MiniQMT Quantitative Trading Skill

Task Objectives

This Skill is used to: connect to the MiniQMT client via the XtQuant library, obtain market data for A-shares, futures, and options, and execute quantitative trading operations
Capabilities include:
- Market Module (xtdata): K-line data, tick data, real-time market subscription, financial data, sector classification, ETF information, IPO subscription, trading calendar
- Trading Module (xttrader): Stock/futures/options order placement, order cancellation, asset/order/position query, fund transfer, margin trading, securities lending
Trigger conditions: Used when users mention miniqmt, xtquant, Xuntou, market data acquisition, quantitative trading, or order placement

Preparations

MiniQMT Environment Requirements

Client Installation: Need to install Xuntou Extreme Speed Trading Terminal and start MiniQMT (supports simulation/live trading)
Python Library:
```
pip install xtquant
```
Path Configuration: The
```
userdata_mini
```
path under the MiniQMT installation directory 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, e.g.,
```
600000.SH
```
(Shanghai),
```
000001.SZ
```
(Shenzhen)
Futures: Product code + contract month, e.g.,
```
rb2405.SF
```
(Rebar)
Options: Underlying code + exercise month, e.g.,
```
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

Dividend Adjustment Type (dividend_type)

```
none
```
- No adjustment
```
front
```
- Forward adjustment
```
back
```
- Backward adjustment
```
front_ratio
```
- Equal ratio forward adjustment
```
back_ratio
```
- Equal ratio 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`
Beijing Stock Exchange	`xtconstant.MARKET_ENUM_BEIJING`	CZCE	`xtconstant.MARKET_ENUM_ZHENGZHOU_FUTURE`
DCE	`xtconstant.MARKET_ENUM_DALIANG_FUTURE`	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`
Margin	`xtconstant.CREDIT_ACCOUNT`	Futures Option	`xtconstant.FUTURE_OPTION_ACCOUNT`
Stock Option	`xtconstant.STOCK_OPTION_ACCOUNT`	-	-

Operation Steps

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

Intent Recognition Mapping Examples

User Query	Corresponding Function	Calling Method
"贵州茅台实时股价"	Real-time market snapshot	xtdata.get_full_tick
"平安银行K线数据"	K-line data	xtdata.get_market_data
"招商银行财务指标"	Financial statements	xtdata.get_financial_data
"半导体板块成分股"	Sector constituent stocks	xtdata.get_stock_list_in_sector
"今日可转债信息"	ETF/convertible bond data	xtdata.get_cb_info
"新股申购"	IPO information	xtdata.get_ipo_info
"下单买入平安银行"	Trading order placement	xttrader.order_stock
"查询持仓"	Position query	xttrader.query_stock_positions
"撤单"	Order cancellation	xttrader.cancel_order_stock

Usage Examples

Example 1: Get Real-time Stock Market Data

python

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 Historical K-line Data

python

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: Trading Order Placement

python

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

python

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:

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

Order Cancellation:

python scripts/trade.py cancel --order_id 12345

Position Query:
```
python scripts/trade.py positions
```
Order Query:
```
python scripts/trade.py orders
```
Asset Query:
```
python scripts/trade.py asset
```
Trade Query:
```
python scripts/trade.py trades
```

Reference Documents

xtdata Market Module API (When to read: Need to check market data interfaces)
xtdata Market Data Fields and Data Dictionary (When to read: Need to check market data fields and data dictionary)
xttrader Trading Module API (When to read: Need to check trading interfaces and data structure descriptions)
Installation and Download Guide (When to read: First-time installation of XtQuant or encountering installation issues)
FAQs (When to read: Encountering common issues)
Code Examples (When to read: Need to refer to complete code examples)
Changelog (When to read: Check version update history)

Notes

Environment Requirements

Must Run MiniQMT: The xttrader trading module requires the MiniQMT client to run in the background
Path Configuration: Ensure the
```
userdata_mini
```
path is correct, otherwise the connection will fail
Market Subscription Limits: It is recommended not to subscribe to more than 50 individual stocks; use full push data when subscribing to more

Data Acquisition Notes

Data Supplementary Download: Historical data must be downloaded first via
```
download_history_data2
```
Permission Restrictions: Level2 data requires corresponding terminal permissions
Time Format: K-line time parameters are in the format
```
'20240101'
```
or
```
'20240101000000'
```

Trading Notes

Account Format: Use the capital account string directly for stock accounts; specify
```
'FUTURE'
```
for futures accounts
Order Quantity: Stocks are in "shares", bonds in "sheets", futures in "lots"
Order ID: A positive integer order_id is returned upon successful order placement; -1 indicates failure
Asynchronous Operations: Trading operations support both synchronous and asynchronous modes; asynchronous mode requires matching callbacks

Performance Optimization

Batch Requests: It is recommended to use
```
get_market_data
```
to obtain data for multiple stocks in batches
Cache Utilization: Subscribed data is automatically cached, no need to subscribe repeatedly
Thread Safety: xttrader supports multiple strategies, but different session_ids must be used

miniqmt

NPX Install

Tags

SKILL.md Content (Chinese)

MiniQMT Quantitative Trading Skill

Task Objectives

Preparations

MiniQMT Environment Requirements

Directory Structure

Core Concepts

Security Code Format

Period Type (period)

Dividend Adjustment Type (dividend_type)

Trading Market (market)

Account Type (account_type)

Operation Steps

Intent Recognition Mapping Examples

Usage Examples

Example 1: Get Real-time Stock Market Data

Example 2: Get Historical K-line Data

Example 3: Trading Order Placement

Example 4: Subscribe to Market Data and Process in Real-time

Resource Index

Market Data Scripts

Sector and Financial Scripts

Trading Scripts

Reference Documents

Notes

Environment Requirements

Data Acquisition Notes

Trading Notes

Performance Optimization