Python程式碼:使用TCP SOCKET API接收NYMEX全推原油即時行情
contact email: twtpcc@gmail.com
NYMEX全推原油即時行情是一種提供美國原油期貨市場的最新價格和交易資訊的服務。這種服務可以幫助投資者及時了解市場動態,做出合理的決策。要使用這種服務,需要通過TCP API與服務端建立連接,並接收服務端發送的報文。本文將介紹如何使用TCP SOCKET API接收NYMEX全推原油即時行情,並提供一個Python程式碼的範例。
TCP API的基本概念
TCP API是一種應用層協議,它基於TCP協議,用於在網路上傳輸資料。TCP API的特點是可靠、有序、面向連接,適合傳輸大量或重要的資料。TCP API的工作原理是,客戶端和服務端之間建立一個TCP連接,然後通過這個連接互相發送和接收資料。資料的格式和內容由應用層協議規定,不同的應用層協議有不同的規則和約定。
NYMEX全推原油即時行情的TCP SOCKET API
NYMEX全推原油即時行情的TCP SOCKET API是一種應用層協議,它規定了客戶端和服務端之間的資料交換方式。客戶端要使用這個TCP SOCKET API,需要先向服務端發送一個請求報文,包含一些參數,如用戶名、密碼、訂閱的市場等。服務端收到請求報文後,會驗證客戶端的身份,並回應一個確認報文,表示連接成功。然後,服務端會根據客戶端訂閱的市場,不斷發送即時行情報文,包含每個合約的最新價格、成交量、開盤價、收盤價等資訊。客戶端收到即時行情報文後,可以對資料進行處理和分析,或者顯示在螢幕上。
Python程式碼範例
以下是一個使用Python語言編寫的程式碼範例,它可以使用TCP API接收NYMEX全推原油即時行情。程式碼的主要步驟如下:
導入socket模組,用於建立TCP連接和傳輸資料。
建立一個socket物件,指定使用IPv4協議和TCP協議。
連接服務端,需要提供服務端的IP地址和埠號。這裡使用的是一個免費測試的IP地址和埠號,如需正式使用,請聯繫服務提供商獲取。
發送請求報文,包含一些參數,如用戶名、密碼、訂閱的市場等。這裡使用的是一個示例的用戶名和密碼,如需正式使用,請聯繫服務提供商獲取。參數的格式和意義可以參考服務提供商的文檔。
接收服務端回應的確認報文,並打印出來。確認報文的格式和意義可以參考服務提供商的文檔。
進入一個無限循環,不斷接收服務端發送的即時行情報文,並打印出來。即時行情報文的格式和意義可以參考服務提供商的文檔。
在循環中加入一個判斷,如果2分鐘未能從服務端收到任何報文,則退出循環。這是為了防止連接中斷或服務端停止發送資料的情況。
關閉socket物件,結束連接。
Python
- import socket
- # TCP API接收NYMEX全推原油即時行情
- # 本程式中只需要加一個判斷,例如2分鐘未能從伺服器端收到任何報文,則退出即可
- # 此外,程式異常退出時,批次處理或shell會自動再次啟動本程式。
- # 這樣,即可 簡單、可靠地實現 斷線自動重連,且可靠性高
- s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
- # 連接服務端
- # 請聯繫 twtpcc@gmail.com 得到 免費測試NYMEX原油期貨的IP地址、埠Port
- myIP='socket.twtpcc.com'
- myPort=51136
- s.connect((myIP, myPort))
- # 請求 | 發送資料到服務端
- s.sendall(b';uz=2;utf8=1;wt1=0;m=WE;u=twtpcc.com;p=twtpcc@gmail.com;')
- # 回應 | 接受服務端返回到資料
- while True:
- data = s.recv(1024)
- print(data)
- # 如果2分鐘未收到資料,則退出
- if data == b'':
- break
- # 關閉 socket
- s.close()
返回資料示例:
2023-11-22 09:49:57,NECLA0,美原油連續,77.77,1,340002,77.8092,77.81,77.75,77.97,77.65,77.81,4265,0,77.81,0,0,0,0,7,0,0,0,0,77.82,0,0,0,0,5,0,0,0,0,0 2023-11-22 09:49:57,NECLF0,美原油01,77.77,1,340002,77.8092,77.81,77.75,77.97,77.65,77.81,4265,0,77.81,0,0,0,0,7,0,0,0,0,77.82,0,0,0,0,5,0,0,0,0,0 2023-11-22 09:49:54,NECLG0,美原油02,77.92,1,131638,77.9407,77.95,77.92,78.11,77.82,77.95,728,0,77.95,0,0,0,0,8,0,0,0,0,77.97,0,0,0,0,10,0,0,0,0,0 