> ## Documentation Index > Fetch the complete documentation index at: https://docs.tickdb.ai/llms.txt > Use this file to discover all available pages before exploring further. # 逐笔成交（Trade） ## 套餐权限 | 套餐 | 可用 | | - | :-: | | 免费版 | ❌ | | 基础版 | ✅ | | 专业版 | ✅ | | 全量套餐（A 股、港股、美股） | ✅ | | 企业版 | ✅ | ## 支持的市场 支持市场：美股、港股、A股、中国期货、香港期货、加密货币 ## 订阅 ```json theme={null} { "cmd": "subscribe", "data": { "channel": "trade", "symbols": ["700.HK", "BTCUSDT"] } } ``` > `type` 对本次订阅中的全部代码生效。混合订阅不同产品类型时请省略 `type`；仅在代码存在歧义时，按产品类型拆分订阅并传入对应值。 ## 取消订阅 ```json theme={null} { "cmd": "unsubscribe", "data": { "channel": "trade", "symbols": ["700.HK"] } } ``` ## 服务器响应 港股、美股和加密货币使用成交数组结构： ```json theme={null} { "cmd": "trade", "data": { "symbol": "700.HK", "type": "stock", "trades": [ { "id": "20950", "price": "553.000", "quantity": "100", "side": "buy", "timestamp": 1773371154000 } ] } } ``` A股、中国期货和香港期货每条消息推送一笔成交，字段直接位于 `data`。A股示例： ```json theme={null} { "cmd": "trade", "data": { "symbol": "600519.SH", "type": "stock", "price": "1252.48", "quantity": "7", "side": "sell", "timestamp": 1789958062000 } } ``` 香港期货还会返回成交 ID： ```json theme={null} { "cmd": "trade", "data": { "id": "7687812613106827271", "symbol": "HSI8888", "type": "futures", "price": "24907", "quantity": "1", "side": "buy", "timestamp": 1789958359020 } } ``` 中国期货还可能返回持仓变化信息： ```json theme={null} { "cmd": "trade", "data": { "symbol": "BU2609", "type": "futures", "price": "4309", "quantity": "1", "side": "sell", "timestamp": 1784012398000, "open_interest_change": 0, "position_effect": "short_transfer" } } ``` ### 字段说明 字段名中的 `24h` 不代表所有市场都按滚动 24 小时统计：加密货币通常采用滚动 24 小时，股票和期货通常采用当日或当前交易时段口径。除 `symbol`、`last_price`、`timestamp` 外，字段按产品类型和数据可用性返回。 | 字段 | 类型 | 描述 | | - | - | - | | data.symbol | string | 交易品种 | | data.type | string | 产品类型 | | data.trades | array | 成交记录数组；港股、美股和加密货币返回 | | data.trades\[].id | string | 成交 ID | | data.trades\[].price | string | 成交价格 | | data.trades\[].quantity | string | 成交数量 | | data.trades\[].side | string | `buy`（买入）、`sell`（卖出）或 `neutral`（中性） | | data.trades\[].timestamp | int | 成交时间戳（毫秒） | | data.id | string | 成交 ID；香港期货返回 | | data.price | string | 单笔成交价格；A股、中国期货和香港期货返回 | | data.quantity | string | 单笔成交数量；A股、中国期货和香港期货返回 | | data.side | string | 单笔成交方向；A股、中国期货和香港期货返回 | | data.timestamp | int | 单笔成交时间戳（毫秒）；A股、中国期货和香港期货返回 | | data.open\_interest\_change | int \| null | 持仓变化；仅中国期货在数据可用时返回 | | data.position\_effect | string | 持仓影响；仅中国期货在数据可用时返回：`long_open`（多开）、`short_open`（空开）、`both_open`（双开）、`long_close`（多平）、`short_close`（空平）、`both_close`（双平）、`long_transfer`（多换）、`short_transfer`（空换） | ## AsyncAPI ````yaml asyncapi.json trade id: trade title: Trade description: '' servers: - id: production protocol: wss host: api.tickdb.ai bindings: [] variables: [] address: /v1/realtime parameters: [] bindings: [] operations: - &ref_4 id: subscribeToTrade title: Subscribe to trade type: send messages: - &ref_6 id: tradeData contentType: application/json payload: - name: 逐笔成交数据 description: 实时推送的成交记录数据。 type: object properties: - name: cmd type: string description: 消息类型。 required: true - name: data type: object required: true properties: - name: symbol type: string description: 交易代码。 required: true - name: type type: string description: 标的类型。 enumValues: - stock - crypto required: true - name: trades type: array description: 港股、美股和加密货币的成交记录。 required: true properties: - name: id type: string description: 成交 ID。 required: true - name: price type: string description: 成交价格。 required: true - name: quantity type: string description: 成交数量。 required: true - name: side type: string description: 成交方向。 enumValues: - buy - sell - neutral required: true - name: timestamp type: integer description: Unix 时间戳，单位为毫秒。 required: true - name: id type: string description: 成交 ID；香港期货返回。 required: false - name: symbol type: string description: 交易代码。 required: true - name: type type: string description: 标的类型。 enumValues: - stock - futures required: true - name: price type: string description: 成交价格。 required: true - name: quantity type: string description: 成交数量。 required: true - name: side type: string description: 成交方向。 enumValues: - buy - sell - neutral required: true - name: timestamp type: integer description: Unix 时间戳，单位为毫秒。 required: true - name: open_interest_change type: &ref_0 - integer - 'null' description: 持仓量变化；中国期货有数据时返回。 required: false - name: position_effect type: string description: 开平仓类型；中国期货有数据时返回。 