8. DataTables — Price / OHLCV tables

qteasy ships many OHLCV tables for stocks, funds, indices, futures, and options at various frequencies—from 1-minute to hourly intraday bars plus daily, weekly, and monthly bars.

Besides standard quote tables, special tables include adjustment factors and special index daily bars.

8.1. Stock quote tables:

Stock 1-min K-line: stock_1min

Table use: mins, asset type: E, frequency: 1min Partition rule: 30 by KEY(ts_code)

The stock 1-min K-line quotes table contains all stocks 1-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Stock 5-min K-line: stock_5min

Table use: mins, asset type: E, frequency: 5min Partition rule: 10 by KEY(ts_code)

The stock 5-min K-line quotes table contains all stocks 5-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Stock 15-min K-line: stock_15min

Table use: mins, asset type: E, frequency: 15min Partition rule: 10 by KEY(ts_code)

The stock 15-min K-line quotes table contains all stocks 15-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Stock 30-min K-line: stock_30min

Table use: mins, asset type: E, frequency: 30min Partition rule: 5 by KEY(ts_code)

The stock 30-min K-line quotes table contains all stocks 30-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Stock 60-min K-line: stock_hourly

Table use: mins, asset type: E, frequency: h Partition rule: 5 by KEY(ts_code)

The stock 60-min K-line quotes table contains all stocks 60-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Stock daily K-line: stock_daily

Table use: data, asset type: E, frequency: d

The stock daily K-line quotes table contains all stocks daily K-line data. Compared with intraday bars, lower-frequency bars add previous close, change (%), and change amount; volume and turnover units also differ.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

Stock weekly K-line: stock_weekly

Table use: data, asset type: E, frequency: w

The stock weekly K-line quotes table contains all stocks weekly K-line data. Compared with intraday bars, lower-frequency bars add previous close, change (%), and change amount; volume and turnover units also differ.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

Stock monthly K-line: stock_monthly

Table use: data, asset type: E, frequency: m

The stock monthly K-line quotes table contains all stocks monthly K-line data. Compared with intraday bars, lower-frequency bars add previous close, change (%), and change amount; volume and turnover units also differ.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

8.2. CSI index quote tables:

Index 1-min K-line: index_1min

Table use: mins, asset type: IDX, frequency: 1min Partition rule: 30 by KEY(ts_code)

The index 1-min K-line quotes table contains all indices 1-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Index 5-min K-line: index_5min

Table use: mins, asset type: IDX, frequency: 5min Partition rule: 10 by KEY(ts_code)

The index 5-min K-line quotes table contains all indices 5-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Index 15-min K-line: index_15min

Table use: mins, asset type: IDX, frequency: 15min Partition rule: 10 by KEY(ts_code)

The index 15-min K-line quotes table contains all indices 15-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Index 30-min K-line: index_30min

Table use: mins, asset type: IDX, frequency: 30min Partition rule: 5 by KEY(ts_code)

The index 30-min K-line quotes table contains all indices 30-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Index 60-min K-line: index_hourly

Table use: mins, asset type: IDX, frequency: h Partition rule: 5 by KEY(ts_code)

The index hourly K-line quotes table contains all SSE/SZSE indices 60-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Index daily K-line: index_daily

Table use: data, asset type: IDX, frequency: d

The index daily K-line quotes table contains all SSE/SZSE indices daily K-line data. Compared with intraday bars, lower-frequency bars add previous close, change (%), and change amount; volume and turnover units also differ.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

Index weekly K-line: index_weekly

Table use: data, asset type: IDX, frequency: w

The index weekly K-line quotes table contains all SSE/SZSE indices weekly K-line data. Compared with intraday bars, lower-frequency bars add previous close, change (%), and change amount; volume and turnover units also differ.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

Index monthly K-line: index_monthly

Table use: data, asset type: IDX, frequency: m

The index monthly K-line quotes table contains all SSE/SZSE indices monthly K-line data. Compared with intraday bars, lower-frequency bars add previous close, change (%), and change amount; volume and turnover units also differ.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

8.3. Other index quote tables:

THS industry index daily quotes: ths_index_daily

Table use: data, asset type: THS, frequency: d

THS industry index daily OHLCV table.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	TS index code	Y
1	trade_date	date	Trading day	Y
2	close	float	Closing index level	N
3	open	float	Opening index level	N
4	high	float	Highest index level	N
5	low	float	Lowest index level	N
6	pre_close	float	Previous close index level	N
7	avg_price	float	Average price	N
8	change	float	Change points	N
9	pct_change	float	Change (%)	N
10	vol	float	Volume	N
11	turnover_rate	float	Turnover rate	N
12	total_mv	float	Total market cap	N
13	float_mv	float	Float market cap	N

