A high-performance skill for fetching real-time and historical Chinese futures contract data, including K-lines and base specifications.
Install & Download
1. ClawHub CLI
The fastest way to install a skill directly from the registry.
npx clawhub@latest install ftshare-futures-data
2. Manual Installation
Copy the skill folder to one of these locations
~/.openclaw/skills/ <project>/skills/ Priority: Workspace > Local > Bundled
3. Prompt Installation
Copy this prompt to OpenClaw to install it automatically.
Help me install ftshare-futures-data using Clawhub. If Clawhub is not installed, install it first (npm i -g clawhub).
Prefer to download?
Get the raw skill files in a ZIP archive.
What is FTShare Futures Data?
This skill provides an integrated routing interface to the FT Tech market data API, enabling developers to programmatically access a wide range of futures data. It allows for the retrieval of contract lists for specific trading days, detailed contract specifications such as margins and delivery units, and multi-period K-line aggregations ranging from 1-minute to yearly intervals. As part of the broader Openclaw Skills ecosystem, it serves as a bridge for AI agents to interact with financial market intelligence seamlessly using a unified Python entry point.
FTShare Futures Data Use Cases
- Converting Chinese commodity names (e.g., Rebar 2505) to standardized Wind financial symbols.
- Retrieving daily contract lists and basic data like trading units and margin requirements for specific dates.
- Fetching historical OHLCV data for technical analysis, backtesting, and market trend visualization.
- Monitoring market liquidity and contract specifications across different trading exchanges.
How FTShare Futures Data Works
- The AI agent identifies the user intent, such as a request for historical prices or contract details.
- If the user provides a Chinese name or product category instead of a symbol, the skill calls futures-lists to perform a name-to-symbol mapping.
- The skill locates the run.py script relative to its installation directory.
- It executes the specific sub-skill (futures-lists, futures-base-data, or futures-kline) via the command line with the appropriate arguments.
- Data is retrieved from the market.ft.tech API via HTTP GET requests without requiring custom headers.
- The resulting JSON data is parsed and presented to the user in a structured, readable format.
FTShare Futures Data Setup
To integrate this capability into Openclaw Skills, ensure your environment has Python installed and follow these steps to execute queries:
# Get contract list for a specific trading date
python run.py futures-lists --trade-date 20260331
# Retrieve basic information for a specific contract symbol
python run.py futures-base-data --symbol A2605.DCE
# Fetch daily K-line data with a limit of 50 records
python run.py futures-kline --symbol A2605.DCE --interval daily --limit 50
FTShare Futures Data Data Schema & Taxonomy
The skill organizes market data into three primary schemas as detailed below:
| Schema Type | Description | Key Fields |
|---|---|---|
| futures-lists | Mapping of names to symbols | symbol, symbol_cn_name, product, exchange |
| futures-base-data | Specific contract details | margin_rate, trade_unit, delivery_month, multiplier |
| futures-kline | Price and volume history | open, high, low, close, volume, timestamp |
FTShare Futures Data Advanced Features
- Intelligent symbol mapping that resolves natural language Chinese descriptions into standardized Wind codes.
- Granular K-line intervals supporting minute, hourly, daily, weekly, monthly, and yearly aggregations.
- Flexible data limits and time-range filtering using millisecond-precision timestamps.
- Unified routing architecture that allows multiple sub-skills to be managed through a single execution script.
SKILL.md
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