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债券回购日行情
接口:repo_daily
描述:债券回购日行情
限量:单次最大2000条,可多次提取,总量不限制
权限:用户需要累积2000积分才可以调取,具体请参阅积分获取办法
输入参数
名称 | 类型 | 必选 | 描述 |
---|---|---|---|
ts_code | str | N | TS代码 |
trade_date | str | N | 交易日期(YYYYMMDD格式,下同) |
start_date | str | N | 开始日期 |
end_date | str | N | 结束日期 |
输出参数
名称 | 类型 | 默认显示 | 描述 |
---|---|---|---|
ts_code | str | Y | TS代码 |
trade_date | str | Y | 交易日期 |
repo_maturity | str | Y | 期限品种 |
pre_close | float | Y | 前收盘(%) |
open | float | Y | 开盘价(%) |
high | float | Y | 最高价(%) |
low | float | Y | 最低价(%) |
close | float | Y | 收盘价(%) |
weight | float | Y | 加权价(%) |
weight_r | float | Y | 加权价(利率债)(%) |
amount | float | Y | 成交金额(万元) |
num | int | Y | 成交笔数(笔) |
接口使用
pro = ts.pro_api()
#获取2020年8月4日债券回购日行情
df = pro.repo_daily(trade_date='20200804')
数据样例
ts_code trade_date repo_maturity weight amount
0 131800.SZ 20200804 R-003 2.02150000 42783.000000
1 131801.SZ 20200804 R-007 2.23240000 618050.300000
2 131802.SZ 20200804 R-014 2.24820000 59506.300000
3 131803.SZ 20200804 R-028 2.35080000 21210.700000
4 131805.SZ 20200804 R-091 2.35550000 2566.000000
5 131806.SZ 20200804 R-182 2.10840000 113.200000
6 131809.SZ 20200804 R-004 2.06990000 24218.900000
7 131810.SZ 20200804 R-001 2.03600000 10748048.000000
8 131811.SZ 20200804 R-002 2.01270000 39459.200000
9 131981.SZ 20200804 RR-001 6.70000000 1000.000000
10 131982.SZ 20200804 RR-007 6.05000000 22800.000000
11 131983.SZ 20200804 RR-014 5.82000000 18500.000000
12 131985.SZ 20200804 RR-1M 7.00000000 4900.000000
13 204001.SH 20200804 GC001 2.10000000 85393260.000000
14 204002.SH 20200804 GC002 2.09200000 488300.000000
15 204003.SH 20200804 GC003 2.11900000 1260240.000000
16 204004.SH 20200804 GC004 2.16500000 352040.000000
17 204007.SH 20200804 GC007 2.21200000 13110650.000000
18 204014.SH 20200804 GC014 2.25900000 2318820.000000
19 204028.SH 20200804 GC028 2.32100000 1204850.000000
20 204091.SH 20200804 GC091 2.41500000 16330.000000
21 204182.SH 20200804 GC182 2.25800000 80.000000
22 206001.SH 20200804 R001 4.00300000 66518.000000
23 206007.SH 20200804 R007 4.36600000 530473.000000
24 206014.SH 20200804 R014 5.16900000 344245.000000
25 206021.SH 20200804 R021 5.97600000 17976.000000
26 206030.SH 20200804 R1M 5.33200000 56671.000000
27 206090.SH 20200804 R3M 7.59900000 9285.000000
28 207007.SH 20200804 TPR007 2.29900000 37500.000000
29 DR001.IB 20200804 DR001 1.90740000 196463895.000000
30 DR007.IB 20200804 DR007 2.11440000 8751142.000000
31 DR014.IB 20200804 DR014 1.99320000 2810816.000000
32 DR021.IB 20200804 DR021 2.08610000 1800794.000000
33 DR1M.IB 20200804 DR1M 2.02160000 239369.000000
34 DR3M.IB 20200804 DR3M 2.58500000 49956.000000
35 DR6M.IB 20200804 DR6M 2.60000000 10000.000000
36 OR001.IB 20200804 OR001 1.91850000 2677840.000000
37 OR007.IB 20200804 OR007 2.05950000 358750.000000
38 OR014.IB 20200804 OR014 2.41020000 129650.000000
39 OR021.IB 20200804 OR021 1.76630000 42000.000000
40 OR1M.IB 20200804 OR1M 2.36910000 34000.000000
41 R001.IB 20200804 R001 1.96000000 350750823.000000
42 R007.IB 20200804 R007 2.17850000 42502804.000000
43 R014.IB 20200804 R014 2.24390000 8123663.000000
44 R021.IB 20200804 R021 1.97400000 6072093.000000
45 R1M.IB 20200804 R1M 2.44950000 1163185.000000
46 R2M.IB 20200804 R2M 3.91140000 37170.000000
47 R3M.IB 20200804 R3M 2.92950000 88436.000000
48 R4M.IB 20200804 R4M 6.50000000 1750.000000
49 R6M.IB 20200804 R6M 2.60000000 10000.000000
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