台指期20231228-20240320五檔、逐筆揭示檔
給有需要的人可以研究看看,台指期的五檔掛單逐筆,20231228-20240320收集了51天,分成日盤跟夜盤共102個檔案,
五檔報價的歷史資料,在網路上很少,券商也不會提供,這是自己錄下來的,
如果要跟期交所買的話一個月要4000元呢。
表頭格式:
日期時間,委買價1,委買價2,委買價3,委買價4,委買價5,委買量1,委買量2,委買量3,委買量4,委買量5,委賣價1,委賣價2,委賣價3,委賣價4,委賣價5,委賣量1,委賣量2,委賣量3,委賣量4,委賣量5,衍生一檔委買價,衍生一檔委賣價,衍生一檔委買量,衍生一檔委賣量,試撮
2024-03-20 08:44:55.000,19831,19830,19828,19827,19826,17,12,5,12,12,19838,19840,19842,19844,19846,2,2,2,3,3,0,0,0,0,1
2024-03-20 08:44:55.000,19832,19831,19830,19829,19828,11,23,12,1,5,19838,19840,19842,19844,19846,2,2,2,3,3,0,0,0,0,1
2024-03-20 08:45:00.049,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
2024-03-20 08:45:00.051,19860,19859,19858,19857,19856,10,1,2,1,2,19861,19862,19863,19865,19866,3,13,1,5,1,0,0,0,0,0
2024-03-20 08:45:00.050,19860,19859,19858,19857,19856,10,1,2,1,2,19861,19862,19863,19865,19866,3,13,1,5,1,0,0,0,0,0
......
感謝分享~ 這麼認真蒐集還分享!不推不行~
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