这里介绍使用免费开源Pytdx接口方式获取实时行情数据，并实时存入数据库中（mongodb/myslq）。

Pytdx 是一款纯Python语言开发的类似TradeX的行情数据接口的实现。它提供各种股票/期货/期权等等实时行情数据。

提供数据种类包括：

market category name short_name
0 1 1 临时股 TP
1 4 12 郑州商品期权 OZ
2 5 12 大连商品期权 OD
3 6 12 上海商品期权 OS
4 7 12 中金所期权 OJ
5 8 12 上海个股期权 QQ
6 9 12 深圳个股期权 SQ
7 10 4 基本汇率 FE
8 11 4 交叉汇率 FX
9 12 5 国际指数 WI
10 13 3 国际贵金属 GO
11 14 3 伦敦金属 LM
12 15 3 伦敦石油 IP
13 16 3 纽约商品 CO
14 17 3 纽约石油 NY
15 18 3 芝加哥谷 CB
16 19 3 东京工业品 TO
17 20 3 纽约期货 NB
18 27 5 香港指数 FH
19 28 3 郑州商品 QZ
20 29 3 大连商品 QD
21 30 3 上海期货 QS
22 31 2 香港主板 KH
23 33 8 开放式基金 FU
24 34 9 货币型基金 FB
25 35 8 券商理财产品 LC
26 36 9 券商货币产品 LB
27 37 11 全球指数(静态) FW
28 38 10 宏观指标 HG
29 39 3 马来期货 ML
30 40 11 中国概念股 CH
31 41 11 美股知名公司 MG
32 43 1 B股转H股 HB
33 44 1 股转系统 SB
34 46 11 上海黄金 SG
35 47 3 中金所期货 CZ
36 48 2 香港创业板 KG
37 49 2 香港基金 KT
38 50 3 渤海商品 BH
39 56 8 阳光私募基金 TA
40 57 8 券商集合理财 TB
41 58 9 券商货币理财 TC
42 60 3 主力期货合约 MA
43 62 5 中证指数 ZZ
44 70 5 扩展板块指数 UZ
45 71 2 港股通 GH
46 102 5 国证指数 GZ
支持python2、python3编程语言。

首先需要引入

from pytdx.exhq import *
from pytdx.hq import *
一、标准行情api方法列表
from pytdx.hq import *

1 : 获取股票行情
可以获取多只股票的行情信息

需要传入一个列表，每个列表由一个市场代码， 一个股票代码构成的元祖构成 [ (市场代码1， 股票代码1)，(市场代码2， 股票代码2) … (市场代码n， 股票代码n) ]

如：api.get_security_quotes([(0, ‘000001’), (1, ‘600300’)])

2 : 获取k线
K线种类： 0 5分钟K线 1 15分钟K线 2 30分钟K线 3 1小时K线 4 日K线 5 周K线 6 月K线 7 1分钟 81分钟K线 9 日K线 10 季K线 11 年K线

api.get_security_bars(9,0, ‘000001’, 4, 3)

3 : 获取市场股票数量
api.get_security_count(0)

4 : 获取股票列表
api.get_security_list(1, 0)

5 : 获取指数k线
api.get_index_bars(9,1, ‘000001’, 1, 2)

6 : 查询分时行情
api.get_minute_time_data(1, ‘600300’)

7 : 查询历史分时行情
api.get_history_minute_time_data(TDXParams.MARKET_SH, ‘600300’, 20161209)

8 : 查询分笔成交
api.get_transaction_data(TDXParams.MARKET_SZ, ‘000001’, 0, 30)

9 : 查询历史分笔成交
api.get_history_transaction_data(TDXParams.MARKET_SZ, ‘000001’, 0, 10, 20170209)

10 : 查询公司信息目录
api.get_company_info_category(TDXParams.MARKET_SZ, ‘000001’)

11 : 读取公司信息详情
api.get_company_info_content(0, ‘000001’, ‘000001.txt’, 0, 100)

12 : 读取除权除息信息
api.get_xdxr_info(1, ‘600300’)

13 : 读取财务信息
api.get_finance_info(0, ‘000001’)

14 : 读取k线信息
get_k_data(‘000001’,‘2017-07-03’,‘2017-07-10’)

15 ：读取板块信息
api.get_and_parse_block_info(TDXParams.BLOCK_SZ)

二、扩展行情接口API
from pytdx.exhq import *

1: 获取市场代码
api.get_markets()

2: 查询代码列表
api.get_instrument_info(0, 100)

3: 查询市场中商品数量
api.get_instrument_count()

4: 查询五档行情
api.get_instrument_quote(47, “IF1709”)

5: 查询分时行情
api.get_minute_time_data(47, “IF1709”)

6: 查询历史分时行情
api.get_history_minute_time_data(31, “00020”, 20170811)

7: 查询k线数据
api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY, 8, “10000843”, 0, 100)

8: 查询分笔成交
api.get_transaction_data(31, “00020”)

api.get_history_transaction_data(47, “IFL0”, 20170810, start=1800)

9: 查询历史分笔成交
api.get_history_transaction_data(31, “00020”, 20170810)

