​ 随着量化投资在金融市场的快速发展，高质量数据源已成为量化研究的核心基础设施。本文将系统介绍股票量化分析中的数据获取解决方案，涵盖实时行情、历史数据及基本面信息等关键数据类型。

在数据获取实践中，我们对比测试了多种技术方案：

1. 1.网络爬虫方案（网易/申万/同花顺）
2. 2.第三方数据API（聚宽等平台）测试结果表明，传统爬虫方案存在显著缺陷：平均每月因反爬升级导致3-5次数据中断，维护成本高达总工时的40%。

基于半年期的稳定性测试，我们筛选出5个高可用数据接口，其特点包括：

• •99.5%以上的接口可用性
• •<500ms的行情数据延迟
• •完整的历史数据回溯

本文将重点演示这些接口在以下技术栈中的实现：

Python | JavaScript(Node.js) | Java | C# | Ruby五种主流语言的代码示例，详细演示如何高效获取各类股票数据。

1、python

import requests  
  
url = "http://api.biyingapi.com/bj/stock/real/five/430017/biyinglicence"  
response = requests.get(url)  
data = response.json()  
print(data)

2、JavaScript (Node.js)

const axios = require('axios');  
  
const url = "http://api.biyingapi.com/bj/stock/real/five/430017/biyinglicence";  
axios.get(url)  
  .then(response => {  
    console.log(response.data);  
  })  
  .catch(error => {  
    console.log(error);  
  });

3、Java

import java.net.URI;  
import java.net.http.HttpClient;  
import java.net.http.HttpRequest;  
import java.net.http.HttpResponse;  
import java.io.IOException;  
  
public class Main {  
    public static void main(String[] args) {  
        HttpClient client = HttpClient.newHttpClient();  
        HttpRequest request = HttpRequest.newBuilder()  
            .uri(URI.create("http://api.biyingapi.com/bj/stock/real/five/430017/biyinglicence"))  
            .build();  
  
        try {  
            HttpResponse<String> response = client.send(request, HttpResponse.BodyHandlers.ofString());  
            System.out.println(response.body());  
        } catch (IOException | InterruptedException e) {  
            e.printStackTrace();  
        }  
    }  
}

4、C#

using System;  
using System.Net.Http;  
using System.Threading.Tasks;  
  
class Program  
{  
    static async Task Main()  
    {  
        using (HttpClient client = new HttpClient())  
        {  
            string url = "http://api.biyingapi.com/bj/stock/real/five/430017/biyinglicence";  
            HttpResponseMessage response = await client.GetAsync(url);  
            string responseBody = await response.Content.ReadAsStringAsync();  
            Console.WriteLine(responseBody);  
        }  
    }  
}

5、Ruby

require 'net/http'  
require 'json'  
  
url = URI("http://api.biyingapi.com/bj/stock/real/five/430017/biyinglicence")  
  
http = Net::HTTP.new(url.host, url.port)  
request = Net::HTTP::Get.new(url)  
response = http.request(request)  
data = JSON.parse(response.read_body)  
puts data

返回的数据示例：

{"ps":[21.93,21.94,21.95,21.96,21.97],"pb":[21.92,21.91,21.9,21.89,21.88],"vs":[166,93,420,146,128],"vb":[161,472,89,51,53],"t":"2025-08-25 15:00:01"}

买卖五档盘口

API接口：http://api.biyingapi.com/bj/stock/real/five/430017/biyinglicence

接口说明：根据《京市股票列表》得到的股票代码获取实时买卖五档盘口数据。

数据更新：盘中实时