数据与因子读取接口

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Windows 便携客户端 · 目录快照 2026-10-28。实时状态以服务器目录为准。公网地址 http://82.156.35.38:18010，局域网地址 http://10.7.12.69:8010。 所有业务请求必须带 Authorization: Bearer <token.txt 中的值>。本包自动读取，不需在命令中填写。

快速开始

下载并解压最小客户端，安装 Python 3.11+ 与 requirements.txt，将读取 Token 填入 token.txt 后运行测试。 示例输出在 output/。最小包不含 Python 或依赖；下列命令在解压目录的终端运行。所有操作仅读取。

接口与响应

请求参数和限制

数据 query：start/end（含端点日期）、ids（证券）、series（序列）、columns（值字段）、 limit（每页 1–5000，默认 500）、offset（从 0 开始）、order（asc/desc）。日期和证券等结构字段自动保留。 GET 数组用重复参数，如 columns=close&columns=volume；POST 用 JSON 数组。脚本 --field 对应 columns。 默认示例每页 100 行，--all-pages 才会自动循环分页；建议按天获取，不要把一页当完整历史。 底层每次最多读 32 个文件，超出时按日期拆分；宽表还受数据配置中的列限制约束。

因子：fields 必填 1–32 个，order_book_ids 最多 500 个，series 最多 32 个， history 的 lookback 必须 1–20；不支持 start/end 范围回填或 table 整表导出。 因子不分页，字段和股票过滤用于控制响应大小。as_of 限制信息截止日，on-date 默认不会回退。 版本选择仅部分 Artifact 条目支持，配置条目和兼容交付结果不保证历史不可变版本。

网关最多 2 个并发查询，正文最多 64 KiB，响应最多 16 MiB；超限报错，不静默截断。 禁用、归档或 missing 条目仅展示目录，未承诺可读。enabled=true 也不代表底层已有文件。 日期与股票字段遵循各条目元数据，例如 market_daily 使用 dt，因子常用 date；宏观/宽表使用各自字段，不能统一硬编码。

错误处理

401：Token 缺失/错误；404：ID 或日期无结果；400/422：字段、日期或范围非法； 413：请求/结果过大；429：并发繁忙，串行重试；502/503/504：本机后端异常或超时。 本包不自动重试 POST；发生错误先缩小日期、字段和股票数量。不能使用上传、更新、执行或计划任务接口。

可复用 Python 示例

from client import Client, save
c = Client()
bars = c.data('market_daily', fields=['close'], limit=100, all_pages=True)
save(bars, 'output/daily.parquet')
alpha = c.factor('alpha_v3', fields=['KDJ_K'], lookback=5, ids=['000001.XSHE'])
save(alpha, 'output/alpha.csv')

client 返回 pyarrow.Table，既不依赖平台源码也不需要 pandas。直接 HTTP 请求可用 requests 或 urllib， Arrow 用 pyarrow.ipc.open_stream 解码；JSON 元数据用常规 JSON 解码。python fetch_data.py --help 查看更多命令。

新增：股票逐笔成交、委托与十档盘口

三项 ID：market_tick_trades（逐笔成交）、market_tick_orders（逐笔委托）、 market_tick_quotes（十档盘口快照）。当前为 2025 年 9 月历史 CSV 手工导入，无自动更新源。 证券代码使用原始万得代码 000001.SZ / 600000.SH，不是日线的 000001.XSHE。 原始字段按字符串保留，包括价格、数量、事件标志和可能的 NUL 字符；价格缩放单位待核实，不自动除以 100/10000。 date 是平台注入的 ISO 日期，真实股票字段为 万得代码。

逐笔与快照用同一数据 query 接口。建议限定单个交易日、单只证券、少量字段， 利用 limit/offset 分页；不定义 series 参数。每次最多扫描 32 个证券文件。 同一日期和证券有大量事件，不能将 (date, 股票) 当作逐笔唯一主键，也不能把返回顺序当作跨文件的全市场时间排序。

python fetch_data.py data market_tick_trades --start 2025-09-01 --end 2025-09-01 --stock 000001.SZ --field 时间 --field 成交价格 --field 成交数量 --limit 100 --out output/trades.parquet
python fetch_data.py data market_tick_orders --start 2025-09-01 --end 2025-09-01 --stock 000001.SZ --limit 100 --out output/orders.parquet
python fetch_data.py data market_tick_quotes --start 2025-09-01 --end 2025-09-01 --stock 000001.SZ --limit 100 --out output/quotes.parquet

