批量获取集合竞价get_call_auction_batch

根据证券代码列表批量获取当日集合竞价逐笔虚拟撮合数据

get_call_auction_batch(
stock_list: list[str] = [],
field_list: list[str] = [],
type: int = 1,
return_df: bool = False
) -> Dict

输入参数

参数	是否必选	参数类型	参数说明
stock_list	Y	list[str]	证券代码列表，须带市场后缀，例如 ["688318.SH", "600000.SH"]
field_list	N	list[str]	指定返回字段，为空 [] 返回全部字段，未知字段静默忽略
type	N	int	竞价范围，0 早盘和尾盘、1 仅早盘，默认 1
return_df	N	bool	为 True 且已安装 pandas 时返回 DataFrame（行索引为证券代码），否则返回 dict

返回数据

数据字段	默认返回	数据类型	数据说明
LeaveQty	Y	List[str]	未匹配量，可为负
Price	Y	List[str]	虚拟匹配价
Time	Y	List[str]	撮合时间，格式 HHMMSS
Volume	Y	List[str]	虚拟匹配量

各代码下的字段与单只接口 get_call_auction 相同。

接口使用

批量获取 600000.SH 与 688318.SH 当日集合竞价数据。

from tdxaidata import tqs
auction = tqs.get_call_auction_batch(
stock_list=["600000.SH", "688318.SH"],
return_df=True,
)
print(auction)

数据样本

                                                              LeaveQty                                              Price                                               Time                                              Volume
600000.SH  [-19, -3480, -3484, -3481, -3457, -3481, 81, 12, 8, ...  [9.16, 9.17, 9.17, 9.17, 9.17, 9.17, 9.16, 9.1...  [091500, 091503, 091506, 091509, 091512, 09151...  [1.00, 81.00, 81.00, 84.00, 108.00, 84.00, 84....
688318.SH  [-22, 12, 22, 13, 11, 20, 2, -24, -21, -17, -15, -...  [75.72, 75.70, 75.00, 73.00, 73.00, 75.00, 74....  [091502, 091547, 091602, 091632, 091635, 09164...  [13.00, 17.00, 40.00, 102.00, 104.00, 42.00, 6...

{
"600000.SH": {
"LeaveQty": ["-19", "-3480", "-3484", "-3481", "-3457", "-3481", "81", "12"],
"Price": ["9.16", "9.17", "9.17", "9.17", "9.17", "9.17", "9.16", "9.16"],
"Time": ["091500", "091503", "091506", "091509", "091512", "091515", "091524", "091527"],
"Volume": ["1.00", "81.00", "81.00", "84.00", "108.00", "84.00", "84.00", "153.00"]
},
"688318.SH": {
"LeaveQty": ["-22", "12", "22", "13", "11", "20", "2", "-24"],
"Price": ["75.72", "75.70", "75.00", "73.00", "73.00", "75.00", "74.80", "75.72"],
"Time": ["091502", "091547", "091602", "091632", "091635", "091641", "091717", "091841"],
"Volume": ["13.00", "17.00", "40.00", "102.00", "104.00", "42.00", "64.00", "13.00"]
}
}