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economic-data.mdfinancial-instruments.mdfundamental-analysis.mdindex.mdmarket-indices.mdstock-data.md

financial-instruments.mddocs/

0

# Financial Instruments

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AKShare provides comprehensive coverage of financial instruments with 224 functions across four major categories: FUND (79 functions), BOND (41 functions), FUTURES (62 functions), and OPTION (42 functions). This includes mutual funds, ETFs, government and corporate bonds, commodity and financial futures, and stock and commodity options.

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## Fund Data (79 functions)

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### Exchange Traded Funds (ETFs)

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#### Real-time ETF Data

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```python { .api }

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import akshare as ak

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def fund_etf_spot_em() -> pd.DataFrame:

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"""

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Real-time ETF market data from East Money

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Returns:

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pd.DataFrame: ETF real-time quotes with columns:

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- 代码 (Code): ETF code

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- 名称 (Name): ETF name

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- 最新价 (Latest): Current price

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- 涨跌额 (Change): Price change amount

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- 涨跌幅 (Pct_change): Percentage change

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- 成交量 (Volume): Trading volume

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- 成交额 (Amount): Trading amount

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- 开盘价 (Open): Opening price

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- 最高价 (High): Highest price

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- 最低价 (Low): Lowest price

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- 昨收价 (Prev_close): Previous close

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- 换手率 (Turnover): Turnover rate

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"""

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# Get real-time ETF data

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etf_df = ak.fund_etf_spot_em()

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print(etf_df.head())

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# 代码 名称 最新价 涨跌额 涨跌幅 成交量 成交额

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# 0 510050 50ETF 2.885 0.01 0.35 45678901 131770234567

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# 1 510300 沪深300 4.123 -0.02 -0.48 23456789 96789012345

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```

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#### Historical ETF Data

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```python { .api }

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import akshare as ak

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def fund_etf_fund_daily_em(symbol: str, start_date: str = "19700101",

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end_date: str = "20500101") -> pd.DataFrame:

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"""

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ETF daily historical data

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Parameters:

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symbol: ETF code (e.g., "510050")

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start_date: Start date in YYYYMMDD format

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end_date: End date in YYYYMMDD format

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Returns:

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pd.DataFrame: Historical OHLCV data

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"""

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# Get 50ETF historical data

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etf_hist = ak.fund_etf_fund_daily_em(

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symbol="510050",

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start_date="20240101",

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end_date="20241201"

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)

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```

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### Open-end Mutual Funds

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#### Fund Daily Data

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```python { .api }

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import akshare as ak

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def fund_open_fund_daily_em(symbol: str, start_date: str = "19700101",

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end_date: str = "20500101") -> pd.DataFrame:

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"""

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Open-end fund daily net asset value data

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Parameters:

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symbol: Fund code (e.g., "000001")

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start_date: Start date in YYYYMMDD format

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end_date: End date in YYYYMMDD format

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Returns:

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pd.DataFrame: Fund NAV data with columns:

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- 净值日期 (Date): NAV date

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- 单位净值 (NAV): Net Asset Value per share

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- 累计净值 (Cum_NAV): Cumulative NAV

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- 日增长率 (Daily_return): Daily return rate

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- 申购状态 (Purchase_status): Purchase status

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- 赎回状态 (Redeem_status): Redemption status

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"""

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# Get fund daily data

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fund_daily = ak.fund_open_fund_daily_em(symbol="000001")

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print(fund_daily.head())

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# 净值日期 单位净值 累计净值 日增长率 申购状态 赎回状态

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# 0 2024-12-01 1.2345 2.5678 0.12 开放 开放

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# 1 2024-11-29 1.2330 2.5663 -0.08 开放 开放

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```

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#### Fund Information and Rankings

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```python { .api }

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import akshare as ak

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def fund_em_fund_name() -> pd.DataFrame:

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"""

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All fund codes and names from East Money

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Returns:

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pd.DataFrame: Fund directory with codes and names