Parquet 可完整保留原始控制字符，CSV 面向人工查看时请注意 NUL 和编码。 字段以各条目下方清单及实时 schema 为准。

每个条目如何获取

以下字段来自现有物理 schema 或激活程序输出声明；部分空目录无法探测字段， 程序声明不等于存量数据已经完整。命令仅对就绪条目可执行；其他条目需服务器补数或启用后再读取。 因子必须从字段列表选真实的值字段；含 series_field 的多序列条目需按业务添加 --series。

数据目录（36 项，含禁用条目）

{
  "id": "market_base",
  "enabled": true,
  "group": "market",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "dt",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2017-07-17",
  "date_end": "2026-10-27"
}

python fetch_data.py data market_base --field "exchange" --out output/market_base.parquet

{
  "id": "market_daily",
  "enabled": true,
  "group": "market",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "dt",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2017-07-17",
  "date_end": "2026-10-27"
}

python fetch_data.py data market_daily --field "open" --out output/market_daily.parquet

{
  "id": "market_daily_adjusted",
  "enabled": true,
  "group": "market",
  "reader": "parquet",
  "format": "parquet",
  "source": "local_from_rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2017-06-01",
  "date_end": "2026-10-27"
}

python fetch_data.py data market_daily_adjusted --field "close" --out output/market_daily_adjusted.parquet

{
  "id": "market_minute",
  "enabled": true,
  "group": "market",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "minute",
  "update_method": "auto",
  "date_field": "dt",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2017-07-17",
  "date_end": "2026-10-27"
}

python fetch_data.py data market_minute --field "close" --out output/market_minute.parquet

{
  "id": "market_vwap",
  "enabled": true,
  "group": "market",
  "reader": "parquet",
  "format": "parquet",
  "source": "local_from_minute_market",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "dt",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2025-03-17",
  "date_end": "2026-10-27"
}

python fetch_data.py data market_vwap --field "vwap" --out output/market_vwap.parquet

{
  "id": "market_index_legacy",
  "enabled": true,
  "group": "market",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "empty",
  "queryable": false,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data market_index_legacy --out output/market_index_legacy.parquet

{
  "id": "security_pool",
  "enabled": true,
  "group": "market",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata_or_static_definition",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "empty",
  "queryable": false,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data security_pool --out output/security_pool.parquet

{
  "id": "index_members",
  "enabled": true,
  "group": "index",
  "reader": "parquet_wide",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "index_id",
  "value_field": "is_member",
  "status": "ready",
  "queryable": true,
  "date_start": "2019-01-02",
  "date_end": "2026-09-16"
}

python fetch_data.py data index_members --field "is_member" --out output/index_members.parquet

{
  "id": "index_prices",
  "enabled": true,
  "group": "index",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": null,
  "series_field": "index_id",
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2019-01-02",
  "date_end": "2026-10-27"
}

python fetch_data.py data index_prices --field "open" --out output/index_prices.parquet

{
  "id": "index_weights",
  "enabled": true,
  "group": "index",
  "reader": "pickle",
  "format": "pickle",
  "source": "rqdata",
  "frequency": "periodic",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "index_id",
  "value_field": "weight",
  "status": "ready",
  "queryable": true,
  "date_start": "2018-12-28",
  "date_end": "2026-09-16"
}

python fetch_data.py data index_weights --field "weight" --out output/index_weights.parquet

{
  "id": "index_weights_daily",
  "enabled": true,
  "group": "index",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "index_id",
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2019-01-02",
  "date_end": "2026-09-16"
}

python fetch_data.py data index_weights_daily --field "weight" --out output/index_weights_daily.parquet

{
  "id": "index_weights_extended",
  "enabled": true,
  "group": "index",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "periodic",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "index_id",
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2021-07-30",
  "date_end": "2026-09-16"
}

python fetch_data.py data index_weights_extended --field "weight" --out output/index_weights_extended.parquet

