一、Python获取股票行情数据API接口
使用python是一种有效的方式来获取高频股票行情数据，以便进行股票行情数据分析编程，我们可以实现自动化的数据获取和分析，为量化交易提供有力支持。
股票行情数据种类繁多，包括但不限于股票市场数据、财务报表数据、经济指标数据、实时港股行情报价数据、实时美股行情报价数据、A股股票行情报价数据、实时外汇行情报价数据、实时黄金行情报价数据、实时贵金属行情报价数据等。明确需求有助于后续选择合适的数据提供商和API。
下面是亲测有效的股票行情数据接口获取方式：
一、获取各类K线数据
历史k线数据 AllTick的 API，该API已经封装好，可以直接调用。下面是相关的代码示例：
数据来源，浏览器搜索：alltick api
请求方式：Get
数据格式：标准Json格式[{},...{}]
数据时效：实时更新
API说明文档：代码里面也有github的api地址，也可以直接看api接口
import time
import requests
import json
# Extra headers
test_headers = {
'Content-Type': 'application/json'
}
'''
# Special Note:
# GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
# Token Application: https://alltick.co
# Replace "testtoken" in the URL below with your own token
# API addresses for forex, cryptocurrencies, and precious metals:
# https://quote.tradeswitcher.com/quote-b-ws-api
# Stock API address:
# https://quote.tradeswitcher.com/quote-stock-b-ws-api
Encode the following JSON and copy it to the "query" field of the HTTP query string
{"trace": "python_http_test1", "data": {"code": "700.HK", "kline_type": 1, "kline_timestamp_end": 0, "query_kline_num": 2, "adjust_type": 0}}
{"trace": "python_http_test2", "data": {"symbol_list": [{"code": "700.HK"}, {"code": "UNH.US"}]}}
{"trace": "python_http_test3", "data": {"symbol_list": [{"code": "700.HK"}, {"code": "UNH.US"}]}}
'''
test_url1 = 'https://quote.tradeswitcher.com/quote-stock-b-api/kline?token=testtoken&query=%7B%22trace%22%20%3A%20%22python_http_test1%22%2C%22data%22%20%3A%20%7B%22code%22%20%3A%20%22700.HK%22%2C%22kline_type%22%20%3A%201%2C%22kline_timestamp_end%22%20%3A%200%2C%22query_kline_num%22%20%3A%202%2C%22adjust_type%22%3A%200%7D%7D'
test_url2 = 'https://quote.tradeswitcher.com/quote-stock-b-api/depth-tick?token=testtoken&query=%7B%22trace%22%20%3A%20%22python_http_test2%22%2C%22data%22%20%3A%20%7B%22symbol_list%22%3A%20%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%5D%7D%7D'
test_url3 = 'https://quote.tradeswitcher.com/quote-stock-b-api/trade-tick?token=testtoken&query=%7B%22trace%22%20%3A%20%22python_http_test3%22%2C%22data%22%20%3A%20%7B%22symbol_list%22%3A%20%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%5D%7D%7D'
resp1 = requests.get(url=test_url1, headers=test_headers)
time.sleep(1)
resp2 = requests.get(url=test_url2, headers=test_headers)
time.sleep(1)
resp3 = requests.get(url=test_url3, headers=test_headers)
# Decoded text returned by the request
text1 = resp1.text
print(text1)
text2 = resp2.text
print(text2)
text3 = resp3.text
print(text3)二、批量订阅
import json
import websocket # pip install websocket-client
'''
# Special Note:
# GitHub: https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api
# Token Application: https://alltick.co
# Replace "testtoken" in the URL below with your own token
# API addresses for forex, cryptocurrencies, and precious metals:
# wss://quote.tradeswitcher.com/quote-b-ws-api
# Stock API address:
# wss://quote.tradeswitcher.com/quote-stock-b-ws-api
'''
class Feed(object):
def __init__(self):
self.url = 'wss://quote.tradeswitcher.com/quote-stock-b-ws-api?token=testtoken' # Enter your websocket URL here
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!')
# Start subscribing (an example)
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,
}
]
}
}
# If you want to run for a long time, you need to modify the code to send heartbeats periodically to avoid disconnection, please refer to the API documentation for details
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 arguments.
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
"""
# Parse the received message
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()
