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Comments (13)

haohello avatar haohello commented on July 23, 2024 1

怎么可以取到通达信那种的逐笔成交数据呢

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haohello avatar haohello commented on July 23, 2024

比如说每天的逐笔成交数据

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rainx avatar rainx commented on July 23, 2024

暂时还不支持l2数据的读取

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rainx avatar rainx commented on July 23, 2024

逐笔的话,普通行情里面好像也有对应的接口

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yutiansut avatar yutiansut commented on July 23, 2024

是的 逐笔成交有 逐笔委托没有 本来想在框架内做一个订单簿分析的 结果没找到逐笔委托

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yutiansut avatar yutiansut commented on July 23, 2024

history_transaction

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niucool avatar niucool commented on July 23, 2024

@haohello 请问是否L2有抓包的pcap数据?我有兴趣分析看看

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haohello avatar haohello commented on July 23, 2024

@niucool 我没有的啊, 这个怎么搞啊? 我是菜鸟。

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niucool avatar niucool commented on July 23, 2024

@haohello 用wireshark抓包会吗?

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haohello avatar haohello commented on July 23, 2024

@niucool 没用过,我学一下啊。

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haohello avatar haohello commented on July 23, 2024

@niucool L2的数据你那边有进展吗? 我看已经有人可以实现了啊。

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yutiansut avatar yutiansut commented on July 23, 2024

tradex一直是可以拿L2的

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pkunico avatar pkunico commented on July 23, 2024

tradex 怎么拿L2的十档行情呢?

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