01e5dc9b82
- 通过 Tushare HTTP API 获取活跃合约列表和日线行情 - 数据按品种分文件夹存储为 CSV - 添加 README 项目说明和字段文档 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
6.7 KiB
6.7 KiB
| 1 | ts_code | trade_date | pre_close | pre_settle | open | high | low | close | settle | change1 | change2 | vol | amount | oi | oi_chg | delv_settle |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | FG2704.ZCE | 20260416 | 1190.0 | 1225.0 | 1225.0 | 1199.0 | 1210.0 | 1208.0 | 20.0 | 18.0 | 258.0 | 623.1 | 190.0 | |||
| 3 | FG2704.ZCE | 20260417 | 1210.0 | 1208.0 | 1204.0 | 1225.0 | 1195.0 | 1215.0 | 1207.0 | 7.0 | -1.0 | 518.0 | 1250.87 | 469.0 | 279.0 | |
| 4 | FG2704.ZCE | 20260420 | 1215.0 | 1207.0 | 1220.0 | 1226.0 | 1210.0 | 1221.0 | 1219.0 | 14.0 | 12.0 | 248.0 | 604.57 | 591.0 | 122.0 | |
| 5 | FG2704.ZCE | 20260421 | 1221.0 | 1219.0 | 1226.0 | 1226.0 | 1212.0 | 1218.0 | 1220.0 | -1.0 | 1.0 | 195.0 | 475.78 | 630.0 | 39.0 | |
| 6 | FG2704.ZCE | 20260422 | 1218.0 | 1220.0 | 1220.0 | 1226.0 | 1214.0 | 1225.0 | 1221.0 | 5.0 | 1.0 | 157.0 | 383.47 | 696.0 | 66.0 | |
| 7 | FG2704.ZCE | 20260423 | 1225.0 | 1221.0 | 1229.0 | 1239.0 | 1223.0 | 1224.0 | 1231.0 | 3.0 | 10.0 | 312.0 | 768.36 | 793.0 | 97.0 | |
| 8 | FG2704.ZCE | 20260424 | 1224.0 | 1231.0 | 1222.0 | 1230.0 | 1220.0 | 1222.0 | 1224.0 | -9.0 | -7.0 | 151.0 | 369.52 | 750.0 | -43.0 | |
| 9 | FG2704.ZCE | 20260427 | 1222.0 | 1224.0 | 1218.0 | 1231.0 | 1215.0 | 1215.0 | 1218.0 | -9.0 | -6.0 | 297.0 | 723.74 | 873.0 | 123.0 | |
| 10 | FG2704.ZCE | 20260428 | 1215.0 | 1218.0 | 1216.0 | 1216.0 | 1193.0 | 1198.0 | 1204.0 | -20.0 | -14.0 | 389.0 | 936.68 | 839.0 | -34.0 | |
| 11 | FG2704.ZCE | 20260429 | 1198.0 | 1204.0 | 1196.0 | 1200.0 | 1190.0 | 1197.0 | 1195.0 | -7.0 | -9.0 | 298.0 | 712.33 | 811.0 | -28.0 | |
| 12 | FG2704.ZCE | 20260430 | 1197.0 | 1195.0 | 1195.0 | 1208.0 | 1186.0 | 1206.0 | 1197.0 | 11.0 | 2.0 | 428.0 | 1024.53 | 912.0 | 101.0 | |
| 13 | FG2704.ZCE | 20260506 | 1206.0 | 1197.0 | 1204.0 | 1222.0 | 1203.0 | 1219.0 | 1214.0 | 22.0 | 17.0 | 240.0 | 582.89 | 961.0 | 49.0 | |
| 14 | FG2704.ZCE | 20260507 | 1219.0 | 1214.0 | 1214.0 | 1232.0 | 1214.0 | 1225.0 | 1223.0 | 11.0 | 9.0 | 396.0 | 968.24 | 1205.0 | 244.0 | |
| 15 | FG2704.ZCE | 20260508 | 1225.0 | 1223.0 | 1220.0 | 1226.0 | 1212.0 | 1212.0 | 1219.0 | -11.0 | -4.0 | 277.0 | 675.12 | 1225.0 | 20.0 | |
