Level 2 data shows the current supply and demand for a particular stock, as well as the number of shares available at different price levels. Level 2 market data provides traders with a more complete picture of the market, allowing them to make more informed decisions. Level 2 order and Lev...
filePath = "/home/wwluo/data/stockData/" tmpPath = "/home/wwluo/tmp/ALL/" // 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 jobId2 = submitJob("load...
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…
根据业务需求,这里对沪深股票 Level 2 高频数据采用一库三表的建库建表方案,即把两个交易所相同的行情数据存入同一张表,使用 market 字段标识不同的交易所,且将 market 设置在索引列(SortColumn)中。 数据源数据量分区方案(组合分区)库、表名称SortColumn 字段 行情快照 15G+ 交易日按值分区+标的哈希20分区 "dfs...
Level 2 market data can help an investor make better trading decisions in the US stock markets by providing several advantages, such as: Identifying support and resistance levels: Support and resistance levels are price points where the demand and supply of secu...
2.目录说明 名称 说明 conf 配置目录 data 数据目录 log 日志目录 txtool 命令行工具-Linux txtool....
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Request level II market data for SPY Processing Market Depth Events (Part 2) References Initialize session with Trader Workstation % initialize session with TWSsession = TWS.Session.getInstance();% create local buffer for market depth events with size 10,000 (default size is...
贵州大学 硕士学位论文 基于STEP协议的证券行情分析系统(LEVEL-2)的研究与实现 姓名:*** 申请学位级别:硕士 专业:计算机软件与理论 指导教师:** 20080301 摘要 中国经济高速发展,中国证券市场越来越受到国家的重视,中国证券市场变得壮大和成 熟,证券市场的技术也得到了很大的发展。然而我国证券市场行情的分析还存在...
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.