Datacube提供了包括股票、指数、基金、期货、数字货币在内的各类资产交易行情的分钟数据。但由于数据量庞大,服务器和带宽是一个很大的压力,所以目前设置了单独开权限机制,跟平台积分没有关系。
在使用方面,具体参数说明,可以参考通用行情接口获取更加详细的信息。
需要注意的几点:
- 由于服务器资源有限,目前只能一个个标的按时间段获取分钟,单次提取最多8000行数据
- 目前分钟频度包括1分、5、15、30、60分数据
- 数据每天收盘后处理更新,时间在17~21点之间完成
如果你已经拥有了分钟数据权限,可以通过以下推荐的方式来获取数据:
import dcube as ts
#获取股票1分钟数据
df = ts.pro_bar(ts_code='600000.SH',
freq='1min',
start_date='2020-01-07 09:00:00',
end_date='2020-01-08 17:00:00')
print(df)
ts_code trade_time open close high low vol \
0 600000.SH 2020-01-08 09:31:00 12.41 12.44 12.45 12.41 880140
1 600000.SH 2020-01-08 10:14:00 12.37 12.37 12.38 12.37 61300
2 600000.SH 2020-01-08 10:19:00 12.36 12.36 12.37 12.36 288400
3 600000.SH 2020-01-08 10:29:00 12.34 12.33 12.35 12.33 119100
4 600000.SH 2020-01-08 10:33:00 12.33 12.33 12.34 12.33 218700
5 600000.SH 2020-01-08 10:59:00 12.38 12.37 12.38 12.36 76600
6 600000.SH 2020-01-08 11:09:00 12.37 12.36 12.37 12.36 44777
7 600000.SH 2020-01-08 11:15:00 12.37 12.37 12.38 12.37 67500
8 600000.SH 2020-01-08 13:08:00 12.36 12.37 12.37 12.36 72300
9 600000.SH 2020-01-08 13:10:00 12.36 12.37 12.37 12.36 43300
10 600000.SH 2020-01-08 13:15:00 12.35 12.36 12.36 12.35 46900
11 600000.SH 2020-01-08 13:27:00 12.33 12.34 12.34 12.33 29300
12 600000.SH 2020-01-08 13:31:00 12.33 12.35 12.35 12.33 102301
13 600000.SH 2020-01-08 14:05:00 12.30 12.29 12.30 12.29 88000
14 600000.SH 2020-01-08 14:09:00 12.30 12.30 12.30 12.29 26400
15 600000.SH 2020-01-08 14:15:00 12.28 12.28 12.29 12.28 80926
16 600000.SH 2020-01-08 14:45:00 12.30 12.31 12.32 12.29 226800
#获取指数分钟数据
df = ts.pro_bar(ts_code='000001.SH',
asset='I',
freq='1min',
start_date='2020-01-07 09:00:00',
end_date='2020-01-08 17:00:00')
print(df)
ts_code trade_time open close high low \
0 000001.SH 2020-01-08 09:30:00 3094.239 3094.239 3094.239 3094.239
1 000001.SH 2020-01-08 09:34:00 3089.337 3091.416 3091.416 3089.311
2 000001.SH 2020-01-08 09:36:00 3092.239 3089.240 3092.239 3089.240
3 000001.SH 2020-01-08 09:37:00 3089.347 3089.743 3089.940 3089.347
4 000001.SH 2020-01-08 09:38:00 3089.405 3085.691 3089.862 3085.374
5 000001.SH 2020-01-08 09:40:00 3084.808 3088.857 3088.857 3084.808
6 000001.SH 2020-01-08 09:48:00 3090.286 3088.414 3090.350 3088.414
7 000001.SH 2020-01-08 09:52:00 3086.431 3085.874 3086.502 3085.469
8 000001.SH 2020-01-08 09:56:00 3087.642 3087.394 3088.178 3087.394
9 000001.SH 2020-01-08 09:59:00 3087.177 3086.959 3087.568 3086.754
10 000001.SH 2020-01-08 10:06:00 3090.386 3090.284 3090.741 3089.893
11 000001.SH 2020-01-08 10:14:00 3085.475 3084.236 3085.475 3084.236
12 000001.SH 2020-01-08 10:18:00 3081.099 3081.567 3081.581 3080.709
13 000001.SH 2020-01-08 10:39:00 3082.920 3083.558 3083.558 3082.769
14 000001.SH 2020-01-08 10:46:00 3084.164 3084.402 3084.802 3083.929
