{"id":57,"date":"2024-04-03T10:30:19","date_gmt":"2024-04-03T02:30:19","guid":{"rendered":"https:\/\/blog.alltick.co\/?p=57"},"modified":"2025-04-23T16:24:35","modified_gmt":"2025-04-23T08:24:35","slug":"what-is-tick-data","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/what-is-tick-data\/","title":{"rendered":"\u4ec0\u4e48\u662fTick\u6570\u636e\uff1f"},"content":{"rendered":"\n<p>\u91d1\u878d\u4ea4\u6613\u4e16\u754c\u4e2d\uff0c\u83b7\u53d6\u51c6\u786e\u53ca\u65f6\u7684\u4fe1\u606f\u81f3\u5173\u91cd\u8981\u3002\u6293\u4f4f\u4ea4\u6613\u826f\u673a\u7684\u5173\u952e\u5728\u4e8e\u638c\u63e1\u5b9e\u65f6\u6570\u636e\u3002\u6570\u636e\u66f4\u65b0\u8d8a\u5feb\uff0c\u53ef\u53d1\u73b0\u7684\u8d5a\u94b1\u673a\u4f1a\u5c31\u8d8a\u591a\u3002\u8fd9\u4e5f\u662f\u4e3a\u4f55\u5728\u9ad8\u9891\u4ea4\u6613\u9886\u57df\uff0ctick\u6570\u636e\u5907\u53d7\u91cd\u89c6\u3002\u4e0e\u4f20\u7edf\u7684\u884c\u60c5\u6570\u636e\u76f8\u6bd4\uff0ctick\u6570\u636e\u63d0\u4f9b\u4e86\u66f4\u7ec6\u81f4\u7684\u5e02\u573a\u53d8\u5316\u8bb0\u5f55\uff0c\u4e3a\u4ea4\u6613\u8005\u63d0\u4f9b\u4e86\u66f4\u5168\u9762\u7684\u89c6\u89d2\u3002<\/p>\n\n\n\n<p>\u9996\u5148\uff0c\u8ba9\u6211\u4eec\u7b80\u5355\u4e86\u89e3\u4e00\u4e0b\u4ec0\u4e48\u662fTick\u6570\u636e\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4ec0\u4e48\u662fTick\u6570\u636e\uff1f<\/strong><\/h2>\n\n\n\n<p>\u6211\u4eec\u65e5\u5e38\u770b\u5230\u7684K\u7ebf\u884c\u60c5\u6570\u636e\u662f\u57fa\u4e8e\u65f6\u95f4\u5355\u4f4d\u7684\uff0c\u800ctick\u6570\u636e\u5219\u8bb0\u5f55\u4e86\u66f4\u7ec6\u81f4\u7684\u7ef4\u5ea6\uff0c\u5373\u6bcf\u6b21\u4ef7\u683c\u53d8\u5316\u90fd\u88ab\u8bb0\u5f55\u3002\u4e3e\u4f8b\u6765\u8bf4\uff1a\u5047\u8bbe\u4e00\u4e2a\u80a1\u7968\u5728\u4e00\u5206\u949f\u5185\u53d8\u52a8\u4e8630\u6b21\u4ef7\u683c\uff0c\u90a3\u4e48\u5728\u4e00\u5206\u949f\u7684\u884c\u60c5\u6570\u636e\u4e2d\uff0c\u4f60\u53ea\u4f1a\u770b\u52304\u4e2a\u4ef7\u683c\uff1a<\/p>\n\n\n\n<ol 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class=\"wp-block-heading\"><strong>Tick\u6570\u636e\u7684\u7528\u9014<\/strong><\/h2>\n\n\n\n<p>\u9ad8\u9891\u6570\u636e\u5df2\u7ecf\u5e7f\u6cdb\u8fd0\u7528\u4e8e\u91cf\u5316\u4ea4\u6613\u7684\u5404\u4e2a\u73af\u8282\uff0c\u5176\u4e2d\u6bd4\u8f83\u7ecf\u5178\u7684\u5e94\u7528\u573a\u666f\u662f\u56de\u6eaf\u6d4b\u8bd5\uff0c\u5373\u6240\u8c13\u7684\u56de\u6d4b\uff08Backtesting\uff09\u3002<\/p>\n\n\n\n<p>\u56de\u6d4b\u662f\u91cf\u5316\u4ea4\u6613\u91cc\u975e\u5e38\u91cd\u8981\u7684\u73af\u8282\uff0c\u5f53\u9700\u8981\u9a8c\u8bc1\u4e00\u5957\u4ea4\u6613\u7b56\u7565\u662f\u5426\u6709\u6548\u65f6\uff0c\u6700\u7b80\u5355\u7684\u65b9\u6cd5\u5c31\u662f\u5c06\u5176