DATASET · research

Daybreak 每日期权活跃度

research.daybreak_option_activity_daily

期权与波动率研究成品

这是已经产出的研究信号与市场状态中的“Daybreak 每日期权活跃度”数据集；一行由 trade_date、instrument_id、activity_member_id 定位，主要字段包括 activity_snapshot_id、activity_contract_version、activity_contract_manifest_hash、code、source_mode。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段34

关键字段3

更新口径producer_schedule

时间列trade_date

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

读取已完成的研究信号和市场状态
复盘信号随行情变化的结果

GRAIN & TIME

一行代表什么

业务粒度: 每行代表“Daybreak 每日期权活跃度”的一条记录；逻辑粒度由 trade_date × instrument_id × activity_member_id 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: 由对应生产任务或事件触发更新，不承诺固定日历频率；查询前先检查最新时间。

KEY FIELDS

先看这些字段

trade_date: 对应市场日历中的交易日。
instrument_id: WarrenHub 统一证券标识；跨证券数据集优先用它联接。
activity_member_id: 用于识别 activity member 的业务标识。

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。

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，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: trade_date, instrument_id, activity_member_id
唯一键: trade_date, instrument_id, activity_member_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

trade_date→ trade_date · 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/research/daybreak_option_activity_daily/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('research', 'daybreak_option_activity_daily', limit=100, filters={'code': 'AAPL'})
    print(page.data)
    if page.has_more:
        print("next cursor:", page.next_cursor)

CLI

friends-data get-dataset-rows research daybreak_option_activity_daily --limit 100 --filter code=AAPL

MCP TOOL CALL

{
  "arguments": {
    "dataset": "daybreak_option_activity_daily",
    "filters": {
      "code": "AAPL"
    },
    "limit": 100,
    "namespace": "research"
  },
  "tool": "get_dataset_rows"
}

FIELD DICTIONARY

34 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	`activity_member_id`	`FixedString(64)`	`string`	no	default_order, warehouse_primary_key, contract_unique_key	Identifier for activity member.名称推导
2	`activity_snapshot_id`	`FixedString(64)`	`string`	no	warehouse_primary_key	Identifier for activity snapshot.名称推导
3	`activity_contract_version`	`String`	`string`	no	value	Source-normalized field: activity contract version.名称推导
4	`activity_contract_manifest_hash`	`FixedString(64)`	`string`	no	value	Source-normalized field: activity contract manifest hash.名称推导
5	`trade_date`date	`Date`	`string / date`	no	time, filter, default_order, contract_unique_key	Trading-session date in the dataset's market calendar.标准术语表
6	`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
7	`code`	`String`	`string`	no	filter	Source-normalized security or contract code.标准术语表
8	`source_mode`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: source mode.名称推导
9	`source_table`	`String`	`string`	no	value	Source-normalized field: source table.名称推导
10	`session_policy_id`	`String`	`string`	no	value	Identifier for session policy.名称推导
11	`source_cutoff_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp for source cutoff at.名称推导
12	`source_max_sip_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp for source max sip ts.名称推导
13	`source_max_ingested_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp for source max ingested at.名称推导
14	`feature_available_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp for feature available ts.名称推导
15	`call_volume`	`UInt64`	`integer`	no	value	Quantity for call volume.名称推导
16	`put_volume`	`UInt64`	`integer`	no	value	Quantity for put volume.名称推导
17	`option_volume`	`UInt64`	`integer`	no	value	Quantity for option volume.名称推导
18	`stock_volume`	`UInt64`	`integer`	no	value	Quantity for stock volume.名称推导
19	`option_stock_volume_ratio`ratio	`Float64`	`number`	no	value	Ratio value for option stock volume ratio.名称推导
20	`source_print_count`	`UInt64`	`integer`	no	value	Count of source print count.名称推导
21	`source_payload_hash`	`FixedString(64)`	`string`	no	value	Source-normalized field: source payload hash.名称推导
22	`payload_hash`	`FixedString(64)`	`string`	no	warehouse_primary_key	Source-normalized field: payload hash.名称推导
23	`git_sha`	`String`	`string`	no	value	Source-normalized field: git sha.名称推导
24	`persisted_at`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp for persisted at.名称推导
25	`provider`	`LowCardinality(String)`	`string`	no	filter, provenance	Upstream data provider identifier.标准术语表
26	`source_url`	`String`	`string`	no	provenance	URL of the upstream evidence or record when distributable.标准术语表
27	`source_record_id`	`String`	`string`	no	provenance	Provider-side identifier for the source record.标准术语表
28	`raw_payload_hash`	`String`	`string`	no	provenance	Opaque fingerprint of the normalized source payload for provenance checks.标准术语表
29	`parser_version`	`LowCardinality(String)`	`string`	no	provenance	Version of the parser or normalizer that produced the row.标准术语表
30	`quality_status`	`LowCardinality(String)`	`string`	no	provenance	Machine-readable data-quality classification.标准术语表
31	`license_scope`	`LowCardinality(String)`	`string`	no	provenance	License or redistribution scope attached to the row.标准术语表
32	`visibility_tier`	`LowCardinality(String)`	`string`	no	provenance	Serving visibility tier attached to the row.标准术语表
33	`ingest_run_id`	`String`	`string`	no	provenance	Identifier of the ingestion run that produced the row.标准术语表
34	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.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。