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"""

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def fund_em_open_fund_info(fund: str, indicator: str = "单位净值走势") -> pd.DataFrame:

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"""

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Detailed fund information and performance

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Parameters:

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fund: Fund code

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indicator: Information type

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Returns:

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pd.DataFrame: Fund detailed information

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"""

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# Get fund directory

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fund_list = ak.fund_em_fund_name()

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# Get specific fund information

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fund_info = ak.fund_em_open_fund_info(fund="000001")

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```

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### Fund Performance and Ratings

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#### Fund Rankings

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```python { .api }

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import akshare as ak

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def fund_em_open_fund_rank() -> pd.DataFrame:

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"""

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Open-end fund performance rankings

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Returns:

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pd.DataFrame: Fund rankings by various metrics

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"""

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def fund_rating_all() -> pd.DataFrame:

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"""

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Fund ratings from multiple rating agencies

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Returns:

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pd.DataFrame: Comprehensive fund ratings

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"""

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# Get fund rankings

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fund_ranks = ak.fund_em_open_fund_rank()

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# Get fund ratings

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fund_ratings = ak.fund_rating_all()

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```

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### Fund Manager Information

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```python { .api }

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import akshare as ak

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def fund_manager() -> pd.DataFrame:

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"""

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Fund manager information and track records

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Returns:

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pd.DataFrame: Fund manager details and performance

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"""

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# Get fund manager data

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managers = ak.fund_manager()

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```

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## Bond Data (41 functions)

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### Government Bonds

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#### Chinese Government Bonds

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```python { .api }

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import akshare as ak

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def bond_zh_hs_daily() -> pd.DataFrame:

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"""

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Chinese government bond daily trading data

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Returns:

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pd.DataFrame: Government bond market data with columns:

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- 代码 (Code): Bond code

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- 名称 (Name): Bond name

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- 最新价 (Price): Current price

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- 涨跌额 (Change): Price change

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- 涨跌幅 (Pct_change): Percentage change

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- 成交量 (Volume): Trading volume

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- 成交额 (Amount): Trading amount

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- 收益率 (Yield): Current yield

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"""

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# Get government bond data

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gov_bonds = ak.bond_zh_hs_daily()

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```

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#### Treasury Bond Yield Curves

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```python { .api }

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import akshare as ak

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def bond_zh_yield() -> pd.DataFrame:

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"""

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Chinese treasury bond yield curve

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Returns:

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pd.DataFrame: Yield curve data across maturities

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"""

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# Get yield curve data

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yield_curve = ak.bond_zh_yield()

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```

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### Corporate Bonds

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#### Corporate Bond Trading

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```python { .api }

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import akshare as ak

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def bond_cb_ths() -> pd.DataFrame:

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"""

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Corporate bond data from Tonghuashun

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Returns:

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pd.DataFrame: Corporate bond market information

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"""

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def bond_cbond() -> pd.DataFrame:

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"""

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Corporate bond comprehensive data

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Returns:

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pd.DataFrame: Corporate bond details and pricing

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"""

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# Get corporate bond data

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corp_bonds_ths = ak.bond_cb_ths()

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corp_bonds = ak.bond_cbond()

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```

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### Convertible Bonds

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#### Convertible Bond Market

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```python { .api }

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import akshare as ak

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def bond_convert_list() -> pd.DataFrame:

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"""

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Convertible bond list and basic information

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Returns:

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pd.DataFrame: Convertible bond directory with columns:

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- 转债代码 (Code): Convertible bond code

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- 转债名称 (Name): Bond name

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- 现价 (Price): Current price

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- 涨跌幅 (Change): Percentage change

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- 转股价 (Conversion_price): Conversion price

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- 转股价值 (Conversion_value): Conversion value

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- 溢价率 (Premium): Premium rate

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"""

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def bond_convert_detail(symbol: str) -> pd.DataFrame:

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"""

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Detailed convertible bond information

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Parameters:

