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国债期货结算价部分交易日为nan #1738

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ALLinLLM opened this issue Jun 17, 2024 · 0 comments
Open

国债期货结算价部分交易日为nan #1738

ALLinLLM opened this issue Jun 17, 2024 · 0 comments

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@ALLinLLM
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我主要用的是期货的行情接口。就是发现国债期货,部分合约的结算价格为nan,交易所公布的日行情是有这个数据的。

中金所官方历史行情:http://www.cffex.com.cn/rtj/

具体有问题的合约如下:
"20190118 T1909": 97.975,
"20190118 TF1909": 99.785,
"20190215 TF1909": 99.885,
"20190213 TF1909": 99.960,
"20190118 T1906": 97.985,
"20190118 T1903": 98.135,
"20190215 T1903": 98.030,
"20190215 T1906": 97.645,
"20190215 T1909": 97.495,
"20190213 T1903": 98.150,
"20190213 T1906": 97.900,
"20190213 T1909": 97.815,
"20190118 TS1906": 97.985,
"20190118 TS1909": 97.755,
"20190213 TS1909": 97.815,
"20190215 TS1909": 97.495,
这些交易日,tushare接口返回的settle字段都是nan

我的tushare ID是:346352

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