2023-11-22 09:49:54,NECLH0,美原油03,77.88,1,115359,77.9157,77.91,77.87,78.05,77.81,77.9,188,0,77.9,0,0,0,0,9,0,0,0,0,77.92,0,0,0,0,1,0,0,0,0,-0.0128381 2023-11-22 09:49:44,NECLI0,美原油指數,77.09,1,1227160,77.1106,77.1,77.04,77.23,76.97,77.13,5836,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0.0389089 2023-11-22 09:49:54,NECLJ0,美原油04,77.74,1,72158,77.7567,77.74,77.72,77.89,77.71,77.85,84,0,77.74,0,0,0,0,9,0,0,0,0,77.77,0,0,0,0,1,0,0,0,0,0.141498 2023-11-22 09:49:52,NECLK0,美原油05,77.54,1,46196,77.5732,77.51,77.57,77.65,77.57,77.65,69,0,77.53,0,0,0,0,4,0,0,0,0,77.55,0,0,0,0,2,0,0,0,0,0.180621 2023-11-22 09:49:52,NECLM0,美原油06,77.26,1,153832,77.3082,77.24,77.28,77.39,77.26,77.27,237,0,77.25,0,0,0,0,1,0,0,0,0,77.26,0,0,0,0,2,0,0,0,0,0.0388384 2023-11-22 09:49:52,NECLN0,美原油07,76.92,1,38864,77,76.89,77,77.02,76.98,77.02,14,0,76.9,0,0,0,0,4,0,0,0,0,76.93,0,0,0,0,2,0,0,0,0,0.169069 2023-11-22 09:49:52,NECLQ0,美原油08,76.55,0,41512,0,76.54,76.3,0,0,0,0,0,76.52,0,0,0,0,1,0,0,0,0,76.54,0,0,0,0,2,0,0,0,0,0 2023-11-22 09:49:58,NECLU0,美原油09,76.15,0,62349,0,76.15,75.75,0,0,0,0,0,76.11,0,0,0,0,3,0,0,0,0,76.13,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:52,NECLV0,美原油10,75.75,0,35984,0,75.75,75.46,0,0,0,0,0,75.7,0,0,0,0,1,0,0,0,0,75.73,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:58,NECLX0,美原油11,75.36,0,33787,0,75.37,75.05,0,0,0,0,0,75.31,0,0,0,0,2,0,0,0,0,75.34,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:52,NECLZ0,美原油12,74.98,7,155480,74.9965,74.94,74.96,75,74.96,75,251,0,74.93,0,0,0,0,1,0,0,0,0,74.94,0,0,0,0,1,0,0,0,0,0.0800608 2023-11-22 09:49:45,NEHOA0,美燃料油連續,2.8522,1,75250,2.8609,2.8611,2.861,2.8638,2.8577,2.8585,282,0,2.8589,0,0,0,0,1,0,0,0,0,2.8605,0,0,0,0,1,0,0,0,0,-0.0908726 2023-11-22 09:49:45,NEHOF0,美燃料油01,2.8522,1,75250,2.8609,2.8611,2.861,2.8638,2.8577,2.8585,282,0,2.8589,0,0,0,0,1,0,0,0,0,2.8605,0,0,0,0,1,0,0,0,0,-0.0908726 2023-11-22 09:49:35,NEHOG0,美燃料油02,2.8137,1,32441,2.82119,2.8209,2.8212,2.8232,2.8186,2.8227,143,0,2.8194,0,0,0,0,1,0,0,0,0,2.8214,0,0,0,0,2,0,0,0,0,0.0638116 2023-11-22 