LV2股票逐笔成交接口量化

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。

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