| 16 | FG2704.ZCE | 20260511 | 1212.0 | 1219.0 | 1210.0 | 1226.0 | 1208.0 | 1222.0 | 1218.0 | 3.0 | -1.0 | 324.0 | 789.3 | 1372.0 | 147.0 | |
| 17 | FG2704.ZCE | 20260512 | 1222.0 | 1218.0 | 1219.0 | 1224.0 | 1213.0 | 1214.0 | 1218.0 | -4.0 | 0.0 | 215.0 | 523.58 | 1391.0 | 19.0 | |
| 18 | FG2704.ZCE | 20260513 | 1214.0 | 1218.0 | 1213.0 | 1228.0 | 1208.0 | 1224.0 | 1221.0 | 6.0 | 3.0 | 403.0 | 984.49 | 1596.0 | 205.0 | |
| 19 | FG2704.ZCE | 20260514 | 1224.0 | 1221.0 | 1228.0 | 1228.0 | 1214.0 | 1217.0 | 1220.0 | -4.0 | -1.0 | 335.0 | 817.22 | 1539.0 | -57.0 | |
| 20 | FG2704.ZCE | 20260515 | 1217.0 | 1220.0 | 1214.0 | 1219.0 | 1206.0 | 1208.0 | 1211.0 | -12.0 | -9.0 | 376.0 | 910.57 | 1462.0 | -77.0 | |
| 21 | FG2704.ZCE | 20260518 | 1208.0 | 1211.0 | 1205.0 | 1210.0 | 1194.0 | 1204.0 | 1204.0 | -7.0 | -7.0 | 435.0 | 1047.19 | 1418.0 | -44.0 | |
| 22 | FG2704.ZCE | 20260519 | 1204.0 | 1204.0 | 1205.0 | 1205.0 | 1192.0 | 1194.0 | 1198.0 | -10.0 | -6.0 | 303.0 | 725.98 | 1403.0 | -15.0 | |
| 23 | FG2704.ZCE | 20260520 | 1194.0 | 1198.0 | 1198.0 | 1204.0 | 1174.0 | 1179.0 | 1183.0 | -19.0 | -15.0 | 683.0 | 1615.61 | 1397.0 | -6.0 | |
| 24 | FG2704.ZCE | 20260521 | 1179.0 | 1183.0 | 1178.0 | 1198.0 | 1175.0 | 1188.0 | 1187.0 | 5.0 | 4.0 | 559.0 | 1326.71 | 1594.0 | 197.0 | |
| 25 | FG2704.ZCE | 20260522 | 1188.0 | 1187.0 | 1192.0 | 1193.0 | 1181.0 | 1186.0 | 1187.0 | -1.0 | 0.0 | 308.0 | 730.92 | 1585.0 | -9.0 | |
| 26 | FG2704.ZCE | 20260525 | 1186.0 | 1187.0 | 1189.0 | 1219.0 | 1183.0 | 1205.0 | 1198.0 | 18.0 | 11.0 | 564.0 | 1351.32 | 1575.0 | -10.0 | |
| 27 | FG2704.ZCE | 20260526 | 1205.0 | 1198.0 | 1201.0 | 1201.0 | 1187.0 | 1188.0 | 1191.0 | -10.0 | -7.0 | 291.0 | 692.92 | 1565.0 | -10.0 | |
| 28 | FG2704.ZCE | 20260527 | 1188.0 | 1191.0 | 1182.0 | 1200.0 | 1182.0 | 1196.0 | 1194.0 | 5.0 | 3.0 | 344.0 | 821.72 | 1730.0 | 165.0 | |
| 29 | FG2704.ZCE | 20260528 | 1196.0 | 1194.0 | 1200.0 | 1202.0 | 1195.0 | 1200.0 | 1200.0 | 6.0 | 6.0 | 163.0 | 391.06 | 1788.0 | 58.0 | |
| 30 | FG2704.ZCE | 20260529 | 1200.0 | 1200.0 | 1200.0 | 1215.0 | 1198.0 | 1213.0 | 1207.0 | 13.0 | 7.0 | 439.0 | 1059.8 | 1976.0 | 188.0 | |
| 31 | FG2704.ZCE | 20260601 | 1213.0 | 1207.0 | 1212.0 | 1222.0 | 1206.0 | 1218.0 | 1215.0 | 11.0 | 8.0 | 355.0 | 862.79 | 2057.0 | 81.0 | |
