一、LV2逐笔成交明细数据内容格式
{
"success": true,
"message": "",
"code": 200,
"result": {
"dataList": [
{
"id": "145197781", //每条数据的id
"tradeTime": "10:54:49",//交易时间
"price": "1904",//交易价格
"vol": "100",//成交量
"state": "s"//买的状态 s表示卖,b表示买,n表示中性
},
{
"id": "145197780",
"tradeTime": "10:54:49",
"price": "1904",
"vol": "100",
"state": "s"
},
{
"id": "145197779",
"tradeTime": "10:54:49",
"price": "1904",
"vol": "800",
"state": "s"
},
{
"id": "145193802",
"tradeTime": "10:54:48",
"price": "1904.250",
"vol": "100",
"state": "b"
},
{
"id": "145193780",
"tradeTime": "10:54:48",
"price": "1904.250",
"vol": "100",
"state": "b"
},
{
"id": "145183191",
"tradeTime": "10:54:45",
"price": "1904.490",
"vol": "100",
"state": "b"
},
{
"id": "145183190",
"tradeTime": "10:54:45",
"price": "1904.330",
"vol": "100",
"state": "b"
},
{
"id": "145183189",
"tradeTime": "10:54:45",
"price": "1904.330",
"vol": "200",
"state": "b"
},
{
"id": "145183188",
"tradeTime": "10:54:45",
"price": "1904.330",
"vol": "200",
"state": "b"
},
{
"id": "145183187",
"tradeTime": "10:54:45",
"price": "1904.330",
"vol": "200",
"state": "b"
},
{
"id": "145183186",
"tradeTime": "10:54:45",
"price": "1904.330",
"vol": "200",
"state": "b"
},
{
"id": "145183185",
"tradeTime": "10:54:45",
"price": "1904.330",
"vol": "100",
"state": "b"
},
{
"id": "145183184",
"tradeTime": "10:54:45",
"price": "1904.220",
"vol": "100",
"state": "b"
},
{
"id": "145183183",
"tradeTime": "10:54:45",
"price": "1904.220",
"vol": "100",
"state": "b"
},
{
"id": "145183182",
"tradeTime": "10:54:45",
"price": "1904.220",
"vol": "100",
"state": "b"
},
{
"id": "145183181",
"tradeTime": "10:54:45",
"price": "1904.220",
"vol": "100",
"state": "b"
},
{
"id": "145183180",
"tradeTime": "10:54:45",
"price": "1904.220",
"vol": "100",
"state": "b"
},
{
"id": "145183179",
"tradeTime": "10:54:45",
"price": "1904.100",
"vol": "100",
"state": "b"
},
{
"id": "145183178",
"tradeTime": "10:54:45",
"price": "1904.090",
"vol": "100",
"state": "b"
},
{
"id": "145183177",
"tradeTime": "10:54:45",
"price": "1904.090",
"vol": "100",
"state": "b"
},
{
"id": "145183176",
"tradeTime": "10:54:45",
"price": "1904.090",
"vol": "100",
"state": "b"
},
{
"id": "145183149",
"tradeTime": "10:54:45",
"price": "1904",
"vol": "100",
"state": "s"
},
{
"id": "145171532",
"tradeTime": "10:54:43",
"price": "1904",
"vol": "100",
"state": "s"
},
{
"id": "145170417",
"tradeTime": "10:54:42",
"price": "1904",
"vol": "700",
"state": "b"
},
{
"id": "145170416",
"tradeTime": "10:54:42",
"price": "1904",
"vol": "100",
"state": "b"
},
{
"id": "145170415",
"tradeTime": "10:54:42",
"price": "1904",
"vol": "100",
"state": "b"
},
{
"id": "145170414",
"tradeTime": "10:54:42",
"price": "1903.500",
"vol": "100",
"state": "b"
},
{
"id": "145166978",
"tradeTime": "10:54:41",
"price": "1903.670",
"vol": "100",
"state": "s"
},
{
"id": "145163607",
"tradeTime": "10:54:41",
"price": "1903.570",
"vol": "100",
"state": "s"
},
{
"id": "145163259",
"tradeTime": "10:54:41",
"price": "1903.660",
"vol": "100",
"state": "s"
},
{
"id": "145162873",
"tradeTime": "10:54:40",
"price": "1904",
"vol": "100",
"state": "b"
},
{
"id": "145158838",
"tradeTime": "10:54:40",
"price": "1904",
"vol": "100",
"state": "b"
},
{
"id": "145154632",
"tradeTime": "10:54:39",
"price": "1904",
"vol": "200",
"state": "b"
},
{
"id": "145154631",
"tradeTime": "10:54:39",
"price": "1904",
"vol": "100",
"state": "b"
},
{
"id": "145154630",
"tradeTime": "10:54:39",
"price": "1904",
