接口：fut_daily
描述：期货日线行情数据
限量：单次最大2000条，总量不限制
积分：用户需要至少200积分才可以调取，未来可能调整积分，请尽量多的积累积分。具体请参阅积分获取办法
输入参数
| 名称 | 类型 | 必选 | 描述 |
|---|---|---|---|
| trade_date | str | N | 交易日期 |
| ts_code | str | N | 合约代码 |
| exchange | str | N | 交易所代码 |
| start_date | str | N | 开始日期 |
| end_date | str | N | 结束日期 |
输出参数
| 名称 | 类型 | 默认显示 | 描述 |
|---|---|---|---|
| ts_code | str | Y | TS合约代码 |
| trade_date | str | Y | 交易日期 |
| pre_close | float | Y | 昨收盘价 |
| pre_settle | float | Y | 昨结算价 |
| open | float | Y | 开盘价 |
| high | float | Y | 最高价 |
| low | float | Y | 最低价 |
| close | float | Y | 收盘价 |
| settle | float | Y | 结算价 |
| change1 | float | Y | 涨跌1 收盘价-昨结算价 |
| change2 | float | Y | 涨跌2 结算价-昨结算价 |
| vol | float | Y | 成交量(手) |
| amount | float | Y | 成交金额(万元) |
| oi | float | Y | 持仓量(手) |
| oi_chg | float | Y | 持仓量变化 |
| delv_settle | float | N | 交割结算价 |
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('fut_daily', trade_date='20181113', exchange='DCE', fields='ts_code,trade_date,pre_close,pre_settle,open,high,low,close,settle,vol')或者
df = pro.fut_daily(ts_code='CU1811.SHF', start_date='20180101', end_date='20181113')数据示例
ts_code trade_date pre_close pre_settle open high low \
0 CU1811.SHF 20181113 48900.0 49030.0 48910.0 49040.0 48700.0
1 CU1811.SHF 20181112 49270.0 49340.0 49130.0 49200.0 48860.0
2 CU1811.SHF 20181109 49440.0 49500.0 49340.0 49530.0 49120.0
3 CU1811.SHF 20181108 49470.0 49460.0 49600.0 49680.0 49350.0
4 CU1811.SHF 20181107 49670.0 49630.0 49640.0 49850.0 49260.0
5 CU1811.SHF 20181106 49780.0 49890.0 49800.0 49860.0 49500.0
6 CU1811.SHF 20181105 49820.0 49340.0 49820.0 50290.0 49720.0
7 CU1811.SHF 20181102 48680.0 48720.0 48780.0 49930.0 48750.0
8 CU1811.SHF 20181101 49100.0 49120.0 49050.0 49170.0 48510.0
9 CU1811.SHF 20181031 49650.0 49680.0 49480.0 49480.0 48900.0
10 CU1811.SHF 20181030 49700.0 49830.0 50020.0 50050.0 49530.0
11 CU1811.SHF 20181029 49680.0 49930.0 49680.0 50100.0 49560.0
12 CU1811.SHF 20181026 49750.0 49680.0 49960.0 50300.0 49670.0
13 CU1811.SHF 20181025 50270.0 50090.0 50070.0 50170.0 49350.0
14 CU1811.SHF 20181024 50100.0 50330.0 49920.0 50290.0 49850.0
15 CU1811.SHF 20181023 50540.0 50450.0 50710.0 50780.0 50040.0
16 CU1811.SHF 20181022 50270.0 50080.0 50480.0 50610.0 50250.0
17 CU1811.SHF 20181019 50130.0 50280.0 50000.0 50310.0 49850.0
18 CU1811.SHF 20181018 50290.0 50230.0 50380.0 50560.0 50000.0
19 CU1811.SHF 20181017 50190.0 50510.0 50330.0 50380.0 50030.0
20 CU1811.SHF 20181016 50570.0 50780.0 50780.0 50960.0 50130.0
close settle change1 change2 vol amount oi \
0 49030.0 48830.0 0.0 -200.0 17270.0 421721.70 16110.0
1 48900.0 49030.0 -440.0 -310.0 27710.0 679447.85 22940.0
2 49270.0 49340.0 -230.0 -160.0 22530.0 555910.15 30100.0
3 49440.0 49500.0 -20.0 40.0 22290.0 551708.00 34800.0
4 49470.0 49460.0 -160.0 -170.0 26850.0 664040.10 38330.0
5 49670.0 49630.0 -220.0 -260.0 21920.0 543949.90 42890.0
6 49780.0 49890.0 440.0 550.0 30430.0 759128.50 46570.0
7 49820.0 49340.0 1100.0 620.0 33220.0 819667.00 50030.0
8 48680.0 48720.0 -440.0 -400.0 34450.0 839294.60 54440.0
9 49100.0 49120.0 -580.0 -560.0 57280.0 1406889.52 56170.0
10 49650.0 49680.0 -180.0 -150.0 55614.0 1381482.82 64048.0
11 49700.0 49830.0 -230.0 -100.0 53786.0 1340288.82 73114.0
12 49680.0 49930.0 0.0 250.0 49496.0 1235819.76 80648.0
13 49750.0 49680.0 -340.0 -410.0 91260.0 2266903.68 84580.0
14 50270.0 50090.0 -60.0 -240.0 94348.0 2363108.67 95734.0
15 50100.0 50330.0 -350.0 -120.0 82700.0 2081209.96 116458.0
16 50540.0 50450.0 460.0 370.0 90744.0 2289330.09 131412.0
17 50270.0 50080.0 -10.0 -200.0 109650.0 2745775.65 140034.0
18 50130.0 50280.0 -100.0 50.0 120742.0 3035613.40 147102.0
19 50290.0 50230.0 -220.0 -280.0 111464.0 2799654.18 160952.0
20 50190.0 50510.0 -590.0 -270.0 149838.0 3784650.23 168606.0
oi_chg
0 0.0
1 -440.0
2 -230.0
3 -20.0
4 -160.0
5 -220.0
6 440.0
7 1100.0
8 -440.0
9 -580.0
10 -180.0
11 -230.0
12 0.0
13 -340.0
14 -60.0
15 -350.0
16 460.0
17 -10.0
18 -100.0
19 -220.0
20 -590.0