| 32 | FG2704.ZCE | 20260602 | 1218.0 | 1215.0 | 1213.0 | 1216.0 | 1204.0 | 1210.0 | 1209.0 | -5.0 | -6.0 | 185.0 | 447.41 | 2023.0 | -34.0 | |
| 33 | FG2704.ZCE | 20260603 | 1210.0 | 1209.0 | 1208.0 | 1214.0 | 1206.0 | 1210.0 | 1209.0 | 1.0 | 0.0 | 200.0 | 483.72 | 1992.0 | -31.0 | |
| 34 | FG2704.ZCE | 20260604 | 1210.0 | 1209.0 | 1209.0 | 1211.0 | 1191.0 | 1192.0 | 1198.0 | -17.0 | -11.0 | 601.0 | 1440.01 | 1999.0 | 7.0 | |
| 35 | FG2704.ZCE | 20260605 | 1192.0 | 1198.0 | 1192.0 | 1196.0 | 1175.0 | 1178.0 | 1183.0 | -20.0 | -15.0 | 605.0 | 1432.02 | 1934.0 | -65.0 | |
| 36 | FG2704.ZCE | 20260608 | 1178.0 | 1183.0 | 1174.0 | 1177.0 | 1166.0 | 1170.0 | 1172.0 | -13.0 | -11.0 | 537.0 | 1258.82 | 2017.0 | 83.0 | |
| 37 | FG2704.ZCE | 20260609 | 1170.0 | 1172.0 | 1171.0 | 1172.0 | 1163.0 | 1163.0 | 1166.0 | -9.0 | -6.0 | 518.0 | 1207.98 | 1906.0 | -111.0 | |
| 38 | FG2704.ZCE | 20260610 | 1163.0 | 1166.0 | 1160.0 | 1165.0 | 1151.0 | 1158.0 | 1160.0 | -8.0 | -6.0 | 805.0 | 1868.26 | 1790.0 | -116.0 | |
| 39 | FG2704.ZCE | 20260611 | 1158.0 | 1160.0 | 1159.0 | 1163.0 | 1151.0 | 1159.0 | 1156.0 | -1.0 | -4.0 | 575.0 | 1329.12 | 1754.0 | -36.0 | |
| 40 | FG2704.ZCE | 20260612 | 1159.0 | 1156.0 | 1159.0 | 1161.0 | 1151.0 | 1155.0 | 1155.0 | -1.0 | -1.0 | 273.0 | 630.79 | 1749.0 | -5.0 | |
| 41 | FG2704.ZCE | 20260615 | 1155.0 | 1155.0 | 1156.0 | 1184.0 | 1155.0 | 1180.0 | 1170.0 | 25.0 | 15.0 | 721.0 | 1687.37 | 1787.0 | 38.0 | |
| 42 | FG2704.ZCE | 20260616 | 1180.0 | 1170.0 | 1180.0 | 1187.0 | 1165.0 | 1170.0 | 1173.0 | 0.0 | 3.0 | 446.0 | 1046.13 | 1870.0 | 83.0 | |
| 43 | FG2704.ZCE | 20260617 | 1170.0 | 1173.0 | 1170.0 | 1178.0 | 1161.0 | 1161.0 | 1168.0 | -12.0 | -5.0 | 485.0 | 1132.62 | 1853.0 | -17.0 | |
| 44 | FG2704.ZCE | 20260618 | 1161.0 | 1168.0 | 1161.0 | 1162.0 | 1144.0 | 1146.0 | 1154.0 | -22.0 | -14.0 | 516.0 | 1190.66 | 1695.0 | -158.0 | |
| 45 | FG2704.ZCE | 20260622 | 1146.0 | 1154.0 | 1147.0 | 1151.0 | 1143.0 | 1147.0 | 1147.0 | -7.0 | -7.0 | 190.0 | 435.83 | 1667.0 | -28.0 | |
| 46 | FG2704.ZCE | 20260623 | 1147.0 | 1147.0 | 1142.0 | 1146.0 | 1133.0 | 1137.0 | 1138.0 | -10.0 | -9.0 | 299.0 | 680.72 | 1651.0 | -16.0 | |
| 47 | FG2704.ZCE | 20260624 | 1137.0 | 1138.0 | 1139.0 | 1153.0 | 1136.0 | 1143.0 | 1143.0 | 5.0 | 5.0 | 440.0 | 1005.61 | 1795.0 | 144.0 | |
| 48 | FG2704.ZCE | 20260625 | 1143.0 | 1143.0 | 1146.0 | 1150.0 | 1138.0 | 1143.0 | 1144.0 | 0.0 | 1.0 | 238.0 | 544.56 | 1799.0 | 4.0 | |