三、其他功能
多线程支持、心跳包、抛出异常、重连机制，以及读取读取通达信的日K线、历史专业财务数据，以及交易相关(如创建订单、撤销订单等），请参阅参考 https://github.com/rainx/pytdx/issues/5

四、应用案例源码
下面是实时获取股票/50ETF/300ETF 及其 股票期权实时行情的python 方法：

def fetcHQRisk(self, isSaveSTkRealtime=False, isSaveOptRealtime=False):optList= self.contraManager.contrOptIdListriskM=RISKMAN.RiskMan()rate=4.hv=20.  #defaultif self.db=='mysql':try:sql='select * from %s \where tradeDate in (select max(tradeDate) from %s);'%(C.OPT_HV,C.OPT_HV)res=dbcom.select_tuple_dict(sql)hvDf=pd.DataFrame(list(res))hv=(hvDf[hvDf['xmode']=='yz'][C.HVX]).values[0]hv=round(hv*100.,1)except Exception,e:print (e)    elif self.db=='mongo':hv=mdbcom.find(C.STK_HV,sortListOfTuple=[('date',-1)])if hv is not None and len(hv)>0:hv=hv[0][C.HVX]hv=round(hv*100.,1)api_hq=Noneapi_exhq=None try:api_hq = TdxHq_API()with self.isConnected(api_hq,type='hq',verbose=True) as api_hq:quote_hq=api_hq.get_security_quotes([(self.market_good, self.good[:-5])])spotPrice=quote_hq[0]['price']/10.#add on 2019-04-17#daily 50etf info:today's cummulative info. cummulative!!!#*********************************etf_open=quote_hq[0]['open']/10.etf_high=quote_hq[0]['high']/10.etf_low=quote_hq[0]['low']/10.etf_last_close=quote_hq[0]['last_close']/10.#today's cummulative infoetf_vol=quote_hq[0]['vol']etf_amount=quote_hq[0]['amount']#*********************************print(spotPrice)if quote_hq is not None or spotPrice>0.000001:if isSaveSTkRealtime:'''category->K线种类0 5分钟K线 1 15分钟K线 2 30分钟K线 3 1小时K线 4 日K线5 周K线6 月K线7 1分钟8 1分钟K线 9 日K线10 季K线11 年K线market -> 市场代码 0:深圳，1:上海stockcode -> 证券代码;start -> 指定的范围开始位置;count -> 用户要请求的 K 线数目，最大值为 800'''stk_1min_K=api_hq.get_security_bars(8, 1, self.good[:-5], 0, 10)nowTime=xtool.nowTime()stk_1min_K_df=pd.DataFrame(stk_1min_K)stk_1min_K_df['xtime']=nowTimehr_min=[t[-5:] for t in stk_1min_K_df['datetime']]stk_1min_K_df['_id']=hr_minrecord=stk_1min_K_df.to_dict(orient='record')mdbcom.saveBatch(C.STK_MINS,record)stk_1min_K_df['_id']=stk_1min_K_df['datetime']stk_1min_K_df["tradeTime"]= stk_1min_K_df['datetime']stk_1min_K_df["tradeMins"]= hr_minstk_1min_K_df["tradeDate"]= [t[:10] for t in stk_1min_K_df['datetime']]stk_1min_K_df["volume"]= stk_1min_K_df["vol"]stk_1min_K_df=stk_1min_K_df[["_id" ,"tradeMins" ,"volume" ,"tradeDate","high" ,"amount","tradeTime" ,"low","close" ,"open" ]]# 1-min K fig, vol NOT cummulative                        mdbcom.saveBatch('etf50_date_mins',stk_1min_K_df.to_dict(orient='record'))api_exhq = TdxExHq_API()with self.isConnected(api_exhq, type='exhq', verbose=True) as api_exhq:for optID in optList:try:quote_exhq=api_exhq.get_instrument_quote(self.market_opt, optID)settlePrice=quote_exhq[0]['price']settlePrice_high=settlePricesettlePrice_low=settlePricesettlePrice_open=settlePriceif self.all_settlePrice_high.has_key(optID):if settlePrice>self.all_settlePrice_high[optID]:self.all_settlePrice_high[optID]=settlePriceelse:settlePrice_high=self.all_settlePrice_high[optID]else:self.all_settlePrice_high[optID]=settlePriceif self.all_settlePrice_low.has_key(optID):if settlePrice<self.all_settlePrice_low[optID]:self.all_settlePrice_low[optID]=settlePriceelse:settlePrice_low=self.all_settlePrice_low[optID]else:self.all_settlePrice_low[optID]=settlePrice   if self.all_settlePrice_open.has_key(optID):passelse:self.all_settlePrice_open[optID]=settlePrice_openchicang=quote_exhq[0]['chicang']if quote_exhq is None:xlog.info('no settlePrice')else:if