輕鬆擷取RMDS的資料作即時分析或運用
張貼日期：Nov 21, 2017 6:59:6 AM
目前於RMDS上的應用架構通常為
( <--- 箭頭方向為由Client連線Server )
路透主機 <---...--- [ RMDS-Proxy <--- PatsEmu-RMDS ] <--- 各種應用
其中 PatsEmu-RMDS 透過 YTSetFile 的設定作商品代碼轉碼規劃, 產生路透代碼描述的 DataSetFile ,
之後轉交 RMDS-Proxy 將所需要的商品代碼註冊至路透主機, 透過RMDS-Proxy接收所有行情訊息提供DTS服務內容,
而PatsEmu輸出的信息是仿PATS應用所需要的各種資訊
於相同的架構模式下也可使用TSHS-RMDS來運作提供TSHS服務,
輸出的信息則是完整的RMDS的所有FID資訊, 只是TSHS-RMDS僅設計使用路透代碼描述的 DataSetFile 的設定方式,
一樣的把 DataSetFile 設定內容轉交 RMDS-Proxy 將所需要的商品代碼註冊至路透主機, 透過RMDS-Proxy接收所有行情訊息
現在則是要說明其實架構是可以這樣運用的,
在一個運作中的PatsEmu-RMDS系統下, 資訊持續運作的情形下,
可以旁接API小程式或是TSHS-RMDS 去連結 RMDS-Proxy,
而RMDS-Proxy會把原本輸出給 PatsEmu-RMDS 的資訊 同時輸出給連上來的其他連線,
那麼就等同能在不影響原本的運作之下, 擷取路透當前輸出的所有訊息
圖中 RproxyTest 就是用API(PktEvCdll.dll)的範例,將所有路透的資訊直接秀出來
(於TSHS的說明頁中有 PktEvCdll API 連線 RMDS-Proxy 的處理範例 )
雖然API也可要求註冊商品, 不過這裏著重在側接資料, 因此以不發出任何要求的方式為主,
圖中可以看到 RproxyTest 與 PatsEmu-RMDS 都是連往 port 15306
現在改用現成的 TSHS-RMDS 直接當作側接工具,
可以複製執行檔到一個空的資料夾, 直接執行後會產生一個預設的 RMDS_DataSetFile.txt 設定,
因為是想要用作側接, 並沒有要要求註冊任何商品, 可把內容中的 '+' 改成 '-' 即可,
-IDN_SELECTFEED/NQH1,NQM1,NQU1,NQZ1
-IDN_SELECTFEED/NQH1m,NQM1m,NQU1m,NQZ1m
或者把內容刪除成空的檔案也行(檔案要留著)
幫 TSHS-RMDS 建立捷徑, 設定執行參數 /Host 127.0.0.1:15306 就可連上指定 RMDS-Proxy
這樣就能透過 TSHS-RMDS 的介面直接檢視所有商品的FID欄位內容了~
而TSHS架構的好處就是能把資料流完整分時保存下來, 不僅可供作即時架構中斷後的回補機能, 也能作為模擬與重複使用等其他應用,
所以於捷徑上可再增加執行參數 /Log 15306\ 便可以開始紀錄保存由 RMDS-Proxy 的所有訊息於工作路徑下指定的 15306\ 資料夾中
之後使用相同的 PktEvCdll API 連線, 不過要改連 TSHS-RMDS, 稍微設計一些篩選功能
以2017-11-20的 STWX7 為例, 想對早上08:45(am盤開盤)開始交易的過程進行分析,可從08:00作為進入點
pktevcapi 127.0.0.1:30031 20171120080000,00000000
獲得這樣的資料(每一行路透商品FID資訊 對應一行有解到的想看欄位)
STWX7 :1067=00:30:00,25=403.70,441=403.70,31=1,735=1,3386=20 NOV 2017,3855=1800110,4147=1800110,
賣: 403.70
STWX7 :3855=1800111,22=402.30,436=402.30,30=1,730=1,4150=1800111,
買: 402.30
STWX7 :25=403.50,441=403.50,31=1,735=1,3855=1800112,4147=1800112,
賣: 403.50
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1800114,4147=1800114,
賣: 376.90
STWX7 :3855=1800138,22=411.00,436=411.00,30=8,730=8,4150=1800138,
買: 411.00
STWX7 :1067=00:30:02,25=375.90,441=375.90,31=6,735=6,3855=1802138,4147=1802138,
賣: 375.90
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1802677,4147=1802677,
賣: 376.90
STWX7 :25=374.90,441=374.90,31=6,735=6,3855=1802678,4147=1802678,
賣: 374.90
STWX7 :3855=1803018,1067=00:30:03,22=415.00,436=415.00,30=3,730=3,4150=1803018,
買: 415.00
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1803209,4147=1803209,
賣: 376.90
STWX7 :25=373.90,441=373.90,31=6,735=6,3855=1803210,4147=1803210,
賣: 373.90
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1803742,4147=1803742,
賣: 376.90
STWX7 :25=372.90,441=372.90,31=6,735=6,3855=1803744,4147=1803744,
賣: 372.90
STWX7 :1067=00:30:04,25=376.90,441=376.90,31=40,735=40,3855=1804288,4147=1804288,
賣: 376.90
STWX7 :25=371.90,441=371.90,31=6,735=6,3855=1804289,4147=1804289,
賣: 371.90
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1804832,4147=1804832,
賣: 376.90
STWX7 :25=370.90,441=370.90,31=6,735=6,
賣: 370.90
STWX7 :1067=00:30:05,25=376.90,441=376.90,31=40,735=40,3855=1805017,4147=1805017,
賣: 376.90
STWX7 :25=369.90,441=369.90,31=6,735=6,3855=1805018,4147=1805018,
賣: 369.90
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1805358,4147=1805358,
賣: 376.90
STWX7 :25=368.90,441=368.90,31=6,735=6,
賣: 368.90
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1805887,4147=1805887,
賣: 376.90
STWX7 :25=367.90,441=367.90,31=6,735=6,3855=1805889,4147=1805889,
賣: 367.90
STWX7 :1067=00:30:06,25=376.90,441=376.90,31=40,735=40,3855=1806438,4147=1806438,
賣: 376.90
STWX7 :25=366.90,441=366.90,31=6,735=6,3855=1806440,4147=1806440,
賣: 366.90
