{"$schema":"https://api.alphahubs.uk/static/downloads/friends-data-dictionary-v2.schema.json","object":"friends_data_dictionary_namespace","version":"2.0","guidanceVersion":2,"apiVersion":"v1","baseUrl":"https://api.alphahubs.uk","generatedAt":"2026-10-06T18:08:52Z","schemaObservedAt":"2026-10-06T18:08:52Z","source":"Friends-visible DatasetSpec + ClickHouse system.columns/system.tables","namespace":"flow","description":"资金流、持仓、做空、ETF、跨境与衍生品流量。","datasetCount":21,"fieldCount":503,"datasets":[{"object":"dataset_schema","asset":"flow.block_trade","namespace":"flow","name":"block_trade","coverageTags":["a_share","flows"],"description":"Block-trade records.","relation":"flow.block_trade","objectKind":"table","rowMagnitude":"10K-99K","grain":"instrument_id × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","code","market"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNNNN.SH or NNNNNN.SZ","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"CN","exampleSource":"observed_coverage","allowedValues":["CN"]},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":28,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"instrument_id","displayName":"instrument id","clickhouseType":"Nullable(UInt64)","jsonType":"integer","nullable":true,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"price","displayName":"price","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: price.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"volume","displayName":"volume","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Traded volume for the represented interval.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"amount","displayName":"amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Traded notional or source-reported amount.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"buyer","displayName":"buyer","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: buyer.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"seller","displayName":"seller","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: seller.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["source"],"returned":true},{"position":11,"name":"publish_ts","displayName":"publish ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"UTC point-in-time availability timestamp used by PIT reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":12,"name":"source_ts","displayName":"source ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"Timestamp asserted by the upstream source.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":13,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":14,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":15,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["warehouse_primary_key","provenance"],"filterNames":[],"returned":true},{"position":18,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":25,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":26,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":27,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":28,"name":"publish_ts_source","displayName":"publish ts source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: publish ts source.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true}],"pit":null,"titleCn":"大宗交易记录","summaryCn":"按证券和交易日记录大宗交易价格、数量、金额及折溢价等信息，反映盘外大额成交活动。","useCasesCn":["识别异常大宗成交","计算相对收盘价折溢价","跟踪大额交易后续表现"],"grainCn":"每行代表“大宗交易记录”的一条记录；逻辑粒度由 instrument_id × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["CN"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"CN":{"latestBusinessDate":"2026-08-26","rows":2007}},"latestBusinessDate":"2026-08-26","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"cn_numeric","formatByMarket":{"CN":"NNNNNN.SH or NNNNNN.SZ"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":28,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.ccass_daily","namespace":"flow","name":"ccass_daily","coverageTags":["flows"],"description":"CCASS daily participant holdings.","relation":"flow.ccass_daily","objectKind":"table","rowMagnitude":"1M-9M","grain":"instrument_id × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","code","participant_id"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"01208.HK","exampleSource":"verified_production_value"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"HK","exampleSource":"verified_production_value"},{"name":"participant_id","column":"participant_id","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":27,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"instrument_id","displayName":"instrument id","clickhouseType":"Nullable(UInt64)","jsonType":"integer","nullable":true,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"participant_id","displayName":"participant id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier for participant.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["participant_id"],"returned":true},{"position":6,"name":"participant_name","displayName":"participant name","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: participant name.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"holding","displayName":"holding","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: holding.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"holding_ratio","displayName":"holding ratio","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Ratio value for holding ratio.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"ratio","returned":true},{"position":9,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":10,"name":"publish_ts","displayName":"publish ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"UTC point-in-time availability timestamp used by PIT reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":11,"name":"source_ts","displayName":"source ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"Timestamp asserted by the upstream source.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":12,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":13,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":14,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":25,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":26,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":27,"name":"publish_ts_source","displayName":"publish ts source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: publish ts source.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true}],"pit":null,"titleCn":"CCASS 每日持仓汇总","summaryCn":"按证券和日期汇总香港中央结算系统参与者持仓变化，用于观察港股托管与资金迁移。","useCasesCn":["跟踪 CCASS 持股变化","识别持仓集中度变化","研究托管迁移与价格关系"],"grainCn":"每行代表“CCASS 每日持仓汇总”的一条记录；逻辑粒度由 instrument_id × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["HK"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"HK":{"latestBusinessDate":"2026-08-27","rows":59656}},"latestBusinessDate":"2026-08-27","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"hk_numeric","formatByMarket":{"HK":"NNNNN.HK"},"storesZeroPaddedHkCode":true,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":27,"costGuard":{"tier":"large","identityFilters":["code","participant_id"],"maxWindowDays":400,"requirement":"identity filter and bounded window","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.ccass_detail","namespace":"flow","name":"ccass_detail","coverageTags":["flows"],"description":"CCASS detailed participant holdings.","relation":"flow.ccass_detail","objectKind":"table","rowMagnitude":"10M-99M","grain":"instrument_id × participant_id × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","code","participant_id"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNNN.HK","exampleSource":"identifier_format"},{"name":"holding_type","column":"holding_type","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"HK","exampleSource":"observed_coverage","allowedValues":["HK"]},{"name":"participant_id","column":"participant_id","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":27,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"instrument_id","displayName":"instrument id","clickhouseType":"Nullable(UInt64)","jsonType":"integer","nullable":true,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"participant_id","displayName":"participant id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier for participant.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["participant_id"],"returned":true},{"position":6,"name":"participant_name","displayName":"participant name","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: participant name.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"holding_type","displayName":"holding type","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: holding type.","descriptionSource":"name_derived","roles":["filter","warehouse_primary_key"],"filterNames":["holding_type"],"returned":true},{"position":8,"name":"holding","displayName":"holding","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: holding.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["warehouse_primary_key","provenance"],"filterNames":[],"returned":true},{"position":10,"name":"publish_ts","displayName":"publish ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"UTC point-in-time availability timestamp used by PIT reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":11,"name":"source_ts","displayName":"source ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"Timestamp asserted by the upstream source.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":12,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":13,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":14,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":25,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":26,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":27,"name":"publish_ts_source","displayName":"publish ts source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: publish ts source.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true}],"pit":null,"titleCn":"CCASS 参与者明细","summaryCn":"将 CCASS 持仓拆分到参与者、证券和交易日，支持分析券商席位层面的持仓变动。","useCasesCn":["查看具体参与者增减持","聚合券商席位持仓","识别集中迁移事件"],"grainCn":"每行代表“CCASS 参与者明细”的一条记录；逻辑粒度由 instrument_id × participant_id × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"participant_id","meaningCn":"用于识别 participant 的业务标识。