最近做集合竞价的策略，用的level2数据。集合竞价阶段推送数据量很大，但是不确定有没有因为网络原因的数据纰漏，所以需要验证一下。 把今天所有的数据记录了日志，其中筛选了09:25集合竞价的推送：
grep '2024/07/29 09:25' quotes.log|grep lv2level2行情结果如下: 2024/07/29 09:25:00 lv2_601127=09:25:00.240,47573,77.490,1005:00.240,47818,77.490,1000|09:25:00.240,47819,77.490,100... 2024/07/29 09:25:00 lv2_601127=09:25:00.240,47820,77.490,100|09:25:00.240,47821,77.490,300|09:25:00.240,47822,77.490,200|09:25:00.240,47823,77.490,200... 2024/07/29 09:25:00 lv2_601127=09:25:00.240,48692,77.490,100|09:25:00.240,48693,77.490,100|09:25:00.240,48694,77.490,100|09:25:00.240,48695,77.490,100|09:25:00.240,48696,77.490,300|09:25:00.240,48697,77.490,1000|09:25:00.240,48698,77.490,200|09:25:00.240,48699,77.490,200|09:25:00.240,48700,77.490,100|09:25:00.240,48701,77.490,100|09:25:00.240,48864,77.490,300|09:25:00.240,48865,77.490,400|... 2024/07/29 09:25:00 lv2_601127=09:25:00.240,49634,77.490,200 简单写个脚本统计一下: <?php $s=<<<el 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25:00.240,48631,77.490,400|09:25:00.240,48632,77.490,100|09:25:00.240,48633,77.490,100|09:25:00.240,48634,77.490,100|09:25:00.240,48635,77.490,100|09:25:00.240,48636,77.490,100|09:25:00.240,48637,77.490,400|09:25:00.240,48638,77.490,100|09:25:00.240,48639,77.490,1500|09:25:00.240,48640,77.490,5600|09:25:00.240,48641,77.490,100|09:25:00.240,48642,77.490,500|09:25:00.240,48643,77.490,4300|09:25:00.240,48644,77.490,500|09:25:00.240,48645,77.490,100|09:25:00.240,48646,77.490,200|09:25:00.240,48647,77.490,100|09:25:00.240,48648,77.490,100|09:25:00.240,48649,77.490,200|09:25:00.240,48650,77.490,800|09:25:00.240,48651,77.490,100|09:25:00.240,48652,77.490,100|09:25:00.240,48653,77.490,200|09:25:00.240,48654,77.490,100|09:25:00.240,48655,77.490,100|09:25:00.240,48656,77.490,200|09:25:00.240,48657,77.490,500|09:25:00.240,48658,77.490,400|09:25:00.240,48659,77.490,100|09:25:00.240,48660,77.490,100|09:25:00.240,48661,77.490,100|09:25:00.240,48662,77.490,800|09:25:00.240,48663,77.490,1200|09:25:00.240,48664,77.490,100|09:25:00.240,48665,77.490,200|09:25:00.240,48666,77.490,200|09:25:00.240,48667,77.490,400|09:25:00.240,48668,77.490,100|09:25:00.240,48669,77.490,100|09:25:00.240,48670,77.490,200|09:25:00.240,48671,77.490,400|09:25:00.240,48672,77.490,100|09:25:00.240,48673,77.490,100|09:25:00.240,48674,77.490,200|09:25:00.240,48675,77.490,200|09:25:00.240,48676,77.490,500|09:25:00.240,48677,77.490,100|09:25:00.240,48678,77.490,100|09:25:00.240,48679,77.490,300|09:25:00.240,48680,77.490,200|09:25:00.240,48681,77.490,500|09:25:00.240,48682,77.490,100|09:25:00.240,48683,77.490,5600|09:25:00.240,48684,77.490,200|09:25:00.240,48685,77.490,900|09:25:00.240,48686,77.490,700|09:25:00.240,48687,77.490,100|09:25:00.240,48688,77.490,200|09:25:00.240,48689,77.490,10000|09:25:00.240,48690,77.490,100|09:25:00.240,48691,77.490,100|09:25:00.240,48692,77.490