Files
Quant_Code/2.数据下载与处理/ssquant_download/IM888_2025-10-01_2025-10-10_1m.csv
zhoujie 800883b6ec Add data retrieval and processing scripts for futures data
- 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.
2025-11-21 20:24:49 +08:00

5.9 KiB

1datetimesymbolopenhighlowclosevolumeamountopenintcumulative_openintopen_askpopen_bidpclose_askpclose_bidp开仓平仓多开空开多平空平双开双平双换BS未知
22025-10-09 09:30:00IM25127444.07445.27443.87445.2406604503760-1761833467445.07443.27448.07447.204060011923005702301190
32025-10-09 09:45:00IM25127448.07497.87430.87482.62046130561185000-66891766577448.07447.27484.07482.62468166201079932673873344572548261841376701112
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52025-10-09 10:15:00IM25127436.67495.47425.07485.01149617154464040-18231713457436.87435.87486.27485.63312678211541312256729058461310322405938791080
62025-10-09 10:30:00IM25127485.47490.07472.27488.6754311285654240-3241710197486.47485.07488.87488.628753611118412711454146842068921826522725839
72025-10-09 10:45:00IM25127500.07517.87481.47508.69391140847296005841716537500.07498.87509.07508.2445935071930182214201590707497389352032421036
82025-10-09 11:00:00IM25127508.07519.07484.07497.6737711069550680-1841714697508.87508.07498.07497.6283632271194126913961220373611272241426651042
92025-10-09 11:15:00IM25127498.27512.67493.27509.4515377338002803301717957498.87498.27510.07509.423931709118089962676331432022419431525827
102025-10-09 11:30:00IM25127511.87515.07491.87497.8442566403755206391724387511.87510.87497.87496.223511271991104655455431416318415451600619
112025-10-09 13:00:00IM25127496.27496.87496.27496.83247974960-11724377496.27495.67497.47496.80800800000824
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192025-10-09 15:00:00IM25127461.07468.07449.67449.672031074465316017661821617461.87461.27450.67449.6460315731749237584357847915211423273218913
202025-10-10 09:30:00IM25127415.07417.67415.07417.4595882483920-2411819207417.47415.07416.87412.0915049102452590003502450
212025-10-10 09:45:00IM25127416.87433.07353.27353.22682439698311640-123781695427416.87415.67353.47353.214832455460248811019956239339732431016411507544
222025-10-10 10:00:00IM25127352.67379.87339.07359.81874227579709040-34611660817352.47352.07359.47358.044471280015701977533153349002135310690473081185
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262025-10-10 11:00:00IM25127373.87391.67369.67375.8449966400180801301669027374.67374.47376.47375.62022162792786667168422927217916111537671
272025-10-10 11:15:00IM25127375.67379.07357.47361.2533978677265207831676857375.47375.27363.07361.2280616191097131982151839028018316152140731
282025-10-10 11:30:00IM25127361.67367.27337.07349.2617890843857606791683647362.87361.47350.67349.0306819431295121891367655535428919712131878
292025-10-10 13:00:00IM25127350.87350.87349.07349.0375439148071683717350.27349.27350.67349.0122512025000012250
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322025-10-10 13:45:00IM25127358.07371.47335.07345.46372936815796010881717307358.07357.47346.47345.2356617291379171979869746823420520762517872
332025-10-10 14:00:00IM25127346.47380.67342.07380.673641084263424023201740507346.87345.67380.87380.6517411602230215241361279213521728422565813
342025-10-10 14:15:00IM25127381.87386.87340.67340.675341108788444022621763127382.67381.87341.47340.45204136520312125638479104824817225102763793
352025-10-10 14:30:00IM25127341.47353.07330.27347.669801024948444023631786757341.87340.47348.47347.6502811222187200436063283713013128192364699
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