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1806983,4147=1806983,
賣: 376.90
STWX7 :25=365.90,441=365.90,31=6,735=6,3855=1806984,4147=1806984,
賣: 365.90
STWX7 :1067=00:30:07,25=376.90,441=376.90,31=40,735=40,3855=1807520,4147=1807520,
賣: 376.90
STWX7 :25=364.90,441=364.90,31=6,735=6,3855=1807521,4147=1807521,
賣: 364.90
STWX7 :1067=00:30:08,25=376.90,441=376.90,31=40,735=40,3855=1808067,4147=1808067,
賣: 376.90
STWX7 :25=363.90,441=363.90,31=6,735=6,3855=1808069,4147=1808069,
賣: 363.90
STWX7 :25=376.90,441=376.90,31=40,735=40,3855=1808592,4147=1808592,
賣: 376.90
STWX7 :25=362.90,441=362.90,31=6,735=6,3855=1808594,4147=1808594,
賣: 362.90
STWX7 :1067=00:30:09,25=376.90,441=376.90,31=40,735=40,3855=1809151,4147=1809151,
賣: 376.90
STWX7 :25=362.80,441=362.80,31=6,735=6,3855=1809152,4147=1809152,
賣: 362.80
STWX7 :1067=00:31:30,25=376.90,441=376.90,31=20,735=20,3855=1890035,4147=1890035,
賣: 376.90
STWX7 :25=362.80,441=362.80,31=3,735=3,3855=1890037,4147=1890037,
賣: 362.80
STWX7 :3855=2285781,1067=00:38:05,22=431.30,436=431.30,4150=2285781,5=00:38,
買: 431.30
STWX7 :3855=2287478,22=415.00,436=415.00,4150=2287478,
買: 415.00
STWX7 :11809=n/a,1704=00:45,7084=3,14260=n/a,3404=403.46,372=403.46,9227=n/a,3132=6696,9994=n/a,9258=n/a,32743=n/a,32=6696,32691=n/a,100=2701546.90,373=146,7085=18,6947=146,8672=692259671968332150,8273=403.10,32741=n/a,5387=3,32694=n/a,11786=n/a,
*總量* 6696
STWX7 :7084=1,3132=6697,32=6697,100=2701950.00,373=147,7085=19,6947=147,8672=692259671968332151,5387=1,
*總量* 6697
STWX7 :7084=2,3132=6699,32=6699,100=2702756.20,373=149,7085=20,6947=149,8672=692259671968332152,5387=2,
*總量* 6699
STWX7 :7084=3,3132=6702,32=6702,100=2703965.50,373=152,7085=21,6947=152,8672=692259671968332153,5387=3,
*總量* 6702
STWX7 :3132=6705,32=6705,100=2705174.80,373=155,7085=22,6947=155,8672=692259671968332154,
*總量* 6705
STWX7 :7084=9,3132=6714,32=6714,100=2708802.70,373=164,7085=23,6947=164,8672=692259671968332155,5387=9,
*總量* 6714
STWX7 :7084=3,3132=6717,32=6717,100=2710012.00,373=167,7085=24,6947=167,8672=692259671968332156,5387=3,
*總量* 6717
STWX7 :3132=6720,32=6720,100=2711221.30,373=170,7085=25,6947=170,8672=692259671968332157,
*總量* 6720
STWX7 :7084=2,3132=6722,32=6722,100=2712027.50,373=172,7085=26,6947=172,8672=692259671968332158,5387=2,
*總量* 6722
STWX7 :7084=5,3132=6727,32=6727,100=2714043.00,373=177,7085=27,6947=177,8672=692259671968332159,5387=5,
*總量* 6727
STWX7 :7084=8,3404=403.45,372=403.45,3132=6735,32=6735,100=2717267.80,373=185,7085=28,6947=185,8672=692259671968332160,5387=8,
*總量* 6735
STWX7 :7084=4,3132=6739,32=6739,100=2718880.20,373=189,7085=29,6947=189,8672=692259671968332161,5387=4,
*總量* 6739
STWX7 :7084=1,3132=6740,32=6740,100=2719283.30,373=190,7085=30,6947=190,8672=692259671968332162,5387=1,
*總量* 6740
STWX7 :25=376.90,441=376.90,31=20,735=20,
賣: 376.90
STWX7 :22=407.30,436=407.30,
買: 407.30
STWX7 :25=390.00,441=390.00,31=17,735=17,
賣: 390.00
STWX7 :22=407.20,436=407.20,30=9,730=9,
買: 407.20
STWX7 :22=407.10,436=407.10,30=3,730=3,
買: 407.10
STWX7 :3855=2700185,22=407.00,436=407.00,4150=2700185,
買: 407.00
STWX7 :22=405.70,436=405.70,30=7,730=7,
買: 405.70
STWX7 :22=405.00,436=405.00,30=8,730=8,
買: 405.00
STWX7 :25=400.00,441=400.00,31=1,735=1,4147=2700185,
賣: 400.00
STWX7 :3132=6741,32=6741,100=2719686.40,373=191,7085=31,6947=191,8672=692259671968332163,
*總量* 6741
STWX7 :22=404.30,436=404.30,30=7,730=7,
買: 404.30
STWX7 :22=404.00,436=404.00,
買: 404.00
STWX7 :25=400.50,441=400.50,
賣: 400.50
STWX7 :25=401.80,441=401.80,31=7,735=7,
賣: 401.80
STWX7 :25=401.90,441=401.90,
賣: 401.90
STWX7 :22=403.80,436=403.80,30=14,730=14,
