WHAT IT ANSWERS
这张表适合回答什么
- 查询历史或盘中价格与成交
- 构建行情、波动率和衍生品特征
DATASET · market
商品期货与现货 K 线
market.commodity_ohlcv
这是价格、成交、报价与衍生品行情中的“商品期货与现货 K 线”数据集；一行由 commodity_code、bar_date、interval、source 定位，主要字段包括 open、high、low、close、adjusted_close。
字段26
关键字段4
更新口径daily
时间列
publish_ts单页上限5000
分页Cursor
PIT不支持
规模1K-9K
GRAIN & TIME
一行代表什么
- 业务粒度
- 每行代表“商品期货与现货 K 线”的一条记录；逻辑粒度由 commodity_code × interval × bar_date × source 共同确定。
- 时间口径
- 以 publish_ts 为主要查询时间轴；除下方限制特别说明外，时间戳按 UTC、日期按来源市场日历解释。
- 更新节奏
- 通常按交易日或自然日更新；具体最新日期请以返回数据为准。
KEY FIELDS
先看这些字段
commodity_code- 用于确定该表业务粒度或默认顺序的 commodity code 字段。
interval- 行情或统计的聚合时间间隔。
bar_date- bar date 对应的日历日期。
source- 标准化数据来源；同一业务键可能因来源不同而有多行。
RECOMMENDED JOINS
怎样和其他表关联
该表主要按自身业务键使用，目前没有推荐的跨表主键联接。
HOW TO QUERY SAFELY
查询方法与已知限制
先用 catalog 确认当前契约；可按 catalog 中列出的 filters 进一步缩小范围；单页最多 5000 行，响应有 has_more 时原样传回 next_cursor 继续分页。
- 返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。
MACHINE CONTRACT
筛选、排序与分页
- 默认排序
commodity_code, bar_date, interval, source- 唯一键
commodity_code, bar_date, interval, source- 读取模式
canonical_final_active- 最大时间窗
- 未单独限制
可用 filters
provider→ provider · stringsource→ source · stringPOINT IN TIME
可复现读取
该资产没有 PIT 契约。普通 rows 端点仍按当前公开读模式返回数据；不要把它表述成历史时点快照。
COPY-READY CALLS
怎么调用
同一数据集可用 HTTP、Python SDK、CLI 或 MCP；Key 始终只通过环境变量/Bearer Header 传递。
HTTP
curl --fail-with-body -H "Authorization: Bearer $FRIENDS_DATA_API_KEY" "https://api.alphahubs.uk/api/v1/data/datasets/market/commodity_ohlcv/rows?limit=100&provider=PROVIDER_VALUE"PYTHON SDK
from friends_data_api import FriendsDataClient, Settings
async with FriendsDataClient(Settings.from_env()) as client:
page = await client.get_dataset_rows('market', 'commodity_ohlcv', limit=100, filters={'provider': 'PROVIDER_VALUE'})
print(page.data)
if page.has_more:
print("next cursor:", page.next_cursor)CLI
friends-data get-dataset-rows market commodity_ohlcv --limit 100 --filter provider=PROVIDER_VALUEMCP TOOL CALL
{
"arguments": {
"dataset": "commodity_ohlcv",
"filters": {
"provider": "PROVIDER_VALUE"
},
"limit": 100,
"namespace": "market"
},
"tool": "get_dataset_rows"
}FIELD DICTIONARY
26 个返回字段
descriptionSource 可在 JSON 中区分仓库注释、标准术语表和名称推导说明。
| # | 字段 | ClickHouse 类型 | JSON | 可空 | 角色 | 说明 |
|---|---|---|---|---|---|---|
| 1 | commodity_code | String | string | no | default_order, warehouse_primary_key, contract_unique_key | Source-normalized field: commodity code.名称推导 |
| 2 | interval | LowCardinality(String) | string | no | default_order, warehouse_primary_key, contract_unique_key | Aggregation or sampling interval.标准术语表 |
| 3 | bar_datedate | Date | string / date | no | default_order, warehouse_primary_key, contract_unique_key | Calendar date for bar date (YYYY-MM-DD).名称推导 |
| 4 | open | Nullable(Float64) | number | yes | value | Opening price for the represented interval.标准术语表 |
| 5 | high | Nullable(Float64) | number | yes | value | Highest price for the represented interval.标准术语表 |
| 6 | low | Nullable(Float64) | number | yes | value | Lowest price for the represented interval.标准术语表 |
| 7 | close | Nullable(Float64) | number | yes | value | Closing or last price for the represented interval.标准术语表 |
| 8 | adjusted_close | Nullable(Float64) | number | yes | value | Source-normalized field: adjusted close.名称推导 |
| 9 | volume | Nullable(UInt64) | integer | yes | value | Traded volume for the represented interval.标准术语表 |
| 10 | currency | LowCardinality(String) | string | no | value | ISO-like currency code for monetary values.标准术语表 |
| 11 | publish_tsUTC_datetime | DateTime64(3, 'UTC') | string / date-time | no | time, provenance | UTC point-in-time availability timestamp used by PIT reads.标准术语表 |
| 12 | source_tsUTC_datetime | DateTime64(3, 'UTC') | string / date-time | no | provenance | Timestamp asserted by the upstream source.标准术语表 |
| 13 | ingested_atUTC_datetime | DateTime64(3, 'UTC') | string / date-time | no | provenance | UTC timestamp when the source record entered the warehouse.标准术语表 |
| 14 | source | LowCardinality(String) | string | no | filter, default_order, warehouse_primary_key, contract_unique_key, provenance | Normalized upstream source identifier.标准术语表 |
| 15 | provider | LowCardinality(String) | string | no | filter, provenance | Upstream data provider identifier.标准术语表 |
| 16 | source_url | String | string | no | provenance | URL of the upstream evidence or record when distributable.标准术语表 |
| 17 | source_record_id | String | string | no | provenance | Provider-side identifier for the source record.标准术语表 |
| 18 | raw_payload_hash | String | string | no | provenance | Opaque fingerprint of the normalized source payload for provenance checks.标准术语表 |
| 19 | parser_version | LowCardinality(String) | string | no | provenance | Version of the parser or normalizer that produced the row.标准术语表 |
| 20 | quality_status | LowCardinality(String) | string | no | provenance | Machine-readable data-quality classification.标准术语表 |
| 21 | license_scope | LowCardinality(String) | string | no | provenance | License or redistribution scope attached to the row.标准术语表 |
| 22 | visibility_tier | LowCardinality(String) | string | no | provenance | Serving visibility tier attached to the row.标准术语表 |
| 23 | ingest_run_id | String | string | no | provenance | Identifier of the ingestion run that produced the row.标准术语表 |
| 24 | version | UInt64 | integer | no | provenance | Monotonic row version used for correction-aware reads.标准术语表 |
| 25 | version_tsUTC_datetime | DateTime64(3, 'UTC') | string / date-time | no | provenance | UTC timestamp associated with the row version.标准术语表 |
| 26 | is_deleted | UInt8 | integer | no | value | Soft-delete marker; public serving excludes current tombstones.标准术语表 |
没有匹配字段
换一个字段名、类型或角色。
结构来自 Friends 只读身份可见的真实 serving relation；权限、过滤、排序、PIT 与分页来自可执行 DatasetSpec。Schema observed at 2026-10-06T18:08:52Z。