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
DATASET · research
research.rt_factor_ledger
这是已经产出的研究信号与市场状态中的“Daybreak 实时因子账本”数据集;一行由 session_date、instrument_id、snapshot_ts 定位,主要字段包括 underlying、opt_vol_surge、opt_call_vol_surge、opt_putcall_imbalance、opt_os_dollar。
snapshot_tsWHAT IT ANSWERS
GRAIN & TIME
KEY FIELDS
session_dateinstrument_idsnapshot_tsRECOMMENDED 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。
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
session_date, instrument_id, snapshot_tssession_date, instrument_id, snapshot_tscanonical_final_activeinstrument_id→ instrument_id · integerunderlying→ underlying · 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/research/rt_factor_ledger/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('research', 'rt_factor_ledger', limit=100, filters={'instrument_id': 1})
print(page.data)
if page.has_more:
print("next cursor:", page.next_cursor)friends-data get-dataset-rows research rt_factor_ledger --limit 100 --filter instrument_id=1{
"arguments": {
"dataset": "rt_factor_ledger",
"filters": {
"instrument_id": 1
},
"limit": 100,
"namespace": "research"
},
"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 | session_datedate | Date | string / date | no | default_order, warehouse_primary_key, contract_unique_key | Calendar date for session date (YYYY-MM-DD).名称推导 |
| 2 | 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 |
| 3 | snapshot_tsUTC_datetime | DateTime64(3, 'America/New_York') | string / date-time | no | time, default_order, warehouse_primary_key, contract_unique_key | UTC timestamp for snapshot ts.名称推导 |
| 4 | underlying | LowCardinality(String) | string | no | filter | Source-normalized field: underlying.名称推导 |
| 5 | opt_vol_surge | Nullable(Float64) | number | yes | value | Source-normalized field: opt vol surge.名称推导 |
| 6 | opt_call_vol_surge | Nullable(Float64) | number | yes | value | Source-normalized field: opt call vol surge.名称推导 |
| 7 | opt_putcall_imbalance | Nullable(Float64) | number | yes | value | Source-normalized field: opt putcall imbalance.名称推导 |
| 8 | opt_os_dollar | Nullable(Float64) | number | yes | value | Source-normalized field: opt os dollar.名称推导 |
| 9 | opt_stock_vol_ratioratio | Nullable(Float64) | number | yes | value | Ratio value for opt stock vol ratio.名称推导 |
| 10 | opt_iv_ramp | Nullable(Float64) | number | yes | value | Source-normalized field: opt iv ramp.名称推导 |
| 11 | opt_skew | Nullable(Float64) | number | yes | value | Source-normalized field: opt skew.名称推导 |
| 12 | opt_negative_skew | Nullable(Float64) | number | yes | value | Source-normalized field: opt negative skew.名称推导 |
| 13 | rvol | Nullable(Float64) | number | yes | value | Source-normalized field: rvol.名称推导 |
| 14 | volume_structure_break | Nullable(Float64) | number | yes | value | Source-normalized field: volume structure break.名称推导 |
| 15 | price_breakdown | Nullable(Float64) | number | yes | value | Source-normalized field: price breakdown.名称推导 |
| 16 | opt_vol_surge_fired | UInt8 | integer | no | value | Source-normalized field: opt vol surge fired.名称推导 |
| 17 | opt_call_vol_surge_fired | UInt8 | integer | no | value | Source-normalized field: opt call vol surge fired.名称推导 |
| 18 | opt_putcall_imbalance_fired | UInt8 | integer | no | value | Source-normalized field: opt putcall imbalance fired.名称推导 |
| 19 | opt_os_dollar_fired | UInt8 | integer | no | value | Source-normalized field: opt os dollar fired.名称推导 |
| 20 | opt_stock_vol_ratio_fired | UInt8 | integer | no | value | Source-normalized field: opt stock vol ratio fired.名称推导 |
| 21 | opt_iv_ramp_fired | UInt8 | integer | no | value | Source-normalized field: opt iv ramp fired.名称推导 |
| 22 | opt_skew_fired | UInt8 | integer | no | value | Source-normalized field: opt skew fired.名称推导 |
| 23 | opt_negative_skew_fired | UInt8 | integer | no | value | Source-normalized field: opt negative skew fired.名称推导 |
