从东方财富获取期权数据

2022-03-24 01:15| 来源: 网络整理| 查看: 265

东方财富商品期权行情页面上期所大商所郑商所

接口地址: 上期所http://nufm.dfcfw.com/EM_Finance2014NumericApplication/JS.aspx?cb=jQuery112409097934162577812_1558007687045&type=CT&token=4f1862fc3b5e77c150a2b985b12db0fd&sty=FC2UCO&js=({data:[(x)],recordsFiltered:(tot)})&cmd=C.SHFEOPTION&st=(Code)&sr=-1&p=1&ps=10000&_=1558007687072

大商所http://nufm.dfcfw.com/EM_Finance2014NumericApplication/JS.aspx?cb=jQuery112409097934162577812_1558007687045&type=CT&token=4f1862fc3b5e77c150a2b985b12db0fd&sty=FC2UCO&js=({data:[(x)],recordsFiltered:(tot)})&cmd=C.DCEOPTION&st=(Code)&sr=-1&p=1&ps=10000&_=1558007687072

郑商所http://nufm.dfcfw.com/EM_Finance2014NumericApplication/JS.aspx?cb=jQuery112409097934162577812_1558007687045&type=CT&token=4f1862fc3b5e77c150a2b985b12db0fd&sty=FC2UCO&js=({data:[(x)],recordsFiltered:(tot)})&cmd=C.CZCEOPTION&st=(Code)&sr=-1&p=1&ps=10000&_=1558007687072

可以看出1558007687045和1558007687072为时间戳，p参数为页码，ps参数为分页大小，要想一次调用查出全部数据则p设为1，ps设为一个较大的数(大于全部合约总数)

获取到的数据如下在这里插入图片描述

以下是我用python写的获取数据的代码

import time from requests import get URL = "http://nufm.dfcfw.com/EM_Finance2014NumericApplication/JS.aspx?" \ "cb=jQuery112409097934162577812_{time_stamp}&type=CT&token=4f1862fc3b5e77c150a2b985b12db0fd" \ "&sty=FC2UCO&js=({{data:[(x)],recordsFiltered:(tot)}})&cmd=C.{market}OPTION&st=(Code)&sr=-1" \ "&p=1&ps=10000&_={time_stamp}" MARKETS = ['CZCE', 'SHFE', 'DCE'] HEADERS = ['代码', '名称', '最新价', '涨跌额', '涨跌幅(%)', '成交量', '成交额', '持仓量', '行权价', '剩余日', '日增', '昨结', '今开'] def main(): time_stamp = int(round(time.time() * 1000)) for market in MARKETS: data = get(URL.format(market=market, time_stamp=time_stamp)).content.decode() data_list = data.split('["')[1].split('"]')[0].split('","') for i in data_list: data_item = dict(zip(HEADERS, i.split(',')[1:14])) data_item['最新价'] = float(data_item['最新价']) data_item['涨跌额'] = float(data_item['涨跌额']) data_item['涨跌幅(%)'] = float(data_item['涨跌幅(%)']) data_item['成交量'] = None if data_item['成交量'] == '-' else int(data_item['成交量']) data_item['成交额'] = None if data_item['成交额'] == '-' else float(data_item['成交额']) data_item['持仓量'] = None if data_item['持仓量'] == '-' else int(data_item['持仓量']) data_item['行权价'] = float(data_item['行权价']) data_item['剩余日'] = None if data_item['剩余日'] == '-' else int(data_item['剩余日']) data_item['日增'] = None if data_item['日增'] == '-' else int(data_item['日增']) data_item['昨结'] = float(data_item['昨结']) data_item['今开'] = None if data_item['今开'] == '-' else float(data_item['今开']) # print(i) print(data_item) if __name__ == '__main__': main() {'代码': 'SR909P5400', '名称': '白糖19年09月沽5400', '最新价': 336.5, '涨跌额': 31.5, '涨跌幅(%)': 10.33, '成交量': 10, '成交额': 33000.0, '持仓量': 2692, '行权价': 5400.0, '剩余日': 79, '日增': 0, '昨结': 305.0, '今开': 326.0} {'代码': 'SR909P5300', '名称': '白糖19年09月沽5300', '最新价': 249.0, '涨跌额': 18.5, '涨跌幅(%)': 8.03, '成交量': 12, '成交额': 30060.0, '持仓量': 1754, '行权价': 5300.0, '剩余日': 79, '日增': -4, '昨结': 230.5, '今开': 251.0} {'代码': 'SR909P5200', '名称': '白糖19年09月沽5200', '最新价': 190.0, '涨跌额': 22.5, '涨跌幅(%)': 13.43, '成交量': 88, '成交额': 161920.0, '持仓量': 2404, '行权价': 5200.0, '剩余日': 79, '日增': 8, '昨结': 167.5, '今开': 183.0} {'代码': 'SR909P5100', '名称': '白糖19年09月沽5100', '最新价': 134.5, '涨跌额': 19.0, '涨跌幅(%)': 16.45, '成交量': 234, '成交额': 311220.0, '持仓量': 5790, '行权价': 5100.0, '剩余日': 79, '日增': 8, '昨结': 115.5, '今开': 140.0} {'代码': 'SR909P5000', '名称': '白糖19年09月沽5000', '最新价': 92.5, '涨跌额': 16.5, '涨跌幅(%)': 21.71, '成交量': 716, '成交额': 658720.0, '持仓量': 14026, '行权价': 5000.0, '剩余日': 79, '日增': 238, '昨结': 76.0, '今开': 95.0} {'代码': 'SR909P4900', '名称': '白糖19年09月沽4900', '最新价': 61.0, '涨跌额': 12.0, '涨跌幅(%)': 24.49, '成交量': 856, '成交额': 496480.0, '持仓量': 7586, '行权价': 4900.0, '剩余日': 79, '日增': 388, '昨结': 49.0, '今开': 61.5} {'代码': 'SR909P4800', '名称': '白糖19年09月沽4800', '最新价': 37.0, '涨跌额': 6.5, '涨跌幅(%)': 21.31, '成交量': 872, '成交额': 313920.0, '持仓量': 7420, '行权价': 4800.0, '剩余日': 79, '日增': 324, '昨结': 30.5, '今开': 39.0} {'代码': 'SR909P4700', '名称': '白糖19年09月沽4700', '最新价': 21.5, '涨跌额': 2.5, '涨跌幅(%)': 13.16, '成交量': 290, '成交额': 62350.0, '持仓量': 4042, '行权价': 4700.0, '剩余日': 79, '日增': 78, '昨结': 19.0, '今开': 23.0} {'代码': 'SR909P4600', '名称': '白糖19年09月沽4600', '最新价': 13.0, '涨跌额': 1.0, '涨跌幅(%)': 8.33, '成交量': 272, '成交额': 35360.0, '持仓量': 7116, '行权价': 4600.0, '剩余日': 79, '日增': 166, '昨结': 12.0, '今开': 13.5}

补充：东方财富深圳300ETF期权行情接口http://31.push2.eastmoney.com/api/qt/clist/get?pn=1&pz=1000&po=1&np=1&fltt=2&invt=2&fid=f3&fs=m:12&fields=f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,f24,f25,f22,f28,f11,f62,f128,f136,f115,f152,f133,f108,f163,f161,f162

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从东方财富获取期权数据

从东方财富获取期权数据

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