PY中根据示例的DICT结构.这个成交是累加的成交量.没有单独当刻的成交量

PY中根据示例的DICT结构.这个成交是累加的成交量.没有单独当刻的成交量

而在DDE到EXCEL中的一个字段delta_volume.可以显示此刻的成交量多少.这里却没有.还有什么办法能够得到这个此刻类似delta_volume的成交量.谢谢.

返回值为一个dict, 结构如下:

<span class="p">{</span>
    <span class="s2">"datetime"</span><span class="p">:</span> <span class="s2">""</span><span class="p">,</span>  <span class="c1"># "2017-07-26 23:04:21.000001" (行情从交易所发出的时间(北京时间))</span>
    <span class="s2">"ask_price5"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6122.0 (卖五价)</span>
    <span class="s2">"ask_volume5"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 3 (卖五量)</span>
    <span class="s2">"ask_price4"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6122.0 (卖四价)</span>
    <span class="s2">"ask_volume4"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 3 (卖四量)</span>
    <span class="s2">"ask_price3"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6122.0 (卖三价)</span>
    <span class="s2">"ask_volume3"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 3 (卖三量)</span>
    <span class="s2">"ask_price2"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6122.0 (卖二价)</span>
    <span class="s2">"ask_volume2"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 3 (卖二量)</span>
    <span class="s2">"ask_price1"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6122.0 (卖一价)</span>
    <span class="s2">"ask_volume1"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 3 (卖一量)</span>
    <span class="s2">"bid_price1"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6121.0 (买一价)</span>
    <span class="s2">"bid_volume1"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 7 (买一量)</span>
    <span class="s2">"bid_price2"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6121.0 (买二价)</span>
    <span class="s2">"bid_volume2"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 7 (买二量)</span>
    <span class="s2">"bid_price3"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6121.0 (买三价)</span>
    <span class="s2">"bid_volume3"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 7 (买三量)</span>
    <span class="s2">"bid_price4"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6121.0 (买四价)</span>
    <span class="s2">"bid_volume4"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 7 (买四量)</span>
    <span class="s2">"bid_price5"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6121.0 (买五价)</span>
    <span class="s2">"bid_volume5"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 7 (买五量)</span>
    <span class="s2">"last_price"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6122.0 (最新价)</span>
    <span class="s2">"highest"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6129.0 (当日最高价)</span>
    <span class="s2">"lowest"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6101.0 (当日最低价)</span>
    <span class="s2">"open"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6102.0 (开盘价)</span>
    <span class="s2">"close"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># nan (收盘价)</span>
    <span class="s2">"average"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6119.0 (当日均价)</span>
    <span class="s2">"volume"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 89252 (成交量)</span>
    <span class="s2">"amount"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 5461329880.0 (成交额)</span>
    <span class="s2">"open_interest"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 616424 (持仓量)</span>
    <span class="s2">"settlement"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># nan (结算价)</span>
    <span class="s2">"upper_limit"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6388.0 (涨停价)</span>
    <span class="s2">"lower_limit"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 5896.0 (跌停价)</span>
    <span class="s2">"pre_open_interest"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 616620 (昨持仓量)</span>
    <span class="s2">"pre_settlement"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6142.0 (昨结算价)</span>
    <span class="s2">"pre_close"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 6106.0 (昨收盘价)</span>
    <span class="s2">"price_tick"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># 10.0 (合约价格单位)</span>
    <span class="s2">"price_decs"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 0 (合约价格小数位数)</span>
    <span class="s2">"volume_multiple"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 10 (合约乘数)</span>
    <span class="s2">"max_limit_order_volume"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 500 (最大限价单手数)</span>
    <span class="s2">"max_market_order_volume"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 0 (最大市价单手数)</span>
    <span class="s2">"min_limit_order_volume"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 1 (最小限价单手数)</span>
    <span class="s2">"min_market_order_volume"</span><span class="p">:</span> <span class="mi">0</span><span class="p">,</span>  <span class="c1"># 0 (最小市价单手数)</span>
    <span class="s2">"underlying_symbol"</span><span class="p">:</span> <span class="s2">""</span><span class="p">,</span>  <span class="c1"># SHFE.rb1901 (标的合约)</span>
    <span class="s2">"strike_price"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># nan (行权价)</span>
    <span class="s2">"change"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># −20.0 (涨跌)</span>
    <span class="s2">"change_percent"</span><span class="p">:</span> <span class="nb">float</span><span class="p">(</span><span class="s2">"nan"</span><span class="p">),</span>  <span class="c1"># −0.00325 (涨跌幅)</span>
    <span class="s2">"expired"</span><span class="p">:</span> <span class="kc">False</span><span class="p">,</span>  <span class="c1"># False (合约是否已下市)</span>
<span class="p">}</span>