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["HK"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"HK":{"latestBusinessDate":"2026-08-27","rows":355200}},"latestBusinessDate":"2026-08-27","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"hk_numeric","formatByMarket":{"HK":"NNNNN.HK"},"storesZeroPaddedHkCode":true,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":27,"costGuard":{"tier":"large","identityFilters":["code","participant_id"],"maxWindowDays":400,"requirement":"identity filter and bounded window","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.cn_margin_detail","namespace":"flow","name":"cn_margin_detail","coverageTags":["a_share","flows"],"description":"Canonical Friends financial dataset: A 股融资融券明细.","relation":"flow.cn_margin_detail","objectKind":"table","rowMagnitude":"1M-9M","grain":"code × trade_date × source","cadence":"producer_schedule","timeColumn":"trade_date","defaultOrder":["code","trade_date","source"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNNNN.SH or NNNNNN.SZ","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"CN","exampleSource":"observed_coverage","allowedValues":["CN"]},{"name":"provider","column":"provider","required":false,"multipleValues":true,"jsonType":"string","example":"PROVIDER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"},{"name":"trade_date","column":"trade_date","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":true,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":["code","trade_date","source"],"provenanceColumns":[],"fieldCount":24,"fields":[{"position":1,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["code"],"returned":true},{"position":2,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["trade_date"],"jsonFormat":"date","unit":"date","returned":true},{"position":3,"name":"rzye","displayName":"rzye","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzye.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":4,"name":"rqye","displayName":"rqye","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rqye.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"rzmre","displayName":"rzmre","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzmre.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"rqyl","displayName":"rqyl","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rqyl.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"rzche","displayName":"rzche","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzche.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"rqchl","displayName":"rqchl","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rqchl.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"rqmcl","displayName":"rqmcl","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rqmcl.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"rzrqye","displayName":"rzrqye","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzrqye.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":12,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key","provenance"],"filterNames":["source"],"returned":true},{"position":13,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":16,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":17,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["provider"],"returned":true},{"position":18,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true}],"pit":null,"titleCn":"A 股融资融券明细","summaryCn":"按 A 股证券和交易日保存融资余额、融资买入、融券余量及偿还数据，用于衡量杠杆资金方向和拥挤度；一行由 code、trade_date、source 定位，主要字段包括 rzye、rqye、rzmre、rqyl、rzche。","useCasesCn":["观察资金、持仓、借券或做空变化","构建拥挤度和资金方向指标"],"grainCn":"每行代表“A 股融资融券明细”的一条记录；逻辑粒度由 code × trade_date × source 共同确定。","timeSemanticsCn":"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。","cadenceCn":"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。","keyFields":[{"name":"code","meaningCn":"来源规范化后的证券、合约或指标代码。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"},{"name":"source","meaningCn":"标准化数据来源；同一业务键可能因来源不同而有多行。"}],"joins":[{"dataset":"ref.instrument","on":"code + market（先确认代码口径）","guidanceCn":"需要补证券主数据时可按代码和市场映射；不同来源代码可能不一致，优先先查 ref.code_mapping。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["CN"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"CN":{"latestBusinessDate":"2026-08-25","rows":101832}},"latestBusinessDate":"2026-08-25","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"cn_numeric","formatByMarket":{"CN":"NNNNNN.SH or NNNNNN.SZ"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":24,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.cn_top_inst","namespace":"flow","name":"cn_top_inst","coverageTags":["a_share","flows"],"description":"Canonical Friends financial dataset: 龙虎榜机构席位明细.","relation":"flow.cn_top_inst","objectKind":"table","rowMagnitude":"100K-999K","grain":"trade_date × code × exalter × side × source","cadence":"producer_schedule","timeColumn":"trade_date","defaultOrder":["trade_date","code","exalter","side","source"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNNNN.SH or NNNNNN.SZ","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"CN","exampleSource":"observed_coverage","allowedValues":["CN"]},{"name":"provider","column":"provider","required":false,"multipleValues":true,"jsonType":"string","example":"PROVIDER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"},{"name":"trade_date","column":"trade_date","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":true,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":["trade_date","code","exalter","side","source"],"provenanceColumns":[],"fieldCount":24,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["trade_date"],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"exalter","displayName":"exalter","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: exalter.","descriptionSource":"name_derived","roles":["default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"returned":true},{"position":4,"name":"side","displayName":"side","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: side.","descriptionSource":"name_derived","roles":["default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"returned":true},{"position":5,"name":"buy","displayName":"buy","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: buy.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"buy_rate","displayName":"buy rate","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: buy rate.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"sell","displayName":"sell","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: sell.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"sell_rate","displayName":"sell rate","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: sell rate.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"net_buy","displayName":"net buy","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: net buy.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"reason","displayName":"reason","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: reason.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":12,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key","provenance"],"filterNames":["source"],"returned":true},{"position":13,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":16,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":17,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["provider"],"returned":true},{"position":18,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true}],"pit":null,"titleCn":"龙虎榜机构席位明细","summaryCn":"拆解龙虎榜中机构席位的买入、卖出和净买入金额，用于判断异动日的机构参与方向；一行由 trade_date、code、exalter、side 定位，主要字段包括 buy、buy_rate、sell、sell_rate、net_buy。","useCasesCn":["观察资金、持仓、借券或做空变化","构建拥挤度和资金方向指标"],"grainCn":"每行代表“龙虎榜机构席位明细”的一条记录；逻辑粒度由 trade_date × code × exalter × side × source 共同确定。","timeSemanticsCn":"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。","cadenceCn":"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。","keyFields":[{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"},{"name":"code","meaningCn":"来源规范化后的证券、合约或指标代码。"},{"name":"exalter","meaningCn":"用于确定该表业务粒度或默认顺序的 exalter 字段。"},{"name":"side","meaningCn":"用于确定该表业务粒度或默认顺序的 side 字段。"},{"name":"source","meaningCn":"标准化数据来源；同一业务键可能因来源不同而有多行。"}],"joins":[{"dataset":"ref.instrument","on":"code + market（先确认代码口径）","guidanceCn":"需要补证券主数据时可按代码和市场映射；不同来源代码可能不一致，优先先查 ref.code_mapping。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["CN"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"CN":{"latestBusinessDate":"2026-08-26","rows":15564}},"latestBusinessDate":"2026-08-26","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"cn_numeric","formatByMarket":{"CN":"NNNNNN.SH or NNNNNN.SZ"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":24,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.cn_top_list","namespace":"flow","name":"cn_top_list","coverageTags":["a_share","flows"],"description":"Canonical Friends financial dataset: 龙虎榜上榜证券.","relation":"flow.cn_top_list","objectKind":"table","rowMagnitude":"10K-99K","grain":"trade_date × code × reason × source","cadence":"producer_schedule","timeColumn":"trade_date","defaultOrder":["trade_date","code","reason","source"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNNNN.SH or NNNNNN.SZ","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"CN","exampleSource":"observed_coverage","allowedValues":["CN"]},{"name":"provider","column":"provider","required":false,"multipleValues":true,"jsonType":"string","example":"PROVIDER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"},{"name":"trade_date","column":"trade_date","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":true,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":["trade_date","code","reason","source"],"provenanceColumns":[],"fieldCount":29,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["trade_date"],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"name","displayName":"name","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Canonical human-readable name.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":4,"name":"close","displayName":"close","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Closing or last price for the represented interval.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"pct_change","displayName":"pct change","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: pct change.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"turnover_rate","displayName":"turnover rate","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: turnover rate.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"amount","displayName":"amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Traded notional or source-reported amount.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"l_sell","displayName":"l sell","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: l sell.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"l_buy","displayName":"l buy","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: l buy.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"l_amount","displayName":"l amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: l amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"net_amount","displayName":"net amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: net amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":12,"name":"net_rate","displayName":"net rate","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: net rate.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":13,"name":"amount_rate","displayName":"amount rate","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: amount rate.