WHAT IT ANSWERS
这张表适合回答什么
- 跟踪持仓量趋势
- 联合价格判断增仓减仓
- 比较不同场所的合约活跃度
DATASET · market
衍生品未平仓量
market.open_interest
按合约、场所和时间记录 open interest，衡量衍生品市场存量仓位与资金参与度。
字段25
关键字段3
更新口径intraday
时间列
trade_date单页上限5000
分页窄筛选
PIT不支持
规模10K-99K
GRAIN & TIME
一行代表什么
- 业务粒度
- 每行代表“衍生品未平仓量”的一条记录；逻辑粒度由 code × venue × 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
- 交易时段内可多次更新；请检查时间列判断新鲜度。
KEY FIELDS
先看这些字段
code- 来源规范化后的证券、合约或指标代码。
venue- 用于确定该表业务粒度或默认顺序的 venue 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。
- 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
trade_date, code, venue- 唯一键
—- 读取模式
canonical_final_active- 最大时间窗
- 未单独限制
可用 filters
code→ code · stringsource→ source · stringvenue→ venue · 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/open_interest/rows?limit=100&code=AAPL&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', 'open_interest', limit=100, start='2026-08-01', end='2026-08-01', filters={'code': 'AAPL'})
print(page.data)
if page.has_more:
print("next cursor:", page.next_cursor)CLI
friends-data get-dataset-rows market open_interest --limit 100 --start 2026-08-01 --end 2026-08-01 --filter code=AAPLMCP TOOL CALL
{
"arguments": {
"dataset": "open_interest",
"end": "2026-08-01",
"filters": {
"code": "AAPL"
},
"limit": 100,
"namespace": "market",
"start": "2026-08-01"
},
"tool": "get_dataset_rows"
}FIELD DICTIONARY
25 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 | trade_datedate | 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 | code | String | string | no | filter, default_order, warehouse_primary_key | Source-normalized security or contract code.标准术语表 |
| 3 | venue | LowCardinality(String) | string | no | filter, default_order, warehouse_primary_key | Source-normalized field: venue.名称推导 |
| 4 | source | LowCardinality(String) | string | no | filter, warehouse_primary_key, provenance | Normalized upstream source identifier.标准术语表 |
| 5 | open_interest | Nullable(Float64) | number | yes | value | Source-normalized field: open interest.名称推导 |
| 6 | open_interest_open | Nullable(Float64) | number | yes | value | Source-normalized field: open interest open.名称推导 |
| 7 | open_interest_high | Nullable(Float64) | number | yes | value | Source-normalized field: open interest high.名称推导 |
| 8 | open_interest_low | Nullable(Float64) | number | yes | value | Source-normalized field: open interest low.名称推导 |
| 9 | open_interest_usdUSD | Nullable(Float64) | number | yes | value | US-dollar value for open interest usd.名称推导 |
| 10 | open_interest_usd_open | Nullable(Float64) | number | yes | value | Source-normalized field: open interest usd open.名称推导 |
| 11 | open_interest_usd_high | Nullable(Float64) | number | yes | value | Source-normalized field: open interest usd high.名称推导 |
| 12 | open_interest_usd_low | Nullable(Float64) | number | yes | value | Source-normalized field: open interest usd low.名称推导 |
| 13 | provider | LowCardinality(String) | string | no | provenance | Upstream data provider identifier.标准术语表 |
| 14 | source_url | String | string | no | provenance | URL of the upstream evidence or record when distributable.标准术语表 |
| 15 | source_record_id | String | string | no | provenance | Provider-side identifier for the source record.标准术语表 |
| 16 | raw_payload_hash | String | string | no | provenance | Opaque fingerprint of the normalized source payload for provenance checks.标准术语表 |
| 17 | parser_version | LowCardinality(String) | string | no | provenance | Version of the parser or normalizer that produced the row.标准术语表 |
| 18 | quality_status | LowCardinality(String) | string | no | provenance | Machine-readable data-quality classification.标准术语表 |
| 19 | license_scope | LowCardinality(String) | string | no | provenance | License or redistribution scope attached to the row.标准术语表 |
| 20 | visibility_tier | LowCardinality(String) | string | no | provenance | Serving visibility tier attached to the row.标准术语表 |
| 21 | ingest_run_id | String | string | no | provenance | Identifier of the ingestion run that produced the row.标准术语表 |
| 22 | version | UInt64 | integer | no | provenance | Monotonic row version used for correction-aware reads.标准术语表 |
| 23 | is_deleted | UInt8 | integer | no | value | Soft-delete marker; public serving excludes current tombstones.标准术语表 |
| 24 | created_atUTC_datetime | DateTime64(3, 'UTC') | string / date-time | no | value | UTC timestamp when the warehouse row was first created.标准术语表 |
| 25 | updated_atUTC_datetime | DateTime64(3, 'UTC') | string / date-time | no | value | UTC timestamp when the warehouse row was last updated.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。