集合竞价逐笔数据验证,level2行情接口验证

已于 2024-07-29 17:51:44 修改
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文章标签： level2行情 股票行情接口 websocket行情 集合竞价 量化交易
于 2024-07-29 17:49:40 首次发布
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本文链接：https://blog.csdn.net/FuckTheWindows/article/details/140776741
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最近做集合竞价的策略，用的level2数据。集合竞价阶段推送数据量很大，但是不确定有没有因为网络原因的数据纰漏，所以需要验证一下。

把今天所有的数据记录了日志，其中筛选了09:25集合竞价的推送：

grep '2024/07/29 09:25' quotes.log|grep lv2

结果如下:

2024/07/29 09:25:04 lv2_601127=09:25:00.240,47573,77.490,100|09:25:00.240,47574,77.490,400|09:25:00.240,47575,77.490,100|09:25:00.240,47576,77.490,100|09:25:00.240,47577,77.490,500|09:25:00.240,47578,77.490,1600|09:25:00.240,47579,77.490,100|09:25:00.240,47580,77.490,100|09:25:00.240,47581,77.490,400|09:25:00.240,47582,77.490,100|09:25:00.240,47583,77.490,100|09:25:00.240,47584,77.490,300|09:25:00.240,47585,77.490,2000|09:25:00.240,47586,77.490,200|09:25:00.240,47587,77.490,500|09:25:00.240,47588,77.490,100|09:25:00.240,47589,77.490,100|09:25:00.240,47590,77.490,600|09:25:00.240,47591,77.490,100|09:25:00.240,47592,77.490,100|09:25:00.240,47593,77.490,100|09:25:00.240,47594,77.490,300|09:25:00.240,47595,77.490,300|09:25:00.240,47596,77.490,100|09:25:00.240,47597,77.490,200|09:25:00.240,47598,77.490,300|09:25:00.240,47599,77.490,200|09:25:00.240,47600,77.490,200|09:25:00.240,47601,77.490,300|09:25:00.240,47602,77.490,1000|09:25:00.240,47603,77.490,1800|09:25:00.240,47604,77.490,100|09:25:00.240,47605,77.490,500|09:25:00.240,47606,77.490,100|09:25:00.240,47607,77.490,200|09:25:00.240,47608,77.490,500|09:25:00.240,47609,77.490,400|09:25:00.240,47610,77.490,100|09:25:00.240,47611,77.490,100|09:25:00.240,47612,77.490,100|09:25:00.240,47613,77.490,100|09:25:00.240,47614,77.490,100|09:25:00.240,47615,77.490,900|09:25:00.240,47616,77.490,100|09:25:00.240,47617,77.490,200|09:25:00.240,47618,77.490,100|09:25:00.240,47619,77.490,200|09:25:00.240,47620,77.490,800|09:25:00.240,47621,77.490,100|09:25:00.240,47622,77.490,700|09:25:00.240,47623,77.490,400|09:25:00.240,47624,77.490,1000|09:25:00.240,47625,77.490,500|09:25:00.240,47626,77.490,100|09:25:00.240,47627,77.490,500|09:25:00.240,47628,77.490,300|09:25:00.240,47629,77.490,100|09:25:00.240,47630,77.490,300|09:25:00.240,47631,77.490,100|09:25:00.240,47632,77.490,500|09:25:00.240,47633,77.490,400|09:25:00.240,47634,77.490,200|09:25:00.240,47635,77.490,100|09:25:00.240,47636,77.490,100|09:25:00.240,47637,77.490,400|09:25:00.240,47638,77.490,100|09:25:00.240,47639,77.490,100|09:25:00.240,47640,77.490,1400|09:25:00.240,47641,77.490,200|09:25:00.240,47642,77.490,600|09:25:00.240,47643,77.490,200|09:25:00.240,47644,77.490,100|09:25:00.240,47645,77.490,600|09:25:00.240,47646,77.490,700|09:25:00.240,47647,77.490,100|09:25:00.240,47648,77.490,100|09:25:00.240,47649,77.490,100|09:25:00.240,47650,77.490,200|09:25:00.240,47651,77.490,100|09:25:00.240,47652,77.490,200|09:25:00.240,47653,77.490,100|09:25:00.240,47654,77.490,100|09:25:00.240,47655,77.490,200|09:25:00.240,47656,77.490,500|09:25:00.240,47657,77.490,1300|09:25:00.240,47658,77.490,200|09:25:00.240,47659,77.490,200|09:25:00.240,47660,77.490,400|09:25:00.240,47661,77.490,100|09:25:00.240,47662,77.490,100|09:25:00.240,47663,77.490,1500|09:25:00.240,47664,77.490,200|09:25:00.240,47665,77.490,500|09:25:00.240,47666,77.490,400|09:25:00.240,47667,77.490,100|09:25:00.240,47668,77.490,100|09:25:00.240,47669,77.490,600|09:25:00.240,47670,77.490,200|09:25:00.240,47671,77.490,100|09:25:00.240,47672,77.490,100|09:25:00.240,47673,77.490,100|09:25:00.240,47674,77.490,100|09:25:00.240,47675,77.490,200|09:25:00.240,47676,77.490,100|09:25:00.240,47677,77.490,100|09:25:00.240,47678,77.490,600|09:25:00.240,47679,77.490,100|09:25:00.240,47680,77.490,100|09:25:00.240,47681,77.490,100|09:25:00.240,47682,77.490,300|09:25:00.240,47683,77.490,100|09:25:00.240,47684,77.490,100|09:25:00.240,47685,77.490,100|09:25:00.240,47686,77.490,100|09:25:00.240,47687,77.490,300|09:25:00.240,47688,77.490,300|09:25:00.240,47689,77.490,800|09:25:00.240,47690,77.490,200|09:25:00.240,47691,77.490,1800|09:25:00.240,47692,77.490,200|09:25:00.240,47693,77.490,100|09:25:00.240,47694,77.490,100|09:25:00.240,47695,77.490,400|09:25:00.240,47696,77.490,100|09:25:00.240,47697,77.490,100|09:25:00.240,47698,77.490,300|09:25:00.240,47699,77.490,100|09:25:00.240,47700,77.490,500|09:25:00.240,47701,77.490,100