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":14,"name":"float_values","displayName":"float values","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: float values.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":15,"name":"reason","displayName":"reason","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: reason.","descriptionSource":"name_derived","roles":["default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"returned":true},{"position":16,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":17,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key","provenance"],"filterNames":["source"],"returned":true},{"position":18,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":21,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":22,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["provider"],"returned":true},{"position":23,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":25,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":26,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":27,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":28,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":29,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true}],"pit":null,"titleCn":"龙虎榜上榜证券","summaryCn":"记录每日登上龙虎榜的 A 股证券、上榜原因、涨跌幅、换手率和成交额；一行由 trade_date、code、reason、source 定位，主要字段包括 name、close、pct_change、turnover_rate、amount。","useCasesCn":["观察资金、持仓、借券或做空变化","构建拥挤度和资金方向指标"],"grainCn":"每行代表“龙虎榜上榜证券”的一条记录；逻辑粒度由 trade_date × code × reason × source 共同确定。","timeSemanticsCn":"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。","cadenceCn":"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。","keyFields":[{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"},{"name":"code","meaningCn":"来源规范化后的证券、合约或指标代码。"},{"name":"reason","meaningCn":"用于确定该表业务粒度或默认顺序的 reason 字段。"},{"name":"source","meaningCn":"标准化数据来源；同一业务键可能因来源不同而有多行。"}],"joins":[{"dataset":"ref.instrument","on":"code + market（先确认代码口径）","guidanceCn":"需要补证券主数据时可按代码和市场映射；不同来源代码可能不一致，优先先查 ref.code_mapping。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["CN"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"CN":{"latestBusinessDate":"2026-08-26","rows":1879}},"latestBusinessDate":"2026-08-26","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"cn_numeric","formatByMarket":{"CN":"NNNNNN.SH or NNNNNN.SZ"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":29,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.commodity_etf_holdings","namespace":"flow","name":"commodity_etf_holdings","coverageTags":["flows"],"description":"Commodity ETF holdings.","relation":"flow.commodity_etf_holdings","objectKind":"table","rowMagnitude":"<1K","grain":"fund_code × commodity × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","fund_code","commodity"],"filters":[{"name":"commodity","column":"commodity","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"fund_code","column":"fund_code","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":22,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"fund_code","displayName":"fund code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: fund code.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["fund_code"],"returned":true},{"position":3,"name":"commodity","displayName":"commodity","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: commodity.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["commodity"],"returned":true},{"position":4,"name":"holdings_oz","displayName":"holdings oz","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: holdings oz.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"holdings_tonnes","displayName":"holdings tonnes","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: holdings tonnes.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"market_value_usd","displayName":"market value usd","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"US-dollar value for market value usd.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"USD","returned":true},{"position":7,"name":"nav_per_share","displayName":"nav per share","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: nav per share.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"shares_outstanding","displayName":"shares outstanding","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: shares outstanding.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":10,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":11,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":12,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":13,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":21,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":22,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"商品 ETF 持仓","summaryCn":"按基金、商品和日期记录实物或合约持仓，用于观察商品 ETF 的资产规模与增减仓。","useCasesCn":["跟踪黄金白银 ETF 持仓","比较基金持仓变化","研究持仓与商品价格关系"],"grainCn":"每行代表“商品 ETF 持仓”的一条记录；逻辑粒度由 fund_code × commodity × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"fund_code","meaningCn":"用于确定该表业务粒度或默认顺序的 fund code 字段。"},{"name":"commodity","meaningCn":"用于确定该表业务粒度或默认顺序的 commodity 字段。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":[],"coverage":{"measured":false,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{},"latestBusinessDate":null,"note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"mixed","formatByMarket":{},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":22,"costGuard":{"tier":"small","identityFilters":[],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.cot","namespace":"flow","name":"cot","coverageTags":["flows"],"description":"Commitments of Traders positioning.","relation":"flow.cot","objectKind":"table","rowMagnitude":"100K-999K","grain":"market × contract × participant_group × report_date","cadence":"weekly","timeColumn":"report_date","defaultOrder":["report_date","market","contract","participant_group"],"filters":[{"name":"contract","column":"contract","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"","exampleSource":"observed_coverage","allowedValues":[""]},{"name":"participant_group","column":"participant_group","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":21,"fields":[{"position":1,"name":"report_date","displayName":"report date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Reporting-period or statement date.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":3,"name":"contract","displayName":"contract","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: contract.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["contract"],"returned":true},{"position":4,"name":"participant_group","displayName":"participant group","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: participant group.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["participant_group"],"returned":true},{"position":5,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":6,"name":"long_position","displayName":"long position","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: long position.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"short_position","displayName":"short position","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: short position.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"open_interest","displayName":"open interest","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: open interest.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":10,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":11,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":12,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":13,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":20,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":21,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"CFTC 持仓报告","summaryCn":"按市场、合约、参与者类别和报告期记录 Commitments of Traders 仓位，展示不同群体的期货配置。","useCasesCn":["计算商业与投机净仓位","识别极端拥挤","研究周度仓位与价格趋势"],"grainCn":"每行代表“CFTC 持仓报告”的一条记录；逻辑粒度由 market × contract × participant_group × report_date 共同确定。","timeSemanticsCn":"以 report_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。","cadenceCn":"通常每周随上游披露或批处理更新；不是实时数据。","keyFields":[{"name":"market","meaningCn":"规范市场代码。"},{"name":"contract","meaningCn":"用于确定该表业务粒度或默认顺序的 contract 字段。"},{"name":"participant_group","meaningCn":"用于确定该表业务粒度或默认顺序的 participant group 字段。"},{"name":"report_date","meaningCn":"财务、持仓或统计报告所属日期。"}],"joins":[{"dataset":"","on":"","guidanceCn":"该表主要按自身业务键使用，目前没有推荐的跨表主键联接。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":[""],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"":{"latestBusinessDate":"2026-08-18","rows":4065}},"latestBusinessDate":"2026-08-18","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"mixed","formatByMarket":{"":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":21,"costGuard":{"tier":"medium","identityFilters":[],"maxWindowDays":400,"requirement":"identity filter or bounded window","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.etf_daily","namespace":"flow","name":"etf_daily","coverageTags":["flows"],"description":"Crypto spot ETF daily flow/AUM snapshots. fund_code is the crypto-ETF universe (IBIT/FBTC/GBTC/...) -- NOT joinable with flow.etf_holdings.fund_code, see warning above.","relation":"flow.etf_daily","objectKind":"table","rowMagnitude":"10K-99K","grain":"fund_code × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","fund_code","asset_class"],"filters":[{"name":"asset_class","column":"asset_class","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"fund_code","column":"fund_code","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"HK","exampleSource":"observed_coverage","allowedValues":["HK","US"]},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":25,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"fund_code","displayName":"fund code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: fund code.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["fund_code"],"returned":true},{"position":3,"name":"asset_class","displayName":"asset class","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: asset class.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["asset_class"],"returned":true},{"position":4,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":5,"name":"net_flow_usd","displayName":"net flow usd","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"US-dollar value for net flow usd.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"USD","returned":true},{"position":6,"name":"aum_usd","displayName":"aum usd","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"US-dollar value for aum usd.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"USD","returned":true},{"position":7,"name":"shares_outstanding","displayName":"shares outstanding","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: shares outstanding.