\u5e94\u7528\u5230\u771f\u5b9e\u7684\u5386\u53f2\u884c\u60c5\u4e2d\uff0c\u89c2\u5bdf\u6574\u4e2a\u7b56\u7565\u5728\u5176\u4e2d\u7684\u6536\u76ca\u548c\u6700\u5927\u56de\u64a4\u3002\u56de\u6eaf\u6d4b\u8bd5\u662f\u57fa\u4e8e\u8fd9\u6837\u4e00\u79cd\u7406\u5ff5\uff0c\u5373\u5982\u679c\u6211\u8fd9\u5957\u7b56\u7565\u5728\u8fc7\u53bb\u8868\u73b0\u975e\u5e38\u597d\uff0c\u90a3\u4e48\u5b83\u53ef\u80fd\u5728\u4eca\u5929\uff0c\u751a\u81f3\u662f\u672a\u6765\uff0c\u90fd\u4f1a\u6709\u975e\u5e38\u4e0d\u9519\u7684\u6536\u76ca\u3002\u800ctick\u6570\u636e\uff0c\u5219\u80fd\u4e3a\u4f60\u6784\u5efa\u8fd9\u79cd\u771f\u5b9e\u7684\u5386\u53f2\u73af\u5883\uff0c\u7528\u4e8e\u9a8c\u8bc1\u4f60\u7684\u4ea4\u6613\u7b56\u7565\u3002<\/p>\n\n\n\n<p>Tick\u6570\u636e\u8fd8\u88ab\u7528\u4e8e\u91cf\u5316\u4ea4\u6613\u7684\u98ce\u9669\u7ba1\u7406\u3002\u8be6\u7ec6\u7684tick\u6570\u636e\u901a\u8fc7\u63d0\u4f9b\u5bf9\u5e02\u573a\u6d41\u52a8\u6027\u3001\u6ed1\u70b9\u548c\u8ba2\u5355\u6267\u884c\u8d28\u91cf\u7b49\u4fe1\u606f\uff0c\u6765\u5e2e\u52a9\u4ea4\u6613\u5458\u7ba1\u7406\u98ce\u9669\u3002Tick\u6570\u636e\u6240\u63d0\u4f9b\u7684\u788e\u7247\u5316\u4fe1\u606f\u662f\u5e02\u573a\u5fae\u89c2\u7ed3\u6784\u7814\u7a76\u5458\u7684\u91cd\u8981\u5de5\u5177\u3002\u53e6\u5916\uff0ctick\u6570\u636e\u751a\u81f3\u88ab\u7528\u5728\u6cd5\u5f8b\u76d1\u7ba1\u884c\u4e1a\uff0c\u91d1\u878d\u673a\u6784\u901a\u5e38\u9700\u8981\u8bbf\u95eetick\u6570\u636e\u4ee5\u6ee1\u8db3\u6cd5\u89c4\u5408\u89c4\u548c\u62a5\u544a\u7684\u8981\u6c42\u3002<\/p>\n\n\n\n<p><strong>\u3010\u63a8\u8350\u9605\u8bfb\u3011<a href=\"https:\/\/blog.alltick.co\/tick-data-and-arbitrage\/\">\u9ad8\u9891\u6570\u636e\u4e0e\u5957\u5229<\/a><\/strong><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u533a\u5206\u9ad8\u9891\u6570\u636e\u7684\u8d28\u91cf<\/strong><\/h2>\n\n\n\n<p>\u4e0e\u5927\u90e8\u5206\u4ea7\u54c1\u4e00\u6837\uff0ctick\u6570\u636e\u4e5f\u6709\u8d28\u91cf\u9ad8\u4f4e\u4e4b\u5206\uff0c\u5176\u8d28\u91cf\u76f4\u63a5\u5f71\u54cd\u7740\u540e\u7eed\u7684\u5e94\u7528\u6548\u679c\u3002\u4f4e\u8d28\u91cf\u7684tick\u6570\u636e\u4e3b\u8981\u8868\u73b0\u5728\u6570\u636e\u635f\u574f\u4e0a\uff0c\u4e0b\u9762\u662f\u51e0\u79cd\u5178\u578b\u7684\u6570\u636e\u635f\u574f\u8868\u73b0\uff1a<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u6570\u636e\u4e2d\u65ad<\/strong><\/h3>\n\n\n\n<p>\u7531\u4e8e\u7f51\u7edc\u4e2d\u65ad\u6216\u7cfb\u7edf\u6545\u969c\uff0cticks\u53ef\u80fd\u5728\u67d0\u6bb5\u65f6\u95f4\u5185\u6ca1\u6709\u88ab\u8bb0\u5f55\u4e0b\u6765\uff0c\u5bfc\u81f4\u6570\u636e\u4e2d\u65ad\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u65e0\u6548\u4ea4\u6613<\/strong><\/h3>\n\n\n\n<p