|09:25:00.240,47702,77.490,100|09:25:00.240,47703,77.490,100|09:25:00.240,47704,77.490,800|09:25:00.240,47705,77.490,100|09:25:00.240,47706,77.490,200|09:25:00.240,47707,77.490,700|09:25:00.240,47708,77.490,100|09:25:00.240,47709,77.490,100|09:25:00.240,47710,77.490,400|09:25:00.240,47711,77.490,100|09:25:00.240,47712,77.490,200|09:25:00.240,47713,77.490,100|09:25:00.240,47714,77.490,200|09:25:00.240,47715,77.490,100|09:25:00.240,47716,77.490,100|09:25:00.240,47717,77.490,300|09:25:00.240,47718,77.490,200|09:25:00.240,47719,77.490,400|09:25:00.240,47720,77.490,300|09:25:00.240,47721,77.490,200|09:25:00.240,47722,77.490,200|09:25:00.240,47723,77.490,300|09:25:00.240,47724,77.490,300|09:25:00.240,47725,77.490,200|09:25:00.240,47726,77.490,100|09:25:00.240,47727,77.490,500|09:25:00.240,47728,77.490,300|09:25:00.240,47729,77.490,2100|09:25:00.240,47730,77.490,100|09:25:00.240,47731,77.490,800|09:25:00.240,47732,77.490,2700|09:25:00.240,47733,77.490,1000|09:25:00.240,47734,77.490,100|09:25:00.240,47735,77.490,300|09:25:00.240,47736,77.490,1000|09:25:00.240,47737,77.490,100|09:25:00.240,47738,77.490,2400|09:25:00.240,47739,77.490,100|09:25:00.240,47740,77.490,1400|09:25:00.240,47741,77.490,600|09:25:00.240,47742,77.490,100|09:25:00.240,47743,77.490,1100|09:25:00.240,47744,77.490,600|09:25:00.240,47745,77.490,100|09:25:00.240,47746,77.490,400|09:25:00.240,47747,77.490,200|09:25:00.240,47748,77.490,300|09:25:00.240,47749,77.490,100|09:25:00.240,47750,77.490,1000|09:25:00.240,47751,77.490,2200|09:25:00.240,47752,77.490,1600|09:25:00.240,47753,77.490,100|09:25:00.240,47754,77.490,11500|09:25:00.240,47755,77.490,2000|09:25:00.240,47756,77.490,800|09:25:00.240,47757,77.490,400|09:25:00.240,47758,77.490,1000|09:25:00.240,47759,77.490,100|09:25:00.240,47760,77.490,900|09:25:00.240,47761,77.490,100|09:25:00.240,47762,77.490,100|09:25:00.240,47763,77.490,13000|09:25:00.240,47764,77.490,10000|09:25:00.240,47765,77.490,400|09:25:00.240,47766,77.490,1000|09:25:00.240,47767,77.490,100|09:25:00.240,47768,77.490,100|09:25:00.240,47769,77.490,100|09:25:00.240,47770,77.490,200|09:25:00.240,47771,77.490,100|09:25:00.240,47772,77.490,100|09:25:00.240,47773,77.490,200|09:25:00.240,47774,77.490,400|09:25:00.240,47775,77.490,500|09:25:00.240,47776,77.490,200|09:25:00.240,47777,77.490,100|09:25:00.240,47778,77.490,500|09:25:00.240,47779,77.490,500|09:25:00.240,47780,77.490,100|09:25:00.240,47781,77.490,500|09:25:00.240,47782,77.490,300|09:25:00.240,47783,77.490,400|09:25:00.240,47784,77.490,500|09:25:00.240,47785,77.490,300|09:25:00.240,47786,77.490,200|09:25:00.240,47787,77.490,100|09:25:00.240,47788,77.490,300|09:25:00.240,47789,77.490,400|09:25:00.240,47790,77.490,200|09:25:00.240,47791,77.490,200|09:25:00.240,47792,77.490,200|09:25:00.240,47793,77.490,100|09:25:00.240,47794,77.490,100|09:25:00.240,47795,77.490,100|09:25:00.240,47796,77.490,1200|09:25:00.240,47797,77.490,100|09:25:00.240,47798,77.490,200|09:25:00.240,47799,77.490,200|09:25:00.240,47800,77.490,900|09:25:00.240,47801,77.490,900|09:25:00.240,47802,77.490,1200|09:25:00.240,47803,77.490,300|09:25:00.240,47804,77.490,300|09:25:00.240,47805,77.490,100|09:25:00.240,47806,77.490,100|09:25:00.240,47807,77.490,500|09:25:00.240,47808,77.490,100|09:25:00.240,47809,77.490,100|09:25:00.240,47810,77.490,200|09:25:00.240,47811,77.490,400|09:25:00.240,47812,77.490,300|09:25:00.240,47813,77.490,200|09:25:00.240,47814,77.490,100|09:25:00.240,47815,77.490,100|09:25:00.240,47816,77.490,100|09:25:00.240,47817,77.490,100|09:25:00.240,47818,77.490,1000|09:25:00.240,47819,77.490,100
2024/07/29 09:25:04 lv2_601127=09:25:00.240,47820,77.490,100|09:25:00.240,47821,77.490,300|09:25:00.240,47822,77.490,200|09:25:00.240,47823,77.490,200|09:25:00.240,47824,77.490,100|09:25:00.240,47825,77.490,100|09:25:00.240,47826,77.490,100|09:25:00.240,47827,77.490,100|09:25:00.240,47828,77.490,100|09:25:00.240,47829,77.490,400|09:25:00.240,47830,77.490,100|09:25:00.240,47831,77.490,100|09:25:00.240,47832,77.490,200|09:25:00.240,47833,77.490,100|09:25:00.240,47834,77.490,100|09:25:00.240,47835,77.490,100|09:25:00.240,47836,77.490,100|09:25:00.240,47837,77.490,500|09:25:00.240,47838,77.490,100|09:25:00.240,47839,77.490,300|09:25:00.240,47840,77.490,400|09:25:00.240,47841,77.490,500|09:25:00.240,47842,77.490,100|09:25:00.240,47843,77.490,100|09:25:00.240,47844,77.490,200|09:25:00.240,47845,77.490,500|09:25:00.240,47846,77.490,100|09:25:00.240,47847,77.490,100|09:25:00.240,47848,77.490,100|09:25:00.240,47849,77.490,100|09:25:00.240,47850,77.490,200|09:25:00.240,47851,77.490,900|09:25:00.240,47852,77.490,4800|09:25:00.240,47853,77.490,200|09:25:00.240,47854,77.490,200|09:25:00.240,47855,77.490,200|09:25:00.240,47856,77.490,100|09:25:00.240,47857,77.490,300|09:25:00.240,47858,77.490,100|09:25:00.240,47859,77.490,100|09:25:00.240,47860,77.490,200|09:25:00.240,47861,77.490,100|09:25:00.240,47862,77.490,300|09:25:00.240,47863,77.490,100|09:25:00.240,47864,77.490,100|09:25:00.240,47865,77.490,100|09:25:00.240,47866,77.490,100|09:25:00.240,47867,77.490,400|09:25:00.240,47868,77.490,100|09:25:00.240,47869,77.490,100|09:25:00.240,47870,77.490,100|09:25:00.240,47871,77.490,100|09:25:00.240,47872,77.490,100|09:25:00.240,47873,77.490,300|09:25:00.240,47874,77.490,100|09:25:00.240,47875,77.490,300|09:25:00.240,47876,77.490,100|09:25:00.240,47877,77.490,200|09:25:00.240,47878,77.490,100|09:25:00.240,47879,77.490,1600|09:25:00.240,47880,77.490,100|09:25:00.240,47881,77.490,200|09:25:00.240,47882,77.490,100|09:25:00.240,47883,77.490,800|09:25:00.240,47884,77.490,200|09:25:00.240,47885,77.490,400|09:25:00.240,47886,77.490,100|09:25:00.240,47887,77.490,200|09:25:00.240,47888,77.490,100|09:25:00.240,47889,77.490,200|09:25:00.240,47890,77.490,300|09:25:00.240,47891,77.490,300|09:25:00.240,47892,77.490,500|09:25:00.240,47893,77.490,100|09:25:00.240,47894,77.490,400|09:25:00.240,47895,77.490,100|09:25:00.240,47896,77.490,100|09:25:00.240,47897,77.490,400|09:25:00.240,47898,77.490,1000|09:25:00.240,47899,77.490,100|09:25:00.240,47900,77.490,400|09:25:00.240,47901,77.490,200|09:25:00.240,47902,77.490,500|09:25:00.240,47903,77.490,100|09:25:00.240,47904,77.490,400|09:25:00.240,47905,77.490,100|09:25:00.240,47906,77.490,100|09:25:00.240,47907,77.490,100|09:25:00.240,47908,77.490,300|09:25:00.240,47909,77.490,200|09:25:00.240,47910,77.490,100|09:25:00.240,47911,77.490,100|09:25:00.240,47912,77.490,200|09:25:00.240,47913,77.490,100|09:25:00.240,47914,77.490,1000|09:25:00.240,47915,77.490,100|09:25:00.240,47916,77.490,100|09:25:00.240,47917,77.490,100|09:25:00.240,47918,77.490,100|09:25:00.240,47919,77.490,100|09:25:00.240,47920,77.490,1000|09:25:00.240,47921,77.490,400|09:25:00.240,47922,77.490,500|09:25:00.240,47923,77.490,500|09:25:00.240,47924,77.490,400|09:25:00.240,47925,77.490,100|09:25:00.240,47926,77.490,500|09:25:00.240,47927,77.490,100|09:25:00.240,47928,77.490,100|09:25:00.240,47929,77.490,100|09:25:00.240,47930,77.490,1400|09:25:00.240,47931,77.490,200|09:25:00.240,47932,77.490,100|09:25:00.240,47933,77.490,300|09:25:00.240,47934,77.490,1800|09:25:00.240,47935,77.490,100|09:25:00.240,47936,77.490,100|09:25:00.240,47937,77.490,100|09:25:00.240,47938,77.490,600|09:25:00.240,47939,77.490,1000|09:25:00.240,47940,77.490,200|09:25:00.240,47941,77.490,5000|09:25:00.240,47942,77.490,1500|09:25:00.240,47943,77.490,100|09:25:00.240,47944,77.490,100|09:25:00.240,47945,77.490,100|09:25:00.240,47946,77.490,100|09:25:00.240,47947,77.490,100|09:25:00.240,47948,77.490,1600|09:25:00.240,47949,77.490,200|09:25:00.240,47950,77.490,1400|09:25:00.240,47951,77.490,1500|09:25:00.240,47952,77.490,100|09:25:00.240,47953,77.490,200|09:25:00.240,47954,77.490,300|09:25:00.240,47955,77.490,1600|09:25:00.240,47956,77.490,700|09:25:00.240,47957,77.490,1400|09:25:00.240,47958,77.490,200|09:25:00.240,47959,77.490,200|09:25:00.240,47960,77.490,1300|09:25:00.240,47961,77.490,300|09:25:00.240,47962,77.490,2700|09:25:00.240,47963,77.490,100|09:25:00.240,47964,77.490,200|09:25:00.240,47965,77.490,200|09:25:00.240,47966,77.490,100|09:25:00.240,47967,77.490,100|09:25:00.240,47968,77.490,100|09:25:00.240,47969,77.490,100|09:25:00.240,47970,77.490,5100|09:25:00.240,47971,77.490,100|09:25:00.240,47972,77.490,1500|09:25:00.240,47973,77.490,200|09:25:00.240,47974,77.490,200|09:25:00.240,47975,77.490,100|09:25:00.240,47976,77.490,600|09:25:00.240,47977,77.490,100|09:25:00.240,47978,77.490,100|09:25:00.240,47979,77.490,1900|09:25:00.240,47980,77.490,200|09:25:00.240,47981,77.490,1500|09:25:00.240,47982,77.490,4300|09:25:00.240,47983,77.490,100|09:25:00.240,47984,77.490,100|09:25:00.240,4798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0,300|09:25:00.240,48546,77.490,200|09:25:00.240,48547,77.490,100|09:25:00.240,48548,77.490,300|09:25:00.240,48549,77.490,200|09:25:00.240,48550,77.490,500|09:25:00.240,48551,77.490,200