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 yestoday volume.

In

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

Out

[
    Snapshot(
        ts=1589801466456000000, 
        code='2330', 
        exchange='TSE', 
        open=291.0, 
        high=293.5, 
        low=290.5, 
        close=292.5, 
        tick_type=<TickType.Buy: 'Buy'>, 
        change_price=-5.5, 
        change_rate=-1.84, 
        change_type=<ChangeType.Dowm: 'Dowm'>, 
        average_price=291.71, 
        volume=1, 
        total_volume=50850, 
        amount=292500, 
        total_amount=14833373000, 
        yesterday_volume=42298.0, 
        buy_price=292.0, 
        buy_volume=898.0, 
        sell_price=292.5, 
        sell_volume=1549, 
        volume_ratio=1.2
    ), 
    Snapshot(
        ts=1589801463015000000, 
        code='2317', 
        exchange='TSE', 
        open=76.6, 
        high=76.6, 
        low=74.9, 
        close=75.8, 
        tick_type=<TickType.Buy: 'Buy'>, 
        change_price=-1.3, 
        change_rate=-1.69, 
        change_type=<ChangeType.Dowm: 'Dowm'>, 
        average_price=75.68, 
        volume=2, 
        total_volume=39714, 
        amount=151600, 
        total_amount=3005477400, 
        yesterday_volume=46575.0, 
        buy_price=75.7, 
        buy_volume=185.0, 
        sell_price=75.8, 
        sell_volume=472, 
        volume_ratio=0.85
    )
]

To DataFrame

In

import pandas as pd
contracts = [api.Contracts.Stocks['2330'],api.Contracts.Stocks['2317']]
snapshots = api.snapshots(contracts)
df = pd.DataFrame(s.__dict__ for s in snapshots)
df

Out

	ts	code	exchange	open	high	low	close	tick_type	change_price	change_rate	change_type	avgerage_price	volume	total_volume	amount	total_amount	yestoday_volume	buy_price	buy_volume	sell_price	sell_volume	volume_ratio
0	2020-03-17 09:38:41.673000	2317	TSE	70.1	72.8	70	71.8	Sell	0.7	0.98	Up	71.13	16	21019	1148800	1495047800	65223	71.8	79	71.9	38	0.32
1	2020-03-17 09:38:41.045000	2330	TSE	265	276.5	265	273.5	Sell	-3	-1.08	Dowm	269.39	32	38154	8752000	10278416500	103873	273.5	123	274	130	0.37

Attributes:

ts (int): TimeStamp.
code (str): Contract id.
exchange (Exchange): Attributes of industry.
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.