MiniQMT Quantitative Trading Skill

Task Objectives

• This Skill is used to: connect to the MiniQMT client via the XtQuant library, obtain market data for A-shares, futures, and options, and execute quantitative trading operations
• Capabilities include:
  • Market Module (xtdata): K-line data, tick data, real-time market subscription, financial data, sector classification, ETF information, IPO subscription, trading calendar
  • Trading Module (xttrader): Stock/futures/options order placement, order cancellation, asset/order/position query, fund transfer, margin trading, securities lending
• Trigger conditions: Used when users mention miniqmt, xtquant, Xuntou, market data acquisition, quantitative trading, or order placement

Preparations

MiniQMT Environment Requirements

• Client Installation: Need to install Xuntou Extreme Speed Trading Terminal and start MiniQMT (supports simulation/live trading)
• Python Library:

  pip install xtquant

• Path Configuration: The

  userdata_mini

  path under the MiniQMT installation directory is used for xttrader connection

Directory Structure

QMT安装目录\
├── bin.x64\XtMiniQmt.exe # MiniQMT 主程序
├── userdata_mini\        # 用户数据目录（xttrader 连接路径）
│   ├── xqtrader.ini      # 交易配置
│   └── xtdatacenter.ini  # 行情配置

Core Concepts

Security Code Format

• Stocks: 6-digit number + market suffix, e.g.,

  600000.SH

  (Shanghai),

  000001.SZ

  (Shenzhen)
• Futures: Product code + contract month, e.g.,

  rb2405.SF

  (Rebar)
• Options: Underlying code + exercise month, e.g.,

  510050.SH

  (SSE 50 ETF Option)

Period Type (period)

tick

1q

1m

1hy

5m

1y

15m

1w

30m

1d

1h

1mon

Dividend Adjustment Type (dividend_type)

• none

  - No adjustment

• front

  - Forward adjustment

• back

  - Backward adjustment

• front_ratio

  - Equal ratio forward adjustment

• back_ratio

  - Equal ratio backward adjustment

Trading Market (market)

xtconstant.SH_MARKET

xtconstant.MARKET_ENUM_INDEX_FUTURE

xtconstant.SZ_MARKET

xtconstant.MARKET_ENUM_SHANGHAI_FUTURE

xtconstant.MARKET_ENUM_BEIJING

xtconstant.MARKET_ENUM_ZHENGZHOU_FUTURE

xtconstant.MARKET_ENUM_DALIANG_FUTURE

xtconstant.MARKET_ENUM_GUANGZHOU_FUTURE

Account Type (account_type)

xtconstant.SECURITY_ACCOUNT

xtconstant.HUGANGTONG_ACCOUNT

xtconstant.FUTURE_ACCOUNT

xtconstant.SHENGANGTONG_ACCOUNT

xtconstant.CREDIT_ACCOUNT

xtconstant.FUTURE_OPTION_ACCOUNT

xtconstant.STOCK_OPTION_ACCOUNT

Operation Steps

1. Confirm Requirements — Identify whether it is market data acquisition or trading operation
2. Select Module — Use xtdata for market data, xttrader for trading
3. Call Script — Select the corresponding script based on data type
4. Parse Results — The agent analyzes the returned JSON format data

Intent Recognition Mapping Examples

Usage Examples

Example 1: Get Real-time Stock Market Data

import xtdata

# 获取全推行情快照
ticks = xtdata.get_full_tick(['600519.SH', '000001.SZ'])

# 订阅单股实时行情
def on_data(datas):
    for code in datas:
        print(code, datas[code])

xtdata.subscribe_quote('600519.SH', period='tick', callback=on_data)
xtdata.run()

Example 2: Get Historical K-line Data

import xtdata

# 下载历史K线数据
xtdata.download_history_data2(['600519.SH'], period='1d', start_time='')

# 获取K线数据
data = xtdata.get_market_data(
    field_list=['open', 'high', 'low', 'close', 'volume'],
    stock_list=['600519.SH'],
    period='1d',
    start_time='20240101',
    end_time='',
    count=100,
    dividend_type='front'
)

