大宗商品期货现货基差历史数据

数据来源：https://www.100ppi.com/sf/

代码：

import akshare as ak
import pandas as pd
pd.set_option('display.max_columns', None)
pd.set_option('display.max_rows', None)
pd.set_option('display.width', 1000)

futures_spot_price_daily = ak.futures_spot_price_daily('20240317', '20240319', ['RB','AL'])
print(futures_spot_price_daily)

结果：

  symbol spot_price near_contract near_contract_price dominant_contract dominant_contract_price near_basis dom_basis near_basis_rate dom_basis_rate      date
0     RB    3458.44        rb2404              3426.0            rb2405                  3474.0     -32.44     15.56        -0.00938       0.004499  20240318
1     AL   19266.67        al2404             19270.0            al2405                 19270.0       3.33      3.33        0.000173       0.000173  20240318
2     RB    3489.56        rb2404              3476.0            rb2405                  3545.0     -13.56     55.44       -0.003886       0.015887  20240319
3     AL   19263.33        al2404             19305.0            al2405                 19305.0      41.67     41.67        0.002163       0.002163  20240319