{
  "id": "rqdata.study03.etf_universe",
  "enabled": true,
  "group": "study03",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "snapshot",
  "update_method": "auto",
  "date_field": null,
  "id_field": "order_book_id",
  "series_field": "underlying_order_book_id",
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data rqdata.study03.etf_universe --field "abbrev_symbol" --out output/rqdata.study03.etf_universe.parquet

{
  "id": "rqdata.study03.trading_calendar",
  "enabled": true,
  "group": "study03",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": null,
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2025-11-03",
  "date_end": "2026-10-28"
}

python fetch_data.py data rqdata.study03.trading_calendar --out output/rqdata.study03.trading_calendar.parquet

{
  "id": "rqdata.study03.etf_daily_pre",
  "enabled": true,
  "group": "study03",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2025-11-03",
  "date_end": "2026-10-28"
}

python fetch_data.py data rqdata.study03.etf_daily_pre --field "open" --out output/rqdata.study03.etf_daily_pre.parquet

{
  "id": "rqdata.study03.etf_daily_none",
  "enabled": true,
  "group": "study03",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2025-11-03",
  "date_end": "2026-10-28"
}

python fetch_data.py data rqdata.study03.etf_daily_none --field "open" --out output/rqdata.study03.etf_daily_none.parquet

{
  "id": "rqdata.study03.index_weights",
  "enabled": true,
  "group": "study03",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "index_id",
  "value_field": "weight",
  "status": "ready",
  "queryable": true,
  "date_start": "2026-06-01",
  "date_end": "2026-10-28"
}

python fetch_data.py data rqdata.study03.index_weights --field "weight" --out output/rqdata.study03.index_weights.parquet

{
  "id": "rqdata.study03.constituent_stock_daily_pre",
  "enabled": true,
  "group": "study03",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "close",
  "status": "ready",
  "queryable": true,
  "date_start": "2026-06-01",
  "date_end": "2026-10-28"
}

python fetch_data.py data rqdata.study03.constituent_stock_daily_pre --field "close" --out output/rqdata.study03.constituent_stock_daily_pre.parquet

{
  "id": "qd_instruments",
  "enabled": true,
  "group": "qd",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "snapshot",
  "update_method": "auto",
  "date_field": null,
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data qd_instruments --field "industry_code" --out output/qd_instruments.parquet

{
  "id": "qd_trading_calendar",
  "enabled": true,
  "group": "qd",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "snapshot",
  "update_method": "manual",
  "date_field": "date",
  "id_field": null,
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2010-01-01",
  "date_end": "2027-12-31"
}

python fetch_data.py data qd_trading_calendar --field "is_trading_day" --out output/qd_trading_calendar.parquet

{
  "id": "qd_status_st",
  "enabled": true,
  "group": "qd",
  "reader": "parquet_wide",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "trade_date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "is_st",
  "status": "ready",
  "queryable": true,
  "date_start": "1998-04-29",
  "date_end": "2026-10-27"
}

python fetch_data.py data qd_status_st --field "is_st" --out output/qd_status_st.parquet

{
  "id": "qd_status_suspended",
  "enabled": true,
  "group": "qd",
  "reader": "parquet_wide",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "trade_date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "is_suspended",
  "status": "ready",
  "queryable": true,
  "date_start": "2000-01-14",
  "date_end": "2026-10-27"
}

python fetch_data.py data qd_status_suspended --field "is_suspended" --out output/qd_status_suspended.parquet

{
  "id": "qd_tradable_mat",
  "enabled": true,
  "group": "qd",
  "reader": "parquet_wide",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "trade_date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "is_tradable",
  "status": "ready",
  "queryable": true,
  "date_start": "2015-01-05",
  "date_end": "2026-10-27"
}

python fetch_data.py data qd_tradable_mat --field "is_tradable" --out output/qd_tradable_mat.parquet

{
  "id": "qd_price_raw",
  "enabled": true,
  "group": "qd",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2015-01-05",
  "date_end": "2026-10-27"
}

python fetch_data.py data qd_price_raw --field "open" --out output/qd_price_raw.parquet

{
  "id": "qd_price_adjusted",
  "enabled": true,
  "group": "qd",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2015-01-05",
  "date_end": "2026-10-27"
}

python fetch_data.py data qd_price_adjusted --field "open" --out output/qd_price_adjusted.parquet

