Provides research-ready historical intraday data for global stock, futures, forex, options, cash indices and market indicators.
# Stock API address: # https://quote.tradeswitcher.com/quote-stock-b-ws-api Encode the following JSON and copy it to the "query" field of the HTTP query string {"trace": "python_http_test1", "data": {"code": "700.HK", "kline_type": 1, "kline_timestamp_end": 0, "query_kl...
tick by tick datainterest rate futuresglobal credit crisisThis paper investigates jumps and cojumps in European financial markets around the major U.S macroeconomic news announcements employing more than six years of high frequency data on stock indices, currency and interest rate futures. The ...
I propose to model stock price tick-by-tick data via a non-explosive marked point process. The arrival of trades is driven by a counting process in which the waiting time between trades possesses a Mittag–Leffler survival function and price revisions have an infinitely divisible distribution. I...
Tick Data’s historical intraday data for all equities listed on the Tokyo, Osaka, Fukuoka, Sapporo Stock Exchange and Hercules Market since Oct-1-2008
github:https://github.com/alltick/realtime-forex-crypto-stock-tick-finance-websocket-api 申请免费token:https://alltick.co/register 官网:https://alltick.co 将如下JSON进行url的encode,复制到http的查询字符串的query字段里 {"trace":"python_http_test1","data":{"code":"AAPL.US","kline_type":...
逐笔成交数据Tick-by-tickData不含股东信息.PPT,历史及XBRL数据 Historical & XBRL Data Grace Guo Historical & Statistical Data Dept. Outline目录 Historical Data Products Tick-by-tick Data Candlestick Charting Data Level-1 & Level-2 Snapshot XBRL Data & Produ
Using the intraday transaction database for the Toronto Stock Exchange during 1983鈥 89, we find that stock splits are associated with significant... L Kryzanowski,Z Hao - 《Journal of Financial Research》 被引量: 66发表: 1996年 TRADING PATTERNS OF SMALL AND LARGE TRADERS AROUND STOCK SPLIT...
createtabletick.sse50_data(tickerString,trade_timeDateTime('Asia/Shanghai'),tick_price_closeFloat32,tick_volumeInt32,close_chg_rateFloat32)ENGINE=AggregatingMergeTree()ORDERBY(trade_time,ticker) 然后使用如下SQL进行简单加工,即通过volume - ifNull(any(volume) OVER (PARTITION BY stock_code ORDER BY...
超高频数据则是指交易过程中实时采集的数据,或称逐笔数据(Tick-by-Tick Data)。高频数据和超高频数据两者之间的最大区别 … qizhi.hexun.com|基于12个网页 2. 逐笔交易数据 逐笔交易数据,Tick-by... ... ) Trade Data Stream 交易数据流 )Tick-by-tick Data逐笔交易数据) Data Exchange 数据交易 ... ...