Tongdaxin Quantitative Data Retrieval Skill

Task Objectives

This Skill is used to: Obtain A-share market data, perform technical analysis, and query transaction-related information through the Tongdaxin TdxQuant (tqcenter) interface
Capabilities include: Market snapshot, K-line data, basic securities information, professional financial data, stock/sector/market trading data, sectors and constituent stocks, convertible bond/ETF/new stock information, trading calendar, Tongdaxin formula execution, market quote subscription, trading order placement
Trigger conditions: Users mention tdxquant, Tongdaxin, TdxQuant, tqcenter, obtain A-share data, K-line query, financial data, sector analysis, etc.

Preparations

tqcenter Module Description: tqcenter is located at
```
PYPlugins\user\tqcenter.py
```
in the Tongdaxin installation directory. The script automatically detects the installation directory via
```
_tdx_init.py
```
and adds the path to
```
sys.path
```
. Users can also specify the installation directory by setting the environment variable
```
TDX_ROOT
```
.
Environment Requirements: Tongdaxin Financial Terminal (professional research version, quantitative simulation version or futures version supporting TQ Strategy function) must be installed, and the client must be started in advance
Python Version: Supports 64-bit Python 3.7~3.14, Python 3.13 is recommended
Data Preparation: Some data (such as professional financial data, trading data) requires downloading the corresponding data packages in the client first

Core Concepts

Securities Code Format: 6-digit number + market suffix (case-insensitive), e.g.,
```
600519.SH
```
(Shanghai),
```
000001.SZ
```
(Shenzhen),
```
430047.BJ
```
(Beijing Stock Exchange)
Period Parameters:
```
1m
```
/
```
5m
```
/
```
15m
```
/
```
30m
```
/
```
1h
```
/
```
1d
```
/
```
1w
```
/
```
1mon
```
/
```
1q
```
/
```
1y
```
/
```
tick
```
Adjustment Types:
```
none
```
(no adjustment),
```
front
```
(forward adjustment),
```
back
```
(backward adjustment)
Market Type Suffixes:
```
.SH
```
Shanghai,
```
.SZ
```
Shenzhen,
```
.BJ
```
Beijing Stock Exchange,
```
.HK
```
Hong Kong Stock Market,
```
.US
```
US Stock Market,
```
.CSI
```
CSI Index,
```
.CNI
```
CSI China Securities Index,
```
.CFF
```
CFFEX Futures, etc.

Installation Directory Structure:

Tongdaxin Installation Directory\
├── TdxW.exe              # Main Program
├── PYPlugins\
│   ├── TPyth.dll         # Communication DLL
│   ├── TPythClient.dll   # Communication DLL
│   ├── user\
│   │   └── tqcenter.py   # TdxQuant Core Module
│   ├── data\             # Downloaded Data Directory
│   └── file\             # File Sending Directory

Operation Steps

Confirm Data Requirements — The agent understands the user's intent
Call Corresponding Script — Select the script according to the data type
Parse Results — The agent analyzes the returned JSON format data

Intent Recognition Mapping Examples

User Query	Corresponding Functional Module	Call Parameters
"Real-time stock price of Kweichow Moutai"	market_data.py snapshot	--code 600519.sh
"K-line data of Ping An Bank"	market_data.py kline	--code 000001.sz --period 1d
"Basic information of China Merchants Bank"	market_data.py stock_info	--code 600036.sh
"Financial indicators of China Merchants Bank"	financial_data.py financial	--code 600036.sh --fields fn193,fn197
"Constituent stocks of semiconductor sector"	sector_data.py sector_stocks	--block_name Semiconductor
"Today's new stock subscriptions"	etf_bond_data.py ipo_info	--ipo_type 2 --ipo_date 1
"Market margin trading and short selling data"	trading_data.py scjy	--fields sc1,sc25
"MACD indicator"	formula.py zb	--name MACD --arg 12,26,9
"Stock selection for 3 consecutive rising days"	formula.py xg	--name UPN --arg 3

Usage Examples

Example 1: Obtain real-time market snapshot of stocks
- Scenario/Input: User says "Check the real-time market of Kweichow Moutai"
- Expected Output: Return information such as stock code, name, current price, price change rate, trading volume, five-level bid and ask prices, etc.
- Key Points: Call
```
python scripts/market_data.py snapshot --code 600519.sh
```
Example 2: Obtain daily K-line data
- Scenario/Input: User says "Obtain the daily K-line data of Ping An Bank for the last 100 days"
- Expected Output: Return OHLCV data such as date, opening price, highest price, lowest price, closing price, trading volume, etc.
- Key Points: Call
```
python scripts/market_data.py kline --code 000001.sz --period 1d --count 100
```
Example 3: Query professional financial data
- Scenario/Input: User says "Check the recent cost expense profit margin and operating profit margin of China Merchants Bank"
- Expected Output: Return financial indicators such as fn193 (cost expense profit margin), fn194 (operating profit margin), etc.
- Key Points: Call
```
python scripts/financial_data.py financial --code 600036.sh --fields fn193,fn194 --start 20240101
```