{
  "id": "qd_price_post",
  "enabled": true,
  "group": "qd",
  "reader": "parquet",
  "format": "parquet",
  "source": "local_from_rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2015-01-05",
  "date_end": "2026-10-27"
}

python fetch_data.py data qd_price_post --field "open" --out output/qd_price_post.parquet

{
  "id": "qd_close_post_derived",
  "enabled": true,
  "group": "qd",
  "reader": "parquet_wide",
  "format": "parquet",
  "source": "local_from_rqdata",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "close",
  "status": "ready",
  "queryable": true,
  "date_start": "2015-01-05",
  "date_end": "2026-08-26"
}

python fetch_data.py data qd_close_post_derived --field "close" --out output/qd_close_post_derived.parquet

{
  "id": "qd_ex_factor",
  "enabled": true,
  "group": "qd",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "ex_date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "1991-02-26",
  "date_end": "2026-10-27"
}

python fetch_data.py data qd_ex_factor --field "ex_cum_factor" --out output/qd_ex_factor.parquet

{
  "id": "qd_benchmark_daily",
  "enabled": true,
  "group": "qd",
  "reader": "parquet",
  "format": "parquet",
  "source": "rqdata",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": null,
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": "2015-01-05",
  "date_end": "2026-09-11"
}

python fetch_data.py data qd_benchmark_daily --field "benchmark" --out output/qd_benchmark_daily.parquet

{
  "id": "qd_metadata",
  "enabled": true,
  "group": "qd",
  "reader": "json",
  "format": "json",
  "source": "local",
  "frequency": "snapshot",
  "update_method": "manual",
  "date_field": null,
  "id_field": null,
  "series_field": null,
  "value_field": "value",
  "status": "ready",
  "queryable": true,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data qd_metadata --field "instruments" --out output/qd_metadata.parquet

{
  "id": "archive_market_base",
  "enabled": false,
  "group": "archive",
  "reader": "archive",
  "format": "zip",
  "source": "local_archive",
  "frequency": "snapshot",
  "update_method": "manual",
  "date_field": null,
  "id_field": null,
  "series_field": null,
  "value_field": "value",
  "status": "disabled",
  "queryable": false,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data archive_market_base --out output/archive_market_base.parquet

{
  "id": "archive_market_daily",
  "enabled": false,
  "group": "archive",
  "reader": "archive",
  "format": "zip",
  "source": "local_archive",
  "frequency": "snapshot",
  "update_method": "manual",
  "date_field": null,
  "id_field": null,
  "series_field": null,
  "value_field": "value",
  "status": "disabled",
  "queryable": false,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data archive_market_daily --out output/archive_market_daily.parquet

{
  "id": "archive_market_minute",
  "enabled": false,
  "group": "archive",
  "reader": "archive",
  "format": "zip",
  "source": "local_archive",
  "frequency": "snapshot",
  "update_method": "manual",
  "date_field": null,
  "id_field": null,
  "series_field": null,
  "value_field": "value",
  "status": "disabled",
  "queryable": false,
  "date_start": null,
  "date_end": null
}

python fetch_data.py data archive_market_minute --out output/archive_market_minute.parquet

{
  "id": "market_tick_trades",
  "enabled": true,
  "group": "tick",
  "reader": "tick_csv",
  "format": "csv",
  "source": "local_csv_export",
  "frequency": "tick",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "万得代码",
  "series_field": null,
  "value_field": null,
  "status": "ready",
  "queryable": true,
  "date_start": "2025-09-01",
  "date_end": "2025-09-19"
}

python fetch_data.py data market_tick_trades --field "交易所代码" --out output/market_tick_trades.parquet

{
  "id": "market_tick_orders",
  "enabled": true,
  "group": "tick",
  "reader": "tick_csv",
  "format": "csv",
  "source": "local_csv_export",
  "frequency": "tick",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "万得代码",
  "series_field": null,
  "value_field": null,
  "status": "ready",
  "queryable": true,
  "date_start": "2025-09-01",
  "date_end": "2025-09-19"
}

python fetch_data.py data market_tick_orders --field "交易所代码" --out output/market_tick_orders.parquet

