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Level2行情助力,量化高频策略高效运用

  • 2026-04-07 16:26:14
Level2行情助力,量化高频策略高效运用

Hello，大家上午好呀，我是麻辣虾仁。想必我们听过高频交易用到了一种叫千档行情产品，行情是实时刷新的，比我们的普通行情要快很多，我们都知道，行情快1ms，就能给我们带来巨大的信息优势，进而转化成收益。今天我们就来解密传说中的千档行情。        在介绍行情前，先介绍一些基本...

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乐从钢铁市场行情(2026.4.6)

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  1. CONNECT:[ UseTime:0.000654s ] mysql:host=127.0.0.1;port=3306;dbname=no_mfffb;charset=utf8mb4
  2. SHOW FULL COLUMNS FROM `fenlei` [ RunTime:0.000935s ]
  3. SELECT * FROM `fenlei` WHERE `fid` = 0 [ RunTime:0.000367s ]
  4. SELECT * FROM `fenlei` WHERE `fid` = 63 [ RunTime:0.000357s ]
  5. SHOW FULL COLUMNS FROM `set` [ RunTime:0.000596s ]
  6. SELECT * FROM `set` [ RunTime:0.000199s ]
  7. SHOW FULL COLUMNS FROM `article` [ RunTime:0.000493s ]
  8. SELECT * FROM `article` WHERE `id` = 509753 LIMIT 1 [ RunTime:0.000388s ]
  9. UPDATE `article` SET `lasttime` = 1775557543 WHERE `id` = 509753 [ RunTime:0.011575s ]
  10. SELECT * FROM `fenlei` WHERE `id` = 65 LIMIT 1 [ RunTime:0.000269s ]
  11. SELECT * FROM `article` WHERE `id` < 509753 ORDER BY `id` DESC LIMIT 1 [ RunTime:0.000455s ]
  12. SELECT * FROM `article` WHERE `id` > 509753 ORDER BY `id` ASC LIMIT 1 [ RunTime:0.000391s ]
  13. SELECT * FROM `article` WHERE `id` < 509753 ORDER BY `id` DESC LIMIT 10 [ RunTime:0.001908s ]
  14. SELECT * FROM `article` WHERE `id` < 509753 ORDER BY `id` DESC LIMIT 10,10 [ RunTime:0.001028s ]
  15. SELECT * FROM `article` WHERE `id` < 509753 ORDER BY `id` DESC LIMIT 20,10 [ RunTime:0.000839s ]
0.096421s