- 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.
5.9 KiB
5.9 KiB
| 1 | datetime | symbol | open | high | low | close | volume | amount | openint | cumulative_openint | open_askp | open_bidp | close_askp | close_bidp | 开仓 | 平仓 | 多开 | 空开 | 多平 | 空平 | 双开 | 双平 | 双换 | B | S | 未知 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 2025-10-09 09:30:00 | IM2512 | 7444.0 | 7445.2 | 7443.8 | 7445.2 | 406 | 604503760 | -176 | 183346 | 7445.0 | 7443.2 | 7448.0 | 7447.2 | 0 | 406 | 0 | 0 | 119 | 230 | 0 | 57 | 0 | 230 | 119 | 0 |
| 3 | 2025-10-09 09:45:00 | IM2512 | 7448.0 | 7497.8 | 7430.8 | 7482.6 | 20461 | 30561185000 | -6689 | 176657 | 7448.0 | 7447.2 | 7484.0 | 7482.6 | 2468 | 16620 | 1079 | 932 | 6738 | 7334 | 457 | 2548 | 261 | 8413 | 7670 | 1112 |
| 4 | 2025-10-09 10:00:00 | IM2512 | 7482.6 | 7486.6 | 7413.2 | 7438.2 | 16226 | 24136810440 | -3489 | 173168 | 7484.8 | 7482.6 | 7438.0 | 7435.6 | 3309 | 11270 | 1281 | 1356 | 4765 | 4298 | 672 | 2207 | 375 | 5579 | 6121 | 1272 |
| 5 | 2025-10-09 10:15:00 | IM2512 | 7436.6 | 7495.4 | 7425.0 | 7485.0 | 11496 | 17154464040 | -1823 | 171345 | 7436.8 | 7435.8 | 7486.2 | 7485.6 | 3312 | 6782 | 1154 | 1312 | 2567 | 2905 | 846 | 1310 | 322 | 4059 | 3879 | 1080 |
| 6 | 2025-10-09 10:30:00 | IM2512 | 7485.4 | 7490.0 | 7472.2 | 7488.6 | 7543 | 11285654240 | -324 | 171019 | 7486.4 | 7485.0 | 7488.8 | 7488.6 | 2875 | 3611 | 1184 | 1271 | 1454 | 1468 | 420 | 689 | 218 | 2652 | 2725 | 839 |
| 7 | 2025-10-09 10:45:00 | IM2512 | 7500.0 | 7517.8 | 7481.4 | 7508.6 | 9391 | 14084729600 | 584 | 171653 | 7500.0 | 7498.8 | 7509.0 | 7508.2 | 4459 | 3507 | 1930 | 1822 | 1420 | 1590 | 707 | 497 | 389 | 3520 | 3242 | 1036 |
| 8 | 2025-10-09 11:00:00 | IM2512 | 7508.0 | 7519.0 | 7484.0 | 7497.6 | 7377 | 11069550680 | -184 | 171469 | 7508.8 | 7508.0 | 7498.0 | 7497.6 | 2836 | 3227 | 1194 | 1269 | 1396 | 1220 | 373 | 611 | 272 | 2414 | 2665 | 1042 |
| 9 | 2025-10-09 11:15:00 | IM2512 | 7498.2 | 7512.6 | 7493.2 | 7509.4 | 5153 | 7733800280 | 330 | 171795 | 7498.8 | 7498.2 | 7510.0 | 7509.4 | 2393 | 1709 | 1180 | 899 | 626 | 763 | 314 | 320 | 224 | 1943 | 1525 | 827 |
| 10 | 2025-10-09 11:30:00 | IM2512 | 7511.8 | 7515.0 | 7491.8 | 7497.8 | 4425 | 6640375520 | 639 | 172438 | 7511.8 | 7510.8 | 7497.8 | 7496.2 | 2351 | 1271 | 991 | 1046 | 554 | 554 | 314 | 163 | 184 | 1545 | 1600 | 619 |
| 11 | 2025-10-09 13:00:00 | IM2512 | 7496.2 | 7496.8 | 7496.2 | 7496.8 | 32 | 47974960 | -1 | 172437 | 7496.2 | 7495.6 | 7497.4 | 7496.8 | 0 | 8 | 0 | 0 | 8 | 0 | 0 | 0 | 0 | 0 | 8 | 24 |
| 12 | 2025-10-09 13:15:00 | IM2512 | 7497.2 | 7499.2 | 7475.2 | 7485.8 | 6500 | 9733899920 | 589 | 173026 | 7498.6 | 7497.4 | 7486.4 | 7486.0 | 3293 | 2109 | 1341 | 1403 | 820 | 868 | 549 | 421 | 259 | 2209 | 2223 | 839 |