買: 403.80
STWX7 :25=402.20,441=402.20,31=22,735=22,3855=2700186,4147=2700186,
賣: 402.20
STWX7 :22=403.20,436=403.20,30=8,730=8,
買: 403.20
STWX7 :22=403.10,436=403.10,30=13,730=13,
買: 403.10
STWX7 :3132=6742,32=6742,100=2720089.50,373=192,7085=32,6947=192,8672=692259671968332164,
*總量* 6742
STWX7 :25=403.40,441=403.40,31=7,735=7,
賣: 403.40
STWX7 :7084=6,3132=6748,32=6748,100=2722508.10,373=198,7085=33,6947=198,8672=692259671968332165,5387=6,
*總量* 6748
STWX7 :7084=1,3132=6749,32=6749,100=2722911.20,373=199,7085=34,6947=199,8672=692259671968332166,5387=1,
*總量* 6749
STWX7 :7084=6,3132=6755,32=6755,100=2725329.80,373=205,7085=35,6947=205,8672=692259671968332167,5387=6,
*總量* 6755
STWX7 :7084=1,3132=6756,32=6756,100=2725732.90,373=206,7085=36,6947=206,8672=692259671968332168,5387=1,
*總量* 6756
STWX7 :7084=7,3132=6763,32=6763,100=2728554.60,373=213,7085=37,6947=213,8672=692259671968332169,5387=7,
*總量* 6763
STWX7 :7084=1,3132=6764,32=6764,100=2728957.70,373=214,7085=38,6947=214,8672=692259671968332170,5387=1,
*總量* 6764
STWX7 :7084=7,3132=6771,32=6771,100=2731779.40,373=221,7085=39,6947=221,8672=692259671968332171,5387=7,
*總量* 6771
STWX7 :7084=5,3132=6776,32=6776,100=2733794.90,373=226,7085=40,6947=226,8672=692259671968332172,5387=5,
*總量* 6776
STWX7 :7084=1,3132=6777,32=6777,100=2734198.00,373=227,7085=41,6947=227,8672=692259671968332173,5387=1,
*總量* 6777
STWX7 :3854=2700170,3900=692259671968332176,18=00:45,4756=1,56=0.00,11=0.00,379=00:45:00,77=4537,3132=6778,12770=n/a,16=20 NOV 2017,178=1,100=2734601.10,6=403.10,32=6778,32696=n/a,14=1,
-- 00:45:00 -- 成交: 403.10 *總量* 6778
STWX7 :178=2,3900=692259671968332177,3132=6780,77=4538,32=6780,100=2735407.30,
*總量* 6780
STWX7 :3900=692259671968332178,3854=2700177,56=0.07,11=0.30,3132=6782,77=4539,32=6782,100=2736214.10,6=403.40,
*總量* 6782 成交: 403.40
STWX7 :25=403.30,441=403.30,31=2,735=2,3855=2700233,4147=2700233,
賣: 403.30
STWX7 :178=1,3900=692259671968332179,3854=2700336,56=0.00,11=0.00,3132=6783,77=4540,32=6783,100=2736617.20,6=403.10,14=2,
*總量* 6783 成交: 403.10
結果發現, 08:00~08:45 有很多買賣價與成交量資訊, 但是沒有任何成交時間與成交價(FID 6),
可以搜尋log中文字內容 ",6=" 就能找到成交價的部分,
第一筆是發生在路透提供成交時間為 GMT 00:45:00 的地方,
相同的方式分析 STWamX7 所獲得的資料除了總量有固定的差距外, 其於資料幾乎都是一模一樣的,
只是STWam早上會清盤,如果都沒有來成交價,以系統時間與成交量紀錄到的tick在08:45:00之前會是空的成交價之原因,
而STW則是延續pm盤繼續交易,沒有清盤的動作,所以成交價維持在pm盤最後一筆成交的價位
(也因此前面的STWX7的資料並沒有發現 FID 19 或 47 的開盤價)
如果直接觀察 STWamX7 , 就可以發現與STWX7對應的同一筆有 FID 19 的資料, 提供了開盤價位 (與當筆成交價位是一致的)
STWamX7 :1067=00:30:00,25=403.70,441=403.70,31=1,735=1,3386=20 NOV 2017,3855=1800110,4147=1800110,
賣: 403.70
STWamX7 :3855=1800111,22=402.30,436=402.30,30=1,730=1,4150=1800111,
買: 402.30
STWamX7 :25=403.50,441=403.50,31=1,735=1,3855=1800112,4147=1800112,
賣: 403.50
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1800114,4147=1800114,
賣: 376.90
STWamX7 :3855=1800138,22=411.00,436=411.00,30=8,730=8,4150=1800138,
買: 411.00
STWamX7 :1067=00:30:02,25=375.90,441=375.90,31=6,735=6,3855=1802138,4147=1802138,
賣: 375.90
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1802677,4147=1802677,
賣: 376.90
STWamX7 :25=374.90,441=374.90,31=6,735=6,3855=1802678,4147=1802678,
賣: 374.90
STWamX7 :3855=1803018,1067=00:30:03,22=415.00,436=415.00,30=3,730=3,4150=1803018,
買: 415.00
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1803209,4147=1803209,
賣: 376.90
STWamX7 :25=373.90,441=373.90,31=6,735=6,3855=1803210,4147=1803210,
賣: 373.90
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1803742,4147=1803742,
賣: 376.90
STWamX7 :25=372.90,441=372.90,31=6,735=6,3855=1803744,4147=1803744,
賣: 372.90
STWamX7 :1067=00:30:04,25=376.90,441=376.90,31=40,735=40,3855=1804288,4147=1804288,