| 24 | rvol_fired | UInt8 | integer | no | value | Source-normalized field: rvol fired.名称推导 |
| 25 | volume_structure_break_fired | UInt8 | integer | no | value | Source-normalized field: volume structure break fired.名称推导 |
| 26 | price_breakdown_fired | UInt8 | integer | no | value | Source-normalized field: price breakdown fired.名称推导 |
| 27 | n_fired | UInt8 | integer | no | value | Count of fired.名称推导 |
| 28 | opt_putcall_imbalance_bearish_fired | UInt8 | integer | no | value | Source-normalized field: opt putcall imbalance bearish fired.名称推导 |
| 29 | n_fired_bearish | UInt8 | integer | no | value | Count of fired bearish.名称推导 |
| 30 | und_last_price | Nullable(Float64) | number | yes | value | Price value for und last price.名称推导 |
| 31 | und_move_pctpercent | Nullable(Float64) | number | yes | value | Percentage value for und move pct.名称推导 |
| 32 | gap_pctpercent | Nullable(Float64) | number | yes | value | Percentage value for gap pct.名称推导 |
| 33 | option_contracts | UInt64 | integer | no | value | Source-normalized field: option contracts.名称推导 |
| 34 | option_notional | Nullable(Float64) | number | yes | value | Source-normalized field: option notional.名称推导 |
| 35 | stock_dollar_volume | Nullable(Float64) | number | yes | value | Quantity for stock dollar volume.名称推导 |
| 36 | stock_share_volume | Nullable(Float64) | number | yes | value | Quantity for stock share volume.名称推导 |
| 37 | classified_share | Nullable(Float64) | number | yes | value | Source-normalized field: classified share.名称推导 |
| 38 | atm_iv | Nullable(Float64) | number | yes | value | Source-normalized field: atm iv.名称推导 |
| 39 | atm_call_iv | Nullable(Float64) | number | yes | value | Source-normalized field: atm call iv.名称推导 |
| 40 | atm_put_iv | Nullable(Float64) | number | yes | value | Source-normalized field: atm put iv.名称推导 |
| 41 | iv_snapshots | UInt32 | integer | no | value | Source-normalized field: iv snapshots.名称推导 |
| 42 | adj_factor | Nullable(Float64) | number | yes | value | Source-normalized field: adj factor.名称推导 |
| 43 | prior20d_high | Nullable(Float64) | number | yes | value | Source-normalized field: prior20d high.名称推导 |
| 44 | prior20d_low | Nullable(Float64) | number | yes | value | Source-normalized field: prior20d low.名称推导 |
| 45 | adv20 | Nullable(Float64) | number | yes | value | Source-normalized field: adv20.名称推导 |
| 46 | fwd_ret_1d | Nullable(Float64) | number | yes | value | Source-normalized field: fwd ret 1d.名称推导 |
| 47 | fwd_max_ret_5d | Nullable(Float64) | number | yes | value | Source-normalized field: fwd max ret 5d.名称推导 |
| 48 | outcome_asof | Nullable(Date) | string / date | yes | value | Source-normalized field: outcome asof.名称推导 |
| 49 | producer_version | LowCardinality(String) | string | no | value | Source-normalized field: producer version.名称推导 |
| 50 | ingest_run_id | String | string | no | provenance | Identifier of the ingestion run that produced the row.标准术语表 |
| 51 | version | UInt64 | integer | no | provenance | Monotonic row version used for correction-aware reads.标准术语表 |
| 52 | is_deleted | UInt8 | integer | no | value | Soft-delete marker; public serving excludes current tombstones.标准术语表 |
| 53 | quality_status | LowCardinality(String) | string | no | provenance | Machine-readable data-quality classification.标准术语表 |
| 54 | degraded_reason | String | string | no | value | Source-normalized field: degraded reason.名称推导 |
| 55 | coverage_n_underlyings | UInt32 | integer | no | value | Source-normalized field: coverage n underlyings.名称推导 |
| 56 | coverage_floor | UInt32 | integer | no | value | Source-normalized field: coverage floor.名称推导 |
| 57 | maturity_status | LowCardinality(String) | string | no | value | Source-normalized field: maturity status.名称推导 |
| 58 | matured_atUTC_datetime | Nullable(DateTime64(3, 'UTC')) | string / date-time | yes | value | UTC timestamp for matured at.名称推导 |
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。