【个人量化必备】：A股全市场5000+股票实时行情获取

专注个人量化开发，一站式接入A股实时行情数据，支持成交明细、行情快照、五档盘口，超低延迟、稳定推送。

一、前言

在量化交易、实时监控、金融数据分析等场景中，稳定、低延迟、全市场覆盖的行情数据是核心基础。
而当前个人做量化交易最核心的痛点，恰恰在于策略研发与实盘落地严重受制于行情数据获取——免费接口不稳定、易限流、延迟高且字段混乱，机构级数据源年费高昂，普通个人开发者难以承受，同时还需花费大量精力处理数据清洗、协议对接与连接稳定性等问题，极大挤占了策略优化的时间与精力。
本文将详细介绍如何通过tendQuant平台，快速接入A股全市场5000+股票实时行情，让个人开发者无需再被数据相关问题牵绊，能够专注于策略本身的研发与优化。

二、准备工作

1. 注册平台账号

2. 创建应用获取密钥

三、平台基本介绍

3.1 核心优势

• 基于MQTT协议，低延迟、高并发、长连接稳定推送
• 覆盖A股全市场：主板、创业板、科创板等
• 提供Level‑1 行情：成交明细、行情快照、五档盘口
• 支持单股票订阅 / 全市场批量订阅
• 提供多语言官方SDK，开箱即用

3.2 适用场景

• 实时行情监控面板
• 个人量化交易系统
• 金融数据分析研究
• 投资组合实时风控

3.3 测试账号

• 用户名：a2dZMmrflhY4MwRN
• 密码：6WUc6unvD4G3VVPx4K6t2Nl5mVq4fjtu

注意：测试账号最大连接数20，正式使用请注册并创建应用。

3.4 测试权限说明

四、行情接口说明

4.1 主题格式一览

4.2 数据结构示例

1）成交明细

{"currentPrice":"10.83","volume":"30.00","timestamp":"1772780160","tradeCount":"3"}

2）行情快照

{"limitDown":"9.74","change":"-0.06","circulationShares":"194.1亿","peTtm":"4.84","currentPrice":"10.76","stockCode":"000001","yesterdayPrice":"10.82","totalVolume":"83.59万","peStatic":"4.08","circulationMarketValue":"2088.0亿","stockName":"平安银行","changePercent":"-0.55%","limitUp":"11.90","pb":"0.47","openPrice":"10.79","amplitude":"0.74%","totalMarketValue":"2088.1亿","lowPrice":"10.74","turnoverRate":"0.43%","volume":"6194","highPrice":"10.82","turnover":"9.01亿","turnoverRate5d":"0.97%"}

3）五档盘口

{"bid":{"bid5":{"volume":"5041.00","price":"10.72"},"bid4":{"volume":"13138.00","price":"10.73"},"bid3":{"volume":"12305.00","price":"10.74"},"bid2":{"volume":"11690.49","price":"10.75"},"bid1":{"volume":"7421.02","price":"10.76"}},"ask":{"ask5":{"volume":"7999.00","price":"10.81"},"ask4":{"volume":"8550.56","price":"10.80"},"ask3":{"volume":"7481.29","price":"10.79"},"ask2":{"volume":"1351.00","price":"10.78"},"ask1":{"volume":"217.00","price":"10.77"}}}

五、多语言SDK使用教程

5.1 Python SDK（推荐量化使用）

安装

pipinstalltendquant

完整示例代码

importtimefromtendquantimportClient# 测试账号username="a2dZMmrflhY4MwRN"password="6WUc6unvD4G3VVPx4K6t2Nl5mVq4fjtu"# 创建客户端client=Client(username=username,password=password)# 消息回调defon_message(client,userdata,msg):print(f">>> 主题：{msg.topic}")print(f">>> 数据：{msg.payload.decode()}\n")# 连接client.connect(on_message)# 订阅平安银行成交明细client.subscribe("lv1/tradeList/000001")# 保持运行try:whileTrue:time.sleep(1)exceptKeyboardInterrupt:client.disconnect()

