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tianqin-data

Retrieve real-time quotes, historical K-line data, and tick sequences from China futures markets via EasyFut API.

1|Updated Feb 24, 2026
Search Tags:#financial data#futures#real-time quotes#tick data#china market#k-line data
One-click install
npx skills add https://github.com/PPsteven/skills --skill tianqin-data
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: tianqin-data
Source: https://github.com/PPsteven/skills/tree/main/tianqin-data
Command: npx skills add https://github.com/PPsteven/skills --skill tianqin-data

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides programmatic access to real-time and historical data for China's futures market, simplifying data retrieval for financial analysis.

Core Features & Use Cases

  • Real-time Quotes: Fetch live prices, bid/ask spreads, and volume for futures contracts.
  • Historical K-line Data: Retrieve candlestick data (1-minute to daily) for technical analysis.
  • Tick Data: Access granular tick-level transaction data for in-depth market study.
  • Use Case: A quantitative analyst needs to backtest a trading strategy. They can use this Skill to download 1-minute K-line data for the last month for several key futures contracts to simulate trading scenarios.

Quick Start

Use the tianqin-data skill to get the latest quote for the SHFE.rb2601 contract.

Frequently Asked Questions about tianqin-data

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

FAQPage Schema
How do I retrieve real-time quotes for China futures contracts across major exchanges?▼

To retrieve real-time quotes for China futures contracts, use this Skill to access live prices, bid/ask spreads, and volume via the EasyFut API. It supports contracts from SHFE, DCE, CFFEX, CZCE, and INE exchanges.

Can I download historical K-line data for technical analysis of the China market?▼

Yes, you can download historical K-line data for the China market. This Skill retrieves candlestick data ranging from 1-minute to daily intervals, enabling technical analysis for quantitative backtesting.

What's the best way to get tick data for futures contracts on Chinese exchanges?▼

The best way to get tick data for futures contracts on Chinese exchanges is through this Skill's command-line interface. It provides granular tick-level transaction sequences via the EasyFut API for in-depth market study.

Does this tool support specific symbol formats for SHFE and CFFEX futures?▼

Yes, this tool supports specific symbol formats for SHFE, CFFEX, and other major Chinese exchanges. You can fetch data for specific contracts like SHFE.rb2601 using the provided command-line access.

How do I use the command line to fetch 1-minute K-line data for backtesting?▼

You can fetch 1-minute K-line data for backtesting by executing commands through this Skill. It interfaces with the EasyFut API to download historical candlestick sequences for your specified futures contracts.

When do I need to use tick data instead of K-line data for futures market analysis?▼

You need tick data instead of K-line data for futures market analysis when conducting in-depth micro-structure studies. Tick data provides granular transaction-level details, whereas K-line data aggregates prices into set time intervals.

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