isSaveOptRealtime:save=quote_exhq[0]save['_id']=optIDsave['xtime']=xtool.nowTime()mdbcom.saveOne(C.OPT_QUOTE,save)contractType=self.contraManager.contrDict['contractType'][optID]contractStatus=self.contraManager.contrDict['contractStatus'][optID]strikePrice=self.contraManager.contrDict['strikePrice'][optID]dayToExpire=self.contraManager.contrDict['dayToExpire'][optID]expDate=self.contraManager.contrDict['expDate'][optID]tickerSymbol=self.contraManager.contrDict['tickerSymbol'][optID]settlePrice_chg=0.iv=0.theoryPrice=0.delta=0.gamma=0.theta=0.vega=0.rho=0.if dayToExpire>0.5 and contractStatus=='L':chg_symbol=""pre_settlePrice=quote_exhq[0]['pre_close']if pre_settlePrice >0.000001:settlePrice_chg =(settlePrice/pre_settlePrice-1.00)*100.if settlePrice_chg>0.000001:chg_symbol='#fa9e66',# #ee5734'elif settlePrice_chg<-0.000001:chg_symbol='#b6f050'    else:chg_symbol='#666666'suffix_CP=Noneif contractType=='C':suffix_CP='x'elif contractType=='P':suffix_CP='y'if spotPrice*settlePrice<0.000001 or contractType is None or contractType=='None':xlog.info('no data')else:res=Noneres=riskM.calu_mibian(contractType, spotPrice, strikePrice, settlePrice, rate, dayToExpire, hv)if res is not None:iv=round(res['iv'],1)theoryPrice=round(res['theoryPrice'],4)delta=round(res['delta'],4)gamma=round(res['gamma'],4)theta=round(res['theta'],4)vega=round(res['vega'],4)rho=round(res['rho'],4)realtimeMsg={optID+'_settlePrice_chg_'+suffix_CP:round(settlePrice_chg,1),optID+'_settlePrice_'+suffix_CP:round(settlePrice,4),optID+'_iv_'+suffix_CP:iv,optID+'_theoryPrice_'+suffix_CP:theoryPrice,optID+'_delta_'+suffix_CP:delta,optID+'_gamma_'+suffix_CP:gamma,optID+'_theta_'+suffix_CP:theta,optID+'_vega_'+suffix_CP:vega,optID+'_rho_'+suffix_CP:rho}keyList=realtimeMsg.keys()xtime=xtool.nowTime()xmins=xtime[:16]saveMongoDBMsg={'_id':   optID, 'optID':   optID, 'tickerSymbol':tickerSymbol,'contractType':contractType,'contractStatus':contractStatus,'strikePrice':strikePrice,'dayToExpire':dayToExpire,'expDate':expDate,'spotPrice':spotPrice,'settlePrice_chg':round(settlePrice_chg,1),'settlePrice':round(settlePrice,4),'chicang':chicang,'pre_settlePrice':round(pre_settlePrice,4),'iv':iv,'theoryMargin':round(theoryPrice-settlePrice,4),'theoryPrice':round(theoryPrice,4),'delta':round(delta,4),'gamma':round(gamma,4),'theta':round(theta,4),'vega':round(vega,4),'rho':round(rho,4),'etf_open':etf_open,'etf_high':etf_high,'etf_low':etf_low,'etf_last_close':etf_last_close,'etf_vol':etf_vol,'etf_amount':etf_amount,'settlePrice_high':settlePrice_high,'settlePrice_low':settlePrice_low,'settlePrice_open':settlePrice_open,'xtime':xtime,'xmins':xmins}mdbcom.saveOne(C.OPT_RISK,saveMongoDBMsg) saveMongoDBMsg_mins=saveMongoDBMsg.copy()saveMongoDBMsg_mins['_id']='%s_%s'%(xtime[11:16].replace(":",""),optID)mdbcom.saveOne(C.OPT_RISK_MINS,saveMongoDBMsg_mins) #change _id, and save to OPT_RISK_DATE_MINSsaveMongoDBMsg_mins['_id']='%s_%s'%(xtime[:16].replace(" ","_"),optID)mdbcom.saveOne(C.OPT_RISK_DATE_MINS,saveMongoDBMsg_mins) if C.isDebug:saveMongoDBMsg['_id']= xtool.nowDate()+'_'+optIDsaveMongoDBMsg['tradeDate']=xtool.nowDate()saveMongoDBMsg['remark']=C.HVX+'r=4,mibian'mdbcom.saveOne(C.OPT_RISK_DAILY,saveMongoDBMsg) else:if xtool.nowOnlyTime()>='14:45:00':saveMongoDBMsg['_id']= xtool.nowDate()+'_'+optIDsaveMongoDBMsg['tradeDate']=xtool.nowDate()saveMongoDBMsg['remark']=C.HVX+'r=4,mibian'mdbcom.saveOne(C.OPT_RISK_DAILY,saveMongoDBMsg) xlog.info('%s fetch/sent/saved'%(optID))time.sleep(interval)except Exception,e:xlog.error(e)   time.sleep(interval)xlog.info('****************************************************************************')        except Exception,e:xlog.error(e) self.sendEmail('hqserv fetcHQRisk load', e)            finally:if api_hq is not None:api_hq.disconnect()   if api_exhq is not None:api_exhq.disconnect()