mootdx

name mootdx category data-source description Mootdx A-share market data via TCP-direct 通达信 servers. Free, no API key, no IP rate limits. Use as the stable A-share OHLCV fallback when akshare's East Money scrape is throttled. Overview Mootdx talks the native 通达信 (TDX) binary protocol over TCP, bypassing the HTTP scrapers that periodically fail under load (akshare → East Money is the canonical example). Public market data only — no token, no per-IP throttling, no captcha. GitHub: https://github.com/mootdx/mootdx Install: pip install mootdx && pip install 'httpx>=0.28.1' Mootdx pins httpx<0.26 in setup.py , but only uses basic httpx.Client/get APIs that are forward-compatible. The second pip install restores the modern httpx that the rest of Vibe-Trading (MCP server, fastmcp) needs. Quick Start from mootdx.quotes import Quotes client = Quotes.factory(market= "std" ) # std = 沪/深/京; ext = 期货/期权 (upstream-broken) # Daily OHLCV with a date range (preferred API). df = client.get_k_data(code= "000001" , start_date= "2025-01-01" , end_date= "2025-02-01" ) # Intraday — offset-from-latest only, no native date range. df_15m = client.bars(symbol= "600519" , frequency= 1 , offset= 800 ) Frequency Codes bars(frequency=N) uses integer codes from mootdx.consts : Code Bar 8 1m 0 5m 1 15m 2 30m 3 1H 4 1D 5 1W 6 1M get_k_data() is daily only but accepts start_date / end_date . For intraday, bars() returns the latest N rows — the built-in loader over-fetches offset=800 then clips to the requested window. Key Methods Method Use Returns get_k_data(code, start_date, end_date) Daily OHLCV with date range [open, close, high, low, vol, amount, date, code] bars(symbol, frequency, offset=800) Intraday / weekly / monthly [open, close, high, low, vol, amount, datetime, volume, ...] minute(symbol) Current trading day 1m bars Same schema as bars() quotes(symbol) Real-time L1 snapshot {price, bid, ask, volume, ...} stocks(market) List all tickers on an exchange DataFrame of code/name F10(symbol) / finance(symbol) Fundamentals snapshot Heterogeneous dict Symbol Format Pure 6-digit: "000001" , "600519" , "835174" — mootdx auto-detects exchange from prefix: 60x / 68x → SH 00x / 30x / 002 / 003 → SZ 4x / 8x → BJ The built-in loader also accepts "000001.SZ" , "600519.SH" , "835174.BJ" and strips the suffix. Column Names get_k_data() returns lowercase English: open / close / high / low / vol / amount / date / code . The built-in loader renames vol → volume to match the project's OHLCV contract. bars() returns the same OHLC columns plus a duplicate volume (alongside the legacy vol ), a datetime string column, and decomposed year / month / day / hour / minute columns. Built-in Loader backtest/loaders/mootdx_loader.py is registered as the mootdx source. Fallback chain for a_share is [tushare, mootdx, akshare] — tushare wins when a token is present; mootdx wins when no token but TCP egress works; akshare is the broadest fallback. from backtest.runner import run result = run(strategy=..., source= "mootdx" ) # explicit override Known Limitations Limitation Workaround 北交所 (BJ): get_k_data raises KeyError , bars() returns empty (upstream missing data) Loader logs a warning and skips BJ symbols — use akshare or tushare Extended market (futures/options) returns empty as of v0.11.7 (upstream issue) Use tushare/akshare for futures Each bars() page is 800 rows; loader paginates back up to 25 pages (≈10y daily / ≈5y 1H / ≈3mo 1m) For longer 1m history use tushare minute bars Server selection has cold-start latency (first call picks the fastest server) First call may be ~2s slower Returns data in 前复权 by default — no API parameter for 不复权 Use tushare/akshare if raw prices are required Reference Docs Mootdx 文档: https://www.mootdx.com/ 通达信协议参考: https://github.com/rainx/pytdx