|09:25:00.240,48552,77.490,200|09:25:00.240,48553,77.490,100|09:25:00.240,48554,77.490,200|09:25:00.240,48555,77.490,500|09:25:00.240,48556,77.490,200|09:25:00.240,48557,77.490,200|09:25:00.240,48558,77.490,200|09:25:00.240,48559,77.490,100|09:25:00.240,48560,77.490,600|09:25:00.240,48561,77.490,100|09:25:00.240,48562,77.490,400|09:25:00.240,48563,77.490,1100|09:25:00.240,48564,77.490,11600|09:25:00.240,48565,77.490,800|09:25:00.240,48566,77.490,300|09:25:00.240,48567,77.490,700|09:25:00.240,48568,77.490,1600|09:25:00.240,48569,77.490,100|09:25:00.240,48570,77.490,100|09:25:00.240,48571,77.490,200|09:25:00.240,48572,77.490,300|09:25:00.240,48573,77.490,700|09:25:00.240,48574,77.490,500|09:25:00.240,48575,77.490,1300|09:25:00.240,48576,77.490,300|09:25:00.240,48577,77.490,5600|09:25:00.240,48578,77.490,400|09:25:00.240,48579,77.490,300|09:25:00.240,48580,77.490,500|09:25:00.240,48581,77.490,200|09:25:00.240,48582,77.490,100|09:25:00.240,48583,77.490,800|09:25:00.240,48584,77.490,500|09:25:00.240,48585,77.490,100|09:25:00.240,48586,77.490,100|09:25:00.240,48587,77.490,200|09:25:00.240,48588,77.490,200|09:25:00.240,48589,77.490,900|09:25:00.240,48590,77.490,100|09:25:00.240,48591,77.490,100|09:25:00.240,48592,77.490,400|09:25:00.240,48593,77.490,100|09:25:00.240,48594,77.490,400|09:25:00.240,48595,77.490,100|09:25:00.240,48596,77.490,300|09:25:00.240,48597,77.490,100|09:25:00.240,48598,77.490,100|09:25:00.240,48599,77.490,400|09:25:00.240,48600,77.490,100|09:25:00.240,48601,77.490,100|09:25:00.240,48602,77.490,100|09:25:00.240,48603,77.490,100|09:25:00.240,48604,77.490,100|09:25:00.240,48605,77.490,400|09:25:00.240,48606,77.490,200|09:25:00.240,48607,77.490,9400|09:25:00.240,48608,77.490,100|09:25:00.240,48609,77.490,100|09:25:00.240,48610,77.490,6400|09:25:00.240,48611,77.490,1400|09:25:00.240,48612,77.490,100|09:25:00.240,48613,77.490,2500|09:25:00.240,48614,77.490,2500|09:25:00.240,48615,77.490,500|09:25:00.240,48616,77.490,100|09:25:00.240,48617,77.490,100|09:25:00.240,48618,77.490,100|09:25:00.240,48619,77.490,100|09:25:00.240,48620,77.490,100|09:25:00.240,48621,77.490,100|09:25:00.240,48622,77.490,200|09:25:00.240,48623,77.490,300|09:25:00.240,48624,77.490,600|09:25:00.240,48625,77.490,300|09:25:00.240,48626,77.490,300|09:25:00.240,48627,77.490,200|09:25:00.240,48628,77.490,200|09:25:00.240,48629,77.490,100|09:25:00.240,48630,77.490,100|09:25:00.240,48631,77.490,400|09:25:00.240,48632,77.490,100|09:25:00.240,48633,77.490,100|09:25:00.240,48634,77.490,100|09:25:00.240,48635,77.490,100|09:25:00.240,48636,77.490,100|09:25:00.240,48637,77.490,400|09:25:00.240,48638,77.490,100|09:25:00.240,48639,77.490,1500|09:25:00.240,48640,77.490,5600|09:25:00.240,48641,77.490,100|09:25:00.240,48642,77.490,500|09:25:00.240,48643,77.490,4300|09:25:00.240,48644,77.490,500|09:25:00.240,48645,77.490,100|09:25:00.240,48646,77.490,200|09:25:00.240,48647,77.490,100|09:25:00.240,48648,77.490,100|09:25:00.240,48649,77.490,200|09:25:00.240,48650,77.490,800|09:25:00.240,48651,77.490,100|09:25:00.240,48652,77.490,100|09:25:00.240,48653,77.490,200|09:25:00.240,48654,77.490,100|09:25:00.240,48655,77.490,100|09:25:00.240,48656,77.490,200|09:25:00.240,48657,77.490,500|09:25:00.240,48658,77.490,400|09:25:00.240,48659,77.490,100|09:25:00.240,48660,77.490,100|09:25:00.240,48661,77.490,100|09:25:00.240,48662,77.490,800|09:25:00.240,48663,77.490,1200|09:25:00.240,48664,77.490,100|09:25:00.240,48665,77.490,200|09:25:00.240,48666,77.490,200|09:25:00.240,48667,77.490,400|09:25:00.240,48668,77.490,100|09:25:00.240,48669,77.490,100|09:25:00.240,48670,77.490,200|09:25:00.240,48671,77.490,400|09:25:00.240,48672,77.490,100|09:25:00.240,48673,77.490,100|09:25:00.240,48674,77.490,200|09:25:00.240,48675,77.490,200|09:25:00.240,48676,77.490,500|09:25:00.240,48677,77.490,100|09:25:00.240,48678,77.490,100|09:25:00.240,48679,77.490,300|09:25:00.240,48680,77.490,200|09:25:00.240,48681,77.490,500|09:25:00.240,48682,77.490,100|09:25:00.240,48683,77.490,5600|09:25:00.240,48684,77.490,200|09:25:00.240,48685,77.490,900|09:25:00.240,48686,77.490,700|09:25:00.240,48687,77.490,100|09:25:00.240,48688,77.490,200|09:25:00.240,48689,77.490,10000|09:25:00.240,48690,77.490,100|09:25:00.240,48691,77.490,100