Script Call Mapping Reference

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

Basic Securities Information →

python scripts/market_data.py stock_info --code 600519.sh

More Stock Information →

python scripts/market_data.py more_info --code 600519.sh

Dividend Distribution →

python scripts/market_data.py divid_factors --code 600519.sh

Share Capital Data →

python scripts/market_data.py gb_info --code 600519.sh --dates 20250101,20250601

Professional Financial Data →

python scripts/financial_data.py financial --code 600519.sh --fields fn193,fn194,fn197 --start 20250101

Financial Data on Specified Date →

python scripts/financial_data.py financial_by_date --code 600519.sh --fields fn193,fn197 --year 0 --mmdd 0

Single Financial Indicator →

python scripts/financial_data.py gp_one_data --code 600519.sh --fields go1,go3,go5

Stock Trading Data →

python scripts/trading_data.py gpjy --code 600519.sh --fields gp1,gp2,gp3 --start 20250101

Sector Trading Data →

python scripts/trading_data.py bkjy --code 880660.sh --fields bk5,bk6,bk9 --start 20250101

Market Trading Data →

python scripts/trading_data.py scjy --fields sc1,sc2,sc3 --start 20250101

System Classification Constituent Stocks →

python scripts/sector_data.py stock_list --list_type 5

Sector Code List →

python scripts/sector_data.py sector_list --with_name

Sector Constituent Stocks →

python scripts/sector_data.py sector_stocks --block_code 880081.sh

Sectors of Stocks →

python scripts/sector_data.py stock_relation --code 688318.sh

Custom Sector Operations →

python scripts/sector_data.py user_sector --action list

Convertible Bond Information →

python scripts/etf_bond_data.py kzz_info --code 123039.sz

ETF Tracking Index →

python scripts/etf_bond_data.py trackzs_etf --zs_code 950162.csi

New Stock Subscription →

python scripts/etf_bond_data.py ipo_info --ipo_type 2 --ipo_date 1

Trading Day List →

python scripts/calendar.py --start 20250101 --end 20250601

Tongdaxin Formula (Indicator) →

python scripts/formula.py zb --name MACD --arg 12,26,9 --code 688318.sh --period 1d --count 100

Tongdaxin Formula (Stock Selection) →

python scripts/formula.py xg --name UPN --arg 3 --code 688318.sh --period 1d --count 100

Batch Stock Selection Formula →

python scripts/formula.py mul_xg --name UPN --arg 3 --codes 688318.sh,600519.sh --period 1d --count 20

Resource Index

Data Retrieval Scripts

scripts/market_data.py (Purpose & Parameters: Market snapshot snapshot, K-line kline, basic information stock_info, more information more_info, dividend divid_factors, share capital gb_info)
scripts/financial_data.py (Purpose & Parameters: Professional financial financial, financial data on specified date financial_by_date, single indicator gp_one_data)
scripts/trading_data.py (Purpose & Parameters: Stock trading gpjy, sector trading bkjy, market trading scjy and its by_date variants)
scripts/sector_data.py (Purpose & Parameters: System classification stock_list, sector list sector_list, sector constituent stocks sector_stocks, sectors of stocks stock_relation, custom sector user_sector)
scripts/etf_bond_data.py (Purpose & Parameters: Convertible bond kzz_info, ETF tracking trackzs_etf, new stock subscription ipo_info)
scripts/calendar.py (Purpose & Parameters: Obtain trading day list, supports --start/--end/--count)
scripts/formula.py (Purpose & Parameters: Tongdaxin formula execution, supports zb indicator/xg stock selection/exp expert/mul batch)
scripts/trade.py (Purpose & Parameters: Trading order placement, query positions/orders/assets, cancel orders)

Extended References

Python Initialization Guide (When to read: When you need to write Python scripts to customize and obtain more data)
API Usage Examples & Troubleshooting (When to read: When you need to view common usages. Provides eight common data query examples)
tqcenter API (When to read: When you need to view complete API parameters, field descriptions, initialization configurations, this is the core reference document)
Constant Dictionary (When to read: When you need to view constant mappings such as market types, periods, adjustment types, etc.)
Strategy Development & Backtesting Guide (When to read: When you need to write strategies and execute strategy backtesting)

Notes

Before running the script, you must start the Tongdaxin Financial Terminal (version supporting TQ Strategy function), and the TdxW.exe process must be running
If
```
tqcenter.py
```
does not exist in the installation directory, it means the current client does not support TQ Strategy, and you need to upgrade the Tongdaxin Terminal
Securities codes must include market suffixes (such as
```
.SH
```
,
```
.SZ
```
,
```
.BJ
```
), case-insensitive but cannot be omitted
Professional financial data and trading data require downloading the corresponding data packages in the client first
Some data (such as margin trading and short selling, Stock Connect data in trading data) only displays data after specific dates
K-line data can return up to 24000 items at a time; to obtain complete minute-level data, you need to fetch in batches multiple times
When executing Tongdaxin formulas, the formula name and parameters must comply with Tongdaxin syntax specifications
Backward adjustment data is related to the number of data obtained, and backward adjustment is only performed on the returned data
Use
```
sys.path.insert(0, ...)
```
instead of
```
append()
```
to ensure priority loading of tqcenter.py in the Tongdaxin installation directory

tdxquant

NPX Install

Tags

SKILL.md Content (Chinese)