diff --git a/vnpy/data/mongo/__init__.py b/vnpy/data/mongo/__init__.py
new file mode 100644
index 00000000..e69de29b
diff --git a/vnpy/data/mongo/mongo_data.py b/vnpy/data/mongo/mongo_data.py
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+++ b/vnpy/data/mongo/mongo_data.py
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+# encoding: UTF-8
+
+# Mongodb 数据服务
+
+import sys
+from time import sleep
+from pymongo import MongoClient, ASCENDING
+from pymongo.errors import ConnectionFailure, AutoReconnect
+
+
+class MongoData(object):
+
+    db_client = None  # 全局连接对象
+    db_has_connected = False  # 是否已经连接
+
+    def __init__(self, host: str, port: int):
+        self.host = host
+        self.port = port
+        self.db_connect()
+
+    def db_connect(self, force=False):
+        if (self.db_client is None or not self.db_has_connected) or force:
+            print('connecting to Mongo:{}:{}'.format(self.host, self.port))
+            try:
+                # 设置MongoDB操作的超时时间为0.5秒
+                self.db_client = MongoClient(self.host, self.port, connectTimeoutMS=500)
+                # 调用server_info查询服务器状态，防止服务器异常并未连接成功
+                self.db_client.server_info()
+
+                self.db_has_connected = True
+                print('mongo db connected')
+
+            except Exception as ex:
+                self.db_client = None
+                self.db_has_connected = False
+                self.write_error(u'connect to mongo {}:{} exception:{}'.format(self.host, self.port, str(ex)))
+
+    def write_log(self, content):
+        print(content)
+
+    def write_error(self, content):
+        print(content, file=sys.stderr)
+
+    # ----------------------------------------------------------------------
+    def db_insert(self, db_name, col_name, d):
+        """向MongoDB中插入数据，d是具体数据"""
+        try:
+            if self.db_client:
+                db = self.db_client[db_name]
+                collection = db[col_name]
+                collection.insert_one(d)
+            else:
+                self.write_error(u'db insert fail')
+                if self.db_has_connected:
+                    self.write_log(u'重新尝试连接数据库')
+                    self.db_connect(force=True)
+
+        except AutoReconnect as ex:
+            self.write_log(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+            return False
+        except ConnectionFailure:
+            self.db_client = None
+            self.write_error(u'数据库连接断开')
+            if self.db_has_connected:
+                self.write_log(u'重新尝试连接数据库')
+                self.db_connect(force=True)
+            return False
+        except Exception as ex:
+            self.write_error(u'dbInsert exception:{}'.format(str(ex)))
+            return False
+        return True
+
+    def db_insert_many(self, db_name, col_name, data_list, ordered=True):
+        """
+        向MongoDB中插入数据，data_list是具体数据 列表
+        :param db_name:
+        :param col_name:
+        :param data_list:
+        :param ordered: 是否忽略insert error
+        :return:
+        """
+        if not isinstance(data_list, list):
+            self.write_error('data_list should be a list')
+            return
+        try:
+            if self.db_client:
+                db = self.db_client[db_name]
+                collection = db[col_name]
+                collection.insert_many(data_list, ordered=ordered)
+            else:
+                self.write_error('db insert many fail')
+                if self.db_has_connected:
+                    self.write_log(u'重新尝试连接数据库')
+                    self.db_connect(force=True)
+
+        except AutoReconnect as ex:
+            self.write_error(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.db_client = None
+            self.write_error(u'数据库连接断开')
+            if self.db_has_connected:
+                self.write_log(u'重新尝试连接数据库')
+                self.db_connect(force=True)
+        except Exception as ex:
+            self.write_error(u'dbInsertMany exception:{}'.format(str(ex)))
+
+    # ----------------------------------------------------------------------
+    def db_query_one(self, db_name, col_name, flt):
+        """从MongoDB中读取数据，d是查询要求，返回的是一个结果"""
+        try:
+            if self.db_client:
+                db = self.db_client[db_name]
+                collection = db[col_name]
+
+                return collection.find_one(flt)
+
+            else:
+                self.write_log('db query fail')
+                if self.db_has_connected:
+                    self.write_log(u'重新尝试连接数据库')
+                    self.db_connect()
+
+        except AutoReconnect as ex:
+            self.write_error(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.db_client = None
+            self.write_error(u'数据库连接断开')
+            if self.db_has_connected:
+                self.write_log(u'重新尝试连接数据库')
+                self.db_connect()
+        except Exception as ex:
+            self.write_error(u'dbQuery exception:{}'.format(str(ex)))
+
+        return None
+
+    # ----------------------------------------------------------------------
+    def db_query(self, db_name, col_name, filter_dict, sort_key='', sort_type=ASCENDING):
+        """从MongoDB中读取数据，d是查询要求，返回的是数据库查询的指针"""
+        try:
+            if self.db_client:
+                db = self.db_client[db_name]
+                collection = db[col_name]
+
+                if sort_key:
+                    cursor = collection.find(filter_dict).sort(sort_key, sort_type)  # 对查询出来的数据进行排序
+                else:
+                    cursor = collection.find(filter_dict)
+
+                if cursor:
+                    return list(cursor)
+                else:
+                    return []
+            else:
+                self.write_log('db query fail')
+                if self.db_has_connected:
+                    self.write_log(u'重新尝试连接数据库')
