Overview
Mootdx talks the native 通达信 (TDX) binary protocol over TCP, bypassing the HTTP scrapers that periodically fail under load (akshare → East Money is the canonical example). Public market data only — no token, no per-IP throttling, no captcha.
Mootdx pins httpx<0.26 in setup.py, but only uses basic httpx.Client/get APIs that are forward-compatible. The second pip install restores the modern httpx that the rest of Vibe-Trading (MCP server, fastmcp) needs.
Quick Start
from mootdx.quotes import Quotes
client = Quotes.factory(market="std") # std = 沪/深/京; ext = 期货/期权 (upstream-broken)
# Daily OHLCV with a date range (preferred API).
df = client.get_k_data(code="000001", start_date="2025-01-01", end_date="2025-02-01")
# Intraday — offset-from-latest only, no native date range.
df_15m = client.bars(symbol="600519", frequency=1, offset=800)
Frequency Codes
bars(frequency=N) uses integer codes from mootdx.consts:
| Code |
Bar |
| 8 |
1m |
| 0 |
5m |
| 1 |
15m |
| 2 |
30m |
| 3 |
1H |
| 4 |
1D |
| 5 |
1W |
| 6 |
1M |
get_k_data() is daily only but accepts start_date / end_date. For intraday, bars() returns the latest N rows — the built-in loader over-fetches offset=800 then clips to the requested window.
Key Methods
| Method |
Use |
Returns |
get_k_data(code, start_date, end_date) |
Daily OHLCV with date range |
[open, close, high, low, vol, amount, date, code] |
bars(symbol, frequency, offset=800) |
Intraday / weekly / monthly |
[open, close, high, low, vol, amount, datetime, volume, ...] |
minute(symbol) |
Current trading day 1m bars |
Same schema as bars() |
quotes(symbol) |
Real-time L1 snapshot |
{price, bid, ask, volume, ...} |
stocks(market) |
List all tickers on an exchange |
DataFrame of code/name |
F10(symbol) / finance(symbol) |
Fundamentals snapshot |
Heterogeneous dict |
Symbol Format
- Pure 6-digit:
"000001", "600519", "835174" — mootdx auto-detects exchange from prefix:
60x / 68x → SH00x / 30x / 002 / 003 → SZ4x / 8x → BJ
- The built-in loader also accepts
"000001.SZ", "600519.SH", "835174.BJ" and strips the suffix.
Column Names
get_k_data() returns lowercase English: open / close / high / low / vol / amount / date / code. The built-in loader renames vol → volume to match the project's OHLCV contract.
bars() returns the same OHLC columns plus a duplicate volume (alongside the legacy vol), a datetime string column, and decomposed year / month / day / hour / minute columns.
Built-in Loader
backtest/loaders/mootdx_loader.py is registered as the mootdx source. Fallback chain for a_share is [tushare, mootdx, akshare] — tushare wins when a token is present; mootdx wins when no token but TCP egress works; akshare is the broadest fallback.
from backtest.runner import run
result = run(strategy=..., source="mootdx") # explicit override
Known Limitations
| Limitation |
Workaround |
北交所 (BJ): get_k_data raises KeyError, bars() returns empty (upstream missing data) |
Loader logs a warning and skips BJ symbols — use akshare or tushare |
| Extended market (futures/options) returns empty as of v0.11.7 (upstream issue) |
Use tushare/akshare for futures |
Each bars() page is 800 rows; loader paginates back up to 25 pages (≈10y daily / ≈5y 1H / ≈3mo 1m) |
For longer 1m history use tushare minute bars |
| Server selection has cold-start latency (first call picks the fastest server) |
First call may be ~2s slower |
| Returns data in 前复权 by default — no API parameter for 不复权 |
Use tushare/akshare if raw prices are required |
Reference Docs
1---2name: mootdx3description: Mootdx A-share market data via TCP-direct 通达信 servers. Free, no API key, no IP rate limits. Use as the stable A-share OHLCV fallback when akshare's East Money scrape is throttled.4---5
6## Overview
7
8Mootdx talks the native 通达信 (TDX) binary protocol over TCP, bypassing the HTTP scrapers that periodically fail under load (akshare → East Money is the canonical example). Public market data only — no token, no per-IP throttling, no captcha.