CLI 命令行使用

tendquant-ua2dZMmrflhY4MwRN-p6WUc6unvD4G3VVPx4K6t2Nl5mVq4fjtu-slv1/orderBook/000001

5.2 JavaScript SDK（前端/网页）

<scriptsrc="https://tendquant.cn/sdk/tendquant.js"></script><script>(async()=>{constclient=newTendQuant({username:'a2dZMmrflhY4MwRN',password:'6WUc6unvD4G3VVPx4K6t2Nl5mVq4fjtu',});client.onConnected(()=>console.log('连接成功'));awaitclient.connect();consttopic='lv1/tradeList/#';awaitclient.subscribe(topic);client.onMessage(topic,(msg)=>{console.log(msg.destinationName,msg.payloadString);});})();</script>

5.3 Java SDK（后端服务）

依赖

<!-- pom.xml --><repositories><repository><id>Eclipse Paho</id><url>https://repo.eclipse.org/content/repositories/paho-releases/</url></repository></repositories><dependencies><dependency><groupId>org.eclipse.paho</groupId><artifactId>org.eclipse.paho.mqttv5.client</artifactId><version>1.2.5</version></dependency></dependencies>

使用

importorg.eclipse.paho.mqttv5.client.IMqttToken;importorg.eclipse.paho.mqttv5.client.MqttCallback;importorg.eclipse.paho.mqttv5.client.MqttClient;importorg.eclipse.paho.mqttv5.client.MqttConnectionOptions;importorg.eclipse.paho.mqttv5.client.MqttDisconnectResponse;importorg.eclipse.paho.mqttv5.common.MqttException;importorg.eclipse.paho.mqttv5.common.MqttMessage;importorg.eclipse.paho.mqttv5.common.packet.MqttProperties;importjava.util.UUID;publicclassJavaDemoMQTTV5{publicstaticStringgetClientId(){return"java-"+UUID.randomUUID().toString().replace("-","").substring(20);}publicstaticvoidmain(String[]args){Stringusername="a2dZMmrflhY4MwRN";Stringpassword="6WUc6unvD4G3VVPx4K6t2Nl5mVq4fjtu";// 订阅等级，建议为2，消息仅送达一次，通过四次握手确保不丢不重intsubQos=2;try{MqttClientclient=newMqttClient("wss://quant.top2189.cn/mqtt",getClientId());MqttConnectionOptionsoptions=newMqttConnectionOptions();options.setUserName(username);options.setPassword(password.getBytes());client.setCallback(newMqttCallback(){publicvoidconnectComplete(booleanreconnect,StringserverURI){System.out.println("connected to: "+serverURI);}publicvoiddisconnected(MqttDisconnectResponsedisconnectResponse){System.out.println("disconnected: "+disconnectResponse.getReasonString());}publicvoiddeliveryComplete(IMqttTokentoken){System.out.println("deliveryComplete: "+token.isComplete());}publicvoidmessageArrived(Stringtopic,MqttMessagemessage)throwsException{// 在这里处理业务逻辑System.out.println("topic: "+topic);System.out.println("message content: "+newString(message.getPayload()));}publicvoidmqttErrorOccurred(MqttExceptionexception){System.out.println("mqttErrorOccurred: "+exception.getMessage());}publicvoidauthPacketArrived(intreasonCode,MqttPropertiesproperties){System.out.println("authPacketArrived");}});client.connect(options);// 订阅的主题client.subscribe("lv1/tradeList/#",subQos);}catch(MqttExceptione){e.printStackTrace();}while(true){try{Thread.sleep(1000);}catch(InterruptedExceptione){e.printStackTrace();}}}}

六、收费与定价

6.1 计费模式

• 按积分计费，按需订阅，灵活使用
• 新用户注册送100 积分

6.2 价格表

6.3 充值套餐

七、总结

tendQuant 为个人量化开发者提供了极低门槛、高稳定、低延迟的 A 股实时行情服务，通过 MQTT 推送 + 多语言 SDK，可快速搭建自己的行情系统、量化策略、监控面板。
如果你正在做个人量化，强烈建议直接接入使用。