How to Scrape and Batch-Download Stock Minute Data from Eastmoney with Python

In this tutorial, the author demonstrates how to retrieve minute‑level trading data for individual stocks from the Eastmoney website using Python.

1. Data collection

First, open a stock’s detail page, click “more minute‑trade”, and observe that the data is loaded via a GET request returning JSON wrapped in a jQuery callback. The pageindex parameter controls pagination.

The following script fetches the minute data for a single stock and writes it to a CSV file.

import requests
import csv
with open('688103.csv','a',newline='') as f:
    writer = csv.writer(f)
    writer.writerow(['时间','成交价','手数'])
    for page in range(27):
        params = (
            ('pagesize','144'),
            ('ut','7eea3edcaed734bea9cbfc24409ed989'),
            ('dpt','wzfscj'),
            ('cb','jQuery1124029337350072397084_1631343037828'),
            ('pageindex',str(page)),
            ('id','6009051'),
            ('sort','1'),
            ('ft','1'),
            ('code','688103'),
            ('market','1'),
            ('_','1631343037827'),
        )
        response = requests.get('http://push2ex.eastmoney.com/getStockFenShi', params=params, verify=False)
        for i in eval(response.text[43:-2])['data']['data']:
            with open('688103.csv','a',newline='') as f:
                writer = csv.writer(f)
                # time parsing logic …
                if i['bs'] == 4:
                    a = '--'
                elif i['bs'] == 2:
                    a = '买入'
                elif i['bs'] == 1:
                    a = '卖出'

2. Batch scraping

To scrape multiple stocks, the script is extended to iterate over a list of stock codes, adjusting the “id” and “code” parameters accordingly.

gupiao_code = ['301073']
for code in gupiao_code:
    with open(f'{code}.csv','a',newline='') as f:
        writer = csv.writer(f)
        writer.writerow(['时间','成交价','手数','买入/卖出'])
    try:
        for page in range(40):
            params = (
                ('pagesize','144'),
                ('ut','7eea3edcaed734bea9cbfc24409ed989'),
                ('dpt','wzfscj'),
                ('cb','jQuery112408490604705504154_1633509557420'),
                ('pageindex',str(page)),
                ('id','3010732'),
                ('sort','1'),
                ('ft','1'),
                ('code',code),
                ('market','0'),
                ('_','1633509557478'),
            )
            # request and processing …

3. Fetching data for any date

The date parameter is stored in a cookie named “st_sp”. By modifying this value, the script can retrieve minute data for arbitrary dates.

riqi = input('输入格式如下:xxxx-')
cookies = {
    'st_sp': f'{riqi}%2014%3A57%3A10',
}
# use cookies in the request …

Conclusion

The tutorial provides a complete method to batch‑download stock minute data from Eastmoney.

Eastmoney does not enforce anti‑scraping measures, but respectful intervals are recommended.

The code is for learning purposes only and should not be used for commercial exploitation.