filePath = "/home/wwluo/data/stockData/" // 沪深交易所一起导入 market="ALL" // 手动解压后导入数据;如需要自动解压缩需要指定tmpPath路径 tmpPath = NULL // 全量导入数据;如需要指定分段导入,指定大于0的rowCount即可 rowCount = 0 jobId3 = submitJob("loadSnapshotData","loadSnapshotData",ExchDa...
用户部署完 DolphinDB 后,需要将历史股票数据批量导入数据库,再进行数据查询、计算和分析等操作。DolphinDB 开发了 ExchData 模块,主要用于 沪深交易所 Level-2 行情原始数据的自动化导入,目前已支持的数据源…
LiXiaojuan-DolphinDB 提交于 2年前 . Update Level-2_stock_data_processing.md DolphinDB 处理 Level 2 行情数据实例 1. Level 2 行情数据介绍 1.1 数据概况 1.2 数据结构 2. DolphinDB 高效存储 Level 2 行情数据 2.1 分区方案 2.2 分区内分组排序 2.3 Level 2 行情数据存储方案 3. 基于历史数据的批量因子...
One essential tool in your arsenal is the Level 2 stock data. These stocks provide real-time information on the supply and demand of a particular stock, allowing traders to see the bids and asks of other market participants beyond just the best bid and ask prices available through Level 1 d...
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Get free real time stock quotes, level 2 quotes and live stock charts, plus news and alerts for active penny stock investors, stock picks, technical data, stock market news and market indices.
But over time, I learned how this essential trading tool could help me gain an edge in stock trading. If you’ve ever wondered, “How do day traders use Level 2 data?”— you’ve come to the right place. In this guide, I’ll explain what Level 2 market data is, how to read it...
国外也有人做了相同的实现:Stock Price Prediction With Big Data and Machine Learning,对NYSE FTP上的sample data用更长的周期进行预测,Error rate是0.29: ORCL: Train Decision Tree model. Training data size: 64064 ORCL: Trained model in 3740 millis ORCL: Label counts: [Stationary -> 42137, Down -...
Level II stock data can give you unique insight into a stock's price action, supply and demand, and levels of support and resistance. But there are also a lot of things that market makers can do to disguise their true intentions.
Discusses equity trading techniques on Level 2, the price-watching tool for traders. Coverage for the stock and market trade; Order book for a stock; Order or general interest of a party as the dominant factor behind the action in the stock.ChambersChiefClemChief...