中国ETF资金流向数据

接口：china_etf_money_flow
描述：根据level-2高频行情数据计算的中国ETF资金流向数据
限量：单次最大100000
数据更新频率：日
数据更新时间：15:00-16:30

输入参数

名称 类型 必选 描述
code str N 基金代码588100.SH
trade_dt str N 20251016

输出参数

名称 类型 默认显示 描述
s_info_windcode str Y
trade_dt str Y
buy_volume_exlarge_order float Y
sell_volume_exlarge_order float Y
buy_volume_large_order float Y
sell_volume_large_order float Y
buy_volume_med_order float Y
sell_volume_med_order float Y
buy_volume_small_order float Y
sell_volume_small_order float Y
trades_count float Y
buy_trades_exlarge_order float Y
sell_trades_exlarge_order float Y
buy_trades_large_order float Y
sell_trades_large_order float Y
buy_trades_med_order float Y
sell_trades_med_order float Y
buy_trades_small_order float Y
sell_trades_small_order float Y
volume_diff_small_trader float Y
volume_diff_small_trader_act float Y
volume_diff_med_trader float Y
volume_diff_med_trader_act float Y
volume_diff_large_trader float Y
volume_diff_large_trader_act float Y
volume_diff_institute float Y
volume_diff_institute_act float Y
value_diff_small_trader float Y
value_diff_small_trader_act float Y
value_diff_med_trader float Y
value_diff_med_trader_act float Y
value_diff_large_trader float Y
value_diff_large_trader_act float Y
value_diff_institute float Y
value_diff_institute_act float Y
s_mfd_inflowvolume float Y
net_inflow_rate_volume float Y
s_mfd_inflow_openvolume float Y
open_net_inflow_rate_volume float Y
s_mfd_inflow_closevolume float Y
close_net_inflow_rate_volume float Y
s_mfd_inflow float Y
net_inflow_rate_value float Y
s_mfd_inflow_open float Y
open_net_inflow_rate_value float Y
s_mfd_inflow_close float Y
close_net_inflow_rate_value float Y
tot_volume_bid float Y
tot_volume_ask float Y
moneyflow_pct_volume float Y
open_moneyflow_pct_volume float Y
close_moneyflow_pct_volume float Y
moneyflow_pct_value float Y
open_moneyflow_pct_value float Y
close_moneyflow_pct_value float Y
s_mfd_inflowvolume_large_order float Y
net_inflow_rate_volume_l float Y
s_mfd_inflow_large_order float Y
net_inflow_rate_value_l float Y
moneyflow_pct_volume_l float Y
moneyflow_pct_value_l float Y
s_mfd_inflow_openvolume_l float Y
open_net_inflow_rate_volume_l float Y
s_mfd_inflow_open_large_order float Y
open_net_inflow_rate_value_l float Y
open_moneyflow_pct_volume_l float Y
open_moneyflow_pct_value_l float Y
s_mfd_inflow_closevolume_l float Y
close_net_inflow_rate_volume_l float Y
s_mfd_inflow_close_large_order float Y
close_net_inflow_rate_valu_l float Y
close_moneyflow_pct_volume_l float Y
close_moneyflow_pct_value_l float Y
buy_value_exlarge_order_act float Y
sell_value_exlarge_order_act float Y
buy_value_large_order_act float Y
sell_value_large_order_act float Y
buy_value_med_order_act float Y
sell_value_med_order_act float Y
buy_value_small_order_act float Y
sell_value_small_order_act float Y
buy_volume_exlarge_order_act float Y
sell_volume_exlarge_order_act float Y
buy_volume_large_order_act float Y
sell_volume_large_order_act float Y
buy_volume_med_order_act float Y
sell_volume_med_order_act float Y
buy_volume_small_order_act float Y
sell_volume_small_order_act float Y
buy_value_exlarge_order float Y
sell_value_exlarge_order float Y
buy_value_large_order float Y
sell_value_large_order float Y
buy_value_med_order float Y
sell_value_med_order float Y
buy_value_small_order float Y
sell_value_small_order float Y

表信息

表中文名 表名 说明
中国ETF资金流向数据 ChinaETFMoneyFlow 根据level-2高频行情数据计算的中国ETF资金流向数据

示例

安装Python包

pip install dcube

导入datacube

import dcube as dc

用token初始化pro接口

pro = dc.pro_api('your token')

数据调取

df = pro.query('china_etf_money_flow', code='588100.SH', fields='s_info_windcode,trade_dt,trades_count,sell_volume_exlarge_order')

或者

df = pro.china_etf_money_flow(code='588100.SH')
置顶