DATASET · market

美股全市场盘中快照

market.snapshot_us_stocks

价格与行情

这是价格、成交、报价与衍生品行情中的“美股全市场盘中快照”数据集；一行由 observed_at、instrument_id 定位，主要字段包括 code、todays_change_perc、todays_change、updated、day_o。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段56

关键字段2

更新口径intraday

时间列observed_at

单页上限5000

分页Cursor

PIT不支持

规模100K-999K

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

GRAIN & TIME

一行代表什么

业务粒度: 每行代表“美股全市场盘中快照”的一条记录；逻辑粒度由 instrument_id × observed_at 共同确定。
时间口径: 以 observed_at 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

instrument_id: WarrenHub 统一证券标识；跨证券数据集优先用它联接。
observed_at: observed at 对应的时间戳；除表内特别说明外按 UTC 解释。

RECOMMENDED JOINS

怎样和其他表关联

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。

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

UNVERSIONED

默认排序: observed_at, instrument_id
唯一键: observed_at, instrument_id
读取模式: relation_default
最大时间窗: 未单独限制

可用 filters

code→ code · string

instrument_id→ instrument_id · integer

provider→ provider · 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/snapshot_us_stocks/rows?limit=100&code=AAPL"

PYTHON SDK

from friends_data_api import FriendsDataClient, Settings

async with FriendsDataClient(Settings.from_env()) as client:
    page = await client.get_dataset_rows('market', 'snapshot_us_stocks', limit=100, filters={'code': 'AAPL'})
    print(page.data)
    if page.has_more:
        print("next cursor:", page.next_cursor)

CLI

friends-data get-dataset-rows market snapshot_us_stocks --limit 100 --filter code=AAPL

MCP TOOL CALL

{
  "arguments": {
    "dataset": "snapshot_us_stocks",
    "filters": {
      "code": "AAPL"
    },
    "limit": 100,
    "namespace": "market"
  },
  "tool": "get_dataset_rows"
}

FIELD DICTIONARY

56 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	`instrument_id`	`UInt64`	`integer`	no	filter, default_order, warehouse_primary_key, contract_unique_key	WarrenHub canonical instrument identifier; use it for cross-dataset joins.标准术语表
2	`code`	`String`	`string`	no	filter	Source-normalized security or contract code.标准术语表
3	`observed_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	time, default_order, warehouse_primary_key, contract_unique_key	UTC timestamp for observed at.名称推导
4	`todays_change_perc`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: todays change perc.名称推导
5	`todays_change`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: todays change.名称推导
6	`updated`	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	Source-normalized field: updated.名称推导
7	`day_o`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: day o.名称推导
8	`day_h`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: day h.名称推导
9	`day_l`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: day l.名称推导
10	`day_c`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: day c.名称推导
11	`day_v`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: day v.名称推导
12	`day_vw`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: day vw.名称推导
13	`lastTrade_p`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: lastTrade p.名称推导
14	`lastTrade_s`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: lastTrade s.名称推导
15	`lastTrade_t`	`Nullable(DateTime64(9, 'UTC'))`	`string / date-time`	yes	value	Source-normalized field: lastTrade t.名称推导
16	`lastTrade_x`	`Nullable(UInt16)`	`integer`	yes	value	Source-normalized field: lastTrade x.名称推导
17	`lastTrade_c`	`Array(UInt16)`	`array`	no	value	Source-normalized field: lastTrade c.名称推导
18	`lastTrade_i`	`Nullable(String)`	`string`	yes	value	Source-normalized field: lastTrade i.名称推导
19	`lastQuote_bp`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: lastQuote bp.名称推导
20	`lastQuote_ap`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: lastQuote ap.名称推导
21	`lastQuote_bs`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: lastQuote bs.名称推导
22	`lastQuote_as`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: lastQuote as.名称推导
23	`lastQuote_t`	`Nullable(DateTime64(9, 'UTC'))`	`string / date-time`	yes	value	Source-normalized field: lastQuote t.名称推导
24	`min_o`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: min o.名称推导
25	`min_h`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: min h.名称推导
26	`min_l`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: min l.名称推导
27	`min_c`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: min c.名称推导
28	`min_v`	`Nullable(UInt64)`	`integer`	yes	value	Source-normalized field: min v.名称推导
29	`min_vw`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: min vw.名称推导
30	`min_av`	`Nullable(UInt64)`	`integer`	yes	value	Source-normalized field: min av.名称推导
31	`min_t`	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	Source-normalized field: min t.名称推导
32	`min_n`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: min n.名称推导
33	`min_dv`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: min dv.名称推导
34	`min_dav`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: min dav.名称推导
35	`prevDay_o`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: prevDay o.名称推导
36	`prevDay_h`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: prevDay h.名称推导
37	`prevDay_l`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: prevDay l.名称推导
38	`prevDay_c`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: prevDay c.名称推导
39	`prevDay_v`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: prevDay v.名称推导
40	`prevDay_vw`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: prevDay vw.名称推导
41	`ingested_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC timestamp when the source record entered the warehouse.标准术语表
42	`source`	`LowCardinality(String)`	`string`	no	filter, provenance	Normalized upstream source identifier.标准术语表
43	`provider`	`LowCardinality(String)`	`string`	no	filter, provenance	Upstream data provider identifier.标准术语表
44	`ingest_run_id`	`String`	`string`	no	provenance	Identifier of the ingestion run that produced the row.标准术语表
45	`snapshot_endpoint`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: snapshot endpoint.名称推导
46	`source_url`	`String`	`string`	no	provenance	URL of the upstream evidence or record when distributable.标准术语表
47	`source_record_id`	`String`	`string`	no	provenance	Provider-side identifier for the source record.标准术语表
48	`raw_payload_hash`	`String`	`string`	no	provenance	Opaque fingerprint of the normalized source payload for provenance checks.标准术语表
49	`parser_version`	`LowCardinality(String)`	`string`	no	provenance	Version of the parser or normalizer that produced the row.标准术语表
50	`quality_status`	`LowCardinality(String)`	`string`	no	provenance	Machine-readable data-quality classification.标准术语表
51	`license_scope`	`LowCardinality(String)`	`string`	no	provenance	License or redistribution scope attached to the row.标准术语表
52	`visibility_tier`	`LowCardinality(String)`	`string`	no	provenance	Serving visibility tier attached to the row.标准术语表
53	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.标准术语表
54	`is_deleted`	`UInt8`	`integer`	no	value	Soft-delete marker; public serving excludes current tombstones.标准术语表
55	`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
56	`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。