| 13 | 2025-10-09 13:30:00 | IM2512 | 7486.0 | 7490.4 | 7466.6 | 7486.0 | 5213 | 7795326120 | 634 | 173660 | 7486.0 | 7485.4 | 7486.6 | 7486.0 | 2802 | 1490 | 1049 | 1349 | 604 | 712 | 404 | 174 | 156 | 1761 | 1953 | 765 |
| 14 | 2025-10-09 13:45:00 | IM2512 | 7487.4 | 7494.4 | 7477.0 | 7477.0 | 3671 | 5497097120 | 740 | 174408 | 7488.0 | 7487.6 | 7476.8 | 7476.2 | 2076 | 864 | 783 | 958 | 361 | 366 | 335 | 137 | 132 | 1149 | 1319 | 599 |
| 15 | 2025-10-09 14:00:00 | IM2512 | 7476.2 | 7489.0 | 7456.4 | 7486.2 | 7696 | 11501011000 | 1633 | 176036 | 7476.8 | 7476.2 | 7486.2 | 7485.6 | 4641 | 1882 | 1691 | 2203 | 647 | 891 | 747 | 344 | 194 | 2582 | 2850 | 979 |
| 16 | 2025-10-09 14:15:00 | IM2512 | 7485.0 | 7502.6 | 7477.0 | 7481.8 | 5525 | 8276203640 | 1217 | 177254 | 7485.6 | 7485.2 | 7481.2 | 7481.0 | 3369 | 1164 | 1338 | 1537 | 476 | 489 | 494 | 199 | 191 | 1827 | 2013 | 801 |
| 17 | 2025-10-09 14:30:00 | IM2512 | 7481.0 | 7492.0 | 7447.4 | 7455.8 | 7169 | 10703287880 | 1738 | 178996 | 7481.0 | 7480.8 | 7456.4 | 7455.8 | 4537 | 1580 | 1855 | 2105 | 789 | 530 | 577 | 261 | 153 | 2385 | 2894 | 899 |
| 18 | 2025-10-09 14:45:00 | IM2512 | 7455.8 | 7468.0 | 7454.2 | 7461.6 | 4891 | 7299102080 | 1399 | 180390 | 7456.0 | 7454.6 | 7462.0 | 7460.4 | 3146 | 881 | 1400 | 1315 | 317 | 483 | 431 | 81 | 144 | 1883 | 1632 | 720 |
| 19 | 2025-10-09 15:00:00 | IM2512 | 7461.0 | 7468.0 | 7449.6 | 7449.6 | 7203 | 10744653160 | 1766 | 182161 | 7461.8 | 7461.2 | 7450.6 | 7449.6 | 4603 | 1573 | 1749 | 2375 | 843 | 578 | 479 | 152 | 114 | 2327 | 3218 | 913 |
| 20 | 2025-10-10 09:30:00 | IM2512 | 7415.0 | 7417.6 | 7415.0 | 7417.4 | 595 | 882483920 | -241 | 181920 | 7417.4 | 7415.0 | 7416.8 | 7412.0 | 91 | 504 | 91 | 0 | 245 | 259 | 0 | 0 | 0 | 350 | 245 | 0 |
| 21 | 2025-10-10 09:45:00 | IM2512 | 7416.8 | 7433.0 | 7353.2 | 7353.2 | 26824 | 39698311640 | -12378 | 169542 | 7416.8 | 7415.6 | 7353.4 | 7353.2 | 1483 | 24554 | 602 | 488 | 11019 | 9562 | 393 | 3973 | 243 | 10164 | 11507 | 544 |
| 22 | 2025-10-10 10:00:00 | IM2512 | 7352.6 | 7379.8 | 7339.0 | 7359.8 | 18742 | 27579709040 | -3461 | 166081 | 7352.4 | 7352.0 | 7359.4 | 7358.0 | 4447 | 12800 | 1570 | 1977 | 5331 | 5334 | 900 | 2135 | 310 | 6904 | 7308 | 1185 |
| 23 | 2025-10-10 10:15:00 | IM2512 | 7357.8 | 7375.6 | 7340.0 | 7343.0 | 9092 | 13374526160 | -296 | 165785 | 7357.8 | 7357.0 | 7344.0 | 7343.0 | 3853 | 3967 | 1580 | 1685 | 1472 | 1646 | 588 | 849 | 321 | 3226 | 3157 | 951 |
| 24 | 2025-10-10 10:30:00 | IM2512 | 7343.8 | 7373.0 | 7331.6 | 7373.0 | 8344 | 12267357720 | 263 | 166048 | 7343.8 | 7342.6 | 7373.4 | 7373.0 | 3821 | 3190 | 1545 | 1627 | 1183 | 1435 | 649 | 572 | 333 | 2980 | 2810 | 1000 |
