屌丝的股票数据获取办法。新浪的数据接口还是比较多的，基本行情数据获取如下：

 

enum enumDATA_SINA_STOCK_ITEM_INDEX{    DATA_SINA_STOCK_ITEM_INDEX_StockCode,    DATA_SINA_STOCK_ITEM_INDEX_StockName,    DATA_SINA_STOCK_ITEM_INDEX_OpenPrice,    DATA_SINA_STOCK_ITEM_INDEX_YesterdayClosePrice,    DATA_SINA_STOCK_ITEM_INDEX_CurrentPrice,    DATA_SINA_STOCK_ITEM_INDEX_HighPrice,    DATA_SINA_STOCK_ITEM_INDEX_LowPrice,    DATA_SINA_STOCK_ITEM_INDEX_BuyPrice,    DATA_SINA_STOCK_ITEM_INDEX_SellPrice,    DATA_SINA_STOCK_ITEM_INDEX_Amount,    DATA_SINA_STOCK_ITEM_INDEX_Turnover,    DATA_SINA_STOCK_ITEM_INDEX_B1Vol,    DATA_SINA_STOCK_ITEM_INDEX_B1Price,    DATA_SINA_STOCK_ITEM_INDEX_B2Vol,    DATA_SINA_STOCK_ITEM_INDEX_B2Price,    DATA_SINA_STOCK_ITEM_INDEX_B3Vol,    DATA_SINA_STOCK_ITEM_INDEX_B3Price,    DATA_SINA_STOCK_ITEM_INDEX_B4Vol,    DATA_SINA_STOCK_ITEM_INDEX_B4Price,    DATA_SINA_STOCK_ITEM_INDEX_B5Vol,    DATA_SINA_STOCK_ITEM_INDEX_B5Price,    DATA_SINA_STOCK_ITEM_INDEX_S1Vol,    DATA_SINA_STOCK_ITEM_INDEX_S1Price,    DATA_SINA_STOCK_ITEM_INDEX_S2Vol,    DATA_SINA_STOCK_ITEM_INDEX_S2Price,    DATA_SINA_STOCK_ITEM_INDEX_S3Vol,    DATA_SINA_STOCK_ITEM_INDEX_S3Price,    DATA_SINA_STOCK_ITEM_INDEX_S4Vol,    DATA_SINA_STOCK_ITEM_INDEX_S4Price,    DATA_SINA_STOCK_ITEM_INDEX_S5Vol,    DATA_SINA_STOCK_ITEM_INDEX_S5Price,    DATA_SINA_STOCK_ITEM_INDEX_Date,    DATA_SINA_STOCK_ITEM_INDEX_Time,    DATA_SINA_STOCK_ITEM_INDEX_AddData,        //+100,(103表示停牌)    DATA_SINA_STOCK_ITEM_INDEX_Max};extern const wchar_t* DATA_SINA_STOCK_ITEM_Strings[DATA_SINA_STOCK_ITEM_INDEX_Max];typedef struct tagSINA_STOCK_DATA {    unsigned long long llVal[DATA_SINA_STOCK_ITEM_INDEX_Max];    int iVip[DATA_SINA_STOCK_SECOND_INDEX_Max];    CString stockName;    void ProcessVipData();    bool GetChangeBit(tagSINA_STOCK_DATA& obj, IntBoolMap& chgBit);    bool IsStopTrading();}SINA_STOCK_DATA;int CSF_SinaStocker::GetSinaPackets(CString strCodes, int iCnt /* = 1 */){    int i;    m_iCnt = 0;    CSF_HttpDataReader httpReader;    //strCodes内容像这样：【sh600000，sz000002】，。。。最多一次可以抓取900个股票的数据    CString strSinaUrl = L"http://hq.sinajs.cn/list=" + strCodes;    int len = httpReader.GetHttpData(strSinaUrl,m_bufHttpRead,iCnt*320);    if (len > 0)    {        m_bufHttpRead[len] = 0;        CString strData = TF_AnsiToUnicode(m_bufHttpRead);        wstring sData = strData.GetString();        //delete the end ;        sData = sData.substr(0, sData.find_last_of(L';', sData.size()-1));        vector
     
       vecItem;        TF_SplitString(sData,L";",vecItem);        vector
      
       ::iterator it = vecItem.begin();        while (it != vecItem.end())        {            vector
       
         vecDetail;            int iCnt = TF_SplitString(*it, L",", vecDetail);            if (iCnt == (DATA_SINA_STOCK_ITEM_INDEX_Max-1)) //-1 because the stockCode and StockName at the first wstring            {                int vecIndex = 0;                //for the list number after the first one, there has \n char at the var hq_str_sh                int iStart = vecDetail[vecIndex].find(L'v');                        if (iStart == -1) 　　　　　　　　　　　　continue; //Stock Code                m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_StockCode] = _wtoi(vecDetail[vecIndex].substr(iStart+13, LEN_STOCK_CODE).c_str());                m_stockDataArray[m_iCnt].stockName.Format(L"%s",vecDetail[vecIndex].substr(iStart+21, vecDetail[vecIndex].size()-(iStart+21)).c_str());                vecIndex++;                //Open Price to S5 Price                for (i=DATA_SINA_STOCK_ITEM_INDEX_OpenPrice;i<=DATA_SINA_STOCK_ITEM_INDEX_S5Price;i++)                {                    if ((i == DATA_SINA_STOCK_ITEM_INDEX_Amount) || (i == DATA_SINA_STOCK_ITEM_INDEX_Turnover)                        || (i == DATA_SINA_STOCK_ITEM_INDEX_B1Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_B2Vol)                        || (i == DATA_SINA_STOCK_ITEM_INDEX_B3Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_B4Vol)                        || (i == DATA_SINA_STOCK_ITEM_INDEX_B5Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S1Vol)                        || (i == DATA_SINA_STOCK_ITEM_INDEX_S2Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S3Vol)                        || (i == DATA_SINA_STOCK_ITEM_INDEX_S4Vol) || (i == DATA_SINA_STOCK_ITEM_INDEX_S5Vol))                    {                        m_stockDataArray[m_iCnt].llVal[i] = (unsigned long long )(_wtof(vecDetail[vecIndex++].c_str()));                    }                    else                    {                        m_stockDataArray[m_iCnt].llVal[i] = TF_GetCorrectPriceVar(vecDetail[vecIndex++]);                    }                }                //Stock Date                m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_Date] = _wtoi(vecDetail[vecIndex].substr(0,4).c_str())*10000 + _wtoi(vecDetail[vecIndex].substr(5,2).c_str())*100 + _wtoi(vecDetail[vecIndex].substr(8,2).c_str());                vecIndex++;                //Stock Time                m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_Time] = _wtoi(vecDetail[vecIndex].substr(0,4).c_str())*10000 + _wtoi(vecDetail[vecIndex].substr(3,2).c_str())*100 + _wtoi(vecDetail[vecIndex].substr(6,2).c_str());                vecIndex++;                //Stock Additional Code                m_stockDataArray[m_iCnt].llVal[DATA_SINA_STOCK_ITEM_INDEX_AddData] = _wtoi(vecDetail[vecIndex].c_str()) + 100;                //Process the vip data                m_stockDataArray[m_iCnt].ProcessVipData();                m_iCnt++;            }            it++;        }    }    return m_iCnt;}
       
      
     

工作线程，不断地去抓取全部股票的行情数据。