,100|09:25:00.240,48693,77.490,100|09:25:00.240,48694,77.490,100|09:25:00.240,48695,77.490,100|09:25:00.240,48696,77.490,300|09:25:00.240,48697,77.490,1000|09:25:00.240,48698,77.490,200|09:25:00.240,48699,77.490,200|09:25:00.240,48700,77.490,100|09:25:00.240,48701,77.490,100|09:25:00.240,48702,77.490,100|09:25:00.240,48703,77.490,900|09:25:00.240,48704,77.490,100|09:25:00.240,48705,77.490,100|09:25:00.240,48706,77.490,200|09:25:00.240,48707,77.490,100|09:25:00.240,48708,77.490,100|09:25:00.240,48709,77.490,200|09:25:00.240,48710,77.490,100|09:25:00.240,48711,77.490,100|09:25:00.240,48712,77.490,100|09:25:00.240,48713,77.490,100|09:25:00.240,48714,77.490,100|09:25:00.240,48715,77.490,100|09:25:00.240,48716,77.490,100|09:25:00.240,48717,77.490,400|09:25:00.240,48718,77.490,100|09:25:00.240,48719,77.490,100|09:25:00.240,48720,77.490,100|09:25:00.240,48721,77.490,1800|09:25:00.240,48722,77.490,1700|09:25:00.240,48723,77.490,2000|09:25:00.240,48724,77.490,100|09:25:00.240,48725,77.490,6100|09:25:00.240,48726,77.490,3900|09:25:00.240,48727,77.490,5000|09:25:00.240,48728,77.490,200|09:25:00.240,48729,77.490,100|09:25:00.240,48730,77.490,300|09:25:00.240,48731,77.490,200|09:25:00.240,48732,77.490,7000|09:25:00.240,48733,77.490,200|09:25:00.240,48734,77.490,100|09:25:00.240,48735,77.490,300|09:25:00.240,48736,77.490,100|09:25:00.240,48737,77.490,100|09:25:00.240,48738,77.490,500|09:25:00.240,48739,77.490,100|09:25:00.240,48740,77.490,500|09:25:00.240,48741,77.490,200|09:25:00.240,48742,77.490,400|09:25:00.240,48743,77.490,300|09:25:00.240,48744,77.490,200|09:25:00.240,48745,77.490,100|09:25:00.240,48746,77.490,100|09:25:00.240,48747,77.490,100|09:25:00.240,48748,77.490,200|09:25:00.240,48749,77.490,700|09:25:00.240,48750,77.490,200|09:25:00.240,48751,77.490,100|09:25:00.240,48752,77.490,200|09:25:00.240,48753,77.490,100|09:25:00.240,48754,77.490,100|09:25:00.240,48755,77.490,600|09:25:00.240,48756,77.490,200|09:25:00.240,48757,77.490,500|09:25:00.240,48758,77.490,100|09:25:00.240,48759,77.490,10000|09:25:00.240,48760,77.490,100|09:25:00.240,48761,77.490,300|09:25:00.240,48762,77.490,100|09:25:00.240,48763,77.490,300|09:25:00.240,48764,77.490,200|09:25:00.240,48765,77.490,400|09:25:00.240,48766,77.490,900|09:25:00.240,48767,77.490,200|09:25:00.240,48768,77.490,200|09:25:00.240,48769,77.490,400|09:25:00.240,48770,77.490,200|09:25:00.240,48771,77.490,400|09:25:00.240,48772,77.490,400|09:25:00.240,48773,77.490,300|09:25:00.240,48774,77.490,200|09:25:00.240,48775,77.490,300|09:25:00.240,48776,77.490,200|09:25:00.240,48777,77.490,300|09:25:00.240,48778,77.490,200|09:25:00.240,48779,77.490,1200|09:25:00.240,48780,77.490,800|09:25:00.240,48781,77.490,300|09:25:00.240,48782,77.490,400|09:25:00.240,48783,77.490,200|09:25:00.240,48784,77.490,200|09:25:00.240,48785,77.490,100|09:25:00.240,48786