接口:fut_weekly_detail
描述:获取期货交易所主要品种每周交易统计信息,数据从2010年3月开始
权限:600积分可调取,单次最大获取4000行数据,积分越高频次越高,5000积分以上正常调取不受限制
数据来源:中国证监会,本数据由Tushare社区成员CE完成规划和采集
输入参数
名称 | 类型 | 必选 | 描述 |
---|---|---|---|
week | str | N | 周期(每年第几周,e.g. 202001 表示2020第1周) |
prd | str | N | 期货品种(支持多品种输入,逗号分隔) |
start_week | str | N | 开始周期 |
end_week | str | N | 结束周期 |
exchange | str | N | 交易所(请参考交易所说明) |
fields | str | N | 提取的字段,e.g. fields='prd,name,vol' |
输出参数
名称 | 类型 | 默认显示 | 描述 |
---|---|---|---|
exchange | str | Y | 交易所代码 |
prd | str | Y | 期货品种代码 |
name | str | Y | 品种名称 |
vol | int | Y | 成交量(手) |
vol_yoy | float | Y | 同比增减(%) |
amount | float | Y | 成交金额(亿元) |
amout_yoy | float | Y | 同比增减(%) |
cumvol | int | Y | 年累计成交总量(手) |
cumvol_yoy | float | Y | 同比增减(%) |
cumamt | float | Y | 年累计成交金额(亿元) |
cumamt_yoy | float | Y | 同比增减(%) |
open_interest | int | Y | 持仓量(手) |
interest_wow | float | Y | 环比增减(%) |
mc_close | float | Y | 本周主力合约收盘价 |
close_wow | float | Y | 环比涨跌(%) |
week | str | Y | 周期 |
week_date | str | Y | 周日期 |
接口示例
#获取期货铜每周交易统计信息
df = pro.fut_weekly_detail(prd='CU')
#获取期货铜每周交易统计信息
df = pro.fut_weekly_detail(prd='CU', start_week='202001', end_week='202003', fields='prd,name,vol,amount')
数据示例
exchange prd name vol vol_yoy amount amout_yoy cumvol \
0 SHFE CU 铜 1078970.0 5.9664 2363.843445 -5.7003 6848849
1 SHFE CU 铜 719180.0 -39.2551 1629.243739 -44.6199 5769879
2 SHFE CU 铜 853051.0 -18.3270 1939.496318 -25.9779 5050699
3 SHFE CU 铜 631162.0 -31.7424 1461.354730 -35.9592 4197648
4 SHFE CU 铜 578056.0 -9.3746 1322.589156 -14.0750 3566486
5 SHFE CU 铜 730785.0 -6.5397 1660.914895 -11.1342 2988430
6 SHFE CU 铜 527482.0 -26.9089 1282.416054 -25.2899 2257645
7 SHFE CU 铜 705489.0 -23.1581 1734.699836 -19.9661 1730163
8 SHFE CU 铜 708250.0 -26.6082 1729.664611 -24.3423 1024674
9 SHFE CU 铜 658216.0 -14.7655 1621.641588 -10.9408 36830247
10 SHFE CU 铜 1044471.0 1.0854 2620.159590 -4.1661 6765968
11 SHFE CU 铜 924676.0 142.4229 2281.911847 123.2715 5721497
12 SHFE CU 铜 637852.0 12.2380 1539.237496 4.3256 4796821
13 SHFE CU 铜 744155.0 -16.7387 1840.043986 -14.4320 36172031
14 SHFE CU 铜 853989.0 -7.5109 2097.493940 -6.3866 35427876
15 SHFE CU 铜 1198852.0 62.8039 2915.899164 61.1575 34573887
16 SHFE CU 铜 781920.0 -21.2678 1869.015441 -29.4290 4158969
17 SHFE CU 铜 534402.0 -45.4224 1260.985602 -48.0350 33375035
18 SHFE CU 铜 548735.0 -52.4718 1296.078577 -54.3935 32840633
19 SHFE CU 铜 509696.0 -46.3713 1197.544717 -49.1703 32291898
20 SHFE CU 铜 598537.0 -35.6818 1408.258269 -38.4052 31782202
cumvol_yoy cumamt cumamt_yoy open_interest interest_wow \
0 -23.6312 15901.272297 -26.8907 404849 5.4921
1 -27.4220 13537.428852 -29.6511 383772 4.0396
2 -25.3514 11908.185114 -26.9496 368871 3.2304
3 -26.6337 9968.688796 -27.1357 357328 1.4024
4 -25.6490 8507.334067 -25.3694 352386 11.7232
5 -28.1449 7184.744911 -27.1326 315410 16.4089
6 -33.1474 5523.830016 -30.8745 270950 -8.5351
7 -34.8429 4241.413962 -32.4022 296234 -2.5203
8 -41.0180 2506.714126 -38.9653 303893 3.5125
9 -29.1989 88012.598030 -33.1154 293581 -11.9243
10 -15.0339 16301.336253 -23.4456 335685 1.0746
11 -17.4373 13681.176663 -26.2857 332116 8.1808
12 -26.7487 11399.264817 -35.0014 307001 5.9925
13 -29.4164 86390.956443 -33.4266 333328 9.7672
14 -29.6414 84550.912457 -33.7467 303668 -0.8305
15 -30.0548 82453.418517 -34.2356 306211 18.2994
16 -9.9760 9860.027321 -21.0060 289644 -3.5256
17 -31.4591 79537.519353 -35.6324 258844 0.1846
18 -31.1725 78276.533751 -35.3840 258367 -4.1665
19 -30.6444 76980.455175 -34.9273 269600 -0.1237
20 -30.3166 75782.910458 -34.6379 269934 2.0379
mc_close close_wow week week_date
0 43520.0 -3.2028 202011 20200313
1 44900.0 0.2008 202010 20200306
2 44390.0 -3.9177 202009 20200228
3 45990.0 -0.1303 202008 20200221
4 45930.0 0.4593 202007 20200214
5 45690.0 -5.1287 202006 20200207
6 48020.0 -2.6556 202004 20200124
7 49250.0 0.6334 202003 20200117
8 49010.0 -0.1223 202002 20200110
9 48900.0 -1.8269 202001 20200103
10 50500.0 1.5892 20199 20190301
11 49920.0 3.2472 20198 20190222
12 48200.0 -0.0829 20197 20190215
13 49730.0 1.0156 201952 20191227
14 49030.0 -0.0204 201951 20191220
15 49010.0 3.4621 201950 20191213
16 48270.0 2.0507 20195 20190201
17 47320.0 0.0846 201949 20191206
18 47320.0 0.8955 201948 20191129
19 46870.0 0.0000 201947 20191122
20 46930.0 -1.0959 201946 20191115