Ricequant Docs

可获取上海黄金现货交易所上市的现货，包含黄金、铂金、白银等的基础信息及日行情、分钟行情、tick 行情数据，具体调用方式请参考:

合约列表，请使用 all_instruments 调取，参数及字段详情请参考 API-all_instruments.

In [4]: all_instruments('Spot')
Out[4]:
   de_listed_date exchange listed_date  market_tplus order_book_id              symbol            trading_hours  type
0      0000-00-00     SGEX  2003-07-30             0   PT9995.SGEX     铂金现货(Pt99.95合约)  09:31-11:30,13:01-15:00  Spot
1      0000-00-00     SGEX  2014-09-19             0  IAU100G.SGEX   国际黄金现货(iAu100g合约)  09:31-11:30,13:01-15:00  Spot
2      0000-00-00     SGEX  2006-10-30             0   AU9995.SGEX     黄金现货(Au99.95合约)  09:31-11:30,13:01-15:00  Spot
3      0000-00-00     SGEX  2002-10-30             0   AU9999.SGEX     黄金现货(Au99.99合约)  09:31-11:30,13:01-15:00  Spot
...

基础合约，请使用 instruments 调取，参数及字段详情请参考 API-all_instruments.

In [5]: instruments('AUTD.SGEX')
Out[5]: Instrument(order_book_id='AUTD.SGEX', symbol='黄金现货(Au(T+D)合约)', exchange='SGEX', listed_date='2004-08-16', type='Spot', de_listed_date='0000-00-00', trading_hours='09:31-11:30,13:01-15:00', market_tplus=0)

日行情数据，请使用 get_price 调取，参数及字段详情请参考 API-get_price.

In [7]: get_price('AUTD.SGEX',20200301,20200317)
Out[7]:
            open_interest    open    volume     low   close  total_turnover    high
2020-03-02       259220.0  365.30  189052.0  352.34  359.00    6.804021e+10  366.07
2020-03-03       256530.0  359.70   81836.0  356.17  358.23    2.927269e+10  359.98
...
2020-03-16       266458.0  354.89  320914.0  340.03  344.66    1.117367e+11  358.15
2020-03-17       277112.0  330.77  244946.0  330.77  330.78    8.159528e+10  339.50

分钟行情数据，可使用 get_price 调取历史和实时分钟数据，参数和字段详情请参考 API-get_price.

In [8]:get_price('AUTD.SGEX',20200810,20200810,'1m')
Out[8]:
close	high	low	open_interest	open	volume	trading_date	total_turnover
datetime
2020-08-07 20:01:00	443.55	444.86	443.12	290956.0	444.60	998.0	2020-08-10	443036900.0
2020-08-07 20:02:00	444.60	444.60	443.30	290876.0	443.60	1108.0	2020-08-10	491766680.0
2020-08-07 20:03:00	445.18	445.18	444.50	290974.0	444.60	822.0	2020-08-10	365613320.0
...
2020-08-10 15:28:00	441.91	441.91	441.82	300704.0	441.88	316.0	2020-08-10	139636220.0
2020-08-10 15:29:00	441.92	441.92	441.82	300718.0	441.90	156.0	2020-08-10	68934740.0
2020-08-10 15:30:00	442.00	442.00	441.90	289656.0	441.92	278.0	2020-08-10	122858880.0

使用 current_minute 获取 AUTD.SGEX 最近的分钟线数据，参数和字段请参考 API-current_minute.

In [9]:current_minute('AUTD.SGEX')
Out[9]:
                                        close	high	low	open	open_interest	total_turnover	trading_date	volume
order_book_id	datetime
AUTD.SGEX	2020-08-26 15:30:00	412.38	412.39	412.3	412.39	251432.0	47830960.0	20200826	116

tick 行情数据，可使用 get_price 调取历史和实时 tick 数据，参数和字段详情请参考 API-get_price.

In [10]:get_price('AUTD.SGEX',20200810,20200810,'tick')
Out[10]:
	trading_date	open	last	high	low	prev_settlement	prev_close	volume	open_interest	total_turnover	...	a2_v	a3_v	a4_v	a5_v	b1_v	b2_v	b3_v	b4_v	b5_v	change_rate
datetime
2020-08-07 19:33:16.446	2020-08-10	0.0	445.72	0.00	0.0	445.94	445.72	0.0	290930.0	0.000000e+00	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	-0.000493
2020-08-07 19:45:05.514	2020-08-10	0.0	445.72	0.00	0.0	445.94	445.72	0.0	290930.0	0.000000e+00	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	-0.000493
2020-08-07 19:45:16.267	2020-08-10	0.0	445.72	0.00	0.0	445.94	445.72	0.0	290930.0	0.000000e+00	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	-0.000493
...
2020-08-10 15:44:23.717	2020-08-10	444.6	442.00	447.09	438.9	445.94	445.72	171746.0	289656.0	7.603756e+10	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	-0.008835
2020-08-10 15:44:33.717	2020-08-10	444.6	442.00	447.09	438.9	445.94	445.72	171746.0	289656.0	7.603756e+10	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	-0.008835
2020-08-10 15:44:43.717	2020-08-10	444.6	442.00	447.09	438.9	445.94	445.72	171746.0	289656.0	7.603756e+10	...	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	-0.008835

使用 current_snapshot 获取 AUTD.SGEX 快照数据，参数和字段请参考 API-current_snapshot.

In [9]:current_snapshot('AUTD.SGEX')
Out[9]:
Tick(ask_vols: [3, 6, 3, 1, 1], asks: [412.38, 412.4, 412.45, 412.48, 412.49], bid_vols: [56, 2, 3, 1, 1], bids: [412.3, 412.25, 412.2, 412.17, 412.1], datetime: 2020-08-26 15:45:08.031000, high: 414.1, iopv: nan, last: 412.38, low: 411.16, open: 412.8, open_interest: 245154.0, order_book_id: AUTD.SGEX, prev_close: 413.8, prev_iopv: nan, prev_settlement: 414.68, total_turnover: 21982639060.0, trading_phase_code: None, volume: 53250)

# get_spot_benchmark_price - 获取现货早午盘价

get_price_change_rate(id_or_symbols, start_date='20130104', end_date='20140104', expect_df=True)

获取现货一段时间的早午盘价格。

# 参数

参数	类型	说明
id_or_symbols	str or str list	可输入 'AU9999.SGEX'或者'AG9999.SGEX'
start_date	str, datetime.date, datetime.datetime, pandasTimestamp	开始日期，默认为近 3 个月
end_date	str, datetime.date, datetime.datetime, pandasTimestamp	结束日期，默认为近 3 个月

# 返回

pandas DataFrame

返回	类型	说明
order_book_ids	str	合约代码
date	datetime.date	日期
morning	float	早盘价度
noon	float	午盘价度

# 范例

获取黄金一段时间的早午盘价格。

[In]
rqdatac.get_spot_benchmark_price('AU9999.SGEX',20230501,20230508)
[Out]
                          morning    noon
order_book_id date
AU9999.SGEX   2023-05-04   453.77  453.24
              2023-05-05   455.84  455.57

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