Skip to content

Instantly share code, notes, and snippets.

@filod
Last active August 29, 2015 14:24
Show Gist options
  • Save filod/2acd6fe91ad2d9552c9c to your computer and use it in GitHub Desktop.
Save filod/2acd6fe91ad2d9552c9c to your computer and use it in GitHub Desktop.
stock api request

参考了雪球网的 API 设计

单只股票当前的报价(实时):

GET /quotes?symbol=BIDU&type=current  (A股symbol为 SH600001 SZ300104 等)
{
  "symbol":"BIDU",
  "exchange":"NASDAQ",
  "code":"BIDU",
  "name":"百度",
  "current":"189.03", // 当前价格
  "percentage":"-4.06",
  "change":"-8.000",
  "open":"193.0", // 今开(未开盘则为上一交易日开盘价,下同)
  "high":"194.07", 
  "low":"188.02",
  "close":"189.03",
  "lastClose":"197.03", // 昨收
  "volume":"4576579.0",
  "marketCapital":"6.61491638709E10",
  "pe_ttm":"31.4526",
  "pe_lyr":"39.2532",
  "time":"Mon Jul 06 16:49:54 -0400 2015",
  "updateAt":"1436212176247",
  "turnoverRate":"1.25", // 换手率
  "currency":"USD",
  "netAssets":"25.01",  // 每股净资产
  "status":"normal", // 状态:normal/delisting/suspension
}

单只股票折线数据

period=1day 时,返回当日 按1分钟聚合数据
GET /quotes?symbol=BIDU&type=close&period=1day
[
  {"volume":0.0,"current":193.98,"time":"Mon Jul 06 09:30:00 -0400 2015"},
  {"volume":1986.0,"current":193.98,"time":"Mon Jul 06 09:31:00 -0400 2015"},
  {"volume":108246.0,"current":193.6,"time":"Mon Jul 06 09:32:00 -0400 2015"},
  ...
]
period=5day 时,返回5日 按10分钟聚合数据
GET /quotes?symbol=BIDU&type=close&period=5day
[
  {"volume":0.0,"current":198.9,"time":"Mon Jun 29 09:30:00 -0400 2015"},
  {"volume":227031.0,"current":201.16,"time":"Mon Jun 29 09:40:00 -0400 2015"},
  {"volume":165116.0,"current":202.32,"time":"Mon Jun 29 09:50:00 -0400 2015"},
  ...
]

依次类推,period其他值时,返回相应的聚合数据:

period取值 聚合周期
1day 1分钟
5day 10分钟
6month 1交易日
all 3交易日

单只股票 K 线数据

agg=1day 表示句聚合周期为一天,可选值(1day, 1week, 1month)
GET /quotes?symbol=SH000001&agg=1day&type=ohlc&start=moment-string&end=moment-string
[
  {
    date: "2014-09-02T00:00:00.000Z",
    open: 2239.684,
    close: 2266.046,
    high: 2267.509,
    low: 2234.378,
    volume: 192124869
  },
  {
    date: "2014-09-03T00:00:00.000Z",
    open: 2268.395,
    close: 2288.627,
    high: 2290.547,
    low: 2268.1,
    volume: 212478998,
  },
  ...
]

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment