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港股行情介紹
uSMART盈立智投 03-29 16:17

1.概念:股票行情中分為基礎行情(LV0),標準行情(LV1)和高級行情(LV2),Lv1行情又稱標準行情,也是我們在市面上下載券商股票軟件時,券商所提供的行情,基本是免費的。行情只提供一個6秒左右的行情報價,包括委託買賣前5檔、分時成交(6秒間最後一筆成交價以及6秒內總成交量),分時成交由幾十筆真實成交組成 。

 

2.優勢:

  • 免費港股LV1即時行情,毫秒級串流更新
  • 串流報價自動更新
  • 即時最佳買入、賣出價及深度
  • 即時逐筆成交紀錄及成交統計
  • 即時圖表及排行榜
  • 即時了解資金流向、成交分佈
  • 即時指數變化
  • 看到五檔委託

 

3.作用

Level-1行情主要提供股票、債券、基金和指數等業務品種的行情資訊,集合競價期間提供證券代碼、證券簡稱、前收盤價格、虛擬開盤價、虛擬匹配量、虛擬未匹配量和虛擬未匹配量的剩餘方向;連續競價期間提供證券代碼、證券簡稱、前收盤價格、最新成交價格、當日最高成交價格、當日最低成交價格、當日累計成交量、當日累計成交金額、即時最高五個買入申報價格和數量、即時最低五個賣出申報價格和數量。提供了最優一檔買賣盤報價。

 

港股LV2 行情介紹:

1.概念:Lv2行情一般又稱為高級行情, 是港交所推出的針對港股的即時行情資訊服務,涵蓋了在港交所上市交易的所有股票。這類行情在券商的軟體上通常是需要付費的,購買行情卡後才能使用。Lv2行情是即時推送價格,所見即最新,無需手動刷新。一般提供買賣十檔行情,逐步成交明細等。可以幫助投資者更有效率的制定買賣策略。

 

2.優勢:

  • 買賣十檔行情(買盤序號、買盤報價、掛單量、經紀商數量)
  • 即時報價,即時刷新
  • 逐筆成交記錄(成交價格、成交時間、成交量)
  • 買賣經紀,不僅顯示經紀代碼,還顯示經紀商名稱
  • 統計所有千檔的總買總賣數量
  • 更低時延

 

3.作用:

  • 買賣隊列看得更通透,在傳統行情軟件中只能看到買一、賣一上的委託數量,但無從得知這些委託數量是如何形成的。而在Level 2 行情軟體中提供買一、賣一掛單的前50筆委託明細,根據委託單的情況能有助於我們判斷是主力機構掛單,還是散戶所為。
  • 成交明細看的更準,Level 2 的逐筆成交是真實的每筆成交價和成交量的明細數據,極大提高了行情的透明度。

 

參考內容

港股交易系統搭建介紹 — 港股LV2行情 - 知乎

港股即時報價系統比較

 冷知識/學懂Level 1及Level 2報價差別

美股Level 1行情數據是甚麼 | LV1即時串流報價 - 華盛証券 (vbkr.com)

Level-1行情和 Level-2行情有什麼區別? - 知乎

 

 

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