通过mini qmt xtdata获取tick数据 python代码

def get_tick(code, start_time, end_time, period='tick'):

    from xtquant import xtdata



    xtdata.download_history_data(code, period=period, start_time=start_time, end_time=end_time)

    data = xtdata.get_local_data(field_list=, stock_code=

, period=period, count=10)

    result_list = data

    df = pd.DataFrame(result_list)



    df['time_str'] = df['time'].apply(lambda x: datetime.datetime.fromtimestamp(x / 1000.0))

    return df