2024/07/29 09:25:04 lv2_601127=09:25:00.240,48692,77.490,100|09:25:00.240,48693,77.490,100|09:25:00.240,48694,77.490,100|09:25:00.240,48695,77.490,100|09:25:00.240,48696,77.490,300|09:25:00.240,48697,77.490,1000|09:25:00.240,48698,77.490,200|09:25:00.240,48699,77.490,200|09:25:00.240,48700,77.490,100|09:25:00.240,48701,77.490,100|09:25:00.240,48702,77.490,100|09:25:00.240,48703,77.490,900|09:25:00.240,48704,77.490,100|09:25:00.240,48705,77.490,100|09:25:00.240,48706,77.490,200|09:25:00.240,48707,77.490,100|09:25:00.240,48708,77.490,100|09:25:00.240,48709,77.490,200|09:25:00.240,48710,77.490,100|09:25:00.240,48711,77.490,100|09:25:00.240,48712,77.490,100|09:25:00.240,48713,77.490,100|09:25:00.240,48714,77.490,100|09:25:00.240,48715,77.490,100|09:25:00.240,48716,77.490,100|09:25:00.240,48717,77.490,400|09:25:00.240,48718,77.490,100|09:25:00.240,48719,77.490,100|09:25:00.240,48720,77.490,100|09:25:00.240,48721,77.490,1800|09:25:00.240,48722,77.490,1700|09:25:00.240,48723,77.490,2000|09:25:00.240,48724,77.490,100|09:25:00.240,48725,77.490,6100|09:25:00.240,48726,77.490,3900|09:25:00.240,48727,77.490,5000|09:25:00.240,48728,77.490,200|09:25:00.240,48729,77.490,100|09:25:00.240,48730,77.490,300|09:25:00.240,48731,77.490,200|09:25:00.240,48732,77.490,7000|09:25:00.240,48733,77.490,200|09:25:00.240,48734,77.490,100|09:25:00.240,48735,77.490,300|09:25:00.240,48736,77.490,100|09:25:00.240,48737,77.490,100|09:25:00.240,48738,77.490,500|09:25:00.240,48739,77.490,100|09:25:00.240,48740,77.490,500|09:25:00.240,48741,77.490,200|09:25:00.240,48742,77.490,400|09:25:00.240,48743,77.490,300|09:25:00.240,48744,77.490,200|09:25:00.240,48745,77.490,100|09:25:00.240,48746,77.490,100|09:25:00.240,48747,77.490,100|09:25:00.240,48748,77.490,200|09:25:00.240,48749,77.490,700|09:25:00.240,48750,77.490,200|09:25:00.240,48751,77.490,100|09:25:00.240,48752,77.490,200|09:25:00.240,48753,77.490,100|09:25:00.240,48754,77.490,100|09:25:00.240,48755,77.490,600|09:25:00.240,48756,77.490,200|09:25:00.240,48757,77.490,500|09:25:00.240,48758,77.490,100|09:25:00.240,48759,77.490,10000|09:25:00.240,48760,77.490,100|09:25:00.240,48761,77.490,300|09:25:00.240,48762,77.490,100|09:25:00.240,48763,77.490,300|09:25:00.240,48764,77.490,200|09:25:00.240,48765,77.490,400|09:25:00.240,48766,77.490,900|09:25:00.240,48767,77.490,200|09:25:00.240,48768,77.490,200|09:25:00.240,48769,77.490,400|09:25:00.240,48770,77.490,200|09:25:00.240,48771,77.490,400|09:25:00.240,48772,77.490,400|09:25:00.240,48773,77.490,300|09:25:00.240,48774,77.490,200|09:25:00.240,48775,77.490,300|09:25:00.240,48776,77.490,200|09:25:00.240,48777,77.490,300|09:25:00.240,48778,77.490,200|09:25:00.240,48779,77.490,1200|09:25:00.240,48780,77.490,800|09:25:00.240,48781,77.490,300|09:25:00.240,48782,77.490,400|09:25:00.240,48783,77.490,200|09:25:00.240,48784,77.490,200|09:25:00.240,48785,77.490,100|09:25:00.240,48786,77.490,100|09:25:00.240,48787,77.490,200|09:25:00.240,48788,77.490,200|09:25:00.240,48789,77.490,100|09:25:00.240,48790,77.490,100|09:25:00.240,48791,77.490,100|09:25:00.240,48792,77.490,700|09:25:00.240,48793,77.490,100|09:25:00.240,48794,77.490,100|09:25:00.240,48795,77.490,400|09:25:00.240,48796,77.490,500|09:25:00.240,48797,77.490,200|09:25:00.240,48798,77.490,500|09:25:00.240,48799,77.490,100|09:25:00.240,48800,77.490,200|09:25:00.240,48801,77.490,4600|09:25:00.240,48802,77.490,400|09:25:00.240,48803,77.490,500|09:25:00.240,48804,77.490,100|09:25:00.240,48805,77.490,300|09:25:00.240,48806,77.490,100|09:25:00.240,48807,77.490,200|09:25:00.240,48808,77.490,3000|09:25:00.240,48809,77.490,300|09:25:00.240,48810,77.490,100|09:25:00.240,48811,77.490,300|09:25:00.240,48812,77.490,500|09:25:00.240,48813,77.490,7000|09:25:00.240,48814,77.490,100|09:25:00.240,48815,77.490,200|09:25:00.240,48816,77.490,200|09:25:00.240,48817,77.490,200|09:25:00.240,48818,77.490,300|09:25:00.240,48819,77.490,400|09:25:00.240,48820,77.490,200|09:25:00.240,48821,77.490,300|09:25:00.240,48822,77.490,300|09:25:00.240,48823,77.490,200|09:25:00.240,48824,77.490,100|09:25:00.240,48825,77.490,200|09:25:00.240,48826,77.490,200|09:25:00.240,48827,77.490,200|09:25:00.240,48828,77.490,100|09:25:00.240,48829,77.490,1000|09:25:00.240,48830,77.490,300|09:25:00.240,48831,77.490,800|09:25:00.240,48832,77.490,500|09:25:00.240,48833,77.490,1000|09:25:00.240,48834,77.490,300|09:25:00.240,48835,77.490,100|09:25:00.240,48836,77.490,1400|09:25:00.240,48837,77.490,5000|09:25:00.240,48838,77.490,400|09:25:00.240,48839,77.490,200|09:25:00.240,48840,77.490,400|09:25:00.240,48841,77.490,100|09:25:00.240,48842,77.490,200|09:25:00.240,48843,77.