86 lines
2.6 KiB
Markdown
86 lines
2.6 KiB
Markdown
|
## 期权历史分钟行情
|
|||
|
|
----
|
|||
|
|
|
|||
|
|
接口：opt_mins
|
|||
|
|
描述：获取全市场期权合约分钟数据，支持1min/5min/15min/30min/60min行情，提供Python SDK和 http Restful API两种方式。
|
|||
|
|
限量：单次最大8000行数据，可以通过合约代码和时间循环获取。
|
|||
|
|
权限：120积分可以调取2次接口查看数据，正式权限请参阅 <u>[权限说明](https://tushare.pro/document/1?doc_id=290) </u> 。
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
**输入参数**
|
|||
|
|
|
|||
|
|
名称 | 类型 | 必选 | 描述
|
|||
|
|
---- | ----- | ---- | ----
|
|||
|
|
ts_code | str | Y | 股票代码，e.g：10007976.SH
|
|||
|
|
freq | str | Y | 分钟频度（1min/5min/15min/30min/60min）
|
|||
|
|
start_date | datetime | N | 开始日期 格式：2024-08-25 09:00:00
|
|||
|
|
end_date | datetime | N | 结束时间 格式：2024-08-25 19:00:00
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
|
|||
|
|
**freq参数说明**
|
|||
|
|
|
|||
|
|
freq | 说明
|
|||
|
|
--- | ----
|
|||
|
|
1min | 1分钟
|
|||
|
|
5min | 5分钟
|
|||
|
|
15min | 15分钟
|
|||
|
|
30min | 30分钟
|
|||
|
|
60min | 60分钟
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
**输出参数**
|
|||
|
|
|
|||
|
|
名称 | 类型 | 默认显示 | 描述
|
|||
|
|
--- | ---- | ---- | ----
|
|||
|
|
ts_code | str | Y | 股票代码
|
|||
|
|
trade_time | str | Y | 交易时间
|
|||
|
|
open | float | Y | 开盘价
|
|||
|
|
close | float | Y | 收盘价
|
|||
|
|
high | float | Y | 最高价
|
|||
|
|
low | float | Y | 最低价
|
|||
|
|
vol | int | Y | 成交量
|
|||
|
|
amount | float | Y | 成交金额
|
|||
|
|
oi | float | Y | 持仓量
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
**接口用法**
|
|||
|
|
|
|||
|
|
```python
|
|||
|
|
|
|||
|
|
pro = ts.pro_api()
|
|||
|
|
|
|||
|
|
df = pro.df = pro.opt_mins(ts_code='10007976.SH', freq='1min', start_date='2024-09-27 09:00:00', end_date='2024-09-27 19:00:00')
|
|||
|
|
|
|||
|
|
```
|
|||
|
|
|
|||
|
|
<br>
|
|||
|
|
<br>
|
|||
|
|
|
|||
|
|
|
|||
|
|
**数据样例**
|
|||
|
|
|
|||
|
|
|
|||
|
|
ts_code trade_time open close high low vol amount oi
|
|||
|
|
0 10007976.SH 2024-09-27T15:00:00 0.1267 0.1370 0.1370 0.1267 44.0 60280.0 6499.0
|
|||
|
|
1 10007976.SH 2024-09-27T14:59:00 0.1267 0.1267 0.1267 0.1267 0.0 0.0 6480.0
|
|||
|
|
2 10007976.SH 2024-09-27T14:58:00 0.1267 0.1267 0.1267 0.1267 0.0 0.0 6480.0
|
|||
|
|
3 10007976.SH 2024-09-27T14:57:00 0.1207 0.1267 0.1267 0.1207 25.0 31585.0 6480.0
|
|||
|
|
4 10007976.SH 2024-09-27T14:56:00 0.1199 0.1207 0.1235 0.1194 259.0 312561.0 6464.0
|
|||
|
|
.. ... ... ... ... ... ... ... ... ...
|
|||
|
|
236 10007976.SH 2024-09-27T09:34:00 0.0386 0.0386 0.0386 0.0386 0.0 0.0 86.0
|
|||
|
|
237 10007976.SH 2024-09-27T09:33:00 0.0386 0.0386 0.0386 0.0386 0.0 0.0 86.0
|
|||
|
|
238 10007976.SH 2024-09-27T09:32:00 0.0352 0.0386 0.0386 0.0348 6.0 2224.0 86.0
|
|||
|
|
239 10007976.SH 2024-09-27T09:31:00 0.0261 0.0352 0.0368 0.0261 76.0 24668.0 80.0
|
|||
|
|
240 10007976.SH 2024-09-27T09:30:00 0.0254 0.0254 0.0254 0.0254 4.0 1016.0 4.0
|
|||
|
|
|
|||
|
|
|