聚宽没有提供恒生的数据，但是可以通过获取腾讯股票的接口来取。

import json
import requests
import pandas as pd

    # 下载恒生指数
    html = requests.get('http://web.ifzq.gtimg.cn/appstock/app/hkfqkline/get?param=hkHSI,day,,,250,qfq').content
    obj = json.loads(html)
    hk=pd.DataFrame(obj['data']['hkHSI']['day'])
    hk=hk[[0,1,2,3,4,5]]                            
    hk.columns=['date','open', 'close', 'high', 'low', 'amount']             
    hk['open']=hk.open.astype('float')
    hk['close']=hk.close.astype('float')
    hk['high']=hk.high.astype('float')
    hk['low']=hk.low.astype('float')
    hk['amount']=hk.amount.astype('float')
    hk.index = hk['date']
    print(hk.loc[hk['date']=='2022-09-07'])
    print(hk[(hk['date'] >= '2022-09-01') & (hk['date'] <= '2022-09-05')])