OpenClaw

xtdata

XtQuant market data module — real-time quotes, K-lines, tick, Level2, financials for QMT/miniQMT.

coderwpf0 来源安装数☆ 0 仓库 Starsv1.0.0

查看来源 ↗安装与使用 SKILL.md ↗

安装与使用

请根据来源仓库和你的 AI 工具说明安装此技能。先阅读技能文件和依赖要求，再添加到工作流。

SkillHub CLI

skillhub install coderwpf/xtdata

打开来源仓库，查看说明和兼容环境后，按来源提供的命令或步骤安装。

将来源链接提供给你的 Agent，让它先读取说明、核对依赖，并向你说明将执行的安装步骤。

查看来源 ↗使用指南

技能说明

XtData (XtQuant 行情模块)

xtdata is the market data module of XtQuant, 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

pip install xtquant

Connect

from xtquant import xtdata

xtdata.connect()  # connects to local miniQMT

Optionally specify data directory:

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

Download historical data

Must download before accessing local data:

# 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

# 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)

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

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

来源信息

Source: github
Repository: openclaw/skills
Path: skills/coderwpf/xtdata
Version: 1.0.0
Commit: 783d05b9ff6688ac4b7c803c89ff9210efb90e62
分类来源: rules
状态: active
可见性: public

这些信息来自收录时的来源分析，可能滞后；使用前请核对最新来源文件。

来源内容

SKILL.md

# 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)...

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