diff --git a/docs/tutor/TaiwanMarket/DataList.md b/docs/tutor/TaiwanMarket/DataList.md index 753f565..9379f77 100644 --- a/docs/tutor/TaiwanMarket/DataList.md +++ b/docs/tutor/TaiwanMarket/DataList.md @@ -1,4 +1,4 @@ -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 @@ -60,6 +60,8 @@ - [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) diff --git a/docs/tutor/TaiwanMarket/Derivative.md b/docs/tutor/TaiwanMarket/Derivative.md index 64f0dc0..64bf6e5 100644 --- a/docs/tutor/TaiwanMarket/Derivative.md +++ b/docs/tutor/TaiwanMarket/Derivative.md @@ -1,5 +1,5 @@ -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) @@ -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) @@ -639,13 +641,13 @@ 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 } ``` @@ -690,7 +692,7 @@ 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 ) ) @@ -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 } ``` @@ -800,13 +802,13 @@ 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 } ``` @@ -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 ) ) @@ -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