CSI index daily quotes: ci_index_daily

Table use: reference, asset type: none, frequency: d

CSI index daily OHLCV table with code, trade date, open/high/low/close, change (%), volume, turnover.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Index code	Y
1	trade_date	date	Trade date	Y
2	open	float	Opening index level	N
3	low	float	Lowest index level	N
4	high	float	Highest index level	N
5	close	float	Closing index level	N
6	pre_close	float	Previous close index level	N
7	change	float	Change points	N
8	pct_change	float	Change (%)	N
9	vol	float	Volume (10,000 shares)	N
10	amount	float	Turnover (10,000 yuan)	N

SW index daily quotes: sw_index_daily

Table use: reference, asset type: none, frequency: d

SW index daily OHLCV table.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Index code	Y
1	trade_date	date	Trade date	Y
2	name	varchar(24)	Index name	N
3	open	float	Opening index level	N
4	low	float	Lowest index level	N
5	high	float	Highest index level	N
6	close	float	Closing index level	N
7	change	float	Change points	N
8	pct_change	float	Change (%)	N
9	vol	float	Volume (10,000 shares)	N
10	amount	float	Turnover (10,000 yuan)	N
11	pe	float	P/E ratio	N
12	pb	float	P/B ratio	N
13	float_mv	float	Float market cap (10,000 yuan)	N
14	total_mv	float	Total market cap (10,000 yuan)	N

Global index daily quotes: global_index_daily

Table use: reference, asset type: none, frequency: d

Major global indices include:

• Major US indices: Dow Jones, S&P 500, NASDAQ Composite

• Major European indices: FTSE 100, DAX, CAC 40

• Major Asia-Pacific indices: Nikkei 225, Hang Seng, S&P/ASX 200

• Other major indices: Bovespa, RTS, SENSEX, etc. Code reference:

	Index code	Index name
1	XIN9	FTSE China A50 Index (FTSE A50)
2	HSI	Hang Seng Index
3	HKTECH	Hang Seng Tech Index
4	HKAH	Hang Seng AH Premium Index (H-shares)
5	DJI	Dow Jones Industrial Average
7	IXIC	NASDAQ Composite
8	FTSE	FTSE 100
9	FCHI	CAC 40 Index
10	GDAXI	DAX Index
11	N225	Nikkei 225
12	KS11	Korea Composite Index (KOSPI)
13	AS51	S&P/ASX 200
14	SENSEX	BSE SENSEX (India)
15	IBOVESPA	Brazil IBOVESPA Index
16	RTS	Russia RTS Index
17	TWII	TAIEX (Taiwan Weighted Index)
18	CKLSE	Malaysia Index
19	SPTSX	S&P/TSX Composite Index (Canada)
20	CSX5P	STOXX Europe 50 Index
21	RUT	Russell 2000 Index

Global index daily OHLCV with code, trade date, OHLC, change (%), volume, turnover.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	TS index code	Y
1	trade_date	date	Trading day	Y
2	open	float	Opening index level	N
3	close	float	Closing index level	N
4	high	float	Highest index level	N
5	low	float	Lowest index level	N
6	pre_close	float	Previous close index level	N
7	change	float	Change points	N
8	pct_chg	float	Change (%)	N
9	swing	float	Amplitude	N
10	vol	float	Volume (mostly unavailable)	N
11	amount	float	Turnover (mostly unavailable)	N

8.4. Fund quote tables:

On-exchange fund 1-min K-line: fund_1min

Table use: mins, asset type: FD, frequency: 1min Partition rule: 30 by KEY(ts_code)

The on-exchange fund 1-min K-line quotes table contains all SSE/SZSE on-exchange funds 1-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

On-exchange fund 5-min K-line: fund_5min

Table use: mins, asset type: FD, frequency: 5min Partition rule: 10 by KEY(ts_code)

The on-exchange fund 5-min K-line quotes table contains all SSE/SZSE on-exchange funds 5-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

On-exchange fund 15-min K-line: fund_15min

Table use: mins, asset type: FD, frequency: 15min Partition rule: 10 by KEY(ts_code)

The on-exchange fund 15-min K-line quotes table contains all SSE/SZSE on-exchange funds 15-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

On-exchange fund 30-min K-line: fund_30min

Table use: mins, asset type: FD, frequency: 30min Partition rule: 5 by KEY(ts_code)

The on-exchange fund 30-min K-line quotes table contains all SSE/SZSE on-exchange funds 30-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

On-exchange fund 60-min K-line: fund_hourly

Table use: mins, asset type: FD, frequency: h Partition rule: 5 by KEY(ts_code)