賣: 376.90
STWamX7 :25=371.90,441=371.90,31=6,735=6,3855=1804289,4147=1804289,
賣: 371.90
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1804832,4147=1804832,
賣: 376.90
STWamX7 :25=370.90,441=370.90,31=6,735=6,
賣: 370.90
STWamX7 :1067=00:30:05,25=376.90,441=376.90,31=40,735=40,3855=1805017,4147=1805017,
賣: 376.90
STWamX7 :25=369.90,441=369.90,31=6,735=6,3855=1805018,4147=1805018,
賣: 369.90
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1805358,4147=1805358,
賣: 376.90
STWamX7 :25=368.90,441=368.90,31=6,735=6,
賣: 368.90
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1805887,4147=1805887,
賣: 376.90
STWamX7 :25=367.90,441=367.90,31=6,735=6,3855=1805889,4147=1805889,
賣: 367.90
STWamX7 :1067=00:30:06,25=376.90,441=376.90,31=40,735=40,3855=1806438,4147=1806438,
賣: 376.90
STWamX7 :25=366.90,441=366.90,31=6,735=6,3855=1806440,4147=1806440,
賣: 366.90
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1806983,4147=1806983,
賣: 376.90
STWamX7 :25=365.90,441=365.90,31=6,735=6,3855=1806984,4147=1806984,
賣: 365.90
STWamX7 :1067=00:30:07,25=376.90,441=376.90,31=40,735=40,3855=1807520,4147=1807520,
賣: 376.90
STWamX7 :25=364.90,441=364.90,31=6,735=6,3855=1807521,4147=1807521,
賣: 364.90
STWamX7 :1067=00:30:08,25=376.90,441=376.90,31=40,735=40,3855=1808067,4147=1808067,
賣: 376.90
STWamX7 :25=363.90,441=363.90,31=6,735=6,3855=1808069,4147=1808069,
賣: 363.90
STWamX7 :25=376.90,441=376.90,31=40,735=40,3855=1808592,4147=1808592,
賣: 376.90
STWamX7 :25=362.90,441=362.90,31=6,735=6,3855=1808594,4147=1808594,
賣: 362.90
STWamX7 :1067=00:30:09,25=376.90,441=376.90,31=40,735=40,3855=1809151,4147=1809151,
賣: 376.90
STWamX7 :25=362.80,441=362.80,31=6,735=6,3855=1809152,4147=1809152,
賣: 362.80
STWamX7 :1067=00:31:30,25=376.90,441=376.90,31=20,735=20,3855=1890035,4147=1890035,
賣: 376.90
STWamX7 :25=362.80,441=362.80,31=3,735=3,3855=1890037,4147=1890037,
賣: 362.80
STWamX7 :3855=2285781,1067=00:38:05,22=431.30,436=431.30,4150=2285781,5=00:38,
買: 431.30
STWamX7 :3855=2287478,22=415.00,436=415.00,4150=2287478,
買: 415.00
STWamX7 :1704=00:45,7084=3,3404=403.10,372=403.10,3132=3,32=3,100=1209.30,373=3,7085=1,6947=3,8672=692259671968332150,8273=403.10,5387=3,
*總量* 3
STWamX7 :7084=1,3132=4,32=4,100=1612.40,373=4,7085=2,6947=4,8672=692259671968332151,5387=1,
*總量* 4
STWamX7 :7084=2,3132=6,32=6,100=2418.60,373=6,7085=3,6947=6,8672=692259671968332152,5387=2,
*總量* 6
STWamX7 :7084=3,3132=9,32=9,100=3627.90,373=9,7085=4,6947=9,8672=692259671968332153,5387=3,
*總量* 9
STWamX7 :3132=12,32=12,100=4837.20,373=12,7085=5,6947=12,8672=692259671968332154,
*總量* 12
STWamX7 :7084=9,3132=21,32=21,100=8465.10,373=21,7085=6,6947=21,8672=692259671968332155,5387=9,
*總量* 21
STWamX7 :7084=3,3132=24,32=24,100=9674.40,373=24,7085=7,6947=24,8672=692259671968332156,5387=3,
*總量* 24
STWamX7 :3132=27,32=27,100=10883.70,373=27,7085=8,6947=27,8672=692259671968332157,
*總量* 27
STWamX7 :7084=2,3132=29,32=29,100=11689.90,373=29,7085=9,6947=29,8672=692259671968332158,5387=2,
*總量* 29
STWamX7 :7084=5,3132=34,32=34,100=13705.40,373=34,7085=10,6947=34,8672=692259671968332159,5387=5,
*總量* 34
STWamX7 :7084=8,3132=42,32=42,100=16930.20,373=42,7085=11,6947=42,8672=692259671968332160,5387=8,
*總量* 42
STWamX7 :7084=4,3132=46,32=46,100=18542.60,373=46,7085=12,6947=46,8672=692259671968332161,5387=4,
*總量* 46
STWamX7 :7084=1,3132=47,32=47,100=18945.70,373=47,7085=13,6947=47,8672=692259671968332162,5387=1,
*總量* 47
STWamX7 :25=376.90,441=376.90,31=20,735=20,4147=2700183,
賣: 376.90
STWamX7 :22=407.30,436=407.30,
買: 407.30
STWamX7 :25=390.00,441=390.00,31=17,735=17,
賣: 390.00
