Investors who have used the L2 market interface should know that most of the interfaces have a tick-by-tick order function, so the Great Wisdom L2 real-time api interface also has a very powerful tick-by-tick order function. Investors can use this tick-by-tick order function. You can see all the commission orders that appear for a stock every day, so the order-by-trade function includes the four elements of commission price, commission time, commission volume and commission direction! Then the editor will share the transaction-by-transaction commission function execution code of the Great Wisdom L2 real-time api interface!
1. Great Wisdom L2 real-time api interface OrderQueueRecord (order by transaction):
<| Field name |
type |
Remark |
| stock_exchange |