DATASET · market

期货结算行情

market.futures_settlement

价格与行情

保存交易所原生期货合约的每日结算价和相关字段，适合官方结算口径的历史研究。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段32

关键字段3

更新口径daily

时间列trade_date

单页上限5000

分页窄筛选

PIT不支持

规模0

WHAT IT ANSWERS

这张表适合回答什么

查询合约官方结算价
计算期货日收益
处理到期与换月研究

GRAIN & TIME

一行代表什么

业务粒度: 每行代表“期货结算行情”的一条记录；逻辑粒度由 exchange × contract_code × trade_date 共同确定。
时间口径: 以 trade_date 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

exchange: 上市或交易场所。
contract_code: 用于确定该表业务粒度或默认顺序的 contract code 字段。
trade_date: 对应市场日历中的交易日。

RECOMMENDED JOINS

怎样和其他表关联

ref.calendaron market + trade_date（有 market 时）

需要计算交易日偏移时联接交易日历；无 market 字段时先确定适用市场。

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，该表不提供稳定 cursor，结果过大时必须缩小标的、日期或其他筛选。

字典采样时该关系可能为空；先查询 catalog 或小范围 rows 判断当前是否已有数据。

MACHINE CONTRACT

筛选、排序与分页

UNVERSIONED

默认排序: trade_date, exchange, contract_code
唯一键: —
读取模式: canonical_final_active
最大时间窗: 未单独限制

可用 filters

contract_code→ contract_code · string

exchange→ exchange · string

product_code→ product_code · string

source→ source · string

POINT IN TIME

可复现读取

NOT AVAILABLE

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。

READ ONLY

HTTP

curl --fail-with-body -H "Authorization: Bearer $FRIENDS_DATA_API_KEY" "https://api.alphahubs.uk/api/v1/data/datasets/market/futures_settlement/rows?limit=100&exchange=NASDAQ&start=2026-08-01&end=2026-08-01"

PYTHON SDK

from friends_data_api import FriendsDataClient, Settings

async with FriendsDataClient(Settings.from_env()) as client:
    page = await client.get_dataset_rows('market', 'futures_settlement', limit=100, start='2026-08-01', end='2026-08-01', filters={'exchange': 'NASDAQ'})
    print(page.data)
    if page.has_more:
        print("next cursor:", page.next_cursor)

CLI

friends-data get-dataset-rows market futures_settlement --limit 100 --start 2026-08-01 --end 2026-08-01 --filter exchange=NASDAQ

MCP TOOL CALL

{
  "arguments": {
    "dataset": "futures_settlement",
    "end": "2026-08-01",
    "filters": {
      "exchange": "NASDAQ"
    },
    "limit": 100,
    "namespace": "market",
    "start": "2026-08-01"
  },
  "tool": "get_dataset_rows"
}

FIELD DICTIONARY

32 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。

筛选字段

#	字段	ClickHouse 类型	JSON	可空	角色	说明
1	`trade_date`date	`Date`	`string / date`	no	time, default_order, warehouse_primary_key	Trading-session date in the dataset's market calendar.标准术语表
2	`exchange`	`LowCardinality(String)`	`string`	no	filter, default_order, warehouse_primary_key	Listing or trading exchange.标准术语表
3	`product_id`	`String`	`string`	no	value	Identifier for product.名称推导
4	`product_code`	`String`	`string`	no	filter, warehouse_primary_key	Source-normalized field: product code.名称推导
5	`product_name`	`String`	`string`	no	value	Source-normalized field: product name.名称推导
6	`contract_month`	`String`	`string`	no	warehouse_primary_key	Source-normalized field: contract month.名称推导
7	`contract_code`	`String`	`string`	no	filter, default_order	Source-normalized field: contract code.名称推导
8	`settle`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: settle.名称推导
9	`prior_settle`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: prior settle.名称推导
10	`change`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: change.名称推导
11	`open_price`	`Nullable(Float64)`	`number`	yes	value	Price value for open price.名称推导
12	`high_price`	`Nullable(Float64)`	`number`	yes	value	Price value for high price.名称推导
13	`low_price`	`Nullable(Float64)`	`number`	yes	value	Price value for low price.名称推导
14	`last_price`	`Nullable(Float64)`	`number`	yes	value	Price value for last price.名称推导
15	`volume`	`Nullable(Int64)`	`integer`	yes	value	Traded volume for the represented interval.标准术语表
16	`open_interest`	`Nullable(Int64)`	`integer`	yes	value	Source-normalized field: open interest.名称推导
17	`currency`	`LowCardinality(String)`	`string`	no	value	ISO-like currency code for monetary values.标准术语表
18	`source`	`LowCardinality(String)`	`string`	no	filter, warehouse_primary_key, provenance	Normalized upstream source identifier.标准术语表
19	`raw_json`	`String`	`string`	no	value	Source-normalized field: raw json.名称推导
20	`provider`	`LowCardinality(String)`	`string`	no	provenance	Upstream data provider identifier.标准术语表
21	`source_url`	`String`	`string`	no	provenance	URL of the upstream evidence or record when distributable.标准术语表
22	`source_record_id`	`String`	`string`	no	provenance	Provider-side identifier for the source record.标准术语表
23	`raw_payload_hash`	`String`	`string`	no	provenance	Opaque fingerprint of the normalized source payload for provenance checks.标准术语表
24	`parser_version`	`LowCardinality(String)`	`string`	no	provenance	Version of the parser or normalizer that produced the row.标准术语表
25	`quality_status`	`LowCardinality(String)`	`string`	no	provenance	Machine-readable data-quality classification.标准术语表
26	`license_scope`	`LowCardinality(String)`	`string`	no	provenance	License or redistribution scope attached to the row.标准术语表
27	`visibility_tier`	`LowCardinality(String)`	`string`	no	provenance	Serving visibility tier attached to the row.标准术语表
28	`ingest_run_id`	`String`	`string`	no	provenance	Identifier of the ingestion run that produced the row.标准术语表
29	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.标准术语表
30	`is_deleted`	`UInt8`	`integer`	no	value	Soft-delete marker; public serving excludes current tombstones.标准术语表
31	`created_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp when the warehouse row was first created.标准术语表
32	`updated_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp when the warehouse row was last updated.标准术语表

字典口径

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。