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Merge pull request #58 from FinMind/feature/InstitutionalInvestorsAft…
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…erHours

feat: add TaiwanFuturesInstitutionalInvestors, TaiwanOptionInstitutionalInvestors
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@linsamtw
linsamtw authored Oct 12, 2024
2 parents 318c5cd + 25c4b42 commit 22f2631
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4 changes: 3 additions & 1 deletion docs/tutor/TaiwanMarket/DataList.md
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在台灣金融市場，我們擁有 56 種資料集，如下:
在台灣金融市場，我們擁有 58 種資料集，如下:

#### 技術面 Technical

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- [選擇權交易明細表 TaiwanOptionTIck](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiontick-backersponsor)
- [期貨三大法人買賣 TaiwanFuturesInstitutionalInvestors](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesinstitutionalinvestors)
- [選擇權三大法人買賣 TaiwanOptionInstitutionalInvestors](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptioninstitutionalinvestors)
- [期貨夜盤三大法人買賣 TaiwanFuturesInstitutionalInvestorsAfterHours](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesinstitutionalinvestorsafterhours)
- [選擇權夜盤三大法人買賣 TaiwanOptionInstitutionalInvestorsAfterHours](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptioninstitutionalinvestorsafterhours)
- [期貨各卷商每日交易 TaiwanFuturesDealerTradingVolumeDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdealertradingvolumedaily)
- [選擇權各卷商每日交易 TaiwanOptionDealerTradingVolumeDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondealertradingvolumedaily)

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294 changes: 279 additions & 15 deletions docs/tutor/TaiwanMarket/Derivative.md
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在台股衍生性商品資料，我們擁有 9 種資料集，如下:
在台股衍生性商品資料，我們擁有 11 種資料集，如下:

- [期貨、選擇權日成交資訊總覽 TaiwanOptionFutureInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo)
- [期貨日成交資訊 TaiwanFuturesDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdaily)
Expand All @@ -8,6 +8,8 @@
- [選擇權交易明細表 TaiwanOptionTick](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiontick-backersponsor)
- [期貨三大法人買賣 TaiwanFuturesInstitutionalInvestors](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesinstitutionalinvestors)
- [選擇權三大法人買賣 TaiwanOptionInstitutionalInvestors](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptioninstitutionalinvestors)
- [期貨夜盤三大法人買賣 TaiwanFuturesInstitutionalInvestorsAfterHours](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesinstitutionalinvestorsafterhours)
- [選擇權夜盤三大法人買賣 TaiwanOptionInstitutionalInvestorsAfterHours](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptioninstitutionalinvestorsafterhours)
- [期貨各卷商每日交易 TaiwanFuturesDealerTradingVolumeDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdealertradingvolumedaily)
- [選擇權各卷商每日交易 TaiwanOptionDealerTradingVolumeDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondealertradingvolumedaily)

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name: str,
date: str,
institutional_investors: str,
long_deal_volume: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: str,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: str,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
```
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response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesInstitutionalInvestors",
start_date= "2019-04-03 ",
start_date= "2019-04-03",
token = "" # 參考登入，獲取金鑰
)
)
Expand All @@ -713,13 +715,13 @@
name: str,
date: str,
institutional_investors: str,
long_deal_volume: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: str,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: str,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
```
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name: str,
date: str,
institutional_investors: str,
long_deal_volume: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: str,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: str,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
```
Expand Down Expand Up @@ -852,7 +854,7 @@
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionInstitutionalInvestors",
start_date= "2019-04-03 ",
start_date= "2019-04-03",
token = "" # 參考登入，獲取金鑰
)
)
Expand All @@ -875,17 +877,279 @@
name: str,
date: str,
institutional_investors: str,
long_deal_volume: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: str,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: str,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
```

----------------------------------

#### 期貨夜盤三大法人買賣 TaiwanFuturesInstitutionalInvestorsAfterHours

- 資料區間：2021-10-12 ~ now
- 資料更新時間 **星期一至六 05:00**，實際更新時間以 API 資料為主

!!! example
=== "Python-request"
```python
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesInstitutionalInvestorsAfterHours",
"data_id": "TX",
"start_date": "2021-10-12",
"end_date": "2024-04-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

```
=== "R"
```R
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanFuturesInstitutionalInvestorsAfterHours",
data_id="TX",
start_date= "2021-10-12",
end_date= "2024-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
```
!!! output
=== "DataFrame"
| | futures_id | date | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount |
|---:|:-------------|:-----------|:--------------------------|-------------------:|-------------------:|--------------------:|--------------------:|
| 0 | TX | 2021-10-12 | 自營商 | 1690 | 5615098 | 1516 | 5034732 |
| 1 | TX | 2021-10-12 | 投信 | 0 | 0 | 0 | 0 |
| 2 | TX | 2021-10-12 | 外資 | 16315 | 54215114 | 14737 | 48973486 |
| 3 | TX | 2021-10-13 | 自營商 | 2307 | 7608759 | 2252 | 7427497 |
| 4 | TX | 2021-10-13 | 投信 | 0 | 0 | 0 | 0 |
=== "Schema"
```
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
}
```

