TQ Skill - China Futures Data

Overview

TQ Skill provides command-line access to China futures market data through the EasyFut API. Fetch real-time quotes, historical K-line data, and granular tick sequences for major futures contracts traded on Chinese exchanges (CFFEX, DCE, SHFE).

Quick Start

Installation

Install the CLI tool:

# Make the script executable
chmod +x scripts/tq_cli.py

# Optionally, add to PATH or create an alias
alias tq='python3 /path/to/tq_cli.py'

Basic Usage

Get a real-time quote:

python3 scripts/tq_cli.py quote IF

Get daily K-line data:

python3 scripts/tq_cli.py klines IC --interval 1d

Get tick data for a date range:

python3 scripts/tq_cli.py ticks IH --start-date 2024-01-15 --end-date 2024-01-16

Core Capabilities

1. Real-Time Quotes

Fetch current market data for any futures contract:

tq quote IF
tq quote IC
tq quote IH

Returns current price, bid/ask, volume, and open interest in JSON format.

See: API Reference - Real-time Quotes

2. K-Line Historical Data

Retrieve candlestick data at various intervals (1m, 5m, 15m, 1h, 1d, etc.):

# Daily candles
tq klines IF --interval 1d --start-date 2024-01-01 --end-date 2024-01-31

# Hourly candles
tq klines IC --interval 1h --start-date 2024-01-15 --end-date 2024-01-15

# 5-minute intraday candles
tq klines IH --interval 5m

Returns OHLC (open, high, low, close) data with volume and open interest.

See: API Reference - K-Line Data

3. Tick Sequences

Get granular tick-level transaction data for detailed market analysis:

# All recent tick data
tq ticks IF

# Tick data for specific date range
tq ticks IC --start-date 2024-01-15 --end-date 2024-01-16

Returns individual tick prices, volumes, and transaction types (bid/ask/trade).

See: API Reference - Tick Data

Configuration

API Authentication

Set your API key as an environment variable:

export TQ_API_KEY="your_api_key_here"
tq quote IF

Or pass it directly to each command:

tq --api-key "your_api_key_here" quote IF

Supported Symbols

Common China futures symbols:

Index Futures	Commodity Futures
IF (Shanghai 300)	CU (Copper)
IC (Mid-Cap 100)	AL (Aluminum)
IH (Shanghai 50)	RB (Rebar)
T (10Y Bond)	CF (Cotton)
TF (5Y Bond)	SR (Sugar)

See full list in API Reference - Common Symbols

Examples

Analyze Recent Price Trends

tq klines IF --interval 1d --start-date 2024-01-01 --end-date 2024-01-31

Monitor Intraday Volatility

tq klines IC --interval 15m --start-date 2024-01-15

Check Current Market Activity

tq quote IF
tq quote IC
tq quote IH

Study Tick-Level Activity

tq ticks IF --start-date 2024-01-15 --end-date 2024-01-16

Output Format

All commands return JSON output for easy integration with other tools:

{
  "symbol": "IF",
  "price": 4500.50,
  "bid": 4500.00,
  "ask": 4501.00,
  "volume": 1000000,
  "timestamp": "2024-01-15T10:30:00Z"
}

Scripts

tq_cli.py

Main CLI tool for accessing EasyFut API. Provides three commands: quote, klines, and ticks.

Usage:

python3 scripts/tq_cli.py <command> [options]

Commands:

quote <symbol> - Get real-time quote
klines <symbol> [--interval] [--start-date] [--end-date] - Get K-line data
ticks <symbol> [--start-date] [--end-date] - Get tick data

Global Options:

--api-key - EasyFut API key (or use TQ_API_KEY env var)

Advanced Reference

For detailed API documentation including:

All supported parameters and intervals
Error handling and rate limits
Data availability and historical limits
Complete futures symbol reference

See: API Reference Documentation

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