490,100|09:25:00.240,48844,77.490,300|09:25:00.240,48845,77.490,300|09:25:00.240,48846,77.490,200|09:25:00.240,48847,77.490,100|09:25:00.240,48848,77.490,9000|09:25:00.240,48849,77.490,100|09:25:00.240,48850,77.490,100|09:25:00.240,48851,77.490,100|09:25:00.240,48852,77.490,300|09:25:00.240,48853,77.490,700|09:25:00.240,48854,77.490,200|09:25:00.240,48855,77.490,300|09:25:00.240,48856,77.490,1000|09:25:00.240,48857,77.490,100|09:25:00.240,48858,77.490,100|09:25:00.240,48859,77.490,500|09:25:00.240,48860,77.490,4000|09:25:00.240,48861,77.490,100|09:25:00.240,48862,77.490,300|09:25:00.240,48863,77.490,800|09:25:00.240,48864,77.490,300|09:25:00.240,48865,77.490,400|09:25:00.240,48866,77.490,200

简单写个脚本统计一下:

<?php
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:00.240,49512,77.490,200|09:25:00.240,49513,77.490,100|09:25:00.240,49514,77.490,100|09:25:00.240,49515,77.490,100|09:25:00.240,49516,77.490,300|09:25:00.240,49517,77.490,400|09:25:00.240,49518,77.490,200|09:25:00.240,49519,77.490,100|09:25:00.240,49520,77.490,300|09:25:00.240,49521,77.490,1000|09:25:00.240,49522,77.490,500|09:25:00.240,49523,77.490,400|09:25:00.240,49524,77.490,800|09:25:00.240,49525,77.490,100|09:25:00.240,49526,77.490,200|09:25:00.240,49527,77.490,2200|09:25:00.240,49528,77.490,1000|09:25:00.240,49529,77.490,100|09:25:00.240,49530,77.490,300|09:25:00.240,49531,77.490,100|09:25:00.240,49532,77.490,1300|09:25:00.240,49533,77.490,300|09:25:00.240,49534,77.490,100|09:25:00.240,49535,77.490,500|09:25:00.240,49536,77.490,200|09:25:00.240,49537,77.490,100|09:25:00.240,49538,77.490,700|09:25:00.240,49539,77.490,100|09:25:00.240,49540,77.490,100|09:25:00.240,49541,77.490,200|09:25:00.240,49542,77.490,200|09:25:00.240,49543,77.490,200|09:25:00.240,49544,77.490,200|09:25:00.240,49545,77.490,100|09:25:00.240,49546,77.490,200|09:25:00.240,49547,77.490,500|09:25:00.240,49548,77.490,100|09:25:00.240,49549,77.490,100|09:25:00.240,49550,77.490,600|09:25:00.240,49551,77.490,400|09:25:00.240,49552,77.490,200|09:25:00.240,49553,77.490,100|09:25:00.240,49554,77.490,500|09:25:00.240,49555,77.490,100|09:25:00.240,49556,77.490,100|09:25:00.240,49557,77.490,400|09:25:00.240,49558,77.490,500|09:25:00.240,49559,77.490,100|09:25:00.240,49560,77.490,1000|09:25:00.240,49561,77.490,100|09:25:00.240,49562,77.490,100|09:25:00.240,49563,77.490,600|09:25:00.240,48517,77.490,300|09:25:00.240,48518,77.490,100|09:25:00.240,48519,77.490,500|09:25:00.240,48520,77.490,200|09:25:00.240,48521,77.490,100|09:25:00.240,48522,77.490,100|09:25:00.240,48523,77.490,1000|09:25:00.240,48524,77.490,100|09:25:00.240,48525,77.490,100|09:25:00.240,48526,77.490,100|09:25:00.240,48527,77.490,100|09:25:00.240,48528,77.490,1000|09:25:00.240,48529,77.490,8900|09:25:00.240,48530,77.490,600|09:25:00.240,48531,77.490,100|09:25:00.240,48532,77.490,100|09:25:00.240,48533,77.490,600|09:25:00.240,48534,77.490,500|09:25:00.240,48535,77.490,100|09:25:00.240,48536,77.490,2000|09:25:00.240,48537,77.490,200|09:25:00.240,48538,77.490,100|09:25:00.240,48539,77.490,100|09:25:00.240,48540,77.490,300|09:25:00.240,48541,77.490,5100|09:25:00.240,48542,77.490,500|09:25:00.240,48543,77.490,6000|09:25:00.240,48544,77.490,900|09:25:00.240,48545,77.490,300|09:25:00.240,48546,77.490,200|09:25:00.240,48547,77.490,100|09:25:00.240,48548,77.490,300|09:25:00.240,48549,77.490,200|09:25:00.240,48550,77.490,500|09:25:00.240,48551,77.490,200|09:25:00.240,48552,77.490,200|09:25:00.240,48553,77.490,100|09:25:00.240,48554,77.490,200|09:25:00.240,48555,77.490,500|09:25:00.240,48556,77.490,200|09:25:00.240,48557,77.490,200|09:25:00.240,48558,77.490,200|09:25:00.240,48559,77.490,100|09:25:00.240,48560,77.490,600|09:25:00.240,48561,77.490,100|09:25:00.240,48562,77.490,400|09:25:00.240,48563,77.490,1100|09:25:00.240,48564,77.490,11600|09:25:00.240,48565,77.490,800|09:25:00.240,48566,77.490,300|09:25:00.240,48567,77.490,700|09:25:00.240,48568,77.490,1600|09:25:00.240,48569,77.490,100|09:25:00.240,48570,77.490,100|09:25:00.240,48571,77.490,200|09:25:00.240,48572,77.490,300|09:25:00.240,48573,77.490,700|09:25:00.240,48574,77.490,500|09:25:00.240,48575,77.490,1300|09:25:00.240,48576,77.490,300|09:25:00.240,48577,77.490,5600|09:25:00.240,48578,77.490,400|09:25:00.240,48579,77.490,300|09:25:00.240,48580,77.490,500|09:25:00.240,48581,77.490,200|09:25:00.240,48582,77.490,100|09:25:00.240,48583,77.490,800|09:25:00.240,48584,77.490,500|09:25:00.240,48585,77.490