VeighNa量化社区
你的开源社区量化交易平台
Member
avatar
加入于:
帖子: 22
声望: 0

需要改哪些脚本 运行哪个文件呢 谢谢!

Administrator
avatar
加入于:
帖子: 4500
声望: 320

CTP和IB接口,均不提供TICK数据下载

Member
avatar
加入于:
帖子: 22
声望: 0

谢谢! 那市场上的tick数据从哪来的呢?实盘交易的时候 系统收到的是tick数据么?

Administrator
avatar
加入于:
帖子: 4500
声望: 320

交易盘中,CTP/IB都能直接收到实时的Tick数据,历史的数据需要自行记录或者通过数据服务商购买,比如RQData,具体怎么用请看公众号vnpy-community的教程

Member
avatar
加入于:
帖子: 22
声望: 0

用Python的交易员 wrote:

交易盘中,CTP/IB都能直接收到实时的Tick数据,历史的数据需要自行记录或者通过数据服务商购买,比如RQData,具体怎么用请看公众号vnpy-community的教程
谢谢!, 今天在robinhood上下载了一些这样15秒的数据,请问怎么用呢?
{"data_points": [{"begins_at": "2019-10-14T01:10:30Z", "open_price": "8284.810000", "close_price": "8285.125000", "high_price": "8298.360000", "low_price": "8274.490000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:10:45Z", "open_price": "8285.125000", "close_price": "8285.515000", "high_price": "8296.225000", "low_price": "8275.415000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:11:00Z", "open_price": "8293.995000", "close_price": "8286.355000", "high_price": "8298.425000", "low_price": "8275.215000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:11:15Z", "open_price": "8277.580000", "close_price": "8286.410000", "high_price": "8297.800000", "low_price": "8275.835000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:11:30Z", "open_price": "8277.685000", "close_price": "8285.870000", "high_price": "8296.575000", "low_price": "8275.445000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:11:45Z", "open_price": "8285.870000", "close_price": "8285.840000", "high_price": "8296.650000", "low_price": "8275.630000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:12:00Z", "open_price": "8294.360000", "close_price": "8287.010000", "high_price": "8298.985000", "low_price": "8275.830000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:12:15Z", "open_price": "8278.575000", "close_price": "8286.350000", "high_price": "8297.435000", "low_price": "8276.300000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:12:30Z", "open_price": "8286.350000", "close_price": "8287.380000", "high_price": "8298.325000", "low_price": "8275.120000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:12:45Z", "open_price": "8278.700000", "close_price": "8286.720000", "high_price": "8298.430000", "low_price": "8276.690000", "volume": 0, "session": "reg", "interpolated": false}, {"begins_at": "2019-10-14T01:13:00Z", "open_price": "8278.090000", "close_price": "8286.715000", "high_price": "8297.620000", "low_price": "8275.800000", "volume": 0, "session": "reg", "interpolated": false},

Administrator
avatar
加入于:
帖子: 4500
声望: 320

请下载分钟线数据,然后转化为CSV格式,用CsvLoader模块插入到数据库中

© 2015-2022 上海韦纳软件科技有限公司
备案服务号:沪ICP备18006526号

沪公网安备 31011502017034号

【用户协议】
【隐私政策】
【免责条款】