09:49:35,NEHOH0,美燃料油03,2.7686,0,34313,0,2.7736,2.7175,0,0,0,0,0,2.773,0,0,0,0,2,0,0,0,0,2.7754,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:17,NEHOI0,美燃料油指數,2.7862,1,284369,2.79201,2.7908,2.7907,2.7943,2.7895,2.7912,575,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0.0143266 2023-11-22 09:49:59,NEHOJ0,美燃料油04,2.7155,0,29923,0,2.7183,2.6702,0,0,0,0,0,2.7186,0,0,0,0,1,0,0,0,0,2.7216,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:48,NEHOK0,美燃料油05,2.6767,0,13986,0,2.6773,2.6395,0,0,0,0,0,2.6785,0,0,0,0,1,0,0,0,0,2.6821,0,0,0,0,2,0,0,0,0,0 2023-11-22 09:49:49,NEHOM0,美燃料油06,2.6496,0,24750,0,2.65,2.6186,0,0,0,0,0,2.6505,0,0,0,0,1,0,0,0,0,2.6546,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:59,NEHON0,美燃料油07,2.6368,0,7688,0,2.6357,2.6048,0,0,0,0,0,2.6369,0,0,0,0,1,0,0,0,0,2.6419,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:22,NEHOQ0,美燃料油08,2.6327,0,5750,0,2.6305,2.5978,0,0,0,0,0,2.6319,0,0,0,0,1,0,0,0,0,2.6425,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:22,NEHOU0,美燃料油09,2.6363,0,9036,0,2.6327,2.6105,0,0,0,0,0,2.6342,0,0,0,0,3,0,0,0,0,2.6417,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:49,NEHOV0,美燃料油10,2.6367,0,3749,0,2.6322,2.6018,0,0,0,0,0,2.6317,0,0,0,0,1,0,0,0,0,2.6423,0,0,0,0,3,0,0,0,0,0 2023-11-22 09:49:49,NEHOX0,美燃料油11,2.6284,0,2897,0,2.6229,2.6032,0,0,0,0,0,2.625,0,0,0,0,1,0,0,0,0,2.6325,0,0,0,0,2,0,0,0,0,0 2023-11-22 09:49:45,NEHOZ0,美燃料油12,2.9249,1,44586,2.93412,2.9298,2.9326,2.936,2.932,2.9342,150,0,2.9317,0,0,0,0,1,0,0,0,0,2.9332,0,0,0,0,1,0,0,0,0,0.150181 2023-11-22 09:49:49,NENGA0,美天然氣連續,2.993,1,327733,2.99801,2.997,2.994,3.004,2.992,2.994,1131,0,2.994,0,0,0,0,7,0,0,0,0,2.996,0,0,0,0,3,0,0,0,0,-0.100101 2023-11-22 09:49:49,NENGF0,美天然氣01,2.993,1,327733,2.99801,2.997,2.994,3.004,2.992,2.994,1131,0,2.994,0,0,0,0,7,0,0,0,0,2.996,0,0,0,0,3,0,0,0,0,-0.100101 2023-11-22 09:49:38,NENGG0,美天然氣02,2.947,1,89007,2.951,2.95,2.948,2.955,2.948,2.952,97,0,2.947,0,0,0,0,8,0,0,0,0,2.95,0,0,0,0,5,0,0,0,0,0.0677917 2023-11-22 09:49:38,NENGH0,美天然氣03,2.8,1,180537,2.79623,2.798,2.793,2.799,2.793,2.795,44,0,2.795,0,0,0,0,1,0,0,0,0,2.797,0,0,0,0,1,0,0,0,0,-0.10722 2023-11-22 