The Interpretation of Sina Realtime Stock Data Interface

Dec 25, 2015
I was planning to add the SZ162411 history net value table, and found that the I have almost forgotten the meanings of Sina Chinese stock data interface which was analysed 4 months ago. In case I will forget them again, I am recording it here for future refernce. Current data got from http://hq.sinajs.cn/list=sz162411 and saved in sz162411.txt as following:
var hq_str_sz162411="华宝油气, 0.502,0.482,0.500,0.503,0.499,0.499,0.500,811593355,406232297.465, 31772194,0.499,4024600,0.498,771800,0.497,854000,0.496,308800,0.495, 6062158,0.500,47389213,0.501,11186263,0.502,13222780,0.503,4471351,0.504, 2015-12-24,15:34:34,00";
After removed double quotation marks, separated by ',', the interpretation of words in the next table.
Index Original Data Meaning
0 华宝油气 GB2312 coded stock name
1 0.502 Today open
2 0.482 Previous close
3 0.500 Current price, used as today close after market close?
4 0.503 Today high
5 0.499 Today low
6 0.499 Current bid, same as index 11 bid1.
7 0.500 Current ask, same as index 21 ask1.
8 811593355 Number of shares
9 406232297.465 Total amount
10 31772194 Bid1 shares
11 0.499 Bid1 price, same as index 6.
12-19 4024600,0.498, 771800,0.497, 854000,0.496, 308800,0.495 Bid2 to Bid5 shares and price
20 6062158 Ask1 shares
21 0.500 Ask1 price, same as index 7.
22-29 47389213,0.501, 11186263,0.502, 13222780,0.503, 4471351,0.504 Ask2 to Ask5 shares and price
30 2015-12-24 Date
31 15:34:34 Time
32 00 End of data?

The Interpretation of Sina Realtime Future Data Interface

Jan 28, 2016
Recently I added date display in the time field of SZ162411 net value page following the advice of oldwain. So the stock interface recorded last time was usaful this time. But I had to review the future interface format again, and adding this record for future use.
Current data got from http://hq.sinajs.cn/list=hf_CL and saved in file cl.txt as following:
var hq_str_hf_CL="31.85,1.2719,31.85,31.86,31.88,30.14, 00:24:20,31.45,30.52,40629,0,0,2016-01-28,NYMEX原油";
After removed double quotation marks, separated by ',', the interpretation of words in the next table.
Index Original Data Meaning
0 31.85 Current price
1 1.2719 The percentage of current price change
2 31.85 Bid price
3 31.86 Ask price
4 31.88 Today high
5 30.14 Today low
6 00:24:20 Time
7 31.45 Last close
8 30.52 Open price
9 40629 Total quantity
10 0 Bid quantity?
11 0 Ask quantity?
12 2016-01-28 Date
13 NYMEX原油 GB2312 coded name

The Interpretation of Sina Realtime Fund Data Interface

Feb 16, 2016
On 9pm, uqot told me the net value calculation of SZ162411 was wrong now. I checked the debug information, and found that automatic calibration was done on 8pm. Current data got from http://hq.sinajs.cn/list=f_162411 and saved in f_162411.txt as following:
var hq_str_f_162411="华宝兴业标普油气上游股票(QDII-LOF), 0.406,0.406,0.435,2016-02-15,66.2444";
According to the automatic calibration process in php/_lof.php, when we got the Feb 15 net value of SZ1682411, we would do calibration with the close price of XOP on Feb 15. But US market was closed because of President Day, this process was not done. Net step, we will use the previous trading day data to do the calibration. However, the previous US market trading day, last Friday was a Chinese New Year holiday, Chinese stock market was closed. The SZ162411 net value of previous trading day was before Chinese New Year. So the software did wrong calibration based on the SZ162411 net value of last trading day before Chinese New Year and the XOP close price of last Friday. The bug only occurs when Chinese and US market close continuesly, and we are lucky the past week just fall into this pattern!
First I recoverd the correct parameters by manual calibration, then I added this record in case we will need the fund data in the future.
After removed double quotation marks, separated by ',', the interpretation of words in the next table.
Index Original Data Meaning
0 华宝兴业标普油气上游股票(QDII-LOF) GB2312 coded name
1 0.406 Current net value
2 0.406 Accumulated net value
3 0.435 Previous trading day net value
4 2016-02-15 Date
5 66.2444 (Unknown)

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