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"nav","displayName":"nav","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Total fund NAV in USD, matches CoinGlass asset_details.net_asset_value_usd, equivalent to aum_usd within timing tolerance. For per-share NAV use nav_per_share.","descriptionSource":"warehouse_comment","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"nav_per_share","displayName":"nav per share","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Per-share NAV in fund currency, derived as nav / shares_outstanding at canonical projection merge time. NULL when either source quantity is unavailable.","descriptionSource":"warehouse_comment","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"price","displayName":"price","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: price.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"premium_discount","displayName":"premium discount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: premium discount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":12,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":13,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":24,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":25,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"加密现货 ETF 每日资金流","summaryCn":"记录 IBIT、FBTC、GBTC 等加密现货 ETF 的每日净流量和 AUM，用于衡量机构加密资金需求。","useCasesCn":["汇总比特币 ETF 净流入","比较各基金份额","对照 BTC 价格研究资金驱动"],"grainCn":"每行代表“加密现货 ETF 每日资金流”的一条记录；逻辑粒度由 fund_code × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"fund_code","meaningCn":"用于确定该表业务粒度或默认顺序的 fund code 字段。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["fund_code 属于加密 ETF 体系，不能与 flow.etf_holdings 的行业 ETF fund_code 直接联接"],"supportedMarkets":["HK","US"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"HK":{"latestBusinessDate":"2026-08-27","rows":84},"US":{"latestBusinessDate":"2026-08-28","rows":1504}},"latestBusinessDate":"2026-08-28","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"mixed","formatByMarket":{"HK":"NNNN.HK","US":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":25,"costGuard":{"tier":"small","identityFilters":[],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.etf_holdings","namespace":"flow","name":"etf_holdings","coverageTags":["flows"],"description":"SPDR sector ETF holdings. fund_code is the sector-SPDR universe (XLI/XLF/XLK/...) -- NOT joinable with flow.etf_daily.fund_code, see warning above.","relation":"flow.etf_holdings","objectKind":"table","rowMagnitude":"10K-99K","grain":"fund_code × constituent × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","fund_code","constituent"],"filters":[{"name":"constituent","column":"constituent","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"fund_code","column":"fund_code","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"US","exampleSource":"observed_coverage","allowedValues":["US"]},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":21,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"fund_code","displayName":"fund code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: fund code.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["fund_code"],"returned":true},{"position":3,"name":"constituent","displayName":"constituent","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: constituent.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["constituent"],"returned":true},{"position":4,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":5,"name":"weight","displayName":"weight","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: weight.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"shares","displayName":"shares","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: shares.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"market_value","displayName":"market value","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: market value.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":9,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":10,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":11,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":12,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":13,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":20,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":21,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"SPDR 行业 ETF 成分持仓","summaryCn":"记录 XLI、XLF、XLK 等 SPDR 行业 ETF 的成分证券和权重，展示行业组合结构。","useCasesCn":["查询行业 ETF 当前成分","计算成分权重变化","将个股映射到行业 ETF"],"grainCn":"每行代表“SPDR 行业 ETF 成分持仓”的一条记录；逻辑粒度由 fund_code × constituent × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"fund_code","meaningCn":"用于确定该表业务粒度或默认顺序的 fund code 字段。"},{"name":"constituent","meaningCn":"用于确定该表业务粒度或默认顺序的 constituent 字段。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["fund_code 属于 SPDR 行业 ETF 体系，不能与 flow.etf_daily 的加密 ETF fund_code 直接联接"],"supportedMarkets":["US"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"US":{"latestBusinessDate":"2026-08-24","rows":9765}},"latestBusinessDate":"2026-08-24","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"us_ticker","formatByMarket":{"US":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":21,"costGuard":{"tier":"small","identityFilters":[],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.fail_to_deliver","namespace":"flow","name":"fail_to_deliver","coverageTags":["flows"],"description":"Canonical Friends financial dataset: 美股未按时交割量.","relation":"flow.fail_to_deliver","objectKind":"table","rowMagnitude":"1M-9M","grain":"instrument_id × settlement_date × source","cadence":"producer_schedule","timeColumn":"settlement_date","defaultOrder":["instrument_id","settlement_date","source"],"filters":[{"name":"instrument_id","column":"instrument_id","required":false,"multipleValues":true,"jsonType":"integer","example":1},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"US","exampleSource":"observed_coverage","allowedValues":["US"]},{"name":"provider","column":"provider","required":false,"multipleValues":true,"jsonType":"string","example":"PROVIDER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"},{"name":"symbol","column":"symbol","required":false,"multipleValues":true,"jsonType":"string","example":"TICKER","exampleSource":"identifier_format"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":true,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":["instrument_id","settlement_date","source"],"provenanceColumns":[],"fieldCount":25,"fields":[{"position":1,"name":"instrument_id","displayName":"instrument id","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["instrument_id"],"returned":true},{"position":2,"name":"cusip","displayName":"cusip","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: cusip.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":3,"name":"symbol","displayName":"symbol","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Display or trading symbol for the instrument.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["symbol"],"returned":true},{"position":4,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":5,"name":"settlement_date","displayName":"settlement date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Calendar date for settlement date (YYYY-MM-DD).","descriptionSource":"name_derived","roles":["time","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":6,"name":"ftd_quantity","displayName":"ftd quantity","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Source-normalized field: ftd quantity.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"price","displayName":"price","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: price.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"description","displayName":"description","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Human-readable description supplied or normalized from the source.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"half_month_period","displayName":"half month period","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: half month period.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"publish_ts","displayName":"publish ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC point-in-time availability timestamp used by PIT reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":11,"name":"source_ts","displayName":"source ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"Timestamp asserted by the upstream source.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":12,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":13,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key","provenance"],"filterNames":["source"],"returned":true},{"position":14,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["provider"],"returned":true},{"position":15,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":25,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true}],"pit":null,"titleCn":"美股未按时交割量","summaryCn":"这是资金、持仓、借券与交易流中的“美股未按时交割量”数据集；一行由 instrument_id、settlement_date、source 定位，主要字段包括 cusip、symbol、market、ftd_quantity、price。","useCasesCn":["观察资金、持仓、借券或做空变化","构建拥挤度和资金方向指标"],"grainCn":"每行代表“美股未按时交割量”的一条记录；逻辑粒度由 instrument_id × settlement_date × source 共同确定。","timeSemanticsCn":"以 settlement_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。","cadenceCn":"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。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"settlement_date","meaningCn":"settlement date 对应的日历日期。"},{"name":"source","meaningCn":"标准化数据来源；同一业务键可能因来源不同而有多行。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["US"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"US":{"latestBusinessDate":"2026-07-31","rows":13336}},"latestBusinessDate":"2026-07-31","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"us_ticker","formatByMarket":{"US":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":25,"costGuard":{"tier":"small","identityFilters":["instrument_id","symbol"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.futu_option_flow_5m","namespace":"flow","name":"futu_option_flow_5m","coverageTags":["flows","options"],"description":"Canonical Friends financial dataset: 富途期权五分钟资金流.","relation":"flow.futu_option_flow_5m","objectKind":"table","rowMagnitude":"10K-99K","grain":"underlying × snap_ts × expiry × strike × opt_type","cadence":"producer_schedule","timeColumn":"snap_ts","defaultOrder":["underlying","snap_ts","expiry","strike","opt_type"],"filters":[{"name":"underlying","column":"underlying","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":true,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":["underlying","snap_ts","expiry","strike","opt_type"],"provenanceColumns":[],"fieldCount":14,"fields":[{"position":1,"name":"snap_ts","displayName":"snap ts","clickhouseType":"DateTime('UTC')","jsonType":"string","nullable":false,"description":"scanner-provided snapshot time, UTC","descriptionSource":"warehouse_comment","roles":["time","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":2,"name":"underlying","displayName":"underlying","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: underlying.