+                    self.db_connect()
+
+        except AutoReconnect as ex:
+            self.write_error(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.db_client = None
+            self.write_error(u'数据库连接断开')
+            if self.db_has_connected:
+                self.write_log(u'重新尝试连接数据库')
+                self.db_connect()
+        except Exception as ex:
+            self.write_error(u'dbQuery exception:{}'.format(str(ex)))
+
+        return []
+
+    def db_query_by_sort(self, db_name, col_name, filter_dict, sort_name, sort_type, limitNum=0):
+        """从MongoDB中读取数据，d是查询要求，sortName是排序的字段,sortType是排序类型
+          返回的是数据库查询的指针"""
+        try:
+            if self.db_client:
+                db = self.db_client[db_name]
+                collection = db[col_name]
+                if limitNum > 0:
+                    cursor = collection.find(filter_dict).sort(sort_name, sort_type).limit(limitNum)
+                else:
+                    cursor = collection.find(filter_dict).sort(sort_name, sort_type)
+                if cursor:
+                    return list(cursor)
+                else:
+                    return []
+            else:
+                self.write_log('db query fail')
+                if self.db_has_connected:
+                    self.write_log(u'重新尝试连接数据库')
+                    self.db_connect()
+
+        except AutoReconnect as ex:
+            self.write_error(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.db_client = None
+            self.write_error(u'数据库连接断开')
+            if self.db_has_connected:
+                self.write_log(u'重新尝试连接数据库')
+                self.db_connect()
+        except Exception as ex:
+            self.write_error(u'dbQueryBySort exception:{}'.format(str(ex)))
+
+        return []
+
+    # ----------------------------------------------------------------------
+    def db_update(self, db_name, col_name, data_dict, filter_dict, upsert=False, replace=False):
+        """向MongoDB中更新数据，d是具体数据，flt是过滤条件，upsert代表若无是否要插入"""
+        try:
+            if self.db_client:
+                db = self.db_client[db_name]
+                collection = db[col_name]
+                if replace:
+                    rtn = collection.replace_one(filter_dict, data_dict, upsert)
+                else:
+                    rtn = collection.update_one(filter_dict, {'$set': data_dict}, upsert)
+
+                return rtn
+
+            else:
+                self.write_log('db update fail')
+                if self.db_has_connected:
+                    self.write_log(u'重新尝试连接数据库')
+                    self.db_connect()
+
+        except AutoReconnect as ex:
+            self.write_error(u'数据库连接断开重连:{}'.format(str(ex)))
+            sleep(1)
+        except ConnectionFailure:
+            self.db_client = None
+            self.write_error(u'数据库连接断开')
+            if self.db_has_connected:
+                self.write_log(u'重新尝试连接数据库')
+                self.db_connect()
+        except Exception as ex:
+            self.write_error(u'dbUpdate exception:{}'.format(str(ex)))
+
+        return None
+
+    def db_delete(self, db_name, col_name, flt):
+        """
+        向mongodb中，删除数据，flt是过滤条件
+        :param db_name:
+        :param col_name:
+        :param flt:
+        :return:
+        """
+        try:
+            if self.db_client:
+                db = self.db_client[db_name]
+                collection = db[col_name]
+                collection.delete_many(flt)
+            else:
+                self.write_log('db delete fail')
+                if self.db_has_connected:
+                    self.write_log(u'重新尝试连接数据库')
+                    self.db_connect()
+        except ConnectionFailure:
+            self.db_client = None
+            self.write_error(u'数据库连接断开')
+            if self.db_has_connected:
+                self.write_log(u'重新尝试连接数据库')
+                self.db_connect()
+        except Exception as ex:
+            self.write_error(u'dbDelete exception:{}'.format(str(ex)))
+
+    def db_create_index(self, dbName, collectionName, indexName, sortType):
+        """创建一个字段的索引"""
+        try:
+            if self.db_client:
+                db = self.db_client[dbName]
+                collection = db[collectionName]
+                index_info = collection.index_information()
+                key_name = '_'.join([indexName, str(sortType)])
+                if key_name not in index_info:
+                    collection.create_index([(indexName, sortType)], name=key_name, background=True)
+                    index_info = collection.index_information()
+                    print(u'created index:{}'.format(index_info))
+
+        except Exception as ex:
+            self.write_error(u'dbCreateIndex exception:{}'.format(str(ex)))
+
+    def db_create_multi_index(self, db_name, col_name, index_list):
+        """创建多个字段的索引"""
+        try:
+            if len(index_list) == 0:
+                self.write_error(u'index_list 不能为空')
+                return
+
+            if self.db_client:
+                key_name = '_'.join(['_'.join([indexName, str(sortType)]) for (indexName, sortType) in index_list])
+                db = self.db_client[db_name]
+                collection = db[col_name]
+                index_info = collection.index_information()
+                if key_name not in index_info:
+                    collection.create_index(index_list, name=key_name, unique=True, background=True)
+                    index_info = collection.index_information()
+                    print(u'created index:{}'.format(index_info))
+
+        except Exception as ex:
+            self.write_error(u'dbCreateIndex exception:{}'.format(str(ex)))
+
+
+if __name__ == "__main__":
+    m = MongoData(host='localhost', port=27017)
+    m.db_create_index('FutureRenko_Db', 'AU_5', 'datetime', 1)