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3.1 实时行情取数函数说明
定义
命令用来获取选定证券品种的当天实时指标数据，数据可以一次性请求，也可以通过订阅的方式获取
命令原型为： data=w.wsq(品种代码,指标,可选参数,回调函数)
函数输入
** 函数名: w.wsq（security,fields,func = None)**
|| Element| Type| Description ||
| :------------- :|:-------------:| :-----:|
|证券（必选） |Security| String| 获取数据的证券列表| 范例：'600030.SH'说明：实时行情所支持品种较多，基本上终端中有的行情接口中皆可取得|
|指标（必选） |Fields | String |获取数据的指标列表| 范例：'rt_open,rt_high,rt_last'|
|回调函数（可选） |Func ||指定回测函数 |范例：’ func=w.demoCallback’|
返回选定品种的实时数据，支持一次请求和订阅两种方式。
示例
例7. 获取沪股通最新一笔的行情数据
hksh=w.wset("sectorconstituent","date=2018-06-12;sectorid=1000014938000000").Data[1] mk_data=w.wsq(hksh,"rt_last,rt_vol,rt_amt,rt_chg,rt_pct_chg,rt_swing,rt_vwap,rt_upward_vol,rt_downward_vol,rt_ask1,rt_ask2,rt_ask3,rt_ask4,rt_ask5,rt_bid1,rt_bid2,rt_bid3,rt_bid4,rt_bid5") #pd.DataFrame(tradecode.Data,index=future.Data[2],columns=tradecode.Times).T pd.DataFrame(data.Data,index=data.Fields,columns=data.Codes).T
| RT_LAST | RT_VOL | RT_BID1 | RT_BID2 | RT_BID3 | ... | RT_AMT | RT_VWAP | RT_CHG | RT_PCT_CHG | RT_SWING | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 600000.SH | 10.35 | 16085667.0 | 10.34 | 10.33 | 10.32 | ... | 166400389.0 | 10.345 | -0.07 | -0.0067 | 0.0106 |
| 600004.SH | 18.78 | 23069265.0 | 18.77 | 18.76 | 18.75 | ... | 426146526.0 | 18.473 | 1.09 | 0.0616 | 0.0661 |
| 600006.SH | 4.30 | 4160057.0 | 4.29 | 4.28 | 4.27 | ... | 17772599.0 | 4.272 | 0.01 | 0.0023 | 0.0256 |
| 600007.SH | 15.88 | 1249609.0 | 15.87 | 15.86 | 15.85 | ... | 19753125.0 | 15.807 | 0.00 | 0.0000 | 0.0183 |
| 600008.SH | 4.31 | 9461921.0 | 4.31 | 4.30 | 4.29 | ... | 40776201.0 | 4.310 | 0.02 | 0.0047 | 0.0117 |
| 600009.SH | 59.34 | 9560921.0 | 59.40 | 59.31 | 59.30 | ... | 558781492.0 | 58.444 | 3.47 | 0.0621 | 0.0659 |
| 600010.SH | 1.70 | 121002444.0 | 1.69 | 1.68 | 1.67 | ... | 203800407.0 | 1.684 | 0.00 | 0.0000 | 0.0176 |
| 600011.SH | 6.62 | 12520726.0 | 6.62 | 6.61 | 6.60 | ... | 82945356.0 | 6.625 | 0.12 | 0.0185 | 0.0323 |
| 600012.SH | 7.83 | 4561400.0 | 7.82 | 7.81 | 7.80 | ... | 35645414.0 | 7.815 | -0.14 | -0.0176 | 0.0263 |
| 600015.SH | 8.01 | 24110966.0 | 8.00 | 7.99 | 7.98 | ... | 192571988.0 | 7.987 | -0.02 | -0.0025 | 0.0112 |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| 603888.SH | 19.99 | 1360515.0 | 20.00 | 19.99 | 19.98 | ... | 27053870.0 | 19.885 | 0.05 | 0.0025 | 0.0266 |
| 603895.SH | 51.84 | 2355681.0 | 51.83 | 51.82 | 51.81 | ... | 119841563.0 | 50.873 | 0.91 | 0.0179 | 0.0646 |
| 603898.SH | 30.79 | 1391700.0 | 30.70 | 30.66 | 30.65 | ... | 42016420.0 | 30.191 | 1.17 | 0.0395 | 0.0469 |
| 603899.SH | 32.79 | 3739591.0 | 32.79 | 32.78 | 32.76 | ... | 121237384.0 | 32.420 | 0.21 | 0.0064 | 0.0298 |
| 603929.SH | 21.97 | 2563697.0 | 21.97 | 21.96 | 21.95 | ... | 55869458.0 | 21.793 | 0.39 | 0.0181 | 0.0338 |
| 603939.SH | 0.00 | 0.0 | 0.00 | 0.00 | 0.00 | ... | 0.0 | 0.000 | 0.00 | 0.0000 | 0.0000 |
| 603959.SH | 31.84 | 1134278.0 | 31.80 | 31.73 | 31.70 | ... | 35992226.0 | 31.731 | -0.14 | -0.0044 | 0.0306 |
| 603989.SH | 34.09 | 493072.0 | 34.09 | 34.07 | 34.06 | ... | 16814815.0 | 34.102 | -0.01 | -0.0003 | 0.0232 |
| 603993.SH | 7.11 | 64265606.0 | 7.10 | 7.09 | 7.08 | ... | 451560975.0 | 7.027 | -0.02 | -0.0028 | 0.0295 |
| 603997.SH | 0.00 | 0.0 | 0.00 | 0.00 | 0.00 | ... | 0.0 | 0.000 | 0.00 | 0.0000 | 0.0000 |
576 rows × 19 columns
3.2 取消行情订阅说明
#任意订阅一只股票的最新行情 w.wsq("000001.SZ", "rt_last", func=DemoWSQCallback)
结果：
DemoWSQCallback .ErrorCode=0 .StateCode=1 .RequestID=3 .Codes=[000001.SZ] .Fields=[RT_LAST] .Times=['20180620 10:2