tushare

Retrieve Tushare financial datasets via Python API calls with token authentication.

30.4k|4.9k|Updated Apr 1, 2026
One-click install
npx skills add https://github.com/HKUDS/Vibe-Trading --skill tushare-hkuds
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: tushare
Source: https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/tushare
Command: npx skills add https://github.com/HKUDS/Vibe-Trading --skill tushare-hkuds

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires tushare, pandas, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This skill centralizes Tushare adoption by describing how to authenticate, query, and interpret the vast set of Chinese market datasets so analysts no longer need to read disparate docs or experiment blindly with the API.

Core Features & Use Cases

  • Token configuration for pro_api ensures sensitive credentials are set once and reused securely for all requests.
  • Reference tables catalog every major interface (stocks, ETFs, bonds, futures, macro data, policies, international markets) with input/output specs so you can craft precise queries fast.
  • Scripted examples show how to fetch stock lists, daily bars, fund navs, or manager data, making it easy to embed Tushare calls into trading bots or research notebooks.

Quick Start

Request the Tushare skill to retrieve ETF daily data for a specific date range using your configured token.

Frequently Asked Questions about tushare

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

FAQPage Schema
How do I retrieve Chinese market stock data using the Tushare API in Python?

You retrieve Chinese market stock data by authenticating with a Tushare token and making parameterized Python API calls for specific TS codes and date ranges. The skill provides scripted examples and reference tables to fetch equities, daily bars, and other datasets.

What financial datasets can I query through Tushare integration?

Tushare integration supports querying equities, ETFs, bonds, futures, and macroeconomic datasets. Reference tables catalog major interfaces with input and output specifications, enabling precise queries for Chinese market data.

Do I need a Tushare token to fetch ETF daily bars and fund NAVs?

Yes, a Tushare token is required to fetch ETF daily bars and fund NAVs. Token configuration for pro_api ensures credentials are set once and reused securely for all subsequent data requests.

How do I handle pagination when fetching historical futures data via Tushare?

Fetching historical futures data via Tushare requires parameterized API calls that specify date ranges and handle pagination. The skill outlines how to structure these queries to retrieve complete datasets without missing records.

Can I use pandas with Tushare data for trading bot research workflows?

Yes, pandas is a core dependency for using Tushare data in trading bot research workflows. Scripted examples demonstrate how to fetch and structure stock lists and fund data for embedding into analysis notebooks.

What is the best way to configure Tushare API credentials for automated data fetching?

The best way to configure Tushare API credentials is through pro_api token configuration. This approach sets sensitive credentials once and securely reuses them for all automated market data requests.