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symbol: Convertible bond code

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Returns:

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pd.DataFrame: Detailed bond information

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"""

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# Get convertible bond list

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convert_list = ak.bond_convert_list()

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# Get specific convertible bond details

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convert_detail = ak.bond_convert_detail(symbol="113001")

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```

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### Bond Market Analysis

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#### Bond Issue Information

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```python { .api }

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import akshare as ak

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def bond_issue_cninfo() -> pd.DataFrame:

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"""

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Bond issuance information from CNInfo

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Returns:

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pd.DataFrame: New bond issuance data

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"""

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def bond_summary() -> pd.DataFrame:

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"""

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Bond market summary statistics

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Returns:

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pd.DataFrame: Overall bond market indicators

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"""

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# Get bond issuance data

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bond_issues = ak.bond_issue_cninfo()

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# Get market summary

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bond_summary_data = ak.bond_summary()

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```

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## Futures Data (62 functions)

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### Chinese Commodity Futures

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#### Daily Futures Data

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```python { .api }

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import akshare as ak

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def futures_zh_daily_sina(symbol: str = "RB0000") -> pd.DataFrame:

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"""

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Chinese futures daily data from Sina Finance

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Parameters:

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symbol: Futures contract code (e.g., "RB0000" for rebar)

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Returns:

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pd.DataFrame: Daily OHLCV data with columns:

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- date: Trading date

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- open: Opening price

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- high: Highest price

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- low: Lowest price

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- close: Closing price

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- volume: Trading volume

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- hold: Open interest

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"""

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# Get rebar futures daily data

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rebar_daily = ak.futures_zh_daily_sina(symbol="RB0000")

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print(rebar_daily.head())

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# date open high low close volume hold

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# 0 2024-12-01 3456 3478 3445 3467 1234567 2345678

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# 1 2024-11-29 3445 3465 3432 3456 1098765 2334567

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```

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#### Minute-level Futures Data

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```python { .api }

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import akshare as ak

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def futures_zh_minute_sina(symbol: str, period: str = "1") -> pd.DataFrame:

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"""

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Chinese futures minute-level data

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Parameters:

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symbol: Futures contract code

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period: Time period ("1", "5", "15", "30", "60")

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Returns:

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pd.DataFrame: Minute-level OHLCV data

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"""

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# Get 5-minute rebar data

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rebar_5min = ak.futures_zh_minute_sina(symbol="RB2405", period="5")

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```

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### Futures Market Information

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#### Futures Contract Specifications

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```python { .api }

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import akshare as ak

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def futures_contract_info() -> pd.DataFrame:

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"""

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Futures contract specifications and details

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Returns:

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pd.DataFrame: Contract information including:

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- 品种代码 (Product): Product code

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- 品种名称 (Name): Product name

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- 交易所 (Exchange): Trading exchange

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- 合约乘数 (Multiplier): Contract multiplier

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- 最小变动价位 (Tick_size): Minimum tick size

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"""

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# Get contract specifications

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contract_info = ak.futures_contract_info()

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```

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#### Futures Main Contract Data

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```python { .api }

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import akshare as ak

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def futures_main_sina(symbol: str) -> pd.DataFrame:

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"""

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Main contract data for specific futures product

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Parameters:

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symbol: Futures product code

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Returns:

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pd.DataFrame: Main contract historical data

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"""

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# Get main contract data

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main_contract = ak.futures_main_sina(symbol="RB")

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```

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### International Futures

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#### Foreign Futures Markets

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```python { .api }

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import akshare as ak

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def futures_foreign_detail(symbol: str) -> pd.DataFrame:

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"""

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International futures market data

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Parameters:

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symbol: International futures symbol

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Returns:

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pd.DataFrame: Foreign futures data

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"""

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def futures_foreign_commodity() -> pd.DataFrame:

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"""

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International commodity futures overview

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Returns:

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pd.DataFrame: Global commodity futures prices

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"""