STWamX7 :22=407.20,436=407.20,30=9,730=9,
買: 407.20
STWamX7 :22=407.10,436=407.10,30=3,730=3,
買: 407.10
STWamX7 :22=407.00,436=407.00,
買: 407.00
STWamX7 :22=405.70,436=405.70,30=7,730=7,
買: 405.70
STWamX7 :22=405.00,436=405.00,30=8,730=8,
買: 405.00
STWamX7 :25=400.00,441=400.00,31=1,735=1,
賣: 400.00
STWamX7 :3132=48,32=48,100=19348.80,373=48,7085=14,6947=48,8672=692259671968332163,
*總量* 48
STWamX7 :22=404.30,436=404.30,30=7,730=7,
買: 404.30
STWamX7 :22=404.00,436=404.00,
買: 404.00
STWamX7 :25=400.50,441=400.50,
賣: 400.50
STWamX7 :25=401.80,441=401.80,31=7,735=7,
賣: 401.80
STWamX7 :25=401.90,441=401.90,3855=2700184,4147=2700184,
賣: 401.90
STWamX7 :22=403.80,436=403.80,30=14,730=14,4150=2700184,
買: 403.80
STWamX7 :25=402.20,441=402.20,31=22,735=22,
賣: 402.20
STWamX7 :22=403.20,436=403.20,30=8,730=8,
買: 403.20
STWamX7 :22=403.10,436=403.10,30=13,730=13,
買: 403.10
STWamX7 :3132=49,32=49,100=19751.90,373=49,7085=15,6947=49,8672=692259671968332164,
*總量* 49
STWamX7 :204=403.10,59=403.40,57=403.10,735=7,3514=403.40,203=403.10,31=7,3512=403.40,25=403.40,441=403.40,
賣: 403.40
STWamX7 :7084=6,3132=55,32=55,100=22170.50,373=55,7085=16,6947=55,8672=692259671968332165,5387=6,
*總量* 55
STWamX7 :7084=1,3132=56,32=56,100=22573.60,373=56,7085=17,6947=56,8672=692259671968332166,5387=1,
*總量* 56
STWamX7 :7084=6,3132=62,32=62,100=24992.20,373=62,7085=18,6947=62,8672=692259671968332167,5387=6,
*總量* 62
STWamX7 :7084=1,3132=63,32=63,100=25395.30,373=63,7085=19,6947=63,8672=692259671968332168,5387=1,
*總量* 63
STWamX7 :7084=7,3132=70,32=70,100=28217.00,373=70,7085=20,6947=70,8672=692259671968332169,5387=7,
*總量* 70
STWamX7 :7084=1,3132=71,32=71,100=28620.10,373=71,7085=21,6947=71,8672=692259671968332170,5387=1,
*總量* 71
STWamX7 :7084=7,3132=78,32=78,100=31441.80,373=78,7085=22,6947=78,8672=692259671968332171,5387=7,
*總量* 78
STWamX7 :7084=5,3132=83,32=83,100=33457.30,373=83,7085=23,6947=83,8672=692259671968332172,5387=5,
*總量* 83
STWamX7 :7084=1,3132=84,32=84,100=33860.40,373=84,7085=24,6947=84,8672=692259671968332173,5387=1,
*總量* 84
STWamX7 :19=403.10,6258=2700170,12=403.10,285=00:45,379=00:45:00,32=85,286=00:45,6259=2700170,13=403.10,3854=2700170,3900=692259671968332176,11=0.00,287=00:45,3132=85,77=1,6=403.10,100=34263.50,18=00:45,6260=2700170,56=0.00,4756=1,16=20 NOV 2017,178=1,
開盤: 403.10 -- 00:45:00 -- *總量* 85 成交: 403.10
STWamX7 :178=2,3900=692259671968332177,3132=87,77=2,32=87,100=35069.70,
*總量* 87
STWamX7 :6259=2700177,12=403.40,372=403.11,11=0.30,3132=89,77=3,56=0.07,3404=403.11,3854=2700177,3900=692259671968332178,32=89,100=35876.50,6=403.40,14=1,
*總量* 89 成交: 403.40
STWamX7 :4147=2700233,3855=2700233,3514=403.30,25=403.30,441=403.30,31=2,735=2,
賣: 403.30
STWamX7 :178=1,3900=692259671968332179,3854=2700336,56=0.00,11=0.00,3132=90,77=4,32=90,100=36279.60,6=403.10,14=2,
*總量* 90 成交: 403.10
最後比對SGX提供的Tick明細(WEBPXTICK_DT-20171120.zip)
可以發現 08:30:00~ 08:45:00 只有買賣價, 並且有穿價狀態的現象 (因為非交易時段不會成交)
084501才有成交,就是開盤價 403.10
Message Code
B : Bid
A : Ask
T : Traded
Time,Price,Msg_Code,Volume
083000,0000037690,A,00040
083000,0000041100,B,00008
083002,0000037490,A,00006
083003,0000037290,A,00006
083003,0000041500,B,00009
083004,0000037090,A,00006
083005,0000036790,A,00006
083006,0000036590,A,00006
083007,0000036490,A,00006
083008,0000036290,A,00006
083009,0000036280,A,00006
083010,0000036280,A,00006
083012,0000036280,A,00006
083014,0000036280,A,00006
083015,0000036280,A,00006
083016,0000036280,A,00006
083017,0000036280,A,00006
083018,0000036280,A,00006
083020,0000036280,A,00006
083031,0000036280,A,00006
083031,0000041500,B,00009
083033,0000041500,B,00009