{
  "id": "market_tick_quotes",
  "enabled": true,
  "group": "tick",
  "reader": "tick_csv",
  "format": "csv",
  "source": "local_csv_export",
  "frequency": "tick",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "万得代码",
  "series_field": null,
  "value_field": null,
  "status": "ready",
  "queryable": true,
  "date_start": "2025-09-01",
  "date_end": "2025-09-19"
}

python fetch_data.py data market_tick_quotes --field "交易所代码" --out output/market_tick_quotes.parquet

因子目录（43 项，含禁用条目）

{
  "id": "barra_v1_exposure",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-07-06"
}

python fetch_data.py factor barra_v1_exposure --field "size" --out output/barra_v1_exposure.parquet

{
  "id": "barra_v1_covariance",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "factor",
  "series_field": "factor",
  "value_field": "covariance",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-07-06"
}

python fetch_data.py factor barra_v1_covariance --field "beta" --out output/barra_v1_covariance.parquet

{
  "id": "barra_v1_specific_risk",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "specific_risk",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-07-06"
}

python fetch_data.py factor barra_v1_specific_risk --field "specific_risk" --out output/barra_v1_specific_risk.parquet

{
  "id": "barra_v1_factor_return",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": null,
  "series_field": "factor",
  "value_field": "return",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-07-06"
}

python fetch_data.py factor barra_v1_factor_return --field "beta" --out output/barra_v1_factor_return.parquet

{
  "id": "barra_v2_exposure",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-10-27"
}

python fetch_data.py factor barra_v2_exposure --field "liquidity" --out output/barra_v2_exposure.parquet

{
  "id": "barra_v2_covariance",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "factor",
  "series_field": "factor",
  "value_field": "covariance",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-10-27"
}

python fetch_data.py factor barra_v2_covariance --field "beta" --out output/barra_v2_covariance.parquet

{
  "id": "barra_v2_specific_return",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "specific_return",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2021-08-02",
  "date_end": "2026-10-27"
}

python fetch_data.py factor barra_v2_specific_return --field "specific_return" --out output/barra_v2_specific_return.parquet

{
  "id": "barra_v2_specific_risk",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "specific_risk",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-10-28"
}

python fetch_data.py factor barra_v2_specific_risk --field "specific_risk" --out output/barra_v2_specific_risk.parquet

{
  "id": "barra_v2_factor_return",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "barra",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": null,
  "series_field": "factor",
  "value_field": "return",
  "source": "rqdata",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-10-27"
}

python fetch_data.py factor barra_v2_factor_return --field "beta" --out output/barra_v2_factor_return.parquet

{
  "id": "financial_eod_indicator",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "fundamental",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "rqdata_get_factor",
  "status": "ready",
  "date_start": "2018-01-05",
  "date_end": "2026-10-28"
}

python fetch_data.py factor financial_eod_indicator --field "pe_ratio_lyr" --out output/financial_eod_indicator.parquet

{
  "id": "davis_raw",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "fundamental",
  "frequency": "daily",
  "update_method": "auto",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "rqdata_get_factor",
  "status": "ready",
  "date_start": "2010-01-04",
  "date_end": "2026-10-28"
}

python fetch_data.py factor davis_raw --field "net_profit_deduct_non_recurring_pnl_mrq_0" --out output/davis_raw.parquet

{
  "id": "consensus_raw",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "table_id",
  "value_field": "value",
  "source": "invest_today_kssdk",
  "status": "ready",
  "date_start": "2018-01-01",
  "date_end": "2026-08-26"
}

python fetch_data.py factor consensus_raw --field "SEQ" --out output/consensus_raw.parquet

{
  "id": "consensus_tables",
  "enabled": true,
  "reader": "parquet",
  "format": "mixed",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "table_id",
  "value_field": "value",
  "source": "invest_today_kssdk",
  "status": "ready",
  "date_start": "2004-11-25",
  "date_end": "2026-10-01"
}

python fetch_data.py factor consensus_tables --field "SEQ" --out output/consensus_tables.parquet

{
  "id": "consensus_component",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "invest_today_kssdk",
  "status": "ready",
  "date_start": "2019-01-02",
  "date_end": "2026-08-26"
}

python fetch_data.py factor consensus_component --field "RPT_YR_T" --out output/consensus_component.parquet

{
  "id": "consensus_financial_forecast",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "invest_today_kssdk",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-08-26"
}

python fetch_data.py factor consensus_financial_forecast --field "RPT_YR_T" --out output/consensus_financial_forecast.parquet