>\u6307\u4ea4\u6613\u4ef7\u683c\u4e3a\u96f6\uff0c\u751a\u81f3\u662f\u8d1f\u6570\u7684tick\u8bb0\u5f55\u3002\u6bd4\u5982\u5728\u6570\u636e\u4e2d\u53d1\u73b0USDEUR\u7684\u4ef7\u683c\u662f\u96f6\uff0c\u663e\u7136\u662f\u9519\u8bef\u7684\uff0c\u8fd9\u79cd\u6570\u636e\u9700\u8981\u79fb\u9664\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u91cd\u590d\u6570\u636e<\/strong><\/h3>\n\n\n\n<p>\u6bd4\u5982USDEUR\u5728\u540c\u4e00\u65f6\u523b\u51fa\u73b0\u4e86\u591a\u4e2a\u4ef7\u683c\u76f8\u540c\u7684ticks\uff0c\u8fd9\u53ef\u80fd\u662f\u56e0\u4e3a\u6570\u636e\u8bb0\u5f55\u4e0d\u5b8c\u6574\u6216\u7cfb\u7edf\u9519\u8bef\u5bfc\u81f4\u7684\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u91cd\u590d\u65f6\u95f4\u6233<\/strong><\/h3>\n\n\n\n<p>\u6bd4\u5982\u67d0\u4e2a\u8d27\u5e01\u5bf9\u5728\u67d0\u4e00\u65f6\u523b\u5b9e\u9645\u4e0a\u6ca1\u6709\u53d8\u5316\uff0c\u4f46\u7531\u4e8e\u7cfb\u7edf\u9519\u8bef\u6dfb\u52a0\u4e86\u591a\u4e2a\u65f6\u95f4\u6233\uff0c\u4f7f\u6570\u636e\u770b\u8d77\u6765\u53d8\u5316\u975e\u5e38\u9891\u7e41\u3002\u8fd9\u79cd\u60c5\u51b5\u4e5f\u6709\u53ef\u80fd\u662f\u4eba\u4e3a\u7684\u3002\u6709\u4e9b\u6570\u636e\u63d0\u4f9b\u5546\u4e3a\u4e86\u8ba9\u4ed6\u4eec\u7684\u6570\u636e\u770b\u8d77\u6765\u66f4\u65b0\u975e\u5e38\u5feb\uff0c\u6545\u610f\u7ed9\u65e7\u7684\u6570\u636e\u6dfb\u52a0\u65f6\u95f4\u6233\uff0c\u5bfc\u81f4ticks\u4e0d\u65ad\u589e\u52a0\uff0c\u800c\u4ef7\u683c\u5b9e\u9645\u4e0a\u6ca1\u6709\u4efb\u4f55\u53d8\u5316\u3002<\/p>\n\n\n\n<p>\u6392\u9664\u4eba\u4e3a\u56e0\u7d20\uff0ctick\u6570\u636e\u635f\u574f\u7684\u4e3b\u8981\u539f\u56e0\u662f\u7531\u4e8e\u6570\u636e\u91cf\u8fc7\u5927\u5bfc\u81f4\u7684\u3002\u6bd4\u5982\u5728\u5916\u6c47\u4ea4\u6613\u4e2d\uff0c\u4e00\u4e2a\u8d27\u5e01\u5bf9\u4e00\u5929\u53ef\u80fd\u6709\u51e0\u5343\u7b14\u4ea4\u6613\uff0c\u5c06\u6240\u6709\u8d27\u5e01\u4e00\u5929\u7684\u4ea4\u6613\u90fd\u8bb0\u5f55\u4e0b\u6765\uff0c\u6570\u636e\u91cf\u4f1a\u975e\u5e38\u5e9e\u5927\uff0c\u4e00\u4e24\u5468\u4e0b\u6765\u53ef\u80fd\u4f1a\u79ef\u7d2f\u51e0\u767e\u4e07\u6761\u6570\u636e\u3002\u6b64\u5916\uff0c\u4fe1\u53f7\u8d28\u91cf\u4f4e\u3001\u4fe1\u53f7\u4e22\u5931\u6216\u4fe1\u53f7\u5ef6\u8fdf\u4e5f\u53ef\u80fd\u5bfc\u81f4\u9ad8\u9891\u6570\u636e\u5e8f\u5217\u7684\u635f\u574f\u3002<\/p>\n\n\n\n<p>\u60f3\u8981\u6e05\u7406\u6216\u68c0\u67e5\u5176\u4e2d\u7684\u9519\u8bef\u662f\u975e\u5e38\u56f0\u96be\u7684\u3002\u5904\u7406\u8fd9\u79cd\u91cf\u7ea7\u7684\u6570\u636e\uff0cExcel\u4f1a\u6bd4\u8f83\u5403\u529b\uff0c\u4e00\u822c\u7684\u6570\u636e\u63d0\u4f9b\u5546\u90fd\u4f1a\u4f7f\u7528\u66f4\u4e13\u4e1a\u7684\u5de5\u5177\u6765\u6e05\u7406\uff0c\u6bd4\u5982\u8c37\u6b4c\u5f00\u53d1\u7684OpenRefine\uff0c\u6216\u8005\u4f7f\u7528Python\u7684Pandas\u6765\u7f16\u5199\u6570\u636e\u6e05\u7406\u811a\u672c\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u4e0d\u540c\u5e02\u573a\u7684\u6570\u636e\u5dee\u5f02<\/strong><\/h3>\n\n\n\n<p>\u6b63\u5982\u6211\u4eec\u5728<a