,100|09:25:00.240,48586,77.490,100|09:25:00.240,48587,77.490,200|09:25:00.240,48588,77.490,200|09:25:00.240,48589,77.490,900|09:25:00.240,48590,77.490,100|09:25:00.240,48591,77.490,100|09:25:00.240,48592,77.490,400|09:25:00.240,48593,77.490,100|09:25:00.240,48594,77.490,400|09:25:00.240,48595,77.490,100|09:25:00.240,48596,77.490,300|09:25:00.240,48597,77.490,100|09:25:00.240,48598,77.490,100|09:25:00.240,48599,77.490,400|09:25:00.240,48600,77.490,100|09:25:00.240,48601,77.490,100|09:25:00.240,48602,77.490,100|09:25:00.240,48603,77.490,100|09:25:00.240,48604,77.490,100|09:25:00.240,48605,77.490,400|09:25:00.240,48606,77.490,200|09:25:00.240,48607,77.490,9400|09:25:00.240,48608,77.490,100|09:25:00.240,48609,77.490,100|09:25:00.240,48610,77.490,6400|09:25:00.240,48611,77.490,1400|09:25:00.240,48612,77.490,100|09:25:00.240,48613,77.490,2500|09:25:00.240,48614,77.490,2500|09:25:00.240,48615,77.490,500|09:25:00.240,48616,77.490,100|09:25:00.240,48617,77.490,100|09:25:00.240,48618,77.490,100|09:25:00.240,48619,77.490,100|09:25:00.240,48620,77.490,100|09:25:00.240,48621,77.490,100|09:25:00.240,48622,77.490,200|09:25:00.240,48623,77.490,300|09:25:00.240,48624,77.490,600|09:25:00.240,48625,77.490,300|09:25:00.240,48626,77.490,300|09:25:00.240,48627,77.490,200|09:25:00.240,48628,77.490,200|09:25:00.240,48629,77.490,100|09:25:00.240,48630,77.490,100|09:25:00.240,48631,77.490,400|09:25:00.240,48632,77.490,100|09:25:00.240,48633,77.490,100|09:25:00.240,48634,77.490,100|09:25:00.240,48635,77.490,100|09:25:00.240,48636,77.490,100|09:25:00.240,48637,77.490,400|09:25:00.240,48638,77.490,100|09:25:00.240,48639,77.490,1500|09:25:00.240,48640,77.490,5600|09:25:00.240,48641,77.490,100|09:25:00.240,48642,77.490,500|09:25:00.240,48643,77.490,4300|09:25:00.240,48644,77.490,500|09:25:00.240,48645,77.490,100|09:25:00.240,48646,77.490,200|09:25:00.240,48647,77.490,100|09:25:00.240,48648,77.490,100|09:25:00.240,48649,77.490,200|09:25:00.240,48650,77.490,800|09:25:00.240,48651,77.490,100|09:25:00.240,48652,77.490,100|09:25:00.240,48653,77.490,200|09:25:00.240,48654,77.490,100|09:25:00.240,48655,77.490,100|09:25:00.240,48656,77.490,200|09:25:00.240,48657,77.490,500|09:25:00.240,48658,77.490,400|09:25:00.240,48659,77.490,100|09:25:00.240,48660,77.490,100|09:25:00.240,48661,77.490,100|09:25:00.240,48662,77.490,800|09:25:00.240,48663,77.490,1200|09:25:00.240,48664,77.490,100|09:25:00.240,48665,77.490,200|09:25:00.240,48666,77.490,200|09:25:00.240,48667,77.490,400|09:25:00.240,48668,77.490,100|09:25:00.240,48669,77.490,100|09:25:00.240,48670,77.490,200|09:25:00.240,48671,77.490,400|09:25:00.240,48672,77.490,100|09:25:00.240,48673,77.490,100|09:25:00.240,48674,77.490,200|09:25:00.240,48675,77.490,200|09:25:00.240,48676,77.490,500|09:25:00.240,48677,77.490,100|09:25:00.240,48678,77.490,100|09:25:00.240,48679,77.490,300|09:25:00.240,48680,77.490,200|09:25:00.240,48681,77.490,500|09:25:00.240,48682,77.490,100|09:25:00.240,48683,77.490,5600|09:25:00.240,48684,77.490,200|09:25:00.240,48685,77.490,900|09:25:00.240,48686,77.490,700|09:25:00.240,48687,77.490,100|09:25:00.240,48688,77.490,200|09:25:00.240,48689,77.490,10000|09:25:00.240,48690,77.490,100|09:25:00.240,48691,77.490,100|09:25:00.240,48692,77.490,100|09:25:00.240,48693,77.490,100|09:25:00.240,48694,77.490,100|09:25:00.240,48695,77.490,100|09:25:00.240,48696,77.490,300|09:25:00.240,48697,77.490,1000|09:25:00.240,48698,77.490,200|09:25:00.240,48699,77.490,200|09:25:00.240,48700,77.490,100|09:25:00.240,48701,77.490,100|09:25:00.240,48702,77.490,100|09:25:00.240,48703,77.490,900|09:25:00.240,48704,77.490,100|09:25:00.240,48705,77.490,100|09:25:00.240,48706,77.490,200|09:25:00.240,48707,77.490,100|09:25:00.240,48708,77.490,100|09:25:00.240,48709,77.490,200|09:25:00.240,48710,77.490,100|09:25:00.240,48711,77.490,100|09:25:00.240,48712,77.490,100|09:25:00.240,48713,77.490,100|09:25:00.240,48714,77.490,100|09:25:00.240,48715,77.490,100|09:25:00.240,48716,77.490,100|09:25:00.240,48717,77.490,400|09:25:00.240,48718,77.490,100|09:25:00.240,48719,77.490,100|09:25:00.240,48720,77.490,100|09:25:00.240,48721,77.490,1800|09:25:00.240,48722,77.490,1700|09:25:00.240,48723,77.490,2000|09:25:00.240,48724,77.490,100|09:25:00.240,48725,77.490,6100|09:25:00.240,48726,77.490,3900|09:25:00.240,48727,77.490,5000|09:25:00.240,48728,77.490,200|09:25:00.240,48729,77.490,100|09:25:00.240,48730,77.490,300|09:25:00.240,48731,77.490,200|09:25:00