代码

from xtquant import xtdata

# 下载股票tick数据
xtdata.download_history_data('002190.SZ', period='tick', start_time='20250508')
data = xtdata.get_local_data(stock_list=["002190.SZ"], period='tick', start_time='20250508', end_time= '20250508')
print(data)
print(data['002190.SZ'].columns)
data['002190.SZ'].to_csv("./002190SZ_20250508_tick数据.csv")
df = data['002190.SZ']
print("封单手数:",df['bidVol']['20250508150000'][0])#收盘买1：封单额
print("封单额:",df['bidVol']['20250508150000'][0]*100*df['lastPrice']['20250508150000'])#封单额*100*收盘价
print("封单强度:",df['bidVol']['20250508150000'][0]/df['volume']['20250508150000'])#封单额/成交额

输出

Qmt Tick数据字段解析