- Implemented a function to fetch futures data from the API with error handling and response validation. - Added example usage for fetching and saving K-line data to CSV. - Updated CSV files with new data entries for specified date ranges. - Enhanced the structure of the data retrieval function to include parameters for depth and adjust type.
2.6 KiB
2.6 KiB
| 1 | datetime | symbol | open | high | low | close | volume | turnover | open_interest |
|---|---|---|---|---|---|---|---|---|---|
| 2 | 2025/10/9 9:30:00 | IM2512 | 7444 | 7445.2 | 7443.8 | 7445.2 | 406 | 604503760 | -176 |
| 3 | 2025/10/9 9:45:00 | IM2512 | 7448 | 7497.8 | 7430.8 | 7482.6 | 20461 | 30561185000 | -6689 |
| 4 | 2025/10/9 10:00:00 | IM2512 | 7482.6 | 7486.6 | 7413.2 | 7438.2 | 16226 | 24136810440 | -3489 |
| 5 | 2025/10/9 10:15:00 | IM2512 | 7436.6 | 7495.4 | 7425 | 7485 | 11496 | 17154464040 | -1823 |
| 6 | 2025/10/9 10:30:00 | IM2512 | 7485.4 | 7490 | 7472.2 | 7488.6 | 7543 | 11285654240 | -324 |
| 7 | 2025/10/9 10:45:00 | IM2512 | 7500 | 7517.8 | 7481.4 | 7508.6 | 9391 | 14084729600 | 584 |
| 8 | 2025/10/9 11:00:00 | IM2512 | 7508 | 7519 | 7484 | 7497.6 | 7377 | 11069550680 | -184 |
| 9 | 2025/10/9 11:15:00 | IM2512 | 7498.2 | 7512.6 | 7493.2 | 7509.4 | 5153 | 7733800280 | 330 |
| 10 | 2025/10/9 11:30:00 | IM2512 | 7511.8 | 7515 | 7491.8 | 7497.8 | 4425 | 6640375520 | 639 |
| 11 | 2025/10/9 13:00:00 | IM2512 | 7496.2 | 7496.8 | 7496.2 | 7496.8 | 32 | 47974960 | -1 |
| 12 | 2025/10/9 13:15:00 | IM2512 | 7497.2 | 7499.2 | 7475.2 | 7485.8 | 6500 | 9733899920 | 589 |
| 13 | 2025/10/9 13:30:00 | IM2512 | 7486 | 7490.4 | 7466.6 | 7486 | 5213 | 7795326120 | 634 |
| 14 | 2025/10/9 13:45:00 | IM2512 | 7487.4 | 7494.4 | 7477 | 7477 | 3671 | 5497097120 | 740 |
| 15 | 2025/10/9 14:00:00 | IM2512 | 7476.2 | 7489 | 7456.4 | 7486.2 | 7696 | 11501011000 | 1633 |
| 16 | 2025/10/9 14:15:00 | IM2512 | 7485 | 7502.6 | 7477 | 7481.8 | 5525 | 8276203640 | 1217 |
| 17 | 2025/10/9 14:30:00 | IM2512 | 7481 | 7492 | 7447.4 | 7455.8 | 7169 | 10703287880 | 1738 |
| 18 | 2025/10/9 14:45:00 | IM2512 | 7455.8 | 7468 | 7454.2 | 7461.6 | 4891 | 7299102080 | 1399 |
| 19 | 2025/10/9 15:00:00 | IM2512 | 7461 | 7468 | 7449.6 | 7449.6 | 7203 | 10744653160 | 1766 |
| 20 | 2025/10/10 9:30:00 | IM2512 | 7415 | 7417.6 | 7415 | 7417.4 | 595 | 882483920 | -241 |
| 21 | 2025/10/10 9:45:00 | IM2512 | 7416.8 | 7433 | 7353.2 | 7353.2 | 26824 | 39698311640 | -12378 |
| 22 | 2025/10/10 10:00:00 | IM2512 | 7352.6 | 7379.8 | 7339 | 7359.8 | 18742 | 27579709040 | -3461 |
| 23 | 2025/10/10 10:15:00 | IM2512 | 7357.8 | 7375.6 | 7340 | 7343 | 9092 | 13374526160 | -296 |
| 24 | 2025/10/10 10:30:00 | IM2512 | 7343.8 | 7373 | 7331.6 | 7373 | 8344 | 12267357720 | 263 |
| 25 | 2025/10/10 10:45:00 | IM2512 | 7374 | 7397.8 | 7373 | 7374.4 | 8100 | 11962701680 | 689 |
| 26 | 2025/10/10 11:00:00 | IM2512 | 7373.8 | 7391.6 | 7369.6 | 7375.8 | 4499 | 6640018080 | 130 |
| 27 | 2025/10/10 11:15:00 | IM2512 | 7375.6 | 7379 | 7357.4 | 7361.2 | 5339 | 7867726520 | 783 |
| 28 | 2025/10/10 11:30:00 | IM2512 | 7361.6 | 7367.2 | 7337 | 7349.2 | 6178 | 9084385760 | 679 |
| 29 | 2025/10/10 13:00:00 | IM2512 | 7350.8 | 7350.8 | 7349 | 7349 | 37 | 54391480 | 7 |
| 30 | 2025/10/10 13:15:00 | IM2512 | 7349 | 7366.6 | 7341.8 | 7361.2 | 5066 | 7453994640 | 1220 |
| 31 | 2025/10/10 13:30:00 | IM2512 | 7360.8 | 7365 | 7349.8 | 7358.6 | 3472 | 5108998600 | 1031 |
| 32 | 2025/10/10 13:45:00 | IM2512 | 7358 | 7371.4 | 7335 | 7345.4 | 6372 | 9368157960 | 1088 |
| 33 | 2025/10/10 14:00:00 | IM2512 | 7346.4 | 7380.6 | 7342 | 7380.6 | 7364 | 10842634240 | 2320 |
| 34 | 2025/10/10 14:15:00 | IM2512 | 7381.8 | 7386.8 | 7340.6 | 7340.6 | 7534 | 11087884440 | 2262 |
| 35 | 2025/10/10 14:30:00 | IM2512 | 7341.4 | 7353 | 7330.2 | 7347.6 | 6980 | 10249484440 | 2363 |
| 36 | 2025/10/10 14:45:00 | IM2512 | 7348.4 | 7364.4 | 7335.4 | 7342.4 | 5690 | 8364008080 | 2237 |
| 37 | 2025/10/10 15:00:00 | IM2512 | 7342.4 | 7348.2 | 7327.2 | 7340.4 | 9841 | 14443336560 | 2355 |