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...
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...
在电子商务领域, 产品主数据(Product Master Data)是核心概念之一,它包含了定义产品并能够支持跨各种系统和流程无缝运作的所有关键信息。其中,Stock level(库存水平)是产品主数据中非常重要的一个属性,…
CFA三级第二册课后 2020 Level III - SchweserNotes Book 2.pdf,The Taylor rule determines the target interest rate using the neutral rate, expected GDP relative to its long-term trend, and expected inflation relative to its targeted level: ntarget rneutral
It constructs a new firm-level dataset that covers monthly stock market data and annual balance sheet and income statement information from 1985 to 2002 for about 10,000 companies in 42 developed and emerging stock markets. It finds that, consistent with similar evidence for international stock ...
State level dataUnited StatesG10O16We assess the impact of stock returns on income inequality in the U.S. using linear and nonlinear models. When we use income inequality data from the U.S. as a whole, we only find un-equalizing effects of stock returns in the short run. However, ...
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.
The authors propose a new approach to obtaining stockkeeping-unit (SKU)-level preferences and response sensitivities. The authors distinguish an attribute-level model, in which the unit of analysis is the market share for an alternative created by aggregation (e.g., Colgate toothpaste), from a ...