The on-exchange fund hourly K-line quotes table contains all SSE/SZSE on-exchange funds 60-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

On-exchange fund daily K-line: fund_daily

Table use: data, asset type: FD, frequency: d

The on-exchange fund daily K-line quotes table contains all SSE/SZSE on-exchange funds daily OHLCV data, including code, trade date, open, high, low, close, previous close, change (%), volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

On-exchange fund weekly K-line: fund_weekly

Table use: data, asset type: FD, frequency: w

The on-exchange fund weekly K-line quotes table contains all SSE/SZSE on-exchange funds weekly K-line data, including code, trade date, open, high, low, close, previous close, change (%), volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

On-exchange fund monthly K-line: fund_monthly

Table use: data, asset type: FD, frequency: m

The on-exchange fund monthly K-line quotes table contains all SSE/SZSE on-exchange funds monthly K-line data, including code, trade date, open, high, low, close, previous close, change (%), volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	double	Volume (lots)	N
10	amount	double	Turnover (1,000 yuan)	N

Off-exchange fund daily NAV: fund_nav

Table use: data, asset type: FD, frequency: d

Off-exchange fund daily NAV with code, date, unit/accumulated NAV, daily growth, subscription/redemption status.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	nav_date	date	NAV date	Y
2	ann_date	date	Announcement date	N
3	unit_nav	float	Unit NAV	N
4	accum_nav	float	Accumulated NAV	N
5	accum_div	float	Cumulative dividends	N
6	net_asset	double	Net asset value	N
7	total_netasset	double	Total fund NAV	N
8	adj_nav	float	Adjusted unit NAV	N
9	update_flag	varchar(2)	Update marker	N

8.5. Futures quote tables:

Futures contract mapping: future_mapping

Table use: data, asset type: FT, frequency: d

Futures mapping with continuous contract code, start date, contract code.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Continuous contract code	Y
1	trade_date	date	Start date	Y
2	mapping_ts_code	varchar(18)	Futures contract code	N

Futures 1-min K-line: future_1min

Table use: mins, asset type: FT, frequency: 1min Partition rule: 30 by KEY(ts_code)

The futures 1-min K-line quotes table contains all SSE/SZSE futures 1-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (lots)	N
7	amount	double	Trade amount (yuan)	N
8	oi	double	Open interest (lots)	N

Futures 5-min K-line: future_5min

Table use: mins, asset type: FT, frequency: 5min Partition rule: 10 by KEY(ts_code)

The futures 5-min K-line quotes table contains all SSE/SZSE futures 5-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (lots)	N
7	amount	double	Trade amount (yuan)	N
8	oi	double	Open interest (lots)	N

Futures 15-min K-line: future_15min

Table use: mins, asset type: FT, frequency: 15min Partition rule: 10 by KEY(ts_code)

The futures 15-min K-line quotes table contains all SSE/SZSE futures 15-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (lots)	N
7	amount	double	Trade amount (yuan)	N
8	oi	double	Open interest (lots)	N

Futures 30-min K-line: future_30min

Table use: mins, asset type: FT, frequency: 30min Partition rule: 5 by KEY(ts_code)

The futures 30-min K-line quotes table contains all SSE/SZSE futures 30-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (lots)	N
7	amount	double	Trade amount (yuan)	N
8	oi	double	Open interest (lots)	N

Futures 60-min K-line: future_hourly

Table use: mins, asset type: FT, frequency: h Partition rule: 5 by KEY(ts_code)

The futures hourly K-line quotes table contains all SSE/SZSE futures 60-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (lots)	N
7	amount	double	Trade amount (yuan)	N
8	oi	double	Open interest (lots)	N

Futures daily quotes: future_daily

Table use: data, asset type: FT, frequency: d

The futures daily quote table contains all SSE/SZSE futures daily OHLCV data, including futures code, trade date, open, high, low, close, previous close, change (%), volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	pre_close	float	Previous close	N
3	pre_settle	float	Previous settlement price	N
4	open	float	Open price	N
5	high	float	High price	N
6	low	float	Low price	N
7	close	float	Close price	N
8	settle	float	Settlement price	N
9	change1	float	Change 1: close − previous settlement	N
10	change2	float	Change 2: settlement − previous settlement	N
11	vol	double	Volume (lots)	N
12	amount	double	Trade amount (10,000 yuan)	N
13	oi	double	Open interest (lots)	N
14	oi_chg	double	Change in open interest	N
15	delv_settle	float	Delivery settlement price	N

