akshare

Aggregate historical and real-time financial market data via akshare.

Updated Jun 30, 2026
One-click install
npx skills add https://github.com/20YN04/vibe-trading-macos --skill akshare-20yn04
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: akshare
Source: https://github.com/20YN04/vibe-trading-macos/tree/main/agent/src/skills/akshare
Command: npx skills add https://github.com/20YN04/vibe-trading-macos --skill akshare-20yn04

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires akshare, and includes references (resource) components.

What problem does it solve?

This Skill solves the challenge of accessing reliable, free financial market data without the need for expensive subscriptions or complex API key management.

Core Features & Use Cases

  • Comprehensive Market Coverage: Access historical and real-time data for A-shares, US stocks, HK stocks, futures, and macroeconomic indicators.
  • Seamless Integration: Easily pull OHLCV data or fundamental information directly into your analysis pipeline.
  • Use Case: Use this Skill to fetch the last 30 days of daily price history for a specific A-share stock to perform a quick technical analysis or backtest.

Quick Start

Use the akshare skill to retrieve the daily historical price data for the A-share stock with symbol 000001 from January 1st 2024 to January 1st 2025.

Frequently Asked Questions about akshare

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I get free real-time financial data for global markets without API keys?

Access free real-time financial market data without API keys by aggregating public sources without authentication. This approach interfaces directly with various financial data endpoints to provide historical and real-time quotes for equities and macroeconomic indicators.

How do I fetch historical OHLCV data for A-shares to run a backtest?

Fetch historical OHLCV data for A-shares by aggregating public financial data endpoints. You can pull daily price history for specific stock symbols over defined date ranges directly into your quantitative analysis pipeline for backtesting.

Can I pull US and HK stock quotes for quantitative analysis?

Yes, you can pull US and HK stock quotes for quantitative analysis. The system aggregates historical and real-time data across multiple asset classes, supporting market research workflows without requiring expensive subscriptions or complex API key management.

Does this method require authentication or paid subscriptions to access macroeconomic indicators?

No, accessing macroeconomic indicators does not require authentication or paid subscriptions. It interfaces with public financial data endpoints to provide real-time macro indicators, solving the challenge of accessing reliable market data without expensive subscriptions.

What is the best way to retrieve daily price history for a specific stock symbol?

The best way to retrieve daily price history for a specific stock symbol is by aggregating public financial data sources. You can specify the stock symbol and date range to pull OHLCV data directly into your analysis pipeline for technical analysis.

When should I not use free public financial data endpoints for trading?

You should not use free public financial data endpoints for high-frequency trading if you require institutional-grade latency or guaranteed uptime. While suitable for backtesting and market research, public sources may lack the reliability needed for real-time execution.