| name | mootdx |
| category | data-source |
| description | 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. |
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")
df = client.get_k_data(code="000001", start_date="2025-01-01", end_date="2025-02-01")
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")
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