9
10- GitHub: https://github.com/mootdx/mootdx
11- Install: `pip install mootdx && pip install 'httpx>=0.28.1'`
12
13> Mootdx pins `httpx<0.26` in `setup.py`, but only uses basic `httpx.Client/get` APIs that are forward-compatible. The second `pip install` restores the modern httpx that the rest of Vibe-Trading (MCP server, fastmcp) needs.
14
15## Quick Start
16
17```python
18from mootdx.quotes import Quotes
19
20client = Quotes.factory(market="std") # std = 沪/深/京; ext = 期货/期权 (upstream-broken)
21
22# Daily OHLCV with a date range (preferred API).
23df = client.get_k_data(code="000001", start_date="2025-01-01", end_date="2025-02-01")
24
25# Intraday — offset-from-latest only, no native date range.
26df_15m = client.bars(symbol="600519", frequency=1, offset=800)
27```
28
29## Frequency Codes
30
31`bars(frequency=N)` uses integer codes from `mootdx.consts`:
32
33| Code | Bar |
34|------|-----|
35| 8 | 1m |
36| 0 | 5m |
37| 1 | 15m |
38| 2 | 30m |
39| 3 | 1H |
40| 4 | 1D |
41| 5 | 1W |
42| 6 | 1M |
43
44`get_k_data()` is **daily only** but accepts `start_date / end_date`. For intraday, `bars()` returns the latest N rows — the built-in loader over-fetches `offset=800` then clips to the requested window.
45
46## Key Methods
47
48| Method | Use | Returns |
49|--------|-----|---------|
50| `get_k_data(code, start_date, end_date)` | Daily OHLCV with date range | `[open, close, high, low, vol, amount, date, code]` |
51| `bars(symbol, frequency, offset=800)` | Intraday / weekly / monthly | `[open, close, high, low, vol, amount, datetime, volume, ...]` |
52| `minute(symbol)` | Current trading day 1m bars | Same schema as `bars()` |
53| `quotes(symbol)` | Real-time L1 snapshot | `{price, bid, ask, volume, ...}` |
54| `stocks(market)` | List all tickers on an exchange | DataFrame of `code/name` |
55| `F10(symbol)` / `finance(symbol)` | Fundamentals snapshot | Heterogeneous dict |
56
57## Symbol Format
58
59- Pure 6-digit: `"000001"`, `"600519"`, `"835174"` — mootdx auto-detects exchange from prefix:
60 - `60x / 68x` → SH
61 - `00x / 30x / 002 / 003` → SZ
62 - `4x / 8x` → BJ
63- The built-in loader also accepts `"000001.SZ"`, `"600519.SH"`, `"835174.BJ"` and strips the suffix.
64
65## Column Names
66
67`get_k_data()` returns lowercase English: `open / close / high / low / vol / amount / date / code`. The built-in loader renames `vol` → `volume` to match the project's OHLCV contract.
68
69`bars()` returns the same OHLC columns plus a duplicate `volume` (alongside the legacy `vol`), a `datetime` string column, and decomposed `year / month / day / hour / minute` columns.
70
71## Built-in Loader
72
73`backtest/loaders/mootdx_loader.py` is registered as the `mootdx` source. Fallback chain for `a_share` is `[tushare, mootdx, akshare]` — tushare wins when a token is present; mootdx wins when no token but TCP egress works; akshare is the broadest fallback.
74
75```python
76from backtest.runner import run
77result = run(strategy=..., source="mootdx") # explicit override
78```
79
80## Known Limitations
81
82| Limitation | Workaround |
83|------------|------------|
84| 北交所 (BJ): `get_k_data` raises `KeyError`, `bars()` returns empty (upstream missing data) | Loader logs a warning and skips BJ symbols — use akshare or tushare |
85| Extended market (futures/options) returns empty as of v0.11.7 (upstream issue) | Use tushare/akshare for futures |
86| Each `bars()` page is 800 rows; loader paginates back up to 25 pages (≈10y daily / ≈5y 1H / ≈3mo 1m) | For longer 1m history use tushare minute bars |
87| Server selection has cold-start latency (first call picks the fastest server) | First call may be ~2s slower |
88| Returns data in 前复权 by default — no API parameter for 不复权 | Use tushare/akshare if raw prices are required |
89
90## Reference Docs
91
92- Mootdx 文档: https://www.mootdx.com/
93- 通达信协议参考: https://github.com/rainx/pytdx
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