全球金融数据免费获取｜实时股票Tick数据API

最新推荐文章于 2025-03-04 23:47:12 发布

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最新推荐文章于 2025-03-04 23:47:12 发布

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文章标签：金融 python

本文链接：https://blog.youkuaiyun.com/Alltick/article/details/142920187

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市场数据API是现代金融领域中不可或缺的关键工具。无论是投资者、交易员、数据分析师，还是金融应用程序开发者，他们都依赖这些API来获取实时、准确的数据，以做出明智的决策并实现其目标。在这个信息爆炸的时代，快速而精确地获取市场数据API对于成功的金融操作至关重要。幸运的是，现如今有许多提供商为我们提供了便捷的市场数据API访问渠道。

实时股票Tick数据API的重要性

在金融数据中，实时股票Tick数据API是市场数据API中不可或缺的一部分。股票市场的波动性要求投资者能够及时获取最新的价格和交易信息。这时，一个高效、准确的实时股票Tick数据API能够为用户提供极其宝贵的信息支持。

【Github】https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
【官网】AllTick API

1. 获取K线

以下代码演示如何查询苹果股票（AAPL.US）的分钟K线数据。可以通过更改kline_type参数获取不同类型的K线数据：
1-分钟K，2-5分钟K，3-15分钟K，4-30分钟K，5-小时K，6-2小时K，7-4小时K，8-日K，9-周K，10-月K。

import time
import requests
import json
 
# Extra headers
test_headers = {
    'Content-Type':'application/json'
}
 
'''
github：https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费token：https://alltick.co/register
官网：https://alltick.co
将如下JSON进行url的encode，复制到http的查询字符串的query字段里
{"trace":"python_http_test1","data":{"code":"AAPL.US","kline_type":1,"kline_timestamp_end":0,"query_kline_num":2,"adjust_type":0}}
'''
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/kline?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test1%22%2C%22data%22%3A%7B%22code%22%3A%22AAPL.US%22%2C%22kline_type%22%3A1%2C%22kline_timestamp_end%22%3A0%2C%22query_kline_num%22%3A2%2C%22adjust_type%22%3A0%7D%7D'
 
resp1 = requests.get(url=test_url1, headers=test_headers)
 
# Decoded text returned by the request
text1 = resp1.text
print(text1)

2、获取最新价格

import time
import requests
import json
 
# Extra headers
test_headers = {
    'Content-Type':'application/json'
}
 
'''
github：https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费token：https://alltick.co/register
官网：https://alltick.co
将如下JSON进行url的encode，复制到http的查询字符串的query字段里
{"trace":"python_http_test2","data":{"symbol_list":[{"code": "700.HK"},{"code": "UNH.US"},{"code": "600416.SH"}]}}
'''
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/trade-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'
 
resp1 = requests.get(url=test_url1, headers=test_headers)
 
# Decoded text returned by the request
text1 = resp1.text
print(text1)

3、获取最新盘口

import time
import requests
import json
 
# Extra headers
test_headers = {
    'Content-Type':'application/json'
}
 
'''
github：https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费token：https://alltick.co/register
官网：https://alltick.co
将如下JSON进行url的encode，复制到http的查询字符串的query字段里
{"trace":"python_http_test2","data":{"symbol_list":[{"code": "700.HK"},{"code": "UNH.US"},{"code": "600416.SH"}]}}
'''
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/depth-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'
 
resp1 = requests.get(url=test_url1, headers=test_headers)
 
# Decoded text returned by the request
text1 = resp1.text
print(text1)

4、订阅实时报价数据

import json
import websocket    # pip install websocket-client
 
'''
github：https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
申请免费token：https://alltick.co/register
官网：https://alltick.co
'''
 
class Feed(object):
 
    def __init__(self):
        self.url = 'wss://quote.tradeswitcher.com/quote-stock-b-ws-api?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806'  # 这里输入websocket的url
        self.ws = None
 
    def on_open(self, ws):
        """
        Callback object which is called at opening websocket.
        1 argument:
        @ ws: the WebSocketApp object
        """
        print('A new WebSocketApp is opened!')
 
        # 开始订阅（举个例子）
        sub_param = {
            "cmd_id": 22002, 
            "seq_id": 123,
            "trace":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
            "data":{
                "symbol_list":[
                    {
                        "code": "700.HK",
                        "depth_level": 5,
                    },
                    {
                        "code": "UNH.US",
                        "depth_level": 5,
                    },
                    {
                        "code": "600416.SH",
                        "depth_level": 5,
                    }
                ]
            }
        }
        
        #如果希望长时间运行，除了需要发送订阅之外，还需要修改代码，定时发送心跳，避免连接断开，具体查看接口文档
        sub_str = json.dumps(sub_param)
        ws.send(sub_str)
        print("depth quote are subscribed!")
 
    def on_data(self, ws, string, type, continue_flag):
        """
        4 argument.
        The 1st argument is this class object.
        The 2nd argument is utf-8 string which we get from the server.
        The 3rd argument is data type. ABNF.OPCODE_TEXT or ABNF.OPCODE_BINARY will be came.
        The 4th argument is continue flag. If 0, the data continue
        """
 
    def on_message(self, ws, message):
        """
        Callback object which is called when received data.
        2 arguments:
        @ ws: the WebSocketApp object
        @ message: utf-8 data received from the server
        """
        # 对收到的message进行解析
        result = eval(message)
        print(result)
 
    def on_error(self, ws, error):
        """
        Callback object which is called when got an error.
        2 arguments:
        @ ws: the WebSocketApp object
        @ error: exception object
        """
        print(error)
 
    def on_close(self, ws, close_status_code, close_msg):
        """
        Callback object which is called when the connection is closed.
        2 arguments:
        @ ws: the WebSocketApp object
        @ close_status_code
        @ close_msg
        """
        print('The connection is closed!')
 
    def start(self):
        self.ws = websocket.WebSocketApp(
            self.url,
            on_open=self.on_open,
            on_message=self.on_message,
            on_data=self.on_data,
            on_error=self.on_error,
            on_close=self.on_close,
        )
        self.ws.run_forever()
 
 
if __name__ == "__main__":
    feed = Feed()
    feed.start()