Snapshot

Snapshot is a present stock, future, option info. It contain open, high, low, close, change price, average price, volume, total volume, buy price, buy volume, sell price, sell volume and yesterday volume.

Reminder

Each snapshot can contain up to 500 contracts.

Snapshots

>> api.snapshots?

Signature:
api.snapshots(
    contracts: List[Union[shioaji.contracts.Option, shioaji.contracts.Future, shioaji.contracts.Stock, shioaji.contracts.Index]],
    timeout: int = 30000,
    cb: Callable[[shioaji.data.Snapshot], NoneType] = None,
) -> List[shioaji.data.Snapshot]
Docstring:
get contract snapshot info

Example

In

contracts = [
    api.Contracts.Stocks['2330'], 
    api.Contracts.Stocks['2317']
]
snapshots = api.snapshots(contracts)
snapshots

Out

[
    Snapshot(
        ts=1673620200000000000, 
        code='2330', 
        exchange='TSE', 
        open=507.0, 
        high=509.0, 
        low=499.0, 
        close=500.0, 
        tick_type=<TickType.Sell: 'Sell'>, 
        change_price=13.5, 
        change_rate=2.77,
        change_type=<ChangeType.Up: 'Up'>, 
        average_price=502.42, 
        volume=48, 
        total_volume=77606, 
        amount=24000000, 
        total_amount=38990557755, 
        yesterday_volume=20963.0, 
        buy_price=500.0,
        buy_volume=122.0, 
        sell_price=501.0, 
        sell_volume=1067, 
        volume_ratio=3.7
    ),
    Snapshot(
        ts=1673620200000000000, 
        code='2317', 
        exchange='TSE', 
        open=99.0, 
        high=99.5, 
        low=98.6, 
        close=98.6, 
        tick_type=<TickType.Sell: 'Sell'>, 
        change_price=0.0, 
        change_rate=0.0, 
        change_type=<ChangeType.Unchanged: 'Unchanged'>, 
        average_price=98.96, 
        volume=63, 
        total_volume=17809, 
        amount=6211800, 
        total_amount=1762344817, 
        yesterday_volume=18537.0, 
        buy_price=98.6, 
        buy_volume=607.0, 
        sell_price=98.7, 
        sell_volume=4, 
        volume_ratio=0.96
    )
]

To DataFrame

In

df = pd.DataFrame(s.__dict__ for s in snapshots)
df.ts = pd.to_datetime(df.ts)
df

Out

ts	code	exchange	open	high	low	close	tick_type	change_price	change_rate	change_type	average_price	volume	total_volume	amount	total_amount	yesterday_volume	buy_price	buy_volume	sell_price	sell_volume	volume_ratio
2023-01-13 14:30:00	2330	TSE	507	509	499	500	Sell	13.5	2.77	Up	502.42	48	77606	24000000	38990557755	20963	500	122	501	1067	3.7
2023-01-13 14:30:00	2317	TSE	99	99.5	98.6	98.6	Sell	0	0	Unchanged	98.96	63	17809	6211800	1762344817	18537	98.6	607	98.7	4	0.96

Attributes

Snapshot

ts (int): TimeStamp
code (str): Contract id
exchange (Exchange): exchange
open (float): open
high (float): high
low (float): low
close (float): close
tick_type (TickType): Close is buy or sell price
    {None, Buy, Sell}
change_price (float): change price
change_rate (float): change rate
change_type (ChangeType):
    {LimitUp, Up, Unchanged, Dowm, LimitDown}
avgerage_price (float): avgerage of price
volume (int): volume
total_volume (int): total volume
amount (int): Deal amount
total_amount (int): Total deal amount
yestoday_volume (float): Volume of yestoday
buy_price (float): Price of buy
buy_volume (float): Volume of sell
sell_price (float): Price of sell
sell_volume (int): Volume of sell
volume_ratio (float): total_volume/yestoday_volume