| 49 | FG2704.ZCE | 20260626 | 1143.0 | 1144.0 | 1142.0 | 1145.0 | 1128.0 | 1134.0 | 1135.0 | -10.0 | -9.0 | 332.0 | 753.8 | 1725.0 | -74.0 | |
| 50 | FG2704.ZCE | 20260629 | 1134.0 | 1135.0 | 1136.0 | 1140.0 | 1130.0 | 1139.0 | 1134.0 | 4.0 | -1.0 | 268.0 | 607.97 | 1751.0 | 26.0 | |
| 51 | FG2704.ZCE | 20260630 | 1139.0 | 1134.0 | 1135.0 | 1138.0 | 1129.0 | 1133.0 | 1132.0 | -1.0 | -2.0 | 333.0 | 754.13 | 1684.0 | -67.0 | |
| 52 | FG2704.ZCE | 20260701 | 1133.0 | 1132.0 | 1132.0 | 1135.0 | 1123.0 | 1128.0 | 1129.0 | -4.0 | -3.0 | 329.0 | 742.81 | 1726.0 | 42.0 | |
| 53 | FG2704.ZCE | 20260702 | 1128.0 | 1129.0 | 1126.0 | 1134.0 | 1124.0 | 1127.0 | 1128.0 | -2.0 | -1.0 | 271.0 | 611.58 | 1756.0 | 30.0 | |
| 54 | FG2704.ZCE | 20260703 | 1127.0 | 1128.0 | 1127.0 | 1141.0 | 1127.0 | 1134.0 | 1136.0 | 6.0 | 8.0 | 261.0 | 593.24 | 1715.0 | -41.0 | |
| 55 | FG2704.ZCE | 20260706 | 1134.0 | 1136.0 | 1141.0 | 1142.0 | 1129.0 | 1132.0 | 1134.0 | -4.0 | -2.0 | 366.0 | 830.19 | 1588.0 | -127.0 | |
| 56 | FG2704.ZCE | 20260707 | 1132.0 | 1134.0 | 1127.0 | 1129.0 | 1117.0 | 1117.0 | 1122.0 | -17.0 | -12.0 | 298.0 | 668.65 | 1590.0 | 2.0 | |
| 57 | FG2704.ZCE | 20260708 | 1117.0 | 1122.0 | 1120.0 | 1212.0 | 1112.0 | 1123.0 | 1128.0 | 1.0 | 6.0 | 388.0 | 874.94 | 1553.0 | -37.0 | |
| 58 | FG2704.ZCE | 20260709 | 1123.0 | 1128.0 | 1122.0 | 1122.0 | 1110.0 | 1116.0 | 1115.0 | -12.0 | -13.0 | 292.0 | 650.96 | 1560.0 | 7.0 | |
| 59 | FG2704.ZCE | 20260710 | 1116.0 | 1115.0 | 1120.0 | 1128.0 | 1113.0 | 1120.0 | 1122.0 | 5.0 | 7.0 | 308.0 | 691.07 | 1584.0 | 24.0 | |
| 60 | FG2704.ZCE | 20260713 | 1120.0 | 1122.0 | 1120.0 | 1122.0 | 1108.0 | 1109.0 | 1115.0 | -13.0 | -7.0 | 254.0 | 566.62 | 1546.0 | -38.0 | |
| 61 | FG2704.ZCE | 20260714 | 1109.0 | 1115.0 | 1109.0 | 1114.0 | 1106.0 | 1111.0 | 1111.0 | -4.0 | -4.0 | 210.0 | 466.42 | 1544.0 | -2.0 | |
| 62 | FG2704.ZCE | 20260715 | 1111.0 | 1111.0 | 1111.0 | 1113.0 | 1105.0 | 1105.0 | 1108.0 | -6.0 | -3.0 | 192.0 | 425.49 | 1546.0 | 2.0 | |
| 63 | FG2704.ZCE | 20260716 | 1105.0 | 1108.0 | 1105.0 | 1107.0 | 1088.0 | 1090.0 | 1093.0 | -18.0 | -15.0 | 465.0 | 1016.78 | 1446.0 | -100.0 | |
| 64 | FG2704.ZCE | 20260717 | 1090.0 | 1093.0 | 1088.0 | 1088.0 | 1063.0 | 1064.0 | 1078.0 | -29.0 | -15.0 | 898.0 | 1936.63 | 1432.0 | -14.0 |