| 25 | 2025-10-10 10:45:00 | IM2512 | 7374.0 | 7397.8 | 7373.0 | 7374.4 | 8100 | 11962701680 | 689 | 166772 | 7374.4 | 7374.0 | 7374.2 | 7373.4 | 4123 | 2630 | 1941 | 1626 | 1072 | 1149 | 556 | 409 | 237 | 3090 | 2698 | 1110 |
| 26 | 2025-10-10 11:00:00 | IM2512 | 7373.8 | 7391.6 | 7369.6 | 7375.8 | 4499 | 6640018080 | 130 | 166902 | 7374.6 | 7374.4 | 7376.4 | 7375.6 | 2022 | 1627 | 927 | 866 | 671 | 684 | 229 | 272 | 179 | 1611 | 1537 | 671 |
| 27 | 2025-10-10 11:15:00 | IM2512 | 7375.6 | 7379.0 | 7357.4 | 7361.2 | 5339 | 7867726520 | 783 | 167685 | 7375.4 | 7375.2 | 7363.0 | 7361.2 | 2806 | 1619 | 1097 | 1319 | 821 | 518 | 390 | 280 | 183 | 1615 | 2140 | 731 |
| 28 | 2025-10-10 11:30:00 | IM2512 | 7361.6 | 7367.2 | 7337.0 | 7349.2 | 6178 | 9084385760 | 679 | 168364 | 7362.8 | 7361.4 | 7350.6 | 7349.0 | 3068 | 1943 | 1295 | 1218 | 913 | 676 | 555 | 354 | 289 | 1971 | 2131 | 878 |
| 29 | 2025-10-10 13:00:00 | IM2512 | 7350.8 | 7350.8 | 7349.0 | 7349.0 | 37 | 54391480 | 7 | 168371 | 7350.2 | 7349.2 | 7350.6 | 7349.0 | 12 | 25 | 12 | 0 | 25 | 0 | 0 | 0 | 0 | 12 | 25 | 0 |
| 30 | 2025-10-10 13:15:00 | IM2512 | 7349.0 | 7366.6 | 7341.8 | 7361.2 | 5066 | 7453994640 | 1220 | 169591 | 7352.2 | 7349.0 | 7362.0 | 7361.2 | 3031 | 1103 | 1280 | 1195 | 415 | 507 | 556 | 181 | 193 | 1787 | 1610 | 739 |
| 31 | 2025-10-10 13:30:00 | IM2512 | 7360.8 | 7365.0 | 7349.8 | 7358.6 | 3472 | 5108998600 | 1031 | 170622 | 7361.2 | 7360.8 | 7359.4 | 7358.6 | 2205 | 560 | 1068 | 785 | 245 | 206 | 352 | 109 | 167 | 1274 | 1030 | 540 |
| 32 | 2025-10-10 13:45:00 | IM2512 | 7358.0 | 7371.4 | 7335.0 | 7345.4 | 6372 | 9368157960 | 1088 | 171730 | 7358.0 | 7357.4 | 7346.4 | 7345.2 | 3566 | 1729 | 1379 | 1719 | 798 | 697 | 468 | 234 | 205 | 2076 | 2517 | 872 |
| 33 | 2025-10-10 14:00:00 | IM2512 | 7346.4 | 7380.6 | 7342.0 | 7380.6 | 7364 | 10842634240 | 2320 | 174050 | 7346.8 | 7345.6 | 7380.8 | 7380.6 | 5174 | 1160 | 2230 | 2152 | 413 | 612 | 792 | 135 | 217 | 2842 | 2565 | 813 |
| 34 | 2025-10-10 14:15:00 | IM2512 | 7381.8 | 7386.8 | 7340.6 | 7340.6 | 7534 | 11087884440 | 2262 | 176312 | 7382.6 | 7381.8 | 7341.4 | 7340.4 | 5204 | 1365 | 2031 | 2125 | 638 | 479 | 1048 | 248 | 172 | 2510 | 2763 | 793 |
| 35 | 2025-10-10 14:30:00 | IM2512 | 7341.4 | 7353.0 | 7330.2 | 7347.6 | 6980 | 10249484440 | 2363 | 178675 | 7341.8 | 7340.4 | 7348.4 | 7347.6 | 5028 | 1122 | 2187 | 2004 | 360 | 632 | 837 | 130 | 131 | 2819 | 2364 | 699 |
| 36 | 2025-10-10 14:45:00 | IM2512 | 7348.4 | 7364.4 | 7335.4 | 7342.4 | 5690 | 8364008080 | 2237 | 180909 | 7349.8 | 7348.4 | 7343.6 | 7342.4 | 4179 | 659 | 1603 | 1952 | 338 | 258 | 624 | 63 | 163 | 1861 | 2290 | 689 |
| 37 | 2025-10-10 15:00:00 | IM2512 | 7342.4 | 7348.2 | 7327.2 | 7340.4 | 9841 | 14443336560 | 2355 | 183267 | 7344.0 | 7343.2 | 7341.8 | 7340.6 | 6345 | 2260 | 2637 | 2915 | 1237 | 836 | 793 | 187 | 154 | 3473 | 4152 | 1082 |