This belongs to high-frequency market data. Are you talking about one-on-one entrustment or one-on-one transaction queuing? There are two ways to achieve this goal. If there is no high demand for data volume and transaction speed, the wind terminal has API quantitative interface. Just ask the account manager to open this. If the trading speed is high and quantitative trading is needed, use Feng Honghui's high-frequency database, and they will provide you with an account interface to directly obtain the data of various exchanges from it. Of course, there is a charge for both.