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# Get international futures data

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foreign_futures = ak.futures_foreign_detail(symbol="CL")

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commodity_overview = ak.futures_foreign_commodity()

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```

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### Futures Inventory and Warehouse Data

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#### Warehouse Receipts

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```python { .api }

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import akshare as ak

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def futures_inventory_99() -> pd.DataFrame:

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"""

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Futures warehouse inventory data

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Returns:

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pd.DataFrame: Inventory levels by product and warehouse

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"""

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def futures_inventory_shfe() -> pd.DataFrame:

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"""

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Shanghai Futures Exchange inventory data

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Returns:

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pd.DataFrame: SHFE warehouse receipts

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"""

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# Get inventory data

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inventory_data = ak.futures_inventory_99()

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shfe_inventory = ak.futures_inventory_shfe()

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```

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### Commitment of Traders (COT) Reports

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#### COT Data Analysis

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```python { .api }

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import akshare as ak

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def cot_report() -> pd.DataFrame:

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"""

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CFTC Commitment of Traders report

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Returns:

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pd.DataFrame: COT position data for US futures

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"""

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def cot_report_legacy() -> pd.DataFrame:

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"""

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Legacy COT report format

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Returns:

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pd.DataFrame: Historical COT data format

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"""

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# Get COT reports

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cot_data = ak.cot_report()

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cot_legacy = ak.cot_report_legacy()

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```

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## Options Data (42 functions)

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### Stock Options

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#### Options Market Overview

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```python { .api }

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import akshare as ak

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def option_finance_board() -> pd.DataFrame:

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"""

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Options market overview and statistics

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Returns:

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pd.DataFrame: Options market summary with columns:

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- 合约代码 (Contract): Option contract code

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- 合约名称 (Name): Contract name

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- 最新价 (Price): Current price

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- 涨跌额 (Change): Price change

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- 涨跌幅 (Pct_change): Percentage change

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- 成交量 (Volume): Trading volume

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- 持仓量 (Open_interest): Open interest

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- 隐含波动率 (IV): Implied volatility

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"""

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# Get options market data

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options_board = ak.option_finance_board()

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```

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#### Individual Option Contracts

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```python { .api }

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import akshare as ak

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def option_finance_sina(symbol: str) -> pd.DataFrame:

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"""

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Individual option contract data from Sina Finance

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Parameters:

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symbol: Option contract code

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Returns:

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pd.DataFrame: Option contract details and pricing

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"""

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def option_sina_sse_list(symbol: str, trade_date: str) -> pd.DataFrame:

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"""

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Shanghai Stock Exchange option contracts list

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Parameters:

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symbol: Underlying asset symbol

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trade_date: Trading date (YYYY-MM-DD)

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Returns:

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pd.DataFrame: SSE option contracts for underlying

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"""

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# Get individual option data

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option_contract = ak.option_finance_sina(symbol="10004373")

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# Get SSE option list for 50ETF

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sse_options = ak.option_sina_sse_list(symbol="510050", trade_date="2024-12-01")

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```

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### Commodity Options

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#### Commodity Option Markets

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```python { .api }

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import akshare as ak

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def option_commodity_em() -> pd.DataFrame:

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"""

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Commodity options data from East Money

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Returns:

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pd.DataFrame: Commodity option market information

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"""

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def option_commodity_hist(symbol: str) -> pd.DataFrame:

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"""

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Historical commodity option data

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Parameters:

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symbol: Commodity option symbol

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Returns:

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pd.DataFrame: Historical option data

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"""

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# Get commodity options data

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commodity_options = ak.option_commodity_em()

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# Get historical commodity option data

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commodity_hist = ak.option_commodity_hist(symbol="C2405C2800")

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```

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### Options Analytics

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#### Implied Volatility and Greeks

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```python { .api }

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import akshare as ak

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def option_finance_sina_sse_greeks(trade_date: str) -> pd.DataFrame:

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"""

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Options Greeks data for SSE options

