Because the data interface of Sina level2 has been removed.

Secondary product is a real-time market information charging service launched by Shanghai Stock Exchange, which mainly provides real-time trading data of securities products listed and traded on Shanghai Stock Exchange. Including ten-file market, trading queue, transaction by transaction, total entrusted amount and weighted price. Investors who use Level-2 software can see the situation of dealers and retail investors buying and selling stocks at any time during the opening hours.