.240,48732,77.490,7000|09:25:00.240,48733,77.490,200|09:25:00.240,48734,77.490,100|09:25:00.240,48735,77.490,300|09:25:00.240,48736,77.490,100|09:25:00.240,48737,77.490,100|09:25:00.240,48738,77.490,500|09:25:00.240,48739,77.490,100|09:25:00.240,48740,77.490,500|09:25:00.240,48741,77.490,200|09:25:00.240,48742,77.490,400|09:25:00.240,48743,77.490,300|09:25:00.240,48744,77.490,200|09:25:00.240,48745,77.490,100|09:25:00.240,48746,77.490,100|09:25:00.240,48747,77.490,100|09:25:00.240,48748,77.490,200|09:25:00.240,48749,77.490,700|09:25:00.240,48750,77.490,200|09:25:00.240,48751,77.490,100|09:25:00.240,48752,77.490,200|09:25:00.240,48753,77.490,100|09:25:00.240,48754,77.490,100|09:25:00.240,48755,77.490,600|09:25:00.240,48756,77.490,200|09:25:00.240,48757,77.490,500|09:25:00.240,48758,77.490,100|09:25:00.240,48759,77.490,10000|09:25:00.240,48760,77.490,100|09:25:00.240,48761,77.490,300|09:25:00.240,48762,77.490,100|09:25:00.240,48763,77.490,300|09:25:00.240,48764,77.490,200|09:25:00.240,48765,77.490,400|09:25:00.240,48766,77.490,900|09:25:00.240,48767,77.490,200|09:25:00.240,48768,77.490,200|09:25:00.240,48769,77.490,400|09:25:00.240,48770,77.490,200|09:25:00.240,48771,77.490,400|09:25:00.240,48772,77.490,400|09:25:00.240,48773,77.490,300|09:25:00.240,48774,77.490,200|09:25:00.240,48775,77.490,300|09:25:00.240,48776,77.490,200|09:25:00.240,48777,77.490,300|09:25:00.240,48778,77.490,200|09:25:00.240,48779,77.490,1200|09:25:00.240,48780,77.490,800|09:25:00.240,48781,77.490,300|09:25:00.240,48782,77.490,400|09:25:00.240,48783,77.490,200|09:25:00.240,48784,77.490,200|09:25:00.240,48785,77.490,100|09:25:00.240,48786,77.490,100|09:25:00.240,48787,77.490,200|09:25:00.240,48788,77.490,200|09:25:00.240,48789,77.490,100|09:25:00.240,48790,77.490,100|09:25:00.240,48791,77.490,100|09:25:00.240,48792,77.490,700|09:25:00.240,48793,77.490,100|09:25:00.240,48794,77.490,100|09:25:00.240,48795,77.490,400|09:25:00.240,48796,77.490,500|09:25:00.240,48797,77.490,200|09:25:00.240,48798,77.490,500|09:25:00.240,48799,77.490,100|09:25:00.240,48800,77.490,200|09:25:00.240,48801,77.490,4600|09:25:00.240,48802,77.490,400|09:25:00.240,48803,77.490,500|09:25:00.240,48804,77.490,100|09:25:00.240,48805,77.490,300|09:25:00.240,48806,77.490,100|09:25:00.240,48807,77.490,200|09:25:00.240,48808,77.490,3000|09:25:00.240,48809,77.490,300|09:25:00.240,48810,77.490,100|09:25:00.240,48811,77.490,300|09:25:00.240,48812,77.490,500|09:25:00.240,48813,77.490,7000|09:25:00.240,48814,77.490,100|09:25:00.240,48815,77.490,200|09:25:00.240,48816,77.490,200|09:25:00.240,48817,77.490,200|09:25:00.240,48818,77.490,300|09:25:00.240,48819,77.490,400|09:25:00.240,48820,77.490,200|09:25:00.240,48821,77.490,300|09:25:00.240,48822,77.490,300|09:25:00.240,48823,77.490,200|09:25:00.240,48824,77.490,100|09:25:00.240,48825,77.490,200|09:25:00.240,48826,77.490,200|09:25:00.240,48827,77.490,200|09:25:00.240,48828,77.490,100|09:25:00.240,48829,77.490,1000|09:25:00.240,48830,77.490,300|09:25:00.240,48831,77.490,800|09:25:00.240,48832,77.490,500|09:25:00.240,48833,77.490,1000|09:25:00.240,48834,77.490,300|09:25:00.240,48835,77.490,100|09:25:00.240,48836,77.490,1400|09:25:00.240,48837,77.490,5000|09:25:00.240,48838,77.490,400|09:25:00.240,48839,77.490,200|09:25:00.240,48840,77.490,400|09:25:00.240,48841,77.490,100|09:25:00.240,48842,77.490,200|09:25:00.240,48843,77.490,100|09:25:00.240,48844,77.490,300|09:25:00.240,48845,77.490,300|09:25:00.240,48846,77.490,200|09:25:00.240,48847,77.490,100|09:25:00.240,48848,77.490,9000|09:25:00.240,48849,77.490,100|09:25:00.240,48850,77.490,100|09:25:00.240,48851,77.490,100|09:25:00.240,48852,77.490,300|09:25:00.240,48853,77.490,700|09:25:00.240,48854,77.490,200|09:25:00.240,48855,77.490,300|09:25:00.240,48856,77.490,1000|09:25:00.240,48857,77.490,100|09:25:00.240,48858,77.490,100|09:25:00.240,48859,77.490,500|09:25:00.240,48860,77.490,4000|09:25:00.240,48861,77.490,100|09:25:00.240,48862,77.490,300|09:25:00.240,48863,77.490,800|09:25:00.240,48864,77.490,300|09:25:00.240,48865,77.490,400|09:25:00.240,48866,77.490,200|09:25:00.240,49634,77.490,200
el;
$s=explode('|',$s);
$vol=0;
foreach ($s as $r){
    $rEx=explode(',',$r);
    $vol+=$rEx[3];
}
echo "vol count:".$vol;

level2行情集合竞价统计结果:

vol count:1236000

东财结果 

逐笔统计结果跟东财超级复盘结果一样，说明行情是靠谱的。 

行情订阅工具:

GitHub A股行情订阅工具，支持股票/可转债level2/level2数据，主动推送，支持回放，支持记录行情到文件。

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