15 000001.SH 2020-01-08 10:50:00 3084.594 3084.198 3084.594 3083.419
#获取基金1分钟数据
df = ts.pro_bar(ts_code='150018.SZ',
asset='FD',
freq='1min',
start_date='2020-01-07 09:00:00',
end_date='2020-01-08 17:00:00')
#获取期货1分钟数据
df = ts.pro_bar(ts_code='CU2012.SHF',
asset='FT',
freq='1min',
start_date='2020-01-07 09:00:00',
end_date='2020-01-08 17:00:00')
print(df)
ts_code trade_time open close high low vol \
0 CU2012.SHF 2020-01-08 00:00:00 49300.0 49300.0 49300.0 49300.0 2
1 CU2012.SHF 2020-01-08 00:08:00 49300.0 49300.0 49300.0 49300.0 0
2 CU2012.SHF 2020-01-08 00:14:00 49300.0 49300.0 49300.0 49300.0 0
3 CU2012.SHF 2020-01-08 00:18:00 49300.0 49300.0 49300.0 49300.0 0
4 CU2012.SHF 2020-01-08 00:29:00 49300.0 49300.0 49300.0 49300.0 0
5 CU2012.SHF 2020-01-08 00:36:00 49300.0 49300.0 49300.0 49300.0 0
6 CU2012.SHF 2020-01-08 00:40:00 49300.0 49300.0 49300.0 49300.0 0
7 CU2012.SHF 2020-01-08 00:45:00 49300.0 49300.0 49300.0 49300.0 0
8 CU2012.SHF 2020-01-08 00:51:00 49300.0 49300.0 49300.0 49300.0 0
9 CU2012.SHF 2020-01-08 01:00:00 49300.0 49300.0 49300.0 49300.0 0
10 CU2012.SHF 2020-01-08 09:11:00 49300.0 49300.0 49300.0 49300.0 0
11 CU2012.SHF 2020-01-08 09:20:00 49300.0 49300.0 49300.0 49300.0 0
12 CU2012.SHF 2020-01-08 09:22:00 49300.0 49300.0 49300.0 49300.0 0
13 CU2012.SHF 2020-01-08 09:23:00 49300.0 49310.0 49310.0 49300.0 8
14 CU2012.SHF 2020-01-08 09:36:00 49310.0 49310.0 49310.0 49310.0 0
15 CU2012.SHF 2020-01-08 09:38:00 49310.0 49310.0 49310.0 49310.0 0
#获取数字货币分钟数据
df = pro.coin_mins(symbol='btcusdt',
exchange='huobi',
freq='1min',
trade_date='20200107')
print(df)
symbol date open high low close \
0 btcusdt 2020-01-07 00:00:00 7519.82 7529.11 7514.65 7528.39
1 btcusdt 2020-01-07 00:01:00 7527.31 7530.78 7526.02 7527.81
2 btcusdt 2020-01-07 00:02:00 7527.40 7528.94 7525.00 7525.58
3 btcusdt 2020-01-07 00:03:00 7525.11 7529.00 7524.12 7526.00
4 btcusdt 2020-01-07 00:04:00 7526.01 7526.49 7520.63 7521.90
5 btcusdt 2020-01-07 00:05:00 7522.47 7522.60 7517.34 7517.39
6 btcusdt 2020-01-07 00:06:00 7517.39 7519.13 7515.17 7516.09
7 btcusdt 2020-01-07 00:07:00 7516.90 7516.90 7511.00 7512.83
8 btcusdt 2020-01-07 00:08:00 7511.46 7513.72 7510.00 7512.71
9 btcusdt 2020-01-07 00:09:00 7512.73 7515.43 7510.61 7511.86
10 btcusdt 2020-01-07 00:10:00 7512.09 7521.82 7511.41 7521.82
11 btcusdt 2020-01-07 00:11:00 7521.81 7532.72 7521.65 7532.08
12 btcusdt 2020-01-07 00:12:00 7532.08 7532.08 7527.00 7529.15
13 btcusdt 2020-01-07 00:13:00 7529.79 7539.86 7529.79 7537.73
14 btcusdt 2020-01-07 00:14:00 7537.72 7538.91 7535.38 7535.38
15 btcusdt 2020-01-07 00:15:00 7535.00 7545.66 7534.40 7544.30
16 btcusdt 2020-01-07 00:16:00 7544.23 7546.75 7540.00 7540.74