href=\"https:\/\/blog.alltick.co\/tick-data-types\/\"><strong>Tick\u6570\u636e\u7c7b\u578b<\/strong><\/a>\u4e2d\u63d0\u5230\u7684\uff0c\u5916\u6c47\u5e02\u573a\u548c\u80a1\u7968\u5e02\u573a\u7684\u6570\u636e\u76f8\u5dee\u6bd4\u8f83\u5927\u3002\u5916\u6c47\u5e02\u573a\u5c5e\u4e8e\u573a\u5916\u4ea4\u6613\uff0c\u6570\u636e\u96be\u4ee5\u83b7\u53d6\uff0c\u800c\u80a1\u7968\u3001\u5546\u54c1\u8fd9\u79cd\u4e2d\u5fc3\u5316\u7684\u5e02\u573a\uff0c\u6240\u6709\u4ea4\u6613\u90fd\u53d1\u751f\u5728\u4ea4\u6613\u6240\u5185\uff0c\u4ed6\u4eec\u4f1a\u8d1f\u8d23\u8bb0\u5f55\u6bcf\u4e00\u7b14\u7684\u4ea4\u6613\u53d8\u5316\u3002\u8fd9\u79cd\u5e02\u573a\u7684\u5dee\u5f02\u4e5f\u80fd\u5f71\u54cd\u6570\u636e\u7684\u8d28\u91cf\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>AllTick\u5982\u4f55\u4fdd\u8bc1Tick\u6570\u636e\u8d28\u91cf\uff1f<\/strong><\/h2>\n\n\n\n<p>\u4f5c\u4e3a\u4e13\u4e1a\u7684<a href=\"https:\/\/alltick.co\/\" target=\"_blank\" rel=\"noopener\"><strong>tick\u6570\u636e\u63d0\u4f9b\u5546<\/strong><\/a>\uff0cAllTick\u6df1\u77e5\u786e\u4fdd\u6570\u636e\u7684\u51c6\u786e\u6027\u3001\u53ef\u9760\u6027\u548c\u8d28\u91cf\u81f3\u5173\u91cd\u8981\u3002\u6211\u4eec\u5728\u63d0\u4f9btick\u6570\u636e\u65f6\u59cb\u7ec8\u91c7\u7528\u4ee5\u5ba2\u6237\u4e3a\u4e2d\u5fc3\u7684\u65b9\u6cd5\u3002\u6211\u4eec\u6df1\u77e5tick\u6570\u636e\u51c6\u786e\u6027\u5bf9\u4e8e\u60a8\u7684\u5206\u6790\u548c\u76c8\u5229\u4ea4\u6613\u51b3\u7b56\u7684\u91cd\u8981\u6027\u3002<\/p>\n\n\n\n<p>\u4e00\u4e9b\u6570\u636e\u63d0\u4f9b\u8005\u53ef\u80fd\u4f1a\u53cd\u590d\u8f6c\u53d1\u76f8\u540c\u7684\u65f6\u95f4\u3002\u540c\u6837\u5730\uff0c\u6709\u4e9b\u53ef\u80fd\u53ea\u63d0\u4f9b\u591a\u6761\u8bb0\u5f55\u4e2d\u7684\u4e00\u4e2a\u4ef7\u683c\uff0c\u5e76\u901a\u8fc7\u751f\u6210\u81ea\u5df1\u7684\u65f6\u95f4\u6233\u6765\u8bb0\u5f55\u3002\u8fd9\u4e24\u79cd\u65b9\u5f0f\u90fd\u4f1a\u5bfc\u81f4\u6570\u636e\u8d28\u91cf\u8f83\u5dee\uff0c\u957f\u671f\u6765\u770b\u53ef\u80fd\u4f1a\u5bf9\u60a8\u7684\u5206\u6790\u548c\u4ea4\u6613\u4ea7\u751f\u4e0d\u5229\u5f71\u54cd\u3002<\/p>\n\n\n\n<p>\u6211\u4eec\u4ece\u591a\u4e2a\u6765\u6e90\u6355\u83b7tick\u6570\u636e\uff0c\u800c\u4e0d\u662f\u4f9d\u8d56\u4e8e\u4e00\u4e2a\u5730\u65b9\u3002\u6211\u4eec\u7684\u6570\u636e\u6db5\u76d6\u6bcf\u4e00\u6b21\u4ef7\u683c\u62a5\u4ef7\u7684\u60c5\u51b5\u3002<\/p>\n\n\n\n<p>\u6211\u4eec\u5b9e\u65f6\u5c06\u9ad8\u