tushare-futures: Futures Queries
Commands
# All contracts for an exchange
tushare-cli futures contracts --exchange CFFEX # CFFEX / DCE / SHFE / CZCE
# Institutional holdings for a contract
tushare-cli futures holdings --ts-code IF2403.CFX
# Intraday minute bars
tushare-cli futures minute --ts-code IF2403.CFX
# NanHua commodity index
tushare-cli futures nh-index --ts-code NH0100.NHF
# Warehouse receipts
tushare-cli futures wsr --trade-date 20240201
Common Workflow
Top holders for a contract
tushare-cli --format json futures holdings --ts-code IF2406.CFX | \
jq 'sort_by(-.vol) | .[:5]'