083035,0000041500,B,00009
083038,0000036280,A,00006
083040,0000041500,B,00009
083043,0000041500,B,00009
083048,0000036280,A,00006
083055,0000041500,B,00009
083100,0000036280,A,00006
083106,0000036280,A,00006
083107,0000036280,A,00006
083108,0000036280,A,00006
083109,0000036280,A,00006
083110,0000036280,A,00006
083110,0000041500,B,00009
083111,0000036280,A,00006
083113,0000036280,A,00006
083114,0000041500,B,00009
083116,0000036280,A,00006
083117,0000036280,A,00006
083118,0000036280,A,00006
083121,0000041500,B,00009
083123,0000036280,A,00006
083124,0000036280,A,00006
083125,0000036280,A,00006
083126,0000036280,A,00006
083126,0000041500,B,00009
083127,0000036280,A,00006
083128,0000036280,A,00006
083129,0000036280,A,00006
083130,0000036280,A,00003
083130,0000041500,B,00009
083131,0000036280,A,00003
083131,0000041500,B,00009
083132,0000041500,B,00009
083133,0000041500,B,00009
083135,0000041500,B,00009
083141,0000036280,A,00003
083141,0000041500,B,00009
083142,0000041500,B,00009
083145,0000036280,A,00003
083145,0000041500,B,00009
083146,0000041500,B,00009
083148,0000036280,A,00003
083151,0000041500,B,00009
083157,0000036280,A,00003
083157,0000041500,B,00009
083158,0000036280,A,00003
083200,0000041500,B,00009
083201,0000036280,A,00003
083201,0000041500,B,00009
083204,0000036280,A,00003
083210,0000036280,A,00003
083210,0000041500,B,00009
083215,0000041500,B,00009
083217,0000041500,B,00009
083218,0000036280,A,00003
083220,0000041500,B,00009
083229,0000036280,A,00003
083229,0000041500,B,00009
083230,0000036280,A,00003
083233,0000036280,A,00003
083233,0000041500,B,00009
083234,0000036280,A,00003
083235,0000041500,B,00009
083238,0000036280,A,00003
083238,0000041500,B,00009
083239,0000036280,A,00003
083239,0000041500,B,00009
083240,0000036280,A,00003
083241,0000036280,A,00003
083241,0000041500,B,00009
083242,0000036280,A,00003
083243,0000036280,A,00003
083244,0000041500,B,00009
083245,0000036280,A,00003
083246,0000036280,A,00003
083246,0000041500,B,00009
083247,0000036280,A,00003
083248,0000041500,B,00009
083249,0000041500,B,00009
083250,0000041500,B,00009
083251,0000041500,B,00009
083253,0000041500,B,00009
083256,0000041500,B,00009
083257,0000036280,A,00003
083258,0000041500,B,00009
083259,0000041500,B,00009
083301,0000041500,B,00009
083302,0000041500,B,00009
083303,0000041500,B,00009
083304,0000041500,B,00009
083305,0000041500,B,00009
083307,0000041500,B,00009
083308,0000041500,B,00009
083309,0000041500,B,00009
083313,0000041500,B,00009
083314,0000041500,B,00009
083315,0000041500,B,00009
083316,0000041500,B,00009
083317,0000036280,A,00003
083317,0000041500,B,00009
083318,0000036280,A,00003
083318,0000041500,B,00009
083319,0000036280,A,00003
083319,0000041500,B,00009
083320,0000036280,A,00003
083320,0000041500,B,00009
083321,0000036280,A,00003
083321,0000041500,B,00009
083322,0000036280,A,00003
083322,0000041500,B,00009
083323,0000036280,A,00003
083323,0000041500,B,00009
083324,0000036280,A,00003
083325,0000036280,A,00003
083326,0000036280,A,00003
083327,0000036280,A,00003
083327,0000041500,B,00009
083328,0000036280,A,00003
083328,0000041500,B,00009
083329,0000036280,A,00003
083329,0000041500,B,00009
083330,0000036280,A,00003
083330,0000041500,B,00009
083331,0000041500,B,00009
083332,0000041500,B,00009
083333,0000041500,B,00009
083334,0000041500,B,00009
083335,0000041500,B,00009
083344,0000036280,A,00003
083358,0000041500,B,00009
083404,0000041500,B,00009
083417,0000036280,A,00003
083417,0000041500,B,00009
083418,0000036280,A,00003
083418,0000041500,B,00009
083426,0000036280,A,00003
083427,0000036280,A,00003
083433,0000036280,A,00003