"vol": "100",
"state": "b"
},
{
"id": "145154629",
"tradeTime": "10:54:39",
"price": "1904",
"vol": "100",
"state": "b"
},
{
"id": "145154628",
"tradeTime": "10:54:39",
"price": "1903.990",
"vol": "100",
"state": "b"
},
{
"id": "145154627",
"tradeTime": "10:54:39",
"price": "1903.980",
"vol": "100",
"state": "b"
},
{
"id": "145154626",
"tradeTime": "10:54:39",
"price": "1903.980",
"vol": "200",
"state": "b"
},
{
"id": "145154625",
"tradeTime": "10:54:39",
"price": "1903.980",
"vol": "200",
"state": "b"
},
{
"id": "145154624",
"tradeTime": "10:54:39",
"price": "1903.980",
"vol": "100",
"state": "b"
},
{
"id": "145154623",
"tradeTime": "10:54:39",
"price": "1903.970",
"vol": "100",
"state": "b"
},
{
"id": "145154622",
"tradeTime": "10:54:39",
"price": "1903.880",
"vol": "100",
"state": "b"
},
{
"id": "145154621",
"tradeTime": "10:54:39",
"price": "1903.810",
"vol": "100",
"state": "b"
},
{
"id": "145154620",
"tradeTime": "10:54:39",
"price": "1903.800",
"vol": "100",
"state": "b"
},
{
"id": "145154619",
"tradeTime": "10:54:39",
"price": "1903.660",
"vol": "100",
"state": "b"
},
{
"id": "145154618",
"tradeTime": "10:54:39",
"price": "1903.660",
"vol": "100",
"state": "b"
},
{
"id": "145154617",
"tradeTime": "10:54:39",
"price": "1903.650",
"vol": "100",
"state": "b"
},
{
"id": "145154616",
"tradeTime": "10:54:39",
"price": "1903.650",
"vol": "100",
"state": "b"
},
{
"id": "145146890",
"tradeTime": "10:54:36",
"price": "1903.570",
"vol": "100",
"state": "b"
},
{
"id": "145143043",
"tradeTime": "10:54:35",
"price": "1903.500",
"vol": "100",
"state": "b"
},
{
"id": "145128412",
"tradeTime": "10:54:31",
"price": "1903.500",
"vol": "100",
"state": "b"
},
{
"id": "145089245",
"tradeTime": "10:54:21",
"price": "1903.500",
"vol": "100",
"state": "s"
},
{
"id": "145088713",
"tradeTime": "10:54:21",
"price": "1903.500",
"vol": "400",
"state": "s"
},
{
"id": "145088152",
"tradeTime": "10:54:21",
"price": "1903.500",
"vol": "100",
"state": "s"
},
{
"id": "145069215",
"tradeTime": "10:54:16",
"price": "1903.500",
"vol": "100",
"state": "s"
},
{
"id": "145064872",
"tradeTime": "10:54:16",
"price": "1903.500",
"vol": "100",
"state": "s"
},
{
"id": "145064841",
"tradeTime": "10:54:16",
"price": "1903.500",
"vol": "100",
"state": "s"
},
{
"id": "145064229",
"tradeTime": "10:54:15",
"price": "1903.490",
"vol": "100",
"state": "b"
},
{
"id": "145064228",
"tradeTime": "10:54:15",
"price": "1903.480",
"vol": "100",
"state": "b"
},
{
"id": "145064227",
"tradeTime": "10:54:15",
"price": "1903.470",
"vol": "100",
"state": "b"
},
{
"id": "145052169",
"tradeTime": "10:54:12",
"price": "1903.150",
"vol": "100",
"state": "b"
},
{
"id": "145021693",
"tradeTime": "10:54:06",
"price": "1903.150",
"vol": "100",
"state": "b"
},
{
"id": "145010833",
"tradeTime": "10:54:03",
"price": "1902.330",
"vol": "100",
"state": "b"
},
{
"id": "145002896",
"tradeTime": "10:54:01",
"price": "1903.150",
"vol": "100",
"state": "b"
},
{
"id": "144994374",
"tradeTime": "10:53:59",
"price": "1903.150",
"vol": "100",
"state": "b"
},
{
"id": "144994373",
"tradeTime": "10:53:59",
"price": "1903.150",
"vol": "100",
"state": "b"
},
{
"id": "144984628",
"tradeTime": "10:53:56",
"price": "1901.230",
"vol": "100",
"state": "s"
},
{
"id": "144976012",
"tradeTime": "10:53:54",
"price": "1902.180",
"vol": "100",
"state": "b"
},
{
"id": "144971670",
"tradeTime": "10:53:52",
"price": "1903.150",
"vol": "100",
"state": "b"
},
{
"id": "144957309",
