引言最近在研究量化交易策略发现一个痛点很难获取到股票的集合竞价数据。市面上的行情API大多只提供分时成交数据对于早盘9:15-9:25的集合竞价阶段数据几乎是空白。经过一番折腾终于自己实现了一个可以获取股票集合竞价数据的API服务现在分享给大家 API服务介绍服务地址http://ddnsapi.top:1808/api/v1/request支持市场✅ A股所有股票、基金✅ 港股功能特性特性说明实时获取竞价开始后即可获取实时数据如9:15历史查询支持查询历史日期的竞价数据早盘/尾盘支持早盘竞价和尾盘竞价查询 请求参数参数名类型必填说明req_typestring是固定值auctioncodestring是股票代码如600519datestring否查询日期格式YYYYMMDD默认当天phasestring否open早盘 /close尾盘默认open Python调用示例python#!/usr/bin/env python3 # -*- coding: utf-8 -*- 股票集合竞价数据API调用示例 API服务: http://ddnsapi.top:1808/api/v1/request import requests # API地址 API_URL http://ddnsapi.top:1808/api/v1/request def get_auction_data(code, dateNone, phaseopen): 获取股票集合竞价数据 :param code: 股票代码 :param date: 查询日期(YYYYMMDD)默认当天 :param phase: 竞价阶段 open/close :return: API响应数据 data { req_type: auction, code: code, phase: phase } if date: data[date] date try: response requests.post(API_URL, datadata, timeout30) return response.text except Exception as e: return f请求失败: {str(e)} if __name__ __main__: # 示例获取贵州茅台早盘竞价数据 print( 股票集合竞价数据查询 ) # 查询2026年6月2日贵州茅台的早盘竞价 result get_auction_data(code600519, date20260602, phaseopen) print(贵州茅台(600519) 早盘竞价数据:) print(result) print() # 查询当天五粮液的尾盘竞价不传date则默认当天 result2 get_auction_data(code000858, phaseclose) print(五粮液(000858) 尾盘竞价数据:) print(result2) 响应示例json{code:600519, fields: [时间,匹配价,竞价涨幅,竞价量,竞价金额,未匹配量,未匹配金额], items:[ [09:15:03,1310.0,0.03,400,524000,0,0], [09:15:06,1310.0,0.03,400,524000,0,0], [09:15:09,1310.0,0.03,500,655000,0,0], [09:15:12,1310.0,0.03,600,786000,0,0], [09:15:15,1310.0,0.03,700,917000,0,0], [09:15:18,1309.6,0.0,1800,2357280,2400,3143040], [09:15:21,1309.6,0.0,1800,2357280,2500,3274000], [09:15:24,1309.6,0.0,2000,2619200,2300,3012080], [09:15:27,1309.99,0.03,1300,1702987,400,523996], [09:15:30,1309.99,0.03,1300,1702987,200,261998], [09:15:42,1309.99,0.03,1300,1702987,300,392997],[09:16:03,1309.99,0.03,1500,1964985,100,130999],[09:16:06,1309.99,0.03,1500,1964985,200,261998],[09:16:12,1309.99,0.03,1500,1964985,300,392997],[09:16:42,1309.99,0.03,1500,1964985,400,523996],[09:17:00,1309.99,0.03,1600,2095984,300,392997],[09:17:15,1309.99,0.03,1700,2226983,300,392997],[09:17:36,1309.99,0.03,1800,2357982,200,261998],[09:17:54,1309.6,0.0,2500,3274000,2200,2881120],[09:17:57,1309.6,0.0,2524,3305430,2276,2980649],[09:18:03,1309.6,0.0,2524,3305430,2376,3111609],[09:18:18,1309.6,0.0,2524,3305430,2476,3242569],[09:18:21,1309.6,0.0,2524,3305430,2576,3373529],[09:18:30,1309.6,0.0,2624,3436390,2476,3242569],[09:18:33,1309.6,0.0,2624,3436390,2376,3111609],[09:18:36,1309.6,0.0,2724,3567350,2276,2980649],[09:18:39,1309.6,0.0,2724,3567350,2476,3242569],[09:18:45,1309.6,0.0,2724,3567350,2576,3373529],[09:19:00,1309.6,0.0,2724,3567350,2676,3504489],[09:19:51,1309.61,0.0,2724,3567377,76,99530],[09:20:03,1309.99,0.03,3124,4092408,476,623555],[09:20:06,1309.99,0.03,3724,4878402,376,492556],[09:20:09,1309.99,0.03,3824,5009401,476,623555],[09:20:33,1309.99,0.03,4124,5402398,276,361557],[09:20:36,1309.6,0.0,4724,6186550,3276,4290249],[09:20:39,1309.61,0.0,4724,6186597,76,99530],[09:20:45,1309.99,0.03,4800,6287952,0,0],[09:20:57,1309.99,0.03,5000,6549950,0,0],[09:21:00,1309.99,0.03,5000,6549950,0,0