083435,0000036280,A,00003
083435,0000041500,B,00009
083436,0000041500,B,00009
083437,0000041500,B,00009
083438,0000041500,B,00009
083439,0000041500,B,00009
083440,0000036280,A,00003
083440,0000041500,B,00009
083442,0000036280,A,00003
083443,0000036280,A,00003
083444,0000036280,A,00003
083445,0000036280,A,00003
083446,0000036280,A,00003
083446,0000041500,B,00009
083447,0000036280,A,00003
083449,0000036280,A,00003
083455,0000036280,A,00003
083500,0000036280,A,00003
083501,0000036280,A,00003
083503,0000041500,B,00009
083504,0000036280,A,00003
083504,0000041500,B,00009
083506,0000036280,A,00003
083507,0000036280,A,00003
083508,0000036280,A,00003
083514,0000036280,A,00003
083522,0000036280,A,00003
083530,0000036280,A,00003
083530,0000041500,B,00009
083531,0000041500,B,00009
083532,0000041500,B,00009
083533,0000041500,B,00009
083536,0000036280,A,00003
083541,0000036280,A,00007
083542,0000036280,A,00007
083554,0000036280,A,00007
083556,0000036280,A,00007
083556,0000041500,B,00009
083557,0000036280,A,00007
083557,0000041500,B,00009
083559,0000036280,A,00007
083600,0000036280,A,00007
083601,0000036280,A,00007
083602,0000036280,A,00007
083606,0000036280,A,00007
083607,0000036280,A,00007
083608,0000036280,A,00007
083609,0000036280,A,00007
083610,0000036280,A,00007
083611,0000036280,A,00007
083612,0000036280,A,00007
083614,0000036280,A,00007
083615,0000036280,A,00007
083618,0000036280,A,00007
083619,0000036280,A,00007
083620,0000036280,A,00007
083624,0000036280,A,00007
083628,0000036280,A,00007
083629,0000036280,A,00007
083630,0000036280,A,00007
083631,0000041500,B,00009
083633,0000036280,A,00007
083647,0000036280,A,00007
083655,0000041500,B,00009
083657,0000036280,A,00008
083701,0000036280,A,00008
083702,0000036280,A,00008
083703,0000036280,A,00008
083706,0000036280,A,00008
083710,0000036280,A,00008
083712,0000036280,A,00008
083717,0000041500,B,00009
083719,0000036280,A,00008
083722,0000041500,B,00009
083725,0000036280,A,00008
083727,0000041500,B,00009
083731,0000036280,A,00008
083733,0000036280,A,00008
083737,0000036280,A,00008
083738,0000041500,B,00009
083745,0000041500,B,00009
083752,0000041500,B,00009
083753,0000041500,B,00009
083759,0000041500,B,00009
083802,0000041500,B,00009
083804,0000036280,A,00008
083805,0000043130,B,00018
083807,0000041500,B,00009
083809,0000041500,B,00009
083812,0000041500,B,00009
083814,0000041500,B,00009
083815,0000036280,A,00008
083817,0000041500,B,00009
083818,0000036280,A,00008
083824,0000041500,B,00009
083839,0000041500,B,00009
083842,0000041500,B,00009
083850,0000041500,B,00009
083851,0000041500,B,00009
083854,0000041500,B,00009
083855,0000041500,B,00009
083856,0000036280,A,00010
083857,0000041500,B,00009
083858,0000036280,A,00010
083859,0000036280,A,00010
083902,0000036280,A,00010
083902,0000041500,B,00009
083903,0000041500,B,00009
083904,0000036280,A,00010
083908,0000041500,B,00009
083911,0000041500,B,00009
083913,0000036280,A,00010
083915,0000036280,A,00010
083917,0000041500,B,00009
083920,0000041500,B,00009
083925,0000041500,B,00009
083934,0000036280,A,00010
083936,0000041500,B,00009
083939,0000036280,A,00010
083939,0000041500,B,00009
083944,0000036280,A,00010
083949,0000036280,A,00010
083949,0000041500,B,00009
084003,0000036280,A,00010
084005,0000036280,A,00010
084005,0000041500,B,00009
084006,0000041500,B,00009
084008,0000041500,B,00009
084009,0000041500,B,00009
084010,0000041500,B,00009
084011,0000041500,B,00009
084014,0000041500,B,00009
084015,0000041500,B,00009
084016,0000041500,B,00009
084019,0000041500,B,00009
084020,0000041500,B,00009
084021,0000041500,B,00009