9891\u6570\u636e\u53d1\u9001\u7ed9\u5ba2\u6237\u3002\u6211\u4eec\u6240\u6709\u7684\u6570\u636e\u4f20\u8f93\u90fd\u91c7\u7528SSL\u52a0\u5bc6\u3002\u56e0\u6b64\uff0c\u60a8\u53ef\u4ee5\u4fe1\u8d56\u6211\u4eec\u63d0\u4f9b\u7ecf\u8fc7\u9a8c\u8bc1\u3001\u51c6\u786e\u548c\u53ef\u9760\u7684tick\u6570\u636e\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u5982\u4f55\u4eceAllTick\u83b7\u53d6\u9ad8\u9891\u6570\u636eAPI\u63a5\u53e3\uff1f<\/strong><\/h2>\n\n\n\n<p>\u6211\u4eec\u7684\u6570\u636e\u6db5\u76d6\u5916\u6c47\u3001\u6e2f\u80a1CFD\u3001\u7f8e\u80a1CFD\u3001\u5546\u54c1\u548c\u52a0\u5bc6\u8d27\u5e01\u7b49\u9886\u57df\u7684\u884c\u60c5\u6570\u636e\u63a5\u53e3\u3002\u8fd9\u4e9b\u63a5\u53e3\u4e13\u4e3a\u4ea4\u6613\u6240\u3001\u5f00\u53d1\u8005\u3001\u91cf\u5316\u56e2\u961f\u3001\u91d1\u878d\u79d1\u6280\u516c\u53f8\u548c\u4e13\u4e1a\u673a\u6784\u8bbe\u8ba1\u3002\u5b83\u4eec\u9002\u7528\u4e8e\u6240\u6709\u4e3b\u8981\u5ba2\u6237\u7aef\u7684\u5f00\u53d1\u8bed\u8a00\uff0c\u5e76\u63d0\u4f9b\u5b8c\u6574\u7684\u63a5\u53e3\u6587\u6863\u3002\u6211\u4eec\u4e5f\u63d0\u4f9b\u514d\u8d39\u8bd5\u7528\uff0c\u65b9\u4fbf\u505a\u5404\u79cd\u63a5\u5165\u6d4b\u8bd5\u3002<\/p>\n\n\n\n<p>\u5982\u679c\u60a8\u5bf9\u6211\u4eec\u7684\u4ea7\u54c1\u611f\u5174\u8da3\uff0c\u8bf7\u8054\u7cfb\u6211\u4eec\u7684\u5ba2\u670d<a href=\"https:\/\/t.me\/TS_SUPPORT_Lester\"><strong>Telegram<\/strong><\/a>\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4ee3\u7801\u793a\u4f8b<\/strong><\/h2>\n\n\n\n<p>AllTick\u7684Tick\u6570\u636e\u7ecf\u8fc7\u5c01\u88c5\uff0c\u53ef\u968f\u65f6\u65b9\u4fbf\u8c03\u7528\u3002\u4e0b\u9762\u5c55\u793a\u5982\u679c\u5229\u7528\u6211\u4eec\u7684\u63a5\u53e3\u67e5\u8be2\u80a1\u7968Tick\u6570\u636e\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>#1 \u83b7\u53d6\u80a1\u7968K\u7ebf\u884c\u60c5<\/strong><\/h3>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import time\nimport requests\nimport json\n \n# Extra headers\ntest_headers = {\n    'Content-Type':'application\/json'\n}\n \n'''\ngithub\uff1ahttps:\/\/github.com\/alltick\/realtime-forex-crypto-stock-tick-finance-websocket-api\n\u7533\u8bf7\u514d\u8d39token\uff1ahttps:\/\/alltick.co\/register\n\u5b98\u7f51\uff1ahttps:\/\/alltick.co\n\u5c06\u5982\u4e0bJSON\u8fdb\u884curl\u7684encode\uff0c\u590d\u5236\u5230http\u7684\u67e5\u8be2\u5b57\u7b26\u4e32\u7684query\u5b57\u6bb5\u91cc\n{\"trace\":\"python_http_test1\",\"data\":{\"code\":\"AAPL.US\",\"kline_type\":1,\"kline_timestamp_end\":0,\"query_kline_num\":2,\"adjust_type\":0}}\n'''\ntest_url1 = 'https:\/\/quote.alltick.io\/quote-stock-b-api\/kline?