上交所逐笔委托_Sina L2数据是否包含深市逐笔委托？

刚才favoyang问的是委托队列，我回答他的也是委托队列。

逐笔成交明细都是有的，这个没什么疑问。主要是委托队列，我知道有些股票软件有什么千档，我不知道是真的假的，因为交易所好像没提供这个数据。我看见的上交所的Level2就是盘口50档委托队列。

>>> from dHydra.core.Functions import get_vendor

>>> sina = get_vendor("SinaL2", query=["orders","transaction","quotation"], symbols=["sz000001","sh600000"])

登录成功: Original_Emptyset, uid = 3341633314

>>> sina.start()

2016-09-29 00:36:29,846 - SinaL2 - 226 - INFO - 开启话唠模式每55秒的定时与服务器聊天

2016-09-29 00:36:29,848 - SinaL2 - 243 - INFO - 消息全部发送完毕. 耗时：0.001615

2016-09-29 00:36:30,021 - SinaL2 - 122 - INFO - 成功获取到token, symbol_list = ['sz000001', 'sh600000']

2016-09-29 00:36:30,067 - SinaL2 - 148 - INFO - 成功建立ws连接, Thread-3, symbol_list = ['sz000001', 'sh600000']

sys_time=1475080589

2cn_sz000001=平安银行,15:00:03,2016-09-28,9.060,9.060,9.060,9.030,9.050,PH,6616,27136600,245499467.890,6426303,8.960,14482102,9.300,1360,15451397,0.000,877,16748381,0.000,5463,3807,10,10,9.040,9.030,9.020,9.010,9.000,8.990,8.980,8.970,8.960,8.950,79580,1120723,605300,660300,1987500,248300,243700,154500,91800,134500,9.050,9.060,9.070,9.080,9.090,9.100,9.110,9.120,9.130,9.140,1210931,997064,1367169,1101780,932520,645095,321300,332300,292974,259200

2cn_sz000001_orders=15:00:03.000,14:59:51.000,9.040,79580,17,9.050,1210931,90,22380|1100|6000|3000|3800|500|2000|1000|1000|10000|100|1000|500|1200|4000|20000|2000,,52100|600|8000|5000|2000|4800|5000|100000|2800|1200|5000|13200|18400|1000|1000|500|5000|6000|700|5000|3000|40000|8000|6300|2000|1000|300|300|1800|10000|5000|500|2900|8100|30000|10000|9000|2000|1800|150000|2000|200|2000|16811|15500|1000|6000|360|1860|500,

2cn_sz000001_0=7129745|15:00:00.000|9.050|2000|18100.000|7106330|7129204|2|2013,7129746|15:00:00.000|9.050|12300|111315.000|7106542|7129204|2|2013,7129747|15:00:00.000|9.050|600|5430.000|7110085|7129204|2|2013,7129748|15:00:00.000|9.050|2300|20815.000|7112604|7129204|2|2013,7129749|15:00:00.000|9.050|22700|205435.000|7112604|6286875|2|2013,7129750|15:00:00.000|9.050|100|905.000|7115426|6286875|2|2013,7129751|15:00:00.000|9.050|400|3620.000|7116796|6286875|2|2013,7129752|15:00:00.000|9.050|200|1810.000|7117566|6286875|2|2013,7129753|15:00:00.000|9.050|1000|9050.000|7118005|6286875|2|2013,7129754|15:00:00.000|9.050|1000|9050.000|7125197|6286875|2|2013,7129755|15:00:00.000|9.050|700|6335.000|7126817|6286875|2|2013,7129756|15:00:00.000|9.050|20000|181000.000|7127712|6286875|2|2013,7129757|15:00:00.000|9.050|100|905.000|7129008|6286875|2|2013

2cn_sz000001_1=7129730|15:00:00.000|9.050|4500|40725.000|7081232|7129204|2|2013,7129731|15:00:00.000|9.050|1400|12670.000|7084672|7129204|2|2013,7129732|15:00:00.000|9.050|400|3620.000|7087894|7129204|2|2013,7129733|15:00:00.000|9.050|200|1810.000|7090673|7129204|2|2013,7129734|15:00:00.000|9.050|1100|9955.000|7091463|7129204|2|2013,7129735|15:00:00.000|9.050|1000|9050.000|7093900|7129204|2|2013,7129736|15:00:00.000|9.050|1400|12670.000|7095273|7129204|2|2013,7129737|15:00:00.000|9.050|1000|9050.000|7095340|7129204|2|2013,7129738|15:00:00.000|9.050|2000|18100.000|7095677|7129204|2|2013,7129739|15:00:00.000|9.050|600|5430.000|7101397|7129204|2|2013,7129740|15:00:00.000|9.050|2000|18100.000|7102580|7129204|2|2013,7129741|15:00:00.000|9.050|1500|13575.000|7102757|7129204|2|2013,7129742|15:00:00.000|9.050|1300|11765.000|7103744|7129204|2|2013,7129743|15:00:00.000|9.050|200|1810.000|7105595|7129204|2|2013,7129744|15:00:00.000|9.050|4200|38010.000|7106088|7129204|2|2013

2cn_sh600000=浦发银行,15:05:13,2016-09-28,16.480,16.480,16.530,16.460,16.480,PH,4353,12841990,211844619.400,2524043,15.692,3951692,16.911,1192,38727067,637711096.750,845,3487739,57795462.900,479,1777,10,10,16.480,16.470,16.460,16.450,16.440,16.430,16.420,16.410,16.400,16.390,303592,222500,48351,74000,16400,13600,63300,37100,144300,1600,16.490,16.500,16.510,16.520,16.530,16.540,16.550,16.560,16.570,16.580,122292,178233,99141,123531,126111,149750,192160,164660,83660,257690

2cn_sh600000_orders=15:05:13.000,15:05:13.000,16.480,303592,50,16.490,122292,32,188892|1000|500|100|500|200|2000|1000|200|200|100|2000|500|10000|500|200|2000|100|1000|35600|200|100|10000|400|1000|300|1000|200|300|5000|1000|200|2000|1000|200|1000|100|2000|1000|500|5000|1000|400|200|1500|2000|2000|8000|200|500,,22382|2000|1000|12400|2000|2000|400|11900|11900|600|100|1500|200|20400|1200|1000|300|200|100|1200|400|1000|500|10100|600|10000|2200|330|1480|700|2000|200,

2cn_sh600000_0=1102079|14:59:54.220|16.490|800|13192.000|1868387|1765746|2|5

2cn_sh600000_1=1102595|14:59:57.160|16.480|4700|77456.000|1241712|1868881|0|5,1102654|14:59:57.340|16.480|4700|77456.000|1241712|1868908|0|5