TDengine Database

Query TDengine time-series database for futures market data using predefined schemas and tags like symbol and exchange.

TDengine Database Skill

Connection

# CLI
taos -h localhost -u root -p taosdata

# Python
pip install taospy

Schema

• 超级表: bar88_day (主力日线), bar_min/bar_min5/.../bar_day (K线模板), tick (Tick模板)
• 具体表: {symbol}_{period} (如 rb05_min, m09_tick)
• TAG字段: symbol, exchange

Common Queries

-- 主力合约日线
SELECT * FROM bar88_day WHERE symbol='IF' ORDER BY ts DESC LIMIT 100;

-- 具体合约K线
SELECT * FROM bar_min WHERE symbol='rb05' AND exchange='SHFE' ORDER BY ts DESC LIMIT 100;

-- 最新tick
SELECT * FROM tick WHERE symbol='IF' AND exchange='CFFEX' ORDER BY ts DESC LIMIT 1;