miniqmt

MiniQMT Quantitative Trading Skill

Task Objective

This Skill is used to: connect to the MiniQMT client through the XtQuant library, obtain A-shares/futures/options market data, and execute quantitative trading operations
Capabilities include:
- Market Data Module (xtdata): K-line data, tick data, real-time market data subscription, financial data, sector classification, ETF information, new stock subscription, trading calendar
- Trading Module (xttrader): stock/futures/options order placement, order cancellation, querying assets/orders/positions, fund transfer, margin trading, securities lending
Trigger conditions: used when the user mentions miniqmt, xtquant, obtaining market data, quantitative trading, or placing trading orders

Differences from qmt-strategy: This skill uses the xtquant libraryinexternal Python programsto connect to the MiniQMT client (xtdata market data / xttrader trading); if you need to write within the QMT clientbuilt-in strategies（ContextInfo/passorder、#coding:gbk), please use the qmt-strategy skill.

Prerequisites

MiniQMT Environment Requirements

Client Installation: Requires installation of the XunTou ultra-fast trading terminal and startup of MiniQMT (supports simulation/live trading)
Python Library：pip install xtquant
Path Configuration: Under the MiniQMT installation directory, the userdata_mini path is used for xttrader connection

Directory Structure

QMT安装目录\
├── bin.x64\XtMiniQmt.exe # MiniQMT 主程序
├── userdata_mini\        # 用户数据目录（xttrader 连接路径）
│   ├── xqtrader.ini      # 交易配置
│   └── xtdatacenter.ini  # 行情配置

Core Concepts

Security Code Format

Stocks: 6-digit number + market suffix, such as 600000.SH(Shanghai),000001.SZ(Shenzhen)
Futures: product code + contract month, such as rb2405.SF(rebar)
Options: underlying code + exercise month, such as 510050.SH(SSE 50 ETF option)

Period Type (period)

Period	Description	Period	Description
`tick`	Tick data	`1q`	Quarterly line
`1m`	1-minute line	`1hy`	Semi-annual line
`5m`	5-minute line	`1y`	Annual line
`15m`	15-minute line	`1w`	Weekly line
`30m`	30-minute line	`1d`	Daily line
`1h`	1-hour line	`1mon`	Monthly line

Adjustment Type (dividend_type)

none - No adjustment
front - Forward adjustment
back - Backward adjustment
front_ratio - Proportional forward adjustment
back_ratio - Proportional backward adjustment

Trading Market (market)

Market	Constant	Market	Constant
Shanghai	`xtconstant.SH_MARKET`	CFFEX	`xtconstant.MARKET_ENUM_INDEX_FUTURE`
Shenzhen	`xtconstant.SZ_MARKET`	SHFE	`xtconstant.MARKET_ENUM_SHANGHAI_FUTURE`
BSE	`xtconstant.MARKET_ENUM_BEIJING`	CZCE	`xtconstant.MARKET_ENUM_ZHENGZHOU_FUTURE`
Dalian Commodity Exchange (DCE)	`xtconstant.MARKET_ENUM_DALIANG_FUTURE`	Guangzhou Futures Exchange (GFEX)	`xtconstant.MARKET_ENUM_GUANGZHOU_FUTURE`

Account Type (account_type)

Type	Constant	Type	Constant
Stock	`xtconstant.SECURITY_ACCOUNT`	Shanghai-Hong Kong Stock Connect	`xtconstant.HUGANGTONG_ACCOUNT`
Futures	`xtconstant.FUTURE_ACCOUNT`	Shenzhen-Hong Kong Stock Connect	`xtconstant.SHENGANGTONG_ACCOUNT`
Credit	`xtconstant.CREDIT_ACCOUNT`	Futures Options	`xtconstant.FUTURE_OPTION_ACCOUNT`
Stock Options	`xtconstant.STOCK_OPTION_ACCOUNT`	-	-

Operation Steps

Determine Requirements — Identify whether it is market data retrieval or trading operation
Select Module — xtdata for market data, xttrader for trading
Call Script — Select the corresponding script based on the data type
Parse Results — The agent analyzes the returned JSON-format data

Intent Recognition Mapping Example

User Query	Corresponding Function	Invocation Method
"Guizhou Moutai real-time stock price"	Real-time market snapshot	xtdata.get_full_tick
"Ping An Bank K-line data"	K-line data	xtdata.get_market_data
"China Merchants Bank financial indicators"	Financial statements	xtdata.get_financial_data
"Semiconductor sector constituent stocks"	Sector constituent stocks	xtdata.get_stock_list_in_sector
"Today's convertible bond information"	ETF/convertible bond data	xtdata.get_cb_info
"New stock subscription"	New stock information	xtdata.get_ipo_info
"Place order to buy Ping An Bank"	Trade order placement	xttrader.order_stock
"Query positions"	Position query	xttrader.query_stock_positions
"Cancel order"	Cancel order operation	xttrader.cancel_order_stock

