get_stock_dde.py

# -*- coding: utf-8 -*-
import PyWinDDE
import datetime
import sys
import time


#f1 = open("data/stock_02.csv","a")
f2= open("data/stock_03.csv","a")

def recTickData(value,item):
	out_string =  "%s;%s"%(value,datetime.datetime.now())
	print out_string
	f1.write(out_string + "\n")

def recNextTickData(value,item):
	out_string =  "%s;%s"%(value,datetime.datetime.now())
	print out_string
	f2.write(out_string + "\n")

while True:
	try:
		dde = PyWinDDE.DDEClient("XQKGIAP","Quote")
		break
	except:
		e = sys.exc_info()[0]
	 	print "Error: %s, try to connect 10 mins later."%e
	 	time.sleep(600)
	 	print "Connect to DDE server again..."

print "Connected to DDE server, start listening..."
# 股票/期貨代號,名稱,時間,買進,賣出,成交,單量,總量,高點,低點,開盤
#dde.advise("FIMTX02.TF-ID,Name,Time,Bid,Ask,Price,Volume,TotalVolume,High,Low,Open",callback = recTickData)
dde.advise("FIMTX03.TF-ID,Name,Time,Bid,Ask,Price,Volume,TotalVolume,High,Low,Open",callback = recNextTickData)
PyWinDDE.WinMSGLoop()

#Test cases
#dde.advise("0050.TW-ID,Name,Time,Bid,Ask,Price,PriceChange,PriceChangeRatio,Amplitude,AvgPrice")
#dde.advise("TSE.TW-PreClose",callback = recTickData)
#dde.advise("FITX03.TF-PreClose",callback = recTickData)
#dde = PyWinDDE.DDEClient("HTS","KS")
#dde = PyWinDDE.DDEClient("CATDDE","FUTOPT<FO>TXFB6    ")
#dde.advise("CurPrice,TickVol,Diff,DiffRate,Open,High,Low")
#dde.advise("CurPrice")