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Parameters:

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trade_date: Trading date (YYYY-MM-DD)

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Returns:

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pd.DataFrame: Options Greeks including:

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- Delta: Price sensitivity to underlying

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- Gamma: Delta sensitivity to underlying

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- Theta: Time decay

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- Vega: Volatility sensitivity

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- Rho: Interest rate sensitivity

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"""

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# Get options Greeks

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greeks_data = ak.option_finance_sina_sse_greeks(trade_date="2024-12-01")

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```

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## Financial Instrument Analysis Patterns

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### Cross-Asset Analysis

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```python { .api }

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import akshare as ak

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import pandas as pd

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def create_multi_asset_dashboard() -> dict:

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"""Create comprehensive financial instruments dashboard"""

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dashboard = {

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'etfs': ak.fund_etf_spot_em(),

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'bonds': ak.bond_zh_hs_daily(),

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'futures': ak.futures_zh_daily_sina(symbol="RB0000"),

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'options': ak.option_finance_board()

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}

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return dashboard

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def analyze_yield_curve_impact() -> pd.DataFrame:

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"""Analyze yield curve impact on different instruments"""

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# Get yield curve

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yield_curve = ak.bond_zh_yield()

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# Get bond prices

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bond_prices = ak.bond_zh_hs_daily()

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# Get interest rate sensitive ETFs

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rate_etfs = ak.fund_etf_spot_em()

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# Analysis would combine these datasets

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return combined_analysis

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# Usage

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multi_asset_data = create_multi_asset_dashboard()

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yield_analysis = analyze_yield_curve_impact()

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```

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### Risk Management Applications

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```python { .api }

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import akshare as ak

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def portfolio_risk_monitor(holdings: dict) -> dict:

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"""Monitor risk across different financial instruments"""

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risk_data = {}

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# ETF volatility monitoring

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if 'etfs' in holdings:

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etf_data = ak.fund_etf_spot_em()

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risk_data['etf_volatility'] = etf_data

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# Bond duration risk

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if 'bonds' in holdings:

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bond_data = ak.bond_zh_hs_daily()

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risk_data['bond_duration'] = bond_data

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# Futures margin requirements

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if 'futures' in holdings:

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futures_data = ak.futures_contract_info()

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risk_data['futures_margin'] = futures_data

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# Options Greeks risk

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if 'options' in holdings:

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options_greeks = ak.option_finance_sina_sse_greeks(trade_date="2024-12-01")

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risk_data['options_greeks'] = options_greeks

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return risk_data

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# Usage

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portfolio_holdings = {

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'etfs': ['510050', '510300'],

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'bonds': ['019547', '019640'],

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'futures': ['RB2405', 'AU2405'],

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'options': ['10004373', '10004374']

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}

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risk_monitor = portfolio_risk_monitor(portfolio_holdings)

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```

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## Data Characteristics

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### Update Frequencies

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- **Real-time data**: ETF and futures prices during trading hours

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- **Daily data**: End-of-day NAV for funds, settlement prices for futures

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- **Weekly data**: Fund performance rankings and ratings

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- **Monthly data**: Fund detailed reports and analytics

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### Market Coverage

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- **Chinese Markets**: Complete coverage of domestic funds, bonds, futures, options

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- **International Markets**: Major global futures and some international funds

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- **Product Breadth**: 224 functions covering all major financial instrument types

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- **Historical Depth**: Multi-year historical data for most instruments

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### Common Applications

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1. **Asset Allocation**: Multi-asset portfolio construction and analysis

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2. **Risk Management**: Cross-asset risk monitoring and hedging strategies

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3. **Arbitrage**: Basis trading between futures and underlying assets

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4. **Income Generation**: Bond yield analysis and options strategies

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5. **Hedging**: Using derivatives for portfolio protection

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The financial instruments capabilities in AKShare provide comprehensive coverage for sophisticated investment strategies across multiple asset classes and derivatives markets.