09:49:53,NENGJ0,美天然氣04,2.721,1,97634,2.71644,2.714,2.714,2.72,2.712,2.72,45,0,2.712,0,0,0,0,3,0,0,0,0,2.716,0,0,0,0,4,0,0,0,0,0.221077 2023-11-22 09:49:53,NENGK0,美天然氣05,2.785,0,79460,2.773,2.779,2.773,2.773,2.773,2.773,8,0,2.771,0,0,0,0,1,0,0,0,0,2.776,0,0,0,0,2,0,0,0,0,-0.215907 2023-11-22 09:49:53,NENGM0,美天然氣06,2.911,0,26800,0,2.898,2.936,0,0,0,0,0,2.894,0,0,0,0,1,0,0,0,0,2.9,0,0,0,0,6,0,0,0,0,0 2023-11-22 09:49:53,NENGN0,美天然氣07,3.04,0,46697,0,3.031,3.082,0,0,0,0,0,3.02,0,0,0,0,12,0,0,0,0,3.026,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:53,NENGQ0,美天然氣08,3.085,0,19722,0,3.07,3.109,0,0,0,0,0,3.064,0,0,0,0,4,0,0,0,0,3.07,0,0,0,0,4,0,0,0,0,0 2023-11-22 09:49:53,NENGU0,美天然氣09,3.072,0,29144,3.055,3.055,3.055,3.055,3.055,3.055,1,0,3.048,0,0,0,0,11,0,0,0,0,3.054,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:59,NENGV0,美天然氣10,3.148,1,59703,3.13011,3.128,3.129,3.132,3.124,3.132,18,0,3.124,0,0,0,0,4,0,0,0,0,3.13,0,0,0,0,5,0,0,0,0,0.127876 2023-11-22 09:49:59,NENGX0,美天然氣11,3.525,0,16769,3.507,3.512,3.508,3.508,3.506,3.506,2,0,3.5,0,0,0,0,5,0,0,0,0,3.509,0,0,0,0,1,0,0,0,0,-0.170844 2023-11-22 09:49:38,NENGZ0,美天然氣12,2.846,1,53667,2.86545,2.86,2.87,2.872,2.859,2.86,431,0,2.86,0,0,0,0,1,0,0,0,0,2.862,0,0,0,0,4,0,0,0,0,0 2023-11-22 09:49:22,NEPAA0,鈀金主力,1095.5,1,12965,1081.61,1087.5,1085.5,1086,1075.5,1081,262,0,1079,0,0,0,0,1,0,0,0,0,1083.5,0,0,0,0,1,0,0,0,0,-0.597701 2023-11-22 09:49:22,NEPAH0,鈀金03月,1098.4,1,13049,1082.5,1090,1080.5,1085,1080.5,1085,146,0,1081.5,0,0,0,0,1,0,0,0,0,1086.5,0,0,0,0,1,0,0,0,0,-0.458716 2023-11-22 09:49:02,NEPAM0,鈀金06月,1105.5,0,115,0,1098,1083.5,0,0,0,0,0,1087,0,0,0,0,1,0,0,0,0,1095.5,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:22,NEPAU0,鈀金09月,1114.5,0,8,0,1105,1105,0,0,0,0,0,1094,0,0,0,0,1,0,0,0,0,1106.5,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:22,NEPAZ0,鈀金12月,1095.5,1,12965,1081.61,1087.5,1085.5,1086,1075.5,1081,262,0,1079,0,0,0,0,1,0,0,0,0,1083.5,0,0,0,0,1,0,0,0,0,-0.597701 2023-11-22 09:49:51,NEPLA0,鉑金主力,945.9,1,69648,941.156,942.4,942.5,944.5,939.2,940.3,1339,0,940.1,0,0,0,0,2,0,0,0,0,940.4,0,0,0,0,3,0,0,0,0,-0.222839 2023-11-22 