分享2001起台期１分Ｋ(含電子盤)
本帖最後由 enochyu 於 21-3-15 16:51 編輯下載位置 https://drive.google.com/drive/u ... fG2Dac8b856-U9pGjTC
格式說明
[*]資料期間：2001-01-01 起
[*]檔案內容：１分Ｋ
欄１ = 商品
欄２ = 時間，YYYY-MM-DD HH24:MI:SS
欄３ = 開
欄４ = 高
欄５ = 低
欄６ = 收
欄７ = 量
[*]歸線規則
電子盤 (2017-05-15 起)
15:01:00 = 15:00:00 .. 15:00:59
15:02:00 = 15:01:00 .. 15:01:59
..
05:00:00 =04:59:00 .. 05:15:00
人工盤
08:46:00 = 08:45:00 .. 08:45:59
08:47:00 = 08:46:00 .. 08:46:59
..
13:30:00 = 13:29:00 .. 13:29:59
13:30:00 = 13:29:00 .. 13:45:00 (結算日)
..
13:45:00 = 13:44:00 .. 14:00:00
[*]商品檔名 (一年一檔，yyyy = 西元年)
台指期：tfe-tx00-yyyy.zip
小台期：tfe-mtx00-yyyy.zip
電子期：tfe-te00-yyyy.zip
金融期：tfe-tf00-yyyy.zip
本帖最後由 enochyu 於 21-3-17 20:30 編輯
移除 csv 第一行標題列 (商品,時間,開,高,低,收,量)。
新增 _7zip-x64-合併檔案.bat，
- 有安裝 7-zip (C:\Program Files\7-Zip\7z.exe)
- 將下載的 *.zip 和 bat 檔放在同一目錄下
- 執行 bat 即可將一年一檔合併成單檔
* 合併前請重新下載無標題列 csv
* 7-zip 未安裝在預設資料夾請自行調整 bat 內容 新增合約月欄位，
欄１ = 商品
欄２ = 合約月
欄３ = 時間，YYYY-MM-DD HH24:MI:SS
欄４ = 開
欄５ = 高
欄６ = 低
欄７ = 收
欄８ = 量
分享加權１分Ｋ
欄位說明
謝謝分享!!!!想請問這種資料除了去買有其他地方可以拿的到嗎~~~ 期交所盤後
證交所盤後
自行盤中收集
網路收集
此論壇爬文求檔
enochyu 發表於 21-3-29 16:36
期交所盤後
證交所盤後
自行盤中收集
感謝解惑!!持續跟各位大神學習!!
感謝大大分享 !
趕緊來補充一下歷史資料 ! 本帖最後由 enochyu 於 21-5-19 17:37 編輯
小工具分享有興趣可玩玩～
SimulateIO - 當沖練習、當沖模擬
感謝大大分享 !
趕緊來補充一下歷史資料 ! 感謝大大 萬分感謝 本帖最後由 fancytom 於 23-5-21 19:22 編輯
enochyu 發表於 21-3-28 22:29
分享加權１分Ｋ
欄位說明
{:4_161:}請問這個檔: 加權1分線
(每1個檔案例如: tfe-tx00-2001.min -->用記事本開啟之後全部都是亂碼)
這個要如何解決???
謝謝分享~~
---------------------------
我已經解壓了 我不懂的是 下一行之中的"978396360000"格式到底是??? 每一列等差級數60000
[
{"m":978396360000,"o":4702,"h":4814,"l":4605,"c":4710,"v":67},
{"m":978396420000,"o":4703,"h":4824,"l":4608,"c":4729,"v":30},
{"m":978396480000,"o":4723,"h":4839,"l":4628,"c":4738,"v":24},
{"m":978396540000,"o":4730,"h":4835,"l":4635,"c":4737,"v":25},
{"m":978396600000,"o":4735,"h":4830,"l":4635,"c":4730,"v":21},
{"m":978396660000,"o":4729,"h":4827,"l":4634,"c":4732,"v":20},
{"m":978396720000,"o":4732,"h":4833,"l":4637,"c":4738,"v":23},
{"m":978396780000,"o":4738,"h":4835,"l":4642,"c":4740,"v":11},
{"m":978396840000,"o":4738,"h":4835,"l":4640,"c":4735,"v":26},
{"m":978396900000,"o":4729,"h":4832,"l":4631,"c":4737,"v":29},
{"m":978396960000,"o":4730,"h":4825,"l":4629,"c":4724,"v":17},
{"m":978397020000,"o":4721,"h":4825,"l":4625,"c":4722,"v":34},
{"m":978397080000,"o":4728,"h":4825,"l":4633,"c":4728,"v":9},
{"m":978397140000,"o":4729,"h":4824,"l":4628,"c":4725,"v":10},
{"m":978397200000,"o":4730,"h":4825,"l":4630,"c":4725,"v":18},
{"m":978397260000,"o":4731,"h":4833,"l":4635,"c":4738,"v":22},
{"m":978397320000,"o":4740,"h":4850,"l":4645,"c":4755,"v":39},
{"m":978397380000,"o":4761,"h":4890,"l":4665,"c":4790,"v":81},
{"m":978397440000,"o":4779,"h":4884,"l":4684,"c":4785,"v":56},
{"m":978397500000,"o":4780,"h":4891,"l":4685,"c":4796,"v":77},
{"m":978397560000,"o":4799,"h":4910,"l":4704,"c":4815,"v":114},
{"m":978397620000,"o":4805,"h":4905,"l":4710,"c":4805,"v":75},
{"m":978397680000,"o":4801,"h":4899,"l":4705,"c":4804,"v":72},
{"m":978397740000,"o":4803,"h":4900,"l":4705,"c":4800,"v":53},
{"m":978397800000,"o":4800,"h":4895,"l":4697,"c":4792,"v":31},
{"m":978397860000,"o":4793,"h":4901,"l":4698,"c":4806,"v":58},
{"m":978397920000,"o":4809,"h":4915,"l":4714,"c":4820,"v":97},
{"m":978397980000,"o":4819,"h":4914,"l":4716,"c":4811,"v":53},
{"m":978398040000,"o":4811,"h":4909,"l":4705,"c":4800,"v":65},
{"m":978398100000,"o":4800,"h":4900,"l":4695,"c":4801,"v":41},
{"m":978398160000,"o":4795,"h":4890,"l":4685,"c":4786,"v":71},
....
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