"tradeTime": "10:53:49",
"price": "1903.080",
"vol": "100",
"state": "s"
},
{
"id": "144935673",
"tradeTime": "10:53:43",
"price": "1903.080",
"vol": "100",
"state": "b"
},
{
"id": "144922912",
"tradeTime": "10:53:41",
"price": "1901.180",
"vol": "100",
"state": "s"
},
{
"id": "144914066",
"tradeTime": "10:53:39",
"price": "1901.180",
"vol": "100",
"state": "s"
},
{
"id": "144909004",
"tradeTime": "10:53:38",
"price": "1903.080",
"vol": "100",
"state": "b"
},
{
"id": "144909003",
"tradeTime": "10:53:38",
"price": "1901.530",
"vol": "100",
"state": "b"
},
{
"id": "144892851",
"tradeTime": "10:53:34",
"price": "1901.180",
"vol": "100",
"state": "s"
},
{
"id": "144880313",
"tradeTime": "10:53:33",
"price": "1901.180",
"vol": "100",
"state": "b"
},
{
"id": "144875300",
"tradeTime": "10:53:32",
"price": "1901.140",
"vol": "100",
"state": "b"
},
{
"id": "144869066",
"tradeTime": "10:53:31",
"price": "1901.140",
"vol": "100",
"state": "b"
},
{
"id": "144869065",
"tradeTime": "10:53:31",
"price": "1901.140",
"vol": "100",
"state": "b"
},
{
"id": "144867726",
"tradeTime": "10:53:30",
"price": "1901.140",
"vol": "100",
"state": "b"
},
{
"id": "144858448",
"tradeTime": "10:53:29",
"price": "1901",
"vol": "100",
"state": "s"
},
{
"id": "144858056",
"tradeTime": "10:53:29",
"price": "1901.010",
"vol": "100",
"state": "s"
},
{
"id": "144853236",
"tradeTime": "10:53:28",
"price": "1901.180",
"vol": "100",
"state": "b"
},
{
"id": "144853235",
"tradeTime": "10:53:28",
"price": "1901.150",
"vol": "100",
"state": "b"
},
{
"id": "144848995",
"tradeTime": "10:53:27",
"price": "1901",
"vol": "100",
"state": "s"
},
{
"id": "144845819",
"tradeTime": "10:53:26",
"price": "1901.080",
"vol": "100",
"state": "b"
},
{
"id": "144835779",
"tradeTime": "10:53:23",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144828731",
"tradeTime": "10:53:22",
"price": "1901.150",
"vol": "100",
"state": "b"
},
{
"id": "144823689",
"tradeTime": "10:53:20",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144821080",
"tradeTime": "10:53:20",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144820185",
"tradeTime": "10:53:19",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144799874",
"tradeTime": "10:53:15",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144786354",
"tradeTime": "10:53:12",
"price": "1901.150",
"vol": "100",
"state": "b"
},
{
"id": "144779139",
"tradeTime": "10:53:11",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144778372",
"tradeTime": "10:53:11",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144778371",
"tradeTime": "10:53:11",
"price": "1901.080",
"vol": "100",
"state": "s"
},
{
"id": "144773345",
"tradeTime": "10:53:10",
"price": "1901.160",
"vol": "100",
"state": "b"
},
{
"id": "144759403",
"tradeTime": "10:53:07",
"price": "1901.180",
"vol": "100",
"state": "b"
}
],
"id": "144759403"
},
"timestamp": 1659581693152
}
"id": "145197781", //每条数据的id
"tradeTime": "10:54:49",//交易时间
"price": "1904",//交易价格
"vol": "100",//成交量
"state": "s"//买的状态 s表示卖,b表示买,n表示中性
二、获取LV2逐笔成交数据接口(2022.8.4日亲测有效)
访问下面地址,直接注册就可以获取到接口了,亲测有效!
http://114.55.250.214
三、逐笔成交介绍
交易过程中的单次成交,是交易过程的真实成交情况。这是Level-2的专有数据,用一个实例来解释这个概念:假设卖一是10元、100手,这时有人以10元委托买入100手,那么这100手是如何成交的呢?这要取决于卖盘由几个委托单构成,如果卖一是一个委托单,那就是一笔成交,即100手;而如果卖一是由40手和60手两笔委托构成,那么这100手就会分成两次成交,即40手一次,60手一次,逐笔成交就是2笔。
一般显示的数据格式为在几分几秒以多少价格分几笔成交了多少手。在这里我们要注意的是成交手数有时候是带小数点的,这是因为股票买进的股数最少是100股,委托的股数也应是100的整数倍,卖出却没有限制,因此成交的手数会有小数点。另外一点就是如果在成交价格和手数前面没有显示,则一般是默认的1笔。