Futures weekly K-line: future_weekly

Table use: data, asset type: FT, frequency: w

The futures weekly quote table contains all SSE/SZSE futures weekly OHLCV data, including futures code, trade date, open, high, low, close, previous close, change (%), volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	pre_close	float	Previous close	N
3	pre_settle	float	Previous settlement price	N
4	open	float	Open price	N
5	high	float	High price	N
6	low	float	Low price	N
7	close	float	Close price	N
8	settle	float	Settlement price	N
9	change1	float	Change 1: close − previous settlement	N
10	change2	float	Change 2: settlement − previous settlement	N
11	vol	double	Volume (lots)	N
12	amount	double	Trade amount (10,000 yuan)	N
13	oi	double	Open interest (lots)	N
14	oi_chg	double	Change in open interest	N
15	delv_settle	float	Delivery settlement price	N

Futures monthly K-line: future_monthly

Table use: data, asset type: FT, frequency: m

The futures monthly quote table contains all SSE/SZSE futures monthly OHLCV data, including futures code, trade date, open, high, low, close, previous close, change (%), volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	pre_close	float	Previous close	N
3	pre_settle	float	Previous settlement price	N
4	open	float	Open price	N
5	high	float	High price	N
6	low	float	Low price	N
7	close	float	Close price	N
8	settle	float	Settlement price	N
9	change1	float	Change 1: close − previous settlement	N
10	change2	float	Change 2: settlement − previous settlement	N
11	vol	double	Volume (lots)	N
12	amount	double	Trade amount (10,000 yuan)	N
13	oi	double	Open interest (lots)	N
14	oi_chg	double	Change in open interest	N
15	delv_settle	float	Delivery settlement price	N

8.6. Option quote tables:

Option 1-min K-line: options_1min

Table use: mins, asset type: OPT, frequency: 1min Partition rule: 30 by KEY(ts_code)

The option 1-min K-line quotes table contains all SSE/SZSE options 1-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Option 5-min K-line: options_5min

Table use: mins, asset type: OPT, frequency: 5min Partition rule: 10 by KEY(ts_code)

The option 5-min K-line quotes table contains all SSE/SZSE options 5-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Option 15-min K-line: options_15min

Table use: mins, asset type: OPT, frequency: 15min Partition rule: 10 by KEY(ts_code)

The option 15-min K-line quotes table contains all SSE/SZSE options 15-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Option 30-min K-line: options_30min

Table use: mins, asset type: OPT, frequency: 30min Partition rule: 5 by KEY(ts_code)

The option 30-min K-line quotes table contains all SSE/SZSE options 30-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Option 60-min K-line: options_hourly

Table use: mins, asset type: OPT, frequency: h Partition rule: 5 by KEY(ts_code)

The option hourly K-line quotes table contains all SSE/SZSE options 60-minute K-line data, including code, trade date/time, open, high, low, close, volume, turnover, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_time	datetime	Trade date/time	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	vol	double	Volume (shares)	N
7	amount	double	Turnover (yuan)	N

Option daily quotes: options_daily

Table use: data, asset type: OPT, frequency: d

Option daily quote field descriptions:

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Security code	Y
1	trade_date	date	Trade date	Y
2	exchange	varchar(8)	Trading market	N
3	pre_settle	float	Previous settlement price	N
4	pre_close	float	Previous close	N
5	open	float	Open price	N
6	high	float	High price	N
7	low	float	Low price	N
8	close	float	Close price	N
9	settle	float	Settlement price	N
10	vol	double	Volume (lots)	N
11	amount	double	Trade amount (10,000 yuan)	N
12	oi	double	Open interest (lots)	N

8.7. US and HK quote data

US stock daily quotes: us_stock_daily

Table use: not_implemented, asset type: US, frequency: d

US daily OHLCV with previous close, change, volume, turnover, average price, turnover rate, market cap, P/E, P/B, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Stock code	Y
1	trade_date	datetime	Trade date	Y
2	close	float	Close price	N
3	open	float	Open price	N
4	high	float	High price	N
5	low	float	Low price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_change	float	Change (%)	N
9	vol	float	Volume	N
10	amount	float	Turnover	N
11	vwap	float	Average price	N
12	turnover_ratio	float	Turnover rate	N
13	total_mv	float	Total market cap	N
14	pe	float	PE — price-to-earnings ratio	N
15	pb	float	PB — price-to-book ratio	N

HK stock daily quotes: hk_stock_daily

Table use: not_implemented, asset type: HK, frequency: d

HK daily OHLCV with previous close, change amount/rate, volume, turnover.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Stock code	Y
1	trade_date	datetime	Trade date	Y
2	open	float	Open price	N
3	high	float	High price	N
4	low	float	Low price	N
5	close	float	Close price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_chg	float	Change (%)	N
9	vol	float	Volume (shares)	N
10	amount	float	Turnover (yuan)	N