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
market.ohlcv_1d_survivorship
这是价格、成交、报价与衍生品行情中的“含退市证券的日线行情”数据集;一行由 trade_date、instrument_id 定位,主要字段包括 market、open、high、low、close。
trade_dateWHAT IT ANSWERS
GRAIN & TIME
KEY FIELDS
trade_dateinstrument_idRECOMMENDED JOINS
ref.instrumenton instrument_id用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。
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
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。
MACHINE CONTRACT
trade_date, instrument_id—relation_defaultinstrument_id→ instrument_id · integermarket→ market · stringtrade_date→ trade_date · stringPOINT IN TIME
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
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。
curl --fail-with-body -H "Authorization: Bearer $FRIENDS_DATA_API_KEY" "https://api.alphahubs.uk/api/v1/data/datasets/market/ohlcv_1d_survivorship/rows?limit=100&instrument_id=1"from friends_data_api import FriendsDataClient, Settings
async with FriendsDataClient(Settings.from_env()) as client:
page = await client.get_dataset_rows('market', 'ohlcv_1d_survivorship', limit=100, filters={'instrument_id': 1})
print(page.data)
if page.has_more:
print("next cursor:", page.next_cursor)friends-data get-dataset-rows market ohlcv_1d_survivorship --limit 100 --filter instrument_id=1{
"arguments": {
"dataset": "ohlcv_1d_survivorship",
"filters": {
"instrument_id": 1
},
"limit": 100,
"namespace": "market"
},
"tool": "get_dataset_rows"
}FIELD DICTIONARY
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 | instrument_id | UInt64 | integer | no | filter, default_order | WarrenHub canonical instrument identifier; use it for cross-dataset joins.标准术语表 |
| 2 | market | String | string | no | filter | Canonical market or country-market code.标准术语表 |
| 3 | trade_datedate | Date | string / date | no | time, filter, default_order | Trading-session date in the dataset's market calendar.标准术语表 |
| 4 | open | Float64 | number | no | value | Opening price for the represented interval.标准术语表 |
| 5 | high | Float64 | number | no | value | Highest price for the represented interval.标准术语表 |
| 6 | low | Float64 | number | no | value | Lowest price for the represented interval.标准术语表 |
| 7 | close | Float64 | number | no | value | Closing or last price for the represented interval.标准术语表 |
| 8 | volume | UInt64 | integer | no | value | Traded volume for the represented interval.标准术语表 |
| 9 | adjusted_close | Float64 | number | no | value | Source-normalized field: adjusted close.名称推导 |
| 10 | vwap | Float64 | number | no | value | Volume-weighted average price for the represented interval.标准术语表 |
| 11 | n_trades | UInt64 | integer | no | value | Count of trades.名称推导 |
| 12 | asof_tsUTC_datetime | DateTime64(9, 'UTC') | string / date-time | no | value | UTC timestamp at which the observation is considered current.标准术语表 |
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。