Skip to content

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.

First, you need login.

Get Snapshot

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
    )
]
Snapshots(
    snapshot=[
        {
            'ts': 1584437921673000000, 
            'code': '2317', 
            'exchange': 'TSE', 
            'open': 70.1, 
            'high': 72.8, 
            'low': 70.0, 
            'close': 71.8, 
            'tick_type': 'Sell', 
            'change_price': 0.7, 
            'change_rate': 0.98, 
            'change_type': 'Up', 
            'avgerage_price': 71.13, 
            'volume': 16, 
            'total_volume': 21019, 
            'amount': 1148800, 
            'total_amount': 1495047800, 
            'yestoday_volume': 65223.0, 
            'buy_price': 71.8, 
            'buy_volume': 79.0, 
            'sell_price': 71.9, 
            'sell_volume': 38, 
            'volume_ratio': 0.32
        }, 
        {
            'ts': 1584437921045000000, 
            'code': '2330', 
            'exchange': 'TSE', 
            'open': 265.0, 
            'high': 276.5, 
            'low': 265.0, 
            'close': 273.5, 
            'tick_type': 'Sell', 
            'change_price': -3.0, 
            'change_rate': -1.08, 
            'change_type': 'Dowm', 
            'avgerage_price': 269.39, 
            'volume': 32, 
            'total_volume': 38154, 
            'amount': 8752000, 
            'total_amount': 10278416500, 
            'yestoday_volume': 103873.0, 
            'buy_price': 273.5, 
            'buy_volume': 123.0, 
            'sell_price': 274.0, 
            'sell_volume': 130, 
            'volume_ratio': 0.37
        }
    ]
)

Snapshot to DataFrame

In

import pandas as pd
contracts = [api.Contracts.Stocks['2330'],api.Contracts.Stocks['2317']]
snapshots = api.snapshots(contracts)
df = pd.DataFrame(snapshots)
df.ts = pd.to_datetime(df.ts)
import pandas as pd
contracts = [api.Contracts.Stocks['2330'],api.Contracts.Stocks['2317']]
snapshots = api.snapshots(contracts)
df = pd.DataFrame(snapshots['snapshot'])
df.ts = pd.to_datetime(df.ts)

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.