Usage Examples

Example 1: Get real-time stock market data

import xtdata

# 获取全推行情快照
ticks = xtdata.get_full_tick(['600519.SH', '000001.SZ'])

# 订阅单股实时行情
def on_data(datas):
    for code in datas:
        print(code, datas[code])

xtdata.subscribe_quote('600519.SH', period='tick', callback=on_data)
xtdata.run()

Example 2: Get K-line historical data

import xtdata

# 下载历史K线数据
xtdata.download_history_data2(['600519.SH'], period='1d', start_time='')

# 获取K线数据
data = xtdata.get_market_data(
    field_list=['open', 'high', 'low', 'close', 'volume'],
    stock_list=['600519.SH'],
    period='1d',
    start_time='20240101',
    end_time='',
    count=100,
    dividend_type='front'
)

Example 3: Place trade order

from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
from xtquant.xttype import StockAccount
from xtquant import xtconstant

# 配置路径和会话
path = 'D:\\迅投极速交易终端\\userdata_mini'
session_id = 123456
xt_trader = XtQuantTrader(path, session_id)

# 创建账号对象
acc = StockAccount('1000000365')  # 替换为实际账号

# 连接交易
xt_trader.start()
connect_result = xt_trader.connect()
subscribe_result = xt_trader.subscribe(acc)

# 下单买入
order_id = xt_trader.order_stock(
    acc,
    '600519.SH',
    xtconstant.STOCK_BUY,
    100,  # 100股
    xtconstant.FIX_PRICE,
    1800.0,  # 价格
    'strategy1',
    'remark'
)

# 查询资产
asset = xt_trader.query_stock_asset(acc)
print(f"可用资金: {asset.cash}")

Example 4: Subscribe to market data and process in real time

import xtdata

def on_tick_data(datas):
    for code in datas:
        tick = datas[code]
        print(f"{code}: 现价={tick['lastPrice']}, 成交量={tick['volume']}")

# 订阅多只股票
xtdata.subscribe_whole_quote(['SH', 'SZ'], callback=on_tick_data)
xtdata.run()

Resource Index

Market Data Scripts

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
Tick data：python scripts/market_data.py tick --code 600519.SH --count 100
Real-time market data：python scripts/market_data.py full_tick --codes 600519.SH,000001.SZ

Sector and Financial Scripts

Sector list：python scripts/sector_data.py sector_list
Sector constituent stocks：python scripts/sector_data.py sector_stocks --sector 半导体
Financial data：python scripts/financial_data.py financial --code 600519.SH --tables Balance,Income

Trading Scripts

Order placement：python scripts/trade.py order --code 600519.SH --type buy --volume 100 --price 1800.0
Cancel order：python scripts/trade.py cancel --order_id 12345
Query positions：python scripts/trade.py positions
Query orders：python scripts/trade.py orders
Query assets：python scripts/trade.py asset
Query trades：python scripts/trade.py trades

Reference Documentation

xtdata market data module API(When to read: when you need to view market data interfaces)
xtdata market data fields and data dictionary (When to read: when you need to view market data fields and data dictionary)
xttrader trading module API(When to read: when you need to view trading interfaces and data structure descriptions)
Installation and Download Guide(When to read: when installing XtQuant for the first time or encountering installation issues)
FAQ(When to read: when encountering common issues)
Code Examples(When to read: when you need to refer to complete code examples)
Changelog(When to read: when viewing version update history)

Notes

Environment Requirements

MiniQMT must be running: the xttrader trading module requires the MiniQMT client to be running in the background
Path Configuration: ensure the userdata_mini path is correct, otherwise the connection will fail
Market Data Subscription Limits: for single-stock subscriptions, it is recommended not to exceed 50; when there are many, it is recommended to use full push data

Data Retrieval Notes

Data Supplementary Download: historical data must first be downloaded via download_history_data2 download
Permission Limits: Level2 data requires the terminal to have the corresponding permissions
Time Format: the K-line time parameter format is '20240101' or '20240101000000'

Trading Notes

Account Format: for stock accounts, use the fund account string directly; for futures accounts, specify 'FUTURE'
Order Quantity: stocks are in "shares", bonds are in "units", and futures are in "lots"
Order Number: after a successful order, a positive integer order_id is returned; -1 indicates failure
Asynchronous Operations: trading operations support both synchronous and asynchronous modes; asynchronous mode requires callbacks

Performance Optimization

Batch Requests: for multiple stocks' data, it is recommended to use get_market_data for batch retrieval
Cache Utilization: subscribed data is automatically cached, so there is no need to subscribe repeatedly
Thread Safety: xttrader supports multiple strategies, but different session_ids must be used

About this skill

Task Objective

Prerequisites

MiniQMT Environment Requirements

Directory Structure

Core Concepts

Security Code Format

Period Type (period)

Adjustment Type (dividend_type)

Trading Market (market)

Account Type (account_type)

Operation Steps

Intent Recognition Mapping Example

Usage Examples

Example 1: Get real-time stock market data

Example 2: Get K-line historical data

Example 3: Place trade order

Example 4: Subscribe to market data and process in real time

Resource Index

Market Data Scripts

Sector and Financial Scripts

Trading Scripts

Reference Documentation

Notes

Environment Requirements

Data Retrieval Notes

Trading Notes

Performance Optimization