A股level2数据接口十档行情数据代码说明

//股票十档行情

//接口数据说明

message StockQuoteRecord{

  uint32 stock_exchange = 1;//证券市场,见数据字典

  string stock_code = 2;//证券代码

  int64 created_at = 3;//快照日期时间戳(毫秒)

  uint32 status = 4;//状态:0-开盘前,1-开盘集合竞价,2-集合竞价至连续竞价,3-连续竞价,4-中午休市,5-收盘集合竞价,6-闭市

  uint32 prev_close_price = 5 ;//前收盘价

  uint32 open_price = 6 ;//开盘价

  uint32 latest_price = 7 ;//最新价

  uint32 high_price = 8 ;//最高价

  uint32 low_price = 9 ;//最低价

  uint32 limit_up_price = 10 ;//涨停价

  uint32 limit_down_price = 11 ;//跌停价

  uint32 order_quantity = 12 ;//成交笔数

  uint64 volume = 13 ;//成交数量

  uint64 amount = 14 ;//成交金额

  uint64 bid_volume = 15;//委托买入数量

  uint32 bid_price = 16;//委托买入加权平均价

  uint64 ask_volume = 17;//委托卖出数量

  uint32 ask_price = 18;//委托卖出加权平均价

  repeated uint32 bid_price_detail = 19;//委托买入价格明细(十档)

  repeated uint32 bid_volume_detail = 20;//委托买入数量明细(十档)

  repeated uint32 ask_price_detail = 21;//委托卖出价格明细(十档)

  repeated uint32 ask_volume_detail = 22;//委托卖出数量明细(十档)

}

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转载自blog.csdn.net/L2gogogo/article/details/130063620