diff --git a/docs/tutor/TaiwanMarket/DataList.md b/docs/tutor/TaiwanMarket/DataList.md index 9379f77..fdd1d56 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 58 種資料集，如下: +在台灣金融市場，我們擁有 60 種資料集，如下: #### 技術面 Technical @@ -64,6 +64,8 @@ - [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) +- [期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesopeninterestlargetraders) +- [選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionopeninterestlargetraders) #### 即時資料 RealTime diff --git a/docs/tutor/TaiwanMarket/Derivative.md b/docs/tutor/TaiwanMarket/Derivative.md index 64bf6e5..88c31f7 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 11 種資料集，如下: +在台股衍生性商品資料，我們擁有 13 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) @@ -12,7 +12,8 @@ - [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) - +- [期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesopeninterestlargetraders) +- [選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionopeninterestlargetraders) ---------------------------------- #### 期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo @@ -1453,3 +1454,363 @@ is_after_hour: int32 } ``` + +#### 期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders + +- 資料區間：1998-07-01 ~ now +- 資料更新時間 **星期一至五 16:30**，實際更新時間以 API 資料為主 + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + # api.login(user_id='user_id',password='password') + df = api.taiwan_futures_open_interest_large_traders( + futures_id='TJF', + start_date='2024-09-01', + end_date='2024-09-02', + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanFuturesOpenInterestLargeTraders", + "data_id":"TJF", + "start_date": "2024-09-01", + "end_date": "2024-09-02", + "token": "", # 參考登入，獲取金鑰 + } + data = requests.get(url, params=parameter) + data = data.json() + data = pd.DataFrame(data['data']) + print(data.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="TaiwanFuturesOpenInterestLargeTraders", + data_id="TJF", + start_date= "2024-09-01", + end_date= "2024-09-02", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = response %>% content + df = do.call('cbind',data$data) %>%data.table + head(df) + + ``` +!!! output + === "DataFrame" + | | name | contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | futures_id | + |---:|:-----------|:-------------|----------------:|-------:|------:|------:|--------:|---------:|-------------:|---------:|-------------------:|----------------:|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------| + | 0 | 東證期貨 | 202409 | 93 | 74.4 | 113 | 90.4 | 102 | 81.6 | 118 | 94.4 | 125 | 16 | 12.8 | 16 | 12.8 | 14 | 11.2 | 14 | 11.2 | 2024-09-02 | TJF | + | 1 | 東證期貨 | 202409 | 133 | 62.7 | 170 | 80.2 | 172 | 81.1 | 194 | 91.5 | 212 | 16 | 7.5 | 16 | 7.5 | 42 | 19.8 | 42 | 19.5 | 2024-09-02 | TJF | + === "Schema" + ``` + { + name: str, + contract_type: str, + buy_top5_trader_open_interest: int32, + buy_top5_trader_open_interest_per: float32, + buy_top10_trader_open_interest: int32, + buy_top10_trader_open_interest_per: float32, + sell_top5_trader_open_interest: int32, + sell_top5_trader_open_interest_per: float32, + sell_top10_trader_open_interest: int32, + sell_top10_trader_open_interest_per: float32, + market_open_interest: int32, + buy_top5_specific_open_interest: int32, + buy_top5_specific_open_interest_per: float32, + buy_top10_specific_open_interest: int32, + buy_top10_specific_open_interest_per: float32, + sell_top5_specific_open_interest: int32, + sell_top5_specific_open_interest_per: float32, + sell_top10_specific_open_interest: int32, + sell_top10_specific_open_interest_per: float32, + date: str, + futures_id: str + } + ``` + +#### 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 + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + # api.login(user_id='user_id',password='password') + df = api.taiwan_futures_open_interest_large_traders( + start_date='2024-09-02' + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanFuturesOpenInterestLargeTraders", + "start_date": "2024-09-02", + "token": "", # 參考登入，獲取金鑰 + } + data = requests.get(url, params=parameter) + data = data.json() + data = pd.DataFrame(data['data']) + print(data.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="TaiwanFuturesOpenInterestLargeTraders", + start_date= "2024-09-02", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = response %>% content + df = do.call('rbind',data$data) %>%data.table + head(df) + + ``` +!!! output + === "DataFrame" + | | name | contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | futures_id | + |---:|:-----------|:-------------|----------------:|-------:|------:|------:|--------:|---------:|-------------:|---------:|-------------------:|----------------:|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------| + | 0 | 布蘭特原油期貨 | 202411 | 40 | 100 | 40 | 100 | 40 | 100 | 40 | 100 | 40 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | BRF | + | 1 | 布蘭特原油期貨 | all | 155 | 96.9 | 160 | 100 | 160 | 100 | 160 | 100 | 160 | 0 | 0 | 0 | 0 | 120 | 75 | 120 | 75 | 2024-09-02 | BRF | + | 2 | 臺灣生技期貨 | 202409 | 15 | 78.9 | 19 | 100 | 19 | 100 | 19 | 100 | 19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | BTF | + | 3 | 臺灣生技期貨 | all | 16 | 80 | 20 | 100 | 20 | 100 | 20 | 100 | 20 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | BTF | + | 4 | 南亞期貨 | 202409 | 231 | 30.3 | 332 | 43.6 | 512 | 67.2 | 655 | 86 | 762 | 127 | 16.7 | 127 | 16.7 | 438 | 57.5 | 532 | 69.8 | 2024-09-02 | CA | + === "Schema" + ``` + { + name: str, + contract_type: str, + buy_top5_trader_open_interest: int32, + buy_top5_trader_open_interest_per: float32, + buy_top10_trader_open_interest: int32, + buy_top10_trader_open_interest_per: float32, + sell_top5_trader_open_interest: int32, + sell_top5_trader_open_interest_per: float32, + sell_top10_trader_open_interest: int32, + sell_top10_trader_open_interest_per: float32, + market_open_interest: int32, + buy_top5_specific_open_interest: int32, + buy_top5_specific_open_interest_per: float32, + buy_top10_specific_open_interest: int32, + buy_top10_specific_open_interest_per: float32, + sell_top5_specific_open_interest: int32, + sell_top5_specific_open_interest_per: float32, + sell_top10_specific_open_interest: int32, + sell_top10_specific_open_interest_per: float32, + date: str, + futures_id: str + } + ``` + +---------------------------------- + +#### 選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders + +- 資料區間：1998-07-01 ~ now +- 資料更新時間 **星期一至五 16:30**，實際更新時間以 API 資料為主 + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + # api.login(user_id='user_id',password='password') + df = api.taiwan_option_open_interest_large_traders( + futures_id='CA', + start_date='2024-09-01', + end_date='2024-09-02', + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanOptionOpenInterestLargeTraders", + "data_id":"CA", + "start_date": "2024-09-01", + "end_date": "2024-09-02", + "token": "", # 參考登入，獲取金鑰 + } + data = requests.get(url, params=parameter) + data = data.json() + data = pd.DataFrame(data['data']) + print(data.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="TaiwanOptionOpenInterestLargeTraders", + data_id="CA", + start_date= "2024-09-01", + end_date= "2024-09-02", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = response %>% content + df = do.call('cbind',data$data) %>%data.table + head(df) + + ``` +!!! output + === "DataFrame" + | | contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | put_call | name | option_id | + |---:|:-----------|:-------------|----------------:|-------:|------:|------:|--------:|---------:|-------------:|---------:|-------------------:|----------------:|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------| + | 0 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA | + | 1 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA | + | 2 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA | + | 3 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA | + === "Schema" + ``` + { + contract_type: str, + buy_top5_trader_open_interest: int32, + buy_top5_trader_open_interest_per: float32, + buy_top10_trader_open_interest: int32, + buy_top10_trader_open_interest_per: float32, + sell_top5_trader_open_interest: int32, + sell_top5_trader_open_interest_per: float32, + sell_top10_trader_open_interest: int32, + sell_top10_trader_open_interest_per: float32, + market_open_interest: int32, + buy_top5_specific_open_interest: int32, + buy_top5_specific_open_interest_per: float32, + buy_top10_specific_open_interest: int32, + buy_top10_specific_open_interest_per: float32, + sell_top5_specific_open_interest: int32, + sell_top5_specific_open_interest_per: float32, + sell_top10_specific_open_interest: int32, + sell_top10_specific_open_interest_per: float32, + date: str, + put_call: str, + name: str, + option_id: str + } + ``` + +#### 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 + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + # api.login(user_id='user_id',password='password') + df = api.taiwan_option_open_interest_large_traders( + start_date='2024-09-02' + ) + ``` + === "Python-request" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + parameter = { + "dataset": "TaiwanOptionOpenInterestLargeTraders", + "start_date": "2024-09-02", + "token": "", # 參考登入，獲取金鑰 + } + data = requests.get(url, params=parameter) + data = data.json() + data = pd.DataFrame(data['data']) + print(data.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="TaiwanOptionOpenInterestLargeTraders", + start_date= "2024-09-02", + token = "" # 參考登入，獲取金鑰 + ) + ) + data = response %>% content + df = do.call('rbind',data$data) %>%data.table + head(df) + + ``` +!!! output + === "DataFrame" + | | contract_type | buy_top5_trader_open_interest | buy_top5_trader_open_interest_per | buy_top10_trader_open_interest | buy_top10_trader_open_interest_per | sell_top5_trader_open_interest | sell_top5_trader_open_interest_per | sell_top10_trader_open_interest | sell_top10_trader_open_interest_per | market_open_interest | buy_top5_specific_open_interest | buy_top5_specific_open_interest_per | buy_top10_specific_open_interest | buy_top10_specific_open_interest_per | sell_top5_specific_open_interest | sell_top5_specific_open_interest_per | sell_top10_specific_open_interest | sell_top10_specific_open_interest_per | date | put_call | name | option_id | + |---:|:-----------|:-------------|----------------:|-------:|------:|------:|--------:|---------:|-------------:|---------:|-------------------:|----------------:|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------|:------------------| + | 0 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA | + | 1 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 南亞 | CA | + | 2 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA | + | 3 | all | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | put | 南亞 | CA | + | 4 | 202409 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2024-09-02 | call | 中鋼 | CB | + === "Schema" + ``` + { + contract_type: str, + buy_top5_trader_open_interest: int32, + buy_top5_trader_open_interest_per: float32, + buy_top10_trader_open_interest: int32, + buy_top10_trader_open_interest_per: float32, + sell_top5_trader_open_interest: int32, + sell_top5_trader_open_interest_per: float32, + sell_top10_trader_open_interest: int32, + sell_top10_trader_open_interest_per: float32, + market_open_interest: int32, + buy_top5_specific_open_interest: int32, + buy_top5_specific_open_interest_per: float32, + buy_top10_specific_open_interest: int32, + buy_top10_specific_open_interest_per: float32, + sell_top5_specific_open_interest: int32, + sell_top5_specific_open_interest_per: float32, + sell_top10_specific_open_interest: int32, + sell_top10_specific_open_interest_per: float32, + date: str, + put_call: str, + name: str, + option_id: str + } + ``` + +---------------------------------- \ No newline at end of file