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["underlying"],"returned":true},{"position":3,"name":"expiry","displayName":"expiry","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Source-normalized field: expiry.","descriptionSource":"name_derived","roles":["default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"jsonFormat":"date","returned":true},{"position":4,"name":"strike","displayName":"strike","clickhouseType":"Float64","jsonType":"number","nullable":false,"description":"Source-normalized field: strike.","descriptionSource":"name_derived","roles":["default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"returned":true},{"position":5,"name":"opt_type","displayName":"opt type","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"C|P","descriptionSource":"warehouse_comment","roles":["default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"returned":true},{"position":6,"name":"volume","displayName":"volume","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"cumulative volume for the day","descriptionSource":"warehouse_comment","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"dvol","displayName":"dvol","clickhouseType":"Int64","jsonType":"integer","nullable":false,"description":"5-minute delta, baseline frame = 0","descriptionSource":"warehouse_comment","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"last_price","displayName":"last price","clickhouseType":"Float64","jsonType":"number","nullable":false,"description":"Price value for last price.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"bid","displayName":"bid","clickhouseType":"Float64","jsonType":"number","nullable":false,"description":"Source-normalized field: bid.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"ask","displayName":"ask","clickhouseType":"Float64","jsonType":"number","nullable":false,"description":"Source-normalized field: ask.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"side","displayName":"side","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"ask|bid|mid|na","descriptionSource":"warehouse_comment","roles":[],"filterNames":[],"returned":true},{"position":12,"name":"dprem_usd","displayName":"dprem usd","clickhouseType":"Float64","jsonType":"number","nullable":false,"description":"US-dollar value for dprem usd.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"USD","returned":true},{"position":13,"name":"src","displayName":"src","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: src.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":14,"name":"ins_ts","displayName":"ins ts","clickhouseType":"DateTime('UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp for ins ts.","descriptionSource":"name_derived","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"富途期权五分钟资金流","summaryCn":"这是资金、持仓、借券与交易流中的“富途期权五分钟资金流”数据集；一行由 underlying、snap_ts、expiry、strike 定位，主要字段包括 opt_type、volume、dvol、last_price、bid。","useCasesCn":["观察资金、持仓、借券或做空变化","构建拥挤度和资金方向指标"],"grainCn":"每行代表“富途期权五分钟资金流”的一条记录；逻辑粒度由 underlying × snap_ts × expiry × strike × opt_type 共同确定。","timeSemanticsCn":"以 snap_ts 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。","cadenceCn":"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。","keyFields":[{"name":"underlying","meaningCn":"用于确定该表业务粒度或默认顺序的 underlying 字段。"},{"name":"snap_ts","meaningCn":"snap ts 对应的时间戳；除表内特别说明外按 UTC 解释。"},{"name":"expiry","meaningCn":"用于确定该表业务粒度或默认顺序的 expiry 字段。"},{"name":"strike","meaningCn":"用于确定该表业务粒度或默认顺序的 strike 字段。"},{"name":"opt_type","meaningCn":"用于确定该表业务粒度或默认顺序的 opt type 字段。"}],"joins":[{"dataset":"","on":"","guidanceCn":"该表主要按自身业务键使用，目前没有推荐的跨表主键联接。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":[],"coverage":{"measured":false,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{},"latestBusinessDate":null,"note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"mixed","formatByMarket":{},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":14,"costGuard":{"tier":"small","identityFilters":[],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"UNCLASSIFIED","deniedSources":[],"reasons":["no_observed_source_and_no_source_column"]}},{"object":"dataset_schema","asset":"flow.hsgt","namespace":"flow","name":"hsgt","coverageTags":["a_share","flows"],"description":"Hong Kong Stock Connect aggregate flow.","relation":"flow.hsgt","objectKind":"table","rowMagnitude":"1K-9K","grain":"market × direction × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","market","direction"],"filters":[{"name":"direction","column":"direction","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"HK","exampleSource":"observed_coverage","allowedValues":["HK"]},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":20,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":3,"name":"direction","displayName":"direction","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: direction.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["direction"],"returned":true},{"position":4,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":5,"name":"buy_amount","displayName":"buy amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: buy amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"sell_amount","displayName":"sell amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: sell amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"net_amount","displayName":"net amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: net amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":9,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":10,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":11,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":12,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":13,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":19,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":20,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"沪深港通汇总资金流","summaryCn":"按市场、方向和日期记录互联互通总成交或净流数据，用于观察跨境资金总体节奏。","useCasesCn":["跟踪北向南向资金","比较市场间跨境流量","构建日频资金流指标"],"grainCn":"每行代表“沪深港通汇总资金流”的一条记录；逻辑粒度由 market × direction × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"market","meaningCn":"规范市场代码。"},{"name":"direction","meaningCn":"用于确定该表业务粒度或默认顺序的 direction 字段。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["HK"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"HK":{"latestBusinessDate":"2026-08-25","rows":16}},"latestBusinessDate":"2026-08-25","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"hk_numeric","formatByMarket":{"HK":"NNNN.HK"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":20,"costGuard":{"tier":"small","identityFilters":[],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.hsgt_top10","namespace":"flow","name":"hsgt_top10","coverageTags":["a_share","flows"],"description":"Hong Kong Stock Connect top-10 flow.","relation":"flow.hsgt_top10","objectKind":"table","rowMagnitude":"10K-99K","grain":"instrument_id × direction × trade_date × rank","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","code","direction","rank"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"01208.HK","exampleSource":"verified_production_value"},{"name":"direction","column":"direction","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"HK","exampleSource":"verified_production_value"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":28,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"instrument_id","displayName":"instrument id","clickhouseType":"Nullable(UInt64)","jsonType":"integer","nullable":true,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"direction","displayName":"direction","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: direction.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["direction"],"returned":true},{"position":6,"name":"rank","displayName":"rank","clickhouseType":"UInt16","jsonType":"integer","nullable":false,"description":"One-based or source-defined rank within the row's cohort.","descriptionSource":"standard_glossary","roles":["default_order","warehouse_primary_key"],"filterNames":[],"returned":true},{"position":7,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":8,"name":"publish_ts","displayName":"publish ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"UTC point-in-time availability timestamp used by PIT reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":9,"name":"source_ts","displayName":"source ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"Timestamp asserted by the upstream source.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":10,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":11,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":12,"name":"buy_amount","displayName":"buy amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: buy amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":13,"name":"sell_amount","displayName":"sell amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: sell amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":14,"name":"net_amount","displayName":"net amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: net amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":15,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":25,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":26,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":27,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":28,"name":"publish_ts_source","displayName":"publish ts source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: publish ts source.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true}],"pit":null,"titleCn":"沪深港通十大活跃股","summaryCn":"按证券、方向、日期和排名记录互联互通最活跃标的，揭示跨境资金集中关注的个股。","useCasesCn":["查看每日北向南向热门股","跟踪排名与净流变化","筛选跨境资金集中标的"],"grainCn":"每行代表“沪深港通十大活跃股”的一条记录；逻辑粒度由 instrument_id × direction × trade_date × rank 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"direction","meaningCn":"用于确定该表业务粒度或默认顺序的 direction 字段。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"},{"name":"rank","meaningCn":"用于确定该表业务粒度或默认顺序的 rank 字段。