{
  "id": "consensus_forecast_valuation",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "invest_today_kssdk",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-08-26"
}

python fetch_data.py factor consensus_forecast_valuation --field "RPT_YR_T" --out output/consensus_forecast_valuation.parquet

{
  "id": "consensus_rating",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "invest_today_kssdk",
  "status": "ready",
  "date_start": "2019-01-02",
  "date_end": "2026-08-26"
}

python fetch_data.py factor consensus_rating --field "CON_GRD_COEF" --out output/consensus_rating.parquet

{
  "id": "consensus_rank",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "invest_today_kssdk",
  "status": "ready",
  "date_start": "2019-01-02",
  "date_end": "2026-08-26"
}

python fetch_data.py factor consensus_rank --field "LONG_RPS" --out output/consensus_rank.parquet

{
  "id": "feature_a1",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "price_volume",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2018-09-26",
  "date_end": "2026-10-27"
}

python fetch_data.py factor feature_a1 --field "dil_5" --out output/feature_a1.parquet

{
  "id": "feature_a2",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "technical",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2018-09-26",
  "date_end": "2026-10-27"
}

python fetch_data.py factor feature_a2 --field "BBIBOLL_DOWN" --out output/feature_a2.parquet

{
  "id": "alpha_v1",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "alpha",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2025-07-10",
  "date_end": "2026-10-27"
}

python fetch_data.py factor alpha_v1 --field "alpha001" --out output/alpha_v1.parquet

{
  "id": "alpha_v2",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "alpha",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2025-07-10",
  "date_end": "2026-10-27"
}

python fetch_data.py factor alpha_v2 --field "MACD_DIFF" --out output/alpha_v2.parquet

{
  "id": "alpha_v3",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "alpha",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2025-07-10",
  "date_end": "2026-10-27"
}

python fetch_data.py factor alpha_v3 --field "KDJ_K" --out output/alpha_v3.parquet

{
  "id": "alpha_v4",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "alpha",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2025-07-10",
  "date_end": "2026-10-27"
}

python fetch_data.py factor alpha_v4 --field "RS_10D" --out output/alpha_v4.parquet

{
  "id": "kitchen_sink",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "composite_features",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "manual",
  "status": "ready",
  "date_start": "2018-01-02",
  "date_end": "2026-08-26"
}

python fetch_data.py factor kitchen_sink --field "adj_close" --out output/kitchen_sink.parquet

{
  "id": "minute_m1",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "intraday",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2018-06-29",
  "date_end": "2026-10-27"
}

python fetch_data.py factor minute_m1 --field "QUA_S" --out output/minute_m1.parquet

{
  "id": "minute_v1",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "intraday",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2025-07-10",
  "date_end": "2026-10-27"
}

python fetch_data.py factor minute_v1 --field "QUA_S" --out output/minute_v1.parquet

{
  "id": "consensus_derived",
  "enabled": true,
  "reader": "parquet",
  "format": "mixed",
  "family": "consensus",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "manual",
  "status": "ready",
  "date_start": null,
  "date_end": null
}

python fetch_data.py factor consensus_derived --field "000001.XSHE" --out output/consensus_derived.parquet

{
  "id": "curve",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "curve",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "manual",
  "status": "empty",
  "date_start": null,
  "date_end": null
}

python fetch_data.py factor curve --field REPLACE_WITH_REAL_FIELD --out output/curve.parquet

{
  "id": "price_volume",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "price_volume",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "manual",
  "status": "ready",
  "date_start": null,
  "date_end": null
}

python fetch_data.py factor price_volume --field "000001.XSHE" --out output/price_volume.parquet

{
  "id": "price_volume_h",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "price_volume",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "manual",
  "status": "ready",
  "date_start": null,
  "date_end": null
}

python fetch_data.py factor price_volume_h --field "000001.XSHE" --out output/price_volume_h.parquet

{
  "id": "davis_daily",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "fundamental",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2010-01-29",
  "date_end": "2026-10-28"
}

python fetch_data.py factor davis_daily --field "QUART_PROFIT_YOY" --out output/davis_daily.parquet

{
  "id": "davis_panel",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "fundamental",
  "frequency": "panel",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "year",
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2010-01-29",
  "date_end": "2026-10-28"
}

python fetch_data.py factor davis_panel --field "QUART_PROFIT_YOY" --out output/davis_panel.parquet