Example 3: Trading Order Placement

from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
from xtquant.xttype import StockAccount
from xtquant import xtconstant

# 配置路径和会话
path = 'D:\\迅投极速交易终端\\userdata_mini'
session_id = 123456
xt_trader = XtQuantTrader(path, session_id)

# 创建账号对象
acc = StockAccount('1000000365')  # 替换为实际账号

# 连接交易
xt_trader.start()
connect_result = xt_trader.connect()
subscribe_result = xt_trader.subscribe(acc)

# 下单买入
order_id = xt_trader.order_stock(
    acc,
    '600519.SH',
    xtconstant.STOCK_BUY,
    100,  # 100股
    xtconstant.FIX_PRICE,
    1800.0,  # 价格
    'strategy1',
    'remark'
)

# 查询资产
asset = xt_trader.query_stock_asset(acc)
print(f"可用资金: {asset.cash}")

Example 4: Subscribe to Market Data and Process in Real-time

import xtdata

def on_tick_data(datas):
    for code in datas:
        tick = datas[code]
        print(f"{code}: 现价={tick['lastPrice']}, 成交量={tick['volume']}")

# 订阅多只股票
xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=on_tick_data)
xtdata.run()

Resource Index

Market Data Scripts

• Market Snapshot:

  python scripts/market_data.py snapshot --code 600519.SH

• K-line Data:

  python scripts/market_data.py kline --code 600519.SH --period 1d --count 100

• Tick Data:

  python scripts/market_data.py tick --code 600519.SH --count 100

• Real-time Market:

  python scripts/market_data.py full_tick --codes 600519.SH,000001.SZ

Sector and Financial Scripts

• Sector List:

  python scripts/sector_data.py sector_list

• Sector Constituent Stocks:

  python scripts/sector_data.py sector_stocks --sector 半导体

• Financial Data:

  python scripts/financial_data.py financial --code 600519.SH --tables Balance,Income

Trading Scripts

• Order Placement:

  python scripts/trade.py order --code 600519.SH --type buy --volume 100 --price 1800.0

• Order Cancellation:

  python scripts/trade.py cancel --order_id 12345

• Position Query:

  python scripts/trade.py positions

• Order Query:

  python scripts/trade.py orders

• Asset Query:

  python scripts/trade.py asset

• Trade Query:

  python scripts/trade.py trades

Reference Documents

• xtdata Market Module API (When to read: Need to check market data interfaces)
• xtdata Market Data Fields and Data Dictionary (When to read: Need to check market data fields and data dictionary)
• xttrader Trading Module API (When to read: Need to check trading interfaces and data structure descriptions)
• Installation and Download Guide (When to read: First-time installation of XtQuant or encountering installation issues)
• FAQs (When to read: Encountering common issues)
• Code Examples (When to read: Need to refer to complete code examples)
• Changelog (When to read: Check version update history)

Notes

Environment Requirements

• Must Run MiniQMT: The xttrader trading module requires the MiniQMT client to run in the background
• Path Configuration: Ensure the

  userdata_mini

  path is correct, otherwise the connection will fail
• Market Subscription Limits: It is recommended not to subscribe to more than 50 individual stocks; use full push data when subscribing to more

Data Acquisition Notes

• Data Supplementary Download: Historical data must be downloaded first via

  download_history_data2

• Permission Restrictions: Level2 data requires corresponding terminal permissions
• Time Format: K-line time parameters are in the format

  '20240101'

  or

  '20240101000000'

Trading Notes

• Account Format: Use the capital account string directly for stock accounts; specify

  'FUTURE'

  for futures accounts
• Order Quantity: Stocks are in "shares", bonds in "sheets", futures in "lots"
• Order ID: A positive integer order_id is returned upon successful order placement; -1 indicates failure
• Asynchronous Operations: Trading operations support both synchronous and asynchronous modes; asynchronous mode requires matching callbacks

Performance Optimization

• Batch Requests: It is recommended to use

  get_market_data

  to obtain data for multiple stocks in batches
• Cache Utilization: Subscribed data is automatically cached, no need to subscribe repeatedly
• Thread Safety: xttrader supports multiple strategies, but different session_ids must be used