,77.490,100|09:25:00.240,48787,77.490,200|09:25:00.240,48788,77.490,200|09:25:00.240,48789,77.490,100|09:25:00.240,48790,77.490,100|09:25:00.240,48791,77.490,100|09:25:00.240,48792,77.490,700|09:25:00.240,48793,77.490,100|09:25:00.240,48794,77.490,100|09:25:00.240,48795,77.490,400|09:25:00.240,48796,77.490,500|09:25:00.240,48797,77.490,200|09:25:00.240,48798,77.490,500|09:25:00.240,48799,77.490,100|09:25:00.240,48800,77.490,200|09:25:00.240,48801,77.490,4600|09:25:00.240,48802,77.490,400|09:25:00.240,48803,77.490,500|09:25:00.240,48804,77.490,100|09:25:00.240,48805,77.490,300|09:25:00.240,48806,77.490,100|09:25:00.240,48807,77.490,200|09:25:00.240,48808,77.490,3000|09:25:00.240,48809,77.490,300|09:25:00.240,48810,77.490,100|09:25:00.240,48811,77.490,300|09:25:00.240,48812,77.490,500|09:25:00.240,48813,77.490,7000|09:25:00.240,48814,77.490,100|09:25:00.240,48815,77.490,200|09:25:00.240,48816,77.490,200|09:25:00.240,48817,77.490,200|09:25:00.240,48818,77.490,300|09:25:00.240,48819,77.490,400|09:25:00.240,48820,77.490,200|09:25:00.240,48821,77.490,300|09:25:00.240,48822,77.490,300|09:25:00.240,48823,77.490,200|09:25:00.240,48824,77.490,100|09:25:00.240,48825,77.490,200|09:25:00.240,48826,77.490,200|09:25:00.240,48827,77.490,200|09:25:00.240,48828,77.490,100|09:25:00.240,48829,77.490,1000|09:25:00.240,48830,77.490,300|09:25:00.240,48831,77.490,800|09:25:00.240,48832,77.490,500|09:25:00.240,48833,77.490,1000|09:25:00.240,48834,77.490,300|09:25:00.240,48835,77.490,100|09:25:00.240,48836,77.490,1400|09:25:00.240,48837,77.490,5000|09:25:00.240,48838,77.490,400|09:25:00.240,48839,77.490,200|09:25:00.240,48840,77.490,400|09:25:00.240,48841,77.490,100|09:25:00.240,48842,77.490,200|09:25:00.240,48843,77.490,100|09:25:00.240,48844,77.490,300|09:25:00.240,48845,77.490,300|09:25:00.240,48846,77.490,200|09:25:00.240,48847,77.490,100|09:25:00.240,48848,77.490,9000|09:25:00.240,48849,77.490,100|09:25:00.240,48850,77.490,100|09:25:00.240,48851,77.490,100|09:25:00.240,48852,77.490,300|09:25:00.240,48853,77.490,700|09:25:00.240,48854,77.490,200|09:25:00.240,48855,77.490,300|09:25:00.240,48856,77.490,1000|09:25:00.240,48857,77.490,100|09:25:00.240,48858,77.490,100|09:25:00.240,48859,77.490,500|09:25:00.240,48860,77.490,4000|09:25:00.240,48861,77.490,100|09:25:00.240,48862,77.490,300|09:25:00.240,48863,77.490,800|09:25:00.240,48864,77.490,300|09:25:00.240,48865,77.490,400|09:25:00.240,48866,77.490,200|09:25:00.240,49634,77.490,200 el; $s=explode('|',$s); $vol=0; foreach ($s as $r){ $rEx=explode(',',$r); $vol+=$rEx[3]; } echo "vol count:".$vol; level2行情集合竞价统计结果:
vol count:1236000东财结果
添加图片注释，不超过 140 字（可选）
逐笔统计结果跟东财超级复盘一笔不差，看来推送的行情是准确的。
行情订阅工具:
GitHub A股行情订阅工具，支持股票/可转债level2/level2数据，主动推送，支持回放，支持记录行情到文件。
标签：25,00.240,集合竞价,逐笔,09,77.490,level2,100
From： https://www.cnblogs.com/freevolunteer/p/18518631