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&amp;query=%7B%22trace%22%3A%22python_http_test1%22%2C%22data%22%3A%7B%22code%22%3A%22AAPL.US%22%2C%22kline_type%22%3A1%2C%22kline_timestamp_end%22%3A0%2C%22query_kline_num%22%3A2%2C%22adjust_type%22%3A0%7D%7D'\n \nresp1 = requests.get(url=test_url1, headers=test_headers)\n \n# Decoded text returned by the request\ntext1 = resp1.text\nprint(text1)<\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>#2 \u67e5\u8be2\u80a1\u7968\u6210\u4ea4\u4ef7\u683c<\/strong><\/h3>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import time\nimport requests\nimport json\n \n# Extra headers\ntest_headers = {\n    'Content-Type':'application\/json'\n}\n \n'''\ngithub\uff1ahttps:\/\/github.com\/alltick\/realtime-forex-crypto-stock-tick-finance-websocket-api\n\u7533\u8bf7\u514d\u8d39token\uff1ahttps:\/\/alltick.co\/register\n\u5b98\u7f51\uff1ahttps:\/\/alltick.co\n\u5c06\u5982\u4e0bJSON\u8fdb\u884curl\u7684encode\uff0c\u590d\u5236\u5230http\u7684\u67e5\u8be2\u5b57\u7b26\u4e32\u7684query\u5b57\u6bb5\u91cc\n{\"trace\":\"python_http_test2\",\"data\":{\"symbol_list\":[{\"code\": \"700.HK\"},{\"code\": \"UNH.US\"},{\"code\": \"600416.SH\"}]}}\n'''\ntest_url1 = 'https:\/\/quote.alltick.io\/quote-stock-b-api\/trade-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&amp;query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'\n \nresp1 = requests.get(url=test_url1, headers=test_headers)\n \n# Decoded text returned by the request\ntext1 = resp1.text\nprint(text1)<\/pre>\n\n\n\n<h3 class=\"wp-block-heading\">#3&nbsp;<strong>\u901a\u8fc7websocket\u8ba2\u9605\u83b7\u53d6\u5b9e\u65f6\u80a1\u7968\u884c\u60c5\u6570\u636e<\/strong><\/h3>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import json\nimport websocket    # pip install websocket-client\n \n'''\ngithub\uff1ahttps:\/\/github.com\/alltick\/realtime-forex-crypto-stock-tick-finance-websocket-api\n\u7533\u8bf7\u514d\u8d39token\uff1ahttps:\/\/alltick.co\/register\n\u5b98\u7f51\uff1ahttps:\/\/alltick.co\n'''\n \nclass Feed(object):\n \n    def __init__(self):\n        self.url = 'wss:\/\/quote.alltick.io\/quote-stock-b-ws-api?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806'  # \u8fd9\u91cc\u8f93\u5165websocket\u7684url\n        self.ws = None\n \n    def on_open(self, ws):\n        \"\"\"\n        Callback object which is called at opening websocket.\n        1 argument:\n        @ ws: the WebSocketApp object\n        \"\"\"\n        print('A new WebSocketApp is opened!')