快照
當下證券、期貨及選擇權資訊。包含開盤價、最高價、最低價、收盤價、變動價、均價、成交量、總成交量、委買價、委買量、委賣價、委賣量和昨量。
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
)
]
轉成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): 取得資訊timestamp.
code (str): 商品代碼
exchange (Exchange): 交易所.
open (float): 開盤價
high (float): 最高價
low (float): 最低價
close (float): 收盤價
tick_type (TickType): 收盤買賣別 {None, Buy, Sell}
change_price (float): 漲跌
change_rate (float): 漲跌幅
change_type (ChangeType): 漲跌 {LimitUp, Up, Unchanged, Dowm, LimitDown}
avgerage_price (float): 均價
volume (int): 單量
total_volume (int): 成交量
amount (int): 單量成交金額
total_amount (int): 成交金額
yestoday_volume (float): 昨量
buy_price (float): 委買價
buy_volume (float): 委買量
sell_price (float): 賣出價
sell_volume (int): 委賣量
volume_ratio (float): 昨量比