,"B","09:55:51"],[18908982,7.17,800,"B","09:55:50"],[18896417,7.19,6300,"B","09:55:49"],[18867665,7.19,5000,"S","09:55:45"],[18861164,7.19,300,"B","09:55:45"],[18854013,7.19,900,"B","09:55:44"],[18850687,7.19,100,"S","09:55:43"],[18850531,7.19,500,"B","09:55:43"],[18845258,6.8,1000,"B","09:55:43"],[18833900,7.19,1000,"B","09:55:41"],[18826737,7.19,1700,"B","09:55:40"],[18816340,7.19,1000,"S","09:55:39"],[18812053,7.19,1500,"S","09:55:39"],[18811741,7.19,500,"B","09:55:39"],[18809413,7.19,15100,"S","09:55:38"],[18792068,7.19,500,"S","09:55:37"],[18765733,7.19,4700,"S","09:55:34"],[18755441,7.19,1400,"B","09:55:32"],[18728410,7.19,1000,"S","09:55:29"],[18723422,7.19,6100,"S","09:55:29"],[18713668,7.19,90600,"B","09:55:28"],[18713666,7.19,1800,"S","09:55:28"],[18713640,7.19,116900,"B","09:55:28"],[18713467,7.19,20000,"B","09:55:28"],[18711613,7.16,200,"B","09:55:27"],[18702800,7.19,2100,"B","09:55:26"],[18691547,7.19,10100,"B","09:55:25"],[18685750,7.19,1400,"B","09:55:24"],[18673109,7.19,100,"B","09:55:23"],[18665529,7.19,500,"S","09:55:22"],[18663038,7.19,1300,"B","09:55:21"],[18649765,7.19,100,"S","09:55:20"],[18649565,7.19,500,"B","09:55:20"],[18649210,7.05,1000,"B","09:55:20"],[18647137,7.19,1200,"B","09:55:20"],[18626586,7.19,400,"S","09:55:17"],[18625125,7.19,700,"B","09:55:17"],[18618170,7.19,500,"S","09:55:16"],[18606212,7.19,800,"B","09:55:15"],[18603742,7.19,1300,"B","09:55:15"],[18599148,7.1,1100,"B","09:55:14"],[18586500,7.19,1100,"S","09:55:13"],[18579988,7.19,300,"S","09:55:13"],[18571345,7.19,2200,"S","09:55:12"],[18571279,7.19,1900,"S","09:55:12"],[18571278,7.19,500,"S","09:55:12"],[18571176,7.19,200,"S","09:55:12"],[18571175,7.19,6700,"S","09:55:12"],[18571168,7.19,300,"S","09:55:12"],[18571147,7.19,300,"S","09:55:12"],[18571138,7.19,300,"S","09:55:12"],[18571137,7.19,2400,"S","09:55:12"],[18571132,7.19,100,"S","09:55:12"],[18571129,7.19,1000,"S","09:55:12"],[18571125,7.19,400,"S","09:55:12"],[18571122,7.19,200,"S","09:55:12"],[18571120,7.19,200,"S","09:55:12"],[18571109,7.19,1900,"S","09:55:12"],[18571100,7.19,2500,"S","09:55:12"],[18571099,7.19,2200,"S","09:55:12"],[18571098,7.19,1600,"S","09:55:12"],[18559843,7.19,3000,"B","09:55:11"],[18557966,7.19,200,"S","09:55:11"],[18557670,7.19,300,"S","09:55:10"],[18557598,7.19,3300,"S","09:55:10"],[18557555,7.19,200,"S","09:55:10"],[18557492,7.19,1000,"S","09:55:10"],[18557488,7.19,400,"S","09:55:10"],[18552201,7.19,300,"S","09:55:10"],[18552194,7.19,1800,"S","09:55:10"],[18550586,7.19,300,"B","09:55:10"],[18544571,7.19,200,"S","09:55:09"],[18526244,7.19,2400,"B","09:55:08"],[18513751,7.19,1000,"B","09:55:07"],[18489842,7.19,1000,"B","09:55:05"],[18470664,7,300,"B","09:55:03"],[18467066,7.1,500,"B","09:55:02"],[18466584,7.19,1500,"S","09:55:02"],[18449553,7.19,11600,"B","09:55:00"],[18442354,7.19,700,"B","09:55:00"],[18441031,7.19,300,"B","09:55:00"],[18432276,7.07,100,"B","09:54:58"],[18427239,7.19,3000,"S","09:54:58"],[18416515,7.19,600,"B","09:54:56"],[18411657,7.19,1400,"S","09:54:56"],[18410744,7.19,1600,"B","09:54:55"],[18410715,7.19,3000,"S","09:54:55"],[18373245,7.19,76400,"B","09:54:51"],[18373224,7.19,57100,"B","09:54:51"],[18373219,7.19,85300,"B","09:54:51"],[18373217,7.19,84900,"B","09:54:51"],[18373205,7.19,54300,"B","09:54:51"]]}
}
