A professional financial data skill for accessing real-time futures quotes, options pricing, and historical K-line data via the TQSDK framework.
Install & Download
1. ClawHub CLI
The fastest way to install a skill directly from the registry.
npx clawhub@latest install tqsdk-test
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 tqsdk-test 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 TQSDK Read: Futures Market Data Connector?
TQSDK Read is a powerful integration designed for Openclaw Skills that bridges AI agents with the ShinnyTech TQSDK ecosystem. It provides high-performance access to the Chinese futures and options markets, enabling agents to retrieve live price updates, K-line sequences, and deep historical datasets.
This skill is essential for developers building automated trading advisors, market analysis bots, or financial research agents. By leveraging the TQSDK Read within Openclaw Skills, users can transform raw market data into actionable insights through standardized API calls that handle complex socket connections and data synchronization automatically.
TQSDK Read: Futures Market Data Connector Use Cases
- Real-time monitoring of domestic futures and options market volatility.
- Generating automated technical analysis reports using historical K-line data.
- Feeding live price feeds into AI-driven quantitative trading strategies.
- Cross-contract price comparison and arbitrage opportunity detection.
How TQSDK Read: Futures Market Data Connector Works
- The user or agent initiates a request with a specific action such as get_quote or get_kline_data.
- The skill authenticates with the ShinnyTech servers using the provided TQ_USERNAME and TQ_PASSWORD environment variables.
- It establishes a connection to retrieve the requested contract data based on the symbol (e.g., SHFE.rb2410).
- For K-line requests, the skill processes parameters like duration_seconds and data_length to format the time-series data.
- The processed financial data is returned to the AI agent in a structured format for analysis or display.
TQSDK Read: Futures Market Data Connector Setup
To use this within the Openclaw Skills framework, configure your credentials in your environment or skill settings:
export TQ_USERNAME="your_tq_account_email"
export TQ_PASSWORD="your_tq_password"
Ensure you have a valid account from ShinnyTech. Note that while basic market quotes are available for standard accounts, historical data access requires a Professional Edition account.
TQSDK Read: Futures Market Data Connector Data Schema & Taxonomy
The skill returns structured JSON data based on the requested action:
| Data Type | Description | Key Fields |
|---|---|---|
| Quote | Real-time price info | last_price, volume, bid_price, ask_price |
| K-Line Serial | Sequential time-series | datetime, open, high, low, close, volume |
| Historical Data | Long-term archives | start_dt, end_dt, ohlc_data |
Standard symbol format: EXCHANGE.ContractID (e.g., CFFEX.IF2406).
TQSDK Read: Futures Market Data Connector Advanced Features
- Multi-symbol Batching: Retrieve quotes for multiple contracts simultaneously using comma-separated symbols.
- Custom Timeframes: Support for granular K-line periods ranging from 60 seconds to 1-day intervals.
- Professional Grade History: Direct integration with TQSDK Professional for extensive historical backtesting data.
- ISO 8601 Compatibility: Precise time-window querying for historical data analysis.
SKILL.md
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