您可以使用Python爬虫获取期货行情数据。以下是一个简单的例子：

import requests
import pandas as pd

url ='https://www.quandl.com/api/v3/datasets/CHRIS/CME_ES1.json?api_key=YOUR_API_KEY'
res = requests.get(url)
data = res.json()['dataset']
df = pd.DataFrame(data['data'], columns=data['column_names'])
print(df.head())