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多日大单明细查询

来源同步:/Users/mac/Projects/chatgpt-codex/doc/api_MonitorAgg.md

所属接口集:盘中监控

请求 URL

GET /v1/api/monitor/agg_multi

认证方式

Bearer Token(详见 认证与签名

接口概述

查询大单明细(买/卖)与聚合指标,支持按代码或名称筛选。窗口固定为最近 5 日(按"最近有效记录条数"取数,非按日历日期倒推)。返回多日买卖明细列表及多周期(5/10/20/60 日)筹码指标快照。

请求参数

参数 类型 必填 说明
day string 基准日 YYYYMMDD,默认今天
codes string 逗号分隔的代码或名称关键词;不传时返回窗口内有明细的全部股票
stock_code string codes 的别名参数
details int 返回每侧明细条数,默认 0

接口说明

  • 数据源(明细列表)
  • 交易日当天实盘:Redis stockapi:monitor:detail:buy:{YYYYMMDD}:{code6}sell:{YYYYMMDD}:{code6}
  • 历史:MySQL monitor_trade_detail
  • 数据源(当日无后缀指标):仅从 Redis stockapi:monitor:bigdata:{Redis快照交易日}:{code6} 读取,不使用 MySQL 兜底
  • Redis 快照交易日:以请求 day 对应日历为准,若为交易日则取当天;若为休市/节假日则在至多 40 个自然日内向前取最近交易日
  • 多周期字段(5/10/20/60 日):统一从 MySQL monitor_chip_metric_snapshotfreq_days=5/10/20/60 直取

buy_details / sell_details 字段说明

每个明细条目包含以下字段:

字段 类型 说明
ts string 交易时间 YYYY-MM-DD HH:MM:SS
price float 成交价格
vol int 成交量(股)
turnover_ratio float 单笔换手率

响应格式示例

{
  "code": 1,
  "message": "success",
  "data": {
    "day": "20260509",
    "items": [
      {
        "stock_code": "600637.SH",
        "stock_name": "东方明珠",
        "buy_details": [
          {"ts": "2026-01-07 09:25:00", "price": 10.54, "vol": 6568900, "turnover_ratio": 0.0019539}
        ],
        "sell_details": [
          {"ts": "2026-01-07 09:31:06", "price": 10.98, "vol": 1744200, "turnover_ratio": 0.0005188}
        ]
      }
    ],
    "metrics": [
      {
        "stock_code": "002309.SZ",
        "stock_name": "中利集团",
        "latest_price": 4.61,
        "free_float_shares": 2406132308,
        "turnover_rate": 0.04382195,
        "pre_turnover_rate": 0.05620987,
        "buy_total_vol": 170754600.0,
        "buy_total_amount": 785908982.0,
        "sell_total_vol": 79150700.0,
        "sell_total_amount": 355426734.0,
        "net_buy_vol": 91603900.0,
        "total_vol": 249905300.0,
        "avg_cost": 4.69938778,
        "main_position": 0.36655445,
        "main_position_5d": 0.35802114,
        "main_position_10d": 0.27737393,
        "main_position_20d": 0.19612278,
        "main_position_60d": 0.07710366,
        "main_control": 0.36655445,
        "main_position_float_ratio": 0.03807102,
        "holding_ratio": 0.01234567,
        "holding_ratio_bct": 0.01109876,
        "holding_ratio_5d": 0.03807102,
        "holding_ratio_10d": 0.02259988,
        "holding_ratio_20d": 0.02257999,
        "rolling_5d_buy_total_vol": 170754600.0,
        "rolling_5d_buy_total_amount": 785908982.0,
        "rolling_5d_sell_total_vol": 79150700.0,
        "rolling_5d_sell_total_amount": 355426734.0,
        "rolling_5d_net_buy_vol": 91603900.0,
        "rolling_5d_total_vol": 249905300.0,
        "rolling_5d_cost_line": 4.69938778,
        "intraday_pnl_status": -0.01902115,
        "intraday_control_index": 0.36655445,
        "avg_cost_5d": 4.69211482,
        "intraday_control_index_5d": 0.35802114,
        "main_control_5d": 0.35802114,
        "avg_cost_10d": 4.65327601,
        "intraday_control_index_10d": 0.27737393,
        "main_control_10d": 0.27737393,
        "avg_cost_20d": 4.54712067,
        "intraday_control_index_20d": 0.19612278,
        "main_control_20d": 0.19612278,
        "avg_cost_60d": 4.31198512,
        "intraday_control_index_60d": 0.07710366,
        "main_control_60d": 0.07710366,
        "lock_ic": 0.02327438,
        "lock_ic_delta": 0.02327438,
        "profit": -0.01902115,
        "profit_5d": -0.01750173,
        "profit_10d": -0.00930054,
        "profit_5v10": 1.88179362,
        "main_control_5v10": 1.29075931,
        "chip_peak_daily_20d": [
          {
            "day": "20260509",
            "holding_ratio": 0.01234567,
            "avg_cost": 4.69938778,
            "main_control": 0.36655445,
            "intraday_control_index": 0.36655445,
            "buy_total_vol": 170754600.0,
            "sell_total_vol": 79150700.0,
            "buy_total_amount": 802145600.0,
            "sell_total_amount": 372018900.0,
            "net_buy_vol": 91603900.0,
            "total_vol": 249905300.0,
            "lock_ic_daily": 0.03414019,
            "lock_ic_delta_daily": 0.01210401
          }
        ]
      }
    ]
  }
}

返回状态

状态码 说明
200 成功
401 未认证
403 无权限