\n \n        # \u5f00\u59cb\u8ba2\u9605\uff08\u4e3e\u4e2a\u4f8b\u5b50\uff09\n        sub_param = {\n            \"cmd_id\": 22002, \n            \"seq_id\": 123,\n            \"trace\":\"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806\",\n            \"data\":{\n                \"symbol_list\":[\n                    {\n                        \"code\": \"700.HK\",\n                        \"depth_level\": 5,\n                    },\n                    {\n                        \"code\": \"UNH.US\",\n                        \"depth_level\": 5,\n                    },\n                    {\n                        \"code\": \"600416.SH\",\n                        \"depth_level\": 5,\n                    }\n                ]\n            }\n        }\n        \n        #\u5982\u679c\u5e0c\u671b\u957f\u65f6\u95f4\u8fd0\u884c\uff0c\u9664\u4e86\u9700\u8981\u53d1\u9001\u8ba2\u9605\u4e4b\u5916\uff0c\u8fd8\u9700\u8981\u4fee\u6539\u4ee3\u7801\uff0c\u5b9a\u65f6\u53d1\u9001\u5fc3\u8df3\uff0c\u907f\u514d\u8fde\u63a5\u65ad\u5f00\uff0c\u5177\u4f53\u67e5\u770b\u63a5\u53e3\u6587\u6863\n        sub_str = json.dumps(sub_param)\n        ws.send(sub_str)\n        print(\"depth quote are subscribed!\")\n \n    def on_data(self, ws, string, type, continue_flag):\n        \"\"\"\n        4 argument.\n        The 1st argument is this class object.\n        The 2nd argument is utf-8 string which we get from the server.\n        The 3rd argument is data type. ABNF.OPCODE_TEXT or ABNF.OPCODE_BINARY will be came.\n        The 4th argument is continue flag. If 0, the data continue\n        \"\"\"\n \n    def on_message(self, ws, message):\n        \"\"\"\n        Callback object which is called when received data.\n        2 arguments:\n        @ ws: the WebSocketApp object\n        @ message: utf-8 data received from the server\n        \"\"\"\n        # \u5bf9\u6536\u5230\u7684message\u8fdb\u884c\u89e3\u6790\n        result = eval(message)\n        print(result)\n \n    def on_error(self, ws, error):\n        \"\"\"\n        Callback object which is called when got an error.\n        2 arguments:\n        @ ws: the WebSocketApp object\n        @ error: exception object\n        \"\"\"\n        print(error)\n \n    def on_close(self, ws, close_status_code, close_msg):\n        \"\"\"\n        Callback object which is called when the connection is closed.\n        2 arguments:\n        @ ws: the WebSocketApp object\n        @ close_status_code\n        @ close_msg\n        \"\"\"\n        print('The connection is closed!')