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["CN","HK"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"CN":{"latestBusinessDate":"2026-08-25","rows":360},"HK":{"latestBusinessDate":"2026-08-25","rows":327}},"latestBusinessDate":"2026-08-25","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"mixed","formatByMarket":{"CN":"NNNNNN.SH or NNNNNN.SZ","HK":"NNNNN.HK"},"storesZeroPaddedHkCode":true,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":"Top-10 Stock Connect ranking per direction per trading day. A name absent from the ranking is a valid negative result, not a missing row.","emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":28,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.ibkr_shortstock_intraday","namespace":"flow","name":"ibkr_shortstock_intraday","coverageTags":["flows"],"description":"Canonical Friends financial dataset: IBKR 盘中可借券与费率.","relation":"flow.ibkr_shortstock_intraday","objectKind":"table","rowMagnitude":"10M-99M","grain":"code × snapshot_ts × source","cadence":"producer_schedule","timeColumn":"snapshot_ts","defaultOrder":["code","snapshot_ts","source"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"TICKER","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"US","exampleSource":"observed_coverage","allowedValues":["US"]},{"name":"provider","column":"provider","required":false,"multipleValues":true,"jsonType":"string","example":"PROVIDER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":true,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":["code","snapshot_ts","source"],"provenanceColumns":[],"fieldCount":27,"fields":[{"position":1,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["code"],"returned":true},{"position":2,"name":"snapshot_ts","displayName":"snapshot ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp for snapshot ts.","descriptionSource":"name_derived","roles":["time","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":3,"name":"currency","displayName":"currency","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"ISO-like currency code for monetary values.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":4,"name":"con_id","displayName":"con id","clickhouseType":"Nullable(UInt64)","jsonType":"integer","nullable":true,"description":"Identifier for con.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"isin","displayName":"isin","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: isin.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"figi","displayName":"figi","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: figi.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"company_name","displayName":"company name","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: company name.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"rebate_rate","displayName":"rebate rate","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rebate rate.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"fee_rate","displayName":"fee rate","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: fee rate.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"available","displayName":"available","clickhouseType":"Nullable(Int64)","jsonType":"integer","nullable":true,"description":"Source-normalized field: available.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"available_capped","displayName":"available capped","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Source-normalized field: available capped.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":12,"name":"file_header_date","displayName":"file header date","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Calendar date for file header date (YYYY-MM-DD).","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"date","returned":true},{"position":13,"name":"file_header_time","displayName":"file header time","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized field: file header time.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":14,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":15,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key","provenance"],"filterNames":["source"],"returned":true},{"position":16,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":19,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":20,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["provider"],"returned":true},{"position":21,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":25,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":26,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":27,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true}],"pit":null,"titleCn":"IBKR 盘中可借券与费率","summaryCn":"这是资金、持仓、借券与交易流中的“IBKR 盘中可借券与费率”数据集；一行由 code、snapshot_ts、source 定位，主要字段包括 currency、con_id、isin、figi、company_name。","useCasesCn":["观察资金、持仓、借券或做空变化","构建拥挤度和资金方向指标"],"grainCn":"每行代表“IBKR 盘中可借券与费率”的一条记录；逻辑粒度由 code × snapshot_ts × source 共同确定。","timeSemanticsCn":"以 snapshot_ts 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。","cadenceCn":"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。","keyFields":[{"name":"code","meaningCn":"来源规范化后的证券、合约或指标代码。"},{"name":"snapshot_ts","meaningCn":"生成该快照的时间。"},{"name":"source","meaningCn":"标准化数据来源；同一业务键可能因来源不同而有多行。"}],"joins":[{"dataset":"ref.instrument","on":"code + market（先确认代码口径）","guidanceCn":"需要补证券主数据时可按代码和市场映射；不同来源代码可能不一致，优先先查 ref.code_mapping。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["US"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"US":{"latestBusinessDate":"2026-08-28","rows":4136685}},"latestBusinessDate":"2026-08-28","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"us_ticker","formatByMarket":{"US":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":27,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.margin","namespace":"flow","name":"margin","coverageTags":["a_share","flows"],"description":"Margin financing and shorting balances.","relation":"flow.margin","objectKind":"table","rowMagnitude":"1K-9K","grain":"instrument_id × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","code","market"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNNNN.SH or NNNNNN.SZ","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"CN","exampleSource":"observed_coverage","allowedValues":["CN"]},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":30,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"instrument_id","displayName":"instrument id","clickhouseType":"Nullable(UInt64)","jsonType":"integer","nullable":true,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":6,"name":"publish_ts","displayName":"publish ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"UTC point-in-time availability timestamp used by PIT reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":7,"name":"source_ts","displayName":"source ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"Timestamp asserted by the upstream source.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":8,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":9,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":10,"name":"rzye","displayName":"rzye","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzye.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"rzmre","displayName":"rzmre","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzmre.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":12,"name":"rzche","displayName":"rzche","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzche.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":13,"name":"rqye","displayName":"rqye","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rqye.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":14,"name":"rqmcl","displayName":"rqmcl","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rqmcl.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":15,"name":"rqycl","displayName":"rqycl","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rqycl.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":16,"name":"rzrqye","displayName":"rzrqye","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: rzrqye.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":17,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":25,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":26,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":27,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":28,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":29,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":30,"name":"publish_ts_source","displayName":"publish ts source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: publish ts source.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true}],"pit":null,"titleCn":"融资融券余额","summaryCn":"按证券和交易日记录融资买入、融资余额、融券数量等数据，反映杠杆资金和做空活动。","useCasesCn":["跟踪融资余额趋势","比较融资与融券变化","构建杠杆拥挤指标"],"grainCn":"每行代表“融资融券余额”的一条记录；逻辑粒度由 instrument_id × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["CN"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"CN":{"latestBusinessDate":"2026-08-25","rows":69}},"latestBusinessDate":"2026-08-25","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"cn_numeric","formatByMarket":{"CN":"NNNNNN.SH or NNNNNN.SZ"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":30,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.moneyflow","namespace":"flow","name":"moneyflow","coverageTags":["a_share","flows"],"description":"Equity moneyflow metrics.","relation":"flow.moneyflow","objectKind":"table","rowMagnitude":"1M-9M","grain":"instrument_id × trade_date","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","code","market"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNNNN.SH or NNNNNN.SZ","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"CN","exampleSource":"verified_production_value"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":30,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"instrument_id","displayName":"instrument id","clickhouseType":"Nullable(UInt64)","jsonType":"integer","nullable":true,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":5,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":6,"name":"publish_ts","displayName":"publish ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"UTC point-in-time availability timestamp used by PIT reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":7,"name":"source_ts","displayName":"source ts","clickhouseType":"Nullable(DateTime64(3, 'UTC'))","jsonType":"string","nullable":true,"description":"Timestamp asserted by the upstream source.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":8,"name":"ingested_at","displayName":"ingested at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the source record entered the warehouse.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":9,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":10,"name":"buy_sm_amount","displayName":"buy sm amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: buy sm amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":11,"name":"sell_sm_amount","displayName":"sell sm amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: sell sm amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":12,"name":"buy_md_amount","displayName":"buy md amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: buy md amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":13,"name":"sell_md_amount","displayName":"sell md amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: sell md amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":14,"name":"buy_lg_amount","displayName":"buy lg amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: buy lg amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":15,"name":"sell_lg_amount","displayName":"sell lg amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: sell lg amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":16,"name":"net_mf_amount","displayName":"net mf amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: net mf amount.