How to Retrieve Real-Time Minute-Level Stock Data with Python

Code Demonstration

Fetch Daily Minute‑Line Data

from urllib.parse import urlencode
import pandas as pd
import requests

def gen_secid(rawcode: str) -> str:
    '''Generate Eastmoney‑specific secid.
    Parameters
    ----------
    rawcode : 6‑digit stock code
    Returns
    -------
    str: formatted secid string
    '''
    # Shanghai market index
    if rawcode[:3] == '000':
        return f'1.{rawcode}'
    # Shenzhen market index
    if rawcode[:3] == '399':
        return f'0.{rawcode}'
    # Shanghai A‑share stocks
    if rawcode[0] != '6':
        return f'0.{rawcode}'
    # Shenzhen A‑share stocks
    return f'1.{rawcode}'

def get_k_history(code: str, beg: str = '16000101', end: str = '20500101', klt: int = 1, fqt: int = 1) -> pd.DataFrame:
    '''Fetch K‑line data.
    Parameters
    ----------
    code : 6‑digit stock code
    beg  : start date, e.g., 20200101
    end  : end date, e.g., 20200201
    klt  : K‑line interval (1‑minute, 5‑minute, daily=101, weekly=102, etc.)
    fqt  : adjustment type (0: none, 1: forward, 2: backward)
    Returns
    -------
    DataFrame: stock K‑line data
    '''
    EastmoneyKlines = {
        'f51': '日期',
        'f52': '开盘',
        'f53': '收盘',
        'f54': '最高',
        'f55': '最低',
        'f56': '成交量',
        'f57': '成交额',
        'f58': '振幅',
        'f59': '涨跌幅',
        'f60': '涨跌额',
        'f61': '换手率'
    }
    EastmoneyHeaders = {
        'Host': '19.push2.eastmoney.com',
        'User-Agent': 'Mozilla/5.0 (Windows NT 6.3; WOW64; Trident/7.0; Touch; rv:11.0) like Gecko',
        'Accept': '*/*',
        'Accept-Language': 'zh-CN,zh;q=0.8,zh-TW;q=0.7,zh-HK;q=0.5,en-US;q=0.3,en;q=0.2',
        'Referer': 'http://quote.eastmoney.com/center/gridlist.html'
    }
    fields = list(EastmoneyKlines.keys())
    columns = list(EastmoneyKlines.values())
    fields2 = ",".join(fields)
    secid = gen_secid(code)
    params = (
        ('fields1', 'f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13'),
        ('fields2', fields2),
        ('beg', beg),
        ('end', end),
        ('rtntype', '6'),
        ('secid', secid),
        ('klt', f'{klt}'),
        ('fqt', f'{fqt}')
    )
    params = dict(params)
    base_url = 'https://push2his.eastmoney.com/api/qt/stock/kline/get'
    url = base_url + '?' + urlencode(params)
    json_response: dict = requests.get(url, headers=EastmoneyHeaders).json()
    data = json_response.get('data')
    if data is None:
        if secid[0] == '0':
            secid = f'1.{code}'
        else:
            secid = f'0.{code}'
        params['secid'] = secid
        url = base_url + '?' + urlencode(params)
        json_response = requests.get(url, headers=EastmoneyHeaders).json()
        data = json_response.get('data')
    if data is None:
        print('股票代码:', code, '可能有误')
        return pd.DataFrame(columns=columns)
    klines = data['klines']
    rows = []
    for _kline in klines:
        kline = _kline.split(',')
        rows.append(kline)
    df = pd.DataFrame(rows, columns=columns)
    return df

if __name__ == "__main__":
    code = '600519'
    df = get_k_history(code)
    df.to_csv(f'{code}.csv', encoding='utf-8-sig', index=None)
    print(f'股票代码：{code} 的 k线数据已保存到代码目录下的 {code}.csv 文件中')

Fetch Current Day Minute Data (Run Every Minute Until Close)

from urllib.parse import urlencode
import pandas as pd
import requests
import time

def gen_secid(rawcode: str) -> str:
    '''Generate Eastmoney‑specific secid.'''
    if rawcode[:3] == '000':
        return f'1.{rawcode}'
    if rawcode[:3] == '399':
        return f'0.{rawcode}'
    if rawcode[0] != '6':
        return f'0.{rawcode}'
    return f'1.{rawcode}'

def get_k_history(code: str, beg: str = '16000101', end: str = '20500101', klt: int = 1, fqt: int = 1) -> pd.DataFrame:
    '''Fetch K‑line data.'''
    # (same implementation as above, omitted for brevity)
    ...

if __name__ == "__main__":
    for _ in range(1000):
        code = '600519'
        df = get_k_history(code)
        df.to_csv(f'{code}.csv', encoding='utf-8-sig', index=None)
        print(f'股票代码：{code} 的 k线数据已保存到代码目录下的 {code}.csv 文件中')
        if len(df) >= 240:
            print('已收盘')
            break
        time.sleep(60)

Runtime Environment

Python version requirement

Python 3

Required libraries

pandas requests

Install the libraries by opening a command prompt and running: pip install pandas requests Press Enter and wait until the installation finishes successfully.