enumValues: - long_open - short_open - both_open - long_close - short_close - both_close - long_transfer - short_transfer required: false headers: [] jsonPayloadSchema: type: object additionalProperties: false properties: cmd: type: string const: trade description: 消息类型。 x-parser-schema-id: data: oneOf: - type: object additionalProperties: false properties: symbol: type: string example: 700.HK description: 交易代码。 x-parser-schema-id: type: type: string enum: - stock - crypto description: 标的类型。 x-parser-schema-id: trades: type: array description: 港股、美股和加密货币的成交记录。 items: type: object additionalProperties: false properties: id: type: string description: 成交 ID。 x-parser-schema-id: price: type: string description: 成交价格。 x-parser-schema-id: quantity: type: string description: 成交数量。 x-parser-schema-id: side: type: string enum: - buy - sell - neutral description: 成交方向。 x-parser-schema-id: timestamp: type: integer description: Unix 时间戳，单位为毫秒。 x-parser-schema-id: required: - id - price - quantity - side - timestamp x-parser-schema-id: x-parser-schema-id: required: - symbol - type - trades x-parser-schema-id: - type: object additionalProperties: false properties: id: type: string description: 成交 ID；香港期货返回。 x-parser-schema-id: symbol: type: string example: 600519.SH description: 交易代码。 x-parser-schema-id: type: type: string enum: - stock - futures description: 标的类型。 x-parser-schema-id: price: type: string example: '1252.48' description: 成交价格。 x-parser-schema-id: quantity: type: string example: '7' description: 成交数量。 x-parser-schema-id: side: type: string enum: - buy - sell - neutral example: sell description: 成交方向。 x-parser-schema-id: timestamp: type: integer example: 1789958062000 description: Unix 时间戳，单位为毫秒。 x-parser-schema-id: open_interest_change: type: *ref_0 description: 持仓量变化；中国期货有数据时返回。 x-parser-schema-id: position_effect: type: string enum: - long_open - short_open - both_open - long_close - short_close - both_close - long_transfer - short_transfer description: 开平仓类型；中国期货有数据时返回。 x-parser-schema-id: required: - symbol - type - price - quantity - side - timestamp x-parser-schema-id: x-parser-schema-id: required: - cmd - data x-parser-schema-id: title: 逐笔成交数据 description: 实时推送的成交记录数据。 example: No examples found bindings: [] extensions: - id: x-parser-unique-object-id value: tradeData bindings: [] extensions: &ref_2 - id: x-parser-unique-object-id value: trade - &ref_3 id: receiveTradeData title: Receive trade data type: receive messages: - &ref_5 id: subscribeRequest contentType: application/json payload: - name: 订阅或取消订阅逐笔成交 description: 订阅或取消订阅实时成交记录。 type: object properties: - name: cmd type: string description: 命令类型：订阅或取消订阅。 enumValues: - subscribe - unsubscribe required: true - name: data type: object required: true properties: - name: channel type: string description: 频道名称。 enumValues: - ticker - depth - trade required: true - name: symbols type: array description: 要订阅或取消订阅的交易代码列表。 examples: &ref_1 - AAPL.US - 700.HK - EURUSD - XAUUSD - BTCUSDT - IC2606 required: true properties: - name: item type: string required: false - name: type type: string description: 标的类型，可选；代码无歧义时可不传。若返回 AMBIGUOUS_SYMBOL 错误，请根据提示指定类型。 enumValues: - stock - indices - crypto - forex - futures required: false headers: [] jsonPayloadSchema: type: object additionalProperties: false properties: cmd: type: string enum: - subscribe - unsubscribe description: 命令类型：订阅或取消订阅。 x-parser-schema-id: data: type: object additionalProperties: false properties: channel: type: string enum: - ticker - depth - trade default: trade description: 频道名称。 x-parser-schema-id: symbols: type: array items: type: string x-parser-schema-id: examples: *ref_1 description: 要订阅或取消订阅的交易代码列表。 x-parser-schema-id: type: type: string enum: - stock - indices - crypto - forex - futures description: 标的类型，可选；代码无歧义时可不传。若返回 AMBIGUOUS_SYMBOL 错误，请根据提示指定类型。 x-parser-schema-id: required: - channel - symbols x-parser-schema-id: required: - cmd - data x-parser-schema-id: title: 订阅或取消订阅逐笔成交 description: 订阅或取消订阅实时成交记录。 example: No examples found bindings: [] extensions: - id: x-parser-unique-object-id value: subscribeRequest bindings: [] extensions: *ref_2 sendOperations: - *ref_3 receiveOperations: - *ref_4 sendMessages: - *ref_5 receiveMessages: - *ref_6 extensions: - id: x-parser-unique-object-id value: trade securitySchemes: - id: apiKey name: api_key type: httpApiKey in: query extensions: [] ```` This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.