09:49:51,NEPLF0,鉑金01月,945.9,1,69648,941.156,942.4,942.5,944.5,939.2,940.3,1339,0,940.1,0,0,0,0,2,0,0,0,0,940.4,0,0,0,0,3,0,0,0,0,-0.222839 2023-11-22 09:49:51,NEPLJ0,鉑金04月,952.1,2,6546,946.963,949,950.5,950.5,945.5,946.8,158,0,946.2,0,0,0,0,2,0,0,0,0,946.6,0,0,0,0,1,0,0,0,0,-0.231824 2023-11-22 09:49:51,NEPLN0,鉑金07月,957.8,1,465,951.953,955,953.3,954.6,951,952.6,72,0,951.5,0,0,0,0,1,0,0,0,0,952.1,0,0,0,0,1,0,0,0,0,-0.251311 2023-11-22 09:49:59,NEPLV0,鉑金10月,963.6,1,410,957.2,959.8,956.9,957.9,956.9,957.9,8,0,953.7,0,0,0,0,2,0,0,0,0,958.1,0,0,0,0,1,0,0,0,0,-0.197954 2023-11-22 09:49:52,NEQMA0,美輕質原油連續,77.775,1,3154,77.8139,77.775,77.75,77.95,77.65,77.8,262,0,77.8,0,0,0,0,6,0,0,0,0,77.825,0,0,0,0,6,0,0,0,0,0.032146 2023-11-22 09:49:52,NEQMF0,美輕質原油01,77.775,1,3154,77.8139,77.775,77.75,77.95,77.65,77.8,262,0,77.8,0,0,0,0,6,0,0,0,0,77.825,0,0,0,0,6,0,0,0,0,0.032146 2023-11-22 09:49:52,NEQMG0,美輕質原油02,77.925,1,769,78.025,77.9,77.85,78.1,77.85,78.025,15,0,77.925,0,0,0,0,14,0,0,0,0,77.975,0,0,0,0,8,0,0,0,0,0.160462 2023-11-22 09:49:52,NEQMH0,美輕質原油03,77.875,0,219,78.025,77.8,78.025,78.025,78.025,78.025,1,0,77.875,0,0,0,0,8,0,0,0,0,77.95,0,0,0,0,8,0,0,0,0,0.289201 2023-11-22 09:49:48,NEQMJ0,美輕質原油04,77.75,0,47,77.9,77.375,77.9,77.9,77.9,77.9,1,0,77.675,0,0,0,0,2,0,0,0,0,77.85,0,0,0,0,2,0,0,0,0,0.678516 2023-11-22 09:49:17,NEQMK0,美輕質原油05,77.55,0,14,0,77.55,76.3,0,0,0,0,0,76.25,0,0,0,0,1,0,0,0,0,78.125,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:36,NEQMM0,美輕質原油06,77.25,0,74,0,76.85,77.1,0,0,0,0,0,75.95,0,0,0,0,2,0,0,0,0,78.2,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:51,NEQMN0,美輕質原油07,76.925,0,26,0,76.4,76.4,0,0,0,0,0,75.625,0,0,0,0,2,0,0,0,0,77.875,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:24,NEQMQ0,美輕質原油08,76.55,0,11,0,76.5,76,0,0,0,0,0,75.925,0,0,0,0,2,0,0,0,0,77.15,0,0,0,0,2,0,0,0,0,0 2023-11-22 09:49:17,NEQMU0,美輕質原油09,76.15,0,9,0,76.075,76,0,0,0,0,0,75.075,0,0,0,0,4,0,0,0,0,77.125,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:29,NEQMV0,美輕質原油10,75.75,0,0,0,75.925,0,0,0,0,0,0,74.75,0,0,0,0,2,0,0,0,0,76.75,0,0,0,0,2,0,0,0,0,0 2023-11-22 