import numpy as np
import pandas as pd
#获取交易日期列表
hist=DataAPI.MktIdxdGet(tradeDate=u"",indexID=u"000001.ZICN",ticker=u"",beginDate=u"20170424",
endDate=u'20170504',exchangeCD=u"XSHE,XSHG",field=u"",
pandas="1")[(["tradeDate","closeIndex"])]
date=list(hist.ix[::,0])
df=pd.DataFrame()
for i in date:
data=DataAPI.MktOptVolatilityGet(secID=u"m1709-C-2800.XDCE",ticker=u"",optID=u"",tradeDate=i,field=u"",pandas="1")
df=pd.concat([df,data])
print df#获取其他商品期权数据,修改相应品种代码即可。