历史数据API.md

新浪财经历史数据API

K线数据

https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_sh600036_60_1577432551767=/CN_MarketDataService.getKLineData?symbol=sh600036&scale=60&ma=no&datalen=1023

{"day":"2019-12-27 14:00:00","open":"38.350","high":"38.410","low":"37.940","close":"37.980","volume":"7457497"}
{"day":"2019-12-27 15:00:00","open":"37.970","high":"38.020","low":"37.800","close":"37.860","volume":"7211017"}

请求地址和以前比变化很大，中间一段sh600036_60_1577432551767的三段依次是：

股票ID
scale值（单位是分钟数）
1970时间戳（精确到毫秒的13位时间戳）

目前不知道这个时间戳是用来避免cache的还是会用做时间校验的，初步估计不会做校验，但是有可能会当做终止时间参数

item的数据依次为：

时间
开盘价
最高价
最低价
收盘价
成交量（股）

https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_sh600036_240_1577432551767=/CN_MarketDataService.getKLineData?symbol=sh600036&scale=240&ma=no&datalen=1023

{"day":"2019-12-26","open":"37.780","high":"38.100","low":"37.690","close":"38.100","volume":"19223976"}
{"day":"2019-12-27","open":"38.100","high":"38.500","low":"37.800","close":"37.860","volume":"35953534"}

值得一提的是改成scale=240就变成日K了，scale=1200变成周K，分钟级别的还支持scale=5、15和30

https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_sh600036_240_1577432551767=/CN_MarketDataService.getKLineData?symbol=sh600036&scale=240&datalen=1023

{"day":"2019-12-26","open":"37.780","high":"38.100","low":"37.690","close":"38.100","volume":"19223976","ma_price5":37.768,"ma_volume5":28317561,"ma_price10":37.688,"ma_volume10":38300448,"ma_price30":36.89,"ma_volume30":33513730}
{"day":"2019-12-27","open":"38.100","high":"38.500","low":"37.800","close":"37.860","volume":"35953534","ma_price5":37.832,"ma_volume5":29748118,"ma_price10":37.724,"ma_volume10":35346242,"ma_price30":36.924,"ma_volume30":33662152}

然后去掉ma=no参数还可以获得5、10和30日均价均成交量

复权数据

关于复权数据，以青山纸业2019年6月3日复权为例，当日该股上涨4.77%，对应日K数据：

{"day":"2019-05-31","open":"3.020","high":"3.060","low":"3.010","close":"3.040","volume":"6923750"}
{"day":"2019-06-03","open":"2.350","high":"2.570","low":"2.340","close":"2.450","volume":"16269606"}

前复权接口：https://finance.sina.com.cn/realstock/company/sh600103/qfq.js

{"d":"2019-06-03", "f":"1.0000000000000000"}
{"d":"2007-01-18", "f":"1.3000000000000000"}

用收盘价进行计算，(2.450 / 1.0) / (3.040 / 1.3) = 1.0476973684210527，的确是上涨了4.7697%

这个接口只列出了除权日的数据，相对于原来的接口来说算涨幅麻烦了，但是可以更快速的发现哪些日子进行了除权

后复权接口：https://finance.sina.com.cn/realstock/company/sh600103/hfq.js

{"d":"2019-06-03", "f":"5.3605079538479000"}
{"d":"2007-01-18", "f":"4.1234676568061000"}

5.3605079538479000 / 4.1234676568061000 = 1.3，和前复权的比例一致，就是计算的时候要注意下是颠倒的

(2.450 * 5.3605079538479000) / (3.040 * 4.1234676568061000) = 1.0476973684210469