],[09:21:03,1309.61,0.0,5024,6579480,76,99530],[09:21:06,1309.99,0.03,5200,6811948,0,0],[09:21:09,1309.99,0.03,5200,6811948,0,0],[09:21:12,1309.98,0.03,5200,6811896,0,0],[09:21:24,1309.98,0.03,5200,6811896,0,0],[09:21:27,1309.61,0.0,5224,6841402,176,230491],[09:21:30,1309.61,0.0,5324,6972363,176,230491],[09:21:39,1309.6,0.0,6324,8281910,2576,3373529],[09:21:42,1309.6,0.0,6524,8543830,2576,3373529],[09:21:45,1309.6,0.0,7224,9460550,1876,2456809],[09:21:48,1309.6,0.0,7524,9853430,1676,2194889],[09:21:51,1309.6,0.0,7824,10246310,1476,1932969],[09:21:57,1309.6,0.0,8524,11163030,876,1147209],[09:22:00,1309.6,0.0,8824,11555910,676,885289],[09:22:03,1309.6,0.0,9324,12210710,376,492409],[09:22:06,1309.6,0.0,9524,12472630,176,230489],[09:22:18,1309.52,-0.01,9700,12702344,0,0],[09:22:21,1309.52,-0.01,9800,12833296,0,0],[09:22:27,1309.52,-0.01,9800,12833296,0,0],[09:22:30,1309.6,0.0,11400,14929439,0,0],[09:22:33,1309.6,0.0,11800,15453279,0,0],[09:22:36,1309.0,-0.05,11900,15577100,0,0],[09:22:39,1309.1,-0.04,12300,16101929,0,0],[09:22:42,1309.1,-0.04,12400,16232839,0,0],[09:22:45,1309.1,-0.04,12500,16363749,0,0],[09:22:48,1309.1,-0.04,12600,16494659,0,0],[09:22:51,1309.1,-0.04,12600,16494659,0,0],[09:22:57,1309.1,-0.04,12600,16494659,0,0],[09:23:00,1309.03,-0.04,12624,16525194,76,99486],[09:23:03,1309.03,-0.04,12700,16624681,0,0],[09:23:06,1308.0,-0.12,12800,16742400,0,0],[09:23:18,1308.0,-0.12,12800,16742400,0,0],[09:23:24,1307.58,-0.15,12800,16737024,0,0],[09:23:27,1307.55,-0.16,12824,16768021,2476,3237493],[09:23:30,1309.0,-0.05,13800,18064200,0,0],[09:23:33,1308.0,-0.12,14024,18343392,76,99408],[09:23:39,1308.0,-0.12,14100,18442800,0,0],[09:23:42,1308.0,-0.12,14100,18442800,0,0],[09:23:45,1308.0,-0.12,14300,18704400,0,0],[09:23:48,1308.0,-0.12,14400,18835200,0,0],[09:23:54,1308.0,-0.12,14800,19358400,0,0],[09:23:57,1308.0,-0.12,15000,19620000,0,0],[09:24:00,1307.55,-0.16,15124,19775386,2476,3237493],[09:24:03,1307.58,-0.15,15200,19875216,0,0],[09:24:09,1307.55,-0.16,15624,20429161,2276,2975983],[09:24:12,1307.55,-0.16,15824,20690671,2076,2714473],[09:24:15,1307.55,-0.16,16424,21475201,2376,3106738],[09:24:18,1307.58,-0.15,16800,21967344,0,0],[09:24:21,1307.55,-0.16,17024,22259731,2276,2975983],[09:24:24,1307.55,-0.16,17224,22521241,2376,3106738],[09:24:27,1307.55,-0.16,17224,22521241,2576,3368248],[09:24:30,1307.55,-0.16,18524,24221056,1276,1668433],[09:24:33,1307.55,-0.16,19524,25528606,876,1145413],[09:24:36,1307.55,-0.16,20500,26804775,0,0],[09:24:39,1307.55,-0.16,21300,27850815,0,0],[09:24:42,1307.5,-0.16,22324,29188630,1376,1799120],[09:24:45,1307.5,-0.16,23024,30103880,676,883870],[09:24:48,1307.1,-0.19,23800,31108979,0,0],[09:24:51,1307.1,-0.19,24200,31631819,0,0],[09:24:54,1307.1,-0.19,24200,31631819,0,0],[09:24:57,1307.0,-0.2,27300,35681100,0,0],[09:25:00,1306.0,-0.27,29500,38527000,0,0]], trade_date:20260602} 使用场景量化策略开发获取集合竞价数据用于开盘价预测模型盘前分析提前获取竞价信息辅助交易决策数据回测基于历史竞价数据验证策略有效性实时监控开盘前监控目标股票的竞价动态⚠️ 注意事项API服务仅供学习研究使用请勿用于商业用途建议合理控制请求频率避免给服务器造成压力数据仅供参考实际交易请以交易所数据为准 总结如果你也在研究量化交易需要获取集合竞价数据这个API绝对值得一试API地址http://ddnsapi.top:1808/api/v1/request如果觉得有用欢迎点赞、收藏⭐、关注我后续会分享更多量化相关的干货~