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":17,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":20,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":21,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":22,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":23,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":24,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":25,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":26,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":27,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":28,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":29,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":30,"name":"publish_ts_source","displayName":"publish ts source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: publish ts source.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true}],"pit":{"supported":true,"asOfRequired":true,"timeColumn":"trade_date","keyColumns":["instrument_id","trade_date","source"],"maxLimit":1000,"maxWindowDays":400},"titleCn":"股票资金流指标","summaryCn":"按证券和交易日保存按成交规模或买卖方向计算的资金流量，用于观察主动资金偏向。","useCasesCn":["筛选净流入显著标的","对比大单与小单方向","构建资金流因子"],"grainCn":"每行代表“股票资金流指标”的一条记录；逻辑粒度由 instrument_id × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["做历史回测时优先使用 PIT 端点并传 as_of，避免把后来披露的数据带回过去。"],"supportedMarkets":["CN"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"CN":{"latestBusinessDate":"2026-08-26","rows":427854}},"latestBusinessDate":"2026-08-26","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"cn_numeric","formatByMarket":{"CN":"NNNNNN.SH or NNNNNN.SZ"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":30,"costGuard":{"tier":"large","identityFilters":["code"],"maxWindowDays":400,"requirement":"identity filter and bounded window","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.ortex_short_borrow_daily","namespace":"flow","name":"ortex_short_borrow_daily","coverageTags":["flows"],"description":"Canonical Friends financial dataset: Ortex 每日做空与借券指标.","relation":"flow.ortex_short_borrow_daily","objectKind":"table","rowMagnitude":"10K-99K","grain":"instrument_id × date","cadence":"producer_schedule","timeColumn":"date","defaultOrder":["instrument_id","date"],"filters":[{"name":"exchange","column":"exchange","required":false,"multipleValues":true,"jsonType":"string","example":"NASDAQ"},{"name":"instrument_id","column":"instrument_id","required":false,"multipleValues":true,"jsonType":"integer","example":1},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"US","exampleSource":"observed_coverage","allowedValues":["US"]},{"name":"provider","column":"provider","required":false,"multipleValues":true,"jsonType":"string","example":"PROVIDER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"},{"name":"ticker","column":"ticker","required":false,"multipleValues":true,"jsonType":"string","example":"TICKER","exampleSource":"identifier_format"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":true,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":["instrument_id","date"],"provenanceColumns":[],"fieldCount":19,"fields":[{"position":1,"name":"instrument_id","displayName":"instrument id","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"WarrenHub canonical instrument identifier; use it for cross-dataset joins.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":["instrument_id"],"returned":true},{"position":2,"name":"ticker","displayName":"ticker","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Ticker symbol reported by the source or mapped security master.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["ticker"],"returned":true},{"position":3,"name":"exchange","displayName":"exchange","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Listing or trading exchange.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["exchange"],"returned":true},{"position":4,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter"],"filterNames":["market"],"returned":true},{"position":5,"name":"date","displayName":"date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Calendar date for date (YYYY-MM-DD).","descriptionSource":"name_derived","roles":["time","default_order","warehouse_primary_key","contract_unique_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":6,"name":"short_interest_shares","displayName":"short interest shares","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Quantity for short interest shares.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"short_interest_pct_free_float","displayName":"short interest pct free float","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: short interest pct free float.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"short_interest_usd","displayName":"short interest usd","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"US-dollar value for short interest usd.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"USD","returned":true},{"position":9,"name":"cost_to_borrow_all","displayName":"cost to borrow all","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: cost to borrow all.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":10,"name":"short_availability_pct","displayName":"short availability pct","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Percentage value for short availability pct.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"percent","returned":true},{"position":11,"name":"short_availability_shares","displayName":"short availability shares","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Quantity for short availability shares.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":12,"name":"days_to_cover","displayName":"days to cover","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: days to cover.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":13,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["source"],"returned":true},{"position":14,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["filter","provenance"],"filterNames":["provider"],"returned":true},{"position":15,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"version_ts","displayName":"version ts","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp associated with the row version.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":18,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":19,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"Ortex 每日做空与借券指标","summaryCn":"这是资金、持仓、借券与交易流中的“Ortex 每日做空与借券指标”数据集；一行由 instrument_id、date 定位，主要字段包括 ticker、exchange、market、short_interest_shares、short_interest_pct_free_float。","useCasesCn":["观察资金、持仓、借券或做空变化","构建拥挤度和资金方向指标"],"grainCn":"每行代表“Ortex 每日做空与借券指标”的一条记录；逻辑粒度由 instrument_id × date 共同确定。","timeSemanticsCn":"以 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。","cadenceCn":"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。","keyFields":[{"name":"instrument_id","meaningCn":"WarrenHub 统一证券标识；跨证券数据集优先用它联接。"},{"name":"date","meaningCn":"该记录所属的日历日期。"}],"joins":[{"dataset":"ref.instrument","on":"instrument_id","guidanceCn":"用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["US"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"US":{"latestBusinessDate":"2026-08-25","rows":2157}},"latestBusinessDate":"2026-08-25","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"us_ticker","formatByMarket":{"US":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":19,"costGuard":{"tier":"small","identityFilters":["instrument_id","ticker"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.short_interest","namespace":"flow","name":"short_interest","coverageTags":["flows"],"description":"Short-interest data.","relation":"flow.short_interest","objectKind":"table","rowMagnitude":"1M-9M","grain":"settlement_date × code × market × source","cadence":"event","timeColumn":"settlement_date","defaultOrder":["settlement_date","code","market","source"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"TICKER","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"US","exampleSource":"observed_coverage","allowedValues":["US"]},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":20,"fields":[{"position":1,"name":"settlement_date","displayName":"settlement date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Calendar date for settlement date (YYYY-MM-DD).","descriptionSource":"name_derived","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":5,"name":"short_interest","displayName":"short interest","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: short interest.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"avg_daily_vol","displayName":"avg daily vol","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: avg daily vol.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"days_to_cover","displayName":"days to cover","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: days to cover.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":9,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":10,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":11,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":12,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":13,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":19,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":20,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"做空余额","summaryCn":"按证券和结算日记录空头持仓数量、比例或覆盖天数等指标，反映存量做空拥挤度。","useCasesCn":["筛选高做空比例股票","跟踪空头持仓变化","评估逼空潜力"],"grainCn":"每行代表“做空余额”的一条记录；逻辑粒度由 settlement_date × code × market × source 共同确定。","timeSemanticsCn":"以 settlement_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。","cadenceCn":"由公告、新闻或业务事件触发更新，没有固定日历频率。","keyFields":[{"name":"settlement_date","meaningCn":"settlement date 对应的日历日期。"},{"name":"code","meaningCn":"来源规范化后的证券、合约或指标代码。"},{"name":"market","meaningCn":"规范市场代码。"},{"name":"source","meaningCn":"标准化数据来源；同一业务键可能因来源不同而有多行。"}],"joins":[{"dataset":"ref.instrument","on":"code + market（先确认代码口径）","guidanceCn":"需要补证券主数据时可按代码和市场映射；不同来源代码可能不一致，优先先查 ref.code_mapping。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["US"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"US":{"latestBusinessDate":"2026-07-31","rows":22340}},"latestBusinessDate":"2026-07-31","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"us_ticker","formatByMarket":{"US":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":20,"costGuard":{"tier":"large","identityFilters":["code"],"maxWindowDays":400,"requirement":"identity filter and bounded window","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.short_volume","namespace":"flow","name":"short_volume","coverageTags":["flows"],"description":"Short-volume data.","relation":"flow.short_volume","objectKind":"table","rowMagnitude":"10M-99M","grain":"trade_date × code × market × source","cadence":"daily","timeColumn":"trade_date","defaultOrder":["trade_date","code","market","source"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"NNNN.HK","exampleSource":"identifier_format"},{"name":"market","column":"market","required":false,"multipleValues":true,"jsonType":"string","example":"HK","exampleSource":"observed_coverage","allowedValues":["HK","US"]},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":21,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"market","displayName":"market","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Canonical market or country-market code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["market"],"returned":true},{"position":4,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":5,"name":"short_volume","displayName":"short volume","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Quantity for short volume.