XtData（XtQuant行情数据模块）

xtdata is the market data module of XtQuant, providing real-time and historical market data through the local miniQMT client.

⚠️ Requires miniQMT running locally. xtdata communicates with miniQMT via TCP to retrieve data.

安装

pip install xtquant

连接

from xtquant import xtdata