{
  "id": "davis_all",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "fundamental",
  "frequency": "panel",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2010-01-29",
  "date_end": "2026-10-28"
}

python fetch_data.py factor davis_all --field "QUART_PROFIT_YOY" --out output/davis_all.parquet

{
  "id": "consensus_candidates",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "consensus",
  "frequency": "periodic",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": "factor_id",
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2022-01-04",
  "date_end": "2026-08-26"
}

python fetch_data.py factor consensus_candidates --field "000001.XSHE" --out output/consensus_candidates.parquet

{
  "id": "model_predictions",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "model_score",
  "frequency": "daily",
  "update_method": "manual",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "manual",
  "status": "ready",
  "date_start": null,
  "date_end": null
}

python fetch_data.py factor model_predictions --field "000001.XSHE" --out output/model_predictions.parquet

{
  "id": "tradable_universe",
  "enabled": true,
  "reader": "parquet",
  "format": "parquet",
  "family": "universe_filter",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "local",
  "status": "ready",
  "date_start": "2015-01-05",
  "date_end": "2026-10-27"
}

python fetch_data.py factor tradable_universe --field "000001.XSHE" --out output/tradable_universe.parquet

{
  "id": "archive_consensus",
  "enabled": false,
  "reader": "parquet",
  "format": "zip",
  "family": "archive",
  "frequency": "snapshot",
  "update_method": "manual",
  "date_field": null,
  "id_field": null,
  "series_field": null,
  "value_field": null,
  "source": "local_archive",
  "status": "ready",
  "date_start": null,
  "date_end": null
}

python fetch_data.py factor archive_consensus --field REPLACE_WITH_REAL_FIELD --out output/archive_consensus.parquet

{
  "id": "archive_davis_repair",
  "enabled": false,
  "reader": "parquet",
  "format": "mixed",
  "family": "archive",
  "frequency": "snapshot",
  "update_method": "manual",
  "date_field": null,
  "id_field": null,
  "series_field": null,
  "value_field": null,
  "source": "local_archive",
  "status": "ready",
  "date_start": null,
  "date_end": null
}

python fetch_data.py factor archive_davis_repair --field "net_profit_deduct_non_recurring_pnl_mrq_0" --out output/archive_davis_repair.parquet

{
  "id": "factor.calendar_0303_abnormal_volume",
  "enabled": true,
  "format": "parquet",
  "family": "library",
  "frequency": "trading_month_end",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "FactorLibrary",
  "status": "ready",
  "date_start": "2018-01-31",
  "date_end": "2026-09-30"
}

python fetch_data.py factor factor.calendar_0303_abnormal_volume --field REPLACE_WITH_REAL_FIELD --out output/factor.calendar_0303_abnormal_volume.parquet

{
  "id": "factor.study03.e1_model_features",
  "enabled": true,
  "format": "parquet",
  "family": "library",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "FactorLibrary",
  "status": "ready",
  "date_start": "2012-01-04",
  "date_end": "2026-10-28"
}

python fetch_data.py factor factor.study03.e1_model_features --field REPLACE_WITH_REAL_FIELD --out output/factor.study03.e1_model_features.parquet

{
  "id": "factor.w0_old185_ic_weekly",
  "enabled": true,
  "format": "parquet",
  "family": "library",
  "frequency": "daily",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "FactorLibrary",
  "status": "ready",
  "date_start": "2026-09-01",
  "date_end": "2026-10-27"
}

python fetch_data.py factor factor.w0_old185_ic_weekly --field REPLACE_WITH_REAL_FIELD --out output/factor.w0_old185_ic_weekly.parquet

{
  "id": "factor.w0_weekly_decision_gate",
  "enabled": true,
  "format": "parquet",
  "family": "library",
  "frequency": "trading_week_end",
  "update_method": "calculated",
  "date_field": "date",
  "id_field": "order_book_id",
  "series_field": null,
  "value_field": "value",
  "source": "FactorLibrary",
  "status": "ready",
  "date_start": "2021-09-30",
  "date_end": "2026-10-23"
}

python fetch_data.py factor factor.w0_weekly_decision_gate --field REPLACE_WITH_REAL_FIELD --out output/factor.w0_weekly_decision_gate.parquet