084023,0000041500,B,00009
084026,0000041500,B,00009
084027,0000041500,B,00009
084028,0000041500,B,00009
084029,0000041500,B,00009
084032,0000041500,B,00009
084033,0000041500,B,00009
084034,0000036280,A,00010
084034,0000041500,B,00009
084035,0000041500,B,00009
084039,0000041500,B,00009
084042,0000041500,B,00009
084046,0000041500,B,00009
084053,0000041500,B,00009
084054,0000041500,B,00009
084056,0000041500,B,00009
084059,0000036280,A,00010
084059,0000041500,B,00009
084104,0000036280,A,00010
084110,0000041500,B,00009
084112,0000036280,A,00008
084149,0000041500,B,00009
084152,0000041500,B,00009
084154,0000041500,B,00009
084159,0000041500,B,00009
084200,0000041500,B,00009
084201,0000041500,B,00009
084202,0000036280,A,00008
084203,0000041500,B,00009
084209,0000041500,B,00009
084211,0000041500,B,00009
084214,0000041500,B,00009
084215,0000041500,B,00009
084216,0000041500,B,00009
084217,0000041500,B,00009
084222,0000041500,B,00009
084223,0000041500,B,00009
084235,0000036280,A,00008
084236,0000036280,A,00008
084237,0000036280,A,00008
084241,0000036280,A,00008
084242,0000036280,A,00008
084243,0000036280,A,00008
084251,0000041500,B,00009
084252,0000041500,B,00009
084253,0000036280,A,00004
084253,0000041500,B,00009
084254,0000036280,A,00009
084257,0000036280,A,00009
084257,0000041500,B,00009
084258,0000041500,B,00009
084301,0000041500,B,00009
084304,0000041500,B,00009
084305,0000041500,B,00009
084313,0000041500,B,00009
084316,0000041500,B,00009
084317,0000036280,A,00009
084318,0000041500,B,00009
084319,0000041500,B,00009
084321,0000041500,B,00009
084324,0000041500,B,00009
084328,0000036280,A,00009
084328,0000041500,B,00009
084330,0000036280,A,00009
084331,0000036280,A,00009
084332,0000036280,A,00009
084334,0000036280,A,00009
084336,0000036280,A,00009
084336,0000041500,B,00009
084337,0000036280,A,00009
084342,0000041500,B,00009
084343,0000036280,A,00009
084344,0000041500,B,00009
084347,0000036280,A,00009
084353,0000036280,A,00009
084356,0000036280,A,00009
084356,0000041500,B,00009
084357,0000036280,A,00009
084400,0000041500,B,00009
084401,0000041500,B,00009
084404,0000036280,A,00009
084405,0000036280,A,00009
084406,0000036280,A,00009
084412,0000041500,B,00009
084416,0000036280,A,00009
084417,0000041500,B,00009
084420,0000041500,B,00009
084421,0000041500,B,00009
084422,0000036280,A,00009
084425,0000036280,A,00009
084426,0000041500,B,00009
084429,0000041500,B,00009
084431,0000036280,A,00009
084431,0000041500,B,00009
084432,0000041500,B,00009
084433,0000036280,A,00009
084434,0000041500,B,00009
084435,0000041500,B,00009
084436,0000041500,B,00009
084437,0000036280,A,00009
084437,0000041500,B,00009
084438,0000041500,B,00009
084439,0000036280,A,00009
084439,0000041500,B,00009
084441,0000041500,B,00009
084443,0000041500,B,00009
084444,0000041500,B,00009
084445,0000041500,B,00009
084447,0000036280,A,00009
084448,0000041500,B,00009
084449,0000041500,B,00009
084451,0000036280,A,00009
084452,0000036280,A,00009
084452,0000041500,B,00009
084453,0000036280,A,00009
084453,0000041500,B,00009
084454,0000036280,A,00009
084454,0000041500,B,00009
084455,0000036280,A,00009
084455,0000041500,B,00009
084456,0000036280,A,00009
084456,0000041500,B,00009
084457,0000041500,B,00009
084458,0000036280,A,00009
084458,0000041500,B,00009
084459,0000041500,B,00009
084500,0000040340,A,00015
084500,0000040320,B,00004
084501,0000040340,A,00021
084501,0000040330,B,00004
084501,0000040310,T,00003 <== 成交價 403.10 (開盤價)
084501,0000040310,T,00001
084501,0000040310,T,00002
084501,0000040310,T,00003
084501,0000040310,T,00003
084501,0000040310,T,00009
084501,0000040310,T,00003