数据来源:日统计 | 中国金融期货交易所
代码:
python
import akshare as ak
from datetime import datetime
import pandas as pd
pd.set_option('display.max_columns', None)
pd.set_option('display.max_rows', None)
cffex_daily = ak.get_cffex_daily(datetime.now().strftime('%Y%m%d'))
print(cffex_daily)
获取到的数据:沪深300股指期货、中证500股指期、中证1000股指期货、上证50股指期货、2年期国债期货、5年期国债期货、10年期国债期货、30年期国债期货
输出:
python
symbol date open high low close volume \
0 IC2404 20240319 5517.200 5525.600 5465.000 5472.200 42311
1 IC2405 20240319 5508.200 5508.200 5448.200 5451.000 3950
2 IC2406 20240319 5465.000 5469.400 5406.000 5414.800 20018
3 IC2409 20240319 5397.800 5412.000 5348.000 5354.200 6485
4 IF2404 20240319 3597.600 3615.000 3578.200 3582.400 49195
5 IF2405 20240319 3597.000 3610.600 3574.000 3576.600 2252
6 IF2406 20240319 3574.800 3591.200 3553.600 3557.800 19966
7 IF2409 20240319 3535.000 3549.800 3513.200 3517.800 7834
8 IH2404 20240319 2433.600 2443.600 2416.000 2420.400 29883
9 IH2405 20240319 2431.200 2443.200 2416.200 2421.600 2440
10 IH2406 20240319 2419.400 2428.800 2400.400 2404.000 15189
11 IH2409 20240319 2392.000 2400.000 2371.400 2375.600 6276
12 IM2404 20240319 5620.000 5638.600 5569.200 5581.600 75764
13 IM2405 20240319 5600.200 5606.400 5534.600 5545.200 4330
14 IM2406 20240319 5528.800 5551.800 5483.200 5495.200 39895
15 IM2409 20240319 5449.600 5460.400 5392.400 5401.800 16119
16 T2406 20240319 103.980 104.100 103.870 104.100 78708
17 T2409 20240319 103.945 104.065 103.870 104.055 6884
18 T2412 20240319 103.935 103.960 103.795 103.960 336
19 TF2406 20240319 102.990 103.035 102.895 103.020 49875
20 TF2409 20240319 103.000 103.030 102.920 103.010 3072
21 TF2412 20240319 103.010 103.010 102.860 102.945 96
22 TL2406 20240319 106.660 107.130 106.280 107.030 46256
23 TL2409 20240319 106.430 107.090 106.250 106.960 6557
24 TL2412 20240319 106.500 106.910 106.170 106.840 313
25 TS2406 20240319 101.468 101.500 101.456 101.484 31083
26 TS2409 20240319 101.532 101.556 101.510 101.536 896
27 TS2412 20240319 101.510 101.510 101.462 101.500 28
open_interest turnover settle pre_settle variety
0 84591.0 4654020.224 5484.400 5512.800 IC
1 3917.0 433216.112 5468.200 5500.600 IC
2 109490.0 2179312.664 5427.000 5453.200 IC
3 54065.0 698538.164 5368.400 5395.600 IC
4 87163.0 5307887.334 3585.200 3601.400 IF
5 2151.0 242689.308 3580.800 3597.400 IF
6 95404.0 2140001.388 3561.600 3577.400 IF
7 48974.0 830143.812 3520.400 3535.200 IF
8 42096.0 2177818.032 2420.200 2436.800 IH
9 3315.0 177887.850 2420.200 2435.400 IH
10 46433.0 1100033.016 2404.800 2422.600 IH
11 23610.0 449141.424 2376.000 2394.600 IH
12 98993.0 8501694.228 5595.600 5612.400 IM
13 4738.0 482911.764 5561.800 5577.200 IM
14 99641.0 4408763.484 5511.600 5519.200 IM
15 64447.0 1751806.164 5419.800 5424.000 IM
16 174586.0 8184164.295 104.055 103.945 T
17 14242.0 715634.990 104.020 103.900 T
18 484.0 34891.280 103.910 103.800 T
19 112972.0 5135221.030 103.010 102.950 TF
20 7680.0 316352.925 103.005 102.955 TF
21 255.0 9879.645 102.940 102.900 TF
22 55547.0 4933985.450 106.950 106.250 TL
23 12556.0 698938.000 106.900 106.220 TL
24 963.0 33340.860 106.740 106.100 TL
25 58625.0 6308436.420 101.488 101.474 TS
26 2871.0 181945.192 101.540 101.522 TS
27 268.0 5683.072 101.498 101.468 TS