#### 一次拿特定日期，所有資料(只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用)

!!! example
=== "Python-request"
```python
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanFuturesInstitutionalInvestorsAfterHours",
"start_date": "2021-10-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

```
=== "R"
```R
library(httr)
library(data.table)
library(dplyr)

url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanFuturesInstitutionalInvestorsAfterHours",
start_date= "2021-10-12",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
```
!!! output
=== "DataFrame"
| | futures_id | date | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount |
|---:|:-------------|:-----------|:--------------------------|-------------------:|-------------------:|--------------------:|--------------------:|
| 0 | F1F | 2021-10-12 | 自營商 | 39 | 13769 | 41 | 14477 |
| 1 | F1F | 2021-10-12 | 投信 | 0 | 0 | 0 | 0 |
| 2 | F1F | 2021-10-12 | 外資 | 83 | 29320 | 35 | 12349 |
| 3 | MTX | 2021-10-12 | 自營商 | 2454 | 2037796 | 2761 | 2292564 |
| 4 | MTX | 2021-10-12 | 投信 | 0 | 0 | 0 | 0 |
=== "Schema"
```
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
}
```

----------------------------------
#### 選擇權夜盤三大法人買賣 TaiwanOptionInstitutionalInvestorsAfterHours

- 資料區間：2021-10-12 ~ now
- 資料更新時間 **星期一至六 05:00**，實際更新時間以 API 資料為主

!!! example
=== "Python-request"
```python
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionInstitutionalInvestorsAfterHours",
"data_id": "TXO",
"start_date": "2021-10-12",
"end_date": "2024-04-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

```
=== "R"
```R
library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
dataset="TaiwanOptionInstitutionalInvestorsAfterHours",
data_id="TXO",
start_date= "2021-10-12",
end_date= "2024-04-12",
token = "" # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)
```

!!! output
=== "DataFrame"
| | option_id | date | call_put | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount |
|---:|:------------|:-----------|:-----------|:--------------------------|-------------------:|-------------------:|--------------------:|--------------------:|
| 0 | TXO | 2021-10-12 | CALL | 自營商 | 14018 | 45608 | 14478 | 48062 |
| 1 | TXO | 2021-10-12 | CALL | 投信 | 0 | 0 | 0 | 0 |
| 2 | TXO | 2021-10-12 | CALL | 外資 | 16060 | 78585 | 14961 | 68018 |
| 3 | TXO | 2021-10-12 | PUT | 自營商 | 12802 | 50821 | 15570 | 66005 |
| 4 | TXO | 2021-10-12 | PUT | 投信 | 0 | 0 | 0 | 0 |
=== "Schema"
```
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
long_open_interest_balance_volume: int32,
long_open_interest_balance_amount: int32,
short_open_interest_balance_volume: int32,
short_open_interest_balance_amount: int32
}
```

#### 一次拿特定日期，所有資料(只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用)

!!! example
=== "Python-request"
```python
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
"dataset": "TaiwanOptionInstitutionalInvestorsAfterHours",
"start_date": "2021-10-12",
"token": "", # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

```
=== "R"
```R
library(httr)
library(data.table)
library(dplyr)

url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
query = list(
dataset="TaiwanOptionInstitutionalInvestorsAfterHours",
start_date= "2021-10-12",
token = "" # 參考登入，獲取金鑰
)
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)
```
!!! output
=== "DataFrame"
| | option_id | date | call_put | institutional_investors | long_deal_volume | long_deal_amount | short_deal_volume | short_deal_amount |
|---:|:------------|:-----------|:-----------|:--------------------------|-------------------:|-------------------:|--------------------:|--------------------:|
| 0 | TXO | 2021-10-12 | CALL | 自營商 | 14018 | 45608 | 14478 | 48062 |
| 1 | TXO | 2021-10-12 | CALL | 投信 | 0 | 0 | 0 | 0 |
| 2 | TXO | 2021-10-12 | CALL | 外資 | 16060 | 78585 | 14961 | 68018 |
| 3 | TXO | 2021-10-12 | PUT | 自營商 | 12802 | 50821 | 15570 | 66005 |
| 4 | TXO | 2021-10-12 | PUT | 投信 | 0 | 0 | 0 | 0 |
=== "Schema"
```
{
name: str,
date: str,
institutional_investors: str,
long_deal_volume: int32,
long_deal_amount: int32,
short_deal_volume: int32,
short_deal_amount: int32,
}
```

----------------------------------
#### 期貨各卷商每日交易 TaiwanFuturesDealerTradingVolumeDaily

Expand Down

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