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"short_exempt","displayName":"short exempt","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Source-normalized field: short exempt.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":7,"name":"total_volume","displayName":"total volume","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Quantity for total volume.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"short_ratio","displayName":"short ratio","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Ratio value for short ratio.","descriptionSource":"name_derived","roles":[],"filterNames":[],"unit":"ratio","returned":true},{"position":9,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":10,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":11,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":12,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":13,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":20,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":21,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"每日做空成交量","summaryCn":"按证券和交易日记录做空成交量及其占比，反映当天交易流中的做空参与度。","useCasesCn":["监控做空成交占比","识别做空活动突然放大","对照 short interest 区分流量与存量"],"grainCn":"每行代表“每日做空成交量”的一条记录；逻辑粒度由 trade_date × code × market × source 共同确定。","timeSemanticsCn":"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。","cadenceCn":"通常按交易日或自然日更新；具体最新日期请以返回数据为准。","keyFields":[{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"},{"name":"code","meaningCn":"来源规范化后的证券、合约或指标代码。"},{"name":"market","meaningCn":"规范市场代码。"},{"name":"source","meaningCn":"标准化数据来源；同一业务键可能因来源不同而有多行。"}],"joins":[{"dataset":"ref.instrument","on":"code + market（先确认代码口径）","guidanceCn":"需要补证券主数据时可按代码和市场映射；不同来源代码可能不一致，优先先查 ref.code_mapping。"},{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":["HK","US"],"coverage":{"measured":true,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{"HK":{"latestBusinessDate":"2026-08-28","rows":13912},"US":{"latestBusinessDate":"2026-08-27","rows":329534}},"latestBusinessDate":"2026-08-28","note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"mixed","formatByMarket":{"HK":"NNNN.HK","US":"TICKER"},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":21,"costGuard":{"tier":"large","identityFilters":["code"],"maxWindowDays":400,"requirement":"identity filter and bounded window","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}},{"object":"dataset_schema","asset":"flow.taker_volume","namespace":"flow","name":"taker_volume","coverageTags":["flows"],"description":"Aggressor-side taker volume.","relation":"flow.taker_volume","objectKind":"table","rowMagnitude":"10K-99K","grain":"code × venue × side × trade_date","cadence":"intraday","timeColumn":"trade_date","defaultOrder":["trade_date","code","venue","side"],"filters":[{"name":"code","column":"code","required":false,"multipleValues":true,"jsonType":"string","example":"AAPL"},{"name":"side","column":"side","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"},{"name":"source","column":"source","required":false,"multipleValues":true,"jsonType":"string","example":"SOURCE_VALUE"},{"name":"venue","column":"venue","required":false,"multipleValues":true,"jsonType":"string","example":"FILTER_VALUE"}],"maxLimit":5000,"maxWindowDays":null,"supportsCursor":false,"readMode":"canonical_final_active","contractVersion":null,"uniqueKey":[],"provenanceColumns":[],"fieldCount":21,"fields":[{"position":1,"name":"trade_date","displayName":"trade date","clickhouseType":"Date","jsonType":"string","nullable":false,"description":"Trading-session date in the dataset's market calendar.","descriptionSource":"standard_glossary","roles":["time","default_order","warehouse_primary_key"],"filterNames":[],"jsonFormat":"date","unit":"date","returned":true},{"position":2,"name":"code","displayName":"code","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Source-normalized security or contract code.","descriptionSource":"standard_glossary","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["code"],"returned":true},{"position":3,"name":"venue","displayName":"venue","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: venue.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["venue"],"returned":true},{"position":4,"name":"side","displayName":"side","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: side.","descriptionSource":"name_derived","roles":["filter","default_order","warehouse_primary_key"],"filterNames":["side"],"returned":true},{"position":5,"name":"market_kind","displayName":"market kind","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Source-normalized field: market kind.","descriptionSource":"name_derived","roles":[],"filterNames":[],"returned":true},{"position":6,"name":"source","displayName":"source","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Normalized upstream source identifier.","descriptionSource":"standard_glossary","roles":["filter","warehouse_primary_key","provenance"],"filterNames":["source"],"returned":true},{"position":7,"name":"volume","displayName":"volume","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Traded volume for the represented interval.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":8,"name":"amount","displayName":"amount","clickhouseType":"Nullable(Float64)","jsonType":"number","nullable":true,"description":"Traded notional or source-reported amount.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":9,"name":"provider","displayName":"provider","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Upstream data provider identifier.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":10,"name":"source_url","displayName":"source url","clickhouseType":"String","jsonType":"string","nullable":false,"description":"URL of the upstream evidence or record when distributable.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":11,"name":"source_record_id","displayName":"source record id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Provider-side identifier for the source record.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":12,"name":"raw_payload_hash","displayName":"raw payload hash","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Opaque fingerprint of the normalized source payload for provenance checks.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":13,"name":"parser_version","displayName":"parser version","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Version of the parser or normalizer that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":14,"name":"quality_status","displayName":"quality status","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Machine-readable data-quality classification.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":15,"name":"license_scope","displayName":"license scope","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"License or redistribution scope attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":16,"name":"visibility_tier","displayName":"visibility tier","clickhouseType":"LowCardinality(String)","jsonType":"string","nullable":false,"description":"Serving visibility tier attached to the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":17,"name":"ingest_run_id","displayName":"ingest run id","clickhouseType":"String","jsonType":"string","nullable":false,"description":"Identifier of the ingestion run that produced the row.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":18,"name":"version","displayName":"version","clickhouseType":"UInt64","jsonType":"integer","nullable":false,"description":"Monotonic row version used for correction-aware reads.","descriptionSource":"standard_glossary","roles":["provenance"],"filterNames":[],"returned":true},{"position":19,"name":"is_deleted","displayName":"is deleted","clickhouseType":"UInt8","jsonType":"integer","nullable":false,"description":"Soft-delete marker; public serving excludes current tombstones.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"returned":true},{"position":20,"name":"created_at","displayName":"created at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was first created.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true},{"position":21,"name":"updated_at","displayName":"updated at","clickhouseType":"DateTime64(3, 'UTC')","jsonType":"string","nullable":false,"description":"UTC timestamp when the warehouse row was last updated.","descriptionSource":"standard_glossary","roles":[],"filterNames":[],"jsonFormat":"date-time","unit":"UTC_datetime","returned":true}],"pit":null,"titleCn":"主动买卖成交量","summaryCn":"按合约、交易场所、买卖方向和时间记录 taker 成交量，衡量主动吃单的多空压力。","useCasesCn":["计算主动买卖量差","比较交易所方向","识别短周期成交压力"],"grainCn":"每行代表“主动买卖成交量”的一条记录；逻辑粒度由 code × venue × side × trade_date 共同确定。","timeSemanticsCn":"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。","cadenceCn":"交易时段内可多次更新；请检查时间列判断新鲜度。","keyFields":[{"name":"code","meaningCn":"来源规范化后的证券、合约或指标代码。"},{"name":"venue","meaningCn":"用于确定该表业务粒度或默认顺序的 venue 字段。"},{"name":"side","meaningCn":"用于确定该表业务粒度或默认顺序的 side 字段。"},{"name":"trade_date","meaningCn":"对应市场日历中的交易日。"}],"joins":[{"dataset":"ref.calendar","on":"market + trade_date（有 market 时）","guidanceCn":"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。"}],"queryGuidanceCn":"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。","caveatsCn":["返回范围仍受 Friends 权限、单页上限和 catalog 中的筛选契约约束。"],"supportedMarkets":[],"coverage":{"measured":false,"windowDays":30,"windowStart":"2026-07-29","observedMarkets":{},"latestBusinessDate":null,"note":"Recent observed coverage, not a lifetime guarantee. An unmeasured dataset carries no support claim in either direction."},"identifier":{"namespace":"mixed","formatByMarket":{},"storesZeroPaddedHkCode":false,"stableJoinKey":"instrument_id","resolverPath":"/api/v1/data/instruments/resolve"},"sparseSemantics":null,"emptyResultCodes":["VALID_EMPTY","NOT_IN_RANKING","UNSUPPORTED_MARKET","STALE_SOURCE","NO_MATCH","IDENTIFIER_INVALID","COVERAGE_UNKNOWN","PARTIAL_UNIVERSE"],"publication":{"published":true,"reason":null,"projectionReviewed":true},"returnedFieldCount":21,"costGuard":{"tier":"small","identityFilters":["code"],"maxWindowDays":400,"requirement":"none","enforcedBeforeSql":true},"sourceEntitlement":{"mode":"vendor_denylist","decision":"ALLOWED","deniedSources":[],"reasons":[]}}]}