\n \n    def start(self):\n        self.ws = websocket.WebSocketApp(\n            self.url,\n            on_open=self.on_open,\n            on_message=self.on_message,\n            on_data=self.on_data,\n            on_error=self.on_error,\n            on_close=self.on_close,\n        )\n        self.ws.run_forever()\n \n \nif __name__ == \"__main__\":\n    feed = Feed()\n    feed.start()<\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>#4 \u83b7\u53d6\u6700\u65b0\u76d8\u53e3\u62a5\u4ef7\u6570\u636e<\/strong><\/h3>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import time\nimport requests\nimport json\n \n# Extra headers\ntest_headers = {\n    'Content-Type':'application\/json'\n}\n \n'''\ngithub\uff1ahttps:\/\/github.com\/alltick\/realtime-forex-crypto-stock-tick-finance-websocket-api\n\u7533\u8bf7\u514d\u8d39token\uff1ahttps:\/\/alltick.co\/register\n\u5b98\u7f51\uff1ahttps:\/\/alltick.co\n\u5c06\u5982\u4e0bJSON\u8fdb\u884curl\u7684encode\uff0c\u590d\u5236\u5230http\u7684\u67e5\u8be2\u5b57\u7b26\u4e32\u7684query\u5b57\u6bb5\u91cc\n{\"trace\":\"python_http_test2\",\"data\":{\"symbol_list\":[{\"code\": \"700.HK\"},{\"code\": \"UNH.US\"},{\"code\": \"600416.SH\"}]}}\n'''\ntest_url1 = 'https:\/\/quote.alltick.io\/quote-stock-b-api\/depth-tick?token=e945d7d9-9e6e-4721-922a-7251a9d311d0-1678159756806&amp;query=%7B%22trace%22%3A%22python_http_test2%22%2C%22data%22%3A%7B%22symbol_list%22%3A%5B%7B%22code%22%3A%20%22700.HK%22%7D%2C%7B%22code%22%3A%20%22UNH.US%22%7D%2C%7B%22code%22%3A%20%22600416.SH%22%7D%5D%7D%7D'\n \nresp1 = requests.get(url=test_url1, headers=test_headers)\n \n# Decoded text returned by the request\ntext1 = resp1.text\nprint(text1)<\/pre>\n\n\n\n<p><strong>\u3010\u63a8\u8350\u9605\u8bfb\u3011<a href=\"https:\/\/blog.alltick.co\/forex-arbitrage\/\">\u5916\u6c47\u5957\u5229\u653b\u7565<\/a><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u91d1\u878d\u4ea4\u6613\u4e16\u754c\u4e2d\uff0c\u83b7\u53d6\u51c6\u786e\u53ca\u65f6\u7684\u4fe1\u606f\u81f3\u5173\u91cd\u8981\u3002\u6293\u4f4f\u4ea4\u6613\u826f\u673a\u7684\u5173\u952e\u5728\u4e8e\u638c\u63e1\u5b9e\u65f6\u6570\u636e\u3002\u6570\u636e\u66f4\u65b0\u8d8a\u5feb\uff0c\u53ef\u53d1\u73b0\u7684\u8d5a\u94b1\u673a\u4f1a&#8230;<\/p>\n","protected":false},"author":1,"featured_media":145,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-57","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/57","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=57"}],"version-history":[{"count":10,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/57\/revisions"}],"predecessor-version":[{"id":10404,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/57\/revisions\/10404"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/145"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=57"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=57"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=57"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}