xtdata

# XtData (XtQuant 行情模块)

`xtdata` is the market data module of [XtQuant](http://dict.thinktrader.net/nativeApi/start_now.html), providing real-time and historical market data via the local miniQMT client.

> ⚠️ **Requires miniQMT running locally**. xtdata communicates with miniQMT via TCP to fetch data.

## Install

```bash
pip install xtquant
```

## Connect

```python
from xtquant import xtdata

xtdata.connect()  # connects to local miniQMT
```

Optionally specify data directory:

```python
xtdata.data_dir = r'D:\QMT\userdata_mini'
```

---

## Download historical data

Must download before accessing local data:

```python
# Download daily K-line
xtdata.download_history_data('000001.SZ', '1d', start_time='20240101', end_time='20240630')

# Download 1-minute K-line
xtdata.download_history_data('000001.SZ', '1m', start_time='20240101', end_time='20240630')

# Download tick data
xtdata.download_history_data('000001.SZ', 'tick', start_time='20240601', end_time='20240630')
```

## Get K-line data

```python
# Get market data (returns dict of DataFrames keyed by stock code)
data = xtdata.get_market_data_ex(
    [],                    # field_list, empty = all fields
    ['000001.SZ'],         # stock_list
    period='1d',           # tick, 1m, 5m, 15m, 30m, 1h, 1d, 1w, 1mon
    start_time='20240101',
    end_time='20240630',
    count=-1,              # -1 = all data
    dividend_type='front',  # none, front, back, front_ratio, back_ratio
    fill_data=True
)
df = data['000001.SZ']
# columns: open, high, low, close, volume, amount, settelementPrice, openInterest, preClose, suspendFlag
```

## Get local data (no download needed if already cached)

```python
data = xtdata.get_local_data(
    field_list=[],
    stock_list=['000001.SZ'],
    period='1d',
    start_time='20240101',
    end_time='20240630'
)
```

## Real-time subscription

### Subscribe single stock

```python
def on_data(datas):
    for stock_code, data in datas.items():
        print(stock_code, data)...