09:49:00,NEQMX0,美輕質原油11,75.35,0,1,0,73.2,0,0,0,0,0,0,74.375,0,0,0,0,4,0,0,0,0,75.9,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:52,NEQMZ0,美輕質原油12,74.975,0,197,0,74.5,74.525,0,0,0,0,0,74,0,0,0,0,4,0,0,0,0,75.5,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:50:00,NERBA0,美無鉛汽油連續,2.208,1,119138,2.21115,2.2094,2.2101,2.2143,2.209,2.2102,249,0,2.2098,0,0,0,0,2,0,0,0,0,2.2112,0,0,0,0,1,0,0,0,0,0.0362149 2023-11-22 09:50:00,NERBF0,美無鉛汽油01,2.208,1,119138,2.21115,2.2094,2.2101,2.2143,2.209,2.2102,249,0,2.2098,0,0,0,0,2,0,0,0,0,2.2112,0,0,0,0,1,0,0,0,0,0.0362149 2023-11-22 09:49:44,NERBG0,美無鉛汽油02,2.2119,1,35818,2.21462,2.2134,2.2161,2.2164,2.2135,2.2149,27,0,2.2136,0,0,0,0,2,0,0,0,0,2.2152,0,0,0,0,2,0,0,0,0,0.0677749 2023-11-22 09:49:59,NERBH0,美無鉛汽油03,2.2276,0,33469,0,2.2283,2.2189,0,0,0,0,0,2.2288,0,0,0,0,3,0,0,0,0,2.231,0,0,0,0,2,0,0,0,0,0 2023-11-22 09:49:48,NERBJ0,美無鉛汽油04,2.4206,0,24709,0,2.4205,2.408,0,0,0,0,0,2.4213,0,0,0,0,1,0,0,0,0,2.4249,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:50:00,NERBK0,美無鉛汽油05,2.4243,0,16893,0,2.4233,2.4125,0,0,0,0,0,2.4246,0,0,0,0,4,0,0,0,0,2.429,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:59,NERBM0,美無鉛汽油06,2.416,1,25965,2.42036,2.417,2.4203,2.4215,2.4194,2.4215,7,0,2.4169,0,0,0,0,4,0,0,0,0,2.4201,0,0,0,0,1,0,0,0,0,0.186178 2023-11-22 09:49:59,NERBN0,美無鉛汽油07,2.3939,0,12928,0,2.3926,2.3863,0,0,0,0,0,2.3943,0,0,0,0,1,0,0,0,0,2.4,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:48,NERBQ0,美無鉛汽油08,2.3633,0,5402,0,2.3603,2.3402,0,0,0,0,0,2.3627,0,0,0,0,2,0,0,0,0,2.3762,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:49:17,NERBU0,美無鉛汽油09,2.3235,0,6069,0,2.3202,2.2999,0,0,0,0,0,2.3206,0,0,0,0,3,0,0,0,0,2.3347,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:50:00,NERBV0,美無鉛汽油10,2.1659,0,2766,0,2.1628,2.1418,0,0,0,0,0,2.1605,0,0,0,0,1,0,0,0,0,2.1674,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:50:00,NERBX0,美無鉛汽油11,2.1325,0,2292,0,2.1262,2.1126,0,0,0,0,0,2.121,0,0,0,0,1,0,0,0,0,2.1323,0,0,0,0,1,0,0,0,0,0 2023-11-22 09:50:00,NERBZ0,美無鉛汽油12,2.2338,14,47238,2.23875,2.2368,2.2376,2.2412,2.2366,2.2411,102,0,2.2364,0,0,0,0,2,0,0,0,0,2.2386,0,0,0,0,1,0,0,0,0,0.192244
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