What the Data for This Category Looks Like
Market data primarily comes from official exchange market data push interfaces and compliant third-party market data aggregation service nodes. There are two update schedules: intraday real-time market data updates every few seconds. Historical K-line and post-market statistical data updates on a fixed cycle. Data uses standardized structured formats, including core fields such as unique trading product identifiers, latest transaction prices, cumulative trading volumes, and data generation timestamps. Each field has a clear physical unit: for example, price is measured in yuan, trading volume in shares. No non-standardized extended fields are included.
What Constraints These Characteristics Impose on HTTP Interfaces and External Systems
The high-frequency real-time update nature of market data requires HTTP interface requests to balance short timeout windows and high-frequency calls. Long timeouts lead to excessive node resource usage. Short timeouts cause real-time data loss. Each field has a defined physical unit. External systems must strictly match these unit definitions during integration. Data parsing deviations will occur otherwise. The standardized fixed field structure requires interface request parameters to explicitly specify the returned field range. This avoids returning redundant data, reducing transmission overhead. When processing high-frequency updated data in asynchronous tasks, set a reasonable polling interval. This ensures access to the latest market data snapshots. It also avoids excessive calls that trigger rate limiting or bans from third-party interfaces.
How to Set Configurations
| Configuration Item | Recommended Value | Rationale |
|---|---|---|
HTTP_REQUEST_TIMEOUT | 10–30 seconds | Adapts to the high-frequency request rhythm of real-time market data, avoids excessive node resource usage from long timeouts, and covers normal interface response delays |
RESPONSE_PARSE_STRATEGY | strictJson | Market data uses standardized structured formats. Strict JSON parsing prevents field parsing errors |
FIELD_WHITELIST | ["symbol","price","volume","timestamp"] | Only returns core fields required for business purposes, reduces HTTP transmission data volume, and lowers parsing pressure on external systems |
RATE_LIMIT_QPS | 100 requests per minute | Matches the call rate limiting rules of most market data interfaces, avoids triggering rate limiting or bans from third-party interfaces |
ASYNC_POLL_INTERVAL | 5 seconds | Matches the update frequency of real-time market data, ensures polling access to the latest market data snapshots |
UNIT_AUTO_CONVERT | enabled | Uniformly converts physical units of market data to meet the unit requirements of external systems |
The parameter values provided on this page are common starting points for configuration. Actual values are affected by data form, data volume, and business rules. Analyze specific cases individually, and test on independently collected samples before finalizing settings.
Three Common Misconfigurations
- Phenomenon: HTTP requests return 504 Gateway Timeout errors, or node execution timeouts are automatically terminated. Cause: The timeout configuration is not adjusted to match the high-frequency update rhythm of market data. The set timeout period is too short to cover normal interface response delays.
- Phenomenon: External systems receive market data with units that do not match expectations, leading to numerical deviations. Cause: The unit automatic conversion configuration is not enabled, or return units are not specified in request parameters. Default non-standard units from the interface are used directly.
- Phenomenon: Asynchronously obtained market data always returns old results. Cause: The polling interval is set too long, exceeding the market data update cycle. The latest real-time snapshot is not obtained.
How to Verify Successful Configuration
- Send a single HTTP request, check that the returned JSON fields match the configured field whitelist, with no redundant fields.
- Send high-frequency requests continuously, observe that no rate limiting errors appear in node logs. Confirm that the rate limit configuration is active.
- Start an asynchronous polling task, compare the timestamps of two consecutive requests. Confirm that the update interval meets business requirements.
- Check the market data received by the external system. Confirm that the units match the requirements of the business system. Adjust the automatic conversion configuration to match target rules.
Question material comes from public community discussions. Configuration values are common starting points and should be measured against your own samples. Verified on 2026-09-14.