code: def QA_fetch_ctp_tick(code, start, end, frequence, format='pd', collections=DATABASE.ctp_tick):
      
  
      code = QA_util_code_tolist(code, auto_fill=False)
      cursor = collections.find({
          'InstrumentID': {'$in': code}, "time_stamp": {
              "$gte": QA_util_time_stamp(start),
              "$lte": QA_util_time_stamp(end)
          }, 'type': frequence
      }, {"_id": 0}, batch_size=10000)
  
      hq = pd.DataFrame([data for data in cursor]).replace(1.7976931348623157e+308,
                                                           numpy.nan).replace('', numpy.nan).dropna(axis=1)
      p1 = hq.loc[:, ['ActionDay', 'AskPrice1', 'AskVolume1', 'AveragePrice', 'BidPrice1',
                      'BidVolume1', 'HighestPrice', 'InstrumentID', 'LastPrice',
                      'OpenInterest', 'TradingDay', 'UpdateMillisec',
                      'UpdateTime', 'Volume']]
      p1 = p1.assign(datetime=p1.ActionDay.apply(QA_util_date_int2str)+' '+p1.UpdateTime + (p1.UpdateMillisec/1000000).apply(lambda x: str('%.6f' % x)[1:]),
                     code=p1.InstrumentID)
      p1.datetime = pd.to_datetime(p1.datetime)
      return p1.set_index(p1.datetime)
docs: 仅供存储的ctp tick使用
  
      Arguments:
          code {[type]} -- [description]
  
      Keyword Arguments:
          format {str} -- [description] (default: {'pd'})
          collections {[type]} -- [description] (default: {DATABASE.ctp_tick})
  
      Returns:
          [type] -- [description]