active1和active2字段应该是成交总笔数

[vagrantTime]

不知道这个问题是否已经解决，我也只看了几只股票，导出分笔数据后，成交总笔数和这两个字段的值是一样的。

[vagrantTime]

另外reversed_bytes2字段应该是当前成交价格和上个成交价格的差价。

[yutiansut]

我记得我之前全写了一遍 找不到issue是哪个了2333

[rainx]

感谢说明，为了向后兼容，应该不会修改dataframe的字段名了，不过可以更新到文档里

[yutiansut]

在大部分股票里面 确实是总笔数 不过有的票他的值会小的很离谱 @vagrantTime

In [36]: QA.QA_fetch_get_stock_realtime('tdx','000001')
Out[36]:
                                     servertime  reversed_bytes0  active1  active2  last_close   open  high    low  price  cur_vol   s_vol  ...  ask_vol3   bid3  bid_vol3   ask4  ask_vol4   bid4  bid_vol4   ask5  ask_vol5  bid5  bid_vol5 datetime                   code                                                                                                             ...
2019-08-26 10:18:05.823542 000001  10:17:53.256         10178876      962      962       14.65  14.42  14.5  14.15  14.25       74  368978  ...       198  14.22      1667  14.28      1084  14.21      2873  14.29       274  14.2      3551

[1 rows x 33 columns]

In [37]: QA.QA_fetch_get_stock_realtime('tdx','000008')
Out[37]:
                                     servertime  reversed_bytes0  active1  active2  last_close  open  high   low  price  cur_vol  s_vol  ...  ask_vol3  bid3  bid_vol3  ask4  ask_vol4  bid4  bid_vol4  ask5  ask_vol5  bid5  bid_vol5
datetime                   code                                                                                                          ...
2019-08-26 10:18:10.979587 000008  10:18:03.330         10180555      449      449         3.5  3.45  3.46  3.43   3.46        2  14715  ...      2107  3.43      4608  3.49      1699  3.42      2341   3.5      3459  3.41      2249

[1 rows x 33 columns]

[yutiansut]

@vagrantTime @rainx 不过从分笔看 他确实是小...

[553 rows x 9 columns]

In [39]: QA.QA_fetch_get_stock_transaction_realtime('tdx','000008').tail()
e:\quantaxis\QUANTAXIS\QAFetch\QATdx.py:1033: FutureWarning: Sorting because non-concatenation axis is not aligned. A future version
of pandas will change to not sort by default.

To accept the future behavior, pass 'sort=False'.

To retain the current behavior and silence the warning, pass 'sort=True'.

  for i in range(3)], axis=0)
Out[39]:
                     buyorsell  num  price   time   vol        date            datetime    code  order
datetime
2019-08-26 10:37:00        1.0  1.0   3.45  10:37   5.0  2019-08-26 2019-08-26 10:37:00  000008    549
2019-08-26 10:37:00        0.0  1.0   3.46  10:37   3.0  2019-08-26 2019-08-26 10:37:00  000008    550
2019-08-26 10:38:00        0.0  4.0   3.46  10:38  50.0  2019-08-26 2019-08-26 10:38:00  000008    551
2019-08-26 10:38:00        0.0  1.0   3.46  10:38   3.0  2019-08-26 2019-08-26 10:38:00  000008    552
2019-08-26 10:38:00        0.0  1.0   3.46  10:38   3.0  2019-08-26 2019-08-26 10:38:00  000008    553

[yutiansut]

从分笔和实时5挡对照来看 他们确实是一致的 但是也确实存在非常大的滞后 @rainx

In [44]: QA.QA_fetch_get_stock_transaction_realtime('tdx','000008').tail()
e:\quantaxis\QUANTAXIS\QAFetch\QATdx.py:1033: FutureWarning: Sorting because non-concatenation axis is not aligned. A future version
of pandas will change to not sort by default.

To accept the future behavior, pass 'sort=False'.

