DATASET · market

美股延时报价

market.us_quote_delayed_eodhd

价格与行情

这是价格、成交、报价与衍生品行情中的“美股延时报价”数据集；一行由 instrument_id、snapshot_date、source 定位，主要字段包括 code、market、exchange、iso_exchange、bz_exchange。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段61

关键字段3

更新口径intraday

时间列snapshot_date

单页上限5000

分页Cursor

PIT不支持

规模0

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“美股延时报价”的一条记录；逻辑粒度由 instrument_id × snapshot_date × source 共同确定。
时间口径: 以 snapshot_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

instrument_id: WarrenHub 统一证券标识；跨证券数据集优先用它联接。
snapshot_date: snapshot 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

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。

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: instrument_id, snapshot_date, source
唯一键: instrument_id, snapshot_date, source
读取模式: canonical_final_active
最大时间窗: 未单独限制

可用 filters

code→ code · string

exchange→ exchange · string

instrument_id→ instrument_id · integer

market→ market · string

provider→ provider · string

snapshot_date→ snapshot_date · 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/us_quote_delayed_eodhd/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', 'us_quote_delayed_eodhd', 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 us_quote_delayed_eodhd --limit 100 --filter code=AAPL

MCP TOOL CALL

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

FIELD DICTIONARY

61 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	`market`	`LowCardinality(String)`	`string`	no	filter	Canonical market or country-market code.标准术语表
4	`snapshot_date`date	`Date`	`string / date`	no	time, filter, default_order, warehouse_primary_key, contract_unique_key	Calendar date for snapshot date (YYYY-MM-DD).名称推导
5	`exchange`	`LowCardinality(String)`	`string`	no	filter	Listing or trading exchange.标准术语表
6	`iso_exchange`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: iso exchange.名称推导
7	`bz_exchange`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: bz exchange.名称推导
8	`asset_type`	`LowCardinality(String)`	`string`	no	value	Instrument asset-class classification.标准术语表
9	`name`	`String`	`string`	no	value	Canonical human-readable name.标准术语表
10	`company_standard_name`	`String`	`string`	no	value	Source-normalized field: company standard name.名称推导
11	`sector`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: sector.名称推导
12	`industry`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: industry.名称推导
13	`open_price`	`Nullable(Float64)`	`number`	yes	value	Price value for open price.名称推导
14	`high_price`	`Nullable(Float64)`	`number`	yes	value	Price value for high price.名称推导
15	`low_price`	`Nullable(Float64)`	`number`	yes	value	Price value for low price.名称推导
16	`bid_price`	`Nullable(Float64)`	`number`	yes	value	Price value for bid price.名称推导
17	`ask_price`	`Nullable(Float64)`	`number`	yes	value	Price value for ask price.名称推导
18	`ask_size`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: ask size.名称推导
19	`bid_size`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: bid size.名称推导
20	`trade_size`	`Nullable(UInt32)`	`integer`	yes	value	Source-normalized field: trade size.名称推导
21	`bid_time`	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	Source-normalized field: bid time.名称推导
22	`ask_time`	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	Source-normalized field: ask time.名称推导
23	`last_trade_price`	`Nullable(Float64)`	`number`	yes	value	Price value for last trade price.名称推导
24	`last_trade_time`	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	Source-normalized field: last trade time.名称推导
25	`volume`	`Nullable(UInt64)`	`integer`	yes	value	Traded volume for the represented interval.标准术语表
26	`change_abs`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: change abs.名称推导
27	`change_percent`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: change percent.名称推导
28	`previous_close_price`	`Nullable(Float64)`	`number`	yes	value	Price value for previous close price.名称推导
29	`previous_close_date`date	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	Calendar date for previous close date (YYYY-MM-DD).名称推导
30	`fifty_day_average_price`	`Nullable(Float64)`	`number`	yes	value	Price value for fifty day average price.名称推导
31	`hundred_day_average_price`	`Nullable(Float64)`	`number`	yes	value	Price value for hundred day average price.名称推导
32	`two_hundred_day_average_price`	`Nullable(Float64)`	`number`	yes	value	Price value for two hundred day average price.名称推导
33	`average_volume`	`Nullable(UInt64)`	`integer`	yes	value	Quantity for average volume.名称推导
34	`fifty_two_week_high`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: fifty two week high.名称推导
35	`fifty_two_week_low`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: fifty two week low.名称推导
36	`market_cap`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: market cap.名称推导
37	`shares_outstanding`	`Nullable(UInt64)`	`integer`	yes	value	Source-normalized field: shares outstanding.名称推导
38	`shares_float`	`Nullable(UInt64)`	`integer`	yes	value	Source-normalized field: shares float.名称推导
39	`pe`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: pe.名称推导
40	`forward_pe`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: forward pe.名称推导
41	`dividend_yield`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: dividend yield.名称推导
42	`dividend`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: dividend.名称推导
43	`payout_ratio`ratio	`Nullable(Float64)`	`number`	yes	value	Ratio value for payout ratio.名称推导
44	`currency`	`LowCardinality(String)`	`string`	no	value	ISO-like currency code for monetary values.标准术语表
45	`quote_timestamp`	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	Source-normalized field: quote timestamp.名称推导
46	`publish_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC point-in-time availability timestamp used by PIT reads.标准术语表
47	`source_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	Timestamp asserted by the upstream source.标准术语表
48	`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
49	`source`	`LowCardinality(String)`	`string`	no	filter, default_order, warehouse_primary_key, contract_unique_key, provenance	Normalized upstream source identifier.标准术语表
50	`provider`	`LowCardinality(String)`	`string`	no	filter, provenance	Upstream data provider identifier.标准术语表
51	`source_url`	`String`	`string`	no	provenance	URL of the upstream evidence or record when distributable.标准术语表
52	`source_record_id`	`String`	`string`	no	provenance	Provider-side identifier for the source record.标准术语表
53	`raw_payload_hash`	`String`	`string`	no	provenance	Opaque fingerprint of the normalized source payload for provenance checks.标准术语表
54	`parser_version`	`LowCardinality(String)`	`string`	no	provenance	Version of the parser or normalizer that produced the row.标准术语表
55	`quality_status`	`LowCardinality(String)`	`string`	no	provenance	Machine-readable data-quality classification.标准术语表
56	`license_scope`	`LowCardinality(String)`	`string`	no	provenance	License or redistribution scope attached to the row.标准术语表
57	`visibility_tier`	`LowCardinality(String)`	`string`	no	provenance	Serving visibility tier attached to the row.标准术语表
58	`ingest_run_id`	`String`	`string`	no	provenance	Identifier of the ingestion run that produced the row.标准术语表
59	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.标准术语表
60	`version_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC timestamp associated with the row version.标准术语表
61	`is_deleted`	`UInt8`	`integer`	no	value	Soft-delete marker; public serving excludes current tombstones.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。