The US stock l2 interface is mainly a level 2 market interface for US stock investment. Next, I will talk about its two major features!
1. The trading orders are expanded from five to ten
Provide investors, funds, and institutions with more transaction reference data, which can more accurately determine the degree of completion of transaction tasks.
US stock l2 interface (ten market snapshots)
| field name |
type |
Remark |
| stock_exchange |
uint32 |
Securities market, see Data Dictionary |
| stock_code |
string |
Securities code |
| created_at |
int64 |
snapshot date timestamp (milliseconds) |
| status |
uint32 |
Status: 0-before market opening, 1-opening call auction, 2-call auction to continuous auction, 3-continuous auction, 4-closed at noon, 5-closing call auction, 6-closed market |
| prev_close_price |
uint32 |
previous closing price |
| open_price |
uint32 |
opening price |
| latest_price |
uint32 |
Latest price |
| high_price |
uint32 |
highest price |
| low_price |
uint32 |
lowest price |
| limit_up_price |
uint32 |
limit price |
| limit_down_price |
uint32 |
limit price |
| order_quantity |
uint32 |
Number of transactions |
| volume |
uint64 |
The number of transactions |
| amount |
uint64 |
Turnover |
| bid_volume |
uint64 |
Entrusted purchase quantity |
| bid_price |
uint32 |
Weighted average price of entrusted buying |
| ask_volume |
uint64 |
Entrusted selling quantity |
| ask_price |
uint32 |
Weighted average price of entrusted selling |
| bid_price_detail |
repeated uint32 |
Details of entrusted purchase price (ten levels) |
| bid_volume_detail |
repeated uint32 |
Details of entrusted purchase quantity (ten files) |
| ask_price_detail |
repeated uint32 |
Details of entrusted selling price (ten files) |
| ask_volume_detail |
repeated uint32 |
Details of entrusted selling quantity (ten files) |
Return example:
2. The weighted average price and total amount of all buy orders and the weighted average price and total amount of all sell orders.
The price width and volume depth displayed by the dynamic changes of the difference between the average price and the total amount are more conducive to large investors, funds, and institutions to judge the overall situation. It also provides an important reference for ordinary investors to foresee the short-term price fluctuation range.
So the above is my introduction to the US stock l2 interface. You can check more information about the US stock level2 market interface through https://gitee.com/l2gogogo , and you can also leave a message for the editor through the business card below!