To retain the current behavior and silence the warning, pass 'sort=True'.

  for i in range(3)], axis=0)
Out[44]:
                     buyorsell  num  price   time    vol        date            datetime    code  order
datetime
2019-08-26 10:38:00        0.0  1.0   3.46  10:38    3.0  2019-08-26 2019-08-26 10:38:00  000008    552
2019-08-26 10:38:00        0.0  1.0   3.46  10:38    3.0  2019-08-26 2019-08-26 10:38:00  000008    553
2019-08-26 10:39:00        0.0  1.0   3.46  10:39    2.0  2019-08-26 2019-08-26 10:39:00  000008    554
2019-08-26 10:39:00        1.0  7.0   3.45  10:39  258.0  2019-08-26 2019-08-26 10:39:00  000008    555
2019-08-26 10:39:00        1.0  1.0   3.45  10:39    1.0  2019-08-26 2019-08-26 10:39:00  000008    556

In [45]: QA.QA_fetch_get_stock_realtime('tdx','000008')
Out[45]:
                                     servertime  reversed_bytes0  active1  active2  last_close  open  high   low  price  cur_vol  s_vol  ...  ask_vol3  bid3  bid_vol3  ask4  ask_vol4  bid4  bid_vol4  ask5  ask_vol5  bid5  bid_vol5
datetime                   code                                                                                                          ...
2019-08-26 10:40:07.158226 000008  10:39:59.736         10399956      558      558         3.5  3.45  3.46  3.43   3.45       30  18824  ...      2192  3.43      4778  3.49      1659  3.42      2926   3.5      3556  3.41      1469

[1 rows x 33 columns]

In [46]: QA.QA_fetch_get_stock_transaction_realtime('tdx','000008').tail()
e:\quantaxis\QUANTAXIS\QAFetch\QATdx.py:1033: FutureWarning: Sorting because non-concatenation axis is not aligned. A future version
of pandas will change to not sort by default.

To accept the future behavior, pass 'sort=False'.

To retain the current behavior and silence the warning, pass 'sort=True'.

  for i in range(3)], axis=0)
Out[46]:
                     buyorsell  num  price   time    vol        date            datetime    code  order
datetime
2019-08-26 10:39:00        0.0  1.0   3.46  10:39    2.0  2019-08-26 2019-08-26 10:39:00  000008    554
2019-08-26 10:39:00        1.0  7.0   3.45  10:39  258.0  2019-08-26 2019-08-26 10:39:00  000008    555
2019-08-26 10:39:00        1.0  1.0   3.45  10:39    1.0  2019-08-26 2019-08-26 10:39:00  000008    556
2019-08-26 10:40:00        1.0  1.0   3.45  10:40   30.0  2019-08-26 2019-08-26 10:40:00  000008    557
2019-08-26 10:40:00        1.0  1.0   3.45  10:40    5.0  2019-08-26 2019-08-26 10:40:00  000008    558

In [47]: QA.QA_fetch_get_stock_realtime('tdx','000008')
Out[47]:
                                     servertime  reversed_bytes0  active1  active2  last_close  open  high   low  price  cur_vol  s_vol  ...  ask_vol3  bid3  bid_vol3  ask4  ask_vol4  bid4  bid_vol4  ask5  ask_vol5  bid5  bid_vol5
datetime                   code                                                                                                          ...
2019-08-26 10:40:41.965212 000008  10:40:17.736         10402956      559      559         3.5  3.45  3.46  3.43   3.45        5  18829  ...      2099  3.43      4778  3.49      1659  3.42      2924   3.5      3556  3.41      1469

[1 rows x 33 columns]

In [48]: QA.QA_fetch_get_stock_transaction_realtime('tdx','000008').tail()
e:\quantaxis\QUANTAXIS\QAFetch\QATdx.py:1033: FutureWarning: Sorting because non-concatenation axis is not aligned. A future version
of pandas will change to not sort by default.

To accept the future behavior, pass 'sort=False'.

To retain the current behavior and silence the warning, pass 'sort=True'.

  for i in range(3)], axis=0)
Out[48]:
                     buyorsell  num  price   time    vol        date            datetime    code  order
datetime
2019-08-26 10:39:00        0.0  1.0   3.46  10:39    2.0  2019-08-26 2019-08-26 10:39:00  000008    554
2019-08-26 10:39:00        1.0  7.0   3.45  10:39  258.0  2019-08-26 2019-08-26 10:39:00  000008    555
2019-08-26 10:39:00        1.0  1.0   3.45  10:39    1.0  2019-08-26 2019-08-26 10:39:00  000008    556
2019-08-26 10:40:00        1.0  1.0   3.45  10:40   30.0  2019-08-26 2019-08-26 10:40:00  000008    557
2019-08-26 10:40:00        1.0  1.0   3.45  10:40    5.0  2019-08-26 2019-08-26 10:40:00  000008    558

[